In numerical analysis, the Crank–Nicolson method is a finite difference method used for numerically solving the heat equation and similar partial differential equations. It is a second-order method in time. It is implicit in time, can be written as an implicit Runge–Kutta method, and it is numerically stable. The method was developed by John Crank and Phyllis Nicolson in the mid 20th century. For diffusion equations (and many other equations), it can be shown the Crank–Nicolson metho… WebIn numerical linear algebra, the alternating-direction implicit (ADI) method is an iterative method used to solve Sylvester matrix equations.It is a popular method for solving the large matrix equations that arise in systems theory and control, and can be formulated to construct solutions in a memory-efficient, factored form. It is also used to numerically solve …

克兰克－尼科尔森方法介绍及其实现 - 知乎

WebAug 25, 2024 · 有限差分定价：C rank Nicolson 方案的C ++应用程序通过Green函数对付红利的美国期权定价 该存储库实现了C rank Nicolson 方案的实际应用，以通过绿色功能对美式期权定价。. 尽管二项式和三项式格在股票期权定价框架中非常流行，但我相信有限差分设置在模型选择 ... WebCrank-Nicolson 方法. \Psi (t+h) = (S+\mathrm i H (t+h/2)h/2)^ {-1} (S -\mathrm i H (t+h/2)h/2)\Psi (t). 这样得到的式子，容易验证波函数的模值是守恒的（不计入截断误差）。. 尽管每一步都涉及到矩阵方程求解（求一矩 … linkin park games free online

3. Numerically Solving PDE’s: Crank-Nicholson Algorithm

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