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Implement implicit Crank Nicolson method (trapezoidal rule) #10

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jam31118 opened this issue Feb 14, 2019 · 0 comments
Open

Implement implicit Crank Nicolson method (trapezoidal rule) #10

jam31118 opened this issue Feb 14, 2019 · 0 comments
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enhancement New feature or request

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@jam31118
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Although it is A-stable (whereas the implicit Euler method is known L-stable, which is better), it is known as 2nd order method, which is better than 1st order method such as implicit Euler.

For the equation, see, e.g. here.
@jam31118 jam31118 added the enhancement New feature or request label Feb 14, 2019
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