ON THE STABILITY OF MODIFIED CRANK-NICOLSON METHOD FOR PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS

Abstract

In this paper, we investigate the stability of Modified Crank-Nicolson method for solving one dimensional Parabolic equation knowing that finite difference solution of partial diferential equations must satisfy the requirement of stability, if they are to be reasonably accurate. We examined it with the Von-Neumann scheme using the Fourier series methods and our result is confirmed with examples