Usually the Crank–Nicolson scheme is the most accurate scheme for small time steps. The explicit scheme is the least accurate and can be unstable, but is also the easiest to implement and the least numerically intensive. The implicit scheme works the best for large time steps. ...
Found on
http://en.wikipedia.org/wiki/Finite_difference_method
(from the article `numerical analysis`) ...in the equation. The approximating equation has a solution at a discrete set of points, and this solution approximates that of the original ...
Found on
http://www.britannica.com/eb/a-z/f/27
No exact match found.
