감동, 마음이 움직이는 것
[Crank-Nicolson method/Tridiagonal matrix algorithm] 본문
Tips (Utility, Computer Language, and etc.)
[Crank-Nicolson method/Tridiagonal matrix algorithm]
Struggler J. 2016. 10. 13. 04:33[Ref] =================================================================
Most helpul explanation is
https://sepwww.stanford.edu/sep/prof/bei/fdm/paper_html/node16.html
and
https://www.quantstart.com/articles/Solving-the-Diffusion-Equation-Explicitly
https://www.quantstart.com/articles/Crank-Nicholson-Implicit-Scheme
https://www.quantstart.com/articles/Tridiagonal-Matrix-Algorithm-Thomas
https://www.quantstart.com/articles/Tridiagonal-Matrix-Algorithm-Thomas-Algorithm-in-C
wiki
https://en.wikipedia.org/wiki/Tridiagonal_matrix_algorithm
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This is my note Crank-Nicolson method for 1D problem with no-flux boundary condition.
The Crank-Nicolson method in 1D.pdf
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