Author AND co-author of the Crank–Nicholson method.

In numerical analysis, the Crank–Nicholson 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 and can be written as an implicit Runge–Kutta method, and it is numerically stable. The method was developed by John Crab and Phyllis Nicholson in the mid 20th century.

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