Damping of Crank–Nicolson error oscillations

• Published in: Computational biology and chemistry Vol. 27; no. 3; pp. 253 - 263
• Main Authors: Britz, D., Østerby, O., Strutwolf, J.
• Format: Journal Article
• Language: English
• Published: England Elsevier Ltd 01.07.2003
• Subjects: Crank–Nicolson; Damping; Oscillations; Damping; Oscillations; Crank–Nicolson
• ISSN: 1476-9271; 1476-928X
• DOI: 10.1016/S0097-8485(02)00075-X

The Crank–Nicolson (CN) simulation method has an oscillatory response to sharp initial transients. The technique is convenient but the oscillations make it less popular. Several ways of damping the oscillations in two types of electrochemical computations are investigated. For a simple one-dimensional system with an initial singularity, subdivision of the first time interval into a number of equal subintervals (the Pearson method) works rather well, and so does division with exponentially increasing subintervals, where however an optimum expansion parameter must be found. This method can be computationally more expensive with some systems. The simple device of starting with one backward implicit (BI, or Laasonen) step does damp the oscillations, but not always sufficiently. For electrochemical microdisk simulations which are two-dimensional in space and using CN, the use of a first BI step is much more effective and is recommended. Division into subintervals is also effective, and again, both the Pearson method and exponentially increasing subintervals methods are effective here. Exponentially increasing subintervals are often considerably more expensive computationally. Expanding intervals over the whole simulation period, although capable of satisfactory results, for most systems will require more cpu time compared with subdivision of the first interval only.