Crank-Nicholson Method

Crank-Nicholson Method is somewhat similar to the implicit in the way that the way to solve the system would be the same, but the future value in the time steps would depend on the past value as well as the future value.

$$\begin{eqnarray*} \frac{u^{k+1}_{i,j} - u^{k}_{i,j}}{s} = \frac{1}{2}k (\frac... ...{i,j+1} + u^{k}_{i,j-1} + u^{k}_{i-1,j}- 4u^{k}_{i,j}}{h^2} ) \end{eqnarray*}$$

similar to implicit method, no specific implementation was completed, but the method of implementation would be similar to that of the implicit method.