The Crank-Nicolson method is a widely used numerical technique for solving partial differential equations (PDE), particularly those describing diffusion and heat transfer. It's especially popular for its stability and accuracy. Here's a breakdown:

How it Works (Simplified):

  1. Discretization:
  2. Averaging:
  3. System of Equations:
  4. Matrix Solver:

Applications:

Advantages:

Disadvantages: