crank-nicolson topic

List crank-nicolson repositories

Une simulation de l'évolution d'un paquet d'onde gaussien

FastAmericanOptionPricing

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Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.

Electron-diffraction

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A python script that displays an animation of an electron propagation and its interaction with arbitrary potential. The program solves the two-dimensional time-dependant Schrödinger equation using Cra...

heat-diffusion-equation

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Finite-Difference Approximations to the Heat Equation. Implementation of schemes: Forward Time, Centered Space; Backward Time, Centered Space; Crank-Nicolson.

double-slit-2d-schrodinger

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This repository contains Python 3 scripts for simulating the passage of a 2D Gaussian wave packet through a double slit. For this, the 2D Schrödinger equation is solved using the Crank-Nicolson numeri...