The following table summarizes the three methods.
Scheme: | Truncation Error: | Stability requirements: |
Crank-Nicolson | \mathcal{O}(\Delta x^2) and \mathcal{O}(\Delta t^2) | Stable for all \Delta t and \Delta x . |
Backward Euler | \mathcal{O}(\Delta x^2) and \mathcal{O}(\Delta t) | Stable for all \Delta t and \Delta x . |
Forward Euler | \mathcal{O}(\Delta x^2) and \mathcal{O}(\Delta t) | \Delta t\leq \frac{1}{2}\Delta x^2 |