The Crank-Nicolson method is particularly advantageous for time-dependent problems because it treats the spatial derivative in a way that is stable for larger time steps compared to explicit methods. It achieves this by averaging the spatial derivatives at two consecutive time levels, which leads to a second-order accurate method in both time and space.
Derivation
1. Time Discretization:
The time interval is divided into discrete steps:
\[
t_n = n \Delta t \quad \text{for} \quad n = 0, 1, 2, \ldots
\]
2. Spatial Discretization:
The spatial domain is divided into \(N\) grid points:
\[
x_k = k \Delta x \quad \text{for} \quad k = 0, 1, 2, \ldots, N
\]
3. Finite Difference Approximations:
The Crank-Nicolson method approximates the time derivative using the average of the values at the current and next time levels:
\[
\frac{\partial \psi}{\partial t} \approx \frac{\psi_{k}^{n+1} - \psi_{k}^{n}}{\Delta t}
\]
This gives the equation:
\[
\frac{\psi_{k}^{n+1} - \psi_{k}^{n}}{\Delta t} = \frac{1}{2} \left( \frac{\partial \psi}{\partial t} \bigg|_{t=t_n} + \frac{\partial \psi}{\partial t} \bigg|_{t=t_{n+1}} \right)
\]
4. Second Derivative Approximation:
The second spatial derivative is approximated using central differences:
\[
\frac{\partial^2 \psi}{\partial x^2} \approx \frac{\psi_{k+1}^{n} - 2\psi_{k}^{n} + \psi_{k-1}^{n}}{(\Delta x)^2}
\]
and
\[
\frac{\partial^2 \psi}{\partial x^2} \approx \frac{\psi_{k+1}^{n+1} - 2\psi_{k}^{n+1} + \psi_{k-1}^{n+1}}{(\Delta x)^2}
\]
5. Substituting into the TDSE:
In the context of the TDSE:
\[
i \hbar \frac{\partial \psi}{\partial t} = -\frac{\hbar^2}{2m} \frac{\partial^2 \psi}{\partial x^2} + V(x) \psi
\]
Using the Crank-Nicolson approximation gives us:
\[\small
i \hbar \frac{\psi_{k}^{n+1} - \psi_{k}^{n}}{\Delta t} =
\]
\[\small
-\frac{\hbar^2}{4m(\Delta x)^2} \left( \psi_{k+1}^{n+1} - 2\psi_{k}^{n+1} + \psi_{k-1}^{n+1} + \psi_{k+1}^{n} - 2\psi_{k}^{n} + \psi_{k-1}^{n} \right)
\]
\[\small
+ \frac{(V_k^{n+1}\psi_{k}^{n+1} + V_k^{n}\psi_{k}^{n})}{2}
\]
6. Rearranging the Equation:
This results in a system of equations that can be expressed in matrix form:
\[\small
\psi_k^{n+1} \left(1 + 2\mu + i \Delta t V_k^{n+1} \right) - \mu \psi_{k+1}^{n+1} - \mu \psi_{k-1}^{n+1}
\]
\[\small
= \psi_k^{n} \left(1 - 2\mu - i \Delta t V_k^{n} \right) - \mu \psi_{k+1}^{n} - \mu \psi_{k-1}^{n}
\]
Matrix Formulation
The Crank-Nicolson method leads to a tridiagonal system of equations which can be expressed as:
\[
A \psi^{n} = B \psi^{n+1}
\]
Matrix Formulations
1. Matrix \(\mathbf{B}\):
The matrix \(\mathbf{B}\) corresponds to the coefficients of the unknown wave function \(\psi^{n+1}\) at the new time level \(t_{n+1}\).
The general form of the tridiagonal matrix \(\mathbf{B}\) is given by:
\[\tiny
\mathbf{B} =
\begin{bmatrix}
1 + 2\mu + i \Delta t V(x_1) & -\mu & 0 & \cdots & 0 \\
-\mu & 1 + 2\mu + i \Delta t V(x_2) & -\mu & \cdots & 0 \\
0 & -\mu & 1 + 2\mu + i \Delta t V(x_3) & \ddots & 0 \\
\vdots & \vdots & \ddots & \ddots & -\mu \\
0 & 0 & 0 & -\mu & 1 + 2\mu + i \Delta t V(x_N)
\end{bmatrix}
\]
2. Matrix \(\mathbf{A}\):
The matrix \(\mathbf{A}\) corresponds to the coefficients of the known wave function \(\psi^n\) at the previous time level \(t_n\).
The general form of the tridiagonal matrix \(\mathbf{A}\) is given by:
\[\tiny
\mathbf{A} =
\begin{bmatrix}
1 - 2\mu - i \Delta t V(x_1) & \mu & 0 & \cdots & 0 \\
\mu & 1 - 2\mu - i \Delta t V(x_2) & \mu & \cdots & 0 \\
0 & \mu & 1 - 2\mu - i \Delta t V(x_3) & \ddots & 0 \\
\vdots & \vdots & \ddots & \ddots & \mu \\
0 & 0 & 0 & \mu & 1 - 2\mu - i \Delta t V(x_N)
\end{bmatrix}
\]
- Matrix \(\mathbf{A}\): Contains the coefficients for the new time level \(t^{n}\) and includes terms that account for both the spatial and potential contributions.
- Matrix \(\mathbf{B}\): Contains the coefficients for the current time level \(t^{n+1}\) and reflects the contributions from the previous state of the wave function.
These matrices are central to the Crank-Nicolson method's implementation, allowing for the efficient solution of the resulting linear system at each time step.