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In numerical analysis, the Crank–Nicolson method is a finite difference method used for numerically solving the heat equation and similar partial differential equations. It is a second-order method in time. It is implicit in time, can be written as an implicit Runge–Kutta method, and it is numerically stable. The method was developed by John Crank and Phyllis Nicolson in the 1940s. For diffusion equations, it can be shown the Crank–Nicolson method is unconditionally stable. However, the approximate solutions can still contain (decaying) spurious oscillations if the ratio of time step Δ t times the thermal diffusivity to the square of space step, Δ x 2 , is large. For this reason, whenever large time steps or high spatial resolution is necessary, the less accurate backward Euler method is often used, which is both stable and immune to oscillations.