18/9/17 12:25 PM E:\Matlab\CL249\CrankNicolson_SSJ.

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function [t,x] = CrankNicolson_SSJ(fun,x0,tf,h)

% function to solve ODE IVP problem using Crank Nicolson implicit method
% Developed by Sujit Jogwar on Aug 28, 2017
% Inputs:
% fun: Function file for dx/dt = fun(t,x)
% x0: initial condition
% tf: final time
% h: step size
% other specs
iter_max = 100; % max iterations for Newton Raphson subroutine
error_tol = 0.001; % convergence tolerance for Newton Raphson subroutine
% compute numner of steps
N = ceil(tf/h);

% initialize outputs
t = zeros(N+1,1);
x = zeros(N+1,length(x0));
x(1,:) = x0';
for i = 1:N
t(i+1) = t(i) + h;
% set up nonlinear equation solver
x_current = x(i,:)';
x_guess = x_current+h*fun(t(i),x_current);
disp(['For t = ' num2str(t(i+1))]);
% Newton Raphson routine
for ii = 1:iter_max
N1 = length(x_guess);
f = x_current + h/2*fun(t(i),x_current) + h/2*fun(t(i+1),x_guess) - x_guess;
% jacobian computation
J = h/2*jacobian(fun,t(i+1),x_guess) - eye(N1);
dx = GaussElimination_SSJ(J,-f);
x_new = x_guess +dx;
% check convergence
er = norm(x_current + h/2*fun(t(i),x_current)+ h/2*fun(t(i+1),x_new)-x_new);
if er < error_tol
disp(['Convergence achieved in ' num2str(ii) ' iterations']);
break; % stops iterations
else
% check if max iterations have reached
if ii == iter_max
disp('Maximum iterations reached without satisfying convergence
criteria');
else
% proceed to the next iteration with updated initial
% condition
x_guess = x_new;
end
end
end
x(i+1,:) = x_new';
end