Key points are not available for this paper at this time.
The Crank-Nicolson scheme for discretizing linear parabolic equations converges at the rate of only o(1) in L 2 for initial data in L 2. It is shown that smoothing by adding four backward Euler steps to the scheme improves the convergence rate to 0(k 2/t 2). AMS(MOS): 65M10
Luskin et al. (Fri,) studied this question.