Can anybody tell me what is SOR method? IS it implicit or explicit? Is it diificult to programme than Crank-Nicolson method? Is there any book for this?

(1). Most numerical analysis books should cover SOR method. (2). There is no other method simpler than SOR method. (3). None of the methods you mentioned are difficult to program. These are very standard methods. They are all in the book. (4). Pick a book written for engineers and scientists. ( I had taken real analysis once and it is really hard to understand. Stay away from the books written by mathematicians for now.)

Can you tell me what is long form of SOR

successive over relaxation

A good place to start is the book:

Numerical Recipes, by Press, Flannery, Teukolsky and Vetterling, 1989, Cambridge: Cambridge University Press. This book should be for sure in the Physics Library (in your Department I guess).

There you can find basic information, and it is written for Physicsits and Engineers (no mathematicians, John Chien).

Patrick

Successive Over-Relaxation : SOR (& SUR) Specifically, can dramatically accelerate convergance of the Gauss-Seidel iterative solution method using an extrapolation technique. I believe the matrix must be either diagonally dominant or symmetric positive definte. w>1; over-relaxation w=1; Gauss-Siedel 0<w<1: under-relaxation