Modify Algorithms 12.2 and 12.3 to include the parabolic partial differential equation u / t 2u
Question:
∂u / ∂t − ∂2u / ∂x2 = F(x), 0< x < l, 0 < t;
u(0, t) = u(l, t) = 0, 0 < t;
u(x, 0) = f (x), 0≤ x ≤ l.
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