Find the finite difference solution of the problem [begin{aligned}& frac{partial^{2} u}{partial x^{2}}=frac{partial u}{partial t} quad 0 by

Question:

Find the finite difference solution of the problem

\[\begin{aligned}& \frac{\partial^{2} u}{\partial x^{2}}=\frac{\partial u}{\partial t} \quad 0


by the explicit method. Plot the solution using \(h=0.1\) and \(k=0.005\) for the first three time levels \((j=0,1,2)\).

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Related Book For  book-img-for-question

Quantitative Finance

ISBN: 9781118629956

1st Edition

Authors: Maria Cristina Mariani, Ionut Florescu

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