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Finite-Difference Approximations to the Heat Equation. Implementation of schemes: Forward Time, Centered Space; Backward Time, Centered Space; Crank-Nicolson.

The Heat Diffusion Equation

Finite-Difference Approximations to the Heat Equation.

Implementation of schemes for the Heat Equation:

  • Forward Time, Centered Space;
  • Backward Time, Centered Space;
  • Crank-Nicolson.