Introduction to Partial Differential Equations;
A Computational approach

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Transparencies

Transparencies presenting this chapter.

Matlab code for examples

Example 4.1 This script implement a finite difference scheme for the heat equation. Both analytical and numerical solution are plotted.
Example 4.2 In this example we again compute a numerical solution to a heat equation, using a finite difference scheme. By experimenting with different timesteps, an instability problem is explained.
Example 4.5 This example concerns a non-linear problem. The solution is approximated with a finite difference scheme.
Example 4.6 The same problem as in Example 4.2 is solved, now with a implicit scheme, hence without the instability problem.
Comparison In section 4.2.2, the analytical and numerical solutions of the heat equation are compared. This script plot the the terms which differ in the expressions, as a function of the grid index, at a given time-step ( respectively n and m in the user input).
Most recent update 04.09.1998 by Åsmund.