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
Quantitative Finance
ISBN: 9781118629956
1st Edition
Authors: Maria Cristina Mariani, Ionut Florescu
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