Use the implicit finite difference method to solve the heat conduction problem on the unit square: [begin{aligned}&

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Use the implicit finite difference method to solve the heat conduction problem on the unit square:

\[\begin{aligned}& \frac{\partial^{2} u}{\partial x^{2}}=\frac{\partial u}{\partial t} \\& u(x, 0)=x e^{x} \\& u(0, t)=u(1, t)=0\end{aligned}\]

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Quantitative Finance

ISBN: 9781118629956

1st Edition

Authors: Maria Cristina Mariani, Ionut Florescu

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