Finite Difference Scheme for the Heat Equation
Finite Difference Scheme for the Heat Equation
We apply a finite difference scheme to the heat equation, u(x,t)=u(x,t)+f(x,t), and study its convergence. The rate of convergence (or divergence) depends on the problem data and the inhomogeneous function .
∂
t
∂
x,x
f(x,t)