Introduction

Second-order partial differential equations (PDEs) may be classified as parabolic, hyperbolic or elliptic. Parabolic and hyperbolic PDEs often model time dependent processes involving initial data.

In this Section we consider numerical solutions of parabolic problems.

Prerequisites

• review difference methods for first and second derivatives ( HELM booklet  31.3)

Learning Outcomes

• implement simple methods to obtain approximate solutions of the heat diffusion equation