Review Of Numerical Solution And Simulation Of Parabolic Partial Differential Equations

ABSTRACT

This dissertation reviews numerical solution of parabolic partial differential

equations. A short description and classification of parabolic partial differential

equation is presented. The explicit, implicit and Crank-Nicolson numerical

techniques are discussed in relation to consistency, convergence and stability.

Analytical and numerical solutions of well-posed problem are obtained by Crank-

Nicolson and Laplace transform methods, and discussed through a practical

example. Simulation results of homogeneous heat equation is presented by using

MATLAB.