1 | If we solve the diffusion equation (*) by finite difference in space (which is as for Laplace's equation) and time |
2 | Here "t" could be t,t+dt or an average such as: |
3 | t0 is Initial value which we can take as t=0 |
4 | t1 = t0+ dt ..... |
5 | tk+1=tk+dt |
6 | The iteration gives yk(x)=y(x,tk) in terms of y(k-1)(x) |