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