Scripted HTML version of Foils prepared 11 November 1996

Foil 18 Solution of Artificial Time Equation as a Diffusion System Discretized in Space and Time

From CPS615-Basic PDE Solver Discussion and Sparse Matrix Formulation Delivered Lectures of CPS615 Basic Simulation Track for Computational Science -- 8 November 96. by Geoffrey C. Fox *
Secs 138.2
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)

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