Abstract
Many of the problems of physics and engineering that require numerical approximations are special cases of the following second-order linear parabolic differential equation:
where R is a given finite (connected) region in Euclidean n-dimentional space, with (external) boundary conditions
where Г is the external boundary of R. Characteristic of such problems is the additional initial condition
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© 2009 Springer-Verlag Berlin Heidelberg
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Varga, R.S. (2009). Matrix Methods for Parabolic Partial Differential Equations. In: Matrix Iterative Analysis. Springer Series in Computational Mathematics, vol 27. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-05156-2_8
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DOI: https://doi.org/10.1007/978-3-642-05156-2_8
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Online ISBN: 978-3-642-05156-2
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