EULER EXPLICIT DIFFERENCE SCHEME
for linear heat transfer equation

• We consider linear diffusion (heat transfer) equation
  

• Diffusivity:
  

• No heat sources:
  

• Border condition:
  

• Initial condition (see graph):

• Grid:

time step:

number of spatial points:


spatial step:



initial condition in discrete form:

We substitute initial differential equation

by difference scheme:

It is simple to solve this SLE:

The solution: