The numerical solution of the heat conduction equation in one dimension

Abstract

AbstractThe replacement of the second space derivative by finite differences reduces the simplest form of heat conduction equation to a set of first-order ordinary differential equations. These equations can be solved analytically by utilizing the spectral resolution of the matrix formed by their coefficients. For explicit boundary conditions the solution provides a direct numerical method of solving the original partial differential equation and also gives, as limiting forms, analytical solutions which are equivalent to those obtainable by using the Laplace transform. For linear implicit boundary conditions the solution again provides a direct numerical method of solving the original partial differential equation. The procedure can also be used to give an iterative method of solving non-linear equations. Numerical examples of both the direct and iterative methods are given.