In the previous chapter we have discussed how to discretize two examples of partial differential equations: the one dimensional first order wave equation and the heat equation.įor the heat equation, the stability criteria requires a strong restriction on the time step and implicit methods offer a significant reduction in computational cost compared to explicit methods. insert ( 0, './modules' ) # Function to compute an error in L2 norm from norms import l2_diff % matplotlib inline Import numpy as np import matplotlib.pyplot as plt from scipy.sparse import diags import sys sys.
