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Sep 29

Solving PDE implicit / explicit methods

Posted by abiao at 14:58 | Code » Matlab | Comments(0) | Reads(16415)
Basically there are two types of finite difference methods: explicit finite difference method and implicit finite difference method. Other types are just the derivation of these two types, for example, Crank-Nicolson method is an average of the explicit method and implicit method.

Two sample Matlab files to compare the performance of solving PDE via implicit and explicit method. http://frontera.bu.edu/MathFn.html

wiki(Finite difference method)

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