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Numerical Analysis, Eighth Editionby Richard L. Burden and J. Douglas FairesJava Programs |
Crank-Nicolson MethodTo approximate the solution of the Parabolic partial-differential equation subject to the boundary conditions u(0,t) = u(l,t) = 0, 0<= t <= T= max t, and the conditions: u(x,0) = F( x), 0 <= x <= 1. |
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