Numerical Solution of Parabolic Partial Differential Equations With Two-Point Boundary Conditions by Use of the Method of Lines

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Abstract
The Method of Lines, a numerical technique commonly used for solving partial differential equations on analog computers, is used to attain digital computer solutions of such equations. An extensive theoretical development is presented that establishes convergence and stability for one-dimensional parabolic equations with Dirichlet boundary conditions. A new modification of the method, using noncentral differences, is shown to be much faster, in terms of computer time, than conventional grid methods, for two examples.

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