Dissertation (MSc Mathematics)
This dissertation reviews numerical solution of parabolic partial differential equations. A short description and classification of parabolic partial differential equation is presented. The explicit, implicit and Crank-Nicolson numerical techniques are discussed in relation to consistency, convergence and stability. Analytical and numerical solutions of well-posed problem are obtained by Crank-Nicolson and Laplace transform methods, and discussed through a practical example. A simulation result of homogeneous heat equation is presented by using MATLAB.