MATLAB codes

Implementation of the finite difference scheme (explicit) for 1D heat equation:
heat_explicit_no_thrills.m (simple .m script file) OR heat_explicit.m (with fancy user-defined functions)

 

Implementation of the theta method for the 1D heat equation:
heat_theta_method.m (See also PDF report version, Quicktime animantion)
includes explicit Euler scheme (theta =0), implicit Euler scheme (theta =1), Crank-Nicolson (theta=1/2)

Error analysis of the theta method: heat_errors.m

 

2d Poisson equation (five point scheme) ps2d.m

Time dependent heat equation (4 different solvers) PR.m (see reference) or parabolic2d.m

Douglas Scheme (as in HMW3) HMW3.m

 

Lax Wendroff Scheme for 1D hyperbolic equation hyper1d.m

 

Interactive Applet for Advection-Diffusion equation - Click HERE(more general resource HERE)

 

1d Finite element method - MATLAB code