Lecture

Finite Difference Methods: Heat Equation Discretization

Description

This lecture covers the application of finite difference methods to discretize the heat equation, including the Crank-Nicholson method and the use of mass matrices. It explains the process step by step, from time discretization to space discretization, highlighting the importance of stability and precision in the numerical solution. The instructor also introduces implicit and explicit dynamics, discussing their advantages and limitations in solving fast dynamics problems.

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