Project: Heat Equation

The purpose of this project is to implement explict and implicit numerical methods for solving the parabolic equation. The example is the heat equation

$u_t-\Delta u  = f$ for $x\in \Omega$, and $u |_{\partial \Omega} = g, u(*,0) = u_0$.

We consider a 2-d problem on the unit square $\Omega = (0,1)^2$ with the exact solution

$$u(x,t) = \beta (t)\exp(-[(x-t+0.5)^2+(y-t+0.5)^2]/0.04), \quad \beta (t) = 0.1(1-\exp(-10^2(t-0.5)^2)).$$

Contents

Step 1: Forward Euler, Backward Euler, and Crack-Nicolson methods

Step 2: Check the convergence

Step 3: Visulization

Step 4: Adaptive finite element method