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Original Articles

A method for solving diffusion-type problems using separation of variables with the finite difference method

Pages 449-455 | Published online: 11 Nov 2010
 

Abstract

The separation of variables method for diffusion-type problems leads to an initial-value problem in the time variable and an elliptic boundary-value problem in the space variables. For problems with constant diffusivity the initial-value problem may be solved analytically. A finite difference approximation to the elliptic operator leads to an eigenvalue problem and an approximate solution may be obtained as a linear combination of the eigensolutions.

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