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The Method of Lines (MOL) for the Diffusion Equation

In: THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach

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  • Gunter H. Meyer

Abstract

The method of lines refers to an approximation of one or more partial differential equations with ordinary differential equations in just one of the independent variables. The assumption is that the ordinary differential equations are easier to analyze and solve than the partial differential equations. The approximation can be based on finite differences, finite elements, collocation or Fourier series like expansions. A method of lines obtained with finite differences seems easiest to apply and will be used exclusively in these notes…

Suggested Citation

  • Gunter H. Meyer, 2015. "The Method of Lines (MOL) for the Diffusion Equation," World Scientific Book Chapters, in: THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach, chapter 2, pages 57-74, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789814619684_0002
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