Finite Difference Method

I am trying to solve a 2nd order PDE with variable coefficients using finite difference scheme. Is there any code in Matlab for this? Any suggestion how to code it for general 2n order PDE.

[Shahid Hasnain]

You can use ADI (Alternating Direction Implicit) scheme (Its efficient for any reason), Please let me know your email.I can send you MATLAB Code.

[Ragul Kumar]

Dear Shahid Hasnain sir,

Many Greetings. I am trying to solve the crank nicolson scheme of finite difference scheme. Is there any code in Matlab for this? Any suggestion how to code it for general second order PDE.boundary condition is

kindly send the matlab code for this . mail id: [e-mail]

Answer 1

[Veera Kanmani]

http://faculty.washington.edu/finlayso/ebook/pde/FD/FD.Matlab.html