
This abstract discusses the process of solving a differential equation of parabolic type by the finite difference method. The method is based on discretization of space and time, approximation of derivatives and subsequent calculation of function values on a grid. The solution of a system of equations is performed using an explicit or implicit scheme. In an explicit scheme, the function values in the new time layer are calculated based on the function values in the previous layer. In the implicit scheme, the function values in the new layer are found as a solution to a system of equations. For the implicit scheme, iterative methods are used.
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