Implementation of Alternating Direction Implicit P-R Difference Scheme for Solving Parabolic Equations
MATLAB implementation of the Alternating Direction Implicit Peaceman-Rachford (P-R) difference scheme for solving parabolic equations. This implementation requires the source function f.m and exact solution function uexact.m. Users can easily adapt the code by modifying the exact solution and right-hand side terms to suit their specific PDE problems.