APPLICATION OF CRANK-NICOLSON METHOD TO A RANDOM COMPONENT HEAT EQUATION

Abstract

In this study, the solution of a random component heat equation is obtained by using Crank-Nicolson Method. The initial condition of this equation is examined by Normal distribution. The expected value and variance of solution of this equation are obtained. Crank-Nicolson method is applied to analyze the solution of this equation. Also, the solution and the graphs of the expected value and variance are obtained by using MATLAB software. The results of the heat equation are compared with random characteristics of this equation. Firstly, a random component heat equation is solved by this method.