Clearly, tn=nΔt=Ttn=nΔt=T, determining the number of points nn as T/ΔtT/Δt. Equation is to be solved for t∈(0,T]t∈(0,T], and we seek the solution uu at discrete time points ti=iΔtti=iΔt, i=1,2,…,ni=1,2,…,n.
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