I am looking for book or online material on numerical (finite difference method) solution of $1D$ heat equation, given initial distribution of temperature, with mixed boundary conditions: Dirichlet condition at one end of the rod and Robin condition at the other end of the rod.
Using Crank-Nicholson Method, Explicit method and Implicit method.
It is better if book contains example of solutions.
Thank you.
"Numerical Recipes: The Art of Scientific Computing" contains a straightforward introduction to this sort of numerical exercise. I don't suppose it specifically talks about the Robin condition but probably it's not too hard to work out the details yourself. http://apps.nrbook.com/empanel/index.html?pg=1024#