A problem of heat transfer by conduction, convection, and radiation has been studied for both steady and unsteady states. A numerical technique based on the finite difference method was adopted to solve the mathematical boundary value problem, which was created under some conditions with different values of physical parameters. The solution started with an unsteady state, reaching a steady state after many iterations. The effect of various parameters has been discussed for different temperatures of the parallel walls, and the governing equations have been established, which appear to be of the parabolic type. They were treated numerically using the Alternating Direction Implicit Method, which is considered good in stability with acceptable accuracy. Both cases for the steady and unsteady state, which usually arise in the discussion of fluid flow or heat transfer problems, are treated in this paper as one case dissimilar to the previous works, and this is the main goal of the present article.