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Thomas Method

The tridiagonal matrix algorithm (TDMA) is used to solve systems of tridiagonal equations. It involves two steps: 1) a forward elimination phase to eliminate unknowns above the diagonal and 2) a backward substitution phase to solve for the remaining unknowns from bottom to top. The method of characteristics solves first order partial differential equations by changing to a coordinate system where the PDE becomes an ordinary differential equation along characteristic curves in the plane. This ODE can be solved and the solution mapped back to the original coordinate system.

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68 views

Thomas Method

The tridiagonal matrix algorithm (TDMA) is used to solve systems of tridiagonal equations. It involves two steps: 1) a forward elimination phase to eliminate unknowns above the diagonal and 2) a backward substitution phase to solve for the remaining unknowns from bottom to top. The method of characteristics solves first order partial differential equations by changing to a coordinate system where the PDE becomes an ordinary differential equation along characteristic curves in the plane. This ODE can be solved and the solution mapped back to the original coordinate system.

Uploaded by

nedumpillil
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
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Appendix A

Tridiagonal matrix algorithm

The tridiagonal matrix algorithm (TDMA), also known als Thomas algorithm, is a simplied form of Gaussian elimination that can be used to solve tridiagonal system of equations ai xi1 + bi xi + ci xi+1 = yi , i = 1, . . . n, (A.1) or, in matrix form ( a1 = 0, cn = 0) b 1 c1 0 . . . . . . a 2 b 2 c2 . . . . . . 0 a 3 b 3 c3 . . . . . . . . . . . . . . . . . . 0 . . . . . . 0 an

y1 x1 x2 y2 = cn 1 yn xn bn 0 0 0

The TDMA is based on the Gaussian elimination procedure and consist of two parts: a forward elimination phase and a backward substitution phase [8]. Let us consider the system (A.1) for i = 1 . . . n and consider following modication of rst two equations: Eqi=2 b1 Eqi=1 a2 which relults in (b1 b2 c1 a2 )x2 + c2 b1 x3 = b1 y2 a2y1 . The effect is that x1 has been eliminated from the second equation. In the same manner one can eliminate x2 , using the modied second equation and the third one (for i = 3): (b1 b2 c1 a2 )Eqi=3 a3(mod. Eqi=2 ), which would give (b3 (b1 b2 c1 a2 ) c2 b1 a3 )x3 + c3 (b1 b2 c1 a2 )x4 = y3 (b1 b2 c1 a2 ) (y2 b1 y1 a2 )a3 If the procedure is repeated until the nth equation, the last equation will involve the unknown function xn only. This function can be then used to solve the modied equation for i = n 1 and so on, until all unknown xi are found (backward
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substitution phase). That is, we are looking for a backward ansatz of the form: xi1 = i xi + i . (A.2)

If we put the last ansatz in Eq. (A.1) and solve the resulting equation with respect to xi , the following relation can be obtained: xi = yi a i i ci xi+1 + ai i + bi ai i + bi (A.3)

This relation possesses the same form as Eq. (A.2) if we identify

i+1 =

ci , ai i + bi

i+1 =

yi a i i . ai i + bi

(A.4)

Equation (A.4) involves the recursion formula for the coefcients i and i for i = 2, . . . , n 1. The missing values 1 and 1 can be derived from the rst (i = 1) equation (A.1): x1 = c1 1 y1 c1 x2 2 = , 2 = 1 = 1 = 0. b1 b1 b1 b1

The last what we need is the value of the function xn for the rst backward substitution. We can obtain if we put the ansatz xn 1 = xn + n into the last (i = n) equation (A.1): an ( xn + n ) + bnxn = yn , yielding xn = yn a n n . an n + bn

One can get this value directly from Eq. (A.2), if one formal puts xn + 1 = 0 . Altogether, the TDMA can be written as:

1.Set 1 = 1 = 0; 2.Evaluate for i = 1, . . . , n 1

i+1 =
3.Set xn+1 = 0; 4.Find for i = n + 1, . . ., 2

ci , ai i + bi

i+1 =

yi a i i ; ai i + bi

xi1 = i xi + i . The algorithm admits O (n) operations instead of O (n3 ) required by Gaussian elimination.

Limitation The TDMA is only applicable to matrices that are diagonally dominant, i.e., |bi | > |ai | + |ci|, i = 1, . . . , n.

Appendix B

The Method of Characteristics

The method of characteristics is a method which can be used to solve an initial value problem for general rst order PDEs [2]. Let us consider a quasilinear equation of the form u u u(x, 0) = u0 , (B.1) A + B + Cu = 0, x t where u = u(x, t ), and A, B and C can be functions of independent variables and u. The idea of the method is to change coordinates from (x, t ) to a new coordinate system (x0 , s), in which Eq. (B.1) becomes an ordinary differential equation along certain curves in the (x, t ) plane. Such curves, (x(s), t (s)) along which the solution of (B.1) reduces to an ODE, are called the characteristic curves. The variable s can be varied, whereas x0 changes along the line t = 0 on the plane (x, t ) and remains constant along the characteristics. Now if we choose dx = A, ds then we have and dt = B, ds (B.2)

du dx dt = ux + ut = Aux + But , ds ds ds and Eq. (B.1) becomes the ordinary differential equation du + Cu = 0 ds (B.3)

Equations (B.2) and (B.3) give the characteristics of (B.1). That is, a general strategy to nd out the characteristics of the system like (B.1) is as follows: Solve Eq. (B.2) with initial conditions x(0) = x0 , t (0) = 0. Solutions of (B.2) give the transformation (x, t ) (x0 , s); Solve Eq. (B.3) with initilal condition s(0) = u0 (x0 ) (where x0 are the initial points on the characteristic curves along the t = 0 axis). So, we have a solution u(x0 , s);
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Using the results of the rst step nd s and x0 in terms of x and t and substitute these values in u(x0 , s) to get the solution u(x, t ) of the original equation (B.1).

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