JOURNAL REVIEW: Finite-Difference Approximations To The Heat Equation (Focusing On Backward Time Centered Scheme)

JOURNAL REVIEW: Finite-Difference Approximations to the Heat
Equation (focusing on Backward Time Centered Scheme)
I. Introduction
The journal provides a practical overview of numerical solutions to the heat
equation using the finite difference method. The forward time, centered space (FTCS),
the backward time, centered space (BTCS), and Crank-Nicolson schemes are developed,
and applied to a simple problem involving the one-dimensional heat equation. The main
focus of the paper is to establish the different steps that are needed to solve for a one-
dimensional heat equation by numerical analysis and show how to obtain the solution of
a one-dimensional heat equation using MATLAB®.
Our journal review focuses where the heat equation was derived and evaluated
using the Backward Time Centered Space Scheme. In the journal, analytical
solution and the numerical approximation were compared by solving a sample problem.
It is observed that the Backward Time, Centered Space scheme produces a stable at
every time step which makes it a decent method in approximating values of a heat
equation.
The finite difference method is one of several techniques for obtaining numerical
solutions to the one dimensional heat equation. In all numerical solutions the
continuous partial differential equation (PDE) is replaced with a discrete
approximation. In this context, the word “discrete” means that the numerical solution is
known only at a finite number of points in the physical domain. The number of those
points can be selected by the user of the numerical method. In general, increasing the
number of points not only increases the resolution (i.e., detail), but also the accuracy of
the numerical solution.
Applying the finite-difference method to a differential equation involves
replacing all derivatives with difference formulas. In the heat equation there are
derivatives with respect to time, and derivatives with respect to space. Using different
combinations of mesh points in the difference formulas results in different schemes.
II. Backward Time Centered Space Scheme and Truncation
It is stated in the paper that the implementation of the BTCS scheme requires
solving a system of equations at each time step. In addition to the complication of
developing the code, the computational effort per time step for the BTCS scheme is
greater than the computational effort per time step of the FTCS (Forward Time Centered
Spaced Scheme). The BTCS scheme has one huge advantage over the FTCS scheme: it is
unconditional stable (for solutions to the heat equation). The BTCS scheme is just as
accurate as the FTCS scheme. Therefore, with some extra effort, the BTCS scheme yields
a computational model that is robust to choices of ∆t and ∆x. This advantage is not
always overwhelming, however, and the FTCS scheme is still useful for some problems.
III. BTCSS Solution of a one-dimensional heat equation using MATLAB®.
After starting the program, the needed variables are entered and then read by the
application. From the data the size of the matrix is defined and the initial and final
conditions are imposed. Following the defining of the size of the matrix, the coefficient
of the tridiagonal was computed and stored on the matrix. Then the matrix is solved
using the LU decomposition. Finally the error, graph, the time step, mesh spacing and
maximum time is displayed after the program is completed running.
function [errout,xo,to,Uo] = heatBTCS(nt,nx,K,L,tmax)

% heatBTCS Solve 1D heat equation with the BTCS scheme
%
% Synopsis: heatBTCS
% heatBTCS(nt)
% heatBTCS(nt,nx)
% heatBTCS(nt,nx,alpha)
% heatBTCS(nt,nx,alpha,L)
% heatBTCS(nt,nx,alpha,L,tmax)
% heatBTCS(nt,nx,alpha,L,tmax,errPlots)
% err = heatBTCS(...)
% [err,x,t,U] = heatBTCS(...)
%
% Input: nt = number of steps. Default: nt = 10;
% nx = number of mesh points in x direction. Default: nx=20
% K = diffusion coefficient. Default: alpha = 0.1
% L = length of the domain. Default: L = 1;
% tmax = maximum time for the simulation. Default: tmax = 0.5
% Default: errPlots = 1 (make the plots)
%
% Output: err = L2 norm of error evaluated at spatial nodes on last time step
% x = location of finite difference nodes
% t = values of time at which solution is obtained (time nodes)
% U = matrix of solutions: U(:,j) is U(x) at t = t(j)
ifnargin<1, nt = 10; end
ifnargin<2, nx = 20; end
ifnargin<3, K = 0.1; end% diffusivity
ifnargin<4, L = 1; end
ifnargin<5, tmax = 0.5; end
% --- Compute mesh spacing and time step

dx = L/(nx-1);
dt = tmax/(nt-1);
% --- Create arrays to save data for export
x = linspace(0,L,nx)';
t = linspace(0,tmax,nt);
U = zeros(nx,nt);
% --- Set IC and BC
U(:,1) = sin(pi*x/L); % implies u0 = 0; uL = 0;
u0 = 0; uL = 0;
% --- Coefficients of the tridiagonal system
a = (-K/dx^2)*ones(nx,1); % subdiagonal a: coefficients of phi(i-1)
c = a; % superdiagonal c: coefficients of phi(i+1)
b = (1/dt)*ones(nx,1) - 2*a; % diagonal b: coefficients of phi(i)
b(1) = 1; c(1) = 0; % Fix coefficients of boundary nodes
b(end) = 1; a(end) = 0;
% Get LU factorization of coefficient matrix
n = length(a);
e = zeros(n,1); f = e;
e(1) = b(1);
f(1) = c(1)/b(1);
for i=2:n
e(i) = b(i) - a(i)*f(i-1);
f(i) = c(i)/e(i);
end
% --- Loop over time steps
for m=2:nt
d = U(:,m-1)/dt; % update right hand side
d(1) = u0; d(end) = uL; % overwrite BC values
% Output: v = solution vector
n = length(d);
ifnargin<5,
v = zeros(n,1); end
% --- Forward substitution to solve L*w = d
v(1) = d(1)/e(1);
for i=2:n
v(i) = (d(i) - a(i)*v(i-1))/e(i);
end
% --- Backward substitution to solve U*v = w
for i=n-1:-1:1
v(i) = v(i) - f(i)*v(i+1);
end
U(:,m) = v; % solve the system
end
% --- Compare with exact solution at end of simulation
ue = sin(pi*x/L)*exp(-t(nt)*K*(pi/L)^2);
err = norm(U(:,nt)-ue);
errout=norm(U(:,nt)-ue);
plot(x,U(:,1),'-',x,U(:,10),'*')
disp(sprintf('The error is %g',err))
disp(sprintf('the mesh space are: %g',dx))
disp(sprintf('the time step is: %g',dt))
disp(sprintf('the maximum time is: %g',tmax))
Using this m-file to solve for the heat equation with boundary conditions
u (0, t )  u ( L, t )  0 and initial condition f 0 ( x)  sin( x / L) , The value of K=0.1,length of
L=1, with a number of mesh points equal to 20 and number of time step equal to 10. It
also shows the error at t=0.50, the step size at time space (dt) and the mesh spacing
(dx).
Figure 1 shows the error , mesh space, time

spacing and maximum time for the heat equation
having the value of K=0.1,length of L=1, with a
number of mesh points equal to 20 and number of time
step equal to 10
Output of the program
It can be seen in the truncation Error Measurements that the BTCS scheme can
obtain solutions for much larger temperature changes than the FTCS scheme because
the BTCS scheme is unconditionally stable.
It can be seen that by using the Backward Time Centered Space scheme is a
reliable method to use for approximating the value of heat equations because it
produces a stable graph at each time step. This occurrence is due to the fact that the
backward finite difference used in approximating the time. By doing this the current
value of the approximation only depends on the previous values on the previous time
steps.
References:
Recktenwald∗, G. W. (n.d.). Equations, Finite-Difference Approximations to the Heat. Retrieved

from http://www.dima.uniroma1.it/users/lsa_adn/MATERIALE/FDheat.pdf
Seshaiyer, P. (2012). Finite-Difference Method for the 1D Heat Equation. Retrieved from
http://math.gmu.edu/~pseshaiy/F12/m679/m679_F12_notes_hw1.pdf
Hancock, Matthew J. "The 1-D Heat Equation." 18.303 Linear Partial Differential Equations
(2006): 1-44.

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JOURNAL REVIEW: Finite-Difference Approximations to the Heat

Equation (focusing on Backward Time Centered Scheme)

The journal provides a practical overview of numerical solutions to the heat

a one-dimensional heat equation using MATLAB®.

continuous partial differential equation (PDE) is replaced with a discrete

the numerical solution.

Applying the finite-difference method to a differential equation involves

combinations of mesh points in the difference formulas results in different schemes.

II. Backward Time Centered Space Scheme and Truncation

solving a system of equations at each time step. In addition to the complication of

III. BTCSS Solution of a one-dimensional heat equation using MATLAB®.

maximum time is displayed after the program is completed running.

function [errout,xo,to,Uo] = heatBTCS(nt,nx,K,L,tmax)

% --- Compute mesh spacing and time step

u (0, t )  u ( L, t )  0 and initial condition f 0 ( x)  sin( x / L) , The value of K=0.1,length of

Figure 1 shows the error , mesh space, time

the BTCS scheme is unconditionally stable.

Recktenwald∗, G. W. (n.d.). Equations, Finite-Difference Approximations to the Heat. Retrieved

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