BMCG 1013

DIFFERENTIAL EQUATIONS

FINITE DIFFERENCE METHOD

(PARABOLIC EQUATION)
𝑡𝑡
𝑢𝑢0,2 𝑢𝑢1,2 𝑢𝑢2,2 𝑢𝑢3,2 𝑢𝑢4,2

𝑢𝑢0,1 𝑢𝑢1,1 𝑢𝑢2,1 𝑢𝑢3,1 𝑢𝑢4,1

𝑢𝑢0,0 𝑢𝑢1,0 𝑢𝑢2,0 𝑢𝑢3,0 𝑢𝑢4,0

𝑥𝑥
0
Ser Lee Loh
[email protected]
Lesson Outcomes

Upon completion of this lesson, students should be able to:

• apply finite difference method in solving partial differential
equations
• solve parabolic equation using finite difference method

2
 Second Order Linear Partial Differential Equation

Analytical Methods Numerical Methods: Finite Differences

- Separation of
variables
- Integral Parabolic Hyperbolic Elliptic
transform eqn. eqn. eqn.
- Characteristic
etc.

Exact solution Approximated solution 3

5.4 Numerical Methods for PDE (Explicit Finite
Difference Method)

Why numerical methods are needed?

• Limitation of analytical method: Analytical methods are limited to highly
simplified problems in simple geometries with simple thermal conditions.
• A better modeling: There is always a tendency to oversimplify a problem
into a mathematical model to ensure an analytical solution. Hence, a
mathematical model for a numerical solution may represent the actual
problem better.
• Flexibility: Numerical methods suit the needs of engineering problems
that requires extensive parametric studies.
4
5.4.1 Difference Formulas
Forward-Difference Formula:
𝜕𝜕𝑢𝑢 𝑢𝑢𝑖𝑖,𝑗𝑗+1 − 𝑢𝑢𝑖𝑖,𝑗𝑗 𝜕𝜕𝜕𝜕 𝑢𝑢𝑖𝑖+1,𝑗𝑗 − 𝑢𝑢𝑖𝑖,𝑗𝑗
= =
𝜕𝜕𝑡𝑡 𝑖𝑖,𝑗𝑗 𝑘𝑘 𝜕𝜕𝑥𝑥 𝑖𝑖,𝑗𝑗
ℎ

Backward-Difference Formula:
𝜕𝜕𝜕𝜕 𝑢𝑢𝑖𝑖,𝑗𝑗 − 𝑢𝑢𝑖𝑖,𝑗𝑗−1 𝜕𝜕𝜕𝜕 𝑢𝑢𝑖𝑖,𝑗𝑗 − 𝑢𝑢𝑖𝑖−1,𝑗𝑗
= =
𝜕𝜕𝜕𝜕 𝑖𝑖,𝑗𝑗 𝑘𝑘 𝜕𝜕𝜕𝜕 𝑖𝑖,𝑗𝑗
ℎ

Central-Difference Formula:
𝜕𝜕𝜕𝜕 𝑢𝑢𝑖𝑖,𝑗𝑗+1 − 𝑢𝑢𝑖𝑖,𝑗𝑗−1 𝜕𝜕𝜕𝜕 𝑢𝑢𝑖𝑖+1,𝑗𝑗 − 𝑢𝑢𝑖𝑖−1,𝑗𝑗
= =
𝜕𝜕𝜕𝜕 𝑖𝑖,𝑗𝑗 2𝑘𝑘 𝜕𝜕𝜕𝜕 𝑖𝑖,𝑗𝑗
2ℎ

𝜕𝜕 2 𝑢𝑢 𝑢𝑢𝑖𝑖,𝑗𝑗+1 − 2𝑢𝑢𝑖𝑖,𝑗𝑗 + 𝑢𝑢𝑖𝑖,𝑗𝑗−1 𝜕𝜕 2 𝑢𝑢 𝑢𝑢𝑖𝑖+1,𝑗𝑗 − 2𝑢𝑢𝑖𝑖,𝑗𝑗 + 𝑢𝑢𝑖𝑖−1,𝑗𝑗

= =
𝜕𝜕𝑡𝑡 2 𝑖𝑖,𝑗𝑗
𝑘𝑘 2 𝜕𝜕𝑥𝑥 2 𝑖𝑖,𝑗𝑗
ℎ2 5
5.4.2 Parabolic Equation – Heat Equation
Consider the Heat Equation:
𝜕𝜕𝑢𝑢 𝜕𝜕 2 𝑢𝑢
= 𝑐𝑐 2 , 0 < 𝑥𝑥 < 𝑎𝑎, 𝑡𝑡 > 0
𝜕𝜕𝑡𝑡 𝜕𝜕𝑥𝑥

with boundary conditions

𝑢𝑢 0, 𝑡𝑡 = 𝑢𝑢 𝑎𝑎, 𝑡𝑡 = 0, 𝑡𝑡 > 0
and initial condition
𝑢𝑢 𝑥𝑥, 0 = 𝑓𝑓 𝑥𝑥 , 0 ≤ 𝑥𝑥 ≤ 𝑎𝑎.

By forward-difference and central-difference formulas,

𝜕𝜕𝑢𝑢 𝜕𝜕 2 𝑢𝑢
− 𝑐𝑐 =0
𝜕𝜕𝜕𝜕 𝑖𝑖,𝑗𝑗 𝜕𝜕𝑥𝑥 2 𝑖𝑖,𝑗𝑗
is approximated to

𝑢𝑢𝑖𝑖,𝑗𝑗+1 − 𝑢𝑢𝑖𝑖,𝑗𝑗 𝑢𝑢𝑖𝑖+1,𝑗𝑗 − 2𝑢𝑢𝑖𝑖,𝑗𝑗 + 𝑢𝑢𝑖𝑖−1,𝑗𝑗

− 𝑐𝑐 =0
𝑘𝑘 ℎ2
6
where ℎ = ∆𝑥𝑥 and 𝑘𝑘 = ∆𝑡𝑡.
Example 5.17:
Find approximate solution for the following heat equation
𝜕𝜕𝑢𝑢 𝜕𝜕 2 𝑢𝑢
= 0.5 2 , 0 < 𝑥𝑥 < 1, 𝑡𝑡 > 0
𝜕𝜕𝜕𝜕 𝜕𝜕𝑥𝑥

with boundary conditions

𝑢𝑢 0, 𝑡𝑡 = 𝑢𝑢 1, 𝑡𝑡 = 0, 0 ≤ 𝑡𝑡 ≤ 0.1
and initial condition
𝜋𝜋𝜋𝜋
𝑢𝑢 𝑥𝑥, 0 = 𝑥𝑥 cos , 0 ≤ 𝑥𝑥 ≤ 1.
2
by using the forward-difference and central-difference formula. Given
ℎ = 0.25 and 𝑘𝑘 = 0.05.

7
Solution:
Step 1: Sketch the grid points.
Recall:
𝑗𝑗 𝑡𝑡
0 ≤ 𝑥𝑥 ≤ 1, 0 ≤ 𝑡𝑡 ≤ 0.1
ℎ = 0.25 and 𝑘𝑘 = 0.05
2 0.1

1 0.05

0 𝑥𝑥
0 0.25 0.5 0.75 1
0 1 2 3 4 𝑖𝑖
8
Step 2: Compute boundary and initial values.
Recall:
𝝅𝝅𝝅𝝅
𝒖𝒖 𝒙𝒙, 𝟎𝟎 = 𝒙𝒙 𝐜𝐜𝐜𝐜𝐜𝐜 , 𝟎𝟎 ≤ 𝒙𝒙 ≤ 𝟏𝟏 ℎ = 0.25 and 𝑘𝑘 = 0.05
𝟐𝟐
𝑢𝑢 0, 0 = 0
𝑢𝑢 0.25, 0 = 0.2310
𝑢𝑢 0.5, 0 = 0.3536
𝑢𝑢 0.75, 0 = 0.2870
𝑢𝑢 1, 0 = 0

𝒖𝒖 𝟎𝟎, 𝒕𝒕 = 𝟎𝟎, 𝒖𝒖 𝟏𝟏, 𝒕𝒕 = 𝟎𝟎, 𝟎𝟎 ≤ 𝒕𝒕 ≤ 𝟎𝟎. 𝟏𝟏

𝑢𝑢 0, 0 = 0 𝑢𝑢 1, 0 = 0
𝑢𝑢 0, 0.05 = 0 𝑢𝑢 1, 0.05 = 0
𝑢𝑢 0, 0.1 = 0 𝑢𝑢 1, 0.1 = 0

9
Step 3: Fill in the values into the grid.

𝑗𝑗 𝑡𝑡

0 𝑢𝑢1,2 𝑢𝑢2,2 𝑢𝑢3,2 0

2 0.1

0 𝑢𝑢1,1 𝑢𝑢2,1 𝑢𝑢3,1

1 0.05 0

0 0.2310 0.3536 0.2870 0

0 𝑥𝑥
0 0.25 0.5 0.75 1
0 1 2 3 4 𝑖𝑖
10
Step 4: Obtain formula 𝑢𝑢𝑖𝑖,𝑗𝑗+1 from finite-difference formula.
By forward-difference and central-difference formulas,
𝜕𝜕𝑢𝑢 𝜕𝜕 2 𝑢𝑢 𝜕𝜕𝑢𝑢 𝜕𝜕2 𝑢𝑢
= 0.5 2 − 0.5 =0
𝜕𝜕𝜕𝜕 𝑖𝑖,𝑗𝑗 𝜕𝜕𝑥𝑥 2 𝑖𝑖,𝑗𝑗
𝜕𝜕𝜕𝜕 𝜕𝜕𝑥𝑥
Choose the required difference formula from the list:

11
By forward-difference and central-difference formulas,
𝜕𝜕𝑢𝑢 𝜕𝜕 2 𝑢𝑢
− 0.5 =0
𝜕𝜕𝜕𝜕 𝑖𝑖,𝑗𝑗 𝜕𝜕𝑥𝑥 2 𝑖𝑖,𝑗𝑗
is approximated to Recall:
ℎ = 0.25 and 𝑘𝑘 = 0.05

𝑢𝑢𝑖𝑖,𝑗𝑗+1 − 𝑢𝑢𝑖𝑖,𝑗𝑗 𝑢𝑢𝑖𝑖+1,𝑗𝑗 − 2𝑢𝑢𝑖𝑖,𝑗𝑗 + 𝑢𝑢𝑖𝑖−1,𝑗𝑗

− 0.5 =0
𝑘𝑘 ℎ2
0.5𝑘𝑘
𝑢𝑢𝑖𝑖,𝑗𝑗+1 − 𝑢𝑢𝑖𝑖,𝑗𝑗 = 2 𝑢𝑢𝑖𝑖+1,𝑗𝑗 − 2𝑢𝑢𝑖𝑖,𝑗𝑗 + 𝑢𝑢𝑖𝑖−1,𝑗𝑗
ℎ
0.5(0.05)
𝑢𝑢𝑖𝑖,𝑗𝑗+1 = 𝑢𝑢𝑖𝑖+1,𝑗𝑗 − 2𝑢𝑢𝑖𝑖,𝑗𝑗 + 𝑢𝑢𝑖𝑖−1,𝑗𝑗 + 𝑢𝑢𝑖𝑖,𝑗𝑗
(0.25)2
𝑢𝑢𝑖𝑖,𝑗𝑗+1 = 0.4 𝑢𝑢𝑖𝑖+1,𝑗𝑗 − 2𝑢𝑢𝑖𝑖,𝑗𝑗 + 𝑢𝑢𝑖𝑖−1,𝑗𝑗 + 𝑢𝑢𝑖𝑖,𝑗𝑗
𝑢𝑢𝑖𝑖,𝑗𝑗+1 = 0.4𝑢𝑢𝑖𝑖−1,𝑗𝑗 + 0.2𝑢𝑢𝑖𝑖,𝑗𝑗 + 0.4𝑢𝑢𝑖𝑖+1,𝑗𝑗

12
Step 5: Compute solutions for internal points 𝑢𝑢𝑖𝑖,𝑗𝑗+1 (Refer to grid in Step 3).
𝑢𝑢𝑖𝑖,𝑗𝑗+1 = 0.4𝑢𝑢𝑖𝑖−1,𝑗𝑗 + 0.2𝑢𝑢𝑖𝑖,𝑗𝑗 + 0.4𝑢𝑢𝑖𝑖+1,𝑗𝑗

Let 𝑖𝑖 = 1, 𝑗𝑗 = 0, 𝑢𝑢1,1 = 0.4𝑢𝑢0,0 + 0.2𝑢𝑢1,0 + 0.4𝑢𝑢2,0

𝑢𝑢1,1 = 0.4(0) + 0.2(0.2310) + 0.4(0.3536)
𝑢𝑢1,1 = 0.1876
13
 𝑢𝑢𝑖𝑖,𝑗𝑗+1 = 0.4𝑢𝑢𝑖𝑖−1,𝑗𝑗 + 0.2𝑢𝑢𝑖𝑖,𝑗𝑗 + 0.4𝑢𝑢𝑖𝑖+1,𝑗𝑗

Let 𝑖𝑖 = 2, 𝑗𝑗 = 0, 𝑢𝑢2,1 = 0.4𝑢𝑢1,0 + 0.2𝑢𝑢2,0 + 0.4𝑢𝑢3,0

𝑢𝑢2,1 = 0.4(0.2310) + 0.2(0.3536) + 0.4(0.2870)
𝑢𝑢2,1 = 0.2779

14
 𝑢𝑢𝑖𝑖,𝑗𝑗+1 = 0.4𝑢𝑢𝑖𝑖−1,𝑗𝑗 + 0.2𝑢𝑢𝑖𝑖,𝑗𝑗 + 0.4𝑢𝑢𝑖𝑖+1,𝑗𝑗

Let 𝑖𝑖 = 3, 𝑗𝑗 = 0, 𝑢𝑢3,1 = 0.4𝑢𝑢2,0 + 0.2𝑢𝑢3,0 + 0.4𝑢𝑢4,0

𝑢𝑢3,1 = 0.4(0.3536) + 0.2(0.2870) + 0.4(0)
𝑢𝑢3,1 = 0.1988
15
 𝑢𝑢𝑖𝑖,𝑗𝑗+1 = 0.4𝑢𝑢𝑖𝑖−1,𝑗𝑗 + 0.2𝑢𝑢𝑖𝑖,𝑗𝑗 + 0.4𝑢𝑢𝑖𝑖+1,𝑗𝑗

Let 𝑖𝑖 = 1, 𝑗𝑗 = 1, 𝑢𝑢1,2 = 0.4𝑢𝑢0,1 + 0.2𝑢𝑢1,1 + 0.4𝑢𝑢2,1

𝑢𝑢1,2 = 0.4(0) + 0.2(0.1876) + 0.4(0.2779)
𝑢𝑢1,2 = 0.1489
16
 𝑢𝑢𝑖𝑖,𝑗𝑗+1 = 0.4𝑢𝑢𝑖𝑖−1,𝑗𝑗 + 0.2𝑢𝑢𝑖𝑖,𝑗𝑗 + 0.4𝑢𝑢𝑖𝑖+1,𝑗𝑗

Let 𝑖𝑖 = 2, 𝑗𝑗 = 1, 𝑢𝑢2,2 = 0.4𝑢𝑢1,1 + 0.2𝑢𝑢2,1 + 0.4𝑢𝑢3,1

𝑢𝑢2,2 = 0.4(0.1876) + 0.2(0.2779) + 0.4(0.1988)
𝑢𝑢2,2 = 0.2101
17
 𝑢𝑢𝑖𝑖,𝑗𝑗+1 = 0.4𝑢𝑢𝑖𝑖−1,𝑗𝑗 + 0.2𝑢𝑢𝑖𝑖,𝑗𝑗 + 0.4𝑢𝑢𝑖𝑖+1,𝑗𝑗

Let 𝑖𝑖 = 3, 𝑗𝑗 = 1, 𝑢𝑢3,2 = 0.4𝑢𝑢2,1 + 0.2𝑢𝑢3,1 + 0.4𝑢𝑢4,1

𝑢𝑢3,2 = 0.4(0.2779) + 0.2(0.1988) + 0.4(0)
𝑢𝑢3,2 = 0.1509

18
Step 6: Fill in the values into the grid.

𝑗𝑗 𝑡𝑡

0 0.1489 0.2101 0.1509 0

2 0.1

0 0.1876 0.2779 0.1988

1 0.05 0

0 0.2310 0.3536 0.2870 0

0 𝑥𝑥
0 0.25 0.5 0.75 1
0 1 2 3 4 𝑖𝑖 19
Example 5.18:
Find approximate solution for the following heat equation
𝜕𝜕𝑢𝑢 𝜕𝜕 2 𝑢𝑢
= 0.1 2 , 0 < 𝑥𝑥 < 1, 𝑡𝑡 > 0
𝜕𝜕𝜕𝜕 𝜕𝜕𝑥𝑥

with boundary conditions

𝑢𝑢 0, 𝑡𝑡 = 𝑢𝑢 1, 𝑡𝑡 = 0, 0 ≤ 𝑡𝑡 ≤ 0.4
and initial condition
𝑢𝑢 𝑥𝑥, 0 = 𝑥𝑥 2 1 − 𝑥𝑥 , 0 ≤ 𝑥𝑥 ≤ 1.
by using the forward-difference and central-difference formula. Given
ℎ = 0.5 and 𝑘𝑘 = 0.1.

20
Solution:
Step 1: Sketch the grid points. Recall:
𝑗𝑗 𝑡𝑡 0 ≤ 𝑥𝑥 ≤ 1, 0 ≤ 𝑡𝑡 ≤ 0.4
ℎ = 0.5 and 𝑘𝑘 = 0.1
4 0.4

3 0.3

2 0.2

1 0.1

0 𝑥𝑥
0 0.5 1
21

0 1 2 𝑖𝑖
Step 2: Compute boundary and initial values.
Recall:
𝒖𝒖 𝒙𝒙, 𝟎𝟎 = 𝒙𝒙𝟐𝟐 𝟏𝟏 − 𝒙𝒙 , 𝟎𝟎 ≤ 𝒙𝒙 ≤ 𝟏𝟏
𝑢𝑢 0, 0 = 0 ℎ = 0.5 and 𝑘𝑘 = 0.1
𝑢𝑢 0.5, 0 = 0.125
𝑢𝑢 1, 0 = 0

𝒖𝒖 𝟎𝟎, 𝒕𝒕 = 𝟎𝟎, 𝒖𝒖 𝟏𝟏, 𝒕𝒕 = 𝟎𝟎, 𝟎𝟎 ≤ 𝒕𝒕 ≤ 𝟎𝟎. 𝟒𝟒

𝑢𝑢 0, 0 = 0 𝑢𝑢 1, 0 = 0
𝑢𝑢 0, 0.1 = 0 𝑢𝑢 1, 0.1 = 0
𝑢𝑢 0, 0.2 = 0 𝑢𝑢 1, 0.2 = 0
𝑢𝑢 0, 0.3 = 0 𝑢𝑢 1, 0.3 = 0
𝑢𝑢 0, 0.4 = 0 𝑢𝑢 1, 0.4 = 0

22
Step 3: Fill in the values into the grid.

𝑗𝑗 𝑡𝑡

0 𝑢𝑢1,4 0
4 0.4

0 𝑢𝑢1,3
3 0.3 0

0 𝑢𝑢1,2
2 0.2 0

0 𝑢𝑢1,1
1 0.1 0

0 0 0.125 0 𝑥𝑥 23
0 0.5 1
0 1 2 𝑖𝑖
Step 4: Obtain formula 𝑢𝑢𝑖𝑖,𝑗𝑗+1 from finite-difference formula.
By forward-difference and central-difference formulas,
𝜕𝜕𝑢𝑢 𝜕𝜕 2 𝑢𝑢
− 0.1 =0
𝜕𝜕𝜕𝜕 𝑖𝑖,𝑗𝑗 𝜕𝜕𝑥𝑥 2 𝑖𝑖,𝑗𝑗
Recall:
is approximated to ℎ = 0.5 and 𝑘𝑘 = 0.1

𝑢𝑢𝑖𝑖,𝑗𝑗+1 − 𝑢𝑢𝑖𝑖,𝑗𝑗 𝑢𝑢𝑖𝑖+1,𝑗𝑗 − 2𝑢𝑢𝑖𝑖,𝑗𝑗 + 𝑢𝑢𝑖𝑖−1,𝑗𝑗

− 0.1 =0
𝑘𝑘 ℎ2
0.1𝑘𝑘
𝑢𝑢𝑖𝑖,𝑗𝑗+1 − 𝑢𝑢𝑖𝑖,𝑗𝑗 = 𝑢𝑢𝑖𝑖+1,𝑗𝑗 − 2𝑢𝑢𝑖𝑖,𝑗𝑗 + 𝑢𝑢𝑖𝑖−1,𝑗𝑗
ℎ2
0.1(0.1)
𝑢𝑢𝑖𝑖,𝑗𝑗+1 = 𝑢𝑢𝑖𝑖+1,𝑗𝑗 − 2𝑢𝑢𝑖𝑖,𝑗𝑗 + 𝑢𝑢𝑖𝑖−1,𝑗𝑗 + 𝑢𝑢𝑖𝑖,𝑗𝑗
(0.5)2
𝑢𝑢𝑖𝑖,𝑗𝑗+1 = 0.04 𝑢𝑢𝑖𝑖+1,𝑗𝑗 − 2𝑢𝑢𝑖𝑖,𝑗𝑗 + 𝑢𝑢𝑖𝑖−1,𝑗𝑗 + 𝑢𝑢𝑖𝑖,𝑗𝑗
𝑢𝑢𝑖𝑖,𝑗𝑗+1 = 0.04𝑢𝑢𝑖𝑖−1,𝑗𝑗 + 0.92𝑢𝑢𝑖𝑖,𝑗𝑗 + 0.04𝑢𝑢𝑖𝑖+1,𝑗𝑗
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Step 5: Compute solutions for internal points 𝑢𝑢𝑖𝑖,𝑗𝑗 (Refer to grid in Step 3).
𝑢𝑢𝑖𝑖,𝑗𝑗+1 = 0.04𝑢𝑢𝑖𝑖−1,𝑗𝑗 + 0.92𝑢𝑢𝑖𝑖,𝑗𝑗 + 0.04𝑢𝑢𝑖𝑖+1,𝑗𝑗

Let 𝑖𝑖 = 1, 𝑗𝑗 = 0,
𝑢𝑢1,1 = 0.04𝑢𝑢0,0 + 0.92𝑢𝑢1,0 + 0.04𝑢𝑢2,0
𝑢𝑢1,1 = 0.04(0) + 0.92(0.125) + 0.04(0)
𝑢𝑢1,1 = 0.115

Let 𝑖𝑖 = 1, 𝑗𝑗 = 1,
𝑢𝑢1,2 = 0.04𝑢𝑢0,1 + 0.92𝑢𝑢1,1 + 0.04𝑢𝑢2,1
𝑢𝑢1,2 = 0.04(0) + 0.92(0.115) + 0.04(0)
𝑢𝑢1,2 = 0.1058

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 𝑢𝑢𝑖𝑖,𝑗𝑗+1 = 0.04𝑢𝑢𝑖𝑖−1,𝑗𝑗 + 0.92𝑢𝑢𝑖𝑖,𝑗𝑗 + 0.04𝑢𝑢𝑖𝑖+1,𝑗𝑗

Let 𝑖𝑖 = 1, 𝑗𝑗 = 2,
𝑢𝑢1,3 = 0.04𝑢𝑢0,2 + 0.92𝑢𝑢1,2 + 0.04𝑢𝑢2,2
𝑢𝑢1,3 = 0.04(0) + 0.92(0.1058) + 0.04(0)
𝑢𝑢1,3 = 0.0973

Let 𝑖𝑖 = 1, 𝑗𝑗 = 3,
𝑢𝑢1,4 = 0.04𝑢𝑢0,3 + 0.92𝑢𝑢1,3 + 0.04𝑢𝑢2,3
𝑢𝑢1,4 = 0.04(0) + 0.92(0.0973) + 0.04(0)
𝑢𝑢1,4 = 0.0895

26
Step 6: Fill in the values into the grid.

𝑗𝑗 𝑡𝑡

0 0.0895 0
4 0.4

0 0.0973
3 0.3 0

0 0.1058
2 0.2 0

0.115
1 0.1 0 0

0 0 0.125 0 𝑥𝑥
0 0.5 1 27

0 1 2 𝑖𝑖
Exercise 5.10:
1) Solve the heat equation
𝜕𝜕𝑢𝑢 𝜕𝜕 2 𝑢𝑢
= , 0 < 𝑥𝑥 < 1, 𝑡𝑡 > 0
𝜕𝜕𝜕𝜕 𝜕𝜕𝑥𝑥 2

with boundary conditions

𝑢𝑢 0, 𝑡𝑡 = 𝑢𝑢 1, 𝑡𝑡 = 0, 0 ≤ 𝑡𝑡 ≤ 0.02
and initial condition
𝑢𝑢 𝑥𝑥, 0 = 𝑥𝑥(1 − 𝑥𝑥) 0 ≤ 𝑥𝑥 ≤ 1.
by using the forward-difference and central-difference formula. Given ℎ = 1/5
and 𝑘𝑘 = 1/100.

[Ans: 𝑢𝑢0,0 = 𝑢𝑢0,1 = 𝑢𝑢0,2 = 𝑢𝑢5,0 = 𝑢𝑢5,1 = 𝑢𝑢5,2 = 0; 𝑢𝑢1,0 = 𝑢𝑢4,0 = 0.16; 𝑢𝑢2,0 = 𝑢𝑢3,0 =
0.24; 𝑢𝑢1,1 = 𝑢𝑢4,1 = 0.14; 𝑢𝑢2,1 = 𝑢𝑢3,1 = 0.22; 𝑢𝑢1,2 = 𝑢𝑢4,2 = 0.125; 𝑢𝑢2,2 = 𝑢𝑢3,2 = 0.2]
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Exercise 5.10:
2) Solve the heat equation
𝜕𝜕𝑢𝑢 𝜕𝜕 2 𝑢𝑢
= 0.03 2 , 0 < 𝑥𝑥 < 2, 𝑡𝑡 > 0
𝜕𝜕𝜕𝜕 𝜕𝜕𝑥𝑥

with boundary conditions

𝑢𝑢 0, 𝑡𝑡 = 𝑢𝑢 2, 𝑡𝑡 = 0, 0 ≤ 𝑡𝑡 ≤ 1
and initial condition
𝜋𝜋
𝑢𝑢 𝑥𝑥, 0 = 3 sin 𝑥𝑥 , 0 ≤ 𝑥𝑥 ≤ 2.
2
by using the forward-difference and central-difference formula. Given ℎ = 1/2
and 𝑘𝑘 = 1/2.

[Ans: 𝑢𝑢0,0 = 𝑢𝑢0,1 = 𝑢𝑢0,2 = 𝑢𝑢4,0 = 𝑢𝑢4,1 = 𝑢𝑢4,2 = 0; 𝑢𝑢1,0 = 𝑢𝑢3,0 = 2.1213; 𝑢𝑢2,0 = 3;
𝑢𝑢1,1 = 𝑢𝑢3,1 = 2.0468; 𝑢𝑢2,1 = 2.8946; 𝑢𝑢1,2 = 𝑢𝑢3,2 = 1.9748; 𝑢𝑢2,2 = 2.7928]
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References

1. S.C. Chapra and R.P. Canale. (2015). Numerical Methods for

Engineers, 7th Edition. McGraw-Hill Education.

2. R.L. Burden, D.J. Faires and A.M. Burden. (2016). Numerical

Analysis, 10th Edition. Cengage Learning.

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 Thank You

Questions & Answer?

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