Mathematical Behavior of

Partial Differential
Equations

08/10/2024 http://numericalmethods.eng.usf.edu 1
What is a Partial Differential
Equation ?
 Ordinary Differential Equations have only one independent variable

dy x
Only one
3  5 y  3e , y (0)  5 independent
2

dx Equations have more than one independent

 Partial Differential variable i.e., x
variable

 2u  2u
3 2  2  x2  y2
xconditions:
subject to certain ywhere u is the dependent variable, and x
and y are the independent variables.
 Example of an Ordinary Differential
Equation
θ = Temperature, which is the
function of time
m= Mass of the ball
C= Heat capacitance of a ball
h= Convection coefficient b/w Spherical
Ball
Hot Water
hot water & ball
θa= Ambient temperature of
the hot water

Differential
Eq. which governed the system is
d
hA   a   mC
dt
Assumption: Ball is a lumped system (Temp. is
varying with time but not w.r.t coordinates)
Number of Independent variables: One (t=time)
 Example of an Partial Differential
Equation

Spherical
Ball
Hot Water

k   2 T  k   T  k  2T T
 r    sin     C , t  0, T (r ,  ,  ,0)  Ta
r r  r  r sin   
2 2
  r sin  
2 2 2
t
Assumption: Ball is not a lumped system.
Number of Independent variables: Four (r,θ,φ,t)
Classification of 2nd Order Linear
PDE’s
 u
2
 u 2
 u 2
A 2 B C 2  D  0
x xy y
where A, B, and Care
functions of x and y,and D
is a function of
u u
x, y, u and , .
x y
Classification of 2nd Order Linear
PDE’s
 u
2
 u 2
 u 2
A 2 B C 2  D  0
x xy y
can be:
 Elliptic
 Parabolic
 Hyperbolic
Classification of 2nd Order Linear
PDE’s: Elliptic
 u
2
 u 2
 u 2
A 2 B C 2  D  0
x xy y

If B  4 AC  0,then equation
2

is elliptic.
 Classification of 2nd Order Linear
PDE’s: Elliptic
 u
2
 u
2
 u
2
A 2 B C 2  D  0
x xy y
Example:  2
T  2
T
 2 0
x 2
y
Laplacian Eq. Use to find the temp in a plate at steady state

where, A  1, B  0, C  giving
1
B 2  4 AC  0  4(1)(1)  4  0
therefore the equation is elliptic.
Classification of 2nd Order Linear
PDE’s: Parabolic
 u
2
 u 2
 u 2
A 2 B C 2  D  0
x xy y

If B  4 AC  0,then the
2

equation is parabolic.
 Classification of 2nd Order Linear
PDE’s: Parabolic
 u2
 u  u
2 2
A 2 B C 2  D  0
x xy y
T  2T
Example: k 2
t x

where, A  k , B  0, C  0giving
B  4 AC  0  4(0)(k )  0
2

therefore the equation is parabolic.

Classification of 2nd Order Linear
PDE’s: Hyperbolic
 u
2
 u 2
 u 2
A 2 B C 2  D  0
x xy y

If B  4 AC  0,then the
2

equation is hyperbolic.
 Classification of 2nd Order Linear
PDE’s: Hyperbolic
 u 2
 u  u
2 2
A 2 B C 2  D  0
x xy y

Example: 2 y 1 2 y
 2 2
x 2
c t
1
where, A  1, B  0, C   giving
c2
1 4
B  4 AC  0  4(1)( 2 )  2  0
2

c c
therefore the equation is hyperbolic.
 Defining Parabolic PDE’s
 The general form for a second order linear PDE with two independent variables
and one dependent variable is

 2u  2u  2u
A 2 B C 2  D 0
x xy y
 Recall the criteria for an equation of this type to be considered parabolic
B 2  4 AC  0
 For example, examine the heat-conduction equation given by
 2T T
 2  , where A   , B  0, C  0, D  1
x t
Then
B 2  4 AC  0  4( )(0)
0
thus allowing us to classify this equation as parabolic.
 Physical Example of an Parabolic PDE

The internal temperature of a metal rod exposed to two different

temperatures at each end can be found using the heat conduction
equation.
 T T2
 2 
x t
Discretizing the Parabolic PDE
x
x x

i 1 i i 1
Schematic diagram showing interior nodes
L
For a rod of length Ldivided into n nodes
1 x 
n
The time is similarly broken into time steps of t
j
Hence Ti corresponds to the temperature at node ,thati is,

x  i x and time t   j t 

The Explicit Method
x
x x

i 1 i i 1
L
If we define x  we can then write the finite central divided difference
n
approximation of the left hand side at a general interior node ( ) as i

 2T Ti j1  2Ti j  Ti j1


x 2 i, j
x 2
where ( j) is the node number along the time.
The Explicit Method
x
x x

i 1 i i 1

The time derivative on the right hand side is approximated by the forward
divided difference method as,

T Ti j 1  Ti j

t i, j t
The Explicit Method
Substituting these approximations into the governing equation yields

Ti j1  2Ti j  Ti j1 Ti j 1  Ti j

 
x 2 t
Solving for the temp at the time node 1
jgives

t
Ti j 1  Ti j  
( x ) 2
T 
j
i 1  2Ti
j
 T j
i 1 
choosing,
t
 
(x) 2
we can write the equation as,

Ti j 1
 Ti   T j
 j
i 1  2Ti  T j j
i .1 
The Explicit Method
Ti j 1
 Ti   T
j
 j
i 1  2Ti  T j j
i 1 
• This equation can be solved explicitly because it can be written for each
internal location node of the rod for time node j in 1terms of the temperature
at time node . j

• In other words, if we know the temperature at node j, and

0 the boundary
temperatures, we can find the temperature at the next time step.

• We continue the process by first finding the temperature at all nodes , and
using these to find the temperature at the next time node, . This processj  1
j  2the
continues until we reach the time at which we are interested in finding
temperature.
 Example 1: Explicit Method
Consider a steel rod that is subjected to a temperature of on C left end and
100the
C end. If the rod is of length
on the25right 0.05m method to find the
,use the explicit
temperature distribution in the rod from and seconds. Uset  0 t,  9
. x  0.01m t  3s

W kg J
Given: k  54 ,   7800 ,3 C  490
mK m kg  K

The initial temperature of the rod is . C

20

i0 1 2 3 4 5

T 100  C T  25 C

0.01m
Example 1: Explicit Method
Recall, Number of time steps,
k t final  t initial
 
C t
90
therefore, 
3
54
  3.
7800  490
 1.4129  10 5 m 2 / s. Boundary Conditions
T0 j  100C 
Then,  for all j  0,1,2,3
t T5  25C 
j
 
x 2
3 All internal nodes are at 20C
 1.4129  10 5
0.012
for t  0 sec .This can be
 0.4239. represented as,
Ti 0  20C , for all i  1,2,3,4
Example 1: Explicit Method
Nodal temperatures when t  0,sec j : 0

T00  100C
T10  20C 

T20  20C 
 Interior nodes
T30  20C 
T40  20C 
T50  25C

We can now calculate the temperature at each node explicitly using the
equation formulated earlier,

Ti j 1
 Ti   T j
 j
i 1  2Ti  T
j j
i 1 
Example 1: Explicit Method
Nodal temperatures when t  3(Example
sec Calculations)
i0 T01  100C  Boundary Condition
setting j0
i 1 
T11  T10   T20  2T10  T00  i2 
T21  T20   T30  2T20  T10 
 20  0.423920  2(20)  100   20  0.423920  2(20)  20 
 20  0.423980   20  0.42390 
 20  33.912  20  0
 53.912C  20C
Nodal temperatures when t  3 sec
, j: 1
T01  100C  Boundary Condition
T11  53.912C 

T21  20C 
 Interior nodes
T3  20C
1

T41  22.120C 
T51  25C  Boundary Condition
Example 1: Explicit Method
Nodal temperatures when t  6 sec
(Example Calculations)
i0 T02  100C  Boundary Condition
setting j  1,
i 1 
T12  T11   T21  2T11  T01  i  2 T22  T21   T31  2T21  T11 
 53.912  0.423920  2(53.912)  100   20  0.423920  2(20)  53.912 
 53.912  0.423912.176   20  0.423933.912 
 53.912  5.1614  20  14.375
 59.073C  34.375C

Nodal temperatures when t  6 sec

, j : 2
T02  100C  Boundary Condition
T12  59.073C 

T22  34.375C 
 Interior nodes
T3  20.889C 
2

T42  22.442C 
T52  25C  Boundary Condition
 Example 1: Explicit Method
Nodal temperatures when t  9(Example
sec Calculations)
i0 T03  100C  Boundary Condition
setting j  ,2
i 1 i2

T13  T12   T22  2T12  T02  
T23  T22   T32  2T22  T12 
 59.073  0.423934.375  2(59.073)  100   34.375  0.423920.899  2(34.375)  59.073
 59.073  0.423916.229   34.375  0.423911 .222 
 59.073  6.8795  34.375  4.7570
 65.953C  39.132C
Nodal temperatures when t  9, sec j 
: 3
T03  100C  Boundary Condition
T13  65.953C 

T23  39.132C 
 Interior nodes
T3  27.266C 
3

T43  22.872C 
T53  25C  Boundary Condition
Example 1: Explicit Method
To better visualize the temperature variation at different locations at
different times, the temperature distribution along the length of the
rod at different times is plotted below.
The Implicit Method
WHY:

• Using the explicit method, we were able to find the temperature at each
node, one equation at a time.

• However, the temperature at a specific node was only dependent on the

temperature of the neighboring nodes from the previous time step.
This is contrary to what we expect from the physical problem.

• The implicit method allows us to solve this and other problems by

developing a system of simultaneous linear equations for the
temperature at all interior nodes at a particular time.
The Implicit Method
 T T 2
 
x 2
t
The second derivative on the left hand side of the equation is
approximated by the CDD scheme at time level j node
at 1 ( ) as i

 2T Ti j11  2Ti j 1  Ti j11


x 2 i , j 1
x  2
The Implicit Method
 T T 2
 
x 2
t
The first derivative on the right hand side of the equation is
approximated by the BDD scheme at time level j node
at 1 ( ) as i
j 1
T Ti  Ti j

t i , j 1 t
The Implicit Method
 T T2
 
x 2
t
Substituting these approximations into the heat conduction equation
yields

Ti j11  2Ti j 1  Ti j11 Ti j 1  Ti j

 
x  2
t
 The Implicit Method
From the previous slide,
Ti j11  2Ti j 1  Ti j11 Ti j 1  Ti j
 
x 2 t
Rearranging yields

 Ti j11  (1  2 )Ti j 1  Ti j11  Ti j

given that,
t
 
x 2

The rearranged equation can be written for every node during each time step.
These equations can then be solved as a simultaneous system of linear equations
to find the nodal temperatures at a particular time.
 Example 2: Implicit Method
Consider a steel rod that is subjected to a temperature of on C left end and
100the
C end. If the rod is of length
on the25right 0.05m method to find the
,use the implicit
temperature distribution in the rod from and seconds. Uset  0 t,  9
. x  0.01m t  3s

W kg J
Given: k  54 ,   7800 ,3 C  490
mK m kg  K

The initial temperature of the rod is . C

20

i0 1 2 3 4 5

T 100  C T  25 C

0.01m
Example 2: Implicit Method
Recall, Number of time steps,
k t final  t initial
 
C t
90
therefore, 
3
54
  3.
7800  490
 1.4129  10 5 m 2 / s. Boundary Conditions
T0 j  100C 
Then,  for all j  0,1,2,3
t T5  25C 
j
 
x 2
3 All internal nodes are at 20C
 1.4129  10 5
0.012
for t  0 sec .This can be
 0.4239. represented as,
Ti 0  20C , for all i  1,2,3,4
Example 2: Implicit Method
Nodal temperatures when t  0,sec j : 0

T00  100C
T10  20C 

T20  20C 
 Interior nodes
T30  20C 
T40  20C 
T50  25C

We can now form our system of equations for the first time step by writing
the approximated heat conduction equation for each node.

 T j 1
i 1  (1  2 )Ti j 1
 T j 1
i 1  Ti j
Example 2: Implicit Method
Nodal temperatures when t  3,sec (Example Calculations)
i0 T  100C  Boundary Condition
0
1

For the interior nodes setting 0

j and i 1, 2gives
, 3, 4 the following,

i 1  T01  (1  2 )T11  T21  T10

(0.4239  100)  (1  2  0.4239)T11  (0.4239T21 )  20
 42.39  1.8478T11  0.4239T21  20
1.8478T11  0.4239T21  62.390

i2  T11  (1  2 )T21  T31  T20

 0.4239T11  1.8478T21  0.4239T31  20
For the first time step we can write four such equations with four
unknowns, expressing them in matrix form yields
 1.8478  0.4239 0 0  T11  62.390
 0.4239 1.8478  0.4239 0   1   20 
  T2    
 0  0.4239 1.8478  0.4239 T3   20 
1

  1   
 0 0  0 . 4239 1 . 8478 T 
 4   30 .598 
Example 2: Implicit Method
 1.8478  0.4239 0 0  T11  62.390
 0.4239 1.8478  0.4239 0   1   20 
  T2    
 0  0.4239 1.8478  0.4239 T3   20 
1

  1   
 0 0  0 . 4239 1 . 8478   4  
T 30 .598 
The above coefficient matrix is tri-diagonal. Special algorithms such
as Thomas’ algorithm can be used to solve simultaneous linear
equation with tri-diagonal coefficient matrices. The solution is given
by
T01   100 
T11   39.451  1  
 1   Hence, the nodal temps T
 1  39 . 451 
T
  24. 792 
2
at  3 sec
tare T2   24.792
1
T3   21.438
1
 1   
 1   T
 3  21. 438
T4  21.477  
T 1  21.477 
 41   
 5  
T 25 
Example 2: Implicit Method
Nodal temperatures when t  6,sec (Example Calculations)
i0 T  100C  Boundary Condition
0
2

For the interior nodes setting 1

j and i 1, 2gives
, 3, 4 the following,

i 1  T02  (1  2 )T12  T22  T11

(0.4239  100)  (1  2  0.4239)T12  0.4239T22  39.451
 42.39  1.8478T12  0.4239T22  39.451
1.8478T12  0.4239T22  81.841
i2  T12  (1  2 )T22  T32  T21
 0.4239T12  1.8478T22  0.4239T32  24.792
For the second time step we can write four such equations with four
unknowns, expressing them in matrix form yields
 1.8478  0.4239 0 0  T12   81.841
 0.4239 1.8478  0.4239 0   2  24.792
  T2    
 0  0.4239 1.8478  0.4239 T32   21.438
  2   
 0 0  0 . 4239 1 .8478  T4   32. 075 
Example 2: Implicit Method
 1.8478  0.4239 0 0  T12   81.841
 0.4239 1.8478  0.4239 0   2  24.792
  T2    
 0  0.4239 1.8478  0.4239 T3   21.438
2

  2   
 0 0  0 . 4239 1 .8478 T 
 4   32 . 075 

The above coefficient matrix is tri-diagonal. Special algorithms such

as Thomas’ algorithm can be used to solve simultaneous linear
equation with tri-diagonal coefficient matrices. The solution is given
by
T02   100 
T12  51.326   2  
 2   Hence, the nodal temps T
 1   51. 326 
T
 2  30. 669  at  6 sec
tare T2  30.669 
2
T3  23.876
2
 2  
 2   
T3   23 .876 
T4  22.836
T 2  22.836
 42   
T5   25 
Example 2: Implicit Method
Nodal temperatures when t  9,sec(Example Calculations)
i0 T  100C  Boundary Condition
0
3

For the interior nodes setting jand

2 i 1, 2gives
, 3, 4 the following,

i 1  T03  (1  2 )T13  T23  T12

(0.4239  100)  (1  2  0.4239)T13  (0.4239T23 )  51.326
 42.39  1.8478T13  0.4239T23  51.326
1.8478T13  0.4239T23  93.716
i2  T13  (1  2 )T23  T33  T22
 0.4239T13  1.8478T23  0.4239T33  30.669
For the third time step we can write four such equations with four
unknowns, expressing them in matrix form yields
 1.8478  0.4239 0 0  T13  93.716 
 0.4239 1.8478  0.4239 0   3  30.669 
  T2    
 0  0.4239 1.8478  0.4239 T3  23.876
3

  3   
 0 0  0 . 4239 1 .8478   4  
T 33. 434 
Example 2: Implicit Method
 1.8478  0.4239 0 0  T13  93.716 
 0.4239 1.8478  0.4239 0   3  30.669 
  T2    
 0  0.4239 1.8478  0.4239 T3  23.876
3

  3   
 0 0  0 . 4239 1 .8478 T 
 4   33 . 434 

The above coefficient matrix is tri-diagonal. Special algorithms such

as Thomas’ algorithm can be used to solve simultaneous linear
equation with tri-diagonal coefficient matrices. The solution is given
by
T03   100 
T13  59.043  3  
 3  Hence, the nodal temps T
   59 . 043 
 1
T
 2 36. 292  at  9 sec
tare T2  36.292 
3

T3  26.809
3  3   
 3   T
 3  26 . 809 
T4   24 .243  T   24.243
3
 43   
T5   25 
Example 2: Implicit Method
To better visualize the temperature variation at different locations at
different times, the temperature distribution along the length of the
rod at different times is plotted below.
The Crank-Nicolson Method
WHY:

 2T O ( x ) 2
Using the implicit method our approximation of was
x 2 of accuracy,
T
while our approximation of was of t accuracy.O(t )
The Crank-Nicolson Method

One can achieve similar orders of accuracy by approximating the second

derivative, on the left hand side of the heat equation, at the midpoint of
the time step. Doing so yields

 2T   Ti j1  2Ti j  Ti j1 Ti j11  2Ti j 1  Ti j11 

   
x 2 i, j
2 x 2 x  2

The Crank-Nicolson Method

The first derivative, on the right hand side of the heat equation, is
approximated using the forward divided difference method at time level
, j 1

j 1
T Ti  Ti j

t i, j t
The Crank-Nicolson Method
• Substituting these approximations into the governing equation for heat
conductance yields
  Ti j1  2Ti j  Ti j1 Ti j11  2Ti j 1  Ti j11  Ti j 1  Ti j
  
2 x 2 x 2  t
giving

 Ti j11  2(1   )Ti j 1  Ti j11  Ti j1  2(1   )Ti j  Ti j1

where
t
 
x 2
• Having rewritten the equation in this form allows us to descritize the
physical problem. We then solve a system of simultaneous linear
equations to find the temperature at every node at any point in time.
 Example 3: Crank-Nicolson
Consider a steel rod that is subjected to a temperature of on C left end and
100the
C end. If the rod is of length
on the25right 0.05m
,use the Crank-Nicolson method to
find the temperature distribution in the rod from to seconds. Use t  0
, t 9 . x  0.01m t  3s

W kg J
Given: k  54 ,   7800 ,3 C  490
mK m kg  K

The initial temperature of the rod is . C

20

i0 1 2 3 4 5

T 100  C T  25 C

0.01m
Example 3: Crank-Nicolson
Recall, Number of time steps,
k t final  t initial
 
C t
90
therefore, 
3
54
  3.
7800  490
 1.4129  10 5 m 2 / s. Boundary Conditions
T0 j  100C 
Then,  for all j  0,1,2,3
t T5  25C 
j
 
x 2
3 All internal nodes are at 20C
 1.4129  10 5
0.012
for t  0 sec .This can be
 0.4239. represented as,
Ti 0  20C , for all i  1,2,3,4
 Example 3: Crank-Nicolson
Nodal temperatures when t  0,sec j : 0

T00  100C
T10  20C 

T20  20C 
 Interior nodes
T30  20C 
T40  20C 
T50  25C

We can now form our system of equations for the first time step by writing
the approximated heat conduction equation for each node.

 Ti j11  2(1   )Ti j 1  Ti j11  Ti j1  2(1   )Ti j  Ti j1
Example 3: Crank-Nicolson
Nodal temperatures when t  3,sec(Example Calculations)
i0 T01  100C  Boundary Condition

For the interior nodes setting j and

0 i 1, 2gives
, 3, 4 the following
i 1
 T01  2(1   )T11  T21  T00  2(1   )T10  T20
(0.4239  100)  2(1  0.4239)T11  0.4239T21  (0.4239)100  2(1  0.4239)20  (0.4239)20
 42.39  2.8478T11  0.4239T21  42.39  23.044  8.478

2.8478T11  0.4239T21  116 .30

For the first time step we can write four such equations with four
unknowns, expressing them in matrix form yields
 2.8478  0.4239 0 0  T11  116 .30 
 0.4239 2.8478  0.4239 0   1  40.000
  T2    
 0  0.4239 2.8478  0.4239 T3  40.000
1

  1   
 0 0  0. 4239 2 . 8478  T4   52 . 718 
Example 3: Crank-Nicolson
 2.8478  0.4239 0 0  T11  116 .30 
 0.4239 2.8478  0.4239 0   1  40.000
  T2    
 0  0.4239 2.8478  0.4239 T3  40.000
1

  1   
 0 0  0. 4239 2 . 8478 T 
 4   52. 718 

The above coefficient matrix is tri-diagonal. Special algorithms such

as Thomas’ algorithm can be used to solve simultaneous linear
equation with tri-diagonal coefficient matrices. The solution is given
by
T01   100 
T11   44.372 Hence, the nodal temps  1  
T
   44 . 372 
 1   1
T
 2 23 . 746  at  3 sec
tare T2   23.746
1

 1   
T31  20.797  T
 3  20 .797 
 1   T 1  21.607 
T4   21 .607   41   
T5   25 
Example 3: Crank-Nicolson
Nodal temperatures when t  6,sec (Example Calculations)
i0 T02  100C  Boundary Condition

For the interior nodes setting 1

j and i 1, 2gives
, 3, 4 the following,
i 1
 T02  2(1   )T12  T22  T01  2(1   )T11  T21
(0.4239  100)  2(1  0.4239)T12  0.4239T22 
(0.4239)100  2(1  0.4239)44.372  (0.4239)23.746
 42.39  2.8478T12  0.4239T22  42.39  51.125  10.066

2.8478T12  0.4239T22  145.971

For the second time step we can write four such equations with four
unknowns, expressing them in matrix form yields
 2.8478  0.4239 0 0  T12  145.971
 0.4239 2.8478  0.4239 0   2   54.985 
  T2    
 0  0.4239 2.8478  0.4239 T3   43.187 
2

  2   
 0 0  0.4239 2.8478  T4   54.908 
Example 3: Crank-Nicolson
 2.8478  0.4239 0 0  T12  145.971
 0.4239 2.8478  0.4239 0   2   54.985 
  T2    
 0  0.4239 2.8478  0.4239 T3   43.187 
2

  2   
 0 0  0 . 4239 2 . 8478 T 
 4   54 . 908 

The above coefficient matrix is tri-diagonal. Special algorithms such

as Thomas’ algorithm can be used to solve simultaneous linear
equation with tri-diagonal coefficient matrices. The solution is given
by
T02   100 
T12  55.883 Hence, the nodal temps  2  
T
 1   55 . 883 
 2  
T2   31.075 at  6 sec
tare T2  31.075
2

 2   
T32  23.174 T3  23.174
 2   T 2  22.730
T4   22 . 730   42   

 5  
T 25 
Example 3: Crank-Nicolson
Nodal temperatures when t  9,sec(Example Calculations)
i0 T  100C  Boundary Condition
0
3

For the interior nodes setting j and

2 i 1, 2gives
, 3, 4 the following,
i 1
 T03  2(1   )T13  T23  T02  2(1   )T12  T22
(0.4239  100)  2(1  0.4239)T23  0.4239T23 
(0.4239)100  2(1  0.4239)55.883  (0.4239)31.075
 42.39  2.8478T13  0.4239T23  42.39  64.388  13.173

2.8478 T13  0.4239 T23  162.34

For the third time step we can write four such equations with four
unknowns, expressing them in matrix form yields
 2.8478  0.4239 0 0  T13  162.34 
 0.4239 2.8478  0.4239 0   3  69.318
  T2    
 0  0.4239 2.8478  0.4239 T3  49.509
3

  3   
 0 0  0 . 4239 2 . 8478 T 
 4   57 . 210 
Example 3: Crank-Nicolson
 2.8478  0.4239 0 0  T13  162.34 
 0.4239 2.8478  0.4239 0   3  69.318
  T2    
 0  0.4239 2.8478  0.4239 T3  49.509
3

  3   
 0 0  0 . 4239 2 . 8478   4  
T 57. 210 

The above coefficient matrix is tri-diagonal. Special algorithms such

as Thomas’ algorithm can be used to solve simultaneous linear
equation with tri-diagonal coefficient matrices. The solution is given
by
T03   100 
T13  62.604 Hence, the nodal temps  3  
 3   T1  62.604
T
 2 37.613  at  9 sec
tare T23  37.613
T33  26.562  3   
T
 3  26. 562 
 3   T  24.042
T4   24.042 
3
 43   
T5   25 
Example 3: Crank-Nicolson
To better visualize the temperature variation at different locations at
different times, the temperature distribution along the length of the
rod at different times is plotted below.
Internal Temperatures at 9 sec.
The table below allows you to compare the results from all three
methods discussed in juxtaposition with the analytical solution.

Crank-
Node Explicit Implicit Analytical
Nicolson
T13 65.953 59.043 62.604 62.510
T23 39.132 36.292 37.613 37.084
T33 27.266 26.809 26.562 25.844
T43 22.872 24.243 24.042 23.610