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CE 28

Lecture Objectives

• Define parabolic differential equations.

• Develop an algorithm in solving parabolic differential equations

numerically.

• Solve for the solution of the heat equation.

General Form of Second Order Partial Differential

Equations

∆ = 𝐵2 − 4𝐴𝐶

∆=0 – Parabolic

∆>0 – Hyperbolic

∆<0 – Elliptic

Consider Heat Equation

𝜕𝑢 𝜕2𝑢

=𝛾 2

𝜕𝑡 𝜕𝑥

on an interval 0 < x < L, t > 0, γ > 0

Boundary Conditions:

𝑢 𝑡, 0 = 𝛼 𝑡 𝑡>0

𝑢 𝑡, 𝐿 = 𝛽 𝑡 𝑡>0

Initial Conditions:

𝑢 0, 𝑥 = 𝑓 𝑥 0≤𝑥≤𝐿

.

Heat Equation .

.

t7

Notation

𝑢𝑗,𝑘 = 𝑢(𝑡𝑗 , 𝑥𝑘 )

t6

t5

∆𝑡 = 𝑡𝑗+1 − 𝑡𝑗 t4

t3

t2

t1 ∆𝑥 = 𝑥𝑘+1 − 𝑥𝑘

t0

x0 x1 x2 x3 x4 x5 x6 x7 ...

Recall: Finite Difference Approximations

𝑢 𝑥+ℎ −𝑢 𝑥

𝑢′ 𝑥 = +𝑂 ℎ

ℎ

𝜕𝑢 𝑢𝑗+1,𝑘 − 𝑢𝑗,𝑘

= + 𝑂(∆𝑡)

𝜕𝑡 ∆𝑡

′′

𝑢 𝑥 − ℎ − 2𝑢 𝑥 + 𝑢(𝑥 + ℎ) 2

𝑢 𝑥 = 2

+ 𝑂(ℎ )

ℎ

= + 𝑂(∆𝑥)

𝜕𝑥 2 (∆𝑥)2

Heat Equation

𝜕𝑢 𝜕2𝑢

=𝛾 2

𝜕𝑡 𝜕𝑥

=𝛾

∆𝑡 (∆𝑥)2

𝛾∆𝑡

𝑢𝑗+1,𝑘 = 2

𝑢𝑗,𝑘−1 − 2𝑢𝑗,𝑘 + 𝑢𝑗,𝑘+1 + 𝑢𝑗,𝑘

(∆𝑥)

𝛾∆𝑡

𝑙𝑒𝑡 𝜇 =

(∆𝑥)2

Boundary Conditions:

𝑢𝑗+1,𝑘 = 𝜇𝑢𝑗,𝑘−1 + 1 − 2𝜇 𝑢𝑗,𝑘 + 𝜇𝑢𝑗,𝑘+1 𝑢𝑗,0 = 𝛼𝑗 𝑡>0

𝑢𝑗,𝑛 = 𝛽𝑗 𝑡>0

Heat Equation

𝑢𝑗+1,2 𝜇 1 − 2𝜇 𝜇 𝑢𝑗,2 0

𝑢𝑗+1,3 𝜇 1 − 2𝜇 𝜇 𝑢𝑗,3 0

𝑢𝑗+1,4 𝜇 1 − 2𝜇 𝜇 𝑢𝑗,4 0

𝑢𝑗+1,5 = 𝜇 1 − 2𝜇 𝜇 𝑢𝑗,5 + 0

𝑢𝑗+1,6 𝑢𝑗,6 0

𝜇 1 − 2𝜇 𝜇

⋮ ⋮ ⋮

⋱ ⋱ ⋱

𝑢𝑗+1,𝑛−1 𝑢𝑗,𝑛−1 𝜇𝛽𝑗

𝜇 1 − 2𝜇

Machine Exercise

𝜕𝑢 𝜕2𝑢

=𝛾 2

𝜕𝑡 𝜕𝑥

Fix the diffusivity 𝛾 = 1.

Initial Condition: 𝑢 0, 𝑥 = 6 sin(𝜋𝑥)

Boundary Conditions: 𝑢 𝑡, 0 = 𝑢 𝑡, 1 = 0.

Compare it with the exact solution:

−𝜋 2𝑡

𝑢 𝑡, 𝑥 = 6 sin 𝜋𝑥 𝑒

Try uniform node spacings.

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