Parabolic Partial

Differential Eqn
Obillo, Alvin
Gonzales, Patricia Shaine

INTRODUCTION

GENERAL
FORM OF SECOND ORDER LINEAR PDE WITH TWO
INDEPENDENT VARIABLES AND ONE DEPENDENT VARIABLE:

Where u = u(x, y) and a, b, c, d, e, f, and g are functions of x

and y ONLY. If g is zero, then the equation is homogeneous.

The PDE is said to be elliptic if

The PDE is said to be hyperbolic if

The PDE is said to be parabolic if

HEAT-CONDUCTION EQUATION
Where a = k, b = 0, c = 0, and d = -1

Then:

THEREFORE, HEAT-CONDUCTION EQUATION IS

A PARABOLIC DIFFERENTIAL EQUATION

THE EXPLICIT METHOD

where:
T is the temperature
x is the location
j is the time step
i is the interval of location

THE EXPLICIT METHOD

Substituting
the approximations from the last slide to the
general equation

Solving for the temperature at time interval j + 1 would

give.
Where:

If we know the temperature at the first time step and the

boundary temperatures, it is possible to get the
temperature of each location at the next time step.

THE EXPLICIT METHOD

EXAMPLE
1: Consider a steel rod that is subjected to a
temperature of 100 degrees Celsius on the left end and 25
degrees Celsius on the right end. If the rod is of length
0.05 m, use the explicit method to find the temperature
distribution in the rod from t = 0 and t = 9 seconds. Use x
= 0.01 m, and t = 3 seconds. = 1.4129 x / s. The initial
temperature of the rod is 20 degrees Celsius.

0
6
100 deg C

5
25 deg C

EXAMPLE 1
SOLUTION:

When t = 0 seconds, j = 0:
= 100 degrees C
= 20 degrees C
= 20 degrees C
= 20 degrees C
= 20 degrees C
= 25 degrees C

When t = 3 seconds, j = 1
= 100 degrees C
= 53.912 degrees C
= 20 degrees C
= 20 degrees C
= 22.120 degrees C
= 25 degrees C

EXAMPLE 1
SOLUTION:

When t = 6 seconds, j = 2:
= 100 degrees C
= 59.073 degrees C
= 34.375 degrees C
= 20.889 degrees C
= 22.442 degrees C
= 25 degrees C

When t = 9 seconds, j = 3
= 100 degrees C
= 65.953 degrees C
= 39.132 degrees C
= 27.266 degrees C
= 22.872 degrees C
= 25 degrees C

EXAMPLE 1
If the temperature vs the location is to be plotted in a
graph

THE EXPLICIT METHOD

Based on the graph, as the time goes on, the graph seems
to become linear. This means that as time approaches
infinity, the temperature becomes linear which
corresponds to a steady-state system.

CRANK NICHOLSON METHOD

where:
T is the temperature
x is the location
j is the time step
i is the interval of location

CRANK NICHOLSON METHOD

Substituting
the approximations from the last slide to the
general equation

Solving for the temperature at time interval j + 1 would

give.
Where:

In order to solve for the temperature of every location at any time,

this method makes use of simultaneous linear equations.

CRANK NICHOLSON METHOD

EXAMPLE
1: Consider a steel rod that is subjected to a
temperature of 100 degrees Celsius on the left end and 25
degrees Celsius on the right end. If the rod is of length
0.05 m, use the explicit method to find the temperature
distribution in the rod from t = 0 and t = 9 seconds. Use x
= 0.01 m, and t = 3 seconds. = 1.4129 x / s. The initial
temperature of the rod is 20 degrees Celsius.

0
6
100 deg C

5
25 deg C

EXAMPLE 1

SOLUTION:

For time = 3 seconds;

i = 1, j = 0:
(-0.4239)(100) + (2)(1+0.4239) - (0.4239) (0.4329)(100) + (2)
(1-0.4329)(20) + (0.4329)(20)
Which would then give:
2.8478 - 0.4239 = 116.30

EXAMPLE 1
SOLUTION:
By further solving i = 2, 3, and 4, this matrix can be created:

EXAMPLE 1
SOLUTION:
At time = 3 seconds;

EXAMPLE 1
SOLUTION:
At time = 6 seconds;

EXAMPLE 1
SOLUTION:
At time = 6 seconds;

EXAMPLE 1
SOLUTION:
At time = 9 seconds;

EXAMPLE 1
SOLUTION:
At time = 9 seconds;

COMPARISON OF RESULTS
Location

Explicit

Implicit

CrankAnalytical
Nicholson

65.953

59.043

62.604

62.510

39.132

36.292

37.613

37.084

27.266

26.809

26.562

25.844

22.872

24.243

24.042

23.610