Heat equation finite difference in c++

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Hello,
I'm currently doing some research comparing efficiency of various programming languages. Being a user of Matlab, Mathematica, and Excel, c++ is definitely not my forte. I was wondering if anyone might know where I could find a simple, standalone code for solving the 1-dimensional heat equation via a Crank-Nicolson finite difference method (or the general theta method). Ideally, I will need it to solve using LU decomposition, but I can probably figure that much out myself if I have a starting point.

Thanks to anyone that can help.
 

Answers and Replies

  • #2
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Source Book: Burden R.L., Faires J.D. Numerical analysis

Code:
/*
*   CRANK-NICOLSON ALGORITHM 12.3
*
*   To approximate the solution of the parabolic partial-differential
*   equation subject to the boundary conditions
*              u(0,t) = u(l,t) = 0, 0 < t < T = max t
*   and the initial conditions
*               u(x,0) = F(x), 0 <= x <= l:
*
*   INPUT:   endpoint l; maximum time T; constant ALPHA; integers m, N:
*
*   OUTPUT:  approximations W(I,J) to u(x(I),t(J)) for each
*            I = 1,..., m-1 and J = 1,..., N.
*/

#include<stdio.h>
#include<math.h>
#define pi 4*atan(1)
#define true 1
#define false 0

double F(double X);
void INPUT(int *, double *, double *, double *, int *, int *);
void OUTPUT(double, double, int, double *, double);

main()
{
   double V[25], L[25], U[25], Z[25];
   double FT,FX,ALPHA,H,K,VV,T,X;
   int N,M,M1,M2,N1,FLAG,I1,I,J,OK;

   INPUT(&OK, &FX, &FT, &ALPHA, &N, &M);
   if (OK) {
      M1 = M - 1;
      M2 = M - 2;
      /* STEP 1 */
      H = FX / M;
      K = FT / N;
      /* VV is used for lambda */
      VV = ALPHA * ALPHA * K / ( H * H );
      /* set V(M) = 0 */
      V[M-1] = 0.0;
      /* STEP 2 */
      for (I=1; I<=M1; I++) V[I-1] = F( I * H );
      /* STEP 3 */
      /* STEPS 3 through 11 solve a tridiagonal linear system
         using Algorithm 6.7 */
      L[0] = 1.0 + VV;
      U[0] = -VV / ( 2.0 * L[0] );
      /* STEP 4 */
      for (I=2; I<=M2; I++) {
         L[I-1] = 1.0 + VV + VV * U[I-2] / 2.0;
         U[I-1] = -VV / ( 2.0 * L[I-1] );
      }  
      /* STEP 5 */
      L[M1-1] = 1.0 + VV + 0.5 * VV * U[M2-1];
      /* STEP 6 */
      for (J=1; J<=N; J++) {
         /* STEP 7 */
         /* current t(j) */
         T = J * K;
         Z[0] = ((1.0-VV)*V[0]+VV*V[1]/2.0)/L[0];
         /* STEP 8 */
         for (I=2; I<=M1; I++)
            Z[I-1] = ((1.0-VV)*V[I-1]+0.5*VV*(V[I]+V[I-2]+Z[I-2]))/L[I-1];
         /* STEP 9 */
         V[M1-1] = Z[M1-1];
         /* STEP 10 */
         for (I1=1; I1<=M2; I1++) {
            I = M2 - I1 + 1;
            V[I-1] = Z[I-1] - U[I-1] * V[I];
         }  
      }
      /* STEP 11 */
      OUTPUT(FT, X, M1, V, H);
   }
   /* STEP 12 */
   return 0;
}

/* Change F for a new problem */
double F(double X)
{
   double f; 

   f =  sin(pi * X);
   return f;
}

void INPUT(int *OK, double *FX, double *FT, double *ALPHA, int *N, int *M)
{
   int FLAG;
   char AA;

   printf("This is the Crank-Nicolson Method.\n");
   printf("Has the function F(x) been created immediately\n");
   printf("preceding the INPUT function? Answer Y or N.\n");
   scanf("\n%c", &AA);
   if ((AA == 'Y') || (AA == 'y')) {
      printf("The lefthand endpoint on the X-axis is 0.\n");
      *OK =false;
      while (!(*OK)) {
         printf("Input the righthand endpoint on the X-axis.\n");
         scanf("%lf", FX);
         if (*FX <= 0.0) 
            printf("Must be positive number.\n");
         else *OK = true;
      }  
      *OK = false;
      while (!(*OK)) {
         printf("Input the maximum value of the time variable T.\n");
         scanf("%lf", FT);
         if (*FT <= 0.0)
            printf("Must be positive number.\n");
         else *OK = true;
      }  
      printf("Input the constant alpha.\n");
      scanf("%lf", ALPHA);
      *OK = false;
      while (!(*OK)) {
         printf("Input integer m = number of intervals on X-axis\n");
         printf("and N = number of time intervals - separated by a blank.\n");
         printf("Note that m must be 3 or larger.\n");
         scanf("%d %d", M, N);
         if ((*M <= 2) || (*N <= 0)) 
            printf("Numbers are not within correct range.\n");
         else *OK = true;
      }  
   }   
   else {
      printf("The program will end so that the function F can be created.\n");
      *OK = false;
   }   
}

void OUTPUT(double FT, double X, int M1, double *V, double H)
{
   int I, J, FLAG;
   char NAME[30];
   FILE *OUP;

   printf("Choice of output method:\n");
   printf("1. Output to screen\n");
   printf("2. Output to text file\n");
   printf("Please enter 1 or 2.\n");
   scanf("%d", &FLAG);
   if (FLAG == 2) {
      printf("Input the file name in the form - drive:name.ext\n");
      printf("for example:   A:OUTPUT.DTA\n");
      scanf("%s", NAME);
      OUP = fopen(NAME, "w");
   }
   else OUP = stdout;
   fprintf(OUP, "CRANK-NICOLSON METHOD\n\n");
   fprintf(OUP, "  I        X(I)     W(X(I),%12.6e)\n", FT);
   for (I=1; I<=M1; I++) {
      X = I * H;
      fprintf(OUP, "%3d %11.8f %13.8f\n", I, X, V[I-1]);
   }
   fclose(OUP);
}
 
  • #3
2
0
Hello,
do you guys have any source code of ADI method implemented in 2d diffusion problem in C/C++. I have developed one for generation pressure diffusion but facing some artefact's, so would be nice if somebody can help me.
Thanks
 
  • #4
417
3
Source Book: Burden R.L., Faires J.D. Numerical analysis
That code looks more like c than c++.

http://www.nr.com/" [Broken] might have the algorithms that you are looking for.
 
Last edited by a moderator:
  • #5
2
0
Hi,
First Thanks for your reply, but I am afraid your hint could not help me. The book "Numerical Analysis by Burden" you recommended, I downloaded a soft copy of it, but nowhere I could find anything about ADI method (alternating direction implicit). If you sure there is ADI algorithm in this book, then would you pleas tell me the specific pages where you found that algorithm.
I too had look "Numerical recipes", but there they only gave some introduction about ADI, no alogorithm the same in some other books like "Finite Difference Methods in Financial Engineering".
Thanks,
Irfan
 
  • #6
{snip}
I too had look "Numerical recipes", but there they only gave some introduction about ADI, no alogorithm the same in some other books like "Finite Difference Methods in Financial Engineering".
Thanks,
Irfan
Hi Irfan,

The code here:

http://svn.boost.org/svn/boost/sandbox/variadic_templates/sandbox/stepper/libs/array_stepper/examples/array_dyn.diff_pde.cpp

contains an implementation of the "innocent" ADI method from the book you mention
(if you mean Daniel Duffy's book). As noted in the code comments (and the book),
it doesn't give good results for an odd number of steps, but maybe it could give you
some idea of how to implement another ADI method that does. I'm actually trying to do
that at the moment.

HTH.

-regards,
Larry
 

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