C/C++ Heat equation finite difference in c++

AI Thread Summary
The discussion focuses on finding a simple C++ implementation of the Crank-Nicolson finite difference method for solving the 1-dimensional heat equation, with a specific interest in LU decomposition. A user seeks guidance on where to locate such code, mentioning their background in Matlab and Mathematica. Additionally, there are inquiries about the Alternating Direction Implicit (ADI) method for 2D diffusion problems, with users sharing resources and code snippets. Suggestions include checking specific online repositories and books for relevant algorithms. Overall, the thread highlights the need for accessible numerical methods in C++ for solving differential equations.
tse
Messages
1
Reaction score
0
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.
 
Technology news on Phys.org
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);
}
 
  • Like
Likes ranjini12d, lucas_rising and manoj@kumar
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
 
ahmedo047 said:
Source Book: Burden R.L., Faires J.D. Numerical analysis

That code looks more like c than c++.

http://www.nr.com/" might have the algorithms that you are looking for.
 
Last edited by a moderator:
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
 
irfan20uk said:
{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
 
Thread 'Is this public key encryption?'
I've tried to intuit public key encryption but never quite managed. But this seems to wrap it up in a bow. This seems to be a very elegant way of transmitting a message publicly that only the sender and receiver can decipher. Is this how PKE works? No, it cant be. In the above case, the requester knows the target's "secret" key - because they have his ID, and therefore knows his birthdate.
Back
Top