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Time dependent heat equation

  1. Nov 20, 2016 #1
    1. The problem statement, all variables and given/known data
    Solve the time dependent 1D heat equation using the Crank-Nicolson method.
    The conditions are a interval of length L=1, initial distribution of temperature is u(x,0) = 2-1.5x+sin(pi*x) and the temperature in the ends of the interval are u(0,t) = 2; u(1,t) = 0.5.

    2. Relevant equations
    ∂u/∂t = √2 (∂2/∂x2) u.

    3. The attempt at a solution
    I'm really lost here. Since we started seeing finite difference methods and the heat equation I got lost. What I know is: this can be seen as a matrix problem A*u = b. A is a tridiagonal matrix and I have to find the solution matrix u. I think I know what are the elements of the tridiagonal matrix but not sure.
    What I don't know is once I get u, that's the temperature at a certain point in time, then how do I solve for the next point in time?. Do I take the u I got as the b for the next step?.
    This is the code I've written so far. It uses the LU decomposition method to find the solution matrix. It's written in C.
    Code (C):
    #include <stdio.h>
    #include <math.h>

    double * lu(double *diag,double *diag_sup,double *diag_inf,double *b){
        int i;
        double w[n],u[n],y[n];
        static  double x[n];





        return x;

    int main(){
        double alfa,beta,delta,gamma;
        double a[n],e[n],c[n],b[n];
        int i;

        //Boundary conditions

        //Tridiagonal matrix
        for (i=0; i<n; i++){
            a[i] = 5.;
            e[i] = 2.;
            c[i+1] = 2.;

        //Right side matrix

        double *sol;
        sol = lu(a,e,c,b);
            printf("%lf %lf\n",i*h,*(sol+i));
  2. jcsd
  3. Nov 21, 2016 #2
    Let's see your finite difference equations.
  4. Nov 21, 2016 #3
    Well this is the equation:
    $$-ru_{i+1}^{n+1} + (1+2r)u_i^{n+1} - ru^{n+1}_{i-1} = ru^n_{i+1} + (1-2r)u_i^n + ru^n_{i-1}.$$
    $$r=\frac{\sqrt{2} \Delta t}{2(\Delta x)^2}$$
    And that equation can be seen as a matrix problem ##Au=b##. But I don't know how to convert the equation to a matrix problem. What do I put in the tridiagonal matrix A, and what do I put in b?. And after I find the solution u, do I use that solution u as the matrix b for the next step in time?.
    Thank you!

  5. Nov 21, 2016 #4


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    I suggest you start with the case of a few discretisation points only (say three) and look at the equations for each point and try to write that equation in matrix form. You also need to find ##b##.

  6. Nov 21, 2016 #5
    I checked your difference equation, and it is correct. b is a column vector, and, since each u on the right hand side is already known, b is the entire rhs of the difference equation for the A row centered at i. The dependent variable values at n+1 are the unknowns you are solving for at each time step. (1+2r) runs all the way down the diagonal of the A matrix, and each element along the main diagonal has this value. For each element immediately to the left and right of the main diagonal in a given row of A, the element values are both -r. All the other elements of the A matrix are zero. So you have 3 diagonals running from the upper left corner of A to the lower right corner.
  7. Nov 21, 2016 #6


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    Also, as a matter of curiosity, note that ##b = B u^{n}## and ##Au^{n+1} = b##, where ##B## is another tridiagonal matrix results in ##u^{n+1} = A^{-1} B u^n## and therefore ##u^n = (A^{-1}B)^n u^0##.
  8. Nov 22, 2016 #7
    I have a very interesting approach for you to consider that should greatly simplify the numerics, or at least the amount of computation that needs to be done at each time step. I don't know whether this is a standard way of working such a problem.

    Divide the finite difference equation by r to obtain:
    $$-u_{i+1}^{n+1} + (2+1/r)u_i^{n+1} - u^{n+1}_{i-1} = u^n_{i+1} + (-2+1/r)u_i^n + u^n_{i-1}\tag{1}$$

    So now the A matrix has row elements along the three adjacent diagonals of -1, (2+1/r), -1. This is the new A matrix. Eqn. 1 can now be rewritten as:
    The solution to Eqn. 2 can then be written as: $$u^{n+1}=-u^n+\frac{2}{r}A^{-1}u^n\tag{3}$$
    So, according to Eqn. 3, you can get the solution for ##u^{n+1}## by
    1. Applying the inverse of the matrix A to ##u^n##
    2. Multiplying by 2/r
    3. Subtracting ##u^n##
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