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Stability Analysis of 1D Heat Equation

The document outlines an explicit method for solving the 1D heat equation, including a detailed stability analysis using the Von Neumann method. It describes the steps for discretizing the domain, approximating derivatives, formulating the explicit scheme, applying initial and boundary conditions, and marching in time. The stability condition is established, indicating that the Fourier number must be less than or equal to 0.5 for the method to remain stable.

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56 views3 pages

Stability Analysis of 1D Heat Equation

The document outlines an explicit method for solving the 1D heat equation, including a detailed stability analysis using the Von Neumann method. It describes the steps for discretizing the domain, approximating derivatives, formulating the explicit scheme, applying initial and boundary conditions, and marching in time. The stability condition is established, indicating that the Fourier number must be less than or equal to 0.5 for the method to remain stable.

Uploaded by

Lecturer Chemical
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

EXPLICIT METHOD FOR 1D HEAT EQUATION WITH FULL STABILITY ANALYSIS

We consider:

∂u ∂2u
= α 2, 0 ≤ x ≤ L, t>0
∂t ∂x

Where: - u(x, t) = temperature (or any diffusing quantity) - α = thermal diffusivity

Step 1: Discretize the domain

1.1 Spatial discretization

Divide the domain into N nodes with spacing Δx :

xi = iΔx, i = 0, 1, 2, ..., N

1.2 Time discretization

Divide time into steps Δt :

tn = nΔt, n = 0, 1, 2, ...

Here: un
i = u(xi , tn )

Step 2: Approximate derivatives

2.1 Time derivative (forward difference)

∂u un+1 − uni
≈ i
∂t Δt

2.2 Spatial derivative (central difference)

∂2u uni+1 − 2uni + uni−1


≈
∂x2 Δx2

Step 3: Formulate explicit scheme


Substitute derivatives into PDE:

un+1 − uni un − 2uni + uni−1


i
= α i+1
Δt Δx2

Solve for un+1


i :

1
αΔt
un+1
i = uni + r (uni+1 − 2uni + uni−1 ) , r=
Δx2

• r is the Fourier number.

Step 4: Apply initial and boundary conditions

4.1 Initial condition

u0i = f (xi ), i = 0, 1, ..., N

4.2 Boundary conditions

• Dirichlet: fixed values at boundaries, e.g., un


0 = unL = 0
• Neumann: zero flux, ∂u
∂x = 0 → use ghost points

Step 5: March in time


• Start from n=0 (initial condition)
• Use explicit formula to calculate u_i^1
• Repeat until final time

Step 6: Detailed Stability Analysis (Von Neumann Method)

6.1 Assume a Fourier mode solution

We assume:

uni = Gn ejkiΔx

Where: - G = amplification factor - k = wave number - j = sqrt(-1)

6.2 Substitute Fourier mode into the explicit scheme

Gn+1 ejkiΔx = Gn ejkiΔx + r[Gn ejk(i+1)Δx − 2Gn ejkiΔx + Gn ejk(i−1)Δx ]

Divide both sides by Gn ejkiΔx :

G = 1 + r(ejkΔx − 2 + e−jkΔx )

6.3 Simplify using Euler’s formula

G = 1 − 2r(1 − cos(kΔx))

6.4 Express in terms of sine

G = 1 − 4r sin2 (kΔx/2)

2
6.5 Apply Von Neumann criterion

For stability: ∣G∣ ≤1

∣1 − 4r sin2 (kΔx/2)∣ ≤ 1

6.6 Evaluate maximum case


2
Maximum of sin (kΔx/2) = 1 :

∣1 − 4r∣ ≤ 1

6.7 Solve the inequality

• Left side: −1 ≤ 1 − 4r ⇒ r ≤ 0.5


• Right side: 1 − 4r ≤ 1 ⇒ r ≥ 0 ✅ always true

6.8 Stability condition

αΔt
r= ≤ 0.5
Δx2
- If r > 0.5 → unstable, solution blows up - If r ≤ 0.5 → stable

Step 7: Summary Table

Parameter Condition

Fourier number r ≤ 0.5

Explicit method Conditionally stable

Δt for given Δx Δt ≤ Δx² / 2α

Time marching Start n=0, compute u_i^{n+1}, repeat

Initial condition u_i^0 = f(x_i)

Boundary condition u_0^n = u_L^n or ∂u/∂x=0

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