Implicit and Explicit scheme
RAJU SHARMA
ASSISTANT PROFESSOR
DEPARTMENT OF CIVIL ENGINEERING
CHANDIGARH UNIVERSITY
Parabolic Equations
The one dimensional heat conduction equation
u/ t = c2 (2u/ x2 ) is a well known example of
parabolic partial differential equation
In general, the study of pressure waves in a fluid,
propagation of heat and unsteady state problem lead
to parabolic type of equations.
Solution of One Dimensional Heat Equation
u/ t = c2 (2u/ x2 )
Where c2 =k/sp is the diffusivity of the substance
(cm2/sec.)
Schmidit Method
2. Crank-Nicolson Method
3. Iterative Methods of solution
4. Du Fort and Frankal Method
1.
Finite Difference Approximation to Partial Derivatives
Y
R=Region
Mesh Point
x, y+k
y=k
i, j+1
x-h, y
x, y
i-1, j
i, j
x+h, y
i+1, j
x, y-k
i, j-1
X=h
u/ x = [(u(x+h,y) u (x,y))/h]+o(h)
(f)
= [u ((x,y)-u (x-h,y))/h] + o (h)
= [(u(x+h,y) -2u (x,y) +u ((x+h,y)]/o(h2)
Writing u(x, y) = u(ih, jk) as simply ui,j
Schmidt Method
ui,j+1=ui-1,j +(1-2 ) ui,j + ui+1,j
t
i, j+1
= kc2/h2 is the mesh ratio
(j+1)th level
parameter
This formula enables us to
determine the value of u at the
jth level
x
(i, j+1)th mesh point in terms
of the known function values at
the points xi-1, xi and xi+1 at the
instant tj
i-1, j
i, j
i+1, j
It is a relation between the function values at the two time levels j+1 and j
and is therefore, called a 2 level formula.
ui,j+1=ui-1,j +(1-2 ) ui,j + ui+1,j
This equation is called the schmidit explicit formula which is valid only
for 0<
Put = in above equation
ui,j+1= (ui-1,j + ui+1,j )
Which shows that value of u at x i at time tj+1 is the mean of the u-values at
xi-1 and xi+1 at time tj. This relation, known as Bendre-Schmidt recurrence
relation, gives the values of u at the internal mesh points with the help of
boundary conditions.
Crank-Nicolson Method
Schmidt scheme is computationally simple and for
convergent results i.e. k h2/2c2
To obtain more accurate results, h should be small i.e. k
is necessarily very small. This makes the computations
exceptionally lengthy as more timelevels would be
required to cover the region. A method that does not
restrict and also reduces the volume of calculations
was proposed by crank and nicolson in 1947.
According to this
- ui-1,j+1 +(2+2 ) ui,
j+1
- ui+1,j+1 = ui-1, j +(2-2 ) ui, j + ui+1, j
..(1)
Where = kc2/h2
Left side of above equation contains three unknown values of u
at the (j+1)th level while all the three values on the right are
known values at the jth level.
Thus above equation is a 2-level implicit relation and is known as
crank-nicolson formula. It is convergent for all finite values of
If there are n internal mesh
Points on each row, then
the equation gives n
simultaneous equations
i-1, j +1
for the n unknown values
in terms of the known
boundary Values
i, j+1
(j+1)th level
i+1, j +1
h
i-1, j
jth level
x
i, j
i+1, j
Iterative Method of solution for an implicit scheme
ui (n+1) =
/2(1+ ) (ui-1 (n) +u i+1 (n) ) +bi/(1+ )
bi = ui , j + /2 (ui-1 , j
2 ui , j + u i+1 , j)
As the latest value of ui-1 i.e. ui-1 (n+1) is already available, the
convergence of the iteration formula can be improved by
replacing ui-1 (n) by ui-1 (n+1) .The above equation becomes
ui (n+1) =
/2(1+ ) (ui-1 (n+1) +u i+1 (n+1) ) +bi/(1+ )
Which is known as gauss-seidal iteration formula
Du Fort and Frankal Method
This method is based on central difference method
u/ t = ui , j+1 ui, j-1/2k
2u/ x2 = ui-1 , j 2 u i, j-1+ u i +1, j /h2
Put above values in equation given below
u/ t = c2 (2u/ x2 )
We obtain
ui , j+1 ui, j-1 =2k c2 /h2 [ui-1 , j 2 u i, j-1+ u i +1, j ]
Solve
the
equation
u/t
=
2u/x2
subject
to
the
conditions
u(x,0)=sinx,
0x1;
u(0,
t)=
u(1,
t)=0,
using Schmidt method. Carryout computation for two levels, h=1/3, k = 1/36
Here C =1, h = 1/3, k = 1/36.
2
So that = kc2/h2 =
Also u
1,0
= sin /3=3/2
u 2,0= sin 2 /3= 3/2 and all
boundary values are zero
Schmidt formula
ui,j+1=ui-1,j +(1-2 ) ui,j + ui+1,j
ui,j+1= [ui-1,j +2 ui,j + ui+1,j]
1, 2
(j+1)th level
2, 2
0
K=1/3
0
0,0
1, 1
2, 1
jth level
0
h=1/3
3/2
3/2
For i =1,2; j=0:
u1,1 = [u 0,0 +2u1,0+u2,0]= (0+2 x
3/2+ 3/2)= 0.65
u2,1 = [u 1,0 +2u2,0+u3,0]= (3/2 +2 x
3/2+ 0)= 0.65
For i =1,2; j=1
u1,2 = [u 0,1 +2u1,1+u2,1]= (0+2 0.65+0.65)=0.49
u2,2 = [u
1,1
+2u2,1+u3,1]= (0.65+2 0.65+0)=0.49