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Consider the classical diﬀusion equation: ∂c ∂ 2c =D 2 ∂t ∂x (1)

Let us normalise this equation: that is, let us divide the time parameter by a characteristic time T so that the normalised quantity t/T ranges from zero to unity; similarly, let us divide the distances by the characteristic distance L so that the normalised quantity x/L ranges from zero to unity. Let the normalised time be denoted by τ and the normalised distance by χ. Let us denote the normalised diﬀusivity by α = DT /L2 . The following is the normalised diﬀusion equation: ∂ 2c ∂c =α 2 ∂τ ∂χ (2)

For simplicity’s sake (without loss of generality) assume α = 1.0. Note that the Fourier law of heat conduction also leads to an identical equation (when the normalisation is carried out). The numerical solution of the diﬀusion equation above can be obtained using a ﬁnite diﬀerence schme, in which, the time and positions are discretized and the solution for each discrete position at diﬀerent time steps are obtained by solving the corresponding diﬀerence equations (which are a set of algebraic equations as we show below). ∂c . It can be disLet us consider the term on the left-hand side, namely, ∂τ cretized using Forward-Euler scheme as follows: ∂c cτ +δτ − cτ = ∂τ δτ Let us consider the term on the right-hand side, namely, discretized using a central diﬀerence formula as follows: ∂ 2c 1 = [cχ−δχ − 2cχ + cχ+δχ ] 2 ∂χ (δχ)2 1

∂2c . ∂χ2

(3) It can be

(4)

the time can be ﬁxed in three diﬀerent ways: at τ (which is known as the explicit scheme). These values are to be obtained 2 . at χ = 0 and χ = 1. the number of equations in the above equations vary. one can obtain the same at the future time τ + δτ . The explicit expressions for these three cases are as shown below: Explicit scheme +δτ − cτ cτ 1 χ χ τ τ = cτ χ−δχ − 2cχ + cχ+δχ 2 δτ (δχ) (5) Implicit scheme τ +δτ − cτ cχ 1 χ +δτ +δτ = cτ +δτ − 2cτ + cτ χ χ+δχ δτ (δχ)2 χ−δχ (6) Semi-implicit scheme τ +δτ − cτ cχ 1 χ +δτ = cτ − 2cτ + cτ χ χ+δχ δτ (δχ)2 χ−δχ (7) Note that depending on the number of positional nodes. and some at τ and some at τ + δτ (which is known as semi-implicit scheme). for that of position. That is. From the expressions above. namely. the initial proﬁle is essential.Note that for partial derivative of time. the composition proﬁle is obtained by solving an algebraic equation for each position independently. for the partial derivative of position. it is clear that knowing the composition proﬁle at any time τ . which are not part of the calculation domain. while. for explicit and semi-implicit schemes. While ﬁxing the position for partial derivative of time is rather straight-forward. we need to keep the position ﬁxed. at τ + δτ (which is known as implicit scheme). the composition proﬁle at future time is obtained by solving a matrix equation. to solve the above set of equations. Further. note that at the two extremes. however. we need to keep the time ﬁxed. the spatial discretization involves unknowns either to the left or to the right. while in the case of implicit scheme.

0. to sovle the above set of equations. For which value of δτ are your calculations stable? (b) Write a script to solve the given partial diﬀerential equation with the given boundary conditions.1 time units (on the same ﬁgure). (a) Write a script to solve the given partial diﬀerential equation with the given boundary conditions. Use a δχ value of 0.1 time units (on the same ﬁgure). Use a δχ value of 0. Problem 1 Consider the following boundary conditions: [c]χ=0 (τ ) = 1.01. using explicit method. The calculations should be done for a time of about 1.1 time units (on the same ﬁgure). For which value of δτ are your calculations stable? (c) Write a script to solve the given partial diﬀerential equation with the given boundary conditions. and. For which value of δτ are your calculations stable? Problem 2 (Optional) You will be given bonus points if you solve this problem Consider the following boundary conditions: 3 . Use a δχ value of 0.using the two boundary conditions at these two points.0 and c(τ = 0) at all the other points is zero.0 time unit and the solutions should be plotted for every 0. The calculations should be done for a time of about 1. 1 × 10−4 and 1 × 10−2 . 1 × 10−4 and 1 × 10−2 . The calculations should be done for a time of about 1. using implicit method. The initial conditions is [c]χ=0 (τ = 0) = 1.01. That is. 1 × 10−4 and 1 × 10−2 . using semi-implicit method.01. two boundary conditions are essential.0 time unit and the solutions should be plotted for every 0. ∂c ∂χ χ=1 (τ ) = 0. Check your implementation using δτ values of 1 × 10−6 . Check your implementation using δτ values of 1 × 10−6 .0 time unit and the solutions should be plotted for every 0. Check your implementation using δτ values of 1 × 10−6 .

using semi-implicit method.01.0.1 time units (on the same ﬁgure). and. Use a δχ value of 0. 1 × 10−4 and 1 × 10−2 . The calculations should be done for a time of about 1.[c]χ=0 (τ ) = 1. For 4 .0 time unit and the solutions should be plotted for every 0. The calculations should be done for a time of about 1.1 time units (on the same ﬁgure). Check your implementation using δτ values of 1 × 10−6 . 1 × 10−4 and 1 × 10−2 . Check your implementation using δτ values of 1 × 10−6 .0.1 time units (on the same ﬁgure).0 for all positions. For which value of δτ are your calculations stable? Problem 3 (Home assignment) Consider the following boundary conditions: [c]χ=0 (τ ) = 1.0 time unit and the solutions should be plotted for every 0. 1 × 10−4 and 1 × 10−2 . Check your implementation using δτ values of 1 × 10−6 .0 time unit and the solutions should be plotted for every 0.1 time units (on the same ﬁgure). and. using explicit method.0 and c(τ = 0) at all the other points is zero. Use a δχ value of 0. (a) Write a script to solve the given partial diﬀerential equation with the given boundary conditions. (a) Write a script to solve the given partial diﬀerential equation with the given boundary conditions. The initial conditions is [c]χ=0 (τ = 0) = 1. For which value of δτ are your calculations stable? (c) Write a script to solve the given partial diﬀerential equation with the given boundary conditions. For which value of δτ are your calculations stable? (b) Write a script to solve the given partial diﬀerential equation with the given boundary conditions. ∂c ∂χ χ=1 (τ ) = 0. Use a δχ value of 0. The calculations should be done for a time of about 1. using implicit method. The initial conditions is c(τ = 0) = 1.0. using explicit method.01.01. Use a δχ value of 0.0 time unit and the solutions should be plotted for every 0. 1 × 10−4 and 1 × 10−2 .01. [c]χ=1 (τ ) = 0. The calculations should be done for a time of about 1. Check your implementation using δτ values of 1 × 10−6 .

0 time unit and the solutions should be plotted for every 0. Use a δχ value of 0.1 time units (on the same ﬁgure). Check your implementation using δτ values of 1 × 10−6 .01.01. The calculations should be done for a time of about 1.0 time unit and the solutions should be plotted for every 0. For which value of δτ are your calculations stable? 5 .1 time units (on the same ﬁgure). Check your implementation using δτ values of 1 × 10−6 . 1 × 10−4 and 1 × 10−2 . using implicit method. 1 × 10−4 and 1 × 10−2 .which value of δτ are your calculations stable? (b) Write a script to solve the given partial diﬀerential equation with the given boundary conditions. using semi-implicit method. Use a δχ value of 0. For which value of δτ are your calculations stable? (c) Write a script to solve the given partial diﬀerential equation with the given boundary conditions. The calculations should be done for a time of about 1.

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