PARTIAL DIFFERENTIAL

EQUATIONS (PDE):
PARABOLIC PDE
Muhammad Ibadurrohman, Ph.D (DIC)
PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS

• General form of PDE:

𝜕2𝑢 𝜕2𝑢 𝜕2𝑢 𝜕𝑢 𝜕𝑢
𝑎 … +𝑏 … +𝑐 … +𝑑 … +𝑒 … + 𝑓 𝑥, 𝑦, 𝑢 = 0
𝜕𝑥 2 𝜕𝑥𝑦 𝜕𝑦 2 𝜕𝑥 𝜕𝑦
• Parabolic PDE  𝑏 2 − 4𝑎𝑐 = 0; example:
• Unsteady-state heat conduction with internal heat source:
𝜕𝑇 𝜕2𝑇
= 𝛼 2 + 𝑆(𝑥, 𝑡, 𝑇)
𝜕𝑡 𝜕𝑥
• Unsteady-state mass diffusion and convection with reaction:
𝜕𝐶𝐴 𝜕 2 𝐶𝐴 𝜕𝐶𝐴
= 𝐷𝐴𝐵 + 𝑣 + 𝑅(𝑥, 𝑡, 𝐶𝐴 )
𝜕𝑡 𝜕𝑥 2 𝜕𝑥
METHODS OF SOLVING PARABOLIC PDE:
EXPLICIT METHOD
Consider the general homogenous one-dimensional unsteady-state diffusive (or conductive) model

𝜕𝑢 𝜕2𝑢
=𝛼
𝜕𝑡 𝜕𝑥 2
Expressing the derivatives in terms of CFD around point (𝑖, 𝑛) using the counter 𝑖 for the 𝑥-direction
and 𝑛 for 𝑡-direction:

𝜕2𝑢 1 2
2
อ = 𝑢𝑖+1,𝑛 − 2𝑢𝑖,𝑛 + 𝑢𝑖−1,𝑛 + 𝑶∆𝑥
𝜕𝑥 (∆𝑥)2
𝑖,𝑛

𝜕𝑢 1
ቤ = 𝑢𝑖,𝑛+1 − 𝑢𝑖,𝑛−1 + 𝑶∆𝑡 2
𝜕𝑡 𝑖,𝑛 2∆𝑡
METHODS OF SOLVING PARABOLIC PDE:
EXPLICIT METHOD
Combining all equations from the previous slide resulting in:
𝛼∆𝑡 2 + ∆𝑡 2 )
𝑢𝑖,𝑛+1 = 𝑢𝑖,𝑛−1 + 𝑢 𝑖+1,𝑛 − 2𝑢 𝑖,𝑛 + 𝑢 𝑖−1,𝑛 + 𝑶(∆𝑥
(∆𝑥)2
This is an explicit algebraic formula, which calculates the value of the
dependent variable at the next time step (𝑢𝑖,𝑛+1 ) from values at the current
and earlier time steps.
Extremely important note: this formula is subject to unstable solutions due
to negative terms on the right-hand side.
METHODS OF SOLVING PARABOLIC PDE:
EXPLICIT METHOD
In order to circumvent the problems with instability, the CFD first derivative term
is replaced by that of FFD:
𝜕𝑢 1
ቤ = 𝑢𝑖,𝑛+1 − 𝑢𝑖,𝑛 + 𝑶∆𝑡
𝜕𝑡 𝑖,𝑛 ∆𝑡

The explicit formula is then constructed as follows:

𝛼∆𝑡 𝛼∆𝑡 𝛼∆𝑡 2 + ∆𝑡)
𝑢𝑖,𝑛+1 = 𝑢 𝑖+1,𝑛 + 1 − 2 𝑢 𝑖,𝑛 + 𝑢 𝑖−1,𝑛 + 𝑶(∆𝑥
(∆𝑥)2 (∆𝑥)2 (∆𝑥)2
METHODS OF SOLVING PARABOLIC PDE:
EXPLICIT METHOD

𝛼∆𝑡 𝛼∆𝑡 𝛼∆𝑡 2

𝑢𝑖,𝑛+1 = 2
𝑢 𝑖+1,𝑛 + 1 − 2 2
𝑢 𝑖,𝑛 + 2
𝑢 𝑖−1,𝑛 + 𝑶(∆𝑥 + ∆𝑡)
(∆𝑥) (∆𝑥) (∆𝑥)

For a stable solution, the following condition must be met:

2𝛼∆𝑡
1− 2
≥0
(∆𝑥)
𝛼∆𝑡 1
2
≤
(∆𝑥) 2
METHODS OF SOLVING PARABOLIC PDE:
EXPLICIT METHOD
In the case of non-homogenous parabolic PDE:
𝜕𝑢 𝜕2𝑢
=𝛼 + 𝑓(𝑡, 𝑥, 𝑢)
𝜕𝑡 𝜕𝑥 2

The “quasi-explicit” formula is defined as:

𝛼∆𝑡 𝛼∆𝑡 𝛼∆𝑡
𝑢𝑖,𝑛+1 = 2
𝑢𝑖+1,𝑛 + 1 − 2 2
𝑢𝑖,𝑛 + 2
𝑢𝑖−1,𝑛 + ∆𝑡 𝑓𝑖,𝑛 (𝑡, 𝑥, 𝑢)
(∆𝑥) (∆𝑥) (∆𝑥)
EXAMPLE 1: UNSTEADY-STATE MOMENTUM
TRANSFER
Two plates are 10 cm apart containing fluid, as shown in the 8 cm/s
figure. Initially both plates and the fluid are still. At 𝑡 = 0, the
10 cm
top plate is moved at a constant velocity of 8 cm/s. Assuming
that both plates are substantially rough (no slip condition), 𝑥
compute the velocity profile along the 𝑥 direction for
𝑡 = 0, 1, 2, 5, 10, and ∞ s, if:

a) The fluid is water with 𝜇𝑤𝑎𝑡𝑒𝑟 = 1 cP; 𝜌𝑤𝑎𝑡𝑒𝑟 = 1 kg/L

b) The fluid is oil with 𝜇𝑜𝑖𝑙 = 2,4 cP; 𝜌𝑜𝑖𝑙 = 0,8 kg/L
EXAMPLE 1: MODEL CONSTRUCTION

General momentum balance for Cartesian coordinates (𝑥, 𝑦, 𝑧):

𝜕𝑣𝑥 𝜕𝑣𝑥 𝜕𝑣𝑦 𝜕𝑣𝑧 𝜕𝑝 𝜕 2 𝑣𝑥 𝜕 2 𝑣𝑦 𝜕 2 𝑣𝑧

𝜌 + 𝑣𝑥 + 𝑣𝑦 + 𝑣𝑧 =− +𝜇 2
+ 2
+ 2
+ 𝜌𝑔𝑥
𝜕𝑡 𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑧

• No convective momentum transfer 8 cm/s

• No pressure drop (incompressible liquid)
10 cm
• No diffusive momentum along 𝑦 and 𝑧 axes
• No momentum generation within the system 𝑥
EXAMPLE 1: BOUNDARY CONDITIONS

8 cm/s

𝜕𝑣 𝜇 𝜕 2 𝑣
10 cm =
𝜕𝑡 𝜌 𝜕𝑥 2
𝑥

At 𝑥 = 0 cm  𝑣 = 0 cm/s for 𝑡 ≥ 0
At 𝑥 = 10 cm  𝑣 = 8 cm/s for 𝑡 ≥ 0
At 𝑡 = 0 s  𝑣 = 0 cm/s for 0 ≤ 𝑥 ≤ 10
EXAMPLE 1: SOLUTION FOR WATER
x→
t↓ 0 1 2 3 4 5 6 7 8 9 10
0 0,000 0 0 0 0 0 0 0 0 0 0
0,1 0,000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 8
0,2 0,000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,8000000 8
0,3 0,000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0800000 1,4400000 8
0,4 0,000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0080000 0,2080000 1,9600000 8
0,5 0,000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0008000 0,0272000 0,3632000 2,3888000 8
0,6 0,000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000800 0,0033600 0,0581600 0,5321600 2,7473600 8
0,7 0,000 0,0000000 0,0000000 0,0000000 0,0000080 0,0004000 0,0085120 0,1000800 0,7062800 3,0511040 8
0,8 0,000 0,0000000 0,0000000 0,0000008 0,0000464 0,0011720 0,0168576 0,1515432 0,8801424 3,3115112 8
0,9 0,000 0,0000000 0,0000001 0,0000053 0,0001544 0,0026280 0,0287576 0,2109346 1,0504194 3,5372232 8
1 0,000 0,0000000 0,0000006 0,0000197 0,0003868 0,0049936 0,0443623 0,2766653 1,2151513 3,7348205 8
1,1 0,000 0,0000001 0,0000024 0,0000545 0,0008108 0,0084698 0,0636558 0,3472836 1,3732696 3,9093715 8
1,2 0,000 0,0000003 0,0000074 0,0001249 0,0015011 0,0132225 0,0865000 0,4215194 1,5242812 4,0648242 8
1,3 0,000 0,0000010 0,0000184 0,0002508 0,0025356 0,0193781 0,1126742 0,4982937 1,6680593 4,2042875 8
1,4 0,000 0,0000026 0,0000399 0,0004560 0,0039914 0,0270235 0,1419065 0,5767083 1,8047056 4,3302359 8
1,5 0,000 0,0000061 0,0000778 0,0007680 0,0059410 0,0362086 0,1738984 0,6560278 1,9344589 4,4446593 8
1,6 0,000 0,0000127 0,0001397 0,0012162 0,0084505 0,0469508 0,2083423 0,7356580 2,0576358 4,5491733 8
1,7 0,000 0,0000241 0,0002346 0,0018320 0,0115771 0,0592399 0,2449347 0,8151242 2,1745918 4,6451022 8
1,8 0,000 0,0000427 0,0003733 0,0026468 0,0153689 0,0730431 0,2833842 0,8940520 2,2856961 4,7335410 8
1,9 0,000 0,0000715 0,0005676 0,0036916 0,0198641 0,0883098 0,3234169 0,9721496 2,3913161 4,8154024 8
2 0,000 0,0001140 0,0008304 0,0049965 0,0250914 0,1049759 0,3647794 1,0491930 2,4918081 4,8914535 8
EXAMPLE 1: SOLUTION FOR WATER

8 cm/s 8 cm/s 8 cm/s

𝑡=0s 𝑡=1s 𝑡=2s

EXAMPLE 1: SOLUTION FOR WATER

8 cm/s 8 cm/s 8 cm/s

𝑡=5s 𝑡 = 10 s 𝑡→∞s
EXAMPLE 1: SOLUTION FOR OIL
x→
t↓ 0 1 2 3 4 5 6 7 8 9 10
0 0,000 0 0 0 0 0 0 0 0 0 0
0,1 0,000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 8
0,2 0,000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 2,4000000 8
0,3 0,000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,7200000 3,3600000 8
0,4 0,000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,2160000 1,2960000 3,9600000 8
0,5 0,000 0,0000000 0,0000000 0,0000000 0,0000000 0,0000000 0,0648000 0,4752000 1,7712000 4,3728000 8
0,6 0,000 0,0000000 0,0000000 0,0000000 0,0000000 0,0194400 0,1684800 0,7408800 2,1628800 4,6804800 8
0,7 0,000 0,0000000 0,0000000 0,0000000 0,0058320 0,0583200 0,2954880 0,9957600 2,4915600 4,9210560 8
0,8 0,000 0,0000000 0,0000000 0,0017496 0,0198288 0,1137240 0,4344192 1,2344184 2,7716688 5,1158904 8
0,9 0,000 0,0000000 0,0005249 0,0066485 0,0425736 0,1817640 0,5782104 1,4555938 3,0137602 5,2778568 8
1 0,000 0,0001575 0,0022045 0,0155889 0,0735532 0,2589408 0,7224915 1,6598287 3,2255392 5,4152708 8
1,1 0,000 0,0007243 0,0056057 0,0289629 0,1117802 0,3423897 0,8646274 1,8483407 3,4127455 5,5337701 8
1,2 0,000 0,0019714 0,0111485 0,0468009 0,1561179 0,4298782 1,0030701 2,0225482 3,5797314 5,6373317 8
1,3 0,000 0,0041331 0,0190911 0,0689003 0,2054509 0,5197077 1,1369559 2,1838597 3,7298565 5,7288521 8
1,4 0,000 0,0073806 0,0295465 0,0949227 0,2587627 0,6106051 1,2658526 2,3335876 3,8657562 5,8104978 8
1,5 0,000 0,0118162 0,0425096 0,1244618 0,3151634 0,7016266 1,3895989 2,4729177 3,9895281 5,8839260 8
1,6 0,000 0,0174793 0,0578872 0,1570866 0,3738919 0,7920793 1,5082028 2,6029052 4,1028643 5,9504288 8
1,7 0,000 0,0243579 0,0755247 0,1923684 0,4343066 0,8814602 1,6217765 2,7244822 4,2071459 6,0110308 8
1,8 0,000 0,0324006 0,0952278 0,2298967 0,4958712 0,9694090 1,7304933 2,8384696 4,3035123 6,0665561 8
1,9 0,000 0,0415286 0,1167803 0,2692884 0,5581402 1,0556729 1,8345609 2,9455895 4,3929126 6,1176761 8
2 0,000 0,0516455 0,1399572 0,3101915 0,6207445 1,1400795 1,9342031 3,0464779 4,4761447 6,1649442 8
EXAMPLE 1: SOLUTION FOR OIL

8 cm/s 8 cm/s 8 cm/s

𝑡=0s 𝑡=1s 𝑡=2s

EXAMPLE 1: SOLUTION FOR OIL

8 cm/s 8 cm/s 8 cm/s

𝑡=5s 𝑡 = 10 s 𝑡→∞s
METHODS OF SOLVING PARABOLIC PDE:
EXPLICIT METHOD
Consider the general non-homogenous one-dimensional unsteady-state diffusive-convective model:

𝜕𝑢 𝜕2𝑢 𝜕𝑢
=𝛼 +𝛽 + 𝑓(𝑥, 𝑡, 𝑢)
𝜕𝑡 𝜕𝑥 2 𝜕𝑥
Expressing the derivatives in terms of CFD around point (𝑖, 𝑛) using the counter 𝑖 for the 𝑥-direction
and FFD using the counter 𝑛 for 𝑡-direction:

𝜕2𝑢 1 𝜕𝑢 1
อ = 𝑢𝑖+1,𝑛 − 2𝑢𝑖,𝑛 + 𝑢𝑖−1,𝑛 + 𝑶∆𝑥 2 ቤ = 𝑢𝑖+1,𝑛 − 𝑢𝑖−1,𝑛 + 𝑶∆𝑥 2
𝜕𝑥 2 (∆𝑥) 2 𝜕𝑥 𝑖,𝑛 2∆𝑥
𝑖,𝑛

𝜕𝑢 1
ቤ = 𝑢 − 𝑢𝑖,𝑛 + 𝑶∆𝑡
𝜕𝑡 𝑖,𝑛 ∆𝑡 𝑖,𝑛+1
 METHODS OF SOLVING PARABOLIC PDE:
EXPLICIT METHOD
Consider the general non-homogenous one-dimensional unsteady-state diffusive-convective model:

𝜕𝑢 𝜕2𝑢 𝜕𝑢
=𝛼 +𝛽 + 𝑓(𝑡, 𝑥, 𝑢)
𝜕𝑡 𝜕𝑥 2 𝜕𝑥
Substituting the FD equations for all derivative terms results in the following “quasi-explicit” formula:

𝛼∆𝑡 𝛽∆𝑡 𝛼∆𝑡 𝛼∆𝑡 𝛽∆𝑡

𝑢𝑖,𝑛+1 = + 𝑢 + 1−2 𝑢 + − 𝑢 + ∆𝑡 𝑓𝑖,𝑛 (𝑡, 𝑥, 𝑢)
(∆𝑥)2 2∆𝑥 𝑖+1,𝑛 (∆𝑥)2 𝑖,𝑛 (∆𝑥)2 2∆𝑥 𝑖−1,𝑛
 METHODS OF SOLVING PARABOLIC PDE:
EXPLICIT METHOD

𝛼∆𝑡 𝛽∆𝑡 𝛼∆𝑡 𝛼∆𝑡 𝛽∆𝑡

𝑢𝑖,𝑛+1 = 2
+ 𝑢𝑖+1,𝑛 + 1 − 2 2
𝑢𝑖,𝑛 + 2
− 𝑢𝑖−1,𝑛 + ∆𝑡 𝑓𝑖,𝑛 (𝑡, 𝑥, 𝑢)
(∆𝑥) 2∆𝑥 (∆𝑥) (∆𝑥) 2∆𝑥

For a stable solution, the following condition must be met:

𝛼∆𝑡 𝛽∆𝑡 𝛼∆𝑡 𝛽∆𝑡 𝛼∆𝑡 1

2
+ ≥0 2
− ≥0 2
≥
(∆𝑥) 2∆𝑥 (∆𝑥) 2∆𝑥 (∆𝑥) 2
EXAMPLE 2: HEAT TRANSFER

A long cylinder made of quartz with radius of

𝑟0 = 10 cm and a uniform initial temperature
of 𝑇𝑖 = 127 oC is exposed to a fluid with
temperature of 𝑇∞ = 27 oC. The (force) 𝑟0
convective heat transfer coefficient between
𝑇
the fluid and cylinder is ℎ = 5 kW/(m2.K).
Assuming that there is no internal heat
generation and constant thermophysical
properties, obtain the transient temperature 𝑇∞
distribution in the cylinder.
EXAMPLE 2: MODEL CONSTRUCTION

General energy balance for cylindrical coordinates (𝑟, 𝜃, 𝑧):

𝜕𝑇 𝜕𝑇 𝑣𝜃 𝜕𝑇 𝜕𝑇 1𝜕 𝜕𝑇 1 𝜕2𝑇 𝜕2𝑇
𝜌𝐶መ𝑝 + 𝑣𝑟 + + 𝑣𝑧 =𝑘 𝑟 + 2 2 + 2 + 𝜇Ф𝑣
𝜕𝑡 𝜕𝑟 𝑟 𝜕𝜃 𝜕𝑧 𝑟 𝜕𝑟 𝜕𝑟 𝑟 𝜕𝜃 𝜕𝑧

• No convective heat transfer within the cylinder

𝑟0
• Conductive (diffusive) heat transfer along 𝜃 and
𝑇
𝑧 axes is neglected
• No source of heat generation within the cylinder
𝑇∞
EXAMPLE 2: BOUNDARY CONDITIONS

𝑟0
𝜕𝑇 𝜕2𝑇 𝛼 𝜕𝑇 𝑘
𝑇 =𝛼 + ; 𝛼=
𝜕𝑡 𝜕𝑟 2 𝑟 𝜕𝑟 𝜌𝐶መ𝑝
𝛼 = 0,014 cm2.s (quartz)
𝑇∞
𝜕𝑇
At 𝑟 = 0 cm  = 0 for 𝑡 ≥ 0 (axisymmetric)
𝜕𝑟

𝜕𝑇
At 𝑟 = 10 cm  −𝑘 = ℎ(𝑇 − 𝑇∞ ) for 𝑡 ≥ 0
𝜕𝑟

At 𝑡 = 0 s  𝑇 = 𝑇𝑖 = 400 K 0 ≤ 𝑟 ≤ 10
 EXAMPLE 2: SOLUTION

𝑡=2s 𝑡=5s 𝑡 = 10 s
EXAMPLE 2: SOLUTION

𝑡 = 30 s 𝑡 = 60 s 𝑡 = 120 s
INDIVIDUAL ASSIGNMENTS

1. Repeat Example 1, only this time, the following arrangements apply:

a) The top plate is still, the bottom plate moves to the right at the speed of 8 cm/s
b) Both plates move to the right at the speed of 4 cm/s and 8 cm/s for the top and bottom
plates, respectively
c) The top plate moves to the left at the speed of 6 cm/s and the bottom plate moves to the
right at the speed of 8 cm/s

2. Repeat Example 2, only this time ambient temperature is 280 K and the initial
temperature of the cylinder is 450 K