Problem Statement: 

 
We have been given the steady-state convection-diffusion equation in 1D: 
 

…… (1) 
Here, the first term on the left-hand side(LHS) is the advective/convective term and that on 
the right-hand side(RHS) is the diffusion term. In this type of a problem, the diffusion balances 
the convection in a physical sense. 
 
We assume that , u and are constants. These values are given as: 
= 1.0 
u = 1.0 
= 0 at x=0 
= 1.0 at x=L 
 
These values won’t be constant in a general scenario as they depend on the temperature and 
velocity field in the domain. But for simplicity purposes, we assume them to be constant in 
this case. 
 
Also, L = 1  Peclet Number = 50 
 

We know that Pe = . So, we get = 50. 

 
Grid Details: 
 
We use the Finite Difference Method to solve the above differential equation. So, we divide 
the domain into grids. We then solve the approximated partial differential equations at each 
grid point. 
First, we assume a uniform grid with 11 nodes including boundary points. The discretized 
domain looks like this: 
 
Derivation of the discretized equation: 
 
Plugging in the values of constants, we get the following equation: 

……. (2) 
Now, we approximate the derivatives in the above equations. We apply the central difference 
method for the diffusive term and the forward difference method for the advective term. We 
get, 
 

 
Note: Here, we take the partial derivative at the points halfway between and and 
points and . This gives us a more elegant and solvable form of the equation. 

 
Since we have a uniform grid, is equal across all the divisions.  
 
Using these in the discretized equation (2), we get: 

 
 
Here, we have = Length of domain divided by the number of divisions. We can see from the 
figure that the . So, we get: 
 
... (3) 
 
Solution Method: 
We now apply these equations for various nodes in our domain. For the left boundary 
condition, we get: 
 
Similarly, for the right boundary condition,  
 
 
For intermediate nodes, we get the equations of the form (3) with i = 3,4,5...9. 
We get a matrix with three diagonal arrays filled and others as zero. This matrix looks like: 
 

 
 
For this type of matrices, we use the ​Thomas Algorithm​. This algorithm is the improved 
version of LD decomposition method where we disregard the trivial elements of the matrix 
and work only on the non-trivial ones. This helps save memory and ensures faster calculations. 
Using this approach in Matlab, we get a solution matrix as follows: 
The graph of versus x looks like: 
  
 
Analytical Solution: 
 
In order to validate the results obtained in the above numerical solution, we formulate the 
analytical solution for the above equation. 
So, we have the original partial differential equation: 

 
We can write as: 

 
The values of the constants can be found out using the boundary conditions provided in the 
Problem Statement. We get: 

 
Substituting the values of and , we get 

 
Plotting the above equation in Matlab, we get the function graph: 
  
This graph is in accordance with the predicted curve. Since the Peclet number is large, the 
curve increases gradually and then suddenly to the final values within a very short 
distance(from x= 0.9 to x=1.0). This critical area is essential when we test a particular 
numerical solution strategy. 
 
Comparing with the numerical solution: 
 

 
We observe that the numerical solution is nowhere close to the exact solution. This could be 
because the delta x is relatively bigger compared to the length of the domain. Also, the 
differentiation approximation used is the ones with the least order i.e. least accuracy. This 
leads to a large truncation error in the solution. 
 
Central Differencing for both terms 
 
Now, for the differential approximation, we use the central differencing method for both the 
diffusion and advection terms. So, we get 

 
And  

 
Substituting these in the discretized equation (1), we get the general form of the equation: 
 
This equation is used for nodes i = 3,4,...9 
 
For the leftmost node, we get 
 
 
Similarly, for the rightmost node, we get 
 
Combining all the equations in a matrix form, we get 
 

 
We use the Thomas Algorithm to solve these sets of linear algebraic equations.  
 
 
 
 
 
 
 
 
 
 
 
 
 
We get the functional graph of the solution set as: 
 

 
 
Comparing with the analytical solution: 

 
 
We observe a definite improvement in the solution in comparison with the exact solution. 
However, the solution is ​highly oscillating​ and is not stable. This is generally the case with 
CDS approximation. This causes the values to be exact at some points but highly incorrect in 
other cases. These oscillations are caused due to the sudden changes in the gradient values in 
the neighbouring points. 
 
 
Effect of Peclet number​ on the numerical and exact solution: 
 
We change the Peclet number from 50 to 18. This changes the analytical solution to this: 
 

 
Plotting this equation in Matlab, we get: 

 
Exact Solution with Pe=18 
 
Here, the red line is the original graph with Peclet number 50 while the blue graph is the one 
with Peclet number 18. We see that both the graphs approach infinity when x tends to infinity 
but the overall slope of the red graph is much higher. Therefore, the ​higher the Peclet 
number, the faster the function approaches infinity​. 
 
Now, redefining the ​upwinding​ numerical solution with the new Peclet number we get the 
general equation: 
 
This definition is valid for i = 3,4...9 
For the leftmost node, we get 
  
Similarly, for the rightmost node, we get 
 
Combining all the above equations in the matrix form, 

 
Solving this matrix form using the Thomas algorithm in Matlab, we get the following graphical 
solution: 

 
 
 
 
 
 
 
 
 
 
 
 
Comparing this with the exact solution: 
 

 
 
We observe that the ​oscillations increased on decreasing the Peclet number​. Also, the 
solution is more accurate than the upwinding solution with higher Peclet number. 
 
The ​CDS approximation​ leads to decrease of this oscillations and gives a fairly accurate 
solution: 

 
 
 
Effect of the number of nodes: 
 
We replicate the above procedures for ​41 nodes. 
 
The analytical solution remains the same. The generalized discretized equation for the 
upwinding​ approximation changes because of the change in  
 
 
Also, the number of linear algebraic equations change. We now need to solve 39 equations 
instead of 9. The matrix representation is very huge with 39 rows and columns. The final 
graphical solution, however, looks like: 
 

 
 
 
 
 
 
 
 
 
 
 
 
 
 
Comparing this with the exact solution: 

 
There is a brilliant improvement in the solution. The upwinding solution gives a fairly accurate 
measure of except when the solution starts increasing towards infinity. There are still some 
oscillations in that particular area (x=0.9 to x =1.0).  
The upwinding numerical approximation is over-diffusive i.e. the graph corresponds to the 
exact solution with a lower Peclet number. 
 
Now, for the ​central differencing​ approximation, the generalized equation changes to: 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
The graphical solution for the numerical method is: 

 
 
Comparing this with the exact solution, 

 
 
Increasing the order of approximation gives us an ​almost perfect solution​. 
 
Now, for the ​reduced Peclet ​number, the exact solution is : 

 
And the general discretized equation for the ​upwind approximation​ is: 
 
 
So, graphical representation of the numerical solution: 

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Comparing with the exact solution: 
 

 
 
We see that the overall shape of the numerical solution is close to that of the numerical 
solution. However, there is still an error in the sensitive area of x=0.7 to x=1.0.  
 
Note:​ All the variations of the upwinding approximation can be calculated using the ​same 
code ​by substituting the appropriate variable values in the number of nodes and Peclet 
number. Same goes for the central approximation. 
 
 
Higher-Order Schemes: 
 
We now examine the effect of the higher-order schemes on the solution. Intuitively, we 
understand that higher the order of the approximation for the differentiation, more accurate 
the solution. We try to see this in practice. 
 
First, we maintain the central differencing scheme for the diffusive term and increase the 
order of accuracy of the advective term from second to ​third-order accurate​. So, we 
substitute the following approximations in the governing equation: 
 

  

 
 
 
We get the generalized discretized form of the equation: 
 
 
The equation at the leftmost node, 
 
The equation at the rightmost node, 
 
Assembling the 38 equations in matrix form but 39 variables i.e. ... . 
So, we add one more equation to the set using a ​lower order scheme​. We use the central 
differencing approximation(2nd order accurate) for both the terms. We get the generalized 
equation: 
 
Applying for the leftmost node, 
 
 
Combining these 39 equations into matrix form and solving the system using Gauss 
elimination method, we get the graphical solution: 

 
 
 
 
 
 
 
 
 
 
 
Comparing with the exact solution: 
 

 
The solution is almost exact other than the area of x=0.9 to x=1.0. However, we get a much 
better solution when we use central difference approximation with the same number of 
nodes. This shows that applying a higher-order scheme does not always guarantee a better 
solution. 
 
Similar strategies could be used to implement other higher-order schemes. The results go on 
becoming more and more accurate. Although, the complexity of the equations increases 
considerably. Also, the generalized equations become ​harder to implement at the boundary 
nodes​. All these factors become important to analyse before increasing the order of accuracy 
of the equations mindlessly. 
 
Non-Uniform Grids  
 
All the discussion so far has been with respect to a uniform grid with varying . We now 
consider a non-uniform grid, more specifically, a compound interest grid. We assume the 
number of ​nodes to be 11 ​including the boundaries. The discretized domain looks like the 
following: 
 
To find the initial ‘d’, we use the formula for the sum of a finite geometric progression. 
... = L = 1.0 
...  
 
 
Here, we take, r = 2 
So we get, 

 
 
 
Now, for this non-uniform grid, the approximations for differentiations also change. We use 
backward difference approximation for convective term and CDS for diffusive term. 

 
Substituting and simplifying, we get: 
 
 
 
Assembling all these equations and solving in Matlab using the Thomas algorithm, we get the 
following graphical solution: 

 
 
Here, the red line represents the exact solution. 
Although the solution is not very accurate overall, the error in the beginning is low. At the end 
where there is a considerable amount of change in function, the divisions are larger. So, the 
solution becomes less accurate towards the end. 
 
Now, if we reverse the scheme such that the bigger divisions come towards the beginning 
instead of the end. We change r = 2 to r = 0.5. This will ensure smaller divisions towards the 
end. 
The solution looks like this: 

 
Again, the red line represents the exact solution.We observe that the numerical solution has 
come considerably closer to the exact solution. This is because we corrected the error that 
came up in the previous case. The overall error in both cases is also due to the use of 
backward difference approximations which is not very accurate. We also notice that 
non-uniform grids don’t always guarantee a more accurate solution.  
This accuracy further increases if we increase the number of nodes and improve the order of 
accuracy. 
 
Concluding Remarks​: 
 
● The central difference approximation gives a more accurate solution due to the lower 
truncation error. It also leads to a higher number of oscillations in the solution. 
● The upwind difference approximation leads to an over-diffusive solution, the apparent 
diffusion in the obtained solution is more than the exact. 
● A reduced Peclet number leads to an increase in the number of oscillations in the 
solution. Also, the analytical solution approaches infinity slower. 
● Refining the grid leads to a more accurate solution as the CDS oscillations reduce. 
● Higher order schemes give a more accurate solution than the upwinding solution with 
a lower order scheme due to lesser truncation error. 
● A higher order scheme does not necessarily guarantee a more accurate solution. 
● A non- uniform grid gives a fair estimation of the solution when configured properly. It 
is not really necessary for simple problems with a basic governing equation.