L U7 = 2-00, Ug = 4-0, Ug = 13.6. ] ONE DIMENSIONAL HEAT EQUATION Consider one dimension heat conduction equation Ou _ 2 eu ot ax? Where c? ~ h/sp is the diffusivity of the substance in cm2/sec.The solution of (1) gives the thin uniform rod after a time We can solve (1) by the following three methods : () Schmidt method. (ii) Crank-Nicolson method. (iii) Du Fort and Frankel method. () Schmidt Method : Consider a rectangular mesh in x/-plane with spacing h along x-axis and the spacing & along t-axis Let us denote the mesh point (x, ¢) by (ih, jh). Then wehave M4 = Hit Ah {See equation (9) of § 13.4] 2, -21 i Pu _ Mina j Mist Miet) [See equation (5) oF 13-4) ae Now putting these values in (1), we get Bi js tee Ou; 5+ Mig he 3 ok or (p41 9 =e ina) his Medd ) : wt Let us take u. = ke”/h2, which is known as mesh ratio parameter. % yj = te 1,7 Bid * Me LD any 4, j + (1 ~ 20) oj + OL reap) at (x) fj -1) mesh point in terms of Wijed . aj, j41 = : ‘ ‘The equation (2) determines the value 0! : the Priston values at the points % 1) xjand Sie at the time 7 Thus the equation (2)is a relation ble i values at the two time levels j +1 and j. Hence it is known as teed fom ‘The schematic form of (2) is shown 1n Pig. 28.0% _ >See ee ae ee _ ret NIT SEE \G) CAD De WIILIER Coe is Sn nn respectively, assuming second and higher powers of h are negligible, and 13.4, | NOTATION FOR FUNCTIONS OF ‘SEVERAL VARIABLES Assuming that 1 is a function of the independent variables x and ¢, Subdividg or the xt-plane into set of equal rectangles of sides dx = h, &¢= hk as shown in Fig. 199 and the points of intersection of the dividing lines are called mesh points or nodal and points or grid points or pivotal points. ay or with | s (1) ar : (a) OF Dee + 4 Ph, jk), a ale AD TD Torun G-De — e cD with I and —+—_4__{ ~ 4 Gh th +h ¥ or Fig. 13.2 Let the co-ordinates (x, t) of the mesh point P be and x=ih,t=jk where i and j are integers, a Denote the value of u at P by uy, w(x, 6) =ulih, jk) =u, ; @ In case of two independent variables x and t, the equations (4), (6), (7) and (8) of § 13.3 may be written as 2, Fu _ ue th, t)~Qu(x, )+ule—h,t) 09 7 = Me M(x, t) + ue — h, n? (2) ae So ti + O(h?) Ou _ ule +h, t) ~ u(x, t) Ox in _ du _ Ube, t)~ ube ~h, t) ox h 4 +O(h) (8) + Oh), wl) iSand (2) ibdivide ‘ig. 13.2 rnodal of Partial Differential Equatio ron ‘using the notation (1), these equations becomes _ UME + WA jk) 20 th, jk) + w=) hj) Ri ee outa a ne a with a leading error of order h? and uy = EAE + Dh, ik) = wlth, jh) * h Fe uy, = TSG - h Da y= elit, jk) — w= I) hj = A or with leading error of (4) in both equations. Similarly, the approximations for the derivatives with respect to ¢ using notion (1) are given by u lik G+ 1) h) — 2u (th, jk) +u lth, G= DA) ul paw ty ja 2a or ye with leading error of order h” au _ ulih, +1 kl=utih, jh) = Ot k and w= joa or ut (ih, jh) — wtih and a= A yj Madd or un k with leading error of O(#) in both equations.3. | FINITE-DIFFERENCE APPROXIMATIONS Ti | ‘PARTIAL When a function wv and its derivati Ves al i 4 funetions of x, then by Taylor's theorem, valued finite and = ni hn? 3 ue +h) = u(x) + hw +5 woe we) ry 2 3 and u(x — h) = u(x) ~ hu’(x) + = u(x) -# UH) +o ~A2) Adding these equations, we get ue +h) + ue — A) = Qu(x) + hue) + Oh) AB) where O(h*) denotes the terms containing fourth and higher powers of h. Assuming that these are negligible in comparison with lower power of h (£e., for small value of h), then equation (3) becomes u(x +h) + u(x —h) = Que) +h? uw"), ux) = 5g ee + hy — Bula) + ule) --A4) with a leading error on R.H.S. of (4) of order h?, Now subtracting (2) from (1), we get Ge +h) — ute —h) = 2hul@) +3 ua) + OG) 8) Again negligible the terms of order h® and higher order, then equation (6) becomes ys u(x +h) — u(x —h) = 2Qhu' (x). KW) = a [ue +h) ~ ue h)) 4 (6) with an error of order h? i imates Equation (6) clearly approximal the slope of the tangent at P by the slope of the chord AB and is called a central-difference approximation, owith leading error of O(h) in both equations. Similarly, the approximati oe ‘ations for the derivatives with respect to ig te a u lih (+1) kh—2u ih, jh) +u lik, G- DR) we E - Uy eau : ae ign a uy jn1 with leading error of order k” d du _wlih, G+) R)=wih, jb) OS i. MoE hk ae or paths _ du _ wtih, jk) =u liyi= 4) pn Me ot hk or es St ee ia) | with leading error of O(k) in both equations. and (8) 73.5. | SOLUTION OF LAPLACE EQUATION ‘ Consider the Laplace equation in two dimensions Pu Pu (2) Pu , Fu _ ax?” ay? (3) Let us take a reetangular region R for which u(s 9) is known at d vf { ‘that an exact subdivision of Ris possible, #0 Assuming ry a network of square mesh of side / as shown in Fig. 13.3.