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Numerical Solution of The One Dimensional Heat Equation by Using Chebyshev Wavelets Method 2168 9679.1000122
Numerical Solution of The One Dimensional Heat Equation by Using Chebyshev Wavelets Method 2168 9679.1000122
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ISSN: 2168-9679
Abstract
In this paper, we develop an efficient Chebyshev wavelet method for well-known one-dimensional heat equation.
In the proposed method we applied operational matrices of integration to get numerical solution of the one-
dimensional heat equation with Dirichlet boundary conditions. The power of this manageable method is confirmed.
Moreover the use of Chebyshev wavelet is found to be accurate, simple and fast.
Page 2 of 7
a
If we restrict the parameters a and b to discrete values as For simplicity, we write (13) as
a = a0− k , b = nb0 a0− k , a0 > 1, b0 > 0 and n and k positive integers, we have m
the following family of discrete wavelets: f (t ) ≈ ∑ ciψ i (t ) = C T Ψ(t ), (14)
i =1
k/2
ψ k ,n (t ) = a0 ψ ( a0k t − nb0 ) (8) where ci = c pq ,ψ i = ψ pq . The index i, is determined by the relation
i = M( p − 1) + q + 1
where ψ k ,n (t ) forms a wavelet basis for L2 ( ). In particular, when
a0=2 and b0=1, ψ k ,n (t ) forms an orthonormal basis. That is Therefore we have
(ψ k ,n (t ),ψ l ,m (t )) = δ klδ nm . C = [c1 , c2 ,...., cm ]T ,
Chebyshev wavelets ψ n ,m (t ) = ψ ( k , nˆ , m , t ) have four arguments; Ψ(t ) = [ψ 1 (t ),ψ 2 (t ),....,ψ m (t )]T . (15)
k ∈ , n = 1, 2,.....2 k −1 , and nˆ = 2n − 1, moreover m is the degree of
the Chebyshev polynomials of the first kind and t is the normalized Similarly, an arbitrary function of two variables u( x , t ) ∈ L2 ( × )
time. They are defined on the interval [0,1] as: defined over [0,1) × [0,1), may be expanded into Chebyshev wavelets
basis as,
nˆ − 1 nˆ m m
ψ n ,m (t ) = 2 k / 2 Tm (2 k t − nˆ ), k
≤ t ≤ k , (10) u( x , t ) ≈ ∑∑ uijψ i ( x)ψ j (t ) = Ψ T ( x)UΨ(t ), (16)
2 2 i =1 j =1
0, otherwise
Page 3 of 7
where P is the m × m operational matrix of one-time integral of matrix Now by integrating of (30) one times with respect to t we get:
Ψ(t ) , similarly, we can compute the operational matrix P of n-time n
integral of Ψ(t ) . Wu and Hsiao [24] proposed a uniform method to u( x , t ) = Ψ( x)T ( P 2 )T UPΨ(t ) − xΨ(1)T UPΨ(t ) + G( x , t ), (31)
obtain the corresponding integral operational matrix of different basis.
For example, the operational matrix of Ψ(t ) can be expressed as: Where
G( x , t ) = f ( x) + h1 (t ) − h1 (0) + x( h2 (t ) − h2 (0) − h1 (t ) + h1 (0)). (32)
P = ΦPB Φ −1 , (20)
and in general the operational matrix Pn can be expressed as follows: Now by replacing (28), (30), and (31) into (23) we get:
By putting x = 1 into (29) and considering (25) and (26), we have: u(0, t ) = 0, 0 ≤ t ≤ 1,
u(1, t ) = sin(1)e − t , 0 ≤ t ≤ 1.
∂u
= Ψ( x)T ( P 2 )UΨ(t )-xΨ(1)T UΨ(t ) + h1' (t ) + x( h2' (t ) − h1' (t )). (30)
∂t The exact solution of this problem is u( x , t ) = sin( x)e −1 [2].
Page 4 of 7
0.14
0.8
0.13
0.12
0.6
0.11
0.10
0.4
0.09
0.08
t=0.2
0.2 0.07 t=0.4
0.06 * t=0.6
t=0.8
0.05
0
0.1
0.2
0.04
0.3
0.4 0.03
0.5
0.6
0.7 0.02 oo o o
o o o oo o o o o o o o o o o
o oo ooo
0.8 oo o
ooo oo
0.9
0.9 0.01 o oo oo
0.6 0.7 0.8 oo **********************
oo
****************
0.3 0.4 0.5 o o
0.2 oo ************ o
0.00 **************
0 0.1 t
**
0 0.2 0.4 0.6 0.8 1
x
Figure 1: Ex solution for Example 1.
Figure 4: Nu solution in different values of t.
0.8
0.8
0.7
0.6 0.6
0.5
0.4 0.4
0.3
0.2
0.2
0.1
0
0.1
0.2 0 0
0.3 0.1 0.1
0.4
0.2 0.2
x 0.5
0.6 0.3 0.3
0.7 0.4 0.4
0.8 t
0.5 0.5
0.9 t x
0.7 0.8 0.9 0.6 0.6
0.4 0.5 0.6
0.1 0.2 0.3 0.7
0 t 0.7
0.8 0.8
0.9 0.9
0.13
0.12 0.8
0.11 0.7
0.10
0.6
0.09 0.5
0.08
0.4
t=0.2
0.07 0.3
t=0.4
0.06 * t=0.6 0.2
t=0.8
0.05
0.1
0.04
0.03 0 0
0.1 0.1
0.02
ooooooooooooooooooo 0.2 0.2
oooo ooo
ooo ooo 0.3 0.3
0.01
o oooo ooo 0.4 0.4
oo oo
oo
0 *o***************************** * * ** ** *** ******************o**o*o 0.5 0.5
t x
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0.6 0.6
x 0.7 0.7
0.8 0.8
Figure 3: Ex solution in different values of t. 0.9 0.9
Page 5 of 7
0.65 0.8
0.60
0.7
O
0.55
O
O
O
O
O
O
0.6
0.50 O
O
O
***
O
0.45 O
***
O
O
0.5
***
O
O
0.40
**
O
O
** *
O
O 0.4
t=0.2
* **
0.35 O
O
** t=0.4
O
O
0.30 **
O
O
* * t=0.6 0.3
**
O
* t=0.8
O
0.25
**
O
O
O
* 0.2
**
O
0.20
**
O
O
*
**
O
O
0.1
0.15 O
*
**
O
O
*
**
O
0.10 O
0
*
O
**
O
0.05 *
O
0.9
**
O
0.8
*
O
0
**
O
0.7 0.1
0 0.6
0.5 0.3 0.2
0.4
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 x 0.4
0.3 0.6
0.5
x 0.2
0.1 0.9 0.8
0.7 t
0
0.65
0.60
0.55 o 0.5
oo
oo
0.50 o oo
oo
oo
oo **
***
0.45
oo
*** oo
0.4
***
0.40
oo
0.35 o o
***** t=0.2
oo ***
***
t=0.4
oo
***
0.30 t=0.6
oo *
* 0.3 *
* ** **
o t=0.8
*
*** * * **
t=0.2
0.25 oo
*** **
o t=0.4
* **
0.20 o
o
* *
* *** *
o t=0.6
***
o
0.15 o 0.2 **
* **
t=0.8
o ***
o
o ***
o **
***
0.10
o **
o
o **
o * * **
* **
0.05
o ** *
o
oo** * 0.1 **
0 **
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 * **
x * **
* **
Figure 8: Nu solution in different values of t. 0 **
0 0.2 0.4 0.6 0.8 1
x
0.7
0.6
0.5
0.5
0.4
0.4
0.3
0.2
0.3 * **
** * * t=0.2
* **
0.1
*** t=0.4
***
** *
0 t=0.6
0.2 *** t=0.8
***
0.9
0.8
0
*
**
0.7 0.1
0.6 0.2
0.5 0.3
*
***
0.4 0.4
x 0.3 0.6
0.5
t
**
0.2 0.7
*
0.1 0.9 0.8
0 0.1
* *
**
* **
* **
Figure 9: Ex solution for Example 3. **
0 **
0 0.2 0.4 0.6 0.8 1
x
t t=0.1 t=0.3 t=0.5 t=0.7 t=0.9 t=1.0
Figure 12: Nu solution in different values of t.
L∞ 1.07×10-5 3.45×10-6 5.13×10-6 7.45×10-6 9.47×10-6 1.02×10-5
L2 4.46×10-6 2.15×10-7 3.18×10-6 4.71×10-6 6.04×10-6 6.55×10-6
Example 3
Table 2: The L∞ and L2 errors for some different values of t.
In this example we consider the heat equation (23) with k = 1 , c
root-mean-square error L2 and maximum error L∞ for and 0 ≤ x ≤ 1 = 0 and nonhomogeneous term g( x , t ) = (2t + t 2 ) sin( x) the initial and
are 0 ≤ t ≤ 1 presented in table 2. boundary conditions are given by
Page 6 of 7
u( x ,0) = 0,
u(0, t ) = 0, 0 ≤ t ≤ 1, 0.9
2 0.8
u(1, t ) = sin(1)t , 0≤t ≤1
0.7
lateral heat c=2 and g(x; t)=0. The initial and boundary conditions are
Figure 15: Ex solution in different values of t.
given by
u( x ,0) = sinh( x),
u(0, t ) = 0, 0 ≤ t ≤ 1,
u(1, t ) = sinh(1)e − t , 0 ≤ t ≤ 1. 0.9
0.8
t t=0.1 t=0.3 t=0.5 t=0.7 t=0.9 t=1.0
0.7
L∞ 1.40×10-3 5.78×10-3 5.67×10-3 1.10×10-3 1.63×10-3 2.27×10-3
*
0.6 **
L2 1.23×10-3 4.70×10-3 4.89×10-3 1.98×10-3 1.11×10-3 1.98×10-3 * **
0.5 * ** t=0.2
Table 3: The L1 and L2 errors for some different values of t. **
* ** t=0.4
0.4 ** * t=0.6
**
** t=0.8
0.3 * **
* **
**
0.2
** ***
1
** * **
0.1
** *
0.8
** * **
0 * **
0 0.2 0.4 0.6 0.8 1
0.6
x
0.2
0
t t=0.1 t=0.3 t=0.5 t=0.7 t=0.9 t=1.0
0
0.1 L∞ 8.44×10-3 8.10×10-3 7.43×10-3 9.18×10-3 1.07×10-3 1.15×10-3
0.2
0.3
0.4 0.1
0 L2 6.01×10-3 2.59×10-3 4.78×10-3 5.88×10-3 6.89×10-3 7.39×10-3
0.2
0.5 0.3
0.6
0.5
0.4 Table 4: The L1 and L2 errors for some different values of t.
0.7
0.6
0.8 0.7
−t
The exact solution of this problem is u( x , t ) = e sinh( x) [2].
0.9 0.8
0.9
Conclusion
1
0.8
Page 7 of 7
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