NUMERICAL SOLUTIONS TO

PARTIAL DIFFERENTIAL
EQUATIONS
PARABOLIC EQUATIONS-
CRANK NICHOLSON METHOD

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FINITE DIFFERENCE METHOD FOR
HEAT CONDUCTION EQUATION

 We have defined the general form of second

order linear differential equation as

If B2 – 4AC =0, then the PDE is of parabolic type.

 A parabolic equation holds in an open domain or

semi-open domain.
 A parabolic equation together with the associated
conditions is called an initial value problem or an
initial-boundary value problem. 2
One –Dimensional Heat Equation

---(1)

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THE FOLLOWING CONDITIONS ARE
PRESCRIBED:

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MESH GENERATION

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EXPLICIT METHOD AND IMPLICIT
METHOD

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 We solve linear
algebraic
equations for all
unknowns at any
Implicit method mesh line t=tj+1

FDM

Explicit Method Solution at

current level is
obtained from
previous one or
more levels.

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Two Level formula and Three Level formula

Uses values
from two time
Two level levels t(j) and
formula t(j+1)

Methods

Three level Uses values

formula from three time
levels t(j-1), t(j)
and t(j+1)

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Here , The 1-D heat equation is written as

(1)

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•Here, we use central difference scheme to approximate the second
derivative term involved with spatial variable x.

•Also the second derivate term is approximated with the average value
obtained at time level j and j+1.
Therefore,

At j+1 level

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Substituting in 1-D heat equation, we get

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It can be re-written as

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EXAMPLE-1

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EXAMPLE-2

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EXAMPLE-3

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WE CAN USE GAUSS-SEIDEL METHOD OR GAUSS
ELIMINATION METHOD TO SOLVE THE SYSTEM OF EQUATIONS
HERE GAUSS ELIMINATION IS USED

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PRACTICE PROBLEMS

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THANK YOU

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