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    Pde-Crank Nicholson Mehtod

    Uploaded by

    Madhumita Karuppusamy
    This document discusses numerical solutions to partial differential equations using the Crank-Nicholson finite difference method. It focuses on applying this method to the one-dimensional heat equation. The heat equation and associated initial and boundary conditions are defined. An explicit method and implicit method are described for solving the discretized equations, with the implicit Crank-Nicholson method using values from two time levels. The document provides examples of implementing the Crank-Nicholson method to solve the heat equation. Gaussian elimination is used to solve the resulting system of equations at each time step.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Pde-Crank Nicholson Mehtod

    Uploaded by

    Madhumita Karuppusamy
    27 views30 pages
    This document discusses numerical solutions to partial differential equations using the Crank-Nicholson finite difference method. It focuses on applying this method to the one-dimensional heat equation. The heat equation and associated initial and boundary conditions are defined. An explicit method and implicit method are described for solving the discretized equations, with the implicit Crank-Nicholson method using values from two time levels. The document provides examples of implementing the Crank-Nicholson method to solve the heat equation. Gaussian elimination is used to solve the resulting system of equations at each time step.

    Original Title

    PDE-CRANK NICHOLSON MEHTOD

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    This document discusses numerical solutions to partial differential equations using the Crank-Nicholson finite difference method. It focuses on applying this method to the one-dimensional heat equation. The heat equation and associated initial and boundary conditions are defined. An explicit method and implicit method are described for solving the discretized equations, with the implicit Crank-Nicholson method using values from two time levels. The document provides examples of implementing the Crank-Nicholson method to solve the heat equation. Gaussian elimination is used to solve the resulting system of equations at each time step.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    27 views30 pages

    Pde-Crank Nicholson Mehtod

    Uploaded by

    Madhumita Karuppusamy
    This document discusses numerical solutions to partial differential equations using the Crank-Nicholson finite difference method. It focuses on applying this method to the one-dimensional heat equation. The heat equation and associated initial and boundary conditions are defined. An explicit method and implicit method are described for solving the discretized equations, with the implicit Crank-Nicholson method using values from two time levels. The document provides examples of implementing the Crank-Nicholson method to solve the heat equation. Gaussian elimination is used to solve the resulting system of equations at each time step.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 30

    NUMERICAL SOLUTIONS TO

    PARTIAL DIFFERENTIAL
    EQUATIONS
    PARABOLIC EQUATIONS-
    CRANK NICHOLSON METHOD

    1
    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)

    3
    THE FOLLOWING CONDITIONS ARE
    PRESCRIBED:

    4
    MESH GENERATION

    5
    EXPLICIT METHOD AND IMPLICIT
    METHOD

    6
    7
    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.

    8
    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)

    9
    Here , The 1-D heat equation is written as

    (1)

    10
    •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

    11

    Substituting in 1-D heat equation, we get


    12
    13
    14
    It can be re-written as

    15
    EXAMPLE-1

    16
    17
    18
    EXAMPLE-2

    19
    20
    21
    22
    EXAMPLE-3

    23
    24
    25
    WE CAN USE GAUSS-SEIDEL METHOD OR GAUSS
    ELIMINATION METHOD TO SOLVE THE SYSTEM OF EQUATIONS
    HERE GAUSS ELIMINATION IS USED

    26
    27
    28
    PRACTICE PROBLEMS

    1.

    2.

    3.

    4.

    29
    THANK YOU

    30

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