Chapter 10.

02
Parabolic Partial Differential Equations

After reading this chapter, you should be able to:

1. Use numerical methods to solve parabolic partial differential equations by explicit,
implicit, and Crank-Nicolson methods.
The general second order linear PDE with two independent variables and one dependent
variable is given by
2u
2u
2u
(1)
A 2 +B
+C 2 + D = 0
xy
x
y
where A, B, C are functions of the independent variables, x , y , and D can be a function of
u
u
and
. If B 2 4 AC = 0 , Equation (1) is called a parabolic partial differential
x, y , u ,
x
y
equation. One of the simple examples of a parabolic PDE is the heat-conduction equation for
a metal rod (Figure 1)
2T T
(2)
2 =
t
x
where
T = temperature as a function of location, x and time, t
in which the thermal diffusivity, is given by
k
=
C
where
k = thermal conductivity of rod material,
= density of rod material,
C = specific heat of the rod material.

10.02.1

10.02.2

Chapter 10.02

Figure 1: A metal rod

Explicit Method of Solving Parabolic PDEs
To numerically solve parabolic PDEs such as Equation (2), one can use finite difference
approximations of the partial derivatives so that the dependent variable, T is now sought at
particular nodes ( x -location) and time ( t ) (Figure 2). The left hand side second derivative is
approximated by the central divided difference approximation as
Ti +j1 2Ti j + Ti j1
2T
(3)

x 2 i , j
(x )2
where

i = node number along the x direction, i = 0,1,...., n ,

j = node number along the time,
x = distance between nodes.

i 1

i +1

Figure 2: Schematic diagram showing the node representation in the model

For a rod of length L which is divided into n + 1 nodes,
L
(4)
x =
n
The time is similarly broken into time steps of t . Hence Ti j corresponds to the temperature
at node i , that is,
x = (i )(x )
and time,
t = ( j )(t ) ,
where
t = time step.

Parabolic Partial Differential Equations

10.02.3

The time derivative of the right hand side of Equation (2) is approximated by the forward
divided difference approximation
T j +1 Ti j
T
(5)
i
t i , j
t
Substituting the finite difference approximations given by Equations (3) and (5) in Equation
(2) gives
T j 2Ti j + Ti j1 Ti j +1 Ti j
=
i +1
t
(x )2
Solving for the temperature at the time node j + 1 , gives
t
(
Ti j +1 = Ti j +
Ti +j1 2Ti j + Ti j1 )
2
(x)
Choosing
t
(6)
=
(x) 2

(7)
Ti j +1 = Ti j + Ti +j1 2Ti j + Ti j1
Equation (7) can be solved explicitly because it can be written for each internal location node
of the rod for time node j + 1 in terms of the temperature at time node j . In other words, if
we know the temperature at node j = 0 , and knowing the boundary temperatures, which is
the temperature at the external nodes, we can find the temperature at the next time step. We
continue the process by first finding the temperature at all nodes j = 1 , and using these to
find the temperature at the next time node, j = 2 . This process continues till we reach the
time at which we are interested in finding the temperature.
Example 1
A rod of steel is subjected to a temperature of 100C on the left end and 25C on the right
end. If the rod is of length 0.05m , use the explicit method to find the temperature distribution
in the rod from t = 0 and t = 9 seconds. Use x = 0.01m , t = 3s . Given:
J
kg
W
, = 7800 3 , C = 490
.
k = 54
kg K
mK
m
The initial temperature of the rod is 20C .
Solution

k
C

54
7800 490
= 1.4129 10 5 m 2 / s
=

Then

(x )2

10.02.4

Chapter 10.02

= 1.4129 10 5
= 0.4239

Number of time steps=

(0.01)2

t final t initial

t
90
=
3
=3

i=0

T =100 C

T = 25 C
0.01m

Figure 3: Schematic diagram showing the node distribution in the rod

The boundary conditions
T0 j = 100C
(E1.1)
for all j = 0,1,2,3
T5 j = 25C
The initial temperature of the rod is 20C , that is, all the temperatures of the nodes inside the
rod are at 20C when time, t = 0 sec except for the boundary nodes as given by Equation
(E1.1). This could be represented as
Ti 0 = 20C , for all i = 1,2,3,4 .
(E1.2)
Initial temperature at the nodes inside the rod (when t=0 sec)

T00 = 100C
T10 = 20C

T20 = 20C

T30 = 20C
T40 = 20C
T50 = 25C

from Equation (E1.1)

from Equation (E1.2)

from Equation (E1.1)

Temperature at the nodes inside the rod when t=3 sec

Setting j = 0 and i = 0,1, 2, 3, 4, 5 in Equation (7) gives the temperature of the nodes inside
the rod when time, t = 3 sec .

Parabolic Partial Differential Equations

T01 = 100C

10.02.5

Boundary Condition (E1.1)

T31 = T30 + T40 2T30 + T20

T11 = T10 + T20 2T10 + T00

= 20 + 0.4239(20 2(20) + 100 )

= 20 + 0.4239(80 )
= 20 + 33.912
= 53.912C

T21 = T20 + T30 2T20 + T10

= 20 + 0.4239(20 2(20) + 20 )
= 20 + 0.4239(0 )
= 20 + 0
= 20C

= 20 + 0.4239(20 2(20) + 20)

= 20 + 0.4239(0)
= 20 + 0
= 20C

T41 = T40 + T50 2T40 + T30

= 20 + 0.4239(25 2(20) + 20 )
= 20 + 0.4239(5)
= 20 + 2.1195
= 22.120C

T51 = 25C

Boundary Condition (E1.1)

Temperature at the nodes inside the rod when t=6 sec

Setting j = 1 and i = 0,1, 2, 3, 4, 5 in Equation (7) gives the temperature of the nodes inside
the rod when time, t = 6 sec
T02 = 100C Boundary Condition (E1.1)

10.02.6

Chapter 10.02
T12 = T11 + T21 2T11 + T01

= 53.912 + 0.4239(20 2(53.912) + 100 )

= 53.912 + 0.4239(12.176 )
= 53.912 + 5.1614
= 59.073C

T22 = T21 + T31 2T21 + T11

= 20 + 0.4239(20 2(20) + 53.912 )

= 20 + 0.4239(33.912 )
= 20 + 14.375
= 34.375C

T32 = T31 + T41 2T31 + T21

= 20 + 0.4239(22.120 2(20) + 20)

= 20 + 0.4239(2.120)
= 20 + 0.89867
= 20.899C

T42 = T41 + T51 2T41 + T31

= 22.120 + 0.4239(25 2(22.120) + 20)

= 22.120 + 0.4239(0.76)
= 22.120 + 0.032220
= 22.442C

T52 = 25C

Boundary Condition (E1.1)

Temperature at the nodes inside the rod when t=9 sec

Setting j = 2 and i = 0,1, 2, 3, 4, 5 in Equation (7) gives the temperature of the nodes inside
the rod when time, t = 9 sec
T03 = 100C Boundary Condition (E1.1)

T13 = T12 + T22 2T12 + T02

= 59.073 + 0.4239(34.375 2(59.073) + 100)

= 59.073 + 0.4239(16.229)
= 59.073 + 6.8795
= 65.953C

Parabolic Partial Differential Equations

T23 = T22 + T32 2T22 + T12

10.02.7

= 34.375 + 0.4239(20.899 2(34.375) + 59.073)

= 34.375 + 0.4239(11.222 )
= 34.375 + 4.7570
= 39.132C

T33 = T32 + T42 2T32 + T22

= 20.899 + 0.4239(22.442 2(20.899) + 34.375)

= 20.899 + 0.4239(15.019)
= 20.899 + 6.367
= 27.266C

T43 = T42 + T52 2T42 + T32

= 22.442 + 0.4239(25 2(22.442) + 20.899)

= 22.442 + 0.4239(1.0150)
= 22.442 + 0.4303
= 22.872C

T53 = 25C Boundary Condition (E1.1)

To better visualize the temperature variation at different locations at different times,
temperature distribution along the length of the rod at different times is plotted in the Figure
4.

Figure 4: Temperature distribution from explicit method

10.02.8

Chapter 10.02

Implicit Method for Solving Parabolic PDEs

In the explicit method, one is able to find the solution at each node, one equation at a time.
However, the solution at a particular node is dependent only on temperature from
neighboring nodes from the previous time step. For example, in the solution of Example 1,
the temperatures at node 2 and 3 artificially stay at the initial temperature at t = 3 seconds.
This is contrary to what we would expect physically from the problem.
Also the explicit method does not guarantee stability which depends on the value of
the time step, location step and the parameters of the elliptic equation. For the PDE
2T T
,
2 =
t
x
the explicit method is convergent and stable for
t
1
(8)

2
2
(x)
These issues are addressed by using the implicit method. Instead of the temperature being
found one node at a time, the implicit method results in simultaneous linear equations for the
temperature at all interior nodes for a particular time.
The implicit method to solve the parabolic PDE given by equation (2) is as follows.
The second derivative on the left hand side of the equation is approximated by the central
divided difference scheme at time level j + 1 at node i as
2T
x 2

i , j +1

Ti +j1+1 2Ti j +1 + Ti j1+1

(x )2

(9)

The first derivative on the right hand side of the equation is approximated by backward
divided difference approximation at time level j + 1 and node i as
T j +1 Ti j
T
(10)
i
t i , j +1
t
Substituting Equations (9) and (10) in Equation (2) gives
T j +1 2Ti j +1 + Ti j1+1 Ti j +1 Ti j
=
i +1
t
(x )2
giving
(11)
Ti j1+1 + (1 + 2 )Ti j +1 Ti +j1+1 = Ti j
where
t
=
(x )2
Now Equation (11) can be written for all nodes (except the external nodes), at a particular
time level. This results in simultaneous linear equations which can be solved to find the nodal
temperature at a particular time.

Example 2
A rod of steel is subjected to a temperature of 100C on the left end and 25C on the right
end. If the rod is of length 0.05m , use the implicit method to find the temperature distribution
in the rod from t = 0 to t = 9 seconds. Use x = 0.01m and t = 3s .

Parabolic Partial Differential Equations

10.02.9

Given

J
kg
W
, = 7800 3 , C = 490
.
mK
kg K
m
The initial temperature of the rod is 20C .
Solution
k = 54

k
C

54
7800 490
= 1.4129 10 5 m 2 / s

Then

(x )2

= 1.412 10 5
= 0.4239

i=0

(0.01)2

5
T = 25 C

T = 100 C

0.01m
Figure 5: Schematic diagram showing the node representation in the model
The boundary conditions
T0 j = 100C
(E2.1)
for j = 0,1,2,3
T5 j = 25C
The initial temperature of the rod is 20C , that is, the temperatures of all the nodes inside the
rod are at 20C when time, t = 0 except for the boundary nodes where the temperatures are
given by satisfying the Equation (E2.1). This could be represented as
Ti 0 = 20C , for i = 1,2,3,4 .
(E2.2)
Initial temperature at the nodes inside the rod (when t=0 sec)

T00 = 100C

from Equation (E2.1)

10.02.10

T10 = 20C

T20 = 20C

T30 = 20C
T40 = 20C
T50 = 25C

Chapter 10.02

from Equation (E2.2)

from Equation (E2.1)

Temperature at the nodes inside the rod when t=3 sec

T01 = 100C
Boundary Condition (E2.1)
T51 = 25C
For all the interior nodes, putting j = 0 and i =1, 2, 3, 4 in Equation (11) gives the following
equations
i=1

T01 + (1 + 2 )T11 T21 = T10

(0.4239 100) + (1 + 2 0.4239)T11 (0.4239T21 ) = 20
42.39 + 1.8478T11 0.4239T21 = 20

i=2

i=3

i=4

1.8478T11 0.4239T21 = 62.390

(E2.3)

T11 + (1 + 2 )T21 T31 = T20

0.4239T11 + 1.8478T21 0.4239T31 = 20

(E2.4)

T21 + (1 + 2 )T31 T41 = T30

0.4239T21 + 1.8478T31 0.4239T41 = 20

(E2.5)

T31 + (1 + 2 )T41 T51 = T40

0.4239T31 + 1.8478T41 (0.4239 25) = 20
0.4239T31 + 1.8478T41 10.598 = 20

(E2.6)
0.4239T31 + 1.8478T41 = 30.598
The simultaneous linear equations (E2.3) (E2.6) can be written in matrix form as
0
0
1.8478 0.4239
T11 62.390
0.4239 1.8478 0.4239
1 20
0

T2 =

0.4239 1.8478 0.4239 T31 20

0

0.4239 1.8478 T41 30.598
0
0

The above coefficient matrix is tri-diagonal. Special algorithms such as Thomas algorithm
can be used to solve simultaneous linear equation with tri-diagonal coefficient matrices. The
solution is given by

Parabolic Partial Differential Equations

10.02.11

T11 39.451
1

T2 = 24.792
T31 21.438
1

T4 21.477
Hence, the temperature at all the nodes at time, t = 3 sec is
T01 100
1

T1 39.451
T21 24.792
1 =

T3 21.438
T 1 21.477
41

T5 25
Temperature at the nodes inside the rod when t=6 sec
T02 = 100C
Boundary Condition (E2.1)
T52 = 25C
For all the interior nodes, putting j = 1 and i =1, 2, 3, 4 in Equation (11) gives the following
equations
i=1

T02 + (1 + 2 )T12 T22 = T11

(0.4239 100) + (1 + 2 0.4239)T12 0.4239T22 = 39.451
42.39 + 1.8478T12 0.4239T22 = 39.451

i=2

i=3

i=4

1.8478T12 0.4239T22 = 81.841

(E2.7)

T12 + (1 + 2 )T22 T32 = T21

0.4239T12 + 1.8478T22 0.4239T32 = 24.792

(E2.8)

T22 + (1 + 2 )T32 T42 = T31

0.4239T22 + 1.8478T32 0.4239T42 = 21.438

(E2.9)

T32 + (1 + 2 )T42 T52 = T41

0.4239T32 + 1.8478T42 (0.4239 25) = 21.477
0.4239T32 + 1.8478T42 10.598 = 21.477

(E2.10)
0.4239T32 + 1.8478T42 = 32.075
The simultaneous linear equations (E2.7) (E2.10) can be written in matrix form as

10.02.12

Chapter 10.02

0
0
1.8478 0.4239
T12 81.841
0.4239 1.8478 0.4239
2 24.792
0

T2 =

0
0.4239 1.8478 0.4239 T32 21.438

0
0
0.4239 1.8478 T42 32.075

The solution of the above set of simultaneous linear equation is

T12 51.326
2

T2 = 30.669
T32 23.876
2

T4 22.836
Hence, the temperature at all the nodes at time, t = 6 sec is
T02 100
2

T1 51.326
T22 30.669
2 =

T3 23.876
T 2 22.836
42

T5 25
Temperature at the nodes inside the rod when t=9 sec
T03 = 100C

Boundary Condition (E2.1)

3
T5 = 25C

For all the interior nodes, setting j = 2 and i =1, 2, 3, 4 in Equation (11) gives the following
equations
i=1
T03 + (1 + 2 )T13 T23 = T12
(0.4239 100) + (1 + 2 0.4239)T13 (0.4239T23 ) = 51.326
42.39 + 1.8478T13 0.4239T23 = 51.326

i=2

i=3

i=4

1.8478T13 0.4239T23 = 93.716

(E2.11)

T13 + (1 + 2 )T23 T33 = T22

0.4239T13 + 1.8478T23 0.4239T33 = 30.669

(E2.12)

T23 + (1 + 2 )T33 T43 = T32

0.4239T23 + 1.8478T33 0.4239T43 = 23.876

(E2.13)

Parabolic Partial Differential Equations

10.02.13

T33 + (1 + 2 )T43 T53 = T42

0.4239T33 + 1.8478T43 (0.4239 25) = 22.836
0.4239T33 + 1.8478T43 10.598 = 22.836

(E2.14)
0.4239T33 + 1.8478T43 = 33.434
The simultaneous linear equations (E2.11) (E2.14) can be written in matrix form as
0
0
1.8478 0.4239
T13 93.716
0.4239 1.8478 0.4239
3 30.669
0

T2 =

0
0.4239 1.8478 0.4239 T33 23.876

0
0
0.4239 1.8478 T43 33.434

The solution of the above set of simultaneous linear equation is

T13 59.043
3

T2 = 36.292
T33 26.809
3

T4 24.243
Hence, the temperature at all the nodes at time, t = 9 sec is
T03 100
3

T1 59.043
T23 36.292
3 =

T3 26.809
T 3 24.243
43

T5 25
To better visualize the temperature variation at different locations at different times, the
temperature distribution along the length of the rod at different times is plotted in Figure 6.

10.02.14

Chapter 10.02
Figure 6: Temperature distribution in rod from implicit method

Crank-Nicolson Method
The Crank-Nicolson method provides an alternative scheme to implicit method. The
accuracy of Crank-Nicolson method is same in both space and time. In the implicit method,
2T
T
the approximation of
is of O(x) 2 accuracy, while the approximation for
is of
2
t
x
(t ) accuracy. The accuracy in the Crank-Nicolson method is achieved by approximating the
derivative at the mid point of time step. To numerically solve PDEs such as Equation (2), one
can use finite difference approximations of the partial derivatives. The left hand side of the
second derivative is approximated at node i as the average value of the central divided
difference approximation at time level j + 1 and time level j .
2T
x 2

i, j

1 Ti +j1 2Ti j + Ti j1 Ti +j1+1 2Ti j +1 + Ti j1+1

+

2
(x )2
(x )2

(12)

The first derivative on the right side of Equation (2) is approximated using forward divided
difference approximation at time level j + 1 and node i as
T j +1 Ti j
T
(13)
i
t i , j
t
Substituting Equations (12) and (13) in Equation (2) gives
1 T j 2Ti j + Ti j1 Ti +j1+1 2Ti j +1 + Ti j1+1 Ti j +1 Ti j
i +1
+
=
t
2
(x )2
(x )2

(14)
giving
(15)
Ti j1+1 + 2(1 + )Ti j +1 Ti +j1+1 = Ti j1 + 2(1 )Ti j + Ti +j1
where
t
=
(x )2
Now Equation (15) is written for all nodes (except the external nodes). This will result in
simultaneous linear equations that can be solved to find the temperature at a particular time.

Example 3
A rod of steel is subjected to a temperature of 100C on the left end and 25C on the right
end. If the rod is of length 0.05m , use Crank-Nicolson method to find the temperature
distribution in the rod from t = 0 to t = 9 seconds. Use x = 0.01m , t = 3s .
Given
J
kg
W
, = 7800 3 , C = 490
.
k = 54
mK
kg K
m
The initial temperature of the rod is 20C .

Parabolic Partial Differential Equations

10.02.15

Solution

k
C

54
7800 490
= 1.4129 10 5 m 2 / s

Then

(x )2

= 1.412 10 5
= 0.4239

i=0

(0.01)2

0.01m
Figure 7: Schematic diagram showing the node representation in the model
The boundary conditions are
T0 j = 100C
(E3.1)
for j = 0,1,2,3
T5 j = 25C
The initial temperature of the rod is 20C , that is, all the temperatures of the nodes inside the
rod are at 20C at, t = 0 except for the boundary nodes given by Equation (E3.1). This could
be represented as
Ti 0 = 20C , for i = 1,2,3,4 .
(E3.2)
Initial temperature at the nodes inside the rod (when t=0 sec)

T00 = 100C

from Equation (E3.1)

T10 = 20C

T20 = 20C

T30 = 20C
T40 = 20C

from Equation (E3.2)

10.02.16

T50 = 25C

Chapter 10.02

from Equation (E3.1)

Temperature at the nodes inside the rod when t=3 sec

T01 = 100C
Boundary Condition (E3.1)
T51 = 25C
For all the interior nodes, setting j = 0 and i =1, 2, 3, 4 in Equation (15) gives the following
equations
i=1

T01 + 2(1 + )T11 T21 = T00 + 2(1 )T10 + T20

(0.4239 100) + 2(1 + 0.4239)T11 0.4239T21 = (0.4239)100 + 2(1 0.4239)20 + (0.4239)20
42.39 + 2.8478T11 0.4239T21 = 42.39 + 23.044 + 8.478

i=2

2.8478T11 0.4239T21 = 116.30

(E3.3)

T11 + 2(1 + )T21 T31 = T10 + 2(1 )T20 + T30

0.4239T11 + 2(1 + 0.4239)T21 0.4239T31 = (0.4239)20 + 2(1 0.4239)20 + (0.4239)20

i=3

0.4239T11 + 2.8478T21 0.4239T31 = 40.000

(E3.4)

T21 + 2(1 + )T31 T41 = T20 + 2(1 )T30 + T40

0.4239T21 + 2(1 + 0.4239)T31 0.4239T41 = (0.4239)20 + 2(1 0.4239)20 + (0.4239)20

i=4

0.4239T21 + 2.8478T31 0.4239T41 = 40.000

(E3.5)

T31 + 2(1 + )T41 T51 = T30 + 2(1 )T40 + T50

0.4239T31 + 2(1 + 0.4239)T41 (0.4239)25 = (0.4239)20 + 2(1 0.4239)20 + (0.4239)25
0.4239T31 + 2.8478T41 10.598 = 8.478 + 23.044 + 10.598

(E3.6)
0.4239T31 + 2.8478T41 = 52.718
The coefficient matrix in the above set of equations is tridiagonal. Special algorithms such as
Thomas algorithm are used to solve equation with tridiagonal coefficient matrices
0
0
2.8478 0.4239
T11 116.30
0.4239 2.8478 0.4239
1 40.000
0

T2 =
0
0.4239 2.8478 0.4239 T31 40.000

0
0.4239 2.8478 T41 52.718
0
The above matrix is tridiagonal. Solving the above matrix we get

Parabolic Partial Differential Equations

10.02.17

T11 44.372
1

T2 = 23.746
T31 20.797
1

T4 21.607
Hence, the temperature at all the nodes at time, t = 3 sec is
T01 100
1

T1 44.372
T21 23.746
1 =

T3 20.797
T 1 21.607
41

T5 25
Temperature at the nodes inside the rod when t=6 sec
T02 = 100C
Boundary Condition (E3.1)
T52 = 25C
For all the interior nodes, putting j = 1 and i =1, 2, 3, 4 in Equation (15) gives the following
equations
i=1
T02 + 2(1 + )T12 T22 = T01 + 2(1 )T11 + T21
(0.4239 100) + 2(1 + 0.4239)T12 0.4239T22 =
(0.4239)100 + 2(1 0.4239)44.372 + (0.4239)23.746
42.39 + 2.8478T12 0.4239T22 = 42.39 + 51.125 + 10.066

i=2

2.8478T12 0.4239T22 = 145.971

(E3.7)

T12 + 2(1 + )T22 T32 = T11 + 2(1 )T21 + T31

0.4239T12 + 2(1 + 0.4239)T22 0.4239T32 =
(0.4239)44.372 + 2(1 0.4239)23.746 + (0.4239)20.797
0.4239T12 + 2.8478T22 0.4239T32 = 18.809 + 27.360 + 8.8158

i=3

0.4239T12 + 2.8478T22 0.4239T32 = 54.985

(E3.8)

T22 + 2(1 + )T32 T42 = T21 + 2(1 )T31 + T41

0.4239T22 + 2(1 + 0.4239)T32 0.4239T42 =
(0.4239)23.746 + 2(1 0.4239)20.797 + (0.4239)21.607
0.4239T22 + 2.8478T32 0.4239T42 = 10.066 + 23.962 + 9.1592

i=4

0.4239T22 + 2.8478T32 0.4239T42 = 43.187

(E3.9)

10.02.18

Chapter 10.02

T32 + 2(1 + )T42 T52 = T31 + 2(1 )T41 + T51

0.4239T32 + 2(1 + 0.4239)T42 (0.4239)25 =
(0.4239)20.797 + 2(1 0.4239)21.607 + (0.4239)25
2
3
2
3

0.4239T + 2.8478T42 10.598 = 8.8158 + 24.896 + 10.598

(E3.10)
0.4239T + 2.8478T42 = 54.908
The simultaneous linear equations (E3.7) (E3.10) can be written in matrix form as
0
0
2.8478 0.4239
T12 145.971
0.4239 2.8478 0.4239
2 54.985
0

T2 =
0
0.4239 2.8478 0.4239 T32 43.187

0.4239 2.8478 T42 54.908
0
0
Solving the above set of equations, we get
T12 55.883
2

T2 = 31.075
T32 23.174
2

T4 22.730
Hence, the temperature at all the nodes at time, t = 6 sec is
T02 100
2

T1 55.883
T22 31.075
2 =

T3 23.174
T 2 22.730
42

T5 25
Temperature at the nodes inside the rod when t=9 sec
T03 = 100C
Boundary Condition (E3.1)
T53 = 25C
For all the interior nodes, setting j = 2 and i =1, 2, 3, 4 in Equation (15) gives the following
equations
i=1
T03 + 2(1 + )T13 T23 = T02 + 2(1 )T12 + T22
(0.4239 100) + 2(1 + 0.4239)T13 0.4239T23 =
(0.4239)100 + 2(1 0.4239)55.883 + (0.4239)31.075
42.39 + 2.8478T13 0.4239T23 = 42.39 + 64.388 + 13.173

i=2

2.8478T13 0.4239T23 = 162.34

(E3.11)

Parabolic Partial Differential Equations

10.02.19

T13 + 2(1 + )T23 T33 = T12 + 2(1 )T22 + T32

0.4239T13 + 2(1 + 0.4239)T23 0.4239T33 =
(0.4239)55.883 + 2(1 0.4239)31.075 + (0.4239)23.174
0.4239T + 2.8478T23 0.4239T33 = 23.689 + 35.805 + 9.8235

i=3

3
1
3
1

0.4239T + 2.8478T23 0.4239T33 = 69.318

(E3.12)

T23 + 2(1 + )T33 T43 = T22 + 2(1 )T32 + T42

0.4239T23 + 2(1 + 0.4239)T33 0.4239T43 =
(0.4239)31.075 + 2(1 0.4239)23.174 + (0.4239)22.730
0.4239T + 2.8478T33 0.4239T43 = 13.173 + 26.701 + 9.635

i=4

3
2
3
2

0.4239T + 2.8478T33 0.4239T43 = 49.509

(E3.13)

T33 + 2(1 + )T43 T53 = T32 + 2(1 )T42 + T52

0.4239T33 + 2(1 + 0.4239)T43 (0.4239)25 =
(0.4239)23.174 + 2(1 0.4239)22.730 + (0.4239)25
0.4239T33 + 2.8478T43 10.598 = 9.8235 + 26.190 + 10.598

(E3.14)
0.4239T33 + 2.8478T43 = 57.210
The simultaneous linear equations (E3.11) (E3.14) can be written in matrix form as
0
0
2.8478 0.4239
T13 162.34
0.4239 2.8478 0.4239
3 69.318
0

T2 =

0
0.4239 2.8478 0.4239 T33 49.509

0
0
0.4239 2.8478 T43 57.210

Solving the above set of equations, we get

T13 62.604
3

T2 = 37.613
T33 26.562
3

T4 24.042
Hence, the temperature at all the nodes at time, t = 9 sec is
T03 100
3

T1 62.604
T23 37.613
3 =

T3 26.562
T 3 24.042
43

T5 25
To better visualize the temperature variation at different locations at different times, the
temperature distribution along the length of the rod at different times is plotted in Figure 8.

10.02.20

Chapter 10.02

Figure 8: Temperature distribution in rod from Crank-Nicolson method

Parabolic Partial Differential Equations

10.02.21

Analytical Method
Appendix A
The parabolic heat conduction equation given by Equation (2) is formulated as
2T T
2 =
0 < x < 0.05, t > 0
t
x
with boundary conditions
(16)
T = 100C at x = 0, t > 0
(17)
T = 25C at x = 0.05, t > 0
and initial conditions
(18)
T = 20C at t = 0, 0 < x < 0.05
We split the problem into a steady state problem and a transient (homogeneous) problem.
The solutions of the steady state problem and transient problem are found separately and by
applying the principle of superposition, the final solution would be obtained. This
formulation can be represented as
(19)
T ( x, t ) = Ts ( x) + Th ( x, t )
where
Ts = solution for steady state problem,
Th = solution for transient problem.
Steady State Solution
Since the temperature at steady state is not changing,

T
= 0 , the steady state problem is
t

formulated as
d 2Ts
(20)
= 0,
0 < x < 0.05
dx 2
with boundary conditions
(21)
Ts = 100C at x = 0
(22)
Ts = 25C at x = 0.05
The solution to Equation (20) is given by integrating it on both sides to give
dTs
=A
dx
where A is a constant of integration and by integrating again to give
(23)
Ts = Ax + B
where B is another constant of integration. By substituting the boundary condition (21), we
obtain
A(0) + B = 100
B = 100
By substituting the boundary condition (22), we obtain

10.02.22

Chapter 10.02

A(0.05) + 100 = 25
75
A=
0.05
= 1500
Plugging back the values of A and B in Equation (23), we get the steady state solution as
(24)
Ts = 1500 x + 100
Transient Solution
The transient problem is formulated as
2T
T
(25)
2h = h ,
0 < x < 0.05
t
x
with boundary conditions
(26)
Th = 0C at x = 0
(27)
Th = 0C at x = 0.05
Note: from Equation (19),
T ( x, t ) = Ts ( x) + Th ( x, t )
and by substituting Equations (21) and (22), the boundary conditions of Th are obtained.
Initial conditions for the transient problem are hence given by
Th = 20 Ts , t = 0, 0 < x < 0.05
= 20 (1500 x + 100)
= 20 + 1500 x 100
(28)
= 1500 x 80, t = 0, 0 < x < 0.05
To obtain solution for the transient problem, let us assume Th ( x, t ) is function of the product
of a spatial function and a temperature function. That is
(29)
Th ( x, t ) = X ( x). (t )
Substituting Equation (29) in Equation (25), we get
d2X
d
=X

2
dt
dx
2
1 d X
1 d
(30)
=
2
dt
X dx
The left hand side of Equation (30) represents the spatial term and the right hand side
represents the temporal (time) term. We will attempt to find the solutions of the spatial and
temporal term independently. To do so, let us assume that both the left hand side and the
right hand side of the Equation (30) is equal to a constant 2 (say)
1 d2X
1 d
=
= 2
2
dt
X dx
Spatial solution
Taking just the spatial term from Equation (31), we have
1 d2X
= 2
X dx 2

(31)

Parabolic Partial Differential Equations

10.02.23

d2X
(32)
+ 2X = 0
2
dx
The Equation (32) is a homogeneous second order ordinary differential equation. These type
of equations have the solution of the form X ( x) = e mx . Substituting X ( x) = e mx in Equation
(32) we get,
m 2 e mx + 2 e mx = 0

e mx (m 2 + 2 ) = 0
m2 + 2 = 0
m1 , m2 = i , i
From the values of m1 and m2 , the solution of X (x) is written of the form
X ( x) = C cos( x) + D sin( x)

(33)

Temporal solution
Taking just the temporal term from Equation (31), we have
1 d
= 2
dt
d
(34)
+ 2 = 0
dt
The above equation is a homogeneous first order ordinary differential equation. These type of
equations have the solution of the form (t ) = e mt . Substituting (t ) = e mt in Equation (34)
we get
me mt + 2 e mt = 0

e mt (m + 2 ) = 0
m + 2 = 0
m = 2
From the value of m , the solution of (t ) is written as

(t ) = Ee

(35)

Substituting Equations (33) and (35) in Equation (29), we have

Th ( x, t ) = Ee t [C cos( x) + D sin( x)]
2

Th ( x, t ) = e t [F cos( x) + G sin( x)]

Substituting boundary condition represented by Equation (26) in Equation (36) gives
2

(36)

e t [F cos( .0) + G sin( .0)] = 0

2

e t [F .1 + G.0] = 0
2

e t [ F ] = 0
2

Since, e t cannot be zero, F = 0 . Now substituting F = 0 in Equation (36) gives

2
Th ( x, t ) = Ge t sin( x)
Substituting boundary condition represented by Equation (27) in Equation (37) gives

(37)

10.02.24

Chapter 10.02
2

Ge t sin(0.4 ) = 0
sin(0.05 ) = 0
0.05 = n
n
=
0.05
= 20n
Substituting the value of in Equation (37) gives
2

Th ( x, t ) = Ge ( 20 n ) t sin( 20nx)
As the general solution can have any value of n ,

Th ( x, t ) = Gn e ( 20 n ) t sin( 20nx)
2

(38)

n =1

Substituting the initial condition

Th ( x,0) = (1500 x 80)C
from Equation (28) in Equation (38)

G
n =1

sin( 20nx) = 1500 x 80

Multiplying both sides by sin( 20mx) and integrating from 0 to 0.05 gives
0.05

0.05

Gn sin(20nx) sin(20mx)dx = (1500 x 80) sin(20mx)dx

n =1 0

Gn

n =1 2

0.05

0.05

2 sin(20nx) sin(20mx)dx = (1500 x 80) sin(20mx)dx

0

Gn
cos(20(m n)x)dx
n =1 2 0

0.05

cos(
20
(
)
)

+
m
n
x
dx
=
0

0.05

1500

0.05

Substituting the following in the above equation,

0.05

cos(20(m n)x)dx = 0 ,

mn

0.05

cos(20(m n)x)dx = 0.05,

m=n

0.05

cos(20(m + n)x)dx = 0,

0.05

x sin( 20mx)dx 80 sin( 20mx) dx

for any m

we get
0.05
0.05
Gm
0.05 = 1500 x sin( 20mx)dx 80 sin( 20mx)dx
2
0
0

Parabolic Partial Differential Equations

10.02.25

x cos(20m ) 0.05
1
+
= 1500

20m
20m
0

0.05

0 cos(20m )dx 80 0 sin(20m )dx

0.05

0.05
0.05
x cos(20m ) 0.05

1
+
cos(
20

80
= 1500
m
dx

0 sin(20m )dx

20m
20m 0

0
(1) m 1
0.05 cos(m ) + 0
80
+
= 1500

20m

20m

150(1) m 160
+
(1) m 1
Gm =
m
m
m
10(1) 160
=
m
Substituting Equation (39) in Equation (38), we get

10(1) m 160 [2.5 m ]2 t

Th ( x, t ) =
sin( 2.5mx)
e
m
m =1

Substituting Equations (40) and (24) in Equation (19) we have

10(1) m 160 [20 m ]2 t

sin( 20mx)
T ( x, t ) = 1500 x + 100 +
e
m
m =1

Now
k
=
C
54
=
7800 490
= 1.4129 10 5 m 2 / s

(39)

(40)

(41)

and substituting the value of in Equation (40) gives

10(1) m 160 1.4129105 [20 m ]2 t

T ( x, t ) = 1500 x + 100 +
sin( 20mx)
(42)
e
m
m =1

Equation (42) is the analytical solution of the problem. Substituting the values of x and t
gives the temperature inside the rod at a particular location and time. For example using the
analytical solution, we will find the temperature of the rod at the first node, that is,
x = 0.01 m when t = 9 secs.

10(1) m 160 1.4129105 [ 20 m ]2 9

T (0.01,9) = 1500(0.01) + 100 +
sin(0.2m )
e
m
m =1

= 62.510C
Similarly using Equation (42), the temperature of the rod at any location at any time can be
found by substituting the corresponding values of x and t .

10.02.26

Chapter 10.02

Comparison of the three numerical methods

To compare all three numerical methods with the analytical solution, the temperature values
obtained at all the interior nodes at time, t = 9 sec are presented in the Table 1. From Table
1, it is clear that among the numerical methods used to solve partial differential equations,
Crank-Nicolson method provides better accuracy compared to the other two numerical
methods ( Explicit Method and Implicit Method) explained in this chapter.
Table 1: Comparison of temperature obtained at interior nodes using different methods
discussed in this chapter (absolute true error is given in parenthesis)
Explicit
Implicit
Crank-Nicolson
Analytical
Temperature
Method
Method
Method
Solution
at Nodes
( C )
( C )
( C )
( C )
3
62.510
65.953(3.443)
59.043(3.467)
62.604(0.094)
T1
37.084
39.132(2.048)
36.292(0.792)
37.613(0.529)
T3
2

T33

27.266(1.422)

26.809(0.965)

26.562(0.282)

25.844

T43

22.872(0.738)

24.243(0.633)

24.042(0.432)

23.610

PARTIAL DIFFERENTIAL EQUATIONS

Topic
Parabolic Differential Equations
Summary Textbook notes for the parabolic partial differential equations
Major
All engineering majors
Authors
Autar Kaw, Sri Harsha Garapati
Date
March 17, 2011
Web Site http://numericalmethods.eng.usf.edu