FINITE DIFFERENCE METHOD

FOR 2-D HEAT EQUATION

SONAKSHI SINGH
SHIVAM KUMAR
THOTA KARTHIK

FINITE DIFFERENCE
Common definitions of the derivative of f(x):

f ( x dx) f ( x)
x f lim
dx0
dx
f ( x) f ( x dx)
x f lim
dx0
dx
f ( x dx) f ( x dx)
x f lim
dx0
2dx

FINITE DIFFERENCE CONTINUATION

The equivalent approximations of the derivatives are:

f ( x dx) f ( x)
x f
dx

f ( x) f ( x dx)
x f
dx

f ( x dx) f ( x dx)
x f
2dx

forward difference

backward difference

centered difference

FINITE DIFFERENCE CONTINUATION

The equivalent approximations of the
derivatives are:

f ( x dx) f ( x)
x f
dx

f ( x) f ( x dx)
x f
dx
f ( x dx) f ( x dx)
x f
2dx

forward difference
backward difference

centered difference

TAYLOR SERIES
Taylor series are expansions of a function f(x) for some
finite distance dx to f (x + dx)
2
3
4
dx
dx
dx
f ( x dx) f ( x) dxf ' ( x)
f '' ( x )
f ''' ( x )
f '''' ( x) ...
2!
3!
4!

Using this expansion

f ( x dx) f ( x)
x f
dx

TAYLOR SERIES CONTINUATION

f ( x dx ) f ( x )
1
dx 2 ''
dx 3 '''
'

dx
f
(
x
)

f
(
x
)

f
(
x
)

...

dx
dx
2!
3!

f ' ( x) O ( dx )

The error of the first derivative using the forward

formulation is of order dx.

TAYLOR SERIES CONTINUATION

f ( x dx / 2) f ( x dx / 2) 1
dx 3 '''
'

f ( x ) ...
dxf ( x )
dx
dx
3!

f ' ( x) O(dx 2 )
The error of the first derivative using the centered
approximation is of order dx2.

The centered scheme is more accurate!

PROBLEM
HEAT CONDUCTION IN A 2-D PLATE (a x b)
GIVEN :
Initial temperature
Boundary Conditions
OBJECTIVE :
Model the way thermal energy moves

through the plate. (Temperature vs. time

and location)

ut = (uxx + uyy) + Q

ASSUMPTIONS

No heat loss( Q=0 )

Uniform density
Uniform specific heat
Perfect insulation

INITIAL CONDITIONS

The way the plate is heated initially is given by

the initial condition.

BOUNDARY CONDITIONS

DIRICHLET
Prescribed temperature boundary conditions
correspond to holding the temperature along the edges

of the plate at 0

NEUMANN
Prescribed heat flux boundary conditions
Heat flux reduces to 0 since Q is 0.

DISCRETISATION
Converting continuous to discrete intervals

(finite difference)

METHODS OF SOLVING
- IMPLICIT vs. EXPLICIT

EXPLICI
T

The temperature at time n+1 depends

explicitly on temperature at time n.

Computationally simple
Relatively fast

DRAWBACK :

Stability condition needs to be checked to

avoid unstable and highly oscillatory
solutions

METHODS OF SOLVING
- IMPLICIT vs. EXPLICIT

IMPLICI
T

Instead of an explicit relation between

temperature at time n+1 and temperature
at time n, a system of linear equations has
to be solved.

Spatial derivatives evaluated at the new timestep.

No restrictions on the timestep.

CONDITIONS USED

Every boundary is fixed at a temperature

100 .
The initial temperature of the plate is 0.

CODE IN MATLAB

CODE IN MATLAB

VARIATION OF TEMPERATURE OF SURFACE WITH

TIME AT DIFFERENT POINTS

GRAPH OF T(25,25) V/S TIME