Implicit and Explicit scheme

RAJU SHARMA
ASSISTANT PROFESSOR
DEPARTMENT OF CIVIL ENGINEERING
CHANDIGARH UNIVERSITY

Parabolic Equations
The one dimensional heat conduction equation

u/ t = c2 (2u/ x2 ) is a well known example of

parabolic partial differential equation
In general, the study of pressure waves in a fluid,

propagation of heat and unsteady state problem lead

to parabolic type of equations.

Solution of One Dimensional Heat Equation

u/ t = c2 (2u/ x2 )
Where c2 =k/sp is the diffusivity of the substance

(cm2/sec.)
Schmidit Method
2. Crank-Nicolson Method
3. Iterative Methods of solution
4. Du Fort and Frankal Method
1.

Finite Difference Approximation to Partial Derivatives

Y

R=Region

Mesh Point

x, y+k

y=k

i, j+1
x-h, y

x, y

i-1, j

i, j

x+h, y
i+1, j

x, y-k
i, j-1

X=h

u/ x = [(u(x+h,y) u (x,y))/h]+o(h)

(f)

= [u ((x,y)-u (x-h,y))/h] + o (h)

= [(u(x+h,y) -2u (x,y) +u ((x+h,y)]/o(h2)
Writing u(x, y) = u(ih, jk) as simply ui,j

Schmidt Method
ui,j+1=ui-1,j +(1-2 ) ui,j + ui+1,j

t
i, j+1

= kc2/h2 is the mesh ratio

(j+1)th level

parameter
This formula enables us to

determine the value of u at the

jth level
x

(i, j+1)th mesh point in terms

of the known function values at
the points xi-1, xi and xi+1 at the
instant tj

i-1, j

i, j

i+1, j

 It is a relation between the function values at the two time levels j+1 and j

and is therefore, called a 2 level formula.

ui,j+1=ui-1,j +(1-2 ) ui,j + ui+1,j
This equation is called the schmidit explicit formula which is valid only

for 0<
Put = in above equation
ui,j+1= (ui-1,j + ui+1,j )
Which shows that value of u at x i at time tj+1 is the mean of the u-values at

xi-1 and xi+1 at time tj. This relation, known as Bendre-Schmidt recurrence
relation, gives the values of u at the internal mesh points with the help of
boundary conditions.

Crank-Nicolson Method
Schmidt scheme is computationally simple and for

convergent results i.e. k h2/2c2

To obtain more accurate results, h should be small i.e. k

is necessarily very small. This makes the computations

exceptionally lengthy as more timelevels would be
required to cover the region. A method that does not
restrict and also reduces the volume of calculations
was proposed by crank and nicolson in 1947.

 According to this
- ui-1,j+1 +(2+2 ) ui,

j+1

- ui+1,j+1 = ui-1, j +(2-2 ) ui, j + ui+1, j

..(1)

Where = kc2/h2
Left side of above equation contains three unknown values of u

at the (j+1)th level while all the three values on the right are
known values at the jth level.
Thus above equation is a 2-level implicit relation and is known as

crank-nicolson formula. It is convergent for all finite values of

 If there are n internal mesh

Points on each row, then

the equation gives n
simultaneous equations

i-1, j +1

for the n unknown values

in terms of the known
boundary Values

i, j+1

(j+1)th level
i+1, j +1

h
i-1, j

jth level
x
i, j

i+1, j

Iterative Method of solution for an implicit scheme

ui (n+1) =

/2(1+ ) (ui-1 (n) +u i+1 (n) ) +bi/(1+ )

bi = ui , j + /2 (ui-1 , j

2 ui , j + u i+1 , j)

As the latest value of ui-1 i.e. ui-1 (n+1) is already available, the

convergence of the iteration formula can be improved by

replacing ui-1 (n) by ui-1 (n+1) .The above equation becomes
ui (n+1) =

/2(1+ ) (ui-1 (n+1) +u i+1 (n+1) ) +bi/(1+ )

Which is known as gauss-seidal iteration formula

Du Fort and Frankal Method

This method is based on central difference method

u/ t = ui , j+1 ui, j-1/2k

2u/ x2 = ui-1 , j 2 u i, j-1+ u i +1, j /h2
Put above values in equation given below
u/ t = c2 (2u/ x2 )

We obtain
ui , j+1 ui, j-1 =2k c2 /h2 [ui-1 , j 2 u i, j-1+ u i +1, j ]

Solve
the
equation
u/t
=
2u/x2
subject
to
the
conditions
u(x,0)=sinx,
0x1;
u(0,
t)=
u(1,
t)=0,
using Schmidt method. Carryout computation for two levels, h=1/3, k = 1/36

Here C =1, h = 1/3, k = 1/36.

2

So that = kc2/h2 =
Also u

1,0

= sin /3=3/2

u 2,0= sin 2 /3= 3/2 and all

boundary values are zero

Schmidt formula
ui,j+1=ui-1,j +(1-2 ) ui,j + ui+1,j
ui,j+1= [ui-1,j +2 ui,j + ui+1,j]

1, 2

(j+1)th level
2, 2
0

K=1/3

0
0,0

1, 1

2, 1

jth level
0

h=1/3

3/2

3/2

For i =1,2; j=0:

u1,1 = [u 0,0 +2u1,0+u2,0]= (0+2 x

3/2+ 3/2)= 0.65

u2,1 = [u 1,0 +2u2,0+u3,0]= (3/2 +2 x

3/2+ 0)= 0.65

For i =1,2; j=1

u1,2 = [u 0,1 +2u1,1+u2,1]= (0+2 0.65+0.65)=0.49
u2,2 = [u

1,1

+2u2,1+u3,1]= (0.65+2 0.65+0)=0.49