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Explicit Method For The Heat Equation

This document contains code to explicitly solve the heat equation using a finite difference method. It initializes a matrix to represent the solution over space and time, applies the explicit finite difference scheme at each point, and calculates the total squared error between the numerical and exact solutions. The code specifies the heat equation to be solved, the boundary and initial conditions, and outputs the numerical solution to a CSV file.

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Jia Yuan Toh
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45 views2 pages

Explicit Method For The Heat Equation

This document contains code to explicitly solve the heat equation using a finite difference method. It initializes a matrix to represent the solution over space and time, applies the explicit finite difference scheme at each point, and calculates the total squared error between the numerical and exact solutions. The code specifies the heat equation to be solved, the boundary and initial conditions, and outputs the numerical solution to a CSV file.

Uploaded by

Jia Yuan Toh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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// Explicit method for the heat equation

//
// du/dt = d^2u/dx^2,
// boundary conditions:
// u(t,pi)=u(t,0)=exp(-4*t) for 0 <= t <= 1
// u(0,x)=cos(2*x) for 0 <= x <= pi
//

#include <iostream>
#include <cmath>
#include <armadillo>

using namespace std;


using namespace arma;

int main()
{

double m = 500;
double n = 40;
double T = 1;
double X = 2*acos(0.0); // this is actually pi, or can use 22/7
double h = T / m;
double k = X / n;
double a = h / (k*k);

mat u(m+1,n+1,fill::zeros); // the solution

cout << "m = " << m << ", n = " << n << endl;
cout << "h = " << h << ", k = " << k << endl;
cout << "matrix first 5 rows" << endl; //
cout << u(span(0,4),span(0,n)) << endl;//

// Now we will initialize the matrix

int i, j; // so that u[i,j] = u(i*h, j*k)

for (i=0; i <= m; i++) {


u(i,0) = exp(-4*i*h);
u(i,n) = exp(-4*i*h);
}

for (j=0; j <= n; j++) {


u(0, j) = cos(2*j*k);
}

double squaredError = 0.0;


for (i=1; i<=m; i++) {
for (j=1; j<n; j++) {
u(i,j) = a*u(i-1,j+1) + (1.0-2.0*a)*u(i-1,j) + a*u(i-1,j-1);
squaredError += pow(u(i,j) - exp(-4*i*h)*cos(2*j*k), 2);
}
}

cout << "Total squared error = " << squaredError << endl;
u.save("explicit_heat.csv",csv_ascii);
system("pause");
return 0;
}

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