Introducción al método de diferencias finitas

Ejemplo

Resolver $$ \begin{equation*} k \frac{\partial^{2} T}{\partial x^{2}} = \frac{\partial T}{\partial t} \end{equation*} $$

para $$ \begin{align*} k &= 0.835 \\ T(0 < x < 10, 0.2) &= ? \end{align*} $$

sujeto a $$ \begin{align*} T(0, t) &= 100 \\ T(10, t) &= 50 \\ T(0 < x < 10, 0) &= 0 \end{align*} $$

para la solución numérica usamos $$ \begin{align*} \Delta x &= 2 \\ \Delta t &= 0.1 \end{align*} $$

Condición inicial

imagen $$ \begin{align*} T^{0}_{0} &= 100 \\ T^{0}_{1} &= 0 \\ T^{0}_{2} &= 0 \\ T^{0}_{3} &= 0 \\ T^{0}_{4} &= 0 \\ T^{0}_{5} &= 50 \end{align*} $$

Para $ l = 0 $ $$ \begin{align*} T^{l+1}_{i} &= T^{l}_{i} + k \frac{\Delta t}{\Delta x^{2}} (T^{l}_{i-1} - 2 T^{l}_{i} + T^{l}_{i+1}) \\ T^{0+1}_{i} &= T^{0}_{i} + k \frac{\Delta t}{\Delta x^{2}} (T^{0}_{i-1} - 2 T^{0}_{i} + T^{0}_{i+1}) \\ T^{1}_{i} &= T^{0}_{i} + k \frac{\Delta t}{\Delta x^{2}} (T^{0}_{i-1} - 2 T^{0}_{i} + T^{0}_{i+1}) \end{align*} $$

Nodo 1 $$ \begin{align*} T^{1}_{i} &= T^{0}_{i} + k \frac{\Delta t}{\Delta x^{2}} (T^{0}_{i-1} - 2 T^{0}_{i} + T^{0}_{i+1}) \\ T^{1}_{1} &= T^{0}_{1} + k \frac{\Delta t}{\Delta x^{2}} (T^{0}_{1-1} - 2 T^{0}_{1} + T^{0}_{1+1}) \\ T^{1}_{1} &= T^{0}_{1} + k \frac{\Delta t}{\Delta x^{2}} (T^{0}_{0} - 2 T^{0}_{1} + T^{0}_{2}) \end{align*} $$

$$ \begin{equation*} T^{1}_{1} = 0 + 0.835 \left( \frac{0.1}{2^{2}} \right) [100 - 2 (0) + 0] = 2.0875 \end{equation*} $$

Nodo 2 $$ \begin{align*} T^{1}_{i} &= T^{0}_{i} + k \frac{\Delta t}{\Delta x^{2}} (T^{0}_{i-1} - 2 T^{0}_{i} + T^{0}_{i+1}) \\ T^{1}_{2} &= T^{0}_{2} + k \frac{\Delta t}{\Delta x^{2}} (T^{0}_{2-1} - 2 T^{0}_{2} + T^{0}_{2+1}) \\ T^{1}_{2} &= T^{0}_{2} + k \frac{\Delta t}{\Delta x^{2}} (T^{0}_{1} - 2 T^{0}_{2} + T^{0}_{3}) \end{align*} $$

$$ \begin{equation*} T^{1}_{2} = 0 + 0.835 \left( \frac{0.1}{2^{2}} \right) [0 - 2 (0) + 0] = 0 \end{equation*} $$

Nodo 3 $$ \begin{align*} T^{1}_{i} &= T^{0}_{i} + k \frac{\Delta t}{\Delta x^{2}} (T^{0}_{i-1} - 2 T^{0}_{i} + T^{0}_{i+1}) \\ T^{1}_{3} &= T^{0}_{3} + k \frac{\Delta t}{\Delta x^{2}} (T^{0}_{3-1} - 2 T^{0}_{3} + T^{0}_{3+1}) \\ T^{1}_{3} &= T^{0}_{3} + k \frac{\Delta t}{\Delta x^{2}} (T^{0}_{2} - 2 T^{0}_{3} + T^{0}_{4}) \end{align*} $$

$$ \begin{equation*} T^{1}_{3} = 0 + 0.835 \left( \frac{0.1}{2^{2}} \right) [0 - 2 (0) + 0] = 0 \end{equation*} $$

Nodo 4 $$ \begin{align*} T^{1}_{i} &= T^{0}_{i} + k \frac{\Delta t}{\Delta x^{2}} (T^{0}_{i-1} - 2 T^{0}_{i} + T^{0}_{i+1}) \\ T^{1}_{4} &= T^{0}_{4} + k \frac{\Delta t}{\Delta x^{2}} (T^{0}_{4-1} - 2 T^{0}_{4} + T^{0}_{4+1}) \\ T^{1}_{4} &= T^{0}_{4} + k \frac{\Delta t}{\Delta x^{2}} (T^{0}_{3} - 2 T^{0}_{4} + T^{0}_{5}) \end{align*} $$

$$ \begin{equation*} T^{1}_{4} = 0 + 0.835 \left( \frac{0.1}{2^{2}} \right) [0 - 2 (0) + 50] = 1.0438 \end{equation*} $$

Para $ l = 1 $ $$ \begin{align*} T^{l+1}_{i} &= T^{l}_{i} + k \frac{\Delta t}{\Delta x^{2}} (T^{l}_{i-1} - 2 T^{l}_{i} + T^{l}_{i+1}) \\ T^{1+1}_{i} &= T^{1}_{i} + k \frac{\Delta t}{\Delta x^{2}} (T^{1}_{i-1} - 2 T^{1}_{i} + T^{1}_{i+1}) \\ T^{2}_{i} &= T^{1}_{i} + k \frac{\Delta t}{\Delta x^{2}} (T^{1}_{i-1} - 2 T^{1}_{i} + T^{1}_{i+1}) \end{align*} $$

Nodo 1 $$ \begin{align*} T^{2}_{i} &= T^{1}_{i} + k \frac{\Delta t}{\Delta x^{2}} (T^{1}_{i-1} - 2 T^{1}_{i} + T^{1}_{i+1}) \\ T^{2}_{1} &= T^{1}_{1} + k \frac{\Delta t}{\Delta x^{2}} (T^{1}_{1-1} - 2 T^{1}_{1} + T^{1}_{1+1}) \\ T^{2}_{i} &= T^{1}_{1} + k \frac{\Delta t}{\Delta x^{2}} (T^{1}_{0} - 2 T^{1}_{1} + T^{1}_{2}) \end{align*} $$

$$ \begin{equation*} T^{2}_{1} = 2.0875 + 0.835 \left( \frac{0.1}{2^{2}} \right) [100 - 2 (2.0875) + 0] = 4.0878 \end{equation*} $$

Nodo 2 $$ \begin{align*} T^{2}_{i} &= T^{1}_{i} + k \frac{\Delta t}{\Delta x^{2}} (T^{1}_{i-1} - 2 T^{1}_{i} + T^{1}_{i+1}) \\ T^{2}_{2} &= T^{1}_{2} + k \frac{\Delta t}{\Delta x^{2}} (T^{1}_{2-1} - 2 T^{1}_{2} + T^{1}_{2+1}) \\ T^{2}_{2} &= T^{1}_{2} + k \frac{\Delta t}{\Delta x^{2}} (T^{1}_{1} - 2 T^{1}_{2} + T^{1}_{3}) \end{align*} $$

$$ \begin{equation*} T^{2}_{2} = 0 + 0.835 \left( \frac{0.1}{2^{2}} \right) [2.0875 - 2 (0) + 0] = 0.0436 \end{equation*} $$

Nodo 3 $$ \begin{align*} T^{2}_{i} &= T^{1}_{i} + k \frac{\Delta t}{\Delta x^{2}} (T^{1}_{i-1} - 2 T^{1}_{i} + T^{1}_{i+1}) \\ T^{2}_{3} &= T^{1}_{3} + k \frac{\Delta t}{\Delta x^{2}} (T^{1}_{3-1} - 2 T^{1}_{3} + T^{1}_{3+1}) \\ T^{2}_{3} &= T^{1}_{3} + k \frac{\Delta t}{\Delta x^{2}} (T^{1}_{2} - 2 T^{1}_{3} + T^{1}_{4}) \end{align*} $$

$$ \begin{equation*} T^{2}_{3} = 0 + 0.835 \left( \frac{0.1}{2^{2}} \right) [0 - 2 (0) + 1.0438] = 0.0218 \end{equation*} $$

Nodo 4 $$ \begin{align*} T^{2}_{i} &= T^{1}_{i} + k \frac{\Delta t}{\Delta x^{2}} (T^{1}_{i-1} - 2 T^{1}_{i} + T^{1}_{i+1}) \\ T^{2}_{4} &= T^{1}_{4} + k \frac{\Delta t}{\Delta x^{2}} (T^{1}_{4-1} - 2 T^{1}_{4} + T^{1}_{4+1}) \\ T^{2}_{4} &= T^{1}_{4} + k \frac{\Delta t}{\Delta x^{2}} (T^{1}_{3} - 2 T^{1}_{4} + T^{1}_{5}) \end{align*} $$

$$ \begin{equation*} T^{2}_{4} = 1.0438 + 0.835 \left( \frac{0.1}{2^{2}} \right) [0 - 2 (1.0438) + 50] = 2.0440 \end{equation*} $$

filas = 3
columnas = 6

A = zeros(filas, columnas)

for i=1:filas
    A[i,1] = 100
    A[i,columnas] = 50
end

k = 0.835
Δx = 2.0
Δt = 0.1

for i=2:filas
    for j=2:columnas - 1
        A[i,j] = A[i-1,j] + (k * (Δt/Δx^2) * (A[i-1,j-1] - (2*A[i-1,j]) + A[i-1,j+1]))
    end
end

A
    3x6 Array{Float64,2}:
     100.0  0.0      0.0        0.0        0.0      50.0
     100.0  2.0875   0.0        0.0        1.04375  50.0
     100.0  4.08785  0.0435766  0.0217883  2.04392  50.0