S.L.

Omalanga Study Guide Material (APM-4814)

UNIT 5: UNDERSTAND THE DIFFERENCE BETWEEN EXPLICIT

AND IMPLICIT SCHEMES FOR SOLVING PARABOLIC PROBLEMS.

Studying objectives:
After studying this chapter, you will able to distinguish between explicit and
implicit schemes for solving parabolic problems.

Introduction
A very popular numerical method known as finite difference methods (explicit
and implicit schemes) is applied expansively for solving parabolic PDES
successfully. Explicit schemes are Forward Time and Centre Space (FTCS),
Dufort and Frankel methods [1, 2], whereas implicit schemes are Laasonen and
Crank-Nicolson methods. In this study, explicit and implicit finite difference
schemes are applied for simple heat conduction equation with Dirichlet’s initial
boundary conditions.
Definitions:
1. Explicit method: It is a method that involves direct calculation of a
dependent variable from knower values of independent variables, calculates
future condition from information about the present conditions of a system.
2. Implicit method: It is a method that involves the calculation of dependent
variables on the basis of known quantities in present and in future.
Applications:
 Prototype problem: Let us consider the heat equation in 1D and 2D:
∂T ∂2 T
1D: ∂ t = K 2 Find T (x, t)
∂x
∂T ∂2 T ∂2 T
2D : ∂ t = K ( 2 + 2 ¿ Find T (x, y, t)
∂x ∂ y
Given the initial temperature distribution as well as boundary temperatures
with:

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S.L. Omalanga Study Guide Material (APM-4814)

'
K
K= = Coefficient of thermal conductivity.
Cρ
'
K =Coefficient of thermal conductivity
Where:
{ C=heat capacity
ρ=density

Time derivative:
 Explicit Schemes:
Express all future (t + Δt) values, T (x, t + Δt), in terms of current (t) and
previous (t - Δt) information, which is known.
 Implicit Schemes:

Express all future (t + Δt) values, T (x, t + Δt), in terms of other future (t + Δt),
current (t), and sometimes previous (t - Δt) information.

 Notation:
Use subscript(s) to indicate spatial points.
Use superscript to indicate time level: T m+1
i = T (xi, tm+1)
Express a future state, T m+1
i , only in terms of the present state, T mi

1. Heat Equation:
2
∂T ∂T
2 (1)
=K
∂t ∂x
2 m m m
∂ T T i−1 −2T i +T i+1
2
= 2 + O (∆x)2 Forward FDD
∂x (∆ x)
m +1 m
∂T T i −T i + O (∆t) Forward FDD
=
∂t ∆t
Solving for T m+1
i results in:
T m+1
i =T mi + λ ¿ ) with λ = K ∆t /(∆ x )2

T i = (1−2 λ ) T i + λ ¿)
m+1 m

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S.L. Omalanga Study Guide Material (APM-4814)

∂T ∂2 T
1D Heat Equation: ∂ t =K 2
∂x
K = 0.82 cal / s.cm. ° C , 10 cm long rod.
∆t = 2 secs, ∆x = 2.5 cm
Initial conditions : T (0 < x < 10, t=0) = 0°
Boundary conditions: T (x = 0, all t) = 100 °
T (x = 10, all t) = 50 °
With λ = K ∆t / (∆ x )2 = 0.262
T m+1
i =T mi + λ ¿ )

 Starting at t = 0 secs. (m = 0), find results at t = 2 secs. (m = 1):

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S.L. Omalanga Study Guide Material (APM-4814)

T 1 ¿ T 1 + λ ¿ ¿) = 0 + 0.262 [ 100 – 2(0) + 0] = 26.2°

1 0

T 2 ¿ T 2 + λ ¿ ¿) = 0 + 0.262 [ 0 – 2(0) + 0] = 0 °
1 0

T 13 ¿ T 03 + λ ¿ ¿) = 0 + 0.262 [0 – 2(0) + 50] = 13.1°

 From t = 2 secs. (m = 1), find results at t = 4 secs. (m = 2):

T 21 ¿ T 11 + λ ¿ ¿ ) = 26.2 + 0.262 [ 100 – 2(26.2) + 0] = 38.7°

T 2 ¿ T 2 + λ ¿ ¿ ) = 0 + 0.262 [26.2 – 2(0) + 13.1] = 10.3 °

2 1

T 3 ¿ T 3 + λ ¿ ¿) = 0 + 0.262 [ 100 – 2(0) + 0] = 26.2°

2 0

T 1 ¿ T 1 + λ ¿ ¿) = 0 + 0.262 [ 100 – 2(0) + 0] = 26.2°

1 0

T 2 ¿ T 2 + λ ¿ ¿) = 0 + 0.262 [ 0 – 2(0) + 0] = 0 °
1 0

T 13 ¿ T 03 + λ ¿ ¿) = 0 + 0.262 [0 – 2(0) + 50] = 13.1°

T 1 ¿ T 1 + λ ¿ ¿ ) = 26.2 + 0.262 [ 100 – 2(26.2) + 0] = 38.7°

2 1

T 2 ¿ T 2 + λ ¿ ¿ ) = 0 + 0.262 [26.2 – 2(0) + 13.1] = 10.3 °

2 1

T 23 ¿ T 13 + λ ¿ ¿) = 13.1 + 0.262 [0 – 2(13.1) +50] = 19.3°

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S.L. Omalanga Study Guide Material (APM-4814)

 The Explicit Method is Conditionally Stable:

K ∆t 1 ( ∆ x )2
λ= 2 ≤
2
or ∆t ≤
(∆ x ) 2K
For the 1-D spatial problem, the following is the stability condition:
λ ≤ 1/2 can still yield oscillation (1D)
λ ≤ 1/4 ensures no oscillation (1D)
λ = 1/6 tends to optimize truncation error
We will also see that the Implicit Methods are unconditionally stable.
 Summary: Solution of Parabolic PDE's by Explicit Schemes
Advantages: very easy calculations,
simply step ahead
Disadvantage:
– low accuracy, O (Δt) (accurate with respect to time)
– subject to instability; must use "small" Δt's
– requires many steps.
Implicit schemes for parabolic PDEs
 Let us express T m+1
i
m+1 m m
∈terms of T j , T i , and possibly also T j

(in which j = i-1 and i+1).

 Represents spatial and time domain. For each new time,
write m (# of interior nodes) equations and simultaneously
solve for m unknown values (banded system).
∂T ∂2 T
The 1D Heat equation: =K
∂t ∂ x2
Simple Implicit Method, substituting:
2 m +1 m+1 m+1
∂ T T i−1 −2 T i +T i +1
2
= 2 + O ( ∆ x )2 Centered FDD.
∂x (∆ x)
m +1 m
∂T T i −T i + O (∆t) Backward FDD
=
∂t ∆t

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S.L. Omalanga Study Guide Material (APM-4814)

Results in: - λ T m+1 m+1

i−1 + ( 1+2 λ ) T i
m +1 m+1
−λT i −λT i+1 = T mi
K ∆t
With λ =
( ∆ x )2

1. Requires I.C.'s for case where m = 0: i.e., Ti 0 is given for all i.

2. Requires B.C.'s to write expressions at 1st and last interior nodes (i=0 and
n+1) for all m.

Explicit method:

¿ T i + λ ¿ ¿)
m+1 m
Ti

Simple implicit method: Parabolic PDE

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S.L. Omalanga Study Guide Material (APM-4814)

m m+ 1 m +1 m +1
T i ¿−λ T i−1 + ( 1+2 λ ) T i −λ T i+1

With λ = k ∆t/( ∆ x )2 for both.

 At the left boundary: ( 1+2 λ ) T m1 +1−λ T m2 +1 ¿ T m1 + λT m0 +1

 Away from boundary: -λ T m+1 m+1
i−1 + ( 1+2 λ ) T i
m+1 m
−λ T i +1 ¿T i

 At the right boundary: (1+2λ) T m+1

i - λ T m+1 m m+1
i−1 = T i + λ T i+1

1
T1

][ ] [ ]
1.8 −0.4 0 0 40

[ −0.4 1.8 −0.4

0
0
0
−0.4 1.8 −0.4
0 −0.4 1.8
T2
T3
1
T4
1

1 = 0
0

20

T 11

[][ ]
27.6
T 12 6.14
1 =
T3 4.03
1
T4 12.0

Let λ = 0.4
 At the left boundary: (1+2λ) T 11−λ T 12 ¿T 01 +T 10
1.8 T 11 – 0.4 T 12 = 0 + 0.8 * 100 = 80
 Away from boundary: - λ T 1i−1 + ( 1+2 λ ) T 1i −λ T 1i+1 ¿ T 01
-0.4 T 11+1.8 T 12−0.4 T 13 = 0 = 0

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S.L. Omalanga Study Guide Material (APM-4814)

-0.4 T 12 +1.8 T 13−0.4 T 14 = 0 = 0

 At the right boundary: (1+2λ) T 13− λT 12 ¿T 03 + λT 14
1.8 T m+1
i −0.4 T i −1 = 0+0.4*50 = 20
m+1

T 21

][ ] [ ]
1.8 −0.4 0 0 78.5

[ −0.4 1.8 −0.4

0
0 0
0
−0.4 1.8 −0.4
−0.4 1.8
T 22
T3
T4
2
2 =
6.14
4.03
32.0

2
T1

[][ ]
38.5
2
T2 14.1
2 =
T3 9.83
2
t4 20.0

 At the left boundary: (1+2λ) T 21−λT 22 ¿T 11 + λ T 20

1.8 T 21−0.4 T 22 = 23.6 + 0.4*100 = 78.5
 Away from boundary: - λ T 2i−1+ ( 1+2 λ ) T 21−λ T 2i+1=T 1i
-0.4* T 21 + 1.8*T 22 – 0.4*T 23 = 6.14 =
6.14
- 0.4* T 22 + 1.8*T 23- 0.4*T 24 = 4.03 =
4.03
 At the right boundary: (1+2λ) T 23 – λ T 24 = T 13+ λ T 24
1.8* T 23 – 0.4*T 24 = 12.0 + 0.4*50 =
32.0
 Summary: Solution of Parabolic PDE's by Implicit Schemes
Advantages:
• Unconditionally stable.

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S.L. Omalanga Study Guide Material (APM-4814)

• Δt choice governed by overall accuracy.

• May be able to take larger Δt → fewer steps.
Disadvantages:
• More difficult calculations, especially for 2D and 3D spatially

• For 1D spatially, effort ≈ same as explicit because system is tridiagonal .

Supplementary problems:
1. Use the Crank-Nicolson Method (implicit scheme) to solve the heat equation
(Parabolic PDE): 2D heat equation.
2. Analyse the stability of the explicit method for the heat equation solution.
3. Analyse the stability of the implicit method for the heat equation solution.

Reading materials:
1. Todd Young and Martin J. Molenkamp (2017) Introduction to Numerical
Methods and Matlab Programming for Engineers Todd Young and Martin J.
Mohlenkamp. Lecture 28: 105-107.

2. Stephen C. Chapara (2010) Numerical methods for engineers, Seventh

edition, Mc Graw-Hill Education, 2 Penn Plaza, New York, NY 10121.
Copyright © 2015 by Mc Graw-Hill Education. ISBN 978–0–07–339792–4.;
Chap 3: 56-79.

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