Chapter 5: Problem 93
Consider transient two-dimensional heat conduction in a rectangular region that is to be solved by the explicit method. If all boundaries of the region are either insulated or at specified temperatures, express the stability criterion for this problem in its simplest form.
Short Answer
Expert verified
Answer: The stability criterion, also known as the Courant-Friedrichs-Lewy (CFL) condition, for the given problem is: \[\Delta t \leq \frac{1}{2\alpha} \cdot \frac{(\Delta x \Delta y)^2}{(\Delta x)^2 + (\Delta y)^2}\]
Step by step solution
01
Finite Difference Equation for Two-Dimensional Explicit Method
In the explicit method for two-dimensional heat conduction problem, we will discretize the heat conduction equation in a rectangular region using finite difference formulas. The two-dimensional heat conduction equation is given by:
\[\frac{\partial u}{\partial t} = \alpha \left(\frac{\partial^2 u}{\partial x^2} + \frac{\partial^2 u}{\partial y^2}\right)\]
Let's write the second-order central finite difference approximations for the second derivatives of u with respect to x and y:
\[\frac{\partial^2 u}{\partial x^2} \approx \frac{u(x+\Delta x, y) - 2u(x,y) + u(x - \Delta x, y)}{(\Delta x)^2}\]
\[\frac{\partial^2 u}{\partial y^2} \approx \frac{u(x, y+\Delta y) - 2u(x,y) + u(x, y - \Delta y)}{(\Delta y)^2}\]
02
Discretize the Heat Conduction Equation
Now, we substitute the finite difference approximations for the second derivatives in the heat conduction equation:
\[\frac{u^{n+1}_{i,j} - u^n_{i,j}}{\Delta t} = \alpha \left[\frac{u^n_{i+1,j} - 2u^n_{i,j} + u^n_{i-1,j}}{(\Delta x)^2} + \frac{u^n_{i,j+1} - 2u^n_{i,j} + u^n_{i,j-1}}{(\Delta y)^2}\right]\]
Note that we discretized the time variable as well, where 'n' is the time level index, and (i,j) represents the grid point in the (x, y) plane.
03
Isolate the unknown term
Our goal is to find the unknown term \(u^{n+1}_{i,j}\) in the finite difference equation. Let's rearrange the equation to get the unknown term on one side:
\[u^{n+1}_{i,j} = u^n_{i,j} + \alpha\Delta t \left[\frac{u^n_{i+1,j} - 2u^n_{i,j} + u^n_{i-1,j}}{(\Delta x)^2} + \frac{u^n_{i,j+1} - 2u^n_{i,j} + u^n_{i,j-1}}{(\Delta y)^2}\right]\]
04
Determine the Stability Criterion
The stability criterion can be obtained from the time step \(\Delta t\) such that the explicit method is stable, and the solution does not blow up. The stability criterion, also known as the Courant-Friedrichs-Lewy (CFL) condition, for the two-dimensional heat conduction problem is given by:
\[\Delta t \leq \frac{1}{2\alpha} \cdot \frac{(\Delta x \Delta y)^2}{(\Delta x)^2 + (\Delta y)^2}\]
This is the stability criterion for the given problem in its simplest form, considering transient two-dimensional heat conduction in a rectangular region with all boundaries either insulated or at specified temperatures, solved using the explicit method.
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Explicit Finite Difference Method
When studying transient two-dimensional heat conduction, it's essential to predict how heat will move through materials. One computational approach to simulate this process is the explicit finite difference method. This method transforms the continuous heat equation into a set of algebraic equations that can be solved step by step over discrete time intervals.
Use the second-order central finite difference approximations, the continuous spatial domain is discretized into a grid. In each grid cell, we estimate the change in temperature as a function of time using the known values from the neighboring grid cells and the time's previous step. The algebraic expression for a grid point \(i,j\) during the time-step progression from \(n\) to \(n+1\) looks like this:
\[u^{n+1}_{i,j} = u^n_{i,j} + \alpha\Delta t \left[\frac{u^n_{i+1,j} - 2u^n_{i,j} + u^n_{i-1,j}}{(\Delta x)^2} + \frac{u^n_{i,j+1} - 2u^n_{i,j} + u^n_{i,j-1}}{(\Delta y)^2}\right]\]
This explicit update formula makes the method particularly straightforward to implement, as it iteratively updates the temperature of each grid point based on the previous time step's information. However, while its implementation simplicity is an advantage, the explicit method's stability is a concern and leads us to the necessity of a stability criterion.
Use the second-order central finite difference approximations, the continuous spatial domain is discretized into a grid. In each grid cell, we estimate the change in temperature as a function of time using the known values from the neighboring grid cells and the time's previous step. The algebraic expression for a grid point \(i,j\) during the time-step progression from \(n\) to \(n+1\) looks like this:
\[u^{n+1}_{i,j} = u^n_{i,j} + \alpha\Delta t \left[\frac{u^n_{i+1,j} - 2u^n_{i,j} + u^n_{i-1,j}}{(\Delta x)^2} + \frac{u^n_{i,j+1} - 2u^n_{i,j} + u^n_{i,j-1}}{(\Delta y)^2}\right]\]
This explicit update formula makes the method particularly straightforward to implement, as it iteratively updates the temperature of each grid point based on the previous time step's information. However, while its implementation simplicity is an advantage, the explicit method's stability is a concern and leads us to the necessity of a stability criterion.
Stability Criterion
In numerical analysis, ensuring that a solution method does not produce errors that grow uncontrollably over time is paramount. This is where the stability criterion comes into play. The explicit finite difference method is stable only if the time step, \(\Delta t\), is chosen carefully to avoid numerical instabilities that can lead to erroneous results.
For our two-dimensional heat conduction problem, the stability of the explicit method is contingent on the relationship between the time step \(\Delta t\) and the spatial grid sizes \(\Delta x\) and \(\Delta y\). The mathematical expression of the stability criterion is:
\[\Delta t \leq \frac{1}{2\alpha} \cdot \frac{(\Delta x \Delta y)^2}{(\Delta x)^2 + (\Delta y)^2}\]
This relation limits how large the time step can be in relation to the spatial grid size and the material's thermal diffusivity \(\alpha\). It ensures that the temperatures computed at the next time step are physically meaningful. If \(\Delta t\) is selected larger than the prescribed limit, the calculated temperatures might oscillate or grow without bound, signaling a breakdown of the numerical model.
For our two-dimensional heat conduction problem, the stability of the explicit method is contingent on the relationship between the time step \(\Delta t\) and the spatial grid sizes \(\Delta x\) and \(\Delta y\). The mathematical expression of the stability criterion is:
\[\Delta t \leq \frac{1}{2\alpha} \cdot \frac{(\Delta x \Delta y)^2}{(\Delta x)^2 + (\Delta y)^2}\]
This relation limits how large the time step can be in relation to the spatial grid size and the material's thermal diffusivity \(\alpha\). It ensures that the temperatures computed at the next time step are physically meaningful. If \(\Delta t\) is selected larger than the prescribed limit, the calculated temperatures might oscillate or grow without bound, signaling a breakdown of the numerical model.
Courant-Friedrichs-Lewy (CFL) Condition
The Courant-Friedrichs-Lewy (CFL) condition is essential for ensuring the stability of numerical solutions in various types of partial differential equations, including those used in transient heat conduction problems. It serves as a guideline for selecting a suitable time step relative to the spatial discretization to ensure the explicit finite difference method produces a stable and accurate solution.
The CFL condition is a mathematical expression that incorporates the physics of the problem (through the thermal diffusivity \(\alpha\)) and the discretization parameters (the grid spacing \(\Delta x\) and \(\Delta y\)):
\[\Delta t \leq \frac{1}{2\alpha} \cdot \frac{(\Delta x \Delta y)^2}{(\Delta x)^2 + (\Delta y)^2}\]
It's a precautionary measure that takes into account the fastest possible rate at which heat can spread through the material and restricts the time step accordingly to accurately capture the heat transfer. If the CFL condition is not met, one may experience a form of numerical error known as 'numerical instability,' which can render the simulation results useless.
The CFL condition is a mathematical expression that incorporates the physics of the problem (through the thermal diffusivity \(\alpha\)) and the discretization parameters (the grid spacing \(\Delta x\) and \(\Delta y\)):
\[\Delta t \leq \frac{1}{2\alpha} \cdot \frac{(\Delta x \Delta y)^2}{(\Delta x)^2 + (\Delta y)^2}\]
It's a precautionary measure that takes into account the fastest possible rate at which heat can spread through the material and restricts the time step accordingly to accurately capture the heat transfer. If the CFL condition is not met, one may experience a form of numerical error known as 'numerical instability,' which can render the simulation results useless.