Research Journal of Applied Sciences, Engineering and Technology 7(4): 801-806,... ISSN: 2040-7459; e-ISSN: 2040-7467

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Research Journal of Applied Sciences, Engineering and Technology 7(4): 801-806, 2014
ISSN: 2040-7459; e-ISSN: 2040-7467
© Maxwell Scientific Organization, 2014
Submitted: April 15, 2013
Accepted: May 08, 2013
Published: January 27, 2014
A Numerical Solution for One-dimensional Parabolic Equation Using Pseudo-spectral
Integration Matrix and FDM
Saeid Gholami
Department of Mathematics, Science and Research Branch, Islamic Azad University, Tehran, Iran
Abstract: This study presents a numerical method for the solution of one type of PDEs equation. In this study, apply
the pseudo-spectral successive integration method to approximate the solution of the one-dimensional parabolic
equation. This method is based on El-Gendi pseudo-spectral method. Also the Finite Difference Method (FDM) is
used as a minor method. The present numerical results are in satisfactory agreement with exact solution.
Keywords: El-Gendi method, Gauss-Lobatto points. pseudo-spectral successive integration, parabolic equation
The authors of El-Gendi et al. (1992) presentedan
operation matrix for the successive integration. In fact,
this matrix is generalization of the El-Gendi matrix.
Elbarbary (2007) presented a modification of the ElGendi successive integration matrix in (El-Gendi et al.,
1992) which yields more accurate results than those
computed by El-Gendi matrix in solving problems.
Finally, Elgindy (2009) developed a new explicit
expression of the higher order pseudo-spectral
integration matrices. Applications to initial value
problems, boundary value problems and linear integral
and integro-differential equations are presented.
The purpose of this study is to apply the Pseudospectral successive integration method to solving the
one-dimensional parabolic equation. The Pseudospectral successive integration method in based on ElGendi (1969) Also; the finite difference method is used.
INTRODUCTION
Clenshaw and Curtis (1960) presented a new
numerical method for integration of a function based on
the Chebyshev polynomials. El-Gendi (1969)
developed a new numerical scheme based on the
Clenshaw and Curtis quadrature scheme which
described a new method for the numerical solution of
linear integral equations of Fredholm type and of
Voltera type. This method has been extended to the
linear integro-differential equations and ordinary
differential equations. This method is presented an
operation matrix for integration.
Delves and Mohamed (1985) used the El-Gendi
method to solving the integral equations. They have
shown that the El-Gendi (1975) method represented a
modification of the Nystrom scheme when applied to
solving second kind of Fredholm integral equations.
Also, in Jeffreys and Jeffreys (1956) suggested a new
method to solving the differential equations based on
the successive integration of the Chebyshev expansions.
This method is accomplished by starting with
Chebyshev approximations for the highest order
derivative and generating approximations to the lower
order derivatives through successive integration of the
highest order derivative. Hatziavramidis and Ku (1985)
have been presented a Chebyshev expansion method for
the solution of boundary-value problems of O.D.E type
by using the pseudo-spectral successive integration
method. The method is easier to implement than
spectral methods employing the Galerkin and Tau
approximations and yields results of comparable
accuracy to these methods, with reduce computing
requirement. Also Nasr et al. (1990) and Nasr and ElHawary (1991) respectively, used the El-Gendi method
and successive integration method to solving the
Falkner-skan equation which uses a boundary value
technique and the Orr-sommerfeld equation for both
plane poiseulle flow and the Blasius velocity profile.
El-Gendi’s method: Clenshaw and Curtis (1960)
presented the numerical integration of a ‘well-behaved’
function ๐‘“๐‘“(๐‘ฅ๐‘ฅ)in −1 ≤ ๐‘ฅ๐‘ฅ ≤ 1, by Chebyshev expansion
of ๐‘“๐‘“(๐‘ฅ๐‘ฅ)as follows:
๐‘๐‘
๐‘“๐‘“(๐‘ฅ๐‘ฅ) = ∑′′ ๐‘Ÿ๐‘Ÿ=0 ๐‘Ž๐‘Ž๐‘Ÿ๐‘Ÿ ๐‘‡๐‘‡๐‘Ÿ๐‘Ÿ (๐‘ฅ๐‘ฅ),
(1)
where:
2
and,
๐‘๐‘
๐‘Ž๐‘Ž๐‘Ÿ๐‘Ÿ = ∑′′ ๐‘—๐‘— =0 ๐‘“๐‘“๏ฟฝ๐‘ฅ๐‘ฅ๐‘—๐‘— ๏ฟฝ ๐‘‡๐‘‡๐‘Ÿ๐‘Ÿ ๏ฟฝ๐‘ฅ๐‘ฅ๐‘—๐‘— ๏ฟฝ
๐‘๐‘
๐‘—๐‘—๐‘—๐‘—
๐‘ฅ๐‘ฅ๐‘—๐‘— = − cos , ๐‘—๐‘— = 0,1, … , ๐‘๐‘
๐‘๐‘
(2)
(3)
and integrating this series term by term. A summation
symbol with double prims denotes a sum with first and
last terms halved. The operation matrix B to
๐‘ฅ๐‘ฅ
approximate
the
indefiniteintegral
∫−1 ๐‘“๐‘“(๐‘ก๐‘ก) ๐‘‘๐‘‘๐‘‘๐‘‘,
presented by El-Gendi (1969) as follows:
801
Res. J. App. Sci. Eng. Technol., 7(4): 801-806, 2014
๐‘๐‘
๐‘ฅ๐‘ฅ
∫−1 ๐‘“๐‘“(๐‘ก๐‘ก) ๐‘‘๐‘‘๐‘‘๐‘‘ = ๏ฟฝ
๐‘—๐‘— =0
∑๐‘๐‘+1
๐‘Ÿ๐‘Ÿ=0 ๐‘๐‘๐‘Ÿ๐‘Ÿ ๐‘‡๐‘‡๐‘Ÿ๐‘Ÿ (๐‘ฅ๐‘ฅ)
with:
๐‘ฅ๐‘ฅ
๐‘Ž๐‘Ž๐‘Ÿ๐‘Ÿ ∫−1 ๐‘‡๐‘‡๐‘—๐‘— (๐‘ก๐‘ก) ๐‘‘๐‘‘๐‘‘๐‘‘ =
where,
(−1)๐‘—๐‘— +1 ๐‘Ž๐‘Ž ๐‘—๐‘—
๐‘๐‘
2๐‘˜๐‘˜
โŽจ
โŽช
โŽช
โŽช
โŽฉ
๐‘๐‘๐‘๐‘−1 =
๐‘๐‘๐‘๐‘ =
1
๐‘Ž๐‘Ž ๐‘๐‘ −2 − ๐‘Ž๐‘Ž ๐‘๐‘
2
2(๐‘๐‘−1)
๐‘Ž๐‘Ž ๐‘๐‘ −1
2๐‘๐‘
,
๐‘๐‘๐‘๐‘+1 =
,
,
(๐‘ƒ๐‘ƒ๐‘๐‘ ๐‘“๐‘“)(๐‘ฅ๐‘ฅ) = ∑๐‘๐‘
๐‘Ÿ๐‘Ÿ=0 ๐‘Ž๐‘Ž๐‘Ÿ๐‘Ÿ ๐‘‡๐‘‡๐‘Ÿ๐‘Ÿ (๐‘ฅ๐‘ฅ),
(5)
๐‘Ž๐‘Ž ๐‘๐‘
(6)
๐ผ๐ผ๐‘›๐‘› (๐‘“๐‘“) =
๐‘๐‘
๏ฟฝ
๐‘Ÿ๐‘Ÿ=0
where,
๐ต๐ต
= ๏ฟฝ๐‘๐‘๐‘–๐‘–,๐‘—๐‘—
๐‘๐‘๐‘–๐‘–,๐‘—๐‘— (๐‘›๐‘›) =
๏ฟฝ,
(๐‘ฅ๐‘ฅ ๐‘–๐‘– −๐‘ฅ๐‘ฅ ๐‘—๐‘— )๐‘›๐‘› −1
(๐‘›๐‘›−1)!
๐‘๐‘๐‘–๐‘–,๐‘—๐‘— ,๐‘–๐‘–, ๐‘—๐‘— = 0(1)๐‘๐‘
๐‘ก๐‘ก
๐‘ก๐‘ก
๐‘ก๐‘ก
๐‘ก๐‘ก
๐‘›๐‘›
๐‘‡๐‘‡๐‘Ÿ๐‘Ÿ (๐‘ฅ๐‘ฅ) = ๏ฟฝ
๐‘š๐‘š =0
where,
๐‘›๐‘›
(−1)๐‘š๐‘š ๏ฟฝ๐‘š๐‘š
๏ฟฝ
2๐‘›๐‘› ๐œ’๐œ’ ๐‘š๐‘š
(๐‘›๐‘›)
๐‘‡๐‘‡๐‘Ÿ๐‘Ÿ+๐‘›๐‘›−2๐‘š๐‘š (๐‘ฅ๐‘ฅ),
๐‘Ÿ๐‘Ÿ > ๐‘›๐‘›
๐œ’๐œ’๐‘š๐‘š = ∏๐‘›๐‘› ๐‘—๐‘— =0 (๐‘Ÿ๐‘Ÿ + ๐‘›๐‘› − ๐‘š๐‘š − ๐‘—๐‘—)
๐‘—๐‘— ≠๐‘›๐‘›−๐‘š๐‘š
Proof (Khalifa et al., 2003).
(9)
Theorem 2: Elbarbary (2007) The successive
integration of Chebyshev polynomials is expressed in
terms of Chebyshev polynomials as follows:
๐‘ฅ๐‘ฅ
๐‘ก๐‘ก
๐‘ก๐‘ก
๐‘ก๐‘ก
๐‘ก๐‘ก
๐‘›๐‘› −1
๐‘›๐‘› −2
2
1
∫−1 ∫−1 ∫−1 … ∫−1 ∫−1 ๐‘‡๐‘‡๐‘Ÿ๐‘Ÿ (๐‘ก๐‘ก0 ) ๐‘‘๐‘‘๐‘ก๐‘ก0 ๐‘‘๐‘‘๐‘ก๐‘ก1 … ๐‘‘๐‘‘๐‘ก๐‘ก๐‘›๐‘›−2 ๐‘‘๐‘‘๐‘ก๐‘ก๐‘›๐‘›−1 =
๐‘›๐‘›−๐›พ๐›พ๐‘Ÿ๐‘Ÿ
๏ฟฝ
where,
๐‘š๐‘š =0
๐›ฝ๐›ฝ๐‘Ÿ๐‘Ÿ
๐‘›๐‘›
(−1)๐‘š๐‘š ๏ฟฝ๐‘š๐‘š
๏ฟฝ
2๐‘›๐‘› ๐œ’๐œ’ ๐‘š๐‘š
๐œ‰๐œ‰๐‘›๐‘›,๐‘š๐‘š ,๐‘Ÿ๐‘Ÿ (๐‘ฅ๐‘ฅ)
๐‘›๐‘›−1
๐œ‰๐œ‰๐‘›๐‘›,๐‘š๐‘š ,๐‘Ÿ๐‘Ÿ (๐‘ฅ๐‘ฅ) = ๐‘‡๐‘‡๐‘Ÿ๐‘Ÿ+๐‘›๐‘›−2๐‘š๐‘š (๐‘ฅ๐‘ฅ) − ๏ฟฝ
๐‘–๐‘–
๐œ‚๐œ‚๐‘–๐‘– = ๏ฟฝ
Pseudo spectral integration matrix: We assume that
(๐‘ƒ๐‘ƒ๐‘๐‘ ๐‘“๐‘“)(๐‘ฅ๐‘ฅ) is Nth order Chebyshev interpolating
polynomial of the function ๐‘“๐‘“(๐‘ฅ๐‘ฅ) in the points
๏ฟฝ๐‘ฅ๐‘ฅ๐‘˜๐‘˜ , ๐‘“๐‘“(๐‘ฅ๐‘ฅ๐‘˜๐‘˜ )๏ฟฝ where,
๐‘๐‘
๐‘ฅ๐‘ฅ
๐‘Ž๐‘Ž๐‘Ÿ๐‘Ÿ ∫−1 ∫−1๐‘›๐‘› −1 ∫−1๐‘›๐‘› −2 … ∫−12 ∫−11 ๐‘‡๐‘‡๐‘Ÿ๐‘Ÿ (๐‘ก๐‘ก0 ) ๐‘‘๐‘‘๐‘ก๐‘ก0 ๐‘‘๐‘‘๐‘ก๐‘ก1 … ๐‘‘๐‘‘๐‘ก๐‘ก๐‘›๐‘›−2 ๐‘‘๐‘‘๐‘ก๐‘ก๐‘›๐‘›−1 ,
(8)
This study is organized as follows: In section 2, the
pseudo-spectral integration method which is based on
the El-Gendi (1975) method is presented. In section 3,
the main problem is solved by using the present
pseudo-spectral integration method and finite difference
method. In section 4 for a given example with
analytical solution, employed presented method and
numerical results are presented. A brief conclusion is in
section 5.
(๐‘ƒ๐‘ƒ๐‘๐‘ ๐‘“๐‘“)(๐‘ฅ๐‘ฅ) = ๏ฟฝ๐‘—๐‘— =0 ๐‘“๐‘“๐‘—๐‘— ๐œ‘๐œ‘๐‘—๐‘— (๐‘ฅ๐‘ฅ)
(13)
(14)
Theorem 1: Khalifa et al. (2003) the exact relation
between Chebyshev functions and its derivatives is
expressed as:
[๐ผ๐ผ๐‘›๐‘› (๐‘“๐‘“)] =
๐‘ฅ๐‘ฅ
๐‘ก๐‘ก
๐‘ก๐‘ก
๐‘ก๐‘ก
๐‘ก๐‘ก
๏ฟฝ∫−1 ∫−1๐‘›๐‘› −1 ∫−1๐‘›๐‘› −2 … ∫−12 ∫−11 ๐‘“๐‘“(๐‘ก๐‘ก0 ) ๐‘‘๐‘‘๐‘ก๐‘ก0 ๐‘‘๐‘‘๐‘ก๐‘ก1 … ๐‘‘๐‘‘๐‘ก๐‘ก๐‘›๐‘›−2 ๐‘‘๐‘‘๐‘ก๐‘ก๐‘›๐‘›−1 ๏ฟฝ =
๐ต๐ต(๐‘›๐‘›) [๐‘“๐‘“]
(7)
(๐‘›๐‘›)
๏ฟฝ๐‘—๐‘— =0 ๐›ผ๐›ผ๐‘—๐‘— ๐‘“๐‘“๏ฟฝ๐‘ฅ๐‘ฅ๐‘—๐‘— ๏ฟฝ ๐‘‡๐‘‡๐‘Ÿ๐‘Ÿ ๏ฟฝ๐‘ฅ๐‘ฅ๐‘—๐‘— ๏ฟฝ,
๐‘๐‘
The successive integration of ๐‘“๐‘“(๐‘ฅ๐‘ฅ) at the points ๐‘ฅ๐‘ฅ๐‘˜๐‘˜
can be estimated by successive integration of (๐‘ƒ๐‘ƒ๐‘๐‘ ๐‘“๐‘“)(๐‘ฅ๐‘ฅ).
Thus we have:
where, B is a square matrix of order N+1 and [๐‘“๐‘“] =
[๐‘“๐‘“(๐‘ฅ๐‘ฅ0 ), ๐‘“๐‘“(๐‘ฅ๐‘ฅ1 ), … , ๐‘“๐‘“(๐‘ฅ๐‘ฅ๐‘๐‘ )]๐‘ก๐‘ก where ๐‘ฅ๐‘ฅ๐‘—๐‘— are Gauss-Lobatto
points (3).
Finally, in El-Gendi et al. (1992) to approximate
the successive integration of function ๐‘“๐‘“(๐‘ฅ๐‘ฅ) we have:
(๐‘›๐‘›)
(12)
๐‘๐‘
2๐›ผ๐›ผ ๐‘Ÿ๐‘Ÿ
๐‘Ž๐‘Ž๐‘Ÿ๐‘Ÿ =
Then, after certain re-rearrangement we define the
matrix B as follows:
๐‘ฅ๐‘ฅ
(11)
where,
4(๐‘๐‘+1)
๏ฟฝ∫−1 ๐‘“๐‘“(๐‘ก๐‘ก) ๐‘‘๐‘‘๐‘‘๐‘‘๏ฟฝ = ๐ต๐ต[๐‘“๐‘“],
๐‘๐‘
๏ฟฝ๐‘Ÿ๐‘Ÿ=0 ๐›ผ๐›ผ๐‘Ÿ๐‘Ÿ ๐‘‡๐‘‡๐‘Ÿ๐‘Ÿ (๐‘ฅ๐‘ฅ) ๐‘‡๐‘‡๐‘Ÿ๐‘Ÿ ๏ฟฝ๐‘ฅ๐‘ฅ๐‘—๐‘— ๏ฟฝ
๐‘๐‘
where, ๐œ‘๐œ‘๐‘—๐‘— (๐‘ฅ๐‘ฅ) = δ๐‘—๐‘— ,๐‘˜๐‘˜ (δ๐‘—๐‘— ,๐‘˜๐‘˜ is Kronecker delta) and
1
๐›ผ๐›ผ0 = ๐›ผ๐›ผ๐‘๐‘ = , ๐›ผ๐›ผ๐‘—๐‘— = 1 for ๐‘—๐‘— = 1(1)๐‘๐‘ − 1. Since
2
(๐‘ƒ๐‘ƒ๐‘๐‘ ๐‘“๐‘“)(๐‘ฅ๐‘ฅ) is a unique Nth interpolating polynomial, it
can be expressed in terms of a series expansion of the
classical Chebyshev polynomials, hence we have:
1
โŽง ๐‘๐‘0 = ∑′′ ๐‘—๐‘— =0 ๐‘—๐‘— 2 −1 − 4 ๐‘Ž๐‘Ž1 ,
๐‘—๐‘— ≠1
โŽช
โŽช
โŽช๐‘๐‘๐‘˜๐‘˜ = ๐‘Ž๐‘Ž ๐‘˜๐‘˜−1 −๐‘Ž๐‘Ž ๐‘˜๐‘˜+1 , ๐‘˜๐‘˜ = 1,2, … , ๐‘๐‘ − 2
2๐›ผ๐›ผ ๐‘—๐‘—
๐œ‘๐œ‘๐‘—๐‘— (๐‘ฅ๐‘ฅ) =
(4)
๐‘ฅ๐‘ฅ ๐‘—๐‘—
๐‘—๐‘— =0 (๐‘–๐‘–−๐‘—๐‘— )!๐‘—๐‘— !
๐‘–๐‘–=0
(๐‘–๐‘–)
๐œ‚๐œ‚๐‘–๐‘– ๐‘‡๐‘‡๐‘Ÿ๐‘Ÿ+๐‘›๐‘›−2๐‘š๐‘š (−1),
, ๐œ’๐œ’๐‘š๐‘š = ∏๐‘›๐‘› ๐‘—๐‘— =0 (๐‘Ÿ๐‘Ÿ + ๐‘›๐‘› − ๐‘š๐‘š − ๐‘—๐‘—),
๐‘—๐‘— ≠๐‘›๐‘›−๐‘š๐‘š
๐‘›๐‘›
2 ๐‘–๐‘– = 0
๐›ฝ๐›ฝ๐‘–๐‘– = ๏ฟฝ
, ๐›พ๐›พ = ๏ฟฝ๐‘›๐‘› − ๐‘–๐‘– + 1
1 i > 0 ๐‘–๐‘–
0
๐‘–๐‘– = 0
1 ≤ ๐‘–๐‘– ≤ ๐‘›๐‘›.
๐‘–๐‘– > ๐‘›๐‘›
Proof (Elbarbary, 2007).
Thus, from Theorem 2 and (13), (14) we have:
(10)
802
Res. J. App. Sci. Eng. Technol., 7(4): 801-806, 2014
๐ผ๐ผ๐‘›๐‘› (๐‘“๐‘“) =
๏ฟฝ
And boundary conditions:
๐‘๐‘
๐‘—๐‘— =0
๏ฟฝ
2๐›ผ๐›ผ ๐‘—๐‘—
๐‘๐‘
๐‘›๐‘› −๐›พ๐›พ๐‘Ÿ๐‘Ÿ
๐‘๐‘
๏ฟฝ๐‘Ÿ๐‘Ÿ=0 ๐›ผ๐›ผ๐‘Ÿ๐‘Ÿ ๐‘‡๐‘‡๐‘Ÿ๐‘Ÿ ๏ฟฝ๐‘ฅ๐‘ฅ๐‘—๐‘— ๏ฟฝ ๏ฟฝ
๐‘š๐‘š =0
๐‘›๐‘›
(−1)๐‘š๐‘š ๏ฟฝ๐‘š๐‘š
๏ฟฝ
๐›ฝ๐›ฝ๐‘Ÿ๐‘Ÿ
2๐‘›๐‘› ๐œ’๐œ’ ๐‘š๐‘š
๐œ‰๐œ‰๐‘›๐‘›,๐‘š๐‘š ,๐‘Ÿ๐‘Ÿ (๐‘ฅ๐‘ฅ)๏ฟฝ ๐‘“๐‘“๏ฟฝ๐‘ฅ๐‘ฅ๐‘—๐‘— ๏ฟฝ
The matrix form of the successive integration of
the function ๐‘“๐‘“(๐‘ฅ๐‘ฅ) at the Gauss-Lobatto points ๐‘ฅ๐‘ฅ๐‘˜๐‘˜ is as
follows:
[๐ผ๐ผ๐‘›๐‘› (๐‘“๐‘“)] =
๏ฟฝ๏ฟฝ
๐‘๐‘
๐‘—๐‘— =0
Θ(๐‘›๐‘›) [๐‘“๐‘“]
๏ฟฝ
2๐›ผ๐›ผ ๐‘—๐‘—
๐‘๐‘
๐‘›๐‘›−๐›พ๐›พ๐‘Ÿ๐‘Ÿ
๐‘๐‘
๏ฟฝ๐‘Ÿ๐‘Ÿ=0 ๐›ผ๐›ผ๐‘Ÿ๐‘Ÿ ๐‘‡๐‘‡๐‘Ÿ๐‘Ÿ ๏ฟฝ๐‘ฅ๐‘ฅ๐‘—๐‘— ๏ฟฝ ๏ฟฝ
๐‘š๐‘š =0
๐›ฝ๐›ฝ๐‘Ÿ๐‘Ÿ
๐‘›๐‘›
(−1)๐‘š๐‘š ๏ฟฝ๐‘š๐‘š
๏ฟฝ
2๐‘›๐‘› ๐œ’๐œ’ ๐‘š๐‘š
๐‘ฃ๐‘ฃ(−1, ๐‘ก๐‘ก) = ๐บ๐บ0 (๐‘ก๐‘ก), ๐‘ฃ๐‘ฃ(1, ๐‘ก๐‘ก) = ๐บ๐บ1 (๐‘ก๐‘ก), 0 ≤ ๐‘ก๐‘ก ≤ ๐‘‡๐‘‡,
Also, with the over-specification at a point the
special domain:
๐‘ฃ๐‘ฃ(๐‘‹๐‘‹0 , t) = ๐พ๐พ(๐‘ก๐‘ก), 0 ≤ ๐‘ก๐‘ก ≤ ๐‘‡๐‘‡,
Now, we apply pseudo-spectral successive method and
FDM to solving the Eq. (18) with its conditions.
We apply FDM on t-dimension, assume:
๐œ‰๐œ‰๐‘›๐‘›,๐‘š๐‘š ,๐‘Ÿ๐‘Ÿ (๐‘ฅ๐‘ฅ)๏ฟฝ ๐‘“๐‘“๏ฟฝ๐‘ฅ๐‘ฅ๐‘—๐‘— ๏ฟฝ๏ฟฝ =
(15)
The elements of the matrix Θ(๐‘›๐‘›) are:
(๐‘›๐‘›)
๐œƒ๐œƒ๐‘˜๐‘˜,๐‘—๐‘— =
2๐›ผ๐›ผ ๐‘—๐‘—
๐‘๐‘
๐‘๐‘
๐‘›๐‘› −๐›พ๐›พ๐‘Ÿ๐‘Ÿ
๏ฟฝ๐‘Ÿ๐‘Ÿ=0 ๐›ผ๐›ผ๐‘Ÿ๐‘Ÿ ๐‘‡๐‘‡๐‘Ÿ๐‘Ÿ ๏ฟฝ๐‘ฅ๐‘ฅ๐‘—๐‘— ๏ฟฝ ๏ฟฝ
๐‘š๐‘š =0
๐›ฝ๐›ฝ๐‘Ÿ๐‘Ÿ
๐‘›๐‘›
(−1)๐‘š๐‘š ๏ฟฝ๐‘š๐‘š
๏ฟฝ
2๐‘›๐‘› ๐œ’๐œ’ ๐‘š๐‘š
๐œ‰๐œ‰๐‘›๐‘›,๐‘š๐‘š ,๐‘Ÿ๐‘Ÿ (๐‘ฅ๐‘ฅ๐‘˜๐‘˜ ),
๐‘ก๐‘ก๐‘—๐‘— = ๐‘—๐‘—โ„Ž,
(16)
Hence, we have:
The matrix Θ(๐‘›๐‘›) which presented by ELbarbary
(2007) is the pseudo-spectral integration matrix.
๐œ•๐œ•๐œ•๐œ• (๐‘‹๐‘‹,๐‘ก๐‘ก)
ONE-DIMENSIONAL PARABOLIC EQUATION
๐œ•๐œ•๐œ•๐œ• (๐‘‹๐‘‹,๐‘ก๐‘ก)
We consider the one-dimensional parabolic
equation (Dehghan and Tatari, 2006) of the form:
๐œ•๐œ•๐œ•๐œ•
๐œ•๐œ•๐œ•๐œ•
=
๐œ•๐œ• 2 ๐‘ข๐‘ข
๐œ•๐œ•๐‘ฅ๐‘ฅ 2
+ ๐‘๐‘(๐‘ก๐‘ก)๐‘ข๐‘ข(๐‘ฅ๐‘ฅ, ๐‘ก๐‘ก) + ๐น๐น(๐‘ฅ๐‘ฅ, ๐‘ก๐‘ก), 0 ≤ ๐‘ฅ๐‘ฅ ≤ 1, 0 ≤ ๐‘ก๐‘ก ≤ ๐‘‡๐‘‡
1
= 2โ„Ž [−3๐‘ฃ๐‘ฃ(๐‘‹๐‘‹, ๐‘ก๐‘ก0 ) + 4๐‘ฃ๐‘ฃ(๐‘‹๐‘‹, ๐‘ก๐‘ก1 ) − ๐‘ฃ๐‘ฃ(๐‘‹๐‘‹, ๐‘ก๐‘ก2 )]
๐œ•๐œ•๐œ•๐œ•
๐‘ก๐‘ก=๐‘ก๐‘ก ๐‘—๐‘—
= 2โ„Ž ๏ฟฝ๐‘ฃ๐‘ฃ๏ฟฝ๐‘‹๐‘‹, ๐‘ก๐‘ก๐‘—๐‘— +1 ๏ฟฝ − ๐‘ฃ๐‘ฃ๏ฟฝ๐‘‹๐‘‹, ๐‘ก๐‘ก๐‘—๐‘— −1 ๏ฟฝ๏ฟฝ, ๐‘—๐‘— = 1(1)๐‘›๐‘› − 1 (20)
๐‘ก๐‘ก=๐‘ก๐‘ก ๐‘›๐‘›
= 2โ„Ž [3๐‘ฃ๐‘ฃ(๐‘‹๐‘‹, ๐‘ก๐‘ก๐‘›๐‘› ) − 4๐‘ฃ๐‘ฃ(๐‘‹๐‘‹, ๐‘ก๐‘ก๐‘›๐‘› −1 ) + ๐‘ฃ๐‘ฃ(๐‘‹๐‘‹, ๐‘ก๐‘ก๐‘›๐‘›−2 )] (21)
(19)
1
1
−[3 + 2โ„Ž ๐‘๐‘(๐‘ก๐‘ก0 )]๐‘ฃ๐‘ฃ(๐‘‹๐‘‹, ๐‘ก๐‘ก0 ) + 4๐‘ฃ๐‘ฃ(๐‘‹๐‘‹, ๐‘ก๐‘ก1 ) − ๐‘ฃ๐‘ฃ(๐‘‹๐‘‹, ๐‘ก๐‘ก2 ) =
8โ„Ž
๐œ•๐œ• 2 ๐‘ฃ๐‘ฃ(๐‘‹๐‘‹,๐‘ก๐‘ก 0 )
๐œ•๐œ•๐‘‹๐‘‹ 2
+ 2โ„Ž ๐‘„๐‘„(๐‘‹๐‘‹, ๐‘ก๐‘ก0 ),
(22)
+ 2โ„Ž ๐‘„๐‘„(๐‘‹๐‘‹, ๐‘ก๐‘ก๐‘—๐‘— ),
(23)
๐‘ฃ๐‘ฃ๏ฟฝ๐‘‹๐‘‹, ๐‘ก๐‘ก๐‘—๐‘— +1 ๏ฟฝ − 2โ„Ž ๐‘๐‘๏ฟฝ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ๐‘ฃ๐‘ฃ๏ฟฝ๐‘‹๐‘‹, ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ − ๐‘ฃ๐‘ฃ๏ฟฝ๐‘‹๐‘‹, ๐‘ก๐‘ก๐‘—๐‘— −1 ๏ฟฝ =
And boundary conditions:
8โ„Ž
๐‘ข๐‘ข(0, ๐‘ก๐‘ก) = ๐‘”๐‘”0 (๐‘ก๐‘ก), ๐‘ข๐‘ข(1, ๐‘ก๐‘ก) = ๐‘”๐‘”1 (๐‘ก๐‘ก), 0 ≤ ๐‘ก๐‘ก ≤ ๐‘‡๐‘‡,
๐œ•๐œ• 2 ๐‘ฃ๐‘ฃ(๐‘‹๐‘‹,๐‘ก๐‘ก ๐‘—๐‘— )
๐œ•๐œ•๐‘‹๐‘‹ 2
[3 − 2โ„Ž ๐‘๐‘(๐‘ก๐‘ก๐‘›๐‘› )]๐‘ฃ๐‘ฃ(๐‘‹๐‘‹, ๐‘ก๐‘ก๐‘›๐‘› ) − 4๐‘ฃ๐‘ฃ(๐‘‹๐‘‹, ๐‘ก๐‘ก๐‘›๐‘›−1 ) +
With the over-specification at a point in the special
domain:
๐‘ฃ๐‘ฃ(๐‘‹๐‘‹, ๐‘ก๐‘ก๐‘›๐‘›−2 ) = 8โ„Ž
๐‘ข๐‘ข(๐‘ฅ๐‘ฅ0 , t) = ๐ธ๐ธ(๐‘ก๐‘ก), 0 ≤ ๐‘ก๐‘ก ≤ ๐‘‡๐‘‡
๐œ•๐œ• 2 ๐‘ฃ๐‘ฃ(๐‘‹๐‘‹,๐‘ก๐‘ก ๐‘›๐‘› )
๐œ•๐œ•๐‘‹๐‘‹ 2
+ 2โ„Ž ๐‘„๐‘„(๐‘‹๐‘‹, ๐‘ก๐‘ก๐‘›๐‘› )
(24)
From the pseudo-spectral successive integration at
๐‘–๐‘–๐‘–๐‘–
the Gauss-Lobatto points (๐‘ฅ๐‘ฅ๐‘–๐‘– = − cos ) we have:
where, ๐‘”๐‘”0 , ๐‘”๐‘”1 , ๐น๐น and ๐ธ๐ธ are known functions and the
functions ๐‘ข๐‘ข and ๐‘๐‘ are unknowns. In this study, we apply
both the pseudo spectral integration method and Finite
Difference Method (FDM) (Strikverda, 2004) to
solving this equation. (In this study, we suppose that the
function ๐‘๐‘ is obtained by analytical method)
First, to translating 0 ≤ ๐‘ฅ๐‘ฅ ≤ 1 to −1 ≤ ๐‘‹๐‘‹ ≤ 1 we
๐‘‹๐‘‹+1
. Hence the Eq. (17) changed to the form:
used ๐‘ฅ๐‘ฅ =
๐œ•๐œ• 2 ๐‘ฃ๐‘ฃ(๐‘‹๐‘‹,๐‘ก๐‘ก ๐‘—๐‘— )
๐œ•๐œ•๐‘‹๐‘‹ 2
๐œ•๐œ•๐œ•๐œ• (๐‘‹๐‘‹,๐‘ก๐‘ก ๐‘—๐‘— )
๐œ•๐œ•๐œ•๐œ•
2
๐‘‹๐‘‹=๐‘‹๐‘‹ ๐‘–๐‘–
๐‘‹๐‘‹=๐‘‹๐‘‹ ๐‘–๐‘–
= ๐œ‘๐œ‘๏ฟฝ๐‘‹๐‘‹๐‘–๐‘– , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ,
(1)
๐‘๐‘
= ∑๐‘๐‘
๐‘˜๐‘˜=0 ๐œ—๐œ—๐‘–๐‘–,๐‘˜๐‘˜ ๐œ‘๐œ‘๏ฟฝ๐‘‹๐‘‹๐‘˜๐‘˜ , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ + ๐‘๐‘1 ,
(25)
(26)
(2)
๐‘ฃ๐‘ฃ๏ฟฝ๐‘‹๐‘‹๐‘–๐‘– , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ = ∑๐‘๐‘
๐‘˜๐‘˜=0 ๐œ—๐œ—๐‘–๐‘–,๐‘˜๐‘˜ ๐œ‘๐œ‘๏ฟฝ๐‘‹๐‘‹๐‘˜๐‘˜ , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ + ๐‘๐‘1 (๐‘‹๐‘‹๐‘–๐‘– + 1) + ๐‘๐‘2
(27)
๐œ•๐œ• 2 ๐‘ฃ๐‘ฃ
= 4 2 + ๐‘๐‘(๐‘ก๐‘ก)๐‘ฃ๐‘ฃ(๐‘‹๐‘‹, ๐‘ก๐‘ก) + ๐‘„๐‘„(๐‘‹๐‘‹, ๐‘ก๐‘ก), −1 ≤ ๐‘‹๐‘‹ ≤
๐œ•๐œ•๐‘‹๐‘‹
1,0 ≤ ๐‘ก๐‘ก ≤ ๐‘‡๐‘‡,
(18)
(๐‘“๐‘“๐‘“๐‘“๐‘“๐‘“ ๐‘–๐‘– = 0(1)๐‘๐‘, ๐‘—๐‘— = 0(1)๐‘›๐‘› ).
With initial condition:
๐‘ฃ๐‘ฃ(๐‘‹๐‘‹, 0) = ๐‘“๐‘“(๐‘‹๐‘‹), −1 ≤ ๐‘‹๐‘‹ ≤ 1
๐‘—๐‘— = 0(1)๐‘›๐‘›
Substituting (19)-(21) into (18) gives:
๐‘ข๐‘ข(๐‘ฅ๐‘ฅ, 0) = ๐‘“๐‘“(๐‘ฅ๐‘ฅ), 0 ≤ ๐‘ฅ๐‘ฅ ≤ 1
๐œ•๐œ•๐œ•๐œ•
,
๐‘ก๐‘ก=๐‘ก๐‘ก 0
๐œ•๐œ•๐œ•๐œ•
(17)
๐‘‡๐‘‡
๐‘›๐‘›
๐œ•๐œ•๐œ•๐œ•
๐œ•๐œ•๐œ•๐œ• (๐‘‹๐‘‹,๐‘ก๐‘ก)
With initial condition:
๐œ•๐œ•๐œ•๐œ•
โ„Ž=
803
The constants ๐‘๐‘1 and ๐‘๐‘2 are obtained to satisfy the
boundary conditions. Thus:
Res. J. App. Sci. Eng. Technol., 7(4): 801-806, 2014
1
(2)
๐‘๐‘1 = − ๏ฟฝ∑๐‘๐‘
๐‘˜๐‘˜=0 ๐œ—๐œ—๐‘๐‘,๐‘˜๐‘˜ ๐œ‘๐œ‘๏ฟฝ๐‘‹๐‘‹๐‘˜๐‘˜ , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ − ๐บ๐บ1 ๏ฟฝ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ + ๐บ๐บ0 ๏ฟฝ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ๏ฟฝ, for ๐‘—๐‘— =
2
0(1)๐‘›๐‘›
๐‘๐‘2 = ๐บ๐บ0 ๏ฟฝ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ, for ๐‘—๐‘— = 0(1)๐‘›๐‘›
and:
Substituting ๐‘๐‘1 and ๐‘๐‘2 into (27) gives us the
approximation solution at point ๏ฟฝ๐‘‹๐‘‹๐‘–๐‘– , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ as follows:
๐‘ฃ๐‘ฃ๏ฟฝ๐‘‹๐‘‹๐‘–๐‘– , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ =
1
(2)
(2)
๐‘๐‘
∑๐‘๐‘
๐‘˜๐‘˜=0 ๐œ—๐œ—๐‘–๐‘–,๐‘˜๐‘˜ ๐œ‘๐œ‘๏ฟฝ๐‘‹๐‘‹๐‘˜๐‘˜ , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ − (๐‘‹๐‘‹๐‘–๐‘– + 1) ๏ฟฝ∑๐‘˜๐‘˜=0 ๐œ—๐œ—๐‘๐‘,๐‘˜๐‘˜ ๐œ‘๐œ‘๏ฟฝ๐‘‹๐‘‹๐‘˜๐‘˜ , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ๏ฟฝ +
1
2
(๐‘‹๐‘‹๐‘–๐‘– + 1)๐บ๐บ1 ๏ฟฝ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ −
1
2
2
(๐‘‹๐‘‹๐‘–๐‘– − 1)๐บ๐บ0 ๏ฟฝ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ
๐œ‘๐œ‘๐‘๐‘,0 =
๐œ‘๐œ‘๐‘๐‘,๐‘—๐‘— =
(28)
But, to complete our work, we need to find all the
unknowns ๐œ‘๐œ‘๐‘–๐‘–,๐‘—๐‘— . Hence for this purpose we substitute
(28) into (22)-(24) and solve the system of linear
equations to present more details we define:
1
(2)
(2)
(2)
(2)
(2)
(2)
๐ด๐ด๐‘–๐‘– = ๏ฟฝ๐œ—๐œ—๐‘–๐‘–,0 , ๐œ—๐œ—๐‘–๐‘–,1 , … , ๐œ—๐œ—๐‘–๐‘–,๐‘›๐‘› ๏ฟฝ − (๐‘‹๐‘‹๐‘–๐‘– + 1)๏ฟฝ๐œ—๐œ—๐‘๐‘,0 , ๐œ—๐œ—๐‘๐‘,1 , … , ๐œ—๐œ—๐‘๐‘,๐‘›๐‘› ๏ฟฝ
2
๐‘ก๐‘ก
Φ๐‘—๐‘— = ๏ฟฝ๐œ‘๐œ‘0,๐‘—๐‘— , ๐œ‘๐œ‘1,๐‘—๐‘— , … , ๐œ‘๐œ‘๐‘๐‘,๐‘—๐‘— ๏ฟฝ
1
1
Υ๐‘–๐‘–,๐‘—๐‘— = (๐‘‹๐‘‹๐‘–๐‘– + 1)๐บ๐บ1 ๏ฟฝ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ − (๐‘‹๐‘‹๐‘–๐‘– − 1)๐บ๐บ0 ๏ฟฝ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ
2
2
๐œ‘๐œ‘๐‘๐‘,๐‘›๐‘› =
(30)
•
๏ฟฝ3 + 2โ„Ž ๐‘๐‘(๐‘ก๐‘ก0 )๏ฟฝ Υ๐‘–๐‘–,0 + 4 Υ๐‘–๐‘–,1 − Υ๐‘–๐‘–,2 − 2โ„Ž ๐‘„๐‘„(๐‘‹๐‘‹, ๐‘ก๐‘ก0 ) = 0
(31)
•
๏ฟฝ2โ„Ž ๐‘๐‘๏ฟฝ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ๏ฟฝ Υ๐‘–๐‘–,๐‘—๐‘— − Υ๐‘–๐‘–,๐‘—๐‘— −1 − 2โ„Ž ๐‘„๐‘„๏ฟฝ๐‘‹๐‘‹๐‘–๐‘– , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ = 0
(36)
and:
(32)
Φ∗ = [Φ0 , Φ1 , Φ2 , … , Φ๐‘›๐‘› ]๐‘ก๐‘ก
๏ฟฝ3 + 2โ„Ž๐‘๐‘(๐‘ก๐‘ก0 )๏ฟฝΥ๐‘–๐‘–,0 − 4Υ๐‘–๐‘–,1 + Υ๐‘–๐‘–,2 + 2โ„Ž๐‘„๐‘„(๐‘‹๐‘‹๐‘–๐‘– , ๐‘ก๐‘ก0 )
โŽก
โŽค
−Υ๐‘–๐‘–,2 + ๏ฟฝ2โ„Ž๐‘๐‘(๐‘ก๐‘ก1 )๏ฟฝΥ๐‘–๐‘–,1 + Υ๐‘–๐‘–,0 + 2โ„Ž๐‘„๐‘„(๐‘‹๐‘‹๐‘–๐‘– , ๐‘ก๐‘ก1 )
โŽข
โŽฅ
โŽข
โŽฅ
)๏ฟฝΥ๐‘–๐‘–,2 + Υ๐‘–๐‘–,1 + 2โ„Ž๐‘„๐‘„(๐‘‹๐‘‹๐‘–๐‘– , ๐‘ก๐‘ก2 )
−Υ
+
๏ฟฝ2โ„Ž๐‘๐‘(๐‘ก๐‘ก
๐‘–๐‘–,3
2
๐ต๐ต = โŽข
โŽฅ
โ‹ฎ
โŽข
โŽฅ
−Υ๐‘–๐‘–,๐‘›๐‘› + ๏ฟฝ2โ„Ž๐‘๐‘(๐‘ก๐‘ก๐‘›๐‘›−1 )๏ฟฝΥ๐‘–๐‘–,๐‘›๐‘›−1 + Υ๐‘–๐‘–,๐‘›๐‘›−2 + 2โ„Ž๐‘„๐‘„(๐‘‹๐‘‹๐‘–๐‘– , ๐‘ก๐‘ก๐‘›๐‘› )
โŽข
โŽฅ
โŽฃ−๏ฟฝ3 − 2โ„Ž๐‘๐‘(๐‘ก๐‘ก๐‘›๐‘› )๏ฟฝΥ๐‘–๐‘–,๐‘›๐‘› + 4Υ๐‘–๐‘–,๐‘›๐‘›−1 + Υ๐‘–๐‘–,๐‘›๐‘›−2 + 2โ„Ž๐‘„๐‘„(๐‘‹๐‘‹๐‘–๐‘– , ๐‘ก๐‘ก๐‘›๐‘› )โŽฆ
(33)
๏ฟฝ3 − 2โ„Ž ๐‘๐‘(๐‘ก๐‘ก๐‘›๐‘› )๏ฟฝ ๐ด๐ด๐‘–๐‘– Φ๐‘›๐‘› − 4 ๐ด๐ด๐‘–๐‘– Φ๐‘›๐‘›−1 + ๐ด๐ด๐‘–๐‘– Φ๐‘›๐‘› −2 − 8โ„Ž ๐œ‘๐œ‘๐‘–๐‘–,๐‘›๐‘› +
๏ฟฝ3 − 2โ„Ž ๐‘๐‘(๐‘ก๐‘ก๐‘›๐‘› )๏ฟฝ Υ๐‘–๐‘–,๐‘›๐‘› − 4 Υ๐‘–๐‘–,๐‘›๐‘›−1 + Υ๐‘–๐‘–,๐‘›๐‘›−2 − 2โ„Ž ๐‘„๐‘„(๐‘‹๐‘‹, ๐‘ก๐‘ก๐‘›๐‘› ) = 0
Solving the systems (32)-(34) leads to obtaining
the all unknowns ๐œ‘๐œ‘๐‘–๐‘–,๐‘—๐‘— . Notice that if ๐‘–๐‘– = 0, ๐‘๐‘ then
๐ด๐ด๐‘–๐‘– = 0, thus we can obtained the first and last rows of
the matrix Φ as follows:
1
๏ฟฝ−Υ0,๐‘—๐‘— +1 + 2โ„Ž๐‘๐‘๏ฟฝ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝΥ0,๐‘—๐‘— + Υ0,๐‘—๐‘— −1 + 2โ„Ž๐‘„๐‘„๏ฟฝ๐‘‹๐‘‹0 , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ๏ฟฝ
๐‘—๐‘— = 1(1)๐‘›๐‘› − 1
(38)
Table 1: Absolute error for n = 4, N = 4 at points ๏ฟฝ๐‘‹๐‘‹๐‘–๐‘– , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ
X/ t
๐‘‹๐‘‹1
๐‘‹๐‘‹2
๐‘‹๐‘‹3
5.2×10−3
1.1×10−2
4.8×10−3
๐‘ก๐‘ก0
8.5×10−4
8.3×10−4
1.6×10−3
๐‘ก๐‘ก1
−3
−3
3.1×10
3.8×10
2.6×10−4
๐‘ก๐‘ก2
9.4×10−4
8.0×10−4
4.8×10−4
๐‘ก๐‘ก3
2.1×10−2
1.3×10−2
1.1×10−3
๐‘ก๐‘ก4
The absolute error at all points ๏ฟฝ๐‘‹๐‘‹0 , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ and ๏ฟฝ๐‘‹๐‘‹4 , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ for any ๐‘—๐‘— = 0(1)4
are equals to zero
1
๏ฟฝ๏ฟฝ3 + 2โ„Ž ๐‘๐‘(๐‘ก๐‘ก0 )๏ฟฝ Υ0,0 − 4 Υ0,1 + Υ0,2
8โ„Ž
+ 2โ„Ž ๐‘„๐‘„(๐‘‹๐‘‹0 , ๐‘ก๐‘ก0 )๏ฟฝ
8โ„Ž
(37)
Finally, by solving (35), all unknowns ๐œ‘๐œ‘๐‘–๐‘–,๐‘—๐‘— to be
determined. Hence we can approximate the solutions of
the main problem at all points ๏ฟฝ๐‘‹๐‘‹๐‘–๐‘– , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ by substituting
๐œ‘๐œ‘๐‘–๐‘–,๐‘—๐‘— into (28).
(34)
๐œ‘๐œ‘0,๐‘—๐‘— =
(35)
๐ด๐ด =
−๏ฟฝ3 + 2โ„Ž๐‘๐‘(๐‘ก๐‘ก0 )๏ฟฝ๐ด๐ด๐‘–๐‘– 4๐ด๐ด๐‘–๐‘– −๐ด๐ด๐‘–๐‘– 0 โ‹ฏ
0
โŽก
โŽค
โ‹ฏ
0
โŽข −๐ด๐ด๐‘–๐‘– −๏ฟฝ2โ„Ž๐‘๐‘(๐‘ก๐‘ก1 )๏ฟฝ๐ด๐ด๐‘–๐‘– ๐ด๐ด๐‘–๐‘– 0
โŽฅ
โŽข
โŽฅ
โ‹ฎ
โ‹ฑ
โ‹ฎ
โŽข
0 −๐ด๐ด๐‘–๐‘– −๏ฟฝ2โ„Ž๐‘๐‘(๐‘ก๐‘ก๐‘›๐‘›−1 )๏ฟฝ๐ด๐ด๐‘–๐‘– ๐ด๐ด๐‘–๐‘– โŽฅ
0
โŽข
โŽฅ
โ‹ฏ
0
๐ด๐ด๐‘–๐‘– −4๐ด๐ด๐‘–๐‘– ๏ฟฝ3 − 2โ„Ž๐‘๐‘(๐‘ก๐‘ก๐‘›๐‘› )๏ฟฝ๐ด๐ด๐‘–๐‘– โŽฆ
โŽฃ
For ๐‘–๐‘– = 0(1)๐‘๐‘ and ๐‘—๐‘— = ๐‘›๐‘›
๐œ‘๐œ‘0,0 =
1
๏ฟฝ−๏ฟฝ3 − 2โ„Ž๐‘๐‘(๐‘ก๐‘ก๐‘›๐‘› )๏ฟฝΥ๐‘๐‘,๐‘›๐‘› + 4 Υ๐‘๐‘,๐‘›๐‘›−1 − Υ๐‘๐‘,๐‘›๐‘›−2
8โ„Ž
+ 2โ„Ž๐‘„๐‘„(๐‘‹๐‘‹๐‘๐‘ , ๐‘ก๐‘ก๐‘›๐‘› )๏ฟฝ,
where, A is 3-D matrix:
For๐‘–๐‘– = 0(1)๐‘๐‘ and ๐‘—๐‘— = 1(1)๐‘›๐‘› − 1
๐ด๐ด๐‘–๐‘– Φ๐‘—๐‘— +1 − ๏ฟฝ2โ„Ž ๐‘๐‘๏ฟฝ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ๏ฟฝ ๐ด๐ด๐‘–๐‘– Φ๐‘—๐‘— − ๐ด๐ด๐‘–๐‘– Φ๐‘—๐‘— −1 − 8โ„Ž ๐œ‘๐œ‘๐‘–๐‘–,๐‘—๐‘— + Υ๐‘–๐‘–,๐‘—๐‘— +1 −
1
๏ฟฝ−Υ๐‘๐‘,๐‘—๐‘— +1 + 2โ„Ž๐‘๐‘๏ฟฝ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝΥ๐‘๐‘,๐‘—๐‘— + Υ๐‘๐‘,๐‘—๐‘— −1
8โ„Ž
+ 2โ„Ž๐‘„๐‘„๏ฟฝ๐‘‹๐‘‹๐‘๐‘ , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ๏ฟฝ , ๐‘—๐‘— = 1(1)๐‘›๐‘› − 1
๐ด๐ดΦ∗ − 8โ„Ž๐œ‘๐œ‘๐‘–๐‘–,๐‘—๐‘— = ๐ต๐ต
For ๐‘–๐‘– = 0(1)๐‘๐‘ and ๐‘—๐‘— = 0
−๏ฟฝ3 + 2โ„Ž ๐‘๐‘(๐‘ก๐‘ก0 )๏ฟฝ ๐ด๐ด๐‘–๐‘– Φ0 + 4 ๐ด๐ด๐‘–๐‘– Φ1 − ๐ด๐ด๐‘–๐‘– Φ2 − 8โ„Ž ๐œ‘๐œ‘๐‘–๐‘–,0 −
1
๏ฟฝ๏ฟฝ3 + 2โ„Ž ๐‘๐‘(๐‘ก๐‘ก0 )๏ฟฝ Υ๐‘๐‘,0 − 4 Υ๐‘๐‘,1 + Υ๐‘๐‘,2
8โ„Ž
+ 2โ„Ž ๐‘„๐‘„(๐‘‹๐‘‹๐‘๐‘ , ๐‘ก๐‘ก0 )๏ฟฝ
Also, to computing another ๐œ‘๐œ‘๐‘–๐‘–,๐‘—๐‘— for ๐‘–๐‘– = 1(1)๐‘๐‘ − 1
and ๐‘—๐‘— = 0(1)๐‘›๐‘› we always have the system of form:
(29)
Finally, if (29)-(31) substitute into (22)-(24),
respectively then we have 3 systems of linear equations
as:
•
1
๏ฟฝ−๏ฟฝ3 − 2โ„Ž ๐‘๐‘(๐‘ก๐‘ก๐‘›๐‘› )๏ฟฝ Υ0,๐‘›๐‘› + 4 Υ0,๐‘›๐‘› −1
8โ„Ž
− Υ0,๐‘›๐‘›−2 + 2โ„Ž ๐‘„๐‘„(๐‘‹๐‘‹0 , ๐‘ก๐‘ก๐‘›๐‘› )๏ฟฝ
๐œ‘๐œ‘0,๐‘›๐‘› =
804
Res. J. App. Sci. Eng. Technol., 7(4): 801-806, 2014
Table 2: Absolute error for n = 8, N = 8 at points ๏ฟฝ๐‘‹๐‘‹๐‘–๐‘– , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ
X/ t
๐‘‹๐‘‹1
๐‘‹๐‘‹2
๐‘‹๐‘‹3
๐‘‹๐‘‹4
3.9×10−4
1.4×10−3
2.5×10−3
2.8×10−3
๐‘ก๐‘ก0
−4
−4
−5
3.4×10
6.9×10
8.8×10−4
๐‘ก๐‘ก1
8.7×10
1.7×10−4
2.0×10−4
๐‘ก๐‘ก2
5.7×10−5
9.4×10−5
1.4×10−4
4.7×10−4
7.1×10−4
6.6×10−4
๐‘ก๐‘ก3
1.8×10−4
6.2×10−4
9.7×10−4
9.5×10−4
๐‘ก๐‘ก4
2.1×10−4
7.0×10−4
1.1×10−3
1.1×10−3
๐‘ก๐‘ก5
1.8×10−4
6.1×10−4
9.8×10−4
9.8×10−4
๐‘ก๐‘ก6
1.9×10−4
6.7×10−4
1.1×10−3
1.2×10−3
๐‘ก๐‘ก7
1.7×10−4
๐‘ก๐‘ก8
3.5×10−5
6.3×10−5
1.8×10−5
The absolute error at all points ๏ฟฝ๐‘‹๐‘‹0 , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ and ๏ฟฝ๐‘‹๐‘‹8 , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ for any ๐‘—๐‘— = 0(1)8 are equals to zero.
๐‘‹๐‘‹5
2.1×10−3
7.7×10−4
4.2×10−5
3.7×10−4
5.9×10−4
7.4×10−4
6.4×10−4
8.1×10−4
2.7×10−4
Table 3: Absolute error for n = 10, N = 10 at points ๏ฟฝ๐‘‹๐‘‹๐‘–๐‘– , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ
X/t
๐‘‹๐‘‹1
๐‘‹๐‘‹2
๐‘‹๐‘‹3
๐‘‹๐‘‹4
๐‘‹๐‘‹5
๐‘‹๐‘‹6
1.6×10−4
6.2×10−4
1.3×10−3
1.7×10−3
1.9×10−3
1.6×10−3
๐‘ก๐‘ก0
2.1×10−4
4.4×10−4
6.6×10−4
7.6×10−4
6.8×10−4
๐‘ก๐‘ก1
5.3×10−5
5.1×10−6
8.4×10−6
1.4×10−4
1.8×10−4
๐‘ก๐‘ก2
1.4×10−5
7.2×10−5
1.4×10−4
2.5×10−4
2.9×10−4
2.4×10−4
1.3×10−4
๐‘ก๐‘ก3
4.1×10−5
−4
−4
−4
−4
−5
2.3×10
4.1×10
5.1×10
4.7×10
3.2×10−4
๐‘ก๐‘ก4
6.4×10
2.8×10−4
5.2×10−4
6.6×10−4
6.3×10−4
4.5×10−4
๐‘ก๐‘ก5
7.9×10−5
3.0×10−4
5.5×10−4
7.1×10−4
6.8×10−4
5.0×10−4
๐‘ก๐‘ก6
8.3×10−5
3.1×10−4
5.7×10−4
7.5×10−4
7.3×10−4
5.5×10−4
๐‘ก๐‘ก7
8.5×10−5
2.5×10−4
4.7×10−4
6.2×10−4
6.0×10−4
4.5×10−4
๐‘ก๐‘ก8
7.0×10−5
2.8×10−4
5.3×10−4
7.1×10−4
7.1×10−4
5.4×10−4
๐‘ก๐‘ก9
7.6×10−5
5.7×10−6
3.2×10−6
1.2×10−4
1.9×10−4
2.3×10−4
๐‘ก๐‘ก10
3.8×10−5
The absolute error at all points ๏ฟฝ๐‘‹๐‘‹0 , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ and ๏ฟฝ๐‘‹๐‘‹10 , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ for any j = 0(1)10 are equals to zero
0.025
For n = 4 and N = 4
Max error
Max error
0.020
0.015
0.010
0.005
0
0
0.1 0.2
0.3 0.4 0.5
t
0.6 0.7 0.8
0.9 1.0
2.0
1.8
1.6
1.4
1.2
1.0
0.8
0.6
0.4
0.2
0
×10-3
0
0.2
๐‘‹๐‘‹6
1.1×10−3
4.4×10−4
8.3×10−5
1.2×10−4
2.2×10−4
3.1×10−4
2.7×10−4
3.6×10−4
2.2×10−4
๐‘‹๐‘‹7
1.0×10−3
4.8×10−4
1.5×10−4
3.8×10−5
1.6×10−4
2.4×10−4
2.7×10−4
3.1×10−4
2.5×10−4
3.2×10−4
2.0×10−4
๐‘‹๐‘‹7
2.8×10−4
1.2×10−4
3.5×10−5
1.5×10−5
4.2×10−5
6.4×10−5
5.6×10−5
8.5×10−5
7.7×10−5
๐‘‹๐‘‹8
4.8×10−4
2.4×10−5
9.1×10−5
3.7×10−6
5.0×10−5
8.8×10−5
1.0×10−4
1.3×10−4
1.0×10−4
1.4×10−4
1.2×10−4
๐‘‹๐‘‹9
1.2×10−4
6.4×10−5
2.7×10−5
5.1×10−6
8.1×10−6
1.8×10−5
2.2×10−5
2.8×10−5
2.2×10−5
3.3×10−5
3.5×10−5
For n = 10 and N = 10
0.4
0.6
0.8
1.0
t
Fig. 1: The maximum error for n = 4 and N = 4
3.0 ×10
-3
Fig. 3: The maximum error for n = 10 and N = 10
For n = 8 and N = 8
๐น๐น(๐‘ฅ๐‘ฅ, ๐‘ก๐‘ก) = (๐œ‹๐œ‹ 2 − (๐‘ก๐‘ก + 1)2 )๐‘’๐‘’๐‘’๐‘’ ๐‘๐‘(−๐‘ก๐‘ก 2 ) (cos(๐œ‹๐œ‹๐œ‹๐œ‹)
+ sin(๐œ‹๐œ‹๐œ‹๐œ‹))
Max error
2.5
2.0
๐ธ๐ธ(๐‘ก๐‘ก) = √2 exp(−๐‘ก๐‘ก 2 ) , ๐‘ฅ๐‘ฅ0 = 0.25
1.5
where, ๐‘๐‘(๐‘ก๐‘ก) = 1 + ๐‘ก๐‘ก 2 and the exact solution is:
1.0
0.5
0
0
0.2
0.4
0.6
0.8
๐‘ข๐‘ข(๐‘ฅ๐‘ฅ, ๐‘ก๐‘ก) = exp(−๐‘ก๐‘ก 2 ) (cos(๐œ‹๐œ‹๐œ‹๐œ‹) + sin(๐œ‹๐œ‹๐œ‹๐œ‹))
1.0
By presented approach in section 3 we solved this
problem. The present numerical results are in the above
Table 1 to 3 and Fig. 1 to 3.
t
Fig. 2: The maximum error for n = 8 and N = 8
NUMERICAL RESULTS
CONCLUSION
Consider the Eq. (17) in (14) with below details:
๐‘“๐‘“(๐‘ฅ๐‘ฅ) = cos(๐œ‹๐œ‹๐œ‹๐œ‹) + sin(๐œ‹๐œ‹๐œ‹๐œ‹)
๐‘”๐‘”0 (๐‘ก๐‘ก) = exp(−๐‘ก๐‘ก 2 ) , ๐‘”๐‘”1 (๐‘ก๐‘ก) = −exp(−๐‘ก๐‘ก 2 )
805
This study applies the pseudo-spectral successive
integration method to approximate the solutions of the
one-dimensional parabolic equation at the points
๏ฟฝ๐‘‹๐‘‹๐‘–๐‘– , ๐‘ก๐‘ก๐‘—๐‘— ๏ฟฝ. So far this method, don’t applied to solve the
Res. J. App. Sci. Eng. Technol., 7(4): 801-806, 2014
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