fd1d_heat_implicit, a C++ code which solves the time-dependent 1D heat equation, using the finite difference method in space, and an implicit version of the method of lines to handle integration in time.
This program solves
dUdT - k * d2UdX2 = F(X,T)
over the interval [A,B] with boundary conditions
U(A,T) = UA(T),
U(B,T) = UB(T),
over the time interval [T0,T1] with initial conditions
U(X,T0) = U0(X)
A second order finite difference is used to approximate the second derivative in space.
The solver applies an implicit backward Euler approximation to the first derivative in time.
The resulting finite difference form can be written as
U(X,T+dt) - U(X,T) ( U(X-dx,+dtT) - 2 U(X,+dtT) + U(X+dx,+dtT) )
------------------ = F(X,T+dt) + k * ---------------------------------------------
dt dx * dx
or, assuming we have solved for all values of U at time T, we have
- k * dt / dx / dx * U(X-dt,T+dt)
+ ( 1 + 2 * k * dt / dx / dx ) * U(X, T+dt)
- k * dt / dx / dx * U(X+dt,T+dt)
= dt * F(X, T+dt)
+ U(X, T)
which can be written as A*x=b, where A is a tridiagonal matrix whose
entries are the same for every time step.
The computer code and data files described and made available on this web page are distributed under the MIT license
fd1d_heat_implicit is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
FD1D_BURGERS_LAX, a C++ code which applies the finite difference method and the Lax-Wendroff method to solve the non-viscous time-dependent Burgers equation in one spatial dimension.
FD1D_BURGERS_LEAP, a C++ code which applies the finite difference method and the leapfrog approach to solve the non-viscous time-dependent Burgers equation in one spatial dimension.
FD1D_BVP, a C++ code which applies the finite difference method to a two point boundary value problem in one spatial dimension.
FD1D_HEAT_EXPLICIT, a C++ code which uses the finite difference method to solve the time dependent heat equation in 1D, using an explicit time step method.
FD1D_HEAT_STEADY, a C++ code which uses the finite difference method to solve the steady (time independent) heat equation in 1D.
FD1D_WAVE, a C++ code which applies the finite difference method to solve the time-dependent wave equation utt = c * uxx in one spatial dimension.
FEM1D, a C++ code which applies the finite element method, with piecewise linear basis functions, to a linear two point boundary value problem;
FEM2D_HEAT, a C++ code which applies the finite element method to solve the 2D heat equation.