Documentos de Académico
Documentos de Profesional
Documentos de Cultura
Apuntes MDF
Apuntes MDF
ClaudioVZ
2018
2
Índice general
1. Diferenciación numérica 5
3. Ecuación elı́ptica 9
4. Ecuación hiperbólica 11
4.1. Métodos explı́citos . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
4.1.1. FTCS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
4.1.2. FTFS o Downwind . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
4.1.3. FTBS o Upwind . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
4.1.4. CTCS o Leap-Frog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
4.1.5. Lax . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
4.1.6. Lax-Friedrichs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
4.1.7. Lax-Wendroff . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
4.2. Métodos implı́citos . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
4.2.1. FTCS implı́cito o Laasonen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
4.2.2. BTCS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
4.2.3. Crank-Nicolson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
4.2.4. θ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
5. Ecuación parabólica 31
5.1. Métodos explı́citos . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
5.1.1. FTCS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
5.1.2. FTFS o Downwind . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
5.1.3. FTBS o Upwind . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
5.1.4. CTCS o Leap-Frog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
5.1.5. Du Fort-Frankel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
5.1.6. Lax . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
5.1.7. Lax-Friedrichs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
5.2. Métodos implı́citos . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
5.2.1. FTCS implı́cito o Laasonen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
5.2.2. BTCS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
5.2.3. Crank-Nicolson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
5.2.4. θ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
6. Aplicaciones en hidráulica 51
6.1. Advección-Difusión . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
6.1.1. FTCS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
6.1.2. FTCS implı́cito . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
6.1.3. Crank-Nicolson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
3
4 ÍNDICE GENERAL
Capı́tulo 1
Diferenciación numérica
5
6 CAPÍTULO 1. DIFERENCIACIÓN NUMÉRICA
Capı́tulo 2
7
8 CAPÍTULO 2. ECUACIONES DIFERENCIALES PARCIALES
Capı́tulo 3
Ecuación elı́ptica
9
10 CAPÍTULO 3. ECUACIÓN ELÍPTICA
Capı́tulo 4
Ecuación hiperbólica
∂T ∂T
+u =0
∂t ∂x
C
T (t + ∆t) − T (t) + [T (x + ∆x) − T (x − ∆x)] = 0
2
Reordenando
C
T (t + ∆t) = T (t) − [T (x + ∆x) − T (x − ∆x)]
2
Reescribiendo para su formulación matricial
C
T (t + ∆t, x) = T (t, x) − [T (t, x + ∆x) − T (t, x − ∆x)]
2
Intercambiando por los ı́ndices del mallado
C
T (n + 1, j) = T (n, j) − [T (n, j + 1) − T (n, j − 1)]
2
Reordenando
C C
T (n + 1, j) = T (n, j − 1) + T (n, j) − T (n, j + 1) (4.1)
2 2
11
12 CAPÍTULO 4. ECUACIÓN HIPERBÓLICA
n + 1, j
n, j − 1 n, j n, j + 1
0 1 2 3 4 5 6
0 1 2 3 4 5 6
0 10 0 0 0 0 0 3
0 1 2 3 4 5 6
0 1 2 3 4 5 6
1 10 5 0 0 0 −1.5 3
0 10 0 0 0 0 0 3
0 1 2 3 4 5 6
Para t = 2
0 1 2 3 4 5 6
2 10 10 2.5 0 0.75 −3 3
1 10 5 0 0 0 −1.5 3
0 10 0 0 0 0 0 3
0 1 2 3 4 5 6
Para t = 3
0 1 2 3 4 5 6
2 10 10 2.5 0 0.75 −3 3
1 10 5 0 0 0 −1.5 3
0 10 0 0 0 0 0 3
0 1 2 3 4 5 6
Solución FTCS
t = 0.0
t = 1.0
12.5 t = 2.0
t = 3.0
10.0
7.5
5.0
T
2.5
0.0
2.5
5.0
0 1 2 3 4 5 6
x
Reordenando
T (t + ∆t) = T (t) − C[T (x + ∆x) − T (x)]
Reescribiendo para su formulación matricial
T (t + ∆t, x) = T (t, x) − C[T (t, x + ∆x) − T (t, x)]
Intercambiando por los ı́ndices del mallado
T (n + 1, j) = T (n, j) − C[T (n, j + 1) − T (n, j)]
Reordenando
T (n + 1, j) = (1 + C)T (n, j) − CT (n, j + 1) (4.2)
n + 1, j
n, j n, j + 1
n + 1, j
n, j − 1 n, j
Reordenando
T (t + ∆t) = T (t − ∆t) − C[T (x + ∆x) − T (x − ∆x)]
Reescribiendo para su formulación matricial
Reordenando
T (n + 1, j) = T (n − 1, j) − CT (n, j + 1) + CT (n, j − 1) (4.4)
n + 1, j
n, j − 1 n, j + 1
n − 1, j
4.1.5. Lax
Se deriva de FTCS
C
T (n + 1, j) = T (n, j) −
[T (n, j + 1) − T (n, j − 1)]
2
El nodo actual se reemplaza por el promedio de los nodos adyacentes
T (n, j − 1) + T (n, j + 1)
T (n, j) =
2
Reemplazando
1 C
T (n + 1, j) = [T (n, j − 1) + T (n, j + 1)] − [T (n, j + 1) − T (n, j − 1)]
2 2
Reordenando
1+C 1−C
T (n + 1, j) = T (n, j − 1) + T (n, j + 1) (4.5)
2 2
4.1. MÉTODOS EXPLÍCITOS 19
n + 1, j
n, j − 1 n, j + 1
4.1.6. Lax-Friedrichs
Se deriva de FTCS
C
T (n + 1, j) = T (n, j) − [T (n, j + 1) − T (n, j − 1)]
2
El nodo actual se reemplaza por
αT (n, j + 1) + αT (n, j − 1)
αT (n, j) =
2
Reemplazando y reordenando
α
T (n, j) = [T (n, j + 1) + T (n, j − 1)] + (1 − α)T (n, j)
2
Reemplazando en el método FTCS
α C
T (n + 1, j) = [T (n, j + 1) + T (n, j − 1)] + (1 − α)T (n, j) − [T (n, j + 1) − T (n, j − 1)]
2 2
Reordenando
α+C α−C
T (n + 1, j) = T (n, j − 1) + (1 − α)T (n, j) + T (n, j + 1) (4.6)
2 2
n + 1, j
n, j − 1 n, j n, j + 1
4.1.7. Lax-Wendroff
Este método usa la serie de Taylor para mejorar el orden de aproximación
f 00 (a)
f (z) = f (a) + f 0 (a)(z − a) + (z − a)2
2
Reemplazando a = t y z − a = ∆t
∂ (∆t)2 ∂ 2
T (t + ∆t, x) = T (t, x) + ∆t T (t, x) + T (t, x)
∂t 2 ∂t2
Las derivadas son
∂T ∂T
= −u
∂t ∂x
∂2T 2
∂ ∂T ∂ ∂T ∂ ∂T 2 ∂ T
= −u = −u = −u = u
∂t2 ∂t ∂x ∂t ∂x ∂x ∂t ∂x2
20 CAPÍTULO 4. ECUACIÓN HIPERBÓLICA
Reemplazando
∂ (u∆t)2 ∂ 2
T (t + ∆t, x) = T (t, x) − u∆t T (t, x) + T (t, x)
∂x 2 ∂x2
Aproximaciones centradas de Tx y Txx
Reemplazando
2
u∆t 1 u∆t
T (t + ∆t, x) = T (t, x) − [T (t, x + ∆x) − T (t, x − ∆x)] + [T (t, x + ∆x) − 2T (t, x) + T (t, x − ∆x)]
2∆x 2 ∆x
C C2
T (t + ∆t, x) = T (t, x) − [T (t, x + ∆x) − T (t, x − ∆x)] + [T (t, x + ∆x) − 2T (t, x) + T (t, x − ∆x)]
2 2
Intercambiando por los ı́ndices del mallado
C C2
T (n + 1, j) = T (t, j) − [T (n, j + 1) − T (n, j − 1)] + [T (n, j + 1) − 2T (n, j) + T (n, j − 1)]
2 2
Reordenando
C2 + C
2
2 C −C
T (n + 1, j) = T (n, j − 1) − (C − 1)T (n, j) + T (n, j + 1)
2 2
n + 1, j
n, j − 1 n, j n, j + 1
C
T (t, x) = T (t + ∆t, x) + [T (t + ∆t, x + ∆x) − T (t + ∆t, x − ∆x)]
2
Simplificando
C C
T (t, x) = − T (t + ∆t, x − ∆x) + T (t + ∆t, x) + T (t + ∆t, x + ∆x)
2 2
4.2. MÉTODOS IMPLÍCITOS 21
C C
T (n, j) = − T (n + 1, j − 1) + T (n + 1, j) + T (n + 1, j + 1)
2 2
n + 1, j − 1 n + 1, j n + 1, j + 1
n, j
0 1 2 3 4
C C
− T [1, 0] + T [1, 1] + T [1, 2] = T [0, 1]
2 2
C C
− T [1, 1] + T [1, 2] + T [1, 3] = T [0, 2]
2 2
C C
− T [1, 2] + T [1, 3] + T [1, 4] = T [0, 3]
2 2
Reescribiendo
C C
− T [1, 0] + T [1, 1] +
T [1, 2] + 0T [1, 3] + 0T [1, 4] = T [0, 1]
2 2
C C
0T [1, 0] − T [1, 1] + T [1, 2] + T [1, 3] + 0T [1, 4] = T [0, 2]
2 2
C C
0T [1, 0] + 0T [1, 1] − T [1, 2] + T [1, 3] + T [1, 4] = T [0, 3]
2 2
Reordenando
C C
T [1, 1] +
T [1, 2] + 0T [1, 3] = T [0, 1] + T [1, 0] + 0T [1, 4]
2 2
C C
− T [1, 1] + T [1, 2] + T [1, 3] = T [0, 2] + 0T [1, 0] + 0T [1, 4]
2 2
C C
0T [1, 1] − T [1, 2] + T [1, 3] = T [0, 3] + 0T [1, 0] − T [1, 4]
2 2
Simplificando
C C
T [1, 1] +T [1, 2] + 0T [1, 3] = T [0, 1] + T [1, 0]
2 2
C C
− T [1, 1] + T [1, 2] + T [1, 3] = T [0, 2]
2 2
C C
0T [1, 1] − T [1, 2] + T [1, 3] = T [0, 3] − T [1, 4]
2 2
22 CAPÍTULO 4. ECUACIÓN HIPERBÓLICA
En forma matricial
C
1 0 T [1, 1] T [0, 1] T [1, 0] 0
− C
2
C C C
2 1 2
T [1, 2] = T [0, 2] + 0 − 0
2 2
0 − C2 1 T [1, 3] T [0, 3] 0 T [1, 4]
Al resolver el sistema se obtienen los valores T [1, x], también puede escribirse como
C
T [0, 1] + C2 T [1, 0]
1 2 0 T [1, 1]
− C 1 C
T [1, 2] = T [0, 2]
2 2
C C
0 −2 1 T [1, 3] T [0, 3] − 2 T [1, 4]
Ejemplo 4.2.1.
Resolver la siguiente ecuación diferencial
∂T ∂T
+ =0
∂t ∂x
T (x, 0) = 0
T (0, t) = 10
T (6, t) = 3
0 1 2 3 4 5 6
0 1 2 3 4 5 6
0 10 0 0 0 0 0 3
0 1 2 3 4 5 6
0 1 2 3 4 5 6
Usando la fórmula
C
T [0, 1] + C2 T [1, 0]
1 2 0 0 0 T [1, 1]
− C 1 C
0 0 T [1, 2] T [0, 2]
2 2
0
− C2 1 C
2 0 T [1, 3] =
T [0, 3]
0 0 − C2 1 C T [1, 4]
2
T [0, 4]
C
0 0 0 − C2 1 T [1, 5] T [0, 5] − 2 T [1, 6]
Reemplazando valores
1 0.5 0 0 0 T [1, 1] 0 + 0.5(10)
−0.5 1 0.5 0 0 T [1, 2] 0
0
−0.5 1 0.5 0
T [1, 3] =
0
0 0 −0.5 1 0.5 T [1, 4] 0
0 0 0 −0.5 1 T [1, 5] 0 − 0.5(3)
Simplificando y resolviendo
1 0.5 0 0 0 T [1, 1] 5 4.1
−0.5 1 0.5 0 0 T [1, 2] 0
1.8
0
−0.5 1 0.5 0
T [1, 3] = 0
0.5
T1 =
0 0 −0.5 1 0.5 T [1, 4] 0 0.8
0 0 0 −0.5 1 T [1, 5] −1.5 −1.1
0 10 0 0 0 0 0 3
0 1 2 3 4 5 6
0 1 2 3 4 5 6
Reemplazando valores
1 0.5 0 0 0 T [2, 1] 4.1 + 0.5(10)
−0.5 1 0.5 0 0 T [2, 2] 1.8
0
−0.5 1 0.5 0 T [2, 3] =
0.5
0 0 −0.5 1 0.5 T [2, 4] 0.8
0 0 0 −0.5 1 T [2, 5] −1.1 − 0.5(3)
Simplificando y resolviendo
1 0.5 0 0 0 T [2, 1] 9.1 6.874
−0.5 1 0.5 0 0 T [2, 2] 1.8
4.451
0
−0.5 1 0.5 0 T [2, 3] = 0.5
1.571
T2 =
0 0 −0.5 1 0.5 T [2, 4] 0.8 2.308
0 0 0 −0.5 1 T [2, 5] −2.6 −1.446
0 10 0 0 0 0 0 3
0 1 2 3 4 5 6
0 1 2 3 4 5 6
Simplificando y resolviendo
1 0.5 0 0 0 T [3, 1] 11.874 8.321
−0.5 1 0.5 0 0 T [3, 2] 4.451
7.107
0
−0.5 1 0.5 0 T [3, 3] = 1.571
3.010
T3 =
0 0 −0.5 1 0.5 T [3, 4] 2.308 4.229
0 0 0 −0.5 1 T [3, 5] −2.946 −0.831
0 10 0 0 0 0 0 3
0 1 2 3 4 5 6
4
T
2
0 1 2 3 4 5 6
x
4.2.2. BTCS
Aproximación hacia atrás de Tt
∂T T (t) − T (t − ∆t)
=
∂t ∆t
Aproximación centrada de Tx
∂T T (x + ∆x) − T (x − ∆x)
=
∂x 2∆x
4.2. MÉTODOS IMPLÍCITOS 27
Reemplazando
T (t) − T (t − ∆t) T (x + ∆x) − T (x − ∆x)
+u =0
∆t 2∆x
Reordenando
u∆t
T (t) − T (t − ∆t) + [T (x + ∆x) − T (x − ∆x)] = 0
2∆x
Se reemplaza por el término C
C
T (t) − T (t − ∆t) + [T (x + ∆x) − T (x − ∆x)] = 0
2
Reordenando
C
T (t) = T (t − ∆t) − [T (x + ∆x) − T (x − ∆x)]
2
Reescribiendo para su formulación matricial
C
T (t, x) = T (t − ∆t, x) − [T (t, x + ∆x) − T (t, x − ∆x)]
2
Intercambiando por los ı́ndices del mallado
C
T (n, j) = T (n − 1, j) − [T (n, j + 1) − T (n, j − 1)]
2
n, j − 1 n, j n, j + 1
n − 1, j
4.2.3. Crank-Nicolson
Puede derivarse de métodos FTCS
C
T (t + ∆t, x) = T (t, x) − [T (t, x + ∆x) − T (t, x − ∆x)] explı́cito
2
C
T (t, x) = T (t + ∆t, x) + [T (t + ∆t, x + ∆x) − T (t + ∆t, x − ∆x)] implı́cito
2
Reordenando
C
T (t + ∆t, x) − T (t, x) = − [T (t, x + ∆x) − T (t, x − ∆x)]
2
C
T (t + ∆t, x) − T (t, x) = − [T (t + ∆t, x + ∆x) − T (t + ∆t, x − ∆x)]
2
1
Multiplicando por 2 y sumando
C C
T (t + ∆t, x) − T (t, x) = − [T (t, x + ∆x) − T (t, x − ∆x)] − [T (t + ∆t, x + ∆x) − T (t + ∆t, x − ∆x)]
4 4
Simplificando
C
T (t + ∆t, x) − T (t, x) = − [T (t, x + ∆x) − T (t, x − ∆x) + T (t + ∆t, x + ∆x) − T (t + ∆t, x − ∆x)]
4
Reordenando
C C C C
− T (t, x − ∆x) − T (t, x) + T (t, x + ∆x) = T (t + ∆t, x − ∆x) − T (t + ∆t, x) − T (t + ∆t, x + ∆x)
4 4 4 4
28 CAPÍTULO 4. ECUACIÓN HIPERBÓLICA
C C C C
− T (n, j − 1) − T (n, j) + T (n, j + 1) = T (n + 1, j − 1) − T (n + 1, j) − T (n + 1, j + 1)
4 4 4 4
n + 1, j − 1 n + 1, j n + 1, j + 1
n, j − 1 n, j n, j + 1
0 1 2 3 4
C C C C
T [1, 0] − T [1, 1] − T [1, 2] = − T [0, 0] − T [0, 1] + T [0, 2]
4 4 4 4
C C C C
T [1, 1] − T [1, 2] − T [1, 3] = − T [0, 1] − T [0, 2] + T [0, 3]
4 4 4 4
C C C C
T [1, 2] − T [1, 3] − T [1, 4] = − T [0, 2] − T [0, 3] + T [0, 4]
4 4 4 4
Reordenando
C C C C
− T [1, 1] − T [1, 2] + 0T [1, 3] = − T [0, 1] + T [0, 2] + 0T [0, 3] − T [0, 0] − T [1, 0]
4 4 4 4
C C C C
T [1, 1] − T [1, 2] − T [1, 3] = − T [0, 1] − T [0, 2] + T [0, 3]
4 4 4 4
C C C C
0T [1, 1] + T [1, 2] − T [1, 3] = T [0, 1] − T [0, 2] − T [0, 3] + T [0, 4] + T [1, 4]
4 4 4 4
En forma matricial
− C4 C
−1 0 T [1, 1] −1 0 T [0, 1] T [0, 0] 0 T [1, 0] 0
C
4 C C C C
4 −1 − C4 T [1, 2] = − C4 −1 C
4
T [0, 2]− 0 + 0 − 0 + 0
C 4 4 4 4
0 4 −1 T [1, 3] 0 − C4 −1 T [0, 3] 0 T [0, 4] 0 T [1, 4]
Al resolver el sistema se obtienen los valores T [1, x], también puede escribirse como
− C4 C
−1 0 T [1, 1] −1 0 T [0, 1] −T [0, 0] − T [1, 0]
C
4 C
4 −1 − C4 T [1, 2] = − C4 −1 C
4
T [0, 2] + 0
C 4
0 4 −1 T [1, 3] 0 − C4 −1 T [0, 3] T [0, 4] + T [1, 4]
4.2. MÉTODOS IMPLÍCITOS 29
C
−1 0 ··· ··· ··· ··· 0
4
T [n, 1]
−T [n, 0] − T [n + 1, 0]
C C .. ..
− 4 −1 .
4
T [n, 2]
. 0
.. .. ..
.. ..
− C4
0 −1 . . . . .
.. .. .. ..
.. .. .. .. ..
. . . . . . . . C .
=
.
.. .
+
.
.. .. .. .. .. ..
..
4
..
. . . . .
.
. .. .. .. ..
..
. . C
−1 4 0
.
.
. .. T [n, s − 1] 0
..
. − C4 −1 C
4 T [n, s] T [n, s + 1] + T [n + 1, s + 1]
0 ··· ··· ··· ··· 0 − C4 −1
4.2.4. θ
1
Reemplazando en el método de Crank-Nicolson, θ = 4
n + 1, j − 1 n + 1, j n + 1, j + 1
n, j − 1 n, j n, j + 1
−1 −θC 0 T [1, 1] −1 θC 0 T [0, 1] −T [0, 0] − T [1, 0]
θC −1 −θC T [1, 2] = −θC −1 θC T [0, 2] + θC 0
0 θC −1 T [1, 3] 0 −θC −1 T [0, 3] T [0, 4] + T [1, 4]
30 CAPÍTULO 4. ECUACIÓN HIPERBÓLICA
Ecuación parabólica
∂T ∂2T
=D
∂t ∂x2
n + 1, j
n, j − 1 n, j n, j + 1
Ejemplo 5.1.1.
Resolver la siguiente ecuación diferencial
∂T ∂2T
= 0.4 2
∂t ∂x
T (x, 0) = 0
T (0, t) = 10
T (6, t) = 3
Solución
Verificando el número de difusión
D∆t 0.4 · 1
S= 2
= = 0.4 6 0.5
∆x 12
Dibujando la malla
0 1 2 3 4 5 6
0 1 2 3 4 5 6
0 10 0 0 0 0 0 3
0 1 2 3 4 5 6
0 1 2 3 4 5 6
T (1, 1) = 0.4T (0, 0) + 0.2T (0, 1) + 0.4T (0, 2) = 0.4(10) + 0.2(0) + 0.4(0) = 4
T (1, 2) = 0.4T (0, 1) + 0.2T (0, 2) + 0.4T (0, 3) = 0.4(0) + 0.2(0) + 0.4(0) = 0
T (1, 3) = 0.4T (0, 2) + 0.2T (0, 3) + 0.4T (0, 4) = 0.4(0) + 0.2(0) + 0.4(0) = 0
T (1, 4) = 0.4T (0, 3) + 0.2T (0, 4) + 0.4T (0, 5) = 0.4(0) + 0.2(0) + 0.4(0) = 0
T (1, 5) = 0.4T (0, 4) + 0.2T (0, 5) + 0.4T (0, 6) = 0.4(0) + 0.2(0) + 0.4(3) = 1.2
34 CAPÍTULO 5. ECUACIÓN PARABÓLICA
1 10 4 0 0 0 1.2 3
0 10 0 0 0 0 0 3
0 1 2 3 4 5 6
Para t = 2
0 1 2 3 4 5 6
T (2, 1) = 0.4T (1, 0) + 0.2T (1, 1) + 0.4T (1, 2) = 0.4(10) + 0.2(4) + 0.4(0) = 4.8
T (2, 2) = 0.4T (1, 1) + 0.2T (1, 2) + 0.4T (1, 3) = 0.4(4) + 0.2(0) + 0.4(0) = 1.6
T (2, 3) = 0.4T (1, 2) + 0.2T (1, 3) + 0.4T (1, 4) = 0.4(0) + 0.2(0) + 0.4(0) = 0
T (2, 4) = 0.4T (1, 3) + 0.2T (1, 4) + 0.4T (1, 5) = 0.4(0) + 0.2(0) + 0.4(1.2) = 0.48
T (2, 5) = 0.4T (1, 4) + 0.2T (1, 5) + 0.4T (1, 6) = 0.4(0) + 0.2(1.2) + 0.4(3) = 1.44
5.1. MÉTODOS EXPLÍCITOS 35
1 10 4 0 0 0 1.2 3
0 10 0 0 0 0 0 3
0 1 2 3 4 5 6
Para t = 3
0 1 2 3 4 5 6
T (3, 1) = 0.4T (2, 0) + 0.2T (2, 1) + 0.4T (2, 2) = 0.4(10) + 0.2(4.8) + 0.4(1.6) = 5.6
T (3, 2) = 0.4T (2, 1) + 0.2T (2, 2) + 0.4T (2, 3) = 0.4(4.8) + 0.2(1.6) + 0.4(0) = 2.24
T (3, 3) = 0.4T (2, 2) + 0.2T (2, 3) + 0.4T (2, 4) = 0.4(1.6) + 0.2(0) + 0.4(0.48) = 0.832
T (3, 4) = 0.4T (2, 3) + 0.2T (2, 4) + 0.4T (2, 5) = 0.4(0) + 0.2(0.48) + 0.4(1.44) = 0.672
T (3, 5) = 0.4T (2, 4) + 0.2T (2, 5) + 0.4T (2, 6) = 0.4(0.48) + 0.2(1.44) + 0.4(3) = 1.68
36 CAPÍTULO 5. ECUACIÓN PARABÓLICA
1 10 4 0 0 0 1.2 3
0 10 0 0 0 0 0 3
0 1 2 3 4 5 6
Solución FTCS
10 t = 0.0
t = 1.0
t = 2.0
t = 3.0
8
6
T
0
0 1 2 3 4 5 6
x
Reordenando
T (t + ∆t) = T (t) + S[T (x + 2∆x) − 2T (x + ∆x) + T (x)]
Reescribiendo para su formulación matricial
T (t + ∆t, x) = T (t, x) + S[T (t, x + 2∆x) − 2T (t, x + ∆x) + T (t, x)]
Intercambiando por los ı́ndices del mallado
T (n + 1, j) = T (n, j) + S[T (n, j + 2) − 2T (n, j + 1) + T (n, j)]
Reordenando
T (n + 1, j) = (1 + S)T (n, j) − 2ST (n, j + 1) + ST (n, j + 2) (5.2)
n + 1, j
n, j n, j + 1 n, j + 2
n + 1, j
n, j − 2 n, j − 1 n, j
Reordenando
T (t + ∆t) = T (t − ∆t) + 2S[T (x + ∆x) − 2T (x) + T (x − ∆x)]
Reescribiendo para su formulación matricial
Reordenando
T (n + 1, j) = T (n − 1, j) + 2ST (n, j − 1) − 4ST (n, j) + 2ST (n, j + 1) (5.4)
n + 1, j
n, j − 1 n, j n, j + 1
n − 1, j
5.1.5. Du Fort-Frankel
Se deriva de Leap-Frog
T (n − 1, j) + T (n + 1, j)
T (n, j) =
2
Reemplazando
Reordenando
1 − 2S 2S 2S
T (n + 1, j) = T (n − 1, j) + T (n, j − 1) + T (n, j + 1) (5.5)
1 + 2S 1 + 2S 1 + 2S
n + 1, j
n, j − 1 n, j + 1
n − 1, j
5.1.6. Lax
Se deriva de FTCS
n + 1, j
n, j − 1 n, j n, j + 1
5.1.7. Lax-Friedrichs
Se deriva de FTCS
Reemplazando y reordenando
α
T (n, j) = [T (n, j + 1) + T (n, j) + T (n, j − 1)] + (1 − α)T (n, j)
3
Reemplazando
α
T (n + 1, j) = [T (n, j + 1) + T (n, j) + T (n, j − 1)] + (1 − α)T (n, j) + S[T (n, j + 1) − 2T (n, j) + T (n, j − 1)]
3
Reordenando
α 2 α
T (n + 1, j) = + S T (n, j − 1) + 1 − α − 2S T (n, j) + + S T (n, j + 1) (5.7)
3 3 3
n + 1, j
n, j − 1 n, j n, j + 1
Reordenando
T (t) = T (t + ∆t) − S[T (x + ∆x) − 2T (x) + T (x − ∆x)]
Reescribiendo
T (t, x) = T (t + ∆t, x) − S[T (t, x + ∆x) − 2T (t, x) + T (t, x − ∆x)]
Simplificando
n + 1, j − 1 n + 1, j n + 1, j + 1
n, j
0 1 2 3 4
Reescribiendo
Reordenando
Simplificando
En forma matricial
1 + 2S −S 0 T [1, 1] T [0, 1] T [1, 0]
−S 1 + 2S −S T [1, 2] = T [0, 2] + S 0
0 −S 1 + 2S T [1, 3] T [0, 3] T [1, 4]
Al resolver el sistema se obtienen los valores T [1, x], también puede escribirse como
1 + 2S −S 0 T [1, 1] T [0, 1] + ST [1, 0]
−S 1 + 2S −S T [1, 2] = T [0, 2]
0 −S 1 + 2S T [1, 3] T [0, 3] + ST [1, 4]
Ejemplo 5.2.1.
Resolver la siguiente ecuación diferencial
∂T ∂2T
= 0.4 2
∂t ∂x
T (x, 0) = 0
T (0, t) = 10
T (6, t) = 3
Solución
Verificando el número de difusión
D∆t 0.4 · 1
S= 2
= = 0.4 6 0.5
∆x 12
Dibujando la malla
0 1 2 3 4 5 6
0 1 2 3 4 5 6
0 10 0 0 0 0 0 3
0 1 2 3 4 5 6
0 1 2 3 4 5 6
Reemplazando valores
1.8 −0.4 0 0 0 T [1, 1] 0 + 0.4(10)
−0.4 −0.4
1.8 0 0 T [1, 2] 0
0
−0.4 1.8 −0.4 0 T [1, 3] =
0
0 0 −0.4 1.8 −0.4 T [1, 4]
0
0 0 0 −0.4 1.8 T [1, 5] 0 + 0.4(3)
Simplificando y resolviendo
1.8 −0.4 0 0 0 T [1, 1] 4 2.346
−0.4 1.8 −0.4 0 0 T [1, 2] 0 0.559
0
−0.4 1.8 −0.4 0 T [1, 3] = 0
0.167
T1 =
0 0 −0.4 1.8 −0.4 T [1, 4] 0
0.195
0 0 0 −0.4 1.8 T [1, 5] 1.2 0.710
44 CAPÍTULO 5. ECUACIÓN PARABÓLICA
0 10 0 0 0 0 0 3
0 1 2 3 4 5 6
Para t = 2
0 1 2 3 4 5 6
Reemplazando valores
1.8 −0.4 0 0 0 T [2, 1] 2.346 + 0.4(10)
−0.4 −0.4
1.8 0 0 T [2, 2] 0.559
0
−0.4 1.8 −0.4 0
T [2, 3] =
0.167
0 0 −0.4 1.8 −0.4 T [2, 4] 0.195
0 0 0 −0.4 1.8 T [2, 5] 0.710 + 0.4(3)
Simplificando y resolviendo
1.8 −0.4 0 0 0 T [2, 1] 6.346 3.806
−0.4 −0.4
1.8 0 0 T [2, 2] 0.559
1.263
0
−0.4 1.8 −0.4 0 T [2, 3] = 0.167
0.479
T2 =
0 0 −0.4 1.8 −0.4 T [2, 4] 0.195 0.474
0 0 0 −0.4 1.8 T [2, 5] 1.910 1.166
5.2. MÉTODOS IMPLÍCITOS 45
0 10 0 0 0 0 0 3
0 1 2 3 4 5 6
Para t = 3
0 1 2 3 4 5 6
Reemplazando valores
1.8 −0.4 0 0 0 T [3, 1] 3.806 + 0.4(10)
−0.4 −0.4
1.8 0 0 T [3, 2] 1.263
0
−0.4 1.8 −0.4 0
T [3, 3] =
0.479
0 0 −0.4 1.8 −0.4 T [3, 4] 0.474
0 0 0 −0.4 1.8 T [3, 5] 1.166 + 0.4(3)
Simplificando y resolviendo
1.8 −0.4 0 0 0 T [3, 1] 7.806 4.772
−0.4 −0.4
1.8 0 0 T [3, 2] 1.263
1.956
0
−0.4 1.8 −0.4 0 T [3, 3] = 0.479
0.876
T3 =
0 0 −0.4 1.8 −0.4 T [3, 4] 0.474 0.789
0 0 0 −0.4 1.8 T [3, 5] 2.366 1.490
46 CAPÍTULO 5. ECUACIÓN PARABÓLICA
0 10 0 0 0 0 0 3
0 1 2 3 4 5 6
6
T
0
0 1 2 3 4 5 6
x
5.2.2. BTCS
Aproximación hacia atrás de Tt
∂T T (t) − T (t − ∆t)
=
∂t ∆t
Aproximación centrada de Txx
∂2T T (x + ∆x) − 2T (x) + T (x − ∆x)
=
∂x2 ∆x2
Reemplazando
T (t) − T (t − ∆t) T (x + ∆x) − 2T (x) + T (x − ∆x)
−D =0
∆t ∆x2
Reordenando
D∆t
T (t) − T (t − ∆t) − [T (x + ∆x) − 2T (x) + T (x − ∆x)] = 0
∆x2
Se reemplaza por el término S
T (t) − T (t − ∆t) − S[T (x + ∆x) − 2T (x) + T (x − ∆x)] = 0
5.2. MÉTODOS IMPLÍCITOS 47
Reordenando
T (t) = T (t − ∆t) + S[T (x + ∆x) − 2T (x) + T (x − ∆x)]
Reescribiendo para su formulación matricial
n, j − 1 n, j n, j + 1
n − 1, j
5.2.3. Crank-Nicolson
Puede derivarse de métodos FTCS
Reordenando
S S
T (t+∆t, x)−T (t, x) = [T (t, x+∆x)−2T (t, x)+T (t, x−∆x)]+ [T (t+∆t, x+∆x)−2T (t+∆t, x)+T (t+∆t, x−∆x)]
2 2
Simplificando
S
T (t+∆t, x)−T (t, x) = [T (t, x+∆x)−2T (t, x)+T (t, x−∆x)+T (t+∆t, x+∆x)−2T (t+∆t, x)+T (t+∆t, x−∆x)]
2
Reordenando
S S S S
T (t, x+∆x)+(1−S)T (t, x)+ T (t, x−∆x) = − T (t+∆t, x+∆x)+(1+S)T (t+∆t, x)− T (t+∆t, x−∆x)
2 2 2 2
Intercambiando por los ı́ndices del mallado
S S S S
T (n, j + 1) + (1 − S)T (n, j) + T (n, j − 1) = − T (n + 1, j + 1) + (1 + S)T (n + 1, j) − T (n + 1, j − 1)
2 2 2 2
n + 1, j − 1 n + 1, j n + 1, j + 1
n, j − 1 n, j n, j + 1
0 1 2 3 4
5.2.4. θ
1
Reemplazando en el método de Crank-Nicolson, θ = 2
n + 1, j − 1 n + 1, j n + 1, j + 1
n, j − 1 n, j n, j + 1
Aplicaciones en hidráulica
6.1. Advección-Difusión
∂T ∂T ∂2T
+u =D
∂t ∂x ∂x2
6.1.1. FTCS
Aproximación hacia adelante de Tt
∂T T (t + ∆t) − T (t)
=
∂t ∆t
Aproximación centrada de Tx
∂T T (x + ∆x) − T (x − ∆x)
=
∂x 2∆x
Aproximación centrada de Txx
∂2T T (x + ∆x) − 2T (x) + T (x − ∆x)
2
=
∂x ∆x2
Reemplazando
T (t + ∆t) − T (t) T (x + ∆x) − T (x − ∆x) T (x + ∆x) − 2T (x) + T (x − ∆x)
+u =D
∆t 2∆x ∆x2
Reordenando
u∆t D∆t
T (t + ∆t) − T (t) + [T (x + ∆x) − T (x − ∆x)] = [T (x + ∆x) − 2T (x) + T (x − ∆x)]
2∆x ∆x2
Reemplazando por C y S
C
T (t + ∆t) − T (t) + [T (x + ∆x) − T (x − ∆x)] = S[T (x + ∆x) − 2T (x) + T (x − ∆x)]
2
Reordenando
C
T (t + ∆t) = T (t) − [T (x + ∆x) − T (x − ∆x)] + S[T (x + ∆x) − 2T (x) + T (x − ∆x)]
2
Reescribiendo para su formulación matricial
C
T (t + ∆t, x) = T (t, x) − [T (t, x + ∆x) − T (t, x − ∆x)] + S[T (t, x + ∆x) − 2T (t, x) + T (t, x − ∆x)]
2
Intercambiando por los ı́ndices del mallado
C
T (n + 1, j) = T (n, j) − [T (n, j + 1) − T (n, j − 1)] + S[T (n, j + 1) − 2T (n, j) + T (n, j − 1)]
2
Reordenando
C C
T (n + 1, j) = S+ T (n, j − 1) + (1 − 2S)T (n, j) + S − T (n, j + 1) (6.1)
2 2
51
52 CAPÍTULO 6. APLICACIONES EN HIDRÁULICA
C
T (t) − T (t − ∆t) + [T (x + ∆x) − T (x − ∆x)] = S[T (x + ∆x) − 2T (x) + T (x − ∆x)]
2
Reordenando
C
T (t) = T (t − ∆t) − [T (x + ∆x) − T (x − ∆x)] + S[T (x + ∆x) − 2T (x) + T (x − ∆x)]
2
Reescribiendo para su formulación matricial
C
T (t, x) = T (t − ∆t, x) − [T (t, x + ∆x) − T (t, x − ∆x)] + S[T (t, x + ∆x) − 2T (t, x) + T (t, x − ∆x)]
2
Reemplazando t = t + ∆t
C
T (t+∆t, x) = T (t, x)− [T (t+∆t, x+∆x)−T (t+∆t, x−∆x)]+S[T (t+∆t, x+∆x)−2T (t+∆t, x)+T (t+∆t, x−∆x)]
2
Intercambiando por los ı́ndices del mallado
C
T (n + 1, j) = T (n, j) − [T (n + 1, j + 1) − T (n + 1, j − 1)] + S[T (n + 1, j + 1) − 2T (n + 1, j) + T (n + 1, j − 1)]
2
Reordenando
C C
T (n, j) = − S + T (n + 1, j − 1) + (1 + 2S)T (n + 1, j) − S − T (n + 1, j + 1) (6.2)
2 2
0 1 2 3 4
C C
− S+ T [1, 0] + (1 + 2S)T [1, 1] − S − T [1, 2] = T [0, 1]
2 2
C C
− S+ T [1, 1] + (1 + 2S)T [1, 2] − S − T [1, 3] = T [0, 2]
2 2
C C
− S+ T [1, 2] + (1 + 2S)T [1, 3] − S − T [1, 4] = T [0, 3]
2 2
Reescribiendo
C C
− S+ T [1, 0] + (1 + 2S)T [1, 1] − S − T [1, 2] + 0T [1, 3] + 0T [1, 4] = T [0, 1]
2 2
C C
0T [1, 0] − S + T [1, 1] + (1 + 2S)T [1, 2] − S − T [1, 3] + 0T [1, 4] = T [0, 2]
2 2
C C
0T [1, 0] + 0T [1, 1] − S + T [1, 2] + (1 + 2S)T [1, 3] − S − T [1, 4] = T [0, 3]
2 2
Reordenando
C C
(1 + 2S)T [1, 1] − S − T [1, 2] + 0T [1, 3] = T [0, 1] + S + T [1, 0] + 0T [1, 0]
2 2
C C
− S+ T [1, 1] + (1 + 2S)T [1, 2] − S − T [1, 3] = T [0, 2] + 0T [1, 0] + 0T [1, 4]
2 2
C C
0T [1, 1] − S + T [1, 2] + (1 + 2S)T [1, 3] = T [0, 3] + 0T [1, 0] + S − T [1, 4]
2 2
Simplificando
C C
(1 + 2S)T [1, 1] − S − T [1, 2] + 0T [1, 3] = T [0, 1] + S + T [1, 0]
2 2
C C
− S+ T [1, 1] + (1 + 2S)T [1, 2] − S − T [1, 3] = T [0, 2]
2 2
C C
0T [1, 1] − S + T [1, 2] + (1 + 2S)T [1, 3] = T [0, 3] + S − T [1, 4]
2 2
En forma matricial
1 + 2S − S − C2 0
T [1, 1] T [0, 1] T [1, 0]
C
T [1, 0]
− S + C2 1 + 2S − S − C2 T [1, 2] = T [0, 2] + S 0 + 0
2
T [1, 3] T [0, 3] T [1, 4] −T [1, 4]
0 − S + C2 1 + 2S
Al resolver el sistema se obtienen los valores T [1, x], también puede escribirse como
C
1 + 2S − S− 2 0
T [0, 1] + S + C
T [1, 0]
T [1, 1] 2
− S + C2 1 + 2S − S − C2 T [1, 2] = T [0, 2]
T [1, 3]
C
0 − S + C2 1 + 2S T [0, 3] + S − 2 T [1, 4]
54 CAPÍTULO 6. APLICACIONES EN HIDRÁULICA
1 + 2S − S − C2 0 ··· ··· ··· 0
..
..
− S + C
C
T [n + 1, 1]
2 1 + 2S − S − 2
. .
T [n + 1, 2]
.. .. ..
..
0 − S + C2 1 + 2S . . .
.
.. . .. .. .. .. .. .. ..
. . . . . .
.
.
.. . .. ..
C
..
. 1 + 2S − S− 2 0
.
.. T [n + 1, s − 1]
..
. − S + C2 − S − C2
. 1 + 2S T [n + 1, s]
(6.3)
0 ··· ··· ··· 0 − S + C2 1 + 2S
T [n, 1] + S + C2 T [n + 1, 0]
T [n, 2]
..
.
=
.
..
..
.
T [n, s −
1]
C
T [n, s] + S − 2 T [n + 1, s + 1]
6.1.3. Crank-Nicolson
Puede derivarse de métodos FTCS
C C
T (n + 1, j) = S + T (n, j − 1) + (1 − 2S)T (n, j) + S − T (n, j + 1) explı́cito
2 2
C C
T (n, j) = − S + T (n + 1, j − 1) + (1 + 2S)T (n + 1, j) − S − T (n + 1, j + 1) implı́cito
2 2
Reordenando
C C
T (n + 1, j) − T (n, j) = S + T (n, j − 1) − 2ST (n, j) + S − T (n, j + 1)
2 2
C C
T (n + 1, j) − T (n, j) = S + T (n + 1, j − 1) − 2ST (n + 1, j) + S − T (n + 1, j + 1)
2 2
1
Multiplicando por 2 y sumando
S C S C
T (n + 1, j) − T (n, j) = + T (n, j − 1) − ST (n, j) + − T (n, j + 1)
2 4 2 4
S C S C
+ + T (n + 1, j − 1) − ST (n + 1, j) + − T (n + 1, j + 1)
2 4 2 4
Reordenando
S C S C
+ T (n, j − 1) + (1 − S)T (n, j) + − T (n, j + 1)
2 4 2 4
S C S C
=− + T (n + 1, j − 1) + (1 + S)T (n + 1, j) − − T (n + 1, j + 1)
2 4 2 4
0 1 2 3 4
S C S C S C S C
− + T [1, 0] + (1 + S)T [1, 1] − − T [1, 2] = + T [0, 0] + (1 − S)T [0, 1] + − T [0, 2]
2 4 2 4 2 4 2 4
S C S C S C S C
− + T [1, 1] + (1 + S)T [1, 2] − − T [1, 3] = + T [0, 1] + (1 − S)T [0, 2] + − T [0, 3]
2 4 2 4 2 4 2 4
S C S C S C S C
− + T [1, 2] + (1 + S)T [1, 3] − − T [1, 4] = + T [0, 2] + (1 − S)T [0, 3] + − T [0, 4]
2 4 2 4 2 4 2 4
Reordenando
S C S C S C S C
1 + S T [1, 1] − − T [1, 2] + 0T [1, 3] = 1 − S T [0, 1] + − T [0, 2] + 0T [0, 3] + + T [0, 0] + + T [1, 0]
2 4 2 4 2 4 2 4
S C S C S C S C
− + T [1, 1] + 1 + S T [1, 2] − − T [1, 3] = + T [0, 1] + 1 − S T [0, 2] + − T [0, 3]
2 4 2 4 2 4 2 4
S C S C S C S C
0T [1, 1] − + T [1, 2] + 1 + S T [1, 3] = 0T [0, 1] + + T [0, 2] + 1 − S T [0, 3] + − T [0, 4] + − T [1, 4]
2 4 2 4 2 4 2 4
En forma matricial
S C
1+S − 2
− 4
0 S C
S
+ C
(T [0, 0] + T [1, 0])
T [1, 1] 1−S − 0 T [0, 1]
" # " #" #
2 4
2 4
S C S C S
− 2 + 1+S − − T [1, 2] = + C4 1−S S
− C4 T [0, 2] + 0
4 2 4 2 2
S
+ C4
S C
T [1, 3] 0 2
1−S T [0, 3] S
− C
(T [0, 4] + T [1, 4])
0 − 2
+ 4
1+S 2 4
56 CAPÍTULO 6. APLICACIONES EN HIDRÁULICA