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PDE with RecurrenceTable

Dear Community,

I am trying to make a simple numeric FEM solution of parabolic PDE. It seems that RecurrenceTable function is designed exactly for such a job. Indeed, in the Help/RecurrenceTable/Scope/Partial Difference Equations one finds an example. My problem is that this example is only one, and I would say, it is not basic enough.

My question: do you know some other examples of the use of the RecurrenceTable for this sort of equations??

I would like to explain: I already went through the MathGroup archive and have seen numerous posts recommending various sophisticated FEM packages. My question is not about them. I want to learn to make simple programs of this sort myself to fast test an equation at hand.

For example, here is a classical equation of temperature conductivity:


with a=0.1, the boundary conditions: u[0,t]==1 and u[1,t]==0 and the initial condition u[x,0]== Cos[3 \[Pi]*x/2];

using the explicit method on the rectangular lattice, taken from a textbook:



Tau and h are temporal and spatial step sizes.

This is the code:

a = 0.1;

h = 0.1;

\[Tau] = 0.0001;

\[Sigma] = a^2*\[Tau]/h^2;

lst2 = RecurrenceTable[{u[j,

      k + 1] == \[Sigma]*u[j + 1, k] + (1 - 2*\[Sigma])*

       u[j, k] + \[Sigma]*u[j - 1, k], u[j, 0] == Cos[3 Pi*j/20.],

    u[0, k] == 1, u[10, k] == 0}, u, {j, 0, 10}, {k, 0, 100}];



   AxesLabel -> {Style["t", 16, Italic], Style["x", 16, Italic],

     Style["u", 16, Italic]}, PlotStyle -> Blue],

  Plot3D[0, {t, 0, 100}, {x, 0, 10},

   PlotStyle -> {Yellow, Opacity[0.4]}]


The solution obtained this way, however, does not show evolution. It is clear that with increasing t the temperature, u, should forget its initial form and approach to a straight line. What is wrong?

Thank you, Alexei

Alexei BOULBITCH, Dr., habil.


ZAE Weiergewan,

11, rue Edmond Reuter,

L-5326 Contern, LUXEMBOURG

Office phone :  +352-2454-2566

Office fax:       +352-2454-3566

mobile phone:  +49 151 52 40 66 44

e-mail: alexei.boulbitch at<mailto:alexei.boulbitch at>

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