Finite Difference Analysis of Time-dependent

Spherical Problems
Omonowo D. Momoh1, Matthew N. Sadiku2, and Sarhan M. Musa2
1
College of Engineering, Technology, and Computer Science
Indiana University-Purdue University (IPFW), Fort Wayne, IN 46805
2
Roy G. Perry College of Engineering
Prairie View A&M University, Prairie View, TX 77446

Many physical problems involve solving elliptic or

Abstract—Finite difference (FD) method has been used
extensively in electromagnetic field modeling because of its ability
to robustly handle interactions of field with complex
heterogeneous structures. In this paper, we implement the use of
explicit finite difference method to solve time-dependent problem
in spherical coordinates system. We present results in one
dimensional (1-D) and two-dimensional (2-D) that agree with the
exact solutions. The study also shows the impact of the changes in
the mesh size of each of the spherical coordinates on the accuracy
of the FD results.
Keywords—Explicit finite difference method, parabolic or heat
equation, spherical coordinates, 1-D and 2-D spherical problems.
I. INTRODUCTION
W hen a differential equation is solved analytically over a
given region subject to specified boundary conditions,
the resulting solution satisfies the differential equation
at every point in the region. When the problem can not be
solved analytically or the analytic solution becomes so
involved that numerical computation is very difficult, one
generally resorts to a numerical technique for the solution [1].
A frequently used and readily applicable method in the
numerical solution of differential equations is the method of
finite difference. The method is considered approximate in that
the derivative at a given point is represented by a derivative
taken over a finite interval across the point. However, the
accuracy of such an approximation can be controlled by
choosing the interval as small as possible at the expense of
increased labor in solving the resulting increased number of
algebraic equations [2].
In finite difference method, the problem domain is
discretized so that the values of the unknown dependent
variable are considered at a finite number of nodal points
instead of every point over the region. If N nodes are chosen,
N algebraic equations are developed by discretizing the
governing differential equations and the boundary conditions
for the problem. That is, the problem of solving the ordinary or
partial differential equations over the problem domain is
transformed to the task of development of a set of algebraic
equations and their solution by a suitable algorithm [1].
parabolic-type equation on cylindrical or spherical domains.
The first problem that has to be dealt with is the coordinate
singularities caused by the transformation. The singularities
occur at the origin of the polar domain, and at the north and
south poles of the spherical domain [3]. The treatment of the
geometrical singularity in cylindrical and spherical coordinates
has for many years been a difficulty in the development of
accurate finite (FD) and pseudo-spectra (PS) schemes. A
variety of numerical procedures for dealing with the
singularity have been suggested [4].
This paper introduces finite-difference schemes for
numerically computing the solutions for time-dependent
problems in one dimensional (1D) and two dimensional (2D)
spherical coordinates. In so doing, an existing numerical
procedure for dealing with singularity in polar coordinates was
modified to solve the presence of singularities in the radial
(r  0) and latitudinal (  0,  ) directions.
The rest of the article is organized as follows: In section II
we treat briefly the spherical coordinate system. Section III
and IV deal on the analysis of one-dimensional and two-
dimensional heat problem in spherical coordinates
respectively. The numerical results are discussed in section V
followed by some conclusions in section VI.
II. THE SPHERICAL COORDINATE SYSTEM
In many cases of axial symmetry, particularly when the
boundaries are spherical or conical, a two-dimensional mesh in
polar coordinates is preferable to a rectangular one. In such
cases, spherical polar coordinates are preferred to cylindrical
coordinates because the number of mesh points will be largest
in regions of space where the field varies rapidly [5]. The
spherical coordinate system is most appropriate when one is
dealing with problems having degree of spherical symmetry. A
point P can be represented as ( r ,  ,  ) ; r is the distance from
the origin to point P or the radius of a sphere centered at the
origin and passing through P;  (called the co latitude) is the
angle between the z-axis and the position vector P; and  is
the azimuthal angle (same as in cylindrical coordinates).
According to these definitions, the ranges of the variable are
[6]:

978-1-4799-0053-4/13/$31.00 ©2013 IEEE

0r t
q (9)
0    r 
2
(1)
0    2 equation (7) becomes
U (i, n  1)  (1  2q )U (i, n)
III. ONE-DIMENSIONAL SPHERICAL HEAT PROBLEM
 1   1  (10)
 q 1   U (i  1, n)  1   U (i  1, n) 
A. 1D Heat Equation  i   i 
Consider the one-dimensional, homogeneous heat conduction Equations (3) to (10) apply for the case r  0 . For r  0 ,
equation in the spherical coordinates given as;
2 U
U equation (3) has a term which is indeterminate (that is
 2U  (2) r r
t
0
where U  U (r , t ) . Equation (2) is more appropriately at r  0 ). Therefore we need to apply L’Hospital’s rule to
expressed as follows,
0
eq. (3).
U 2 U U
  ; 0  r  1, t  0 (3) 2 U  2U
r 2 r r t lim 2 2 (11)
r 0 r r r
This problem denotes the temperature distribution in a solid
homogeneous sphere of unit radius whose surface is Thus,
0
maintained at 0 C and whose initial temperature distribution
U
 2U 
is described by [7-8]: t
(12)
 U U
2
Boundary conditions: 3 2 
U (0, t ) bounded , r t
(4) Applying the central-space and forward-time difference
U (1, t )  0, t  0, scheme to equation (12), we have
Initial condition:
U (r , 0)  T0 (5) U (i, n  1)  U (i, n)
The exact solution of the problem is [7] t
1  (13)
U (i  1, n)  2U (i, n)  U (i  1, n)
U (r , t )   bn sin(n r ) exp( n2t ) 3
r n 1
 r 
2
(6)
2T0 
 sin(n ) cos(n ) 

r

n 1  ( n )
2

(n ) 
 sin(n r ) exp(n t )
2 By incorporating equation (9) in equation (13), we obtain

where n  1,2,...... ;  n  n , represents the eigenvalues. U (i, n  1)  (1  6q )U (i, n)

(14)
In the following section, we present a finite difference  3q U (i  1, n)  U (i  1, n) 
discretization for equation (3). As a numerical example, consider the solution of the
B. Finite Difference Discretization problem in eqs. (3) - (5). We select T0  100 ,
Equation (3) was discretized by using central-space and q  0.25,  t  0.0025 , and r  0.1 . We compute
forward-time difference scheme as follows [9, 10]. U at r = 0.3, t = 0.1, 0.2, 0.3, 0.4, and 0.5. As shown in Table
I, we compare the results with the exact solution:
U (i, n  1)  U (i, n) U (i  1, n)  2U (i, n)  U (i  1, n)

t  r  Table I. Comparing the 1D Finite Difference Solution with
2

Exact Solution (r = 0.3, T 0  1 0 0 )

2 U (i  1, n)  U (i  1, n)

r 2r t Exact Finite difference
(7) (FD)
where r  ir and t  nt (8) 0.1 62.0419 62.5671
0.2 23.8105 24.3820
If we let 0.3 8.8876 9.2472
0.4 3.3128 3.5023
0.5 1.2347 1.3264
IV. TWO-DIMENSIONAL SPHERICAL HEAT PROBLEM B. 2D Finite Difference Discretization
The radial and the co latitude angular coordinates
A. 2D Heat Equation
singularities encountered in the two-dimensional spherical
The equation for the problem involving temperature heat problem are more difficult to solve than the radial
distribution in a solid homogeneous sphere of unit radius coordinate singularity existing in the one-dimensional
(independent of the angle  ) whose surface is maintained at spherical heat problem. We employ the same grid points in
00 C , and whose initial temperature distribution is described both the radial and co latitude directions as in [12]. Grids for
is given as follows [8]: which grid points are half-integered in both radial and co
latitude directions are chosen to overcome the singularities
encountered in these two coordinates. This is just a slight
 2U 2 U 1  2U cot  U U
   2  (15) variation of the method used in [9].
r 2 r r r 2  2 r  t
The grid points are defined as follows:
Boundary conditions:
 1
U (0, , t )  0  U (1,  , t ) ri   i   r ; i  1,..., N r  1;
(16)  2
0  r  1, 0     , t  0
 1
Initial conditions:  j   j    ; j  1,..., N  1; (23)
u (r ,  , 0)  f (r , )  2
(17) tn  nt ; n  1,..., N n  1;
0  r  1, 0     , t  0

The exact solution of the two-dimensional spherical heat where

problem is [8, 11]: 2 
r  ;   ; 0  nt  t0 (24)
  r 1 2
J n1 2 (kmn ) Pn (cos  ) (2 N r  1) N
U (r , , t )   exp( k t )
2
mn Equation (15) was discretized by using central-space and
m 1 n  0 N (n) N (kmn )
forward-time difference scheme as follows [10]
1 1
*  r 3 2 J n 1 2 (kmn r ) Pn (cos  ) f (r , (cos  ))
U (i  1, j , n)  2U (i, j , n)  U (i  1, j , n)
r  0 (cos )1
(r ) 2
*dr d (cos  )
2 U (i  1, j , n)  U (i  1, j , n)
(18) 
ri 2r
2
N (n)  (19) 1 U (i, j  1, n)  2U (i, j , n)  U (i, j  1, n) (25)
2n  1 
and ri 2 ( ) 2
1 2 cot( j ) U (i, j  1, n)  U (i, j  1, n)
N (kmn )   J n' 1 2 (kmn )  (20) 
2n  1 ri 2 2 
where kmn denotes the mth root of U (i, j  1, n)  U (i, j , n)

t
J 1 (kmn )  0, n  0,1, 2,... (21)
n
2
By substituting eq.(9) into eq. (25) we have,
If f (r ,  )  T0 (constant) in equation (17), the solution of
equation (15) is reduced to  2q 
U (i, j  1, n)  1  2q  2 
U (i, j , n)
2T  sin(m r ) 

 ( i  0.5) 2
(  ) 
U (r , t )  0  (1) m 1   exp( m  t ) (22)
2 2

 m 1  (mr )  
q 1 
1   1 
U (i  1, j, n)  q 1  U (i 1, j, n) (26)
As can be seen, under this condition the exact solution to the  i  0.5   i  0.5 
two-dimensional heat problem is dependent on the radial  1 cot(( j  0.5) ) 
coordinate alone (i.e. it is independent of the co latitude). The q   U (i, j  1, n)
 (i  0.5) ( ) 2(i  0.5)2  
2 2
finite difference results for the two-dimensional spherical heat
problem obtained in this research work will be used to  1 cot(( j  0.5) ) 
q    U (i, j  1, n)
ascertain the validity of this assertion.  (i  0.5) ( )
2 2
2(i  0.5)2  
At i = 1, we have
  2q  In the same vein, despite the discretization of the two-
U (1, j  1, n)   1  2q  2 
U (1, j , n) dimensional spherical heat problem in both radial and co
 (0.5) ( ) 
2

latitude angular coordinates, the finite difference solution

3qU (2, j , n)  qU (0, j , n) obtained approximates that of the exact solution. This
(27)
 1 cot(( j  0.5) )  numerically confirms the earlier assertion made concerning
q    U (1, j  1, n)
 (0.5) ( )
2 2
2(0.5) 2   coincidence of the exact solution results. Changing the mesh
size in the co latitude direction was found not to affect the
 1 cot(( j  0.5)  )  accuracy of the finite difference solution results.
q    U (1, j  1, n)
 (0.5) ( ) 2(0.5)2  
2 2

By slight modification of [3], we have VI. CONCLUSION

The finite difference method of solving one-dimensional
U (1, j , n)  U (0, j , n) (28) and two-dimensional time-dependent problem in spherical
Therefore the discretized finite difference 2D spherical heat coordinates has been implemented. The numerical results
equation takes the final form for i = 1 as follows, approximate that of the analytical approach as expected.
 2q  Changes in the mesh size of the co latitude coordinate did not
U (1, j  1, n)   1  3q  2 
U (1, j , n) affect the accuracy of the numerical computation results. Also,
 (0.5) ( ) 
2

we found both analytically and numerically that if the initial

3qU (2, j , n)
(29) condition function in the two-dimensional spherical heat
 1 cot(( j  0.5)  )  problem assumes a constant value, the solution results does not
q    U (1, j  1, n)
 (0.5) ( ) 2(0.5)2   depend on the co latitude coordinate; thereby simplifying it to
2 2

the one-dimensional form.

 1 cot(( j  0.5) ) 
q    U (1, j  1, n)
 (0.5) 2
(  ) 2
2(0.5) 2   REFERENCES
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