I am trying to solve the 1D heat equation using a complex to complex IDFT. The problem is that the output after a single timestep does not seem to be correct. I have included a simple example below to illustrate the problem.
I initialize the temperature state as follows:
The initial modes in the frequency domain are:
k[ 0] = 12.5 + 0i
k[ 1] = 12.5 + 0i
k[ 2] = 12.5 + 0i
k[ 3] = 12.5 + 0i
k[ 4] = 12.5 + 0i
k[-3] = 12.5 + 0i
k[-2] = 12.5 + 0i
k[-1] = 12.5 + 0i
I then advance the state of the frequency domain to t=0.02
using the standard 1D heat equation:
double alpha = 0.2; // Thermal conductivity constant
double timestep = 0.02;
for (int i = 0; i < N; i++) {
int k = (i <= N / 2) ? i : i - N;
F[i][REAL] *= exp(-alpha * k * k * timestep); // Decay the real part
F[i][IMAG] *= exp(-alpha * k * k * timestep); // Decay the imaginary part
}
The frequency modes at t=0.02
become:
k[ 0] = 12.5 + 0i
k[ 1] = 12.45 + 0i
k[ 2] = 12.3 + 0i
k[ 3] = 12.06 + 0i
k[ 4] = 11.73 + 0i
k[-3] = 12.06 + 0i
k[-2] = 12.3 + 0i
k[-1] = 12.45 + 0i
After performing the IDFT to obtain the temperature domain state at t=0.02
I get:
The spatial and frequency domain both seem to be correctly periodic. However, the heat (values in spatial domain) does not seem to dissipate according to a Gaussian curve. Even more surprisingly, some temperatures dip below their initial value (they become negative!).
The conservation of energy does seem to hold correctly: adding all the temperatures together still nets 100.
This is my full heat equation code:
double alpha = 0.2; // Thermal conductivity constant
double timestep = 0.02; // Physical heat equation timestep
int N = 8; // Number of data points
fftw_complex* T = (fftw_complex*)fftw_alloc_complex(N); // Temperature domain
fftw_complex* F = (fftw_complex*)fftw_alloc_complex(N); // Frequency domain
fftw_plan plan = fftw_plan_dft_1d(N, F, T, FFTW_BACKWARD, FFTW_MEASURE); // IDFT from frequency to temperature domain
// Initialize all frequency modes such that there is a peak of 100 at x=0 in the temperature domain
// All other other points in the temperature domain are 0
for (int i = 0; i < N; i++) {
F[i][REAL] = 100.0 / N;
F[i][IMAG] = 0.0;
}
// Perform the IDFT to obtain the initial state in the temperature domain
fftw_execute(plan);
printTime1d(T, N);
printFrequencies1d(F, N);
// Perform a single timestep of the heat equation to obtain the frequency domain state at t=0.02
for (int i = 0; i < N; i++) {
int k = (i <= N / 2) ? i : i - N;
F[i][REAL] *= exp(-alpha * k * k * timestep); // Decay the real part
F[i][IMAG] *= exp(-alpha * k * k * timestep); // Decay the imaginary part
}
// Perform the IDFT to obtain the temperature domain state at t=0.02
fftw_execute(plan);
printTime1d(T, N);
printFrequencies1d(F, N);
The definition of printTime(...)
and printFrequencies(...)
is:
void printTime1d(fftw_complex* data, int N) {
int rounding_factor = pow(10, 2);
for (int i = 0; i < N; i++) {
std::cout << std::setw(8) << round(data[i][REAL] * rounding_factor) / rounding_factor;
}
std::cout << std::endl;
}
void printFrequencies1d(fftw_complex* data, int N) {
int rounding_factor = pow(10, 2);
for (int i = 0; i < N; i++) {
int k = (i <= N / 2) ? i : i - N;
double R = round(data[i][REAL] * rounding_factor) / rounding_factor;
double I = round(data[i][IMAG] * rounding_factor) / rounding_factor;
std::cout << "k[" << std::setw(2) << k << "]: " << std::setw(2) << R << ((I < 0) ? " - " : " + ") << std::setw(1) << abs(I) << "i" << std::endl;
}
std::cout << std::endl;
}
Perhaps good to note is that I have also conducted this experiment using a complex to real IDFT (with fftw's fftw_plan_dft_c2r_1d()
) and it gave the exact same results.
F
) domain. The comment above the loop describes the effect this initialization has on the initial spatial domain state. (i.e. T=100 at x=0 and T=0 everywhere else) – Anglosaxon