Solution to the Diffusion Equation for Triangles Jan C. Myland and Keith B. Oldham* Electrochemical Laboratory, Trent University, Peterborough, Ontario K9J 7B8, Canada Abstract A version of the image method for solving the two-dimensional diffusion equation has been explored and applied to triangular domains. The images are sinks and sources which, in shape and size, replicate the domain. It transpires that only three triangles are amenable to this procedure. Each of these triangles, with their images, tile the entire plane. The diffusion equation under Dirichlet conditions has been solved for those triangles and the results have been shown to concur with other treatments. * corresponding author: phone 1-705-748-1011x1336; fax 1-705-748-1625; email [email protected] Page 2 of 12 Introduction This study will be concerned with a search for solutions to the diffusion equation 2 u 2 u 1 u x 2 y 2 t (1) under prescribed conditions. In equation (1), u(x,y,t) represents a time-dependent intensity distribution existing in some two-dimensional domain, with being the diffusivity. Our interest will be mainly confined to circumstances in which the intensity has a uniform value U within some finite domain prior to time t = 0 but, at this instant, the boundaries of the domain are brought, instantaneously and permanently, to zero intensity. This is a very standard problem, a so-called Dirichlet problem, in applied mathematics, with an abundant literature addressed to its solution by a variety of methods. Most of this literature, however, concerns domains shaped in congruence with systems of orthogonal coordinates. Triangular domains lack this simplifying feature and, in consequence, the problem is difficult to solve analytically. We are aware of only two such solutions. One of these[1] treats the right-angled isosceles triangle by cleverly modifying the eigenfunction solution for the square. The other[2] uses a Green function approach to solve the equilateral triangle. The “image method”[3, 4] is a popular method of solving equation (1), particularly in the context of Green functions[5]. The Green function for a source of infinitesimal dimensions dy×dx in an unbounded two-dimensional domain is d 2 u ( x, y , t ) ( x x ) 2 ( y y ) 2 dx 'dy exp 4t 4 t (2) This equation gives the intensity at point x,y (which may be inside or outside the domain) caused by the source of unit strength at x,y. The classical Green function relates to such a point source and, when the image method is employed to derive the function, the images are also points. Here we shall employ a triangular source and triangular images. Page 3 of 12 The Problem Figure 1(a) depicts a triangle ABC with one of its vertices, A, positioned at the origin of a cartesian coordinate system and oriented such that the side BC is parallel to the x-axis and separated from it by the distance Y. This triangle constitutes the domain under study and it is therefore occupied, at t = 0, by a uniform intensity of the diffusant. There is no renewal of the diffusant which therefore disperses at a rate dependent on the magnitude of the diffusivity . We may formally state the problem as requiring the solution to equation (1) subject to the initial condition u ( x , y , 0) U at all points within triangle ABC (3) and the boundary conditions u ( x, y , t ) 0 at all points on lines AB , BC and CA (4) We require an expression for u(x,y,t) valid at all points within the triangle at all positive times. Integration of equation (2) over the triangular domain, produces the expression U u ( x, y , t ) 4 t Y xB y / Y ( x x ) 2 ( y y ) 2 exp dx dy 0 x y / Y 4 t C (5) for the intensity at point x,y caused by the triangular source, where xB,Y and xC,Y are the cartesian coordinates of vertices B and C. Of course, equation (5) does not solve our problem because, as yet, we have taken no measures to ensure zero intensity on the sides of the triangle. Triangular Images In Figure 1(b), a second triangle CBD, has been juxtaposed to triangle ABC. This new feature represents a “sink” that resembles the source ABC in strength and behaviour except that it liberates negative, rather than positive, intensity. Being the site of perfect inverse symmetry, the line BC (and its extensions) is guaranteed to have zero intensity, as desired. This is the principle of a popular method of Page 4 of 12 solving differential equations. The language of optics is borrowed and the triangle CBD is said to be the “image” of the original triangle, being obtained by “reflection” in the “mirror” line BC. Similarly, it is useful to reflect triangle ABC across mirror lines AB and CA, and thereby create fictitious sinks at the image locations represented by triangles BAE and ACF in Figure 1(c). However, though triangle BAE is successful in nullifying the effect on line AB of triangle ABC, it destroys the perfect conditions that previously existed on line BC by creating an excess of negative intensity on that line. The proximity of triangle ACF likewise is beneficial in reducing the intensity on line CA but at the expense of deleterious effects on lines BC and AB. Return attention to line BC and note that a condition of perfect mirror symmetry can be restored to this line by adding two more triangles, CDG and DBH in Figure 1(d), and making these into fictitious sources of diffusant, behaving as perfect replicas of triangle ABC. But as we go on to apply the same ploy to the other sides of ABC by adding triangular sources adjacent to triangles BAE and ACF, we again upset the balance on line BC. Correction requires compensatory sinks. And so on, adding sinks and sources alternately, and doubling the number each time. This procedure of adding fictitious positive and negative elements successively is familiar in electrostatics, where it generally leads to a satisfactory convergent solution. In our case, however, geometric constraints arise, that must be examined in detail. If pitfalls can be avoided and a set (in fact an infinite set) of triangular images can be created that together successfully nullify the intensity on the lines AB, BC and CA, then a solution to our problem is available by combining terms resembling equation (5), thus: Y ( x x ) 2 ( y y ) 2 U B exp dx dy 4t 0 xC y / Y 4 t x y /Y u ( x, y , t ) ( x xi ) 2 ( y yi ) 2 ( x xi )2 ( y yi )2 exp d x d y exp i i dxi dyi 4 t 4 t sin ks sources where xi,yi denotes a point within a triangular image and (6) denotes integration over all points within the Page 5 of 12 triangular image. Image Words It is useful to adopt an alphabetical designation of the triangular images. Let a denote reflection in line BC, b denote reflection in line CA and c denote reflection in line BC. Then, because triangle CBD is formed by reflection of the original triangle in line BC, it may be represented by a. Likewise triangles ACF and BAE are named b and c respectively. Triangle CDG arises by reflection of the original triangle first in line CA and then in line BC, so it can be allocated the “word” ba. Likewise, as indicated in Figure 1(d), ca is the word of triangle DBH. As the nullification procedure described in the previous section is continued, the number of triangular images proliferates, so that images with words such as cb, bca and acbc are encountered. In fact, all words that can be formed from the three-letter alphabet represent valid triangular images, except those (such as bb, cca and baac) that have consecutive identical letters. Such double letters are excluded because consecutive reflections in the same line uselessly reproduce the starting triangle. The number of letters in an image’s word reveals the “order” p of the image – that is, the number of reflections that went into the formation of that triangular image. There are three triangular images of order 1, six of order 2, twelve of order 3 and generally 3×2p1 of order p. Words of odd order correspond to sinks, even-ordered images are sources. If we make the logical allocation of an order of zero to the original triangle, then equation (6) may be condensed to u ( x, y , t ) ( x xi ) 2 ( y yi ) 2 U p ( ) exp d xi d y i 4t i 0,1 4 t (7) where i is a serial designation of the triangular images and x0,y0 x,y. In optics the size, and hence the importance, of an image lessens with multiple reflections because the path length of the light ray lengthens. There is no comparable effect of path length here. The Page 6 of 12 importance of a high-order triangular image is not necessarily less than one of low order. Equation (7) shows that it is only the distances between points in the image and the “observation point” x,y that matter, the latter point lying somewhere within the triangle ABC. The Importance of Angles Triangular images cluster around the vertices of triangle ABC. Figure 2(a) shows the situation around vertex C when the angle is 36o. The geometry in the immediate vicinity of this vertex is independent of angles and . The clustering images are all formed by reflections in lines BC and CA and their words therefore contain only the letters a and b, as the figure reveals. The segment diametrically opposite to triangle ABC, left blank in the diagram, becomes occupied when triangle baba is reflected in line CA, or when triangle abab is reflected in line BC. Thus the triangular images babab and ababa occupy the same space: they are said to be “collocated”. When two sinks, or two sources, are collocated, one of the images is redundant, because a single emission of diffusant will serve the purpose for which each image was designed. Collocation is widespread. For example, in Figure 2(a), bababab would collocate with bab and abababab with ba. Images bababababa and ababababab even collocate with the original triangle ABC. These collocations are of no consequence, provided that our bookkeeping avoids allocating more than one triangle to any point in space. Figure 2(b) differs from 2(a) in having = 40o. This time words can be allocated to all the clustering segments without incurring collocation. Note, however that (the extension of) line BC traverses triangle abab. We have said nothing yet about the magnitudes of angles and , but, if they are equal, line BC will symmetrically bisect the triangle. In that event, reflection of abab in line BC will yield a triangular image ababa that collocates with its progenitor. However, abab and ababa have orders of opposite parity; one is a source, the other a sink. There is no question of redundancy with this variety of collocation: the two Page 7 of 12 would annihilate each other and neither triangular image could perform the task for which it was intended. This problem is not limited to abab; babab collocates antithetically with baba. No successful imaging is possible if = 40o. The distinction between the 36o and 40o cases arises because 36o is an even submultiple of 360o, whereas 40o is an odd submultiple. Had we chosen a angle equal to, say 38o, of which 360o is not a multiple, then a confusing and unsatisfactory overlapping of triangular images would have occurred. We conclude that, for the present technique to be successful, must be an even submultiple of 360o. And, of course, the other two angles, and , must satisfy the same criterion. The three angles must sum to 180o, each being a submultiple of 180o. That is, we seek three integers , m and n such that 1 1 1 1 m n (8) Sadly, there are only three sets of integers, as tabulated in Table I, that satisfy this equation, and therefore only three Table I The three triangles to which our treatment applies. triangles to which our treatment applies. This is a disappointing Triangle I II III result; we had hoped for greater generality. Moreover, of the three triangles to which our approach is applicable, two – 2 2 3 m 3 4 3 n 6 4 3 Angles 90o, 60o, 30o 90o, 45o, 45o 60o, 60o, 60o Triangle II and Triangle III – have solutions that are already known[1, 2]. Therefore we concentrate below on Triangle I, for which we believe no prior solution exists. This is the most complicated of the three, because it lacks the valuable symmetry present in isosceles and equilateral triangles. Triangle I Figure 3 shows the original source triangle and (some of ) the images formed therefrom by successive reflections in the triangle’s sides. This “map” has the following features: (i) It fills the entire Page 8 of 12 x,y plane with no gaps and no overlaps other than collocations which we discount. (ii) The sides of each triangle are common with those of three other triangles, all of which have orders that differ in parity from its own. That is, sources adjoin sinks and vice versa. (iii) At points where more than two triangles meet, the junction is the meeting point of an even number of triangles. In fact the numbers that meet are invariably 2, 2m and 2n. These features apply equally to Triangles II and III. Where space allows, the triangles in Figure 3 have been labelled with their words. In cases of collocation, the label is that of lowest order and/or the first when arranged alphabetically. Though all triangles are of the same size and shape, they have varied orientations and come in two “senses”. By this we mean that as one proceeds counterclockwise around the triangle, the angles are encountered in the sequence 90-60-30 in the case of sources, but the sequence is 90-30-60 for sinks. One can discern hexagonal symmetry in the map, which is a honeycomb of regular hexagons, each of area 8 3 Y 2 , and composed of twelve triangles. The hexagons have translational symmetry with respect to each other; that is: one hexagon may be brought into congruence with another hexagon by a sliding motion alone, without rotation or “flipping”. Table II provides a list of the cartesian coordinates of the centres of the hexagons. The list is organized in order of proximity to the source triangle. From an infinite array, only ten hexagons are listed, but this number is ample for our purpose. Table II Coordinates of hexagon centres Hexagon number 0 1 2 3 4 5 6 7 8 9 xh Y 3 3 3 3 3 3 3 3 3 3 3 3 3 3 yh Y 1 1 3 3 5 1 1 3 5 3 The coordinates of the vertices of the twelve triangles are related in a consistent way to the coordinates of the hexagon’s centre. Making use of this regularity, Table III provides a listing of the coordinates of the vertices of all the triangles. The original triangle ABC is triangle number 0 of hexagon number 0. Let denote the triangle number ( = 0,1,2,...10,11) then, since the parity of is identical with the parity of the order, can replace p in formula (7), which may now be rewritten as Page 9 of 12 Table III Coordinates of the vertices of the twelve triangles that constitute one hexagon. Triangle number, Vertex of angle Vertex of angle Vertex of angle x x x y yh Y 0 xh 3 Y 1 2 3 xh 4 5 yh + Y yh + 2Y yh + Y 6 xh 3 Y 7 yh Y 8 9 10 11 u ( x, y , t ) xh yh 2Y xh 3 Y yh Y xh 4Y y 3 yh xh xh 2Y 3 yh + 2Y xh xh 2Y yh 3 yh +2Y xh xh 4Y yh xh xh 2Y xh 4Y 3 yh 2Y yh 3 yh 2Y xh ( x xi ) 2 ( y yi ) 2 U 11 ( ) exp d xi d y i 4 t h 0,1 0,1 4 t yh 3 yh 3 yh +2Y xh xh 2Y xh yh 3 yh +2Y 3 yh 3 yh 2Y xh xh 4Y xh xh 2Y xh xh 2Y 3 y xh xh 2Y xh xh 2Y yh 3 yh 2Y (9) where h represents the hexagon number (h = 0,1,2,...). Recall that in equation (9) xi,yi are the coordinates of a point that wanders over the ith triangle. That triangle is now indexed by the pair of integers and h, which henceforth take over the role of i. Unfortunately, the integrations in (9) cannot be carried out analytically, but they are easily enacted numerically. The procedure we followed was to “fill” the triangle with a large number of points evenly and closely spaced in two dimensions. Symbolically, the double integral was replaced by the double summation Y2 J2 J j 1,2 [ x x ( j , k )]2 [ y y ( j , k )]2 exp 4 t k k min kmax (10) Page 10 of 12 where J is an arbitrary large integer. We used J = 100 after ascertaining that larger values produced no significant improvement. Another integer is represented by k, which takes values k = kmin, kmin+1, ..., 1, 0, 1, ..., kmax, where kmin is the smallest (most negative) integer greater than j 12 x x ( y y ) (11) ( x x ) y y and kmax is the largest integer less than an expression similar to (11) with replacing . The formulas x ( j , k ) x [( j 12 ) k ]Y J u2 1 and y ( j , k ) y [ j 12 k ]Y (12) J u2 1 where = (yy)/(xx) and is the sign of xx, were used as coordinates to generate a set of evenly spaced points throughout each triangle. The formulas in this paragraph are valid for any triangle, provided that angle sequence describes a counterclockwise path. Though it involves four sequential summations, the numerical calculation of u(x,y,t) via equation (9), using (10) as a replacement for the integral, is no serious challenge for today’s personal computers. Table IV shows Hexagon number the results for the arbitrarily assigned values Y , 2 Y , 2 Y2 25 Table IV A demonstration of the rapid convergence of the procedure u(x,y,t)/U Term Partial sum 0 4.056×101 0.4056 1 3.787×103 0.4018 of the parameters. It lists the partial sums after more and 2 7.280×106 0.4018 more hexagons are incorporated and demonstrates a rapid 3 1.571×108 0.4018 4 1.542×1019 0.4018 5 6.662×1024 0.4018 6 1.436×1035 0.4018 a finite element simulation of the diffusion problem. The 7 2.226×1032 0.4018 solution at other points in the triangle is obtained in a 8 5.675×1040 0.4018 similar way. The overall results are presented as a contour 9 3.439×1062 0.4018 x y and t (13) convergence to a final value. The correctness of this value has been confirmed by its agreement with the result[6] of Page 11 of 12 diagram in Figure 4. Triangles II and III The “maps” for these triangles are presented as Figures 5 and 6. Tabulations analogous to (but simpler than) Tables II and III were drawn up and processed in a fashion similar to that described in the previous section. Figures 7 and 8 show the final results. We found complete agreement between these results and the equation given for Triangle II by Morse and Feshbach[1], and between our results for Triangle III and those reported by Johnston et al[2]. Extensions It would be valuable if the method we have developed could be applied to polygons larger than triangles and, in principle, this is possible. In practice, however, the requirement that the angle at each vertex be an even submultiple of 360o is very restrictive. We believe that the only polygons, additional to Triangles I. II and III, to which our method is applicable are the square and the rectangle. Far simpler methods exist for the solution of the diffusion equation in those quadrilateral domains. Throughout this article we have addressed the diffusion equation under Dirichlet conditions; that is, when the boundaries of the domain are held at a specified intensity, in the present case at an intensity of zero. Though we have not attempted to do so, we believe that null Neumann conditions – in which there is no flux of diffusant across the boundaries – can be handled in a similar way. The only difference would be that the primary images, those with words of a, b and c, would become sources rather than sinks, with corresponding changes for all subsequent images. Of course, the null Neumann problem for a uniform initial condition is not a problem at all – nothing happens! But an adaptation of our method could be applied to nonuniform initial conditions. Page 12 of 12 Acknowledgements The financial support of the Natural Sciences and Engineering Research Council of Canada is gratefully acknowledged. References 1. P.M. Morse, H. Feshbach, Methods of Theoretical Physics, McGraw-Hill, New York, 1953, 753 et seq. 2. M.E. Johnston, J.C. Myland, K.B. Oldham, Zeitschrift für angewandte Mathematik und Physik, (2004) (in press, ZAMP 3114). 3. D.R. Corson, P. Lorrain, Introduction to Electromagnetic Fields and Waves, Freeman, San Francisco, 1962, Chap 4. 4. H.S. Carslaw, J.C. Jaeger, Conduction of Heat in Solids, Clarendon, Oxford, 1959, Chap 10. 5. P.M. Morse, H. Feshbach, Methods of Theoretical Physics, McGraw-Hill, New York, 1953, Chap 7. 6. N.P.C. Stevens, private communication. 2003. Figure Legends Figure 1: Stages in constructing appropriate images: (a) the original triangle; (b) a fictitious sink triangle a is added to ensure null conditions on line BC; (c) sink triangles b and c are added to nullify the intensity on lines AB and CA; (d) source triangles ba and ca are added to counteract the influence of triangles b and c on line BC. Figure 2: Clustering of triangles around a vertex of the original triangle when, (a) = 36o and (b) = 40o. Figure 3: The original triangle and its images when = 90o, = 60o and = 30o. In this, and Figure 5 and 6, fictitious sources have a light shading, with fictitious sinks unshaded. The original source triangle is heavily shaded. Figure 4: Isotimic contours for Triangle I at time t = Y2/100. The contours are at 0.1 intervals of the local intensity referenced to the original uniform intensity. Figure 5: The original triangle and its images when = 90o, = 45o and = 45o. Figure 6: The original triangle and its images when = 60o, = 60o and = 60o. Figure 7: as Figure 4 but for Triangle II. Figure 8: as Figure 4 but for Triangle III. Table II Coordinates of hexagon centres Hexagon number 0 1 2 3 4 5 6 7 8 9 Table I The three triangles to which our treatment applies. Triangle I II III 2 2 3 m 3 4 3 n 6 4 3 Angles 90o, 60o, 30o 90o, 45o, 45o 60o, 60o, 60o xh Y 3 3 3 3 3 3 3 3 3 3 3 3 3 3 yh Y 1 1 3 3 5 1 1 3 5 3 Table III Coordinates of the vertices of the twelve triangles that constitute one hexagon. Triangle number Vertex of angle Vertex of angle Vertex of angle x x x yh Y 0 1 xh 3 Y 2 3 4 xh 5 6 7 10 11 yh + Y yh + 2Y yh + Y xh 3 Y yh Y 8 9 y xh yh 2Y xh 3 Y yh Y xh 4Y y 3 xh xh 2Y 3 xh xh 2Y yh yh + 2Y yh 3 yh +2Y xh xh 4Y yh xh xh 2Y xh xh 4Y 3 yh 2Y yh 3 yh 2Y yh 3 yh 3 yh +2Y xh xh 2Y xh yh 3 yh +2Y 3 yh 3 yh 2Y xh xh 4Y xh xh 2Y xh xh 2Y 3 y xh xh 2Y xh xh 2Y yh 3 yh 2Y Table IV A demonstration of the rapid convergence of the procedure Hexagon number u(x,y,t)/U Term Partial sum 0 4.056×101 0.4056 1 3.787×103 0.4018 2 7.280×106 0.4018 3 1.571×108 0.4018 4 1.542×1019 0.4018 5 6.662×1024 0.4018 6 1.436×1035 0.4018 7 2.226×1032 0.4018 8 5.675×1040 0.4018 9 3.439×1062 0.4018
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