Analytic, numeric and experimental triangulation
Compare a diffusion eigenmode with a spatial discretization and a toy amplitude measurement while separating verification from empirical validation.
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The question for today
What you’ll understand
- Derive continuum and grid decay rates for the same initial mode.
- Use an amplitude measurement to infer a diffusivity with explicit assumptions.
- Distinguish spatial convergence, time-step stability and physical model validity.
Agreement among a formula, a program and an experiment is strongest when each supplies an independent constraint. If a program merely evaluates the formula and its parameters are fitted to the same data, three matching curves can contain little independent evidence. Diffusion provides a transparent alternative. An analytic Fourier mode predicts a decay rate; a finite-difference operator predicts a systematically shifted rate; thermometry can estimate the physical rate. Comparing these quantities separately distinguishes a grid error from an inaccurate transport model or an instrument response that has not been accounted for.
Make the comparison problem identical
Consider a one-dimensional ring of circumference two pi metres with a small temperature perturbation proportional to sine of x divided by one metre. Thermal diffusivity is constant, there is no advection or source, and periodic boundary conditions are imposed. The continuum heat equation keeps the spatial shape fixed while its amplitude decays exponentially. This is a benchmark with a declared initial condition, material law and boundary, rather than an arbitrary smooth curve that resembles cooling.
A spatial grid replaces the second derivative by neighboring second differences. Applying that operator to the sampled Fourier mode gives its discrete eigenvalue exactly. The continuum wavenumber squared is replaced by a sine-squared expression, which approaches it as grid spacing shrinks. To isolate that error, first imagine integrating the resulting ordinary differential equation exactly in time. A separate time integrator introduces another approximation and potentially another instability.
Ask which comparison constrains which error
The discrete decay rate is smaller than the continuum rate for a nonzero resolved mode, so a coarse spatial grid cools that mode too slowly. Refinement should reduce this discrepancy with the predicted second-order trend. This verifies a numerical approximation to the specified equation. It does not show that the equation correctly describes a real ring, whose contact losses, sensor averaging or temperature-dependent material properties might differ from the benchmark assumptions.
An experimental amplitude ratio supplies a rate through its logarithm. Inferring diffusivity from that rate assumes the wavenumber, elapsed time and measurement response are known. A constant unknown gain cancels from a ratio, whereas an additive sensor offset does not. If a coarse simulation is fitted by increasing diffusivity, the fit can hide its spatial error inside a biased material parameter. The appropriate comparison therefore includes both grid refinement and independent information about the physical measurement process.
Triangulation should expose shared assumptions
A good comparison records what is common among the three routes. The analytic and grid calculations share the heat equation, so their agreement cannot independently validate Fourier’s constitutive law. Two sensors may share one calibration error, and two codes may share one mistaken boundary condition. Independence is a physical and mathematical property of the evidence, not a count of plots. Design an additional comparison around a failure mode that the existing routes share.
For example, compare several spatial wavelengths to test the predicted wavenumber-squared rate, or reverse an imposed flow to isolate advection. Record whether a reported disagreement exceeds thermometry and discretization uncertainty before changing the transport model. A persistent discrepancy may motivate a new physical term, but that term is initially a proposal. Its derivation, parameter calibration and prediction for an unused observable are separate stages. The finite examples below make the numerical part of this reasoning directly checkable.
Work it through
Find a coarse-grid cooling bias
On the stated ring take k=1 m⁻¹, κ=0.50 m²/s and A0=1.00 K. Use four equally spaced grid points, so h=π/2 m, with exact time integration. A toy measurement gives A(1 s)=exp(−0.5) K. Compare the inferred experimental diffusivity, continuum decay rate and coarse-grid decay rate. Use π²≈9.8696.
The measured amplitude ratio has logarithm −0.5. Dividing by k²t gives an inferred diffusivity of 0.50 m²/s, conditional on the single-mode measurement assumptions. The continuum decay rate is κk²=0.50 s⁻¹.
For the grid, kh/2=π/4 and its sine squared is 1/2. Thus λh=4×0.50×(1/2)/(π²/4)=4/π²≈0.4053 s⁻¹.
At one second the grid amplitude is exp(−0.4053)≈0.667 K, rather than exp(−0.5)≈0.607 K. Its rate is about 18.9% too small. This difference already follows from the spatial operator and cannot be blamed on a time-step approximation in this example.
Thermometry and the continuum benchmark agree at κ=0.50 m²/s; the four-point spatial model decays too slowly. Raising the fitted grid diffusivity would conceal a known discretization error.
The living notebook
Explore the model
Interactive lab · heat
Test a continuum wavelength prediction
Reset and set both controls to Spatial mode n=1 and Diffusivity κ=0.5, then Step once to t=0.5 s; predict amplitude exp(−0.25)≈0.779 and rate 0.5/s. For a fresh comparison, Reset and set both controls to n=2 and κ=0.5, then Step once; predict exp(−1)≈0.368 and rate 2/s.
- Current amplitude
- 1
- Spatial L² norm
- 1.772
- Decay rate · κn²
- 3.6 /s
The exact periodic heat-equation mode is u(x,t) = exp(−κn²t) sin(nx), on [0,2π]. Playback advances physical time. The initial sine is shown separately, and the unnormalized L² norm is √π exp(−κn²t). This analytic instrument does not run a finite-difference solver or test discretization stability. Parameter changes pause playback and recompute the model at the current elapsed time. Reset restores both parameters and returns time to zero. Playback starts paused. Adjust either parameter, then choose Play or Step.
Look forThe exact periodic mode tests the continuum n² rate law. It has no spatial grid, time-step discretization, noisy sensor or empirical validation, so it cannot display the coarse-grid bias calculated in the lesson.
Pause & reason
Check your understanding
Your turn
Try it yourself
Refine the ring to eight grid points, so h=π/4 m, while keeping κ=0.50 m²/s. A program uses explicit Euler with Δt=1 s. Compute κΔt/h² and the highest-grid-mode amplification factor. Is that time step stable even if the initial low mode seems to decay plausibly?
Take a moment to make a prediction or work it out on paper. Open a hint when you need one.
Give me a hint
The highest periodic grid mode has sin²(kh/2)=1. Use π²≈9.8696 and require the magnitude of its amplification factor to be at most one.
Compare with the solution
Here κΔt/h²=0.50/(π²/16)=8/π²≈0.8106, exceeding one half. The highest-mode amplification factor is 1−4(0.8106)≈−2.2423, whose magnitude exceeds one. The scheme is unstable to high-mode contamination, including roundoff or small errors, even if an exactly isolated low mode initially appears reasonable. The all-mode stability condition requires Δt≤h²/(2κ)=π²/16≈0.6169 s. Refining space while keeping the same explicit time step can therefore spoil stability; spatial convergence and temporal stability are independent checks.
Keep the idea
Take it with you
- Specify identical equations, initial data and boundaries before comparing methods.
- Grid convergence verifies a numerical equation solver rather than an empirical constitutive law.
- Independent observables reveal errors that fitting shared data can conceal.
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