Part 8
Partial Differential Equations
1
Partial Differential Equations
2
Partial Differential Equations
• A partial differential equation (PDE) involves
two or more independent variables.
For example:
1. Laplace equation 2
f 2
f
2 0
x 2
y
2. Diffusion equation 2 f f
k 2
x t
3. Wave equation 2 y 1 2 y
2 2
x 2
c t
3
Classification of PDEs
Linear Second order PDEs are important sets of
equations that are used to model many systems in
many different fields of science and engineering.
Classification is important because:
– Each category relates to specific engineering problems.
– Different approaches are used to solve these
categories.
4
Linear Second Order PDEs
Classification
A second order linear PDE (2 - independen t variables)
A u xx B u xy C u yy D 0,
A, B, and C are functions of x and y
D is a function of x, y , u, u x , and u y
is classified based on (B 2 4 AC) as follows :
B 2 4 AC 0 Elliptic
B 2 4 AC 0 Parabolic
B 2 4 AC 0 Hyperbolic
5
Linear Second Order PDE
Examples (Classification)
2u ( x , y ) 2u ( x , y )
Laplace Equation 2
2
0
x y
A 1, B 0, C 1 B 2 4 AC 0
Laplace Equation is Elliptic
One possible solution : u ( x, y ) e x sin y
u x e x sin y , u xx e x sin y
u y e x cos y , u yy e x sin y
u xx u yy 0
6
Linear Second Order PDE
Examples (Classification)
2u ( x , t ) u ( x , t )
Heat Equation 2
0
x t
A , B 0, C 0 B 2 4 AC 0
Heat Equation is Parabolic
______________________________________
2 2
2 u ( x , t ) u ( x, t )
Wave Equation c 2
2
0
x t
A c 2 0, B 0, C 1 B 2 4 AC 0
Wave Equation is Hyperbolic
7
Boundary Conditions for PDEs
• To uniquely specify a solution to the PDE, a set of
boundary conditions are needed.
• Both regular and irregular boundaries are possible.
t
2
u ( x, t ) u ( x, t )
Heat Equation : 2
0
x t region of
u(0, t ) 0 interest
u(1, t ) 0
u( x,0) sin( x ) 1 x
8
The Solution Methods for PDEs
• Analytic solutions are possible for simple and special
(idealized) cases only.
• To make use of the nature of the equations, different
methods are used to solve different classes of PDEs.
• The methods discussed here are based on the finite
difference technique.
9
Partial Differential Equations
1. Finite Difference Method
• Similar to the ODE, central divided
differences are substituted for the partial
derivatives in the original equation.
• Thus a partial differential equation is
transformed into a set of simultaneous
algebraic equations that can be solved by the
methods described earlier.
10
Partial Differential Equations
The Central divided differences
f f i 1, j f i 1, j f f i , j 1 f i , j 1
x 2 x y 2 y
2 f f i 1, j 2 f i , j f i 1, j 2 f f i , j 1 2 f i , j f i , j 1
x 2
x 2 y 2
y 2
y
i,j+1
i-1,j i,j i+1,j
i,j-1
x
11
Chapter 29
Elliptic Equations
12
Elliptic Equations
A second order linear PDE (2 - independent variables x , y )
A u xx B u xy C u yy D 0,
A, B, and C are functions of x and y
D is a function of x, y , u, ux , and u y
is Elliptic if B 2 4 AC 0
13
Laplace Equation
Laplace equation appears in several engineering problems
such as:
– Studying the steady state distribution of heat in a body.
– Studying the steady state distribution of electrical charge in a
body.
2 T ( x, y ) 2 T ( x, y )
2
2
f ( x, y )
x y
T : steady state temperatu re at point (x, y)
f ( x, y ) : heat source (or heat sink)
14
Laplace Equation
2 T ( x, y ) 2 T ( x, y )
f ( x, y )
x 2
y 2
A 1, B 0, C 1
B 2 4 AC 4 0 Elliptic
• Temperature is a function of the position (x and y)
• When no heat source is available f(x,y)=0
15
Finite Difference: Elliptic Equations
• Because of its simplicity and general relevance to
most areas of engineering, we will use a heated
plate as an example for solving elliptic PDEs.
16
Figure 29.1
17
Figure 29.3
18
The Laplacian Difference Equations
2T 2T
2 0
x 2
y Laplace Equation
2T Ti 1, j 2Ti , j Ti 1, j O[(x)2]
x 2 x 2
2T Ti , j 1 2Ti , j Ti , j 1
O[(y)2]
y 2
y 2
Ti 1, j 2Ti , j Ti 1, j Ti , j 1 2Ti , j Ti , j 1
0
x 2
y 2
x y
Laplacian difference
Ti 1, j Ti 1, j Ti , j 1 Ti , j 1 4Ti , j 0 equation.
Holds for all interior points
19
Example 29.1
It is required to determine the steady state temperature at
all points of a heated sheet of metal. The edges of the
sheet are kept at a constant temperature: 100, 50, 0, and
75 degrees.
100
75 50
The sheet is divided to
5X5 grids.
20
Example 29.1: Figure 29.4
21
• In addition, boundary conditions along the edges must be
specified to obtain a unique solution.
• The simplest case is where the temperature at the boundary is
set at a fixed value, Dirichlet boundary condition.
• A balance for node (1,1) is:
T21 T01 T12 T10 4T11 0
T01 75
T10 0
4T11 T12 T21 0
• Similar equations can be developed for other interior points
to result a set of simultaneous equations.
22
Example
Known
To be determined
T1, 4 100 T2, 4 100 T3, 4 100
T1,3 T2 , 3
T0,3 75 T3, 3
T4,3 50
T1, 2 T2, 2 T3, 2
T0, 2 75 T4, 2 50
T1,1 T2 ,1 T3,1
T0,1 75 T4,1 50
T1,0 0 T2,0 0 T3, 0 0
23
First Equation
Known
To be determined
T1, 4 100 T2, 4 100
T1,3 T2 , 3
T0,3 75
T1, 2 T2, 2
T0, 2 75
T0,3 T1, 4 T1, 2 T2,3 4T1,3 0
75 100 T1, 2 T2,3 4T1,3 0
24
Another Equation
Known
To be determined
T1, 4 100 T2, 4 100 T3, 4 100
T1,3 T2 , 3 T3, 3
T1, 2 T2, 2 T3, 2
T1,3 T2, 4 T3,3 T2, 2 4T2,3 0
T1,3 100 T3,3 T2, 2 4T2,3 0
25
Solution
The Rest of the Equations
4 1 0 1 T1,1 75
1 4 1 0 1 T2,1 0
0 1 4 0 0 1 T 50
3,1
1 0 0 4 1 0 1 T1,2 75
1 0 1 4 1 0 1 T 0
2, 2
1 0 1 4 0 0 1 T3, 2 50
1 0 0 4 1 0 T 175
1,3
1 0 1 4 1 T2,3 100
1 0 1 4 T
3,3 150
26
• The result is a set of nine simultaneous equations with nine
unknowns:
4T11 T21 T12 75
T11 4T21 T13 T22 0
T21 4T31 T32 50
T11 4T12 T22 T13 75
T21 T12 4T22 T32 T23 0
T31 T22 4T32 T33 50
T12 4T13 T23 175
T22 T13 4T23 T33 100
T32 T23 4T33 150
27
Secondary variables
• Heat flux
28
Neumann Boundary Conditions
29
