Numerical Solution of
Partial Differential Equations
Sohail Ahmed
Assistant Professor
Department of Mathematics
Linear Second Order Partial Differential Equation
where A, B, C, D, E, F and G are real constants.
Classification:
The partial differential equation can be classified as
1. Elliptic equation if B2 – 4AC < 0
2. Parabolic equation if B2 – 4AC = 0
3. Hyperbolic equation if B2 – 4AC > 0
Problem: Classify the following partial differential
equations as an elliptic, parabolic or hyperbolic.
(a) uxx = 6ux + 3uy
(b) 2uxx + 3uyy – ux + 2uy = 0
(c) utt + 4uxt + 4uxx + 2ux + ut = 0
(d) uxx + uyy = 0
(e) uxx + uyy = -10(x2+y2+10)
(f) 3uxx + uxy - 4uyy + 3uy = 0
Elliptic Equations
Elliptic boundary value problem
Elliptic equation together with the boundary
conditions is called an elliptic boundary value
problem holds in a closed domain/region.
Elliptic equation requires the boundary conditions
over the rectangular or a squared grid to approximate
any node u ( x , y ) at all inner mesh nodes of a grid.
1. Laplace’s equation
2. Poisson equation
Numerical Solution of PDE’s
Finite Difference Method
Finite difference method is used to find numerical
solution of an elliptic equation uxx + uyy = 0, In this
method partial derivatives in the differential equation
are replaced by suitable central difference
approximations and this procedure is called
discretization of the partial differential equation.
Following are the central difference approximations
of 1st and 2nd order derivatives;
Laplace’s Equation
( uxx + uyy = 0 )
Standard Five-Points
Standard Five-Point Formula
for Laplace equation uxx + uyy = 0
Diagonal Five-Points
Diagonal Five-Point Formula
for Laplace equation uxx + uyy = 0
Problem 1: Solve Laplace equation uxx + uyy = 0 numerically
under the given boundary conditions
u(x, 0) = 0 u(0, y) = 0
u(x, 1) = 100 x u(1, y) = 100 y
Over a square mesh grid of step length h = ¼ . Approximate
all inner mesh points using five point standard or diagonal
formula.
u(x, 0) = 0 u(0, y) = 0
u(x, 1) = 100 x u(1, y) = 100 y h = 1/4.
Problem 2: Solve for the following squared mesh
grid with uniform spacing and the boundary conditions as
shown in figure;
Approximate all inner mesh nodes correct to one decimal place
value, using five point formula and Liebmann’s Iteration.
Problem 3: Solve the Laplace equation uxx + uyy = 0, for the
given boundary conditions as shown in the figure;
Problem 4: Solve the Laplace equation uxx + uyy = 0, for the
given boundary conditions as shown in the figure;
Problem 5: Temperature distribution on a two-dimensional flat
square plate is govern by Laplace equation uxx + uyy = 0, and
temperature (oC) at the boundary of the plate as shown;
Approximate temperature at all inner mesh points by five point
formula and also perform 2 steps of Relaxation Method.
