‫بسم ميحرلا نمحرلا هللا‬

Karary University
Engineering College
Aeronautical Engineering Department
4th Year

COMPUTATIONAL FLUID DYNAMICS(CFD)

Lecture (2)

Partial Differential Equations

2025
 Introduction
• Many important physical processes in nature
are governed by partial differential
equations(shortly, PDEs).
• It is important to understand the physical
behavior of the model represented by PDEs.
• The knowledge of the mathematical character,
properties and the solution of the governing
equations is required.

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 Introduction
• It is important to study the various
classification of partial differential
equations (PDEs) because the solution
procedure depends on the type of the
equation.
• The imposition of the initial or boundary
conditions depend on the type of the
equation.
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 Introduction
• In engineering and sciences ordinary
differential equations(ODEs) arise as models
for systems where there is ONE independent
variable(often 𝑥 ) and ONE dependent
variable(often 𝑦).

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 Introduction
• Classification of differential equations:
– Ordinary differential equations (ODEs):
• 1 independent variable, for example:
𝜕𝑦
= 𝑓 , 𝑥 is only one independent variable.
𝜕𝑥
– Partial differential equations (PDEs):
• More than one independent variables, for
example:
𝜕𝑦 𝜕𝑦
+ = 𝑓 , 𝑦 = 𝑓(𝑥, 𝑡)
𝜕𝑥 𝜕𝑡
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 Introduction
• Partial differential equations(PDEs) are
differential equations involving partial
derivatives of one dependent variable with
respect to two or more independent variables.
• The independent variables may be space
variables only or one or more space variables
and time.
• Mathematical modeling of many situations
involving natural phenomena leads to PDEs.

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 Introduction
• However , in problems where one variable,
say 𝑢 , depends on more than one
independent variable, say both 𝑥 and 𝑡, then
any derivatives of 𝑢 will be partial derivatives
such as:
𝜕𝑢 𝜕2𝑢
𝑜𝑟
𝜕𝑥 𝜕𝑡 2
• And any differential equation arising will be
known as Partial differential equation(PDE).

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 Introduction
• In particular, one dimensional(1-D) time
dependent problems where 𝑢 depends on a
position coordinate 𝑥 and the time 𝑡.
• The two dimensional(2-D) time dependent
problems where 𝑢 is a function of two
position coordinates 𝑥 and 𝑦 both give rise to
PDEs involving two independent variables.
• A 2-D time dependent problem would involve
3 independent variables 𝑥,𝑦 and 𝑡.

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 Introduction
• Example 1:
Show that 𝑢 = sin 𝑥 cosh 𝑦 satisfies the
following PDE:
𝜕2𝑢 𝜕2𝑢
2
+ 2=0
𝜕𝑥 𝜕𝑦
(This PDE known as Laplace's equation in two
dimensions and it arises in many applications as;
fluid flow and heat transfer)

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 Introduction
• Example 1:
• Solution

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 Introduction
• Example 2:
• Shaw that if 𝑎 is a constant, then:
𝒖 𝒙, 𝒕 = sin 𝒂𝒕 ∗ cos(𝒙)
Is the a solution to:
𝜕2𝑢 2
𝜕 2
𝑢
2
=𝑎
𝜕𝑡 𝜕𝑥 2

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 Introduction
• Example 2:
• Solution:

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 PDEs classification
• The solution of partial differential equations
depends on the type of the equation,
therefore it is important to study the various
classifications of the PDEs.
• Most of the governing equations of fluid
mechanics and heat transfer are expressed as
a second-order partial differential equations.

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 PDEs classification
• Linear and nonlinear PDEs:
– PDEs can be classified as linear or nonlinear.
– In a linear PDEs the dependent variable and its
derivatives enter the equation linearly, the is no
product of the dependent variable or its derivatives.
– An example of a linear PDE is the one dimensional
wave equation:
𝜕𝑢 𝜕𝑢
= −𝑎
𝜕𝑡 𝜕𝑥
– Where 𝑎 is constant (speed of sound).

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 PDEs classification
• Linear and nonlinear PDEs:
– A nonlinear PDEs contains a product of the
dependent variable and/or a product of its
derivatives.
– An example of nonlinear PDE is the one
dimensinal inviscid Burgers equation:
𝜕𝑢 𝜕𝑢
= −𝑢
𝜕𝑡 𝜕𝑥

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 PDEs classification
• First-oder PDEs:
– First order partial differential equations are the
simplest PDE.
– These types of PDEs can be solved by using the
methods from ordinary differential equations
(ODEs).
– A first-order partial differential equation is
a PDE that involves the first derivatives of an
unknown function.

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 PDEs classification
• Second-oder PDEs:
– It is seen that a large number of PDEs arising in
the study of applied mathematics with special
reference to engineering applications, can be
treated as a particular case of the most general
form of a linear, second order PDEs.
– An equation is said to be of order two, if it
involves at least one of the differential coefficient,
as:
𝜕2𝑢 𝜕2𝑢 𝜕2𝑢
2
, 2
,
𝜕𝑥 𝜕𝑦 𝜕𝑥𝜕𝑦
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 PDEs classification
• Second-oder PDEs:
– Some examples:

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 PDEs classification
• Second-oder PDEs:
– Example: if 𝑢 = 𝑥 3 ∗ 𝑦 5 , find all second-order
partial derivatives?
– Solution:
𝜕𝑢
= 3𝑥 2 ∗ 𝑦 5
𝜕𝑥
𝜕𝑢
= 5𝑥 3 ∗ 𝑦 4
𝜕𝑦

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 PDEs classification
• Second-oder PDEs:
– Solution:
𝜕2𝑢 5
= 6𝑥 ∗ 𝑦
𝜕𝑥 2
𝜕2𝑢
= 15𝑥 2 ∗ 𝑦 4
𝜕𝑥𝜕𝑦

𝜕2𝑢 𝜕 2𝑢
= 15𝑥 2 ∗ 𝑦 4 =
𝜕𝑦𝜕𝑥 𝜕𝑥𝜕𝑦

𝜕2𝑢
2
= 20𝑥 3 ∗ 𝑦 3
𝜕𝑦

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 PDEs classification
• Second-oder PDEs:
• The order of PDE is the order of the highest
derivatives occurring in the equation.
• To classify the second order PDEs consider the
following equation:

• The above equation can be written as:

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 PDEs classification
• Where 𝐴, 𝐵, 𝐶, 𝐷, 𝐸, 𝐹 𝑎𝑛𝑑 𝐺 are function of the
independent variables 𝑥 𝑎𝑛𝑑 𝑦 and the
dependent variable 𝜙.
• Assume that 𝜙 = 𝑥, 𝑦 is the solution of the
differential equation.
• The solution describes a surface in space on
which curves may be drown.
• These curves are known as the characteristics
curves and is the patch various solution of the
differential equation.
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 PDEs classification
• The differentials of 𝜙𝑥 and 𝜙𝑦 represent
changes from location ( 𝑥, 𝑦 ) to ( 𝑥 + 𝑑𝑥, 𝑦
+ 𝑑𝑦) across the characteristics:

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 PDEs classification
• The differentials of 𝜙𝑥 and 𝜙𝑦 represent
changes from location ( 𝑥, 𝑦 ) to ( 𝑥 + 𝑑𝑥, 𝑦
+ 𝑑𝑦) across the characteristics:

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 PDEs classification
• These equations can be solved for the second
order derivatives of 𝜙 using Cramer’s rule:

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 PDEs classification
• Since it is possible to have discontinuities in
the second order derivatives of the dependent
variable across the characteristics.
• Setting the denominator equal to zero:

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 PDEs classification
• Yields the equation:

• Solving the quadratic equation:

• Depending on the value of (𝐵2 − 4𝐴𝐶) the

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 PDEs classification
• The classification based on (𝐵2 − 4𝐴𝐶) as
follows:

• The classification depends only on the

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 Elliptic equation
• An example of elliptic equation is Laplace’s
equation:
𝜕2𝜙 𝜕2𝜙
2
+ 2 =0
𝜕𝑥 𝜕𝑦
• The domain of solution is a closed region R as
in the figure below:
On the closed boundary of R, either
the value of the dependent variable, its
gradient or a linear combination of the
two is prescribed.

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 Parabolic equation
• A partial differential equation is parabolic in a
region if:
𝐵2 − 4𝐴𝐶 = 0 of all points of the region
• The solution domain of parabolic partial
differential equation is an open region.
• For this type of equation there exists one
characteristic line.

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 Parabolic equation
• An example of parabolic equation is unsteady
heat conduction equation:
𝜕𝑇 𝜕2𝑇
=𝛼 2
𝜕𝑡 𝜕𝑥
• An initial distribution of the dependent variable
and two sets of boundary conditions are required
for a complete description of the problem.
• The boundary conditions are prescribed as a
value of the dependent variables or its normal
derivative or a linear combination of the two.

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 Parabolic equation
• The domain of solution for the parabolic
partial differential equation:

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 Hyperbolic equation
• A partial differential equation is hyperbolic in
a region if:
𝐵2 − 4𝐴𝐶 > 0 of all points of the region
• A hyperbolic partial differential equation has
two real characteristics.
• The complete description of the flow
governed by a second order PDE requires two
sets of initial conditions and two sets of
boundary conditions.
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 Hyperbolic equation
• An example of hyperbolic equation is the
wave equation:
𝜕𝜙 𝜕 2𝜙
= 𝑎2 2
𝜕𝑡 𝜕𝑥

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 Example 3
• Classify the steady two dimensional velocity
potential equation:
𝜕2𝜙 𝜕2𝜙
1 − 𝑀2 2
+ 2 =0
𝜕𝑥 𝜕𝑦
Solution:
• According to the notation used for
classification:
A= 1 − 𝑀2 , ,, 𝐵 = 0 , ,, 𝐶 = 1
• Thus: 𝐵2 − 4𝐴𝐶 = −4(1 − 𝑀2 )

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 Example 3
• For 𝑀 < 1 (subsonic flow) then:
𝐵2 − 4𝐴𝐶 < 0
– And the equation is elliptic.
• For 𝑀 = 1 (sonic flow) then:
𝐵2 − 4𝐴𝐶 = 0
– And the equation is parabolic.
• For 𝑀 > 1 (supersonic flow) then:
𝐵2 − 4𝐴𝐶 > 0
– And the equation is hyperbolic.
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The End

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