Chapter 6

DIFFERENTIAL
EQUATIONS : PARTIAL
DIFFERENTIAL EQUATIONS
Copyright The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

by Lale Yurttas, Texas

Chapter 6
A&M University
Copyright 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

Finite Difference: Elliptic Equations

Solution Technique
Elliptic equations in engineering are typically used to
characterize steady-state, boundary value problems.
For numerical solution of elliptic PDEs, the PDE is
transformed into an algebraic difference equation.
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.
by Lale Yurttas, Texas
A&M University
Copyright 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

The Laplacian Difference Equations/

2T 2T
2 0
2
x
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]
2
2
y
y
Ti 1, j 2Ti , j Ti 1, j Ti , j 1 2Ti , j Ti , j 1

0
2
2
x
y
x y
Ti 1, j Ti 1, j Ti , j 1 Ti , j 1 4Ti , j 0

Laplacian difference
equation.
Holds for all interior points

by Lale Yurttas, Texas

A&M University
Copyright 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

Figure 29.4

by Lale Yurttas, Texas

A&M University
Copyright 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

 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 75
Similar equations can be developed for other interior points
to result a set of simultaneous equations.
by Lale Yurttas, Texas
A&M University
Copyright 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

 The result is a set of nine simultaneous equations with nine

unknowns:
4T11 T21
T11 4T21 T13
T21

T12
T22

4T31

T11
T21
T31

75
0
T32

4T12 T22
T13
T12 4T22 T32
T23
T22 4T32
T12
4T13 T23
T22

T13
T32

T33

50
75
0
50
175

4T23 T33 100

T23 4T33 150

by Lale Yurttas, Texas

A&M University
Copyright 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

The Liebmann Method

Most numerical solutions of Laplace
equation involve systems that are very
large.
For larger size grids, a significant
number of terms will be zero.
For such sparse systems, most
commonly employed approach is GaussSeidel, which when applied to PDEs is
also referred as Liebmanns method.
Ti , j
Ti new
,j

Ti 1, j Ti 1, j Ti , j 1 Ti , j 1

4
old
Ti new

(
1

)
T
,j
i, j

by Lale Yurttas, Texas

A&M University
Copyright 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

Example
Use Liebmanns
method to solve for the
temperature of the
heated plate in figure 1.
Employ overrelaxation
with a value of 1.5 for
the weighting factor
and iterate to s=1%
by Lale Yurttas, Texas
A&M University
Copyright 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

Figure 1