Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

Topic 9: Partial Differential Equations
· An equation involving partial derivatives oI an
unknown Iunction oI two or more independent variables
is called a partial diIIerential equation PDE.
· An example oI a PDE is
· The general Iorm oI a linear second order PDE is
written as:
0
1 2
2
2 2
2
2
2
2
2
2

N
N

N N
N

N
N

N
N

N
N
D
y
u
C
y x
u
B
x
u
A
u
y
u
xy
x
u
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
· Here, A, B, and C are Iunctions oI the independent
variables x and y only.
· The part D is a Iunction oI x, y, u, NuNx, and NuNy.
· Depending on the values oI A, B, and C, the 2PDE is
classiIied into one oI three categories.
B
2
4AC Category
· 0 Elliptic
÷ 0 Parabolic
~ 0 Hyperbolic
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
inite Difference: Elliptic Equations
· Elliptic equations in engineering are typically used to
characterize steady-state, boundary value problems.
THE LAPLACE EQUATÌON
· Elliptic equations are typically used to characterize
steadystate systems.
· We will illustrate the solution oI elliptic PDEs in the
context oI an example.
· This example is called the headed plate.
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
· The plate has a thickness oI .
· The plate is insulated everywhere except its edges.
· The edges are Iixed at prescribed temperatures.
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
· At the steady state, over time period 9
heat Ilowin ÷ heat Ilowout
6(x) y 9 6(y) x 9 ÷ 6(x x) y 9
6(y ¹ y) x 9
where 6 is the heat Ilux.
6(y)
6(x) 6(x x)
6(y y)
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
· AIter simpliIication, we arrive to the PDE
· We need a PDE in terms oI temperature.
· The relation between heat Ilux 6 and temperature % is
given by
· This equation is called Fourier`s law oI heat conduction.

%
C 6
y
6
x
6

N
N

N
N

N
N

8
0
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
· Substituting the value oI 6 in the PDE, we get
· It is called the Laplace equation.
· The Laplace equation is an elliptic equation because
B
2
4 A C ÷ 4 · 0
0
2
2
2
2

N
N

N
N
y
%
x
%
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
$OLUTÌON TECHNÌQUE$
· The solution method works by substituting the partial
derivatives by the Iinite diIIerence Iormulas.
The Laplace Difference Equation
· The centered diIIerence Iormulas Ior the second
derivatives are
2
1 , , 1 ,
2
2
2
, 1 , , 1
2
2
2
and
2
y
% % %
y
%
x
% % %
x
%

N
N

N
N


Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
· AIter the substitution, the diIIerential equation becomes
· Assume x ÷ y and simpliIy:
· This relationship is called the Laplace diIIerence
equation.
0 4
0
2 2
, 1 , 1 , , 1 , 1
2
1 , , 1 ,
2
, 1 , , 1

% % % % %
y
% % %
x
% % %
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
4
1 , 1 , , 1 , 1
,

% % % %
%
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
· Consider the simplest case where the boundary
temperatures along the edges are set to Iixed values:
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
· At note (1, 1), the equation is written as
· Note %
0,1
÷ 75 and %
1,0
÷ 0. The equation becomes
· Similarly, the relationship can be written Ior all interior
points and the result is a system oI linear equations.
75 4
0 4
1 , 2 2 , 1 1 , 1
1 , 1 0 , 1 2 , 1 1 , 0 1 , 2


% % %
% % % % %
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

150 4
100 4
175 4
50 4
0 4
75 4
50 4
0 4
75 4
33 23 32
33 23 13 22
23 13 12
33 32 22 31
23 32 22 12 21
13 22 12 11
32 31 21
22 13 21 11
12 21 11
% % %
% % % %
% % %
% % % %
% % % % %
% % % %
% % %
% % % %
% % %
· The system has 9 equations and 9 unknowns:
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
The Liebmann Method
· Most numerical solutions oI Laplace equation involve
systems that are very large.
· For larger size grids, a signiIicant number oI terms will
be zero.
· For this reason, approximation methods provide a viable
approach Ior obtaining solutions.
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
· Steps oI the Liebmann method:
1. Set %
old
,
÷ 0 Ior the interior points.
2. Compute %
new
,
:
3. Apply the over-relaxation Iormula
Ior 1 _ 2 _ 2.
4. Go to (2) iI
. c ° 100
) ì 1 ( ì
4
new
,
old
,
new
,
old
,
new
,
new
,
old
1 ,
old
1 ,
old
, 1
old
, 1 new
,
8





%
% %
% % %
% % % %
%
K

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
Example
See the example and the solution in the book.
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
inite Difference: Parabolic Equations
· Parabolic equations in engineering are typically used to
characterize time variable problems.
THE HEAT CONDUCTÌON EQUATÌON
· Conservation oI energy can be used to develop an
transit-state energy balance Ior the diIIerential element
in a long, thin insulated rod.
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
· The heat conduction equation Ior the insulated rod is
· The temperature depends on location and time.
9
%
x
%

N
N

N
N
2
2
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
EXPLÌCÌT METHOD$
· We can substitute the partial derivatives by their Iinite
diIIerence approximations:
· Substituting in the heat conduction equation:

9
% %
x
% % %

9
% %
9
%
x
% % %
x
%

N
N

N
N

1
2
1 1
1
2
1 1
2
2
2
and
2
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
· SimpliIying:


2
1 1
1
where
2
x
9
% % % % %

2
2
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
Example
See the example and the solution in the book.
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
Convergence and $tability
·Convergence means that as x and 9 approach zero,
the results oI the Iinite diIIerence method approach the
true solution.
·Stability means that errors at any stage oI the
computation are not ampliIied but are attenuated as the
computation progresses.
·The explicit method is both convergent and stable iI
2 _ ½, or

x
9
2
2
1
A
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
Solution to the previous
example Ior 2 ÷ 0.735.
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
A $ÌMPLE ÌMPLÌCÌT METHOD
· The diIIerence between the explicit and implicit
approximations is illustrated in this Iigure.
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM



% % % %
9
% %
x
% % %

x
% % %
x
%

N
N

1
1
1 1
1
1
2
1
1
1 1
1
2
1
1
1 1
1
2
2
ì ì 2 1 ì
2
2
· In the implicit method, the derivative is approximated
by:
· The heat conduction equation becomes
· SimpliIying:
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
· The solution will involve the solution oI a system oI
linear equations.
Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM
Example
See the example and the solution in the book.

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