Lecture 4 | Partial Differential Equation | Differential Calculus

Method of Characteristics

If the hyperbolic pde is defined with the initial Conditions which have no
discontinuity, FD schemes are quite efficient. However with discontinuities, the
propagation of discontinuities with the solution domain is difficult to deal with on
rectangular grids. Method of Characteristics, though not a pure numerical method, still is
an efficient technique to handle such hyperbolic pde .
Consider a general second order pde
0 e
2
2
c
2
b
2
2
= +
c
c
+
c c
c
+
c
c
y
u
y x
u
x
u
a (1)
Over a domain D, where a,b,c, and e are functions of x,y,u,
x
u
c
c
,
y
u
c
c
in general. Using
the following notations:
y
u
y
u
q
x
u
x
u
, p =
c
c
= =
c
c
=
y
q
2
y
u
2
t
x y x y
u
2
y x
u
2
s
x 2
x
u
2
c
c
=
c
c
=
c
c
=
c
c
=
c c
c
=
c c
c
=
c
c
=
c
c
= ,
q p

,
p
r
Equation (1) can be written as
ar +bs +ct +e =0 (2)
Let G be a curve over D then we have on curve G,
sdy rdx d . d . dp + =
c
c
+
c
c
= y
y
p
x
x
p
(3)
tdy sdx d . d . dq + =
c
c
+
c
c
= y
y
q
x
x
q
(4)
Since (1) is satisfied at each point of G, eliminating r & t from eqn.(2), using equations
(3) & (4)
0 c b e c = + ÷ ÷ + +
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dy
dx
dx
dy
a s
dy
dq
dx
dp
a
or 0 b
2
e c = + ÷ ÷ + +
¦
)
¦
`
¹
¦
¹
¦
´
¦
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.
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c
dx
dy
dx
dy
a s
dy
dq
dx
dp
a
dx
dy
(5)

Assuming that G satisfies :
0 b
2
= + ÷
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c
dx
dy
dx
dy
a (6)
Then on curve G, from eq. (5) we have
0 edy cdq dp a r 0 . e c . = + + = + +
dx
dy
o
dx
dy
dx
dq
dx
dp
dx
dy
a (7)
Equation (6) is quadratic in
dx
dy
whose roots are given by
g f,
ac 4 -
2
b
=
±
=
a 2
b
dx
dy
(8)
The solution of (8) defines curve (s) G in the x-y plane called characteristic (s) or
characteristic curve (s). If a, b and c are constant or functions of x, y then the equation
of curve (s) can be obtained explicitly otherwise they may dependent on u,
x
u and
y
u .
Obviously (8) gives the directions (of tangents) of characteristics at the point (x,y) of G
which are distinct for hyperbolic pde.
The problem may be now given the values of ) ( ), ( q
y
u
P
x
u
=
c
c
=
c
c
on a curve on G, to
obtain u (x,y) at different points in the hyperbolic domain.
Following steps are used to implement the MC.
Step-1: Let A,B,C,D be the points (not necessarily equidistant) on the given curve I and
denote their positions by A (x
A
, y
A
), B (x
B
, y
B
), etc.
Step-2: To draw characteristics through A, B, C, D etc, if obtain equations of
characteristics and a grid based on characteristics can be formed as shown in
Fig. (1). A
f
is the f characteristic and A
g
is g-characteristics through A and so on.
However, if f and g involve u and / or its derivatives, then we have to determine the
location of the points of intersection of the characteristics, viz. R, S, T, etc., In that case
characteristic grid cannot be drawn beforehand, which needs to be generated point-by-
point.
Integrating (8) from A to R and (8) from B to R we get the respective approximations as
(9)
(10)

Solving (9) and (10) we get a crude approximation for the coordinates (x, y) of the grid
point R.
Step-3: For advancing the solution to the values of u
x
(=p) and u
y
(=q) at R, i.e. p
R
and
q
R
are computed from (7) as follows:
(11)
Integration of (11) from A to R along the characteristic f gives
(12a)
Similarly integration from B to R along g-characteristic gives
(12b)
Solution of (11a and 12b) will provide the values of p
R
and q
R
.
Step-4: In order to calculate u at R, i.e. u
R
, using:


Integrating along either of the characteristics, say f, from A to R we get


This gives the values of u
R
. Which can be improved by modifying step (2).
Step-5: Since values of f and g can be computed at the point R by using their average
values, i.e.
and
which gives improved values of (x
R
, y
R
) .
) (
A
x
R
x
A
f
A
y
R
y ÷ = ÷
) (
B
x
R
x
B
g
B
y
R
y ÷ = ÷
0 edy cdq dp
dx
dy
a = + +
0
A
y
R
y
A
e
A
q
R
q
A
c
A
p
R
p
A
f
A
a = ÷ + ÷ + ÷ ) ( ) ( ) (
0
B
y
R
y
B
e
B
q
R
q
B
c
B
p
R
p
B
f
B
a = ÷ + ÷ + ÷ ) ( ) ( ) (
. qdx pdx dy
y
u
dx
x
u
du + =
c
c
+
c
c
=
2
A
q
R
q
A
x
R
x
2
A
p
R
p
A
u
R
u
+
+ ÷
+
+ = ) (
), (
A
x
R
x
2
A
f
R
f
A
y
R
y ÷
+
= ÷
), (
B
x
R
x
2
A
g
R
g
B
y
R
y ÷
+
= ÷
Step-6: Similarly modifying step-3 by using average values:




p
R
& q
R
and subsequently u
R
can be modified. This process is continued to get the
values at higher level points.
 
R
y
2
R
e
A
e
A
q
R
q
2
R
c
A
c
A
p
R
p
2
R
f
A
f
2
R
a
A
a
( ) ( ) (
+
+ ÷
+
+ ÷
+ +
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R
y
2
R
e
B
e
B
q
R
q
2
R
c
B
c
B
p
R
p
2
R
g
B
g
2
R
a
B
a
( ) ( ) (
+
+ ÷
+
+ ÷
+ +
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