N S PDE: Umerical Olution of S

Review
Classification
More General Classification
Summary
N UMERICAL S OLUTION OF PDE S
Dr. Johnson
School of Mathematics
Semester 1 2008
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Dr. Johnson MATH65241

Review
Classification
Summary
O UTLINE
1 R EVIEW
2 C LASSIFICATION
Partial Differential Equations
Examples
3 M ORE G ENERAL C LASSIFICATION

Plane wave solutions
4 S UMMARY
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Review
Classification
Summary
ODE S
Initial Value Problems

Methods:
Euler Method
Runge-Kutta Method
Boundary Value Problems
Methods
Newtons Shooting Method
Finite Difference Method
Stability
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Review
Classification Partial Differential Equations
More General Classification Examples
Summary
PDE S INVOLVING 2 VARIABLES
Partial differential equations can be classified as being of type

elliptic, parabolic or hyperbolic.
In some cases equations can be of mixed type.
Consider the 2D PDE
∂2 φ ∂2 φ ∂2 φ ∂φ ∂φ
A 2
+B +C 2 +D +E + Fφ + G = 0
∂x ∂x ∂y ∂y ∂x ∂y
where, in general, A, B, C , D, E , F , and G are functions of

the independent variables x and y and of the dependent
variables φ.
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Summary
T YPES OF EQUATION
The equation may be:

Elliptic if B 2 − 4AC < 0,
Parabolic if B 2 − 4AC = 0,
Hyperbollic if B 2 − 4AC > 0,
or mixed.
The type of equation tells us something about the solution
and how we should go about solving it.
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Summary
E LLIPTIC EQUATION
An example of an elliptic equation is Poisson’s equation
∂2 φ ∂2 φ
+ 2 = f (x, y ).
∂x 2 ∂y
We require known values on the edge of some region R, inside

which the equation holds
y
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Summary
PARABOLIC EQUATION
An example of a parabolic equation is the heat equation
∂u ∂2 u
= α2 2
∂t ∂x
We require initial conditions in t, and boundary values in x
The equation holds in the region R
t
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Review
Summary
H YPERBOLLIC EQUATION
An example of a hyperbollic equation is the wave equation
∂2 u 2
2∂ u
− α =0
∂t 2 ∂x 2
Now require initial conditions for both u and ∂u/∂t
Again the equation holds in the region R
t
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Summary
M IXED E QUATIONS
One example is the Euler-Tricomi equation
∂2 u ∂2 u
= x
∂x 2 ∂y 2
The equation is elliptic when x < 0,

parabolic when x = 0,
and hyperbolic when x > 0.
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Review
Classification
Summary
G ENERAL C LASSIFICATION
Consider a system of first order partial differential equations.

Unknowns U = (u1 , u2 , . . . , un )T
Independent variables x = (x1 , x2 , ..., xm )T .
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Review
Classification
Summary
G ENERAL C LASSIFICATION
Suppose that the equations can be written in quasi-linear form

m
∂U
∑ Ak ∂xk =Q
k =1
where the Ak are (n × n) matrices and Q is an (n × 1)

column vector, and both can depend on xk and U but not on
the derivatives of U.
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Classification
Summary
WAVE SOLUTION
Then seek a plane wave solution of the homogeneous part of

the above pde in the form
U = U0 e ix·s
where S = (s1 , s2 , . . . , sm )T , then

" #
m
i ∑ Ak sk U = 0.
k =1
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Classification
Summary
N ON TRIVIAL SOLUTIONS
This will have a non-trivial solution only if the characteristic

equation
¯ ¯
¯ m ¯
det ¯ ∑ Ak sk ¯ = 0,
¯ ¯
¯ k =1 ¯
If real solutions exist, initial conditions can propogate through

the solution
They may cause non-uniqueness
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Review
Classification
Summary
C LASSIFICATION
The system is hyperbolic if n real characteristics exist.

If all the characteristics are complex, the system is elliptic.
If some are real and some complex, the system is of mixed
type.
If the system is of rank less than n, then we have a parabolic
system.
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Review
Classification
Summary
C LASSIFICATION OF PDE S
PDEs may be classified by their characteristic equation

Elliptic equations tend to have smooth solutions
Parabolic equations tend to smooth out solutions over time
Hyperbolic equations may retain discontinuity by propagating
it through the solution
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Review

N UMERICAL S OLUTION OF PDE S

Dr. Johnson MATH65241

3 M ORE G ENERAL C LASSIFICATION

Dr. Johnson MATH65241

Initial Value Problems

Dr. Johnson MATH65241

PDE S INVOLVING 2 VARIABLES

Partial differential equations can be classified as being of type

where, in general, A, B, C , D, E , F , and G are functions of

Dr. Johnson MATH65241

The equation may be:

Dr. Johnson MATH65241

We require known values on the edge of some region R, inside

Dr. Johnson MATH65241

Dr. Johnson MATH65241

Dr. Johnson MATH65241

One example is the Euler-Tricomi equation

The equation is elliptic when x < 0,

Dr. Johnson MATH65241

Consider a system of first order partial differential equations.

Dr. Johnson MATH65241

Suppose that the equations can be written in quasi-linear form

where the Ak are (n × n) matrices and Q is an (n × 1)

Dr. Johnson MATH65241

Then seek a plane wave solution of the homogeneous part of

where S = (s1 , s2 , . . . , sm )T , then

Dr. Johnson MATH65241

This will have a non-trivial solution only if the characteristic

If real solutions exist, initial conditions can propogate through

Dr. Johnson MATH65241

The system is hyperbolic if n real characteristics exist.

Dr. Johnson MATH65241

PDEs may be classified by their characteristic equation

Dr. Johnson MATH65241

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