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Partial Diffential Equation

Partial Diffential Equation

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PDEs

Differential Equation

• The function has one independent variable

• The function has 2 or more variables

Linear 2nd Partial Differential Equations

Partial Differential Equation especially linear 2nd Partial

Differential Equation is often found in engineering

problems. Such equations are in the following form

2 f 2 f 2 f f f

A 2 2B C 2 D E F f G 0

x xy y x y

B2-4AC Type Example

<0 Elliptic 2 f 2 f

0

x 2 y 2

=0 Parabolic f C 2 f

x D y 2

>0 Hyperbolic 2 f C 2 f

x 2 A y 2

Initial and Boundary Conditions

Partial Differential Equation are normally associated

with initial and boundary conditions in order to obtain

unique solutions. The initial and boundary condition of

PDEs can be classified into 4 categories

• Dirichlet conditions

• Neumann conditions

• Cauchy conditions

• Robbins conditions

Boundary conditions

Dirichlet conditions

The values of the dependent variable are given at fixed

values of the independent variable

f ( x, y ) C

Neumann conditions

The derivative of the dependent variable are given at

fixed values of the independent variable (as a constant

or as a function of the independent variable)

f f

C1 or C2 g ( x , y )

x x, y y x, y

Boundary conditions

Cauchy conditions

conditions that combines both Dirichlet and Neumann

conditions

Robbins conditions

The derivative of the dependent variable are given at

fixed values of the independent variable as a function

of the dependent variable itself

f

C G( f )

x x, y

Elliptic Equations

Elliptic equations are typically used to characterize

steady-state boundary value problems. The classic

example of elliptic equations is “ The Laplace equation”

which describe steady state heat transfer. Such

equation is in the form of (3 dimensions)

T T T

2 2 2

2 2 0

x 2

y z

which always accompany with heat flux equation

T T T

qx k x C q y k y C qz k z C

x y z

Elliptic Equations with Dirichlet B.C.

Consider a 2 dimension heat transfer on a square plate

2T 2T

2 0 , T (0, y ) 75C , T (10, y ) 50C

x 2

y

, T ( x,0) 10C , T ( x,10) 100C

100C

75C 50C

10C

Elliptic Equations

Finite Difference Approach can be used to solve Elliptic

Equations (Centered Difference)

d T Ti 1 2Ti Ti 1

2 d 2T T j 1 2T j T j 1

dx 2

x 2 dy 2

y 2

can be substituted in the Laplace Equation for 2

dimensional heat transfer

Ti 1, j 2Ti , j Ti 1, j Ti , j 1 2Ti , j Ti. j 1

0

x 2

y 2

Elliptic Equations

Ti 1, j , Ti 1, j , Ti, j 1, Ti. j 1, Ti, j Can be graphically shown as

Ti , j 1

y

Ti 1, j Ti , j Ti 1, j

x

Ti , j 1

Elliptic Equations

The plate is then treated as a grid of discrete points

100C

T7 T8 T9

75C T4 T5 T6 50C

T1 T2 T3

10C

applying Ti 1, j Ti 1, j Ti, j 1 Ti. j 1 4Ti, j 0 to T1-T9

result in

75 T2 10 T4 4T1 0

T1 T3 10 T5 4T2 0

T2 50 10 T6 4T3 0

75 T5 T1 T7 4T4 0

T4 T6 T2 T8 4T5 0

T5 50 T3 T9 4T6 0

75 T8 T4 100 4T7 0

T7 T9 T5 100 4T8 0

T8 50 T6 100 4T9 0

thus Elliptic PDEs is then converted to a set of linear

equations

obtained equations can be written in Matrix form as

4 1 0 1 0 0 0 0 0 T1 85

1 4 1 0 1 0 0 0 0 T 10

2

0 1 4 0 0 1 0 0 0 T3 60

1 0 0 4 1 0 1 0 0 T4 75

0 1 0 1 4 1 0 1 0 T5 0

0 0 1 0 1 4 0 0 1 T6 50

0 0 0 1 0 0 4 1 0 T7 175

0 0 0 0 1 0 1 4 1 T8 100

0 T 150

0 0 0 0 1 0 1 4 9

Since the matrix is a diagonal matrix, Gauss Seidel

Iteration can be used to solve the problem efficiently

solving for T1 – T9

100C

10C

Elliptic Equations

as previous mentioned, there’re also heat flux

equations (2 dimension)

T T

qx k x C q y k y C

x y

Finite Difference can also be applied (Centered

Difference, assume kx = ky = k) results in

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

qx kC q y kC

2x 2y

Elliptic Equations

for a given value of k y C , q x and q y can be calculate.

The resultant heat flux can be calculated

1

qy

Direction tan

qx

solving for heat flux

100C

75C 50C

10C

Elliptic Equations with Cauchy B.C.

2T 2T

2 0 , T (0, y ) 75C , T (10, y ) 50C

x 2

y

T

, ( x,0) 10, T ( x,10) 100C

y

Given boundary conditions can be graphically shown as

100C

75C 50C

T

( x,0) 10

y

the problems can be solved as the problems with

Dirichlet B.C.. The only difference is there are 3 added

unknown at the insulation

100C

T7 T8 T9

75C T4 T5 T6 50C

T1 T2 T3

T

( x,0) 10

y

at the Neumann boundary condition

T

qy 10 apply Centered Difference result in

y 0 y y 0

Ti ,1 T Ti ,1 Ti , 1

0

y 2y

Ti 1,0 Ti ,0 Ti 1,0

T

Ti , 1 Ti ,1 2y

y

T Ti ,1

( x,0) 10

y

Imaginary point

Imaginary Point can be graphically shown as

100C

T7 T8 T9

75C T4 T5 T6 50C

T1 T2 T3

T

( x,0) 10

y

Ta Tb Tc

apply Ti 1, j Ti 1, j Ti, j 1 Ti. j 1 4Ti, j 0 to every inner points

75 T2 T10 T4 4T1 0

T1 T3 T11 T5 4T2 0

T2 50 T12 T6 4T3 0

75 T5 T1 T7 4T4 0

T

T4 T6 T2 T8 4T5 0 apply Ti , 1 Ti ,1 2y

at y0

y

T5 50 T3 T9 4T6 0 to the last 3 equations

75 T8 T4 100 4T7 0

T7 T9 T5 100 4T8 0

T8 50 T6 100 4T9 0 T

75 T11 (T1 2y ) T1 4T10 0

y

75 T11 Ta T1 4T10 0

T

T10 T12 Tb T2 4T11 0 T10 T12 (T2 2y ) T2 4T11 0

y

T11 50 Tc T3 4T12 0

T

T11 50 (T3 2y ) T3 4T12 0

y

Irregular Boundaries

2 y

2 x

1x

1y

Irregular Boundaries

T Ti , j 1 Ti , j

y j 1, j 2 y

T Ti , j Ti 1, j

x i 1,i 1x

T Ti 1, j Ti , j

2 y x i ,i 1 2 x

1x 2 x

1y T Ti , j Ti , j 1

y j , j 1 1y

Irregular Boundaries

second derivative can be derived from the first

derivative

T T

T

2

T x i ,i 1 x i 1,1

x 2

x x 1x 2 x

2

T T

T T y j 1, j y j , j 1

2

y 2

y y 1y 2 y

2

Irregular Boundaries

collecting terms yields

T2

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

2

x x 1 (1 2 ) 2 (1 2 )

2

T2

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

2

y y 1 ( 1 2 ) 2 ( 1 2 )

2

Difference, Example for Laplace equation resultsin

2 Ti 1, j Ti , j Ti 1, j Ti , j 2 Ti , j 1 Ti , j Ti , j 1 Ti , j

0

x 2

1 1( 2 ) 2 ( 1 2

) y 2

1 ( 1 2 ) 2 ( 1 2 )

Elliptic Equations with Irregular B.C.

2T 2T

2 0

x 2

y

100C

50C

80C

50C

50C

100C

50C T7 T8 T9

T4 T5 T6 80C

T1 T2 T3

50C

50C

Equation for Irregular B.C. will be applied only for T1

Parabolic Equations

Parabolic equations are typically used to characterize

time-variables problems. Fourier’s Law of Heat

Conduction will be used as an example (1 dimension)

2T T

k 2

x t

Parabolic Equations

Finite Difference Approach can also be used to solve

Parabolic Equations (Centered Difference for spatial

variable and Forward Difference for time variable)

d 2T Ti l 1 2Ti l Ti l 1 dT Ti l 1 Ti l

dx 2

(x) 2 dt t

substituted in the Parabolic Equation

Ti l 1 2Ti l Ti l 1 Ti l 1 Ti l

k

(x) 2

t

which can be solved for

kt

Ti l 1

Ti

l

(x) 2

T l

i 1 2Ti

l

Ti 1

l

Parabolic Equations

l l l l 1

T , Ti , T , Ti

i 1 i 1 Can be graphically shown as

l 1 l 1 l 1

T i 1 Ti Ti 1

t (time)

x (space)

l l l

T i 1 Ti T i 1

Implicit Method

Finite Difference Approach can also be used to solve

Parabolic Equations (Centered Difference for spatial

variable and Forward Difference for time variable)

d 2T Ti l 11 2Ti l 1 Ti l 11 dT Ti l 1 Ti l

dx 2

(x) 2 dt t

substituted in the Parabolic Equation

Ti l 11 2Ti l 1 Ti l 11 Ti l 1 Ti l

k

(x) 2

t

which can be solved for

kt l 1 kt l 1 kt l 1

Ti

l

T 1 2

2 i 1

T

2 i

T

2 i 1

(x) (x) (x)

Crank-Nicolson Method

Finite Difference Approach can also be used to solve

Parabolic Equations (Centered Difference for spatial

variable and Forward Difference for time variable)

d 2T 1 Ti l 1 2Ti l Ti l 1 Ti l 11 2Ti l 1 Ti l 11 dT Ti l 1 Ti l

dx 2

2 (x) 2

(x) 2

dt t

substituted in the Parabolic Equation

1 Ti l 1 2Ti l Ti l 1 Ti l 11 2Ti l 1 Ti l 11 Ti l 1 Ti l

k

2 (x) 2

(x) 2

t

which can be solved for

kt l 1 kt l 1 kt l 1 kt l 1 kt l 1 kt l 1

2 i 1

T 21 T

2 i

T

2 i 1

T 21

2 i 1

T

2 i

T

2 i 1

(x) (x) (x) (x) (x) (x)

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