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Notes for AA214, Chapter 2

T. H. Pulliam
Stanford University

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t) ∂ u(x. then u(xmax. must satisfy BC 3. PDE Theory requires an Initial Condition (IC) and Boundary Conditions (BC) 2. with a = constant ∂ u(x. t) = r(t) 2 . an arbitrary function of x. then u(xmin. satisfying IC (a) If a ≥ 0. t) +a =0 (1) ∂t ∂x 1. 0) = g(x). t) = l(t) (b) If a < 0. IC: u(x. Wave Equation Continuous PDE: xmin ≤ x ≤ xmax. BC: The first order PDE in x requires only one BC.

the “outflow” boundary. (a) No boundary condition is specified at the opposite side. while the right-hand boundary is the inflow boundary when a is negative. (d) Note that the left-hand boundary is the inflow boundary when a is positive. Scalar quantity u is given on one boundary. Discussion of BC: Non-Periodic 1. (c) Hence the wave leaves the domain through the outflow boundary without distortion or reflection. 3 . (b) This is consistent in terms of the well-posed-ness of a first-order PDE. corresponding to a wave entering the domain thru this “inflow” boundary.

The flow being simulated is periodic. (c) It is the simplest to study and serves to illustrate many of the basic properties of numerical methods applied to problems involving convection. 4 . Discussion of BC: Periodic 1. (b) This is referred to as the biconvection problem. (d) We pay a great deal of attention to it in the initial lectures. (a) At any given time. without special consideration of boundaries. what enters on one side of the domain must be the same as that which is leaving on the other.

g(0) = g(2π) 5 . 0) = g(x). 0 ≤ x ≤ 2π (2) ∂t ∂x 2. t) ∂ u(x. t) = u(2π. t) 3. IC: u(x. t) +a =0. Next we study the properties of the Periodic Wave Equation ∂ u(x. Periodic Wave Equation 1. BC: u(0.

We will choose a specific form of the solution for periodic flow 3. Periodic Wave Form 1. The general solution to Eq.1 is: u(x. Fourier Series: An Arbitrary Periodic (Harmonic) Function Can Be Represented By A Fourier Series M X X iκm x g(x) = fm (0)e = gm (x) (3) m=−N m 6 . t) = g(x − at) with g(x) satisfying the IC 2.

Examples of Periodic Fourier Functions 1. Sum of Sine and Cosine e3ix − e−3ix e5ix + e−5ix 2.1 f3 (0) = .0 0. κ−3 = −3.0 −2.0sin(3x) + 0.0 + 0. f−5 = 2i 2i 2 2 7 . Simple Sine eix − e−ix sin(x) = 2i M. κ5 = 5. κ−5 = −5. f−3 = . N = 1.1cos(5x) = 2. κ3 = 3. f5 (0) = . κ−1 = −1 1 −1 f1 (0) = . 2. f−1 (0) = 2i 2i 2.1 0.1 2i 2 M. N = 5. κ1 = 1.

g. t). given two or more solutions. t) = u1 (x.. t) also satisfies Eq. t) Satisfies Eq. t) Satisfies Eq. Equation 1 is a linear equation in u(x.1 (b) Then: The sum of u(x. u1 (x. t) (a) If u1 (x. t) and must satisfy an arbitrary g(x) from Eq. Linear Superposition Theory 1.3 2. By the Theory of Linear Superposition.1 8 .1 and u2 (x. u2 (x. t) + u2 (x. e.

General Solution for Periodic IC M X u(x. general κ) 2. t) = gm (x − at) (a) Simplify and generalize our solutions class by choosing the general g(x) = eiκx (b) Consider each wave component separately.3 is a sum of various periodic functions eiκm x . Generalize Solution 1. t) = fm (0)eiκm (x−at) (4) m=−N 9 . Eq. each of which taken separately leads to general solutions um (x. (ie.

Apply the general result ∂x = iκ u(x. Using separation of variables assuming a general form u(x. t) = eiκx f (t) (arbitrary κ) ∂ u(x.t) 2. t) ∂ u(x.Separation of Variable Solution of Wave Equation 1. ∂ u(x. t) +a =0 ∂t ∂x ∂ eiκx f (t) + aiκeiκx f (t) = 0 ∂t 10 . t) to Eq.2.

t) = ceiκ(x−a t) (5) 11 . u(x. The ODE for f (t) is ∂ f (t) + a iκ f (t) = 0 ∂t with solution f (t) = f (0)e−aik t giving u(x. So the General Solution to Eq.ODE 1. t) = ceiκx e−aiκ t . PDE . c = f (0) 2.2. (for each κ).

This will be the exact solution which we will use to evaluate the effects of ∂u (a) Approximating ∂x with Numerical Finite Differences. 12 . t) = cm eiκ(x−a t) (6) m 1. ∂u (b) Approximating ∂t with Various Time Advance Schemes. General Solution X u(x.