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Elliptic Partial Differential Equations: C B A, y D y U AC B
Elliptic Partial Differential Equations: C B A, y D y U AC B
03
Elliptic Partial Differential Equations
The general second order linear PDE with two independent variables and one dependent
variable is given by
∂ 2u ∂ 2u ∂ 2u
A 2 +B +C 2 + D =0 (1)
∂x ∂x∂y ∂y
where A, B, C are functions of the independent variables x and y , and D can be a function
∂u ∂u
of x, y, u , and . Equation (1) is considered to be elliptic if
∂x ∂y
B 2 − 4 AC < 0 (2)
One popular example of an elliptic second order linear partial differential equation is the
Laplace equation which is of the form
∂ 2u ∂ 2u
+ =0 (3)
∂x 2 ∂y 2
As
A = 1, B = 0 , C = 1 , D = 0
then
B 2 − 4 AC = 0 − 4(1)(1)
= −4 < 0
Hence equation (3) is elliptic.
10.03.1
10.03.2 Chapter 10.03
Tt
W Tl Tr
x
Tb
L
Figure 1: Schematic diagram of the plate with the temperature boundary conditions
The partial differential equation that governs the temperature T ( x, y ) is given by
∂ 2T ∂ 2T
+ =0 (4)
∂x 2 ∂y 2
To find the temperature within the plate, we divide the plate area by a grid as shown in
Figure 2.
y
Tt
(0, n)
∆x
∆y Tr
Tl (i, j )
x
(0,0)
Tb (m,0)
(i, j + 1)
∆y ∆x
(i − 1, j ) (i, j ) (i + 1, j )
(i, j − 1)
Figure 2: Plate area divided into a grid
Elliptic Partial Differential Equations 10.03.3
The length L along the x − axis is divided into m equal segments, while the width W along
the y − axis is divided into n equal segments, hence giving
L
∆x = (5)
m
W
∆y = (6)
n
Now we will apply the finite difference approximation of the partial derivatives at a general
interior node ( i, j ).
∂ 2T Ti +1, j − 2Ti , j + Ti −1, j
≅ (7)
∂x 2 i, j (∆x )2
∂ 2T Ti , j +1 − 2Ti , j + Ti , j −1
≅ (8)
∂y 2 i, j (∆y )2
Equations (7) and (8) are central divided difference approximations of the second derivatives.
Substituting Equations (7) and (8) in Equation (4), we get
Ti +1, j − 2Ti , j + Ti −1, j Ti , j +1 − 2Ti , j + Ti , j −1
+ =0 (9)
(∆x )2 (∆y )2
For a grid with
∆x = ∆y
Equation (9) can be simplified as
Ti +1, j + Ti −1, j + Ti , j +1 + Ti , j −1 − 4Ti , j = 0 (10)
Now we can write this equation at all the interior nodes of the plate, that is (m − 1) × (n − 1)
nodes. This will result in an equal number of equations and unknowns. The unknowns are
the temperatures at the interior (m − 1) × (n − 1) nodes. Solving these equations will give us
the two-dimensional profile of the temperature inside the plate.
Example 1
A plate 2.4 m × 3.0 m is subjected to temperatures as shown in Figure 3. Use a square grid
length of 0.6 m . Using the direct method, find the temperature at the interior nodes.
10.03.4 Chapter 10.03
y
300 °C
75 °C
3.0 m 100 °C
x
50 °C
2.4 m
Solution
∆x = ∆y = 0.6m
Re-writing Equations (5) and (6) we have
L
m=
∆x
2.4
=
0.6
=4
W
n=
∆y
3
=
0.6
=5
The nodes are shown in Figure 4.
Elliptic Partial Differential Equations 10.03.5
T0, 4
T1, 4 T2, 4 T3, 4 T4, 4
T0,3
T1,3 T2,3 T3,3 T4,3
T0, 2
T1, 2 T2, 2 T3, 2 T4, 2
All the nodes on the left and right boundary have an i value of zero and m , respectively.
While all the nodes on the top and bottom boundary have a j value of zero and n ,
respectively.
From the boundary conditions
T0, j = 75, j = 1,2,3,4
T4, j = 100, j = 1,2,3,4
(E1.1)
Ti , 0 = 50, i = 1,2,3
Ti ,5 = 300, i = 1,2,3
The corner nodal temperature of T0,5 , T4,5 , T4, 0 and T0, 0 are not needed. Now to get the
temperature at the interior nodes we have to write Equation (10) for all the combinations of i
and j , i = 1,...., m − 1; j = 1,...., n − 1 .
i=1 and j=1
T2,1 + T0,1 + T1, 2 + T1, 0 − 4T1,1 = 0
T2,1 + 75 + T1, 2 + 50 − 4T1,1 = 0
− 4T1,1 + T1, 2 + T2,1 = −125 (E1.2)
i=1 and j=2
T2, 2 + T0, 2 + T1,3 + T1,1 − 4T1, 2 = 0
T2, 2 + 75 + T1,3 + T1,1 − 4T1, 2 = 0
T1,1 − 4T1, 2 + T1,3 + T2, 2 = −75 (E1.3)
i=1 and j=3
T2,3 + T0,3 + T1, 4 + T1, 2 − 4T1,3 = 0
T2,3 + 75 + T1, 4 + T1, 2 − 4T1,3 = 0
10.03.6 Chapter 10.03
Equations (E1.2) to (E1.13) represent a set of twelve simultaneous linear equations and
solving them gives the temperature at the twelve interior nodes. The solution is
T1,1 73.8924
T
1, 2 93.0252
T1,3 119.907
T1, 4 173.355
T2,1 77.5443
T2, 2 103.302
T = 138.248 °C
2,3
T2, 4 198.512
T 82.9833
3,1
T3, 2 104.389
T3,3 131.271
T3, 4 182.446
75 100
173 199 182
75 100
120 138 131
75 100
93 103 104
75 100
74 78 83
x
50 50 50
Figure 5: Temperatures at the interior nodes of the plate
10.03.8 Chapter 10.03
Gauss-Seidel Method
To take advantage of the sparseness of the coefficient matrix as seen in Example 1, the
Gauss-Seidel method may provide a more efficient way of finding the solution. In this case,
Equation (10) is written for all interior nodes as
Ti +1, j + Ti −1, j + Ti , j +1 + Ti , j −1
Ti , j = , i = 1,2,3,4; j = 1,2,3,4,5 (11)
4
Now Equation (11) is solved iteratively for all interior nodes until all the temperatures at the
interior nodes are within a pre-specified tolerance.
Example 2
A plate 2.4 m × 3.0 m is subjected to the temperatures as shown in Fig. 6. Use a square grid
length of 0.6 m . Using the Gauss-Seidel method, find the temperature at the interior nodes.
Conduct two iterations at all interior nodes. Find the maximum absolute relative error at the
end of the second iteration. Assume the initial temperature at all interior nodes to be 0 °C .
y
300 °C
75 °C
3.0 m 100 °C
x
50 °C
2.4 m
Figure 6: A rectangular plate with thedimensions and boundary temperatures
Solution
∆x = ∆y = 0.6m
Re-writing Equations (5) and (6) we have
L
m=
∆x
2.4
=
0.6
=4
W
n=
∆y
Elliptic Partial Differential Equations 10.03.9
3
=
0.6
=5
The interior nodes are shown in Figure 7.
y
T0, 4
T1, 4 T2, 4 T3, 4 T4, 4
T0,3
T1,3 T2,3 T3,3 T4,3
T0, 2
T1, 2 T2, 2 T3, 2 T4, 2
All the nodes on the left and right boundary have an i value of zero and m , respectively.
All of the nodes on the top or bottom boundary have a j value of either zero or n ,
respectively.
From the boundary conditions
T0, j = 75, j = 1,2,3,4
T4, j = 100, j = 1,2,3,4
(E2.1)
Ti , 0 = 50, i = 1,2,3
Ti ,5 = 300, i = 1,2,3
The corner nodal temperature of T0,5 , T4,5 , T4, 0 and T0, 0 are not needed. Now to get the
temperature at the interior nodes we have to write Equation (11) for all of the combinations
of i and j , i = 1,...., m − 1; j = 1,..., n − 1 .
Iteration 1
For iteration 1, we start with all of the interior nodes having a temperature of 0°C .
i=1 and j=1
T +T +T +T
T1,1 = 2,1 0,1 1, 2 1, 0
4
0 + 75 + 0 + 50
=
4
10.03.10 Chapter 10.03
= 31.2500 °C
i=1 and j=2
T + T0, 2 + T1,3 + T1,1
T1, 2 = 2, 2
4
0 + 75 + 0 + 31.2500
=
4
= 26.5625°C
i=1 and j=3
T +T +T +T
T1,3 = 2,3 0,3 1, 4 1, 2
4
0 + 75 + 0 + 26.5625
=
4
= 25.3906°C
i=1 and j=4
T +T +T +T
T1, 4 = 2, 4 0, 4 1,5 1,3
4
0 + 75 + 300 + 25.3906
=
4
= 100.098°C
i=2 and j=1
T + T + T + T2, 0
T2,1 = 3,1 1,1 2, 2
4
0 + 31.2500 + 0 + 50
=
4
= 20.3125°C
i=2 and j=2
T + T + T2,3 + T2,1
T2, 2 = 3, 2 1, 2
4
0 + 26.5625 + 0 + 20.3125
=
4
= 11.7188°C
i=2 and j=3
T + T + T2, 4 + T2, 2
T2,3 = 3,3 1,3
4
0 + 25.3906 + 0 + 11.7188
=
4
= 9.27735°C
Elliptic Partial Differential Equations 10.03.11
T1,present − T1,previous
ε a 1,1 = 1
present
1
×100
T1,1
42.9688 − 31.2500
= ×100
42.9688
= 27.27%
55.7862 − 25.3906
= ×100
55.7862
= 54.49%
i=1 and j=4
T2, 4 + T0, 4 + T1,5 + T1,3
T1, 4 =
4
102.344 + 75 + 300 + 55.7862
=
4
= 133.283°C
Elliptic Partial Differential Equations 10.03.13
T1,present − T1,previous
ε a 1, 4 = 4
present
4
×100
T1, 4
133.283 − 100.098
= ×100
133.283
= 24.90%
i=2 and j=1
T3,1 + T1,1 + T2, 2 + T2, 0
T2,1 =
4
42.5781 + 42.9688 + 11.7188 + 50
=
4
= 36.8164°C
T2present − T2previous
ε a 2,1 = ,1 ,1
present
×100
T2,1
36.8164 − 20.3125
= ×100
36.8164
= 44.83%
i=2 and j=2
T3, 2 + T1, 2 + T2,3 + T2,1
T2, 2 =
4
38.5742 + 38.7696 + 9.27735 + 36.8164
=
4
= 30.8594°C
T2present − T2previous
ε a 2, 2 = ,2 ,2
× 100
T2present
,2
30.8594 − 11.7188
= × 100
30.8594
= 62.03%
i=2 and j=3
T3,3 + T1,3 + T2, 4 + T2, 2
T2,3 =
4
36.9629 + 55.7862 + 102.344 + 30.8594
=
4
= 56.4881°C
10.03.14 Chapter 10.03
T2present − T2previous
ε a 2,3 = ,3 ,3
× 100
T2present
,3
56.4881 − 9.27735
= × 100
56.4881
= 83.58%
i=2 and j=4
T3, 4 + T1, 4 + T2,5 + T2,3
T2, 4 =
4
134.827 + 133.283 + 300 + 56.4881
=
4
= 156.150°C
T2present − T2previous
ε a 2, 4 = ,4 ,4
× 100
T2present
,4
156.150 − 102.344
= × 100
156.150
= 34.46%
i=3 and j=1
T4,1 + T2,1 + T3, 2 + T3, 0
T3,1 =
4
100 + 36.8164 + 38.5742 + 50
=
4
= 56.3477°C
T3,present − T3,previous
ε a 3,1 = 1 1
× 100
T3,present
1
56.3477 − 42.5781
= × 100
56.3477
= 24.44%
i=3 and j=2
T4, 2 + T2, 2 + T3,3 + T3,1
T3, 2 =
4
100 + 30.8594 + 36.9629 + 56.3477
=
4
= 56.0425°C
Elliptic Partial Differential Equations 10.03.15
T3present − T3previous
ε a 3, 2 = ,2 ,2
× 100
T3present
,2
56.0425 − 38.5742
= × 100
56.0425
= 31.70%
i=3 and j=3
T4,3 + T2,3 + T3, 4 + T3, 2
T3,3 =
4
100 + 56.4881 + 134.827 + 56.0425
=
4
= 86.8394°C
T3present − T3previous
ε a 3, 3 = ,3 ,3
× 100
T3present
,3
86.8394 − 36.9629
= × 100
86.8394
= 57.44%
i=3 and j=4
T4, 4 + T2, 4 + T3,5 + T3,3
T3, 4 =
4
100 + 156.150 + 300 + 86.8394
=
4
= 160.747°C
T3present − T3previous
ε a 3, 4 = ,4 ,4
× 100
T3present
,4
160.747 − 134.827
= × 100
160.747
= 16.12%
The maximum absolute relative error at the end of iteration 2 is 83% .
10.03.16 Chapter 10.03
75
133 156 161 100
75
56 56 87 100
75
39 31 56 100
75
43 37 56 100
x
50 50 50
Figure 8: Temperature distribution after two iterations
It took ten iterations to get all of the temperature values within 1% error. The table below
lists the temperature values at the interior nodes at the end of each iteration:
Example 3
A plate 2.4 m × 3.0 m is subjected to the temperatures as shown in Fig. 6. Use a square grid
length of 0.6 m . Use the Gauss-Seidel with successive over relaxation method with a
weighting factor of 1.4 to find the temperature at the interior nodes. Conduct two iterations at
all interior nodes. Find the maximum absolute relative error at the end of the second iteration.
Assume the initial temperature at all interior nodes to be 0 °C .
10.03.18 Chapter 10.03
300 °C
75 °C
3.0 m 100 °C
x
50 °C
2.4 m
Solution
∆x = ∆y = 0.6m
Re-writing Equations (5) and (6) we have
L
m=
∆x
2.4
=
0.6
=4
W
n=
∆y
3
=
0.6
=5
The interior nodes are shown in the Figure 10.
Elliptic Partial Differential Equations 10.03.19
T0, 4
T1, 4 T2, 4 T3, 4 T4, 4
T0,3
T1,3 T2,3 T3,3 T4,3
T0, 2
T1, 2 T2, 2 T3, 2 T4, 2
All of the nodes on the left and right boundary have an i value of zero and m , respectively.
All of the nodes on the top or bottom boundary have a j value of either zero or n ,
respectively.
From the boundary conditions
T0, j = 75, j = 1,2,3,4
T4, j = 100, j = 1,2,3,4
(E3.1)
Ti , 0 = 50, i = 1,2,3
Ti ,5 = 300, i = 1,2,3
The corner nodal temperature of T0,5 , T4,5 , T4, 0 and T0, 0 are not needed. Now to get the
temperature at the interior nodes, we have to write Equation (11) for all of the combinations
of i and j , i = 1 to m − 1 , j = 1 to n − 1 . After getting the temperature from Equation (11),
we have to use Equation (12) to apply the over relaxation method.
Iteration 1
For iteration 1, we start with all of the interior nodes having a temperature of 0°C .
i=1 and j=1
T +T +T +T
T1,1 = 2,1 0,1 1, 2 1, 0
4
0 + 75 + 0 + 50
=
4
= 31.2500°C
= λT1,1new + (1 − λ )T1,1old
T1,1relaxed
10.03.20 Chapter 10.03
= 1.4(31.2500) + (1 − 1.4)0
= 43.7500°C
i=1 and j=2
T2, 2 + T0, 2 + T1,3 + T1,1
T1, 2 =
4
0 + 75 + 0 + 43.75
=
4
= 29.6875°C
T1,2 = λT1,2new + (1 − λ )T1,2old
relaxed
= 1.4(29.6875) + (1 − 1.4)0
= 41.5625°C
i=1 and j=3
T +T +T +T
T1,3 = 2,3 0,3 1, 4 1, 2
4
0 + 75 + 0 + 41.5625
=
4
= 29.1406°C
T1,3 = λT1,3new + (1 − λ )T1,3old
relaxed
= 1.4(29.1406) + (1 − 1.4)0
= 40.7969°C
i=1 and j=4
T2, 4 + T0, 4 + T1,5 + T1,3
T1, 4 =
4
0 + 75 + 300 + 40.7969
=
4
= 103.949°C
T1,4 = λT1,4new + (1 − λ )T1,4old
relaxed
= 1.4(103.949) + (1 − 1.4)0
= 145.529°C
i=2 and j=1
T3,1 + T1,1 + T2, 2 + T2, 0
T2,1 =
4
0 + 43.75 + 0 + 50
=
4
= 23.4375°C
T2,1 = λT2,1
relaxed new
+ (1 − λ )T2,1
old
Elliptic Partial Differential Equations 10.03.21
= 1.4(23.4375) + (1 − 1.4)0
= 32.8215°C
i=2 and j=2
T3, 2 + T1, 2 + T2,3 + T2,1
T2, 2 =
4
0 + 41.5625 + 0 + 32.8125
=
4
= 18.5938°C
T2,2 = λT2,2
relaxed new
+ (1 − λ )T2,2
old
= 1.4(18.5938) + (1 − 1.4)0
= 26.0313°C
i=2 and j=3
T3,3 + T1,3 + T2, 4 + T2, 2
T2 , 3 =
4
0 + 40.7969 + 0 + 26.0313
=
4
= 16.7071°C
T2,3 = λT2,3
relaxed new
+ (1 − λ )T2,3
old
= 1.4(16.7071) + (1 − 1.4)0
= 23.3899°C
i=2 and j=4
T + T + T2,5 + T2,3
T2, 4 = 3, 4 1, 4
4
0 + 145.529 + 300 + 23.3899
=
4
= 117.230°C
T2,4 = λT2,4
relaxed new
+ (1 − λ )T2,4
old
= 1.4(117.230) + (1 − 1.4)0
= 164.122°C
i=3 and j=1
T + T + T + T3, 0
T3,1 = 4,1 2,1 3, 2
4
100 + 32.8125 + 0 + 50
=
4
= 45.7031°C
T3,1 = λT3,1new + (1 − λ )T3,1old
relaxed
10.03.22 Chapter 10.03
= 1.4(45.7031) + (1 − 1.4)0
= 63.9844°C
i=3 and j=2
T4, 2 + T2, 2 + T3,3 + T3,1
T3, 2 =
4
100 + 26.0313 + 0 + 63.9844
=
4
= 47.5039°C
T3,2 = λT3,2
relaxed new
+ (1 − λ )T3,2
old
= 1.4(47.5039) + (1 − 1.4)0
= 66.5055°C
i=3 and j=3
T +T +T +T
T3,3 = 4,3 2,3 3, 4 3, 2
4
100 + 23.3899 + 0 + 66.5055
=
4
= 47.4739°C
T3,3 = λT3,3
relaxed new
+ (1 − λ )T3,3
old
= 1.4(47.4739) + (1 − 1.4)0
= 66.4634°C
i=3 and j=4
T + T2, 4 + T3,5 + T3,3
T3, 4 = 4, 4
4
100 + 164.122 + 300 + 66.4634
=
4
= 157.646°C
T3,4 = λT3,4
relaxed new
+ (1 − λ )T3,4
old
= 1.4(157.646) + (1 − 1.4)0
= 220.704°C
Iteration 2
For iteration 2, we take the temperatures from iteration 1.
i=1 and j=1
T +T +T +T
T1,1 = 2,1 0,1 1, 2 1, 0
4
32.8125 + 75 + 41.5625 + 50
=
4
= 49.8438°C
Elliptic Partial Differential Equations 10.03.23
= λT1,1new + (1 − λ )T1,1old
T1,1relaxed
= 1.4(49.8438) + (1 − 1.4)43.75
= 52.2813°C
T1,present − T1,previous
ε a 1,1 = 1 1
× 100
T1,present
1
52.2813 − 43.7500
= × 100
52.2813
= 16.32%
i=1 and j=2
T2, 2 + T0, 2 + T1,3 + T1,1
T1, 2 =
4
26.0313 + 75 + 40.7969 + 52.2813
=
4
= 48.5274°C
T1,2 = λT1,2new + (1 − λ )T1,2old
relaxed
= 1.4(48.5274) + (1 − 1.4)41.5625
= 51.3133°C
T1,present − T1,previous
ε a 1, 2 = 2
present
2
× 100
T1, 2
51.3133 − 41.5625
= × 100
51.3133
= 19.00%
i=1 and j=3
T2,3 + T0,3 + T1, 4 + T1, 2
T1,3 =
4
23.3899 + 75 + 145.529 + 51.3133
=
4
= 73.8103°C
= λT1,3new + (1 − λ )T1,3old
T1,3relaxed
= 1.4(73.8103) + (1 − 1.4)40.7969
= 87.0157°C
10.03.24 Chapter 10.03
T1,present − T1,previous
ε a 1,3 = 3
present
3
×100
T1,3
87.0157 − 40.7969
= ×100
87.0157
= 53.12%
i=1 and j=4
T2, 4 + T0, 4 + T1,5 + T1,3
T1, 4 =
4
164.122 + 75 + 300 + 87.0157
=
4
= 156.534°C
T1,4 = λT1,4new + (1 − λ )T1,4old
relaxed
= 1.4(156.534) + (1 − 1.4)145.529
= 160.936°C
T1,present − T1,previous
ε a 1, 4 = 4 4
×100
T1,present
4
160.936 − 145.529
= × 100
160.936
= 9.57%
i=2 and j=1
T3,1 + T1,1 + T2, 2 + T2, 0
T2,1 =
4
63.9844 + 52.2813 + 26.0313 + 50.000
=
4
= 48.0743°C
T2,1 = λT2,1
relaxed new
+ (1 − λ )T2,1
old
= 1.4(48.0743) + (1 − 1.4)32.8125
= 54.1790°C
T2present − T2previous
ε a 2,1 = ,1 ,1
present
× 100
T2,1
54.1790 − 32.8125
= ×100
54.1790
= 39.44%
Elliptic Partial Differential Equations 10.03.25
= 1.4(48.8469) + (1 − 1.4)26.0313
= 57.9732°C
T2,2present − T2,2previous
=ε a 2,2 ×100
T2,2present
57.9732 − 26.0313
= ×100
57.9732
= 55.10%
i=2 and j=3
T3,3 + T1,3 + T2, 4 + T2, 2
T2,3 =
4
66.4634 + 87.0157 + 164.122 + 57.9732
=
4
= 93.8936°C
T2,3 = λT2,3
relaxed new
+ (1 − λ )T2,3
old
= 1.4(93.8936) + (1 − 1.4)23.3899
= 122.095°C
T2present − T2previous
ε a 2,3 = ,3 ,3
present
× 100
T2,3
122.095 − 23.3899
= × 100
122.095
= 80.84%
i=2 and j=4
T3, 4 + T1, 4 + T2,5 + T2,3
T2, 4 =
4
220.704 + 160.936 + 300 + 122.095
=
4
= 200.934°C
T2,4 = λT2,4
relaxed new
+ (1 − λ )T2,4
old
10.03.26 Chapter 10.03
= 1.4(200.934) + (1 − 1.4)164.122
= 215.659°C
T2present − T2previous
ε a 2, 4 = ,4 ,4
× 100
T2present
,4
215.659 − 164.122
= × 100
215.659
= 23.90%
i=3 and j=1
T4,1 + T2,1 + T3, 2 + T3, 0
T3,1 =
4
100 + 54.1790 + 66.5055 + 50
=
4
= 67.6711°C
T3,1 = λT3,1new + (1 − λ )T3,1old
relaxed
= 1.4(67.6711) + (1 − 1.4)63.9844
= 69.1458°C
T3,present − T3,previous
ε a 3,1 = 1
present
1
×100
T3,1
69.1458 − 63.9844
= ×100
69.1458
= 7.46%
i=3 and j=2
T4, 2 + T2, 2 + T3,3 + T3,1
T3, 2 =
4
100 + 57.9732 + 66.4634 + 69.1458
=
4
= 73.3956°C
T3,2 = λT3,2
relaxed new
+ (1 − λ )T3,2
old
= 1.4(73.3956) + (1 − 1.4)66.5055
= 76.1516°C
T3present − T3previous
ε a 3, 2 = ,2 ,2
present
×100
T3, 2
76.1516 − 66.5055
= ×100
76.1516
= 12.67%
Elliptic Partial Differential Equations 10.03.27
= 1.4(129.738) + (1 − 1.4)66.4634
= 155.048°C
T3present − T3previous
ε a 3, 3 = ,3 ,3
present
×100
T3,3
155.048 − 66.4634
= ×100
155.048
= 57.13%
i=3 and j=4
T4, 4 + T2, 4 + T3,5 + T3,3
T3, 4 =
4
100 + 215.659 + 300 + 155.048
=
4
= 192.677°C
T3,4 = λT3,4
relaxed new
+ (1 − λ )T3,4
old
= 1.4(192.677) + (1 − 1.4)220.704
= 181.466°C
T3present − T3previous
ε a 3, 4 = ,4 ,4
present
× 100
T3, 4
181.466 − 220.704
= ×100
181.466
= 21.62%
The maximum absolute relative error at the end of iteration 2 is 81% .
10.03.28 Chapter 10.03
75
161 216 181 100
75
87 122 155 100
75
51 58 76 100
75
52 54 69 100
x
50 50 50
Figure 11: Temperature distribution after two iterations
It took nine iterations to get all of the temperature values within 1% error. The table below
lists the temperature values at all nodes after each iteration.
Example 4
A plate 2.4 m × 3.0 m is subjected to the temperatures and insulated boundary conditions as
shown in Fig. 12. Use a square grid length of 0.6 m . Assume the initial temperatures at all of
the interior nodes to be 0 °C . Find the temperatures at the interior nodes using the direct
method.
Elliptic Partial Differential Equations 10.03.31
300 °C
75 °C
3.0 m Insulated
x
50 °C
2.4 m
Solution
∆x = ∆y = 0.6m
Re-writing Equations (5) and (6) we have
L
m=
∆x
2.4
=
0.6
=4
W
n=
∆y
3
=
0.6
=5
The unknown temperature nodes are shown in Figure 13.
10.03.32 Chapter 10.03
T0,4
T1,4 T2,4 T3,4 T4,4
T0,3
T1,3 T2,3 T3,3 T4,3
T0,2
T1,2 T2,2 T3,2 T4,2
T0,1
T1,1 T2,1 T3,1 T4,1
T0,0 x
T1,0 T2,0 T3,0 T4,0
Figure 13: Plate with the nodes labeled
All of the nodes on the boundary have an i value of either zero or m . All of the nodes on
the boundary have a j value of either zero or n .
From the boundary conditions
T0, j = 75; j = 1,2,3,4
Ti , 0 = 50; i = 1,2,3,4
Ti ,5 = 300; i = 1,2,3,4 (E4.1)
∂T
= 0; j = 1,2,3,4
∂x 4, j
Now in order to find the temperatures at the interior nodes, we have to write Equation (10)
for all of the combinations of i and j . We express this using i from 1 to m − 1 and j from
1 to n − 1 . For the right side boundary nodes, where i = m = 4 , we have to write Equation
(18) for j = 1,2,3,4 . This would give m × n − 1 simultaneous linear equations with m × n − 1
unknowns.
i=1 and j=1
T2,1 + T0,1 + T1, 2 + T1, 0 − 4T1,1 = 0
T2,1 + 75 + T1, 2 + 50 − 4T1,1 = 0
− 4T1,1 + T1, 2 + T2,1 = −125 (E4.2)
i=1 and j=2
T2, 2 + T0, 2 + T1,3 + T1,1 − 4T1, 2 = 0
T2, 2 + 75 + T1,3 + T1,1 − 4T1, 2 = 0
T1,1 − 4T1, 2 + T1,3 + T2, 2 = −75 (E4.3)
Elliptic Partial Differential Equations 10.03.33
Equations (E4.2) to (E4.17) represent a set of sixteen simultaneous linear equations, and
solving them gives the temperature at sixteen interior nodes. The solution is
T1,1 76.8254
T
1, 2 99.4444
T1,3 128.617
T1, 4 180.410
T2,1 82.8571
T2, 2 117.335
T 159.614
2,3
T2, 4 218.021
T = °C
3,1 87.2678
T3, 2 127.426
T3,3 174.483
T3, 4 232.060
T4,1 88.7882
T4, 2 130.617
T4,3 178.830
T4, 4 232.738
10.03.36 Chapter 10.03
APPENDIX A
Analytical Solution of Example 1
300 °C
75 °C 100 °C
x
50 °C
Non-Homogeneous Problem
y
y
0 °C
300 °C
0 °C 0 °C + 75 °C 100 °C
x x
50 °C 0 °C
From Figure A.1, the total solution of the problem is obtained by the summation of the
solutions of Problem 1 and Problem 2.
Solution to Problem 1
Let the solution to problem 1 be T1 .
Then the differential equation is
∂ 2T1 ∂ 2T1
+ 2 = 0 0 < x < L ; 0 < y <W (A.1)
∂x 2 ∂y
with boundary conditions
T1 (0, y ) = 0 (A.2)
T1 (2.4, y ) = 0 (A.3)
T1 ( x,0) = 50 (A.4)
T1 ( x,3.0) = 300 (A.5)
Let T1 be a function of X (x) and Y ( y )
T1 ( x, y ) = X ( x).Y ( y ) (A.6)
Substituting Equation (A.6) in Equation (A.1), we have
X ' 'Y + Y ' ' X = 0
X '' Y ''
=−
X Y
''
X Y ''
= − = −β 2 (A.7)
X Y
Spatial Y solution
Now from Equation (A.7) we can write
Y ''
= β2
Y
Y '' − β 2 Y = 0 (A.8)
Equation (A.8) is a homogeneous second order differential equation. These type of equations
have the solution of the form Y ( y ) = e my . Substituting Y ( y ) = e my in Equation (A.8) we get,
m 2 e my − β 2 e my = 0
e my (m 2 − β 2 ) = 0
m2 − β 2 = 0
m1 , m2 = β , − β
From the values of m1 and m2 , the solution of Y ( y ) is written as
Y ( y ) = A cosh( βy ) + B sinh( βy ) (A.9)
Spatial X solution
Now from Equation (A.7) we can write
X ''
= −β 2
X
X '' + β 2 X = 0 (A.10)
10.03.38 Chapter 10.03
Comparing Equation (A.16) with half range sine series, Equation (A.16) is a half-range
expression of 50 in sine series with L = 2.4 . Therefore
2.4
2 nπ
An =
2.4 0∫ 50 sin x dx
2.4
2.4
1 nπ
= 50 ∫ sin x dx
1.2 0 2.4
2.4
50 nπ
= − cos x
nπ 2.4 0
1.2
2.4
50 × 2.4
= − cos ( nπ ) + 1
1.2 × nπ
100
= − cos ( nπ ) + 1
nπ
100
= 1 − (−1) n (A.17)
nπ
Applying boundary condition represented by Equation (A.5) ,we have
∞
nπ nπ nπ
300 = ∑ sin x An cosh 3.0 + Bn sinh 3.0 (A.18)
n =1 2.4 2.4 2.4
Solving Equation (A.18) for Bn gives
2 2.4
1 nπ 3nπ
Bn =
3nπ
2.4 0 ∫ 300 sin
2.4
x dx − An cos
2.4
sin
2.4
nπ x
2.4
− cos
1 600
2.4 − A cos 3nπ
3nπ 2.4 nπ
n
2.4
sin
2.4 2.4 0
1 600 2.4 nπ x
2.4
3nπ
= − cos − A cos
3nπ 2.4 nπ
n
sin 2.4 0 2.4
2.4
1 600 3nπ
= − cos ( nπ ) + 1 − An cos
3nπ nπ 2.4
sin
2.4
1 600 3nπ
= 1 − (−1) n − An cos (A.19)
3nπ nπ 2.4
sin
2.4
From Equations (A.15), (A.17) and (A.19), the solution T1 is given as
10.03.40 Chapter 10.03
∞
nπ nπ nπ
T1 ( x, y ) = ∑ sin x An cosh y + Bn sinh y (A.20)
n =1 2.4 2.4 2.4
where
100
An =
nπ
[
1 − (−1) n and]
3nπ
Bn =
1 600
[ ]
1 − (−1) n − An cos
3nπ nπ 2.4
sin
2.4
Solution Problem 2
Let the solution to Problem 2 be T2 . Problem 2 can be solved similarly as Problem 1. The
solution to Problem 2 is
∞
nπ nπ nπ
T2 ( x, y ) = ∑ sin y C n cosh x + Dn sinh x (A.21)
n =1 3 3 3
where
Cn =
150
nπ
[ 1 − (−1) n] and
2.4nπ
Dn =
1 200
[ ]
1 − (−1) n − C n cos
2.4nπ nπ 3
sin
3
Overall Solution
The overall solution to the problem is
T ( x, y ) = T1 ( x, y ) + T2 ( x, y )
∞
nπ nπ nπ
T ( x, y )
= ∑ sin 2.4 x A cosh 2.4 y + B
n =1
n n sinh y +
2.4
∞
nπ nπ nπ
∑ sin
n =1
y Cn cosh
3
x + Dn sinh
3
x
3
where
An =
100
nπ
[
1 − (−1) n ,]
3nπ
Bn =
1 600
[ ]
1 − (−1) n − An cos ,
3nπ nπ 2.4
sin
2.4
Cn =
150
nπ
[
1 − (−1) n ,]
2.4nπ
Dn =
1 200
[ ]
1 − (−1) n − C n cos .
2.4nπ nπ 3
sin
3
Elliptic Partial Differential Equations 10.03.41