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Fourth Edition





onTO' K"OTOPH A Nl';S1

M. 1'.. T. U. L!J3RARY

A Publication of Engineering Education System™, Wichita, Kansas, 6"/208-1078, USA
6 Chapter 1

Figure 1-1. Zone of influence (horizontal shading) and zone of

dependence (vertical shading) of point A.

1.4 Elliptic Equations

A partial differential equation is elliptic in a region if (B 2 - 4AC) < 0 at
all points of the region. An elliptic PDE has no real characteristic curves. A
disturbance is propagated instantly in all directions within the region. Examples of
elliptic equations are Laplace's equation


and Poisson's equation


The domain of solution for an elliptic PDE is a closed region, R, shown in Figure
1-2. On the closed boundary of R, either the value of the dependent variable, its
normal gradient, or a linear combination of the two is prescribed. Providing the
boundary conditions uniquely yields the solution within the domain.

1.5 Parabolic Equations

A partial differential equation is classified as parabolic if (B 2 - 4AC) = 0 at all
points of the region. The solution domain for a parabolic PDE is an open region, as
shown in Figure 1-3. For a parabolic partial differential equation there exists one
characteristic line. Unsteady heat conduction in one dimension
aT 8 2T
8t = a 8x2 (1-11)
206 Chapter 6

One further comment. Equation (6-28) is equivalent to the coupled first-order

wave equations given by

au av
-=a- (6-31a)
at ax
av au
-=a- (6-31b)
at ax
Therefore a solution of the original model equation (6-28) may be obtained by
solving the first-order equations (6-31a) and (6-31b).
In conclusion, when one broadly compares the implicit and explicit methods just
explored, it is clear that, for linear hyperbolic equations, the explicit formulations
provide better solutions than implicit methods. The advantages of implicit methods
(which are usually unconditionally stable) are lost, since large step sizes produce
poor results.

6.6 Nonlinear Problem

The majority of partial differential equations in fluid mec:llanics and heat trans-
fer are nonlinear. The simple linear hyperbolic equation just investigated should
provide some foundation to approach the nonlinear hyperbolic equations. A classi-
cal nonlinear first-order hyperbolic equation is the inviscid Burgers equation, which
will be used as a model equation to investigate various solution procedures.
In this section, the numerical techniques presented earlier for the linear problem
will be applied to the nonlinear model equation. The inviscid Burgers equation is

au (6-32)
at ax
which, in a conservative form, may be expressed as

a;: = - :x (~) or

au aE (6-33)
at ax
where E = u 2 /2. Equation (6-32) can be interpreted as the propagation of a wave
with each point having a different velocity and eventually forming a discontinuity
in the domain. This is similar to the formation of shock waves by a series of weak
compression waves.
362 Chapter 9

9.2 Transformation of the Governing Partial

Differential Equations
The equations of fluid motion include the continuity, momentum and energy
equations. For a single phase continuum flow, the transformation of this system of
equations will be presented in Chapter 11. In this section, a simple 2-D problem is
proposed to familiarize the reader with the processes involved in the transformation
of a PDE and the complexity of the resultant equation. It should be mentioned that
the form and type of the transformed equation remains the same as the original
PDEj Le., if the original equation is parabolic, then the transformed equation is
also parabolic. A mathematical proof is given in Reference [l}-I]. Now, define the
following relations between the physical and computational spaces:

~ - ~(x,y) (9-1)
." - .,,(x, y) (9-2)

The chain rule for partial differentiation yields the following expression:

a a~ a a." a
ax=ax- -
ae +ax-a."
- (9-3)

The partial derivatives will be denoted using the subscripts notation, Le., ! = ezo
a a a (9-4)
ax = ez ae + "'z a."
and similarly,
a a a (9-5)
ay = el/ae + "hi a."
Now consider a model PDE, such as
au (9-6)
ax ay
This equation may be transformed from physical space to computational space using
Equations (9-4) and (9-5). As a result,

which may be rearranged as