T he n um erical solution of hyperbolic system s of p a rtia l

differential equations in th ree in d ep en d en t variab les

B y D. S. B utler

.E
D
R
A,Fort Halstead

(Communicated by M . J . —
,lihtgA
I Received 22 October 1959)

A n original m eth o d of in te g ra tio n is described for q uasi-linear h yperbolic e q u atio n s in th re e

independent variables. T he solution is co n stru c te d b y m eans o f a step -b y -step p rocedure,
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em ploying difference relatio n s along four b ic h aracteristics a n d one tim e-like o rd in a ry curve
thro u g h each p o in t. F ro m these difference relatio n s th e d eriv ativ es o f th e d ep en d e n t
variables a t th e unknow n p o in t are elim in ated . T he solution a t a n y p o in t can th e n be com ­
p u ted , w ith an error p ro p o rtio n al to th e step size cubed, w ith o u t referring to conditions
outside its dom ain of dependence.
The applicatio n o f th e m e th o d to th e system s of e q u a tio n s governing u n ste a d y p lan e
m otion an d ste a d y supersonic flow o f a n inviscid, n o n -co n d u ctin g fluid is discussed in d etail.
As an exam ple of th e use o f th e m eth o d , th e flow over a p a rtic u la r d e lta-sh a p ed b o d y h as been
com puted.

1. I n t r o d u c t i o n

There are several techniques available for th e num erical in te g ratio n o f hyperbolic
system s of p a rtia l differential equations in th re e ind ep en d en t variables. M any of
these techniques involve th e direct su b stitu tio n o f finite difference approxim ations
for th e derivatives in th e equations. The algebraic equations o b tain ed in th is way
can th en be solved in a step-by-step fashion. M ethods of th is ty p e h ave th e advantage
th a t th ey are com paratively sim ple a n d well suited for use w ith a u to m a tic digital
com puters, b u t u n fo rtu n a te ly it is difficult to a d a p t th em to problem s in which
boundary conditions are given on a fixed curved surface.
I t is well know n th a t there is a com plex of b icharacteristic curves associated w ith
each solution of a three-variable system of hyperbolic equations a n d th a t these curves
generate a fam ily of characteristic surfaces. F o r each o f these curves, th e system of
equations gives a relation betw een th e derivatives of th e dep en d en t variables along
the curve and th e derivatives in an y o th er direction lying in th e characteristic
surface containing it. These relations betw een derivatives in only tw o directions are
analogous to th e characteristic conditions, involving derivatives in only one direc­
tion, obtained from hyperbolic system s in tw o independent variables. The num erical
technique developed in th is p ap er m akes use o f th is special p ro p e rty o f bicharac­
teristic curves.
Several o th er m ethods using th is p ro p erty h ave been suggested for th e com pres­
sible flow equations. Coburn & D olph (1947 ) suggest a m ethod, fu rth e r developed by
H o lt (1956), w hich involves th e use of difference relations set up along tw o o f the
bicharacteristic curves thro u g h each p o in t and one ord in ary curve. The ordinary
curve chosen is th e intersection of th e characteristic surfaces th ro u g h th e tw o bi-
cliaracteristics, an d therefore lies outside th e envelope of characteristic surfaces
through th e point. This m eans th a t in order to o b tain th e solution a t a n y p oint, it is
necessary to refer to conditions outside th e tru e dom ain o f dependence o f th a t point.
[ 232 ]
 Hyperbolic systems of partial differential equations 233
ls a resu lt it is n o t clear how b o u n d a ry conditions a t shock w aves a n d sim ilar
ioundaries should be tre a te d .
Sim ilar m ethods have been described b y S auer (1950) a n d B ru h n & H aack (1958).
fruhn & H aack specify th e bich aracteristic curves w hich should be used b y relating
heir directions to th e direction o f th e p article velocity. T he bicharacteristic relations
an th e n be expressed in a n intrinsic form a n d it is possible to deal w ith th e boun d ary
onditions on a curved wall.
A different m eth o d is suggested b y T hornhill (1948). T his m ethod uses difference
elations applied along th re e b ich aracteristics or over th re e characteristic surfaces
hrough each p o in t. T he solution can th e n be c o n stru cted a t a m esh of p o ints which
re th e intersections o f th re e fam ilies o f c h aracteristic surfaces.
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A direct extension to th re e variables, o f th e s ta n d a rd m eth o d o f characteristics

ised for tw o-variable problem s, is n o t possible. This is because th e bicharacteristic
elations for th ree-v ariab le problem s are w eaker th a n th e corresponding charac-
eristic relatio n s for tw o-variable problem s, in th a t th e y contain d erivatives in tw o
lirections in stead of one. On th e o th er h an d , in three-v ariab le problem s th ere are
i single infinity o f bich aracteristics th ro u g h each p o in t in stead of th e finite num ber
>f ch aracteristics in tw o-variable problem s. I n th e m ethods described above, ju st
ufficient o f th e relations available along these curves are used to o b ta in a solution.
Hie new m ethod, developed in th is pap er, uses th e fac t t h a t th ere are an infinity of
ihese relations available to com pensate for th e ir w eaker form .
I t is found th a t th e relations along b ich aracteristics th ro u g h a p a rtic u la r p o in t can
>e com bined linearly to give tw o in d ep en d en t relations involving only derivatives in
^characteristic d irections a t th e po in t. U sually one fu rth e r relatio n is needed before
h e com plete solution can be found. This is o b tain ed by considering a relation along
in o rd in ary curve th ro u g h th e p o in t a n d elim inating derivatives in directions oth er
;han th a t o f th e curve, b y using a fu rth e r com bination of th e b icharacteristic rela-
;ions. T he o rd in ary curve used can n o t be chosen a rb itra rily . I t is fixed by th e form
>f th e b ich aracteristic conditions a n d alw ays lies inside th e envelope o f charac­
teristic surfaces th ro u g h th e p o in t u n d er consideration. T he solution a t an y p o in t
)an therefore be com puted w ith o u t using conditions outside its dom ain of
lependence.
T he com binations of bich aracteristic relations used can be expressed either as
integrals or as w eighted sum s of th e relations along four p a rtic u la r bicharacteristics.
In p ractice w eighted sum m ation is used. The in itial conditions on each bicharac-
beristic or o rdinary curve can th e n be found by in terp o latio n betw een po in ts of
1 surface on w hich th e solution is given or has already been com puted. I n th is respect,
bhe num erical m ethod is m ore analogous to th e m ethod proposed by H a rtre e (1953)
for th e in teg ratio n o f tw o-variable hyperbolic problem s th a n it is to th e sta n d a rd
m ethod, w hich uses a m esh of characteristics.
So far, it has been assum ed t h a t th e problem to be solved is o f th e Cauchy ty p e in
th a t b o u n d ary values o f all th e dependent variables are given on a surface. F u rth e r­
more, it has been assum ed th a t all th e bicharacteristics th ro u g h a poin t near this
surface intersect it a t finite points. This im plies th a t th e surface should be space-like.
In m any problem s, com plete initial conditions are only given over a finite region of

15 Vol. 255. A.
 234 D. S. Butler
a space-like surface, bounded by its intersections w ith one or m ore non-space-like
surfaces on which additional boundary conditions are given. This situ a tio n is very
common in compressible flow problem s, since shock waves, co n tact discontinuities
and rigid boundaries are all non-space-like surfaces. I n these problem s th e general
m ethod described above cannot be used near th e non-space-like boundaries, since
com plete initial conditions are n o t available on some o f th e b icharacteristic curves.
Special m ethods can be devised for com puting th e solution a t p o ints on these
surfaces using th e boundary conditions in conjunction w ith difference relations
along bicharacteristic and o th er line elem ents. I n these special m ethods th e essential
feature of th e general m ethod is retained , b y again using a surfeit of difference
relations from which derivatives in directions outside th e dom ain of dependence can
be elim inated.
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As an exam ple o f th e use o f th e m ethods described, th e large M ach-num ber flow

over a p articu lar slender body is com puted.
In § 2 some fundam ental properties o f hyperbolic system s in th re e variables are
deduced. These properties are used in § 3, w hich contains a description of th e general
m ethod. Sections 4 a n d 5 give details of th e application o f th e m eth o d to th e eq u a­
tions governing u n stead y plane flow a n d stead y supersonic flow o f inviscid fluids. In
§§ 6, 7 and 8 th e special m ethods for use a t boundaries in u n ste a d y p lane flow are
described. The final section deals w ith th e num erical exam ple.

2. T h e g e n e r a l p r o p e r t ie s o f h y p e r b o l ic s y s t e m s in t h r e e v a r ia b l e s
A general system of w-quasi-linear differential equations in n -dependent variables
up and th ree independent variables xi is considered. These are w ritte n in th e form
a^ uvR xi) = (2*1)
where api a n d are know n functions o f a n d x {. I n e q u atio n (2-1) a n d th
m ainder of th is section th e dum m y suffix sum m ation convention is used, w ith
Greek suffixes /i, v, etc., running over th e first n integers a n d italic suffixes i, j, etc.,
taking th e values 1, 2 or 3.
A transform ation to independent variables * is m ade. E q u a tio n (2-1) th en
becomes %n(dujdxi) = bp ( 2-2)

where a'iiH = a^idx'i/dxj). (2-3)

I f Up is given on a surface x '3 = constant, as a differentiable function o f x[ a n d
th e n equations (2-2) can be regarded as equations for d u jd x '3 on x '3 — constant.
These equations will give a unique solution only if
d et K „ 3} 4= 0,
th a t is if d et {ap j (dx^dx,)} 4= 0. (2-4)
The left-hand side of th e condition (2*4) is in general an wth order form in dx3/dXj.
This discussion is restricted to cases in w hich th is wth order form factorizes into
a quadratic factor and a repeated linear factor, th a t is those in which

7 MT a cx 3
det,v > § } (2-5)
k dxk\ li bxi dxj ’
where A t lji-
 Hyperbolic systems of partial differential equations 235
The surfaces x 3(x1} x 2, x 3)= co n stan t, th ro u g h a n y p o in t w hich satisfy
0^ 04
0, ( 2 -6 )
lj dxidXj
ouch a q u a d ra tic cone a t th is p o int. T he problem is classified as hyperbolic, elliptic
>r parabolic a t th is p o int, if th is cone is real, im aginary or degenerate, respectively.
!t is assum ed th a t th e problem u n d er discussion is hyperbolic a t all points
onsidered.
A surface w hich satisfies condition (2-6) a t all its po ints is said to be characteristic
md th e envelope of all such surfaces th ro u g h a p a rtic u la r p o in t is referred to as th e
3haracteristic conoid o f th e p o in t. T he curves of co n ta c t o f th e characteristic
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surfaces w ith th e ch aracteristic conoids are know n as bicharacteristics. Along

1 W «haracteri8tic ; therefore j-i ^ ^ _ 0. (2-7)

On th e ch aracteristic surface co n stan t, th e condition (2-4) is n o t satisfied,

rhis implies th a t w hen ujLare specified over th e characteristic surface, th e deriv a­
tives du^/dx3 still h av e a t least one degree of freedom , a n d also th a t th e specified
functions u m u st satisfy a co m p atib ility condition. This condition will have th e
form
„ du..„ ^
E ^ +F ^ = D, ( 2-8)
/l dxx *
where Ep Fp a n d D are functions of ufl a n d x.t. T he condition (2-8) contains derivatives
in only tw o directions a n d th is fa c t m akes th e num erical in teg ratio n o f hyperbolic
system s in th re e variables feasible. T he direction of increasing is chosen, so th a t
the curves o f c o n sta n t x 2on th e ch aracteristic surface are th e bicharacteristi
along th e bicharacteristics
E , dUfl = [ D - (2-9)

3. T h e g en era l n um erical method

Basically a n um erical m eth o d is required w hich can be used to com pute a t an y

point xi= oq, w hen u^ is given on som e surface f ( x x, x 2, x 3) = 0 n ear oq. T
can th en be com puted on a fam ily of surfaces o f w hich / = 0 is a typical m em ber.
The single infinity o f b icharacteristic directions th ro u g h any poin t is expressed
param etrically by dx4 = [A,+,«, cos <?+ »-«sintf] d r, (3-1)

where, 0 ^ 6 < 2 n ,and Ai5 y i a n d vi satisfy

djj A^A j-dij //[• Uj -d-ij v i Vj t ^
(3-2)
and d-ifpiVj = = 0 .J
The conditions (3'2) ensure th a t th e directions da^, given b y (3-1), satisfy the
condition (2-7) a n d p e rm it A^ to be a n y vector lying inside th e characteristic cone.
Along these bicharacteristic directions th e com patibility conditions (2*9) tak e th e
form,
d„ du„ d r, (3-3)
 236 D. S. Butler
where -4, A-,u+ Aov cos 0 +sin#,')
B x+ B 2 cos 6 B z sin 6 B
, (3-4)
and Cv = Clv + si n # . C2vcos 6 + C
sions (3-4) A lv, A 2v,etc., are independent of 0.
Consider th e bicharacteristic which passes thro u g h th e unknow n p o in t — at in
a direction corresponding to 0 = (ft.The p a th of th is
by integrating equation (3-1) w ith th e sta rtin g conditions, r = 0, xi = a{ a n d
Subsequently 0 is determ ined so th a t th e characteristic surface th ro u g h th e bi­
characteristic touches th e characteristic conoid w ith v e rte x a t x i = a{. The
characteristic surface elem ent th ro u g h th e bicharacteristic direction (3-1) contains
th e directions dx{, if ^ + f l . c o s q + v , s in #] 0. (3-5)
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I f th e integral o f (3-1) satisfying th e condition given above is x i - th e n this

integral m ay be regarded as th e eq u atio n of th e characteristic conoid through
xi = a- in term s of p aram eters (r, (ft). The characteristic surface elem ent (3-5) will
touch this conoid only if
[A j+ fij cos 6 + Vj sin 0] A ij 1(dxi/d<ft) = 0. (3
This equation (3-6) is used to determ ine 6 along th e bicharacteristics.
I t is assum ed th a t th e surface f ( xi) —
through <xith e n m eet th is surface a t finite values of r. Suppose th a t th e bic
teristic sta rtin g w ith 6 =tfa<t xi= a im eets
finite difference form (3-3) becomes
A v{uv( a ) - u v(f)} =[B + ±{S(a) + S

where 8 = 0 v'cos
| 0 vi—sin 0 ji{ ,

uftcc) = uv a t xi = ai
uv(f) =u v a t xi =xi( - </>)>et

an(4 B = %{B(a) + B(f)}.

The q uantities uv(a) a n d uv(f) occurring in (3-7) are assum ed to be correct to order t2,
while A v, B, S ( a ) an d 8( f ) need only be correct to order t.
The vector A^ a t a n y p o in t can be in an y direction lying inside th e characteristic
cone a t th a t p oint. The direction of A^ is now chosen so th a t Glv = 0 th ro u g h o u t the
(x i,x 2->xz) space. I n eq u atio n (3*7), 8(a) is th e n given b y

8 (a) = [C2vcos <ft + sin ] (3-8)

where C2v,C3l), vftdujdxft) a n d /iftdujdxft) are ev alu ated a t xi = at. E q u a tio n (3

m ultiplied by th e w eighting factors {/(a) cos (ft}/t a n d {/(a) sin <ft}jt a n d in te g rate d tc
027 l'2nf ( od) A ,cos ftd(ft ^
< C2n/ (a ) uv
JA
Jo t ~Jo t
1 p27T
+ 2 j o / ( « ) « ( / ) cos 9^ + I f (a) B cob </>dif, + 0 ( f( a ) ) \ (3-9;
 Hyperbolic systems of partial differential equations 237
md u (a) _ r 2g/( f tK ( / M „ a i n ^ < t y
Jo ^ Jo ^
i r 27r r 27r _
+ 2 Jo / ( a ) ^ ( / ) s in ^ # + J o / ( a ) i? s in 9 6 + (3-10)

A th ird condition on uv(a )is o b tain ed b y considering th e differenti

dong th e curve dxi = A,: d r. Along th is curve, eq uations (2-1) give

A lvd u v B i v+G*>vi f a ' d r. (3-11)

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Suppose t h a t the curve dxi = A^ d r, th ro u g h x i = oq, m eets th e surface / = 0 a t

r = - h , a n d denote uv,etc., a t th is p o in t by u fh ), etc. T hen in difference form
pves
A t { u v{ a ) - u v{h)} h
xi=oti

(3-12)
+ i K * ,‘6 - ^ f e U +^ -
where At = 1 {Alv( a ) + A lv(})ha n d B* = + £ # )} .

E quation (3-7) is w eighted w ith th e fac to r h/t a n d in teg rated . F rom this integral,
equation (3-12) m u ltiplied b y tt is su b tra c te d . T his gives
■/*2i h A vd(J)
u„(a)
.Jo
—nA't, ju M np £ - nA U v(h)

f*2 n __
+ hB d<fi —nhB*+ 0( hz ). (3T3)
Jo

The th ree conditions (3-9), (3-10) an d (3-13) provide th re e equations for uv{oc), which
are independent if n ^ 3. I f n 3>, it is assum ed th a t a fu rth e r (n —3
be obtained from th e characteristic conditions along th e curve d xt — li d r. N one of
these conditions depend on th e d erivatives a t th e unknow n poin t xi = oq, so th ey
provide a basis for an ite ra tio n w hich determ ines u f a ) correct to
In practice th e integrals w ith respect to (j) are replaced b y sum s over four discrete
values of <j>. T he values ^ = 0, i\,r n a n d §
•°f uv, y^duJdXj) a n d v fd u fd xfj are th e n required a t th e intersections o f these four
bicharacteristics a n d th e curve dx{ = Ai d r w ith th e surface f{ x x, x 2, x 3) = 0. The
values of uv an d th eir derivatives in directions lying in th e surface are d eterm ined a t
these points b y in terpolating betw een a set of know n p o ints on th e surface. Since th e
surface is non-characteristic th e equations (2T) can th en be used to determ ine
ftiidujdxj) an d v ^ d u jd x^ a t these points. A lternatively, if it is sufficient to obtain
a solution correct to 0(h), th e term s in equations (3-9), (3-10) a n d (3*13), containing
hiidujdxi) and vi(duvldxi)can be ignored since th ey are 0 (h2).
 238 D. S. Butler

4. A p p l ic a t io n o f t h e t e c h n iq u e t o t h e in t e g r a t io n o f t h e e q u a t io n s
OF PLANE UNSTEADY FLOW
The equations representing conservation o f mass, m om entum a n d entropy in
unsteady plane flow of an inviscid, non-conducting fluid are
dp dp dp 'du dv
0, (4-1)
£ + Ud i +Vd y +P dx dy_
'du du du dp
+ 0, (4-2)
ai + u t e + v ty.
'dv dv dv
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+§£
>rs = W
o5 (4'3)
di + Wd i + VdyJ oy
dS Sa dS
0, (4'4)
~di + Ud~x+ V dy
where t is tim e, x, y are rectan g u lar C artesian co-ordinates, u a n d v are th e com­
ponents of fluid velocity in th e x a n d y directions, respectively, p is density, p is
pressure and S is specific entropy.
E q u atio n (4-4) m erely sta te s th a t d $ = 0, along th e stream lines on which
dxfdt =u and dyfdt = v, an d m ay be used directly to determ ine 8 a t a n unk
point by tracing th e stream line th ro u g h th is p o in t back to th e sta rtin g surface. The
sound speed, a, in th e fluid is defined by
(dp/dp)s .
Along a stream line, d $ 0, therefore,
dp a 2 dp,
dp dp dp dp dp
(4-5;
dt JrU dx~'rV dt + USx + Vdy_
throughout th e fluid. The equation (4-5) is used to elim inate th e derivatives of in
equation (4’1). H ence
dp dp dp 'du
= 0. (4-6;
-dt+ U &c + Vd y +pa dx
The three equations (4-2), (4*3) an d (4-6) involve derivatives of only th ree variables
p, u and v. T hey m ay therefore be regarded as a system of equations for these thret
variables only.
The characteristic surface elem ents dx's(t,x, y

W +{u 2~ a,!)( W +(v2~ a“) ^ J

+ 2mv^ ^ + 2 v ^ ^ + 2 u ^ ^ } = 0 ,
ox dy cy dt dt d x )
and therefore touch a degenerate cubic surface which consists of th e streamlim
through th e point and th e quadric cone
( dx - u d£)2 + (dy - v£)2
d = a 2dt2.
(4*7
 Hyperbolic systems of partial differential equations 239
F or sim plicity it is assum ed th a t a t some stage th e solution is know n in a region of
the plane t = t0-ahn d is req u ired a t th e p o in t (t0, x Q, yf). A system of co-ordinates
(r, 4>) is set up on th e ch aracteristic conoid v e rte x x 0, y 0), b y tak in g
t = T + t0- h , (4-8)
and in teg ratin g dx = (u+ acos
dy =
where initially, x = x 0, y = y 0, t = t0 a n d = S ubsequently 6 is defined b
condition (3-6), w hich reduces to
dx I dy
ta n 6 (4-11)
~ w df
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in this p a rtic u la r case.

The curves = c o n sta n t are th e n b ich aracteristics th ro u g h (t0, x 0, y 0)a n d along
thorn
dp + pa cos 6+ sin dv = — d r, (4-12)

where sin2# ^ —sin # c o s (9 + cos2# |^ .

ox \dy dx] dy
I f th e gas u n d er consideration is polytropic w ith adiab atic index y, it is an
ad v an tag e a t th is stage to in tro d u ce th e variables,
i(y-l)/2y

and ijr
( 7 - 1 ) o'
The v ariab le ^ is a fun ctio n o f specific e n tro p y only.
I n term s o f th e s e ‘variables (4-12) becom es
fr dcr + cos 0 d u + sin ddv = —as dr. (4-13)
E q u ation (4*13) is applied in difference form along th e four bicharacteristics
<f>= 0, §77, 77 a n d §77, a n d conditions a t th e p o in t w here = 0 m eets th e plane
t = t0—h are d enoted b y th e suffix 1, those w here = §77 m eets th e plane b y th e
suffix 2, etc. Conditions a t (t0, x 0, y 0) are denoted b y cr0, u 0, v0, etc., if th e y are
correct to h(0)2a n d b y <f0, u 0, vQ, etc., if th e y need only be correct to 0(h). U sing this
notation,
pM o ~ o"i) + Ui K - uf) + Vx(vQ- vx) - ^ b a o ^ j ^ - ^ h a ^ + Oih3), (4-14)

P2(or0- <ra) + U2(u0- u2) + -% h a- 0v2)

V2(v0 - \ h a 2s 2 + 0(4-15)

- cr3) + U3(u0- u3) + - v3) - P « ° ( ^ ) —\ha3s3 + 0(hz), (4-16)

Pi(&
o~<r*) + U*(uo- + J4 K “ Vi) - \ h a Qi ^ - \ h a ^ + °(h% (4-17)
where )»
^ = §(cos (j>i+ cos df),
and Vi = §(sin <j>i+ sin Of) for 1 ,2 ,3 ,4 .
 240 D. S. Butler
Along th e stream line through (t0, x 0,y0)
da; =
d y = vdt,
and from equation (4*6),
du dv
dp = —pa2 dt,
dx dy
,i (du
or fd o - = - o ^ + ^ J d ( . (4-18)

Conditions a t th e poin t where th is stream line m eets th e plane are denoted

by th e suffix 5. I n difference form (4-18) th e n becomes,
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= - * A5» ( ^ + | ) 0- ^ ( s + | ) 5+o<A3)> (4' i9>

where P5 = <K^o + ^s)-

The n otation
Ri = P i( & o ~ <T i ) + ~ ui)+

where 1 < i ^ 4 an d th e sum m ation convention is n o t used, a n d

B .- P & '- v J +iK g + g ) 5> I

is used.
Twice equation (4*19) is su b tra c te d from th e sum of (4-14) to (4-17) inclusive to
give
{Pi + P2 + P3 + Px —2P,J So-0+ (P j + U
= —{R± + R%+ R$ + R 4) + (4-20)
where &r0 = cr0 —a 0,etc. E q u a tio n (4-16) is s u b tra c te d from (4-14) to g
(Pi ~ P*) *<r0 + (Ux- U3) 8u 0+ (Fi - =
and sim ilarly (4-15) a n d (4-17) give

(P2 - P4) 8or0 + (U2 —U4) 8u 0+ (V2- F4)

F rom th e definitions of Pi } Uia n d Vi it is clear th a t

^1 + ^2 + P3+
+ U2 + U3 + U^= 0 (h
Vi + V2+ V3+ V4 = 0(h),
Px-P
Ux—
Fi ~
P2 - P x = 0 (h),
U2- U i = 0 (h),
and V2—B — 2 +
 Hyperbolic systems of partial differential equations 241
Therefore equations (4-20), (4-21) and (4*22) are readily solved approxim ately to

!,V6 + 0 (k3), (4-23,

0

= - UR
1 - Rs) + 3),
8v 0 = —^(R 2 —Rf) +
vithout increasing th e order o f error.
Before eq uations (4-23), (4-24) a n d (4-25) can be used to determ ine cr0, u 0 a n d v0,
f and x i m u st be determ ined.
Qi s given to sufficient accuracy b y
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0 i= <fi+hDi + (4-26)
vhere

I +cos^ i ( | ) r sin^ cos^ S - S ) i - sin2^ ( l i ) ; <4'27>

vi a n d y t are th e n given b y
xi = x Q—\h (u Q+aQ cos (fi+ + ai cos (
and y. = y Q- %h(v0 + a0s in <!>i + vi + sin + 0(h
for 1 < i ^ 4. I n a d d itio n
X5— Xq—%h(u0 +
and ^5 = !/o- | % + »5) + 0(/i3). (4-31)
The equations (4*23) to (4*31) inclusive are used ite rativ e ly to determ ine condi­
tions a t (t0,x 0, y 0). F o r th e first ite ratio n , crude estim ates are used for u 0, v0, cr0 a n d « 0-
These need n o t be correct to 0(h). In n e r iteratio n s are th e n perform ed to o b tain
estim ates for xt, y{, 6 i, u{, v{, etc. T hen 8cr0, 8a n d 8v 0 are d
(4-24) a n d hence new a p proxim ations to cr0, u 0 a n d v0. A new a pproxim ation to is
obtained b y using
and a0 is determ ined from
«o = U r ~ 1)°'o^o-
The process is now rep eated using these values for u 0,vQ, cf0a n d a 0, cycling is continued
until th e convergence is sufficiently com plete. I f th e orginal estim ates are correct to
0(1) th en no m ore th a n tw o com plete cycles should be necessary. I f sufficient
accuracy is n o t th e n o btained th e step size h, should be reduced.

5. A p p l ic a t io n o f t h e t e c h n iq u e t o t h e in t e g r a t io n o f t h e e q u a t io n s
OF STEADY SUPERSONIC FLOW IN THREE DIMENSIONS
Using dum m y suffix n o tatio n , w ith all suffixes tak in g th e values 1, 2 or 3 , th e
equations governing th e stead y m otion o f an inviscid, non-conducting fluid are, for
continuity, 0 s
“< 4 +^ ; = ° - <M)
 242 D. S. Butler
for conservation of m om entum ,
(5*2)

and for conservation of entropy along a stream line,

u^dSjdXj) — 0, (5-3)
where (xv x 2,x3) are rectangular C artesian co-ordinates, (%, u2, u3) are corres
com ponents of fluid velocity, p is pressure, is density a n d S is entropy. E q u a­
tion (5-3) gives im m ediately d 8 = 0, along th e stream lines daq = d r. E quation
(5-2) is m ultiplied by Uj a n d sum m ed over th e rep eated suffices to give
_ dq21 dp
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0,
dx{ p
or U{ (dll I c‘Xj) = 0, (5-4)
dp
where q2 = ui ui and
JiS const. P
E qu atio n (5-4) gives d H — 0, along stream lines. Since th e
conserved thro u g h a stead y shock w ave, H will be c o n sta n t th ro u g h o u t m any
steady flows. H an d S can be com puted a t a n y unknow n p o in t b y tracin g back the
stream line thro u g h th a t point.
Defining th e sound speed a as in §4, eq u atio n (5*1) m ay be rew ritte n as
dp
ui + pa2 ^ = 0. (5-5)
dXi dxi

The four equations (5-5) a n d (5-2) are considered as a system of equations for
p, ux, u 2 an d u3. The b icharacteristic directions dxi of th is system satisfy
[(q2 —a2) —u{Uj] dxi d =0, (5-6)
and th e system is hyperbolic if q2 > a2. The bicharacteristic directions th ro u g h any
point can be expressed p aram etrically in th e form ,
dXj = (Uj + cocj cos 6 + c/^ sin 6 ) dr, (5-7)
where oq, and qjurae an o rthonorm al set of vectors, c is defined b y

and t is th e tim e ta k e n for p ro pagation o f a w ave along th e ra y corresponding to the

bicharacteristic.
The bicharacteristic condition along th e b icharacteristic direction given by
(5-7) is obtained by m ultiplying eq u atio n (5-5) b y c2/a 2 a n d equation (5-2) by
c(a,j cos d + fij sin 6 —cUjlq2), an d sum m ing. This condition is
dp + pc(aj cos 6 + fij sin 6 ) d Uj
= —pc 2(a.js in 0 —fij c o s6 ) (oq sin — c o s0 ) (dUj/dx^ d r. (5*8
Condition (5*8) is analogous to th e bicharacteristic condition in th e u n stead y plan*
flow case (4-12). I n fact, a has been replaced b y c, du b y oq d dv b y d djdx bi
oq djdxj and d/dy by fii djdx^
 Hyperbolic systemsof partial differential equations 243
The process o f in te g ratio n proceeds in a m an n er very sim ilar to th a t described in
§4. Difference relations are set up along th e four bicharacteristics thro u g h th e
unknow n p o in t sta rtin g w ith 6 = 0 , \ tt, tt a n d f Along these bicharacteristics, 0 is
determ ined from / r\ ar
yaicos 0 + isf in

where d/d<f denotes differentiation in a direction ta n g e n tia l to th e characteristic

conoid th ro u g h th e unknow n p o in t.
E q u a tio n (5-5) is m ultiplied b y c2/a 2 a n d ad d ed to eq u atio n (5-2) m ultiplied by
-cH Jq* to give dp 0
dxi ui-^r = - P c (ai ai+M)^r-(5* 10)
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Therefore along th e stream line, dxi = u{ dT

dp = - p c\u i cCj+ Pf) ^ dr

E q u a tio n (5-10) is analogous to eq u atio n (4-6). E lim in atio n of {cifdujjdxfj]^ an d

{P^dujldxf }}o from th e four difference relations along th e b icharacteristics an d
equation (5-11) expressed in difference form , yields th re e relations betw een p, u v u 2
and u3 a t th e unknow n p o int. These relations are used, in conjunction w ith th e
equations of s ta te of th e fluid a n d values of H a n d S determ ined by tracin g back the
stream line, as th e basis of a n ite ratio n capable of determ ining th e dependent
variables a t th e new p o in t w ith a n erro r w hich is
The definitions of th e vectors <xi a n d p i allow one degree o f freedom . This should
be specified so th a t cci a n d a n d th e ir derivatives v a ry sm oothly along th e bich arac­
teristics a n d stream line used in th e in tegration.

6. The d ete r m in a t io n of shock fronts in u nstead y flow

Suppose th a t a shock fro n t is m oving into u n d istu rb ed gas in w hich 0,
a = as, p = p s, etc. I t is assum ed t h a t a t t = t0 —h th e position of th e shock an d th e
flow behind it are know n. I n th is section a m eth o d is described w hich can be used to
determ ine a p o in t on th e shock fro n t a n d th e stre n g th a n d direction of th e shock a t
this point.
Suppose t h a t th e speed o f th e shock is Q a n d th a t th e angle its norm al m akes w ith
the cr-axis a t a n y in sta n t is oj. The shock relations for a poly tropic gas give th e
conditions im m ediately behind th e shock in term s of Q an d :
u q cosgj,
v q sin o),
27 i f 2- ( y - i ) )
P — Ps
(r+i) (y + i ) r
( 6 - 1)
(y + i)
Q
( y + i)
PsQ
P=
(Q -q)’
 244 D. S. Butler
where M = Q/as . The ‘rays ’ along w hich th e elem ents o f th e shock fro n t propagate
are d x = cQos o) d t,sin d
The n o tation 8 3 „3 n . 3
St = dt + Q cosa> d i + Q s m M d y ’
8 0 . 3
— = cos o( —
« h sin o)—,
8a oxcy
8 . 3 3
= —sinw^-- + c o s w ^ -,
8/8 ox oy
will be used. A t th e shock surface 8j 8t represents differentiation in th e direction of
a ray and 8/ 8a and 8/8/3 represent differentiation in planes t = constant, 8
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direction norm al to th e shock an d 8/8/3 along th e shock. E q u a tio n s (4-6), (4-2) and
(4- 3) are applied im m ediately behind th e shock fro n t. I n term s of th e above notation,
th ey give 8p 8u . 8u 8v 8v
cos o) — z- s in w -^ + sm w -r + cos (o ^
8t doc 8/3 doc 8/3
. 8u
(6-3)
^ - « > t o - cosw t o + s m w p ’
8v ,_ x 8v . 8v 8p
p M =piQ- <I)s * - smidr x - COSMw
These equations express th e derivatives of th e variables p, u a n d v along th e shock
rays in term s of th eir derivatives in planes t = co n stan t, while th e bicharacteristic
relations (4T2) express derivatives along b icharacteristic rays in term s o f th e spatial
derivatives of u and v only. The spatial derivatives of m u st therefore be elim inated
from equations (6-3). 8p/8/3 is th e d erivative o f p along th e shock a n d since eq u a ­
tions (6T) hold everyw here on th e shock, th e y can be used to express 8p/8/3 in term s
of 8u/8/3 a n d 8v/8/3. The expression obtain ed is
8p ^
. (c o S W _8u + 8 .m 8v)
w __j> (6 -4 )
¥
where __^PsQ
(1 + 1 / i f 2)-
8p / 8cc is elim inated betw een th e th ree relations (6*3) to give tw o relations:

^ + p ( Q - q ) G o a o ^ + p ( Q - q ) s in w ^

8u . 8u 8v itd i 8u .
—pa* [coso)
t e - sin" p + s m " s +cosw ^ ) +p(° - 9) icos" t o + s m w teJ-
(6-5)
, 8uv
and - p s m w 1- + p c o s w 1-
of of
8p
p W -^ -s in ^ +c o s^ } -
¥
P(Q ~ q)j - sin oj^ + cos (o|^ J - A j c o s w ^ + s8mu •w ^ j . n\
(6-6)
 Hyperbolic systems of partial differential equations 245
These relations (6*5) a n d (6-6) are sim ilar in form to th e b icharacteristic conditions.
A. fu rth e r relation is required along th e shock rays. T his comes from th e geom etrical
condition,
8 (0 8u .
" * - b [, (6-7)
~8t ¥
where th e shock relations (6-1) h ave been used to express in term s of S u /S /i and
and

B iT
w
fj=(1 + w -

Using th e first tw o shock relations (6-1) an d th e v ariable <r, defined in §4, we can
rewrite equations (6-5), (6-6) a n d (6-7) in th e form
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^■dcr + e o sy d g

= -a(l
j - c o s 2ycos2w ) |^ - c o s 2ysinwcosGj + (1 - - cos2y sin2w) ™J df,

( 6- 8 )
where c o sy = (Q —q)ja,

Idu
qdoj = _ ( Q - q ) 2 sin (ocos o( ^ —(cos2 (o —sin2
2(1 + 1/ I f 2) \ f y + dx,
'dv
—2 sin o) cos w— ! + (6*9)
dx
and
(y+i) Idu 0v\
dw 2 sin o( os
c W r - - (cos2 co —sin2 co)
4(1 + 1/ M 2) \dy + dx)

+ 2 sin (o cos + dt. ( 6 - 10 )

dy

The rig h t-h a n d sides o f equations (6-9) a n d (6*10) contain term s in th e v o rticity
{dv/dx— du/dy). The rig h t-h a n d side of th e corresponding form of th e bicharacteristic
relation (4-13) does n o t co ntain such a term . This term is elim inated betw een (6*9)
and (6-10) to give

_ ( y + l ) ( 3 + .M2) (Q (i ) ?
Idu 0v\
a co sy 2 sin (o cos l ^ + (cos2
o —sin2(o) + 2 sin a) cos (o dt.
\dy + dx) dy.
( 6 - 11)

In order to determ ine a new p o in t ( t0,x0, y 0) on th e shock fr

is m ade of th e values o f Q a n d (o a t th is point. The conditions im m ediately behind
the shock fro n t a t th is p o in t can th e n be determ ined from th e shock relations (6-1) in
terms of th is estim ate. Only one o f th e sp atial co-ordinates (x0, y0) of th e new p o in t
on the shock can be specified a rb itrarily , th e o th er m u st be determ ined so th a t th e
shock ray th ro u g h th e new p o in t m eets th e plane — on th e curve representing
the position of th e shock in th a t plane.
 246 D. S. Butler
E quations (6-8) a n d (6* 11) are now applied in difference form along th e shock-ray
elem ent connecting th e new point w ith th e plane t — ft- T he difference form s used
are analogous to those used in § 4, and are again in error b y Difference rela­
tions are also applied along th e bicharacteristics th ro u g h x 0, corresponding to
$ = oj0, oj0 + Xo a nd OJo ~ Xo- The bicharacteristics corresponding to < j>= ± y 0 lie in
th e shock surface.
The n ex t step is to elim inate th e q u an tities a n d (dv/dy)0
where th ey occur in th e difference relations. This is done b y com bining these

life surface of shock front

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‘ray ’ of propagation
of th e shock

bicharacteristic segm ents

surface t = t0—h

F igure 1. This shows th e segm ent of th e shock ra y and th e bicharacteristic segm ents used to
com pute th e solution a t a point on th e shock, (a) is a plane t = co n stan t on which the
solution is known, and (6) is th e life surface of th e shock.

relations by w eighted sum m ation. T he w eighted sum s ta k e n are those represented

sym bolically b y
sin2Xo{wo} + ¥\°Jo+ Xo} + i{ wo —Xo} —{b'8}, (b* 12)
and i{ wo + Xo} —Mwo —Xo} + s in y 0{6Tl}, (6-13)

where {a. 6} represents equation (a. )ibn difference form

(4-13) in difference form . The com bination (6-12) provides a new estim ate for and
th e com bination (6T3) an estim ate for co0. T he rig h t-h a n d side o f eq u atio n (6-12) is
O(sin2y 0) = 0(1 —1/311), so th a t if th e shock is so w eak th a t 1 —1 / J i | = 0(h), the
convergence of a direct ite ratio n based on th is e q u atio n m ay be poor. F o r th is reason
it is advisable to use equations (6T2) a n d (6-13) in th e form ,

w o) = 6 ,

M
,oQ
(f o) = 6
and to find Q0 and oj0 as a root of these equations. I f th e shock is w eaker still, so thal
(1 —1 1311)— 0 (h3) th e m ethod will no longer be applicable.
 Hyperbolic systems of partial differential equations 247

7. C o n ta c t s u r f a c e s in p l a n e u n s t e a d y fl o w

I t is again supposed th a t conditions are know n on b o th sides of th e co n tact surface

b t = t0 —h, a n d conditions a t a po in t (t0, x 0, y0) on th e surface are required. L et th e
ormal to th e surface m ake a n angle oc with th e x-axis. T hen th e b
cross th e co n tact surface are
P= P',
(7 -1 )
u cos co + svin co — c'uos + sin co,
here prim ed a n d u n prim ed variables are used to distinguish th e tw o sides, a n d th e
ormal used to define co is inw ard w ith respect to th e unprim ed side.
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contact surface

jo'w't'/etc. 3, p ,u,v,e tc.

igtjre 2. This shows th e stream line a n d bicharacteristic segm ents used to com pute the
solution a t a p oint Oo
n a co n tact discontinuity, (a) is a plane t = constant on whic
solution is know n, (6) is th e life surface of th e discontinuity, 01, 02 and 03 are bicharac­
teristic segm ents on one side of th e discontinuity an d 04, 05 and 06 are bicharacteristic
segments on th e other, 07 an d 08 are segm ents of th e stream lines through 0 , one on
either side of th e discontinuity.

Difference relations are used along three of the bicharacteristic elements through
l0, x0,y0) on each side of the contact surface. On the prim ed side the bicharacteristics
'»= co0, ojq+ \ tt and oj0—\ tt are used, and on the unprim ed side (f + co0 + \ tt
nd (o0 + \ i tare used.
In addition equation (4-18) is applied along two streamlines through (t0, x 0,y 0),
ne on either side of the surface.
Weighted sums of these eight difference relations are taken, represented sym ­
bolically by {a>0+ § 77} - {coQ+ r},

{(*(>+f r y - { v o - W * (7.2)
^{a>0 + f rr}+ %{coQ—^7r} -f {a>0 + 7r) —{4* 18},
+ f r Y + i{wo —fr } ' + fro}' ~ 18}', _
-hese relations do not contain ( dujdx )0, (dujdy + dv/dx)0 or (dv/dy)0.
 248 D. S. Butler
The four difference relations represented by (7-2) an d th e tw o bou n d ary condi­
tions (7-1) are used to determ ine p, u, v, p \ u' a n d b y an ite ratio n sim ilar to th at
described in § 4. D uring each cycle one of th e variables y 0) m u st be ad ju sted so
th a t th e new p oint lies on th e contact surface a n d q a n d are found by using the
conservation of entropy along stream lines on eith er side of th e surface.

8. U n stea d y , ir r eg u la r pisto n s in pla n e flow

I t is assum ed th a t th e p a th o f a cylindrical pisto n m oving un stead ily in to compres­

sible fluid is given as a surface in th e (t, x, y) space. The position of a p o in t (t0, x 0, on
the piston, th e local norm al velocity of th e pisto n Q0a n d its direction o f m ovem ent w(l
(inward w ith respect to th e fluid) are th e n know n ab initio. The b o u n d ary condition
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on th e piston is th en Q0 = « 0 cos «„ + *>„sin « 0. (8-1)

Difference relations are used along th ree b icharacteristic elem ents th ro u g h (t0, x 0, y0),
corresponding to <p= o»0 -I- ,noj0 + \ n a n d oj0 + f7r. E q
difference form along th e stream line th ro u g h ( , x 0, y 0).
These difference relations are com bined as follows,

H + ifl-J -H + f tt},1

+ I 77} + I H + 177) + H + - {4-18} J

The three equations (8-1) and (8-2) are used iteratively to determ ine p 0, u 0 and v0, ip,
being determined during each cycle from the entropy conservation equation alonj
the streamline.

9. A n exam ple of th e a pplica tio n of t h e m ethod

The m ethods described in th e preceding sections h ave been used to com pute th
flow over a p a rticu la r body. The p lan form of th is body is an isosceles triangle. Fo
the first 20 % of its length th e body is a rig h t circular cone. T he rem ainder o f th e bod;
has elliptic sections w hich becom e m ore eccentric as th e sharp trailin g edge i
approached.
The semi m ajor a n d m inor axes of th e sections are given b y
z
(0 < z ^ L),
« - l )

(0 < 2 ^ 0*2
V M -f)
z T 0-2LU
and (0-2 L < z <
V W > - i)L l i-
W here L is th e length of th e body, M 0is th e free-stream M ach n u m b er of th e flow and
is distance m easured in th e free-stream direction.
I n order to sim plify th e problem it is assum ed th a t M 0 is large so th a t hyperson
slender body th eo ry can be em ployed.
I he equations governing th e flow are th en analogous to th e equations o f unstead
plane flow (see, for exam ple, V an D yke 1954), a n d th e body is analogous to a n ellipt
 Hyperbolic systems of partial differential equations 249
>iston w hich d istu rb s th e fluid during th e tim e in te rv al 0 ^ ^ 1. The semi m ajor
md m inor axes o f th is p isto n are
a= t (0 ^ < 1),
b= t (0 ^ f < 0-2),
r (£ —0-214
b=t (0-2 < f < 1).
l 0-8* } .

The solution can be o b tain e d for a n y M ach n u m b er M0, b u t if M 0 is n o t large th e

ull equations of supersonic flow m u st be used.
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Figure 3. This illustrates th e delta-shaped body chosen for th e num erical example. The
curves draw n on its surface are its intersections w ith equally spaced planes z = constant
and x = constant. T he body is draw n for M 0 = ^/5.

S tarting values were fed in on th e plane t = 0-2. These were obtained from th e
Taylor-M accofl solution for flow a b o u t a n unyaw ed cone (Maccoll & T aylor 1933).
The solution was th e n com puted a t tw e n ty -th re e oth er tim e statio n s using th e high­
speed, auto m atic, digital com puter AMOS. D etails of th e problem s encountered in
programming AMOS for th is work, a n d th e solutions adopted, are to be published
separately.
Some o f th e results are p resen ted in figures 4, 5, 6 an d 7. These figures show isobars
in q uadrants o f th e planes t = 0*2, 0-4, 0*6 a n d 0*8, respectively. These curves also
represent isobars in th e corresponding span-w ise sections o f th e analogous steady
How problem .
The isobars show n in figure 4 are concentric circles, corresponding to th e sym ­
metric T aylor-M accoll solution. The pressure grad ien t is tow ards th e body surface
indicating th a t th e shock is being followed by a com pressive wave. Before th e n e x t

16 Vol. 255. A.
 250 D. S. Butler
stage has been reached (figure 5) m ost o f th is com pression w ave has been replaced by
a rarefaction which has reversed th e direction of th e pressure g radient n ear th e minor
axis of th e section. This rarefaction arises as a result of th e reduction of th e ra te oi
thickening of th e body near th e m inor axis. The m ajor axis o f th e body continues to
increase uniform ly and only sm all reductions in pressure h ave occurred here, due to
waves which have spread round th e body.

shock front
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piston or body
surface

F igure 4. This shows th e isobars in a q u a d ra n t of th e plane= 0-2. (A section norm al to th

free-stream direction.) The innerm ost curve is a section of th e body surface and thi
outerm ost is a section of th e shock front. The num bers adjacent to th e other curves an
th e pressure ratios ao>where p x is th e free-stream pressure.
p/P

F igure 5. This shows th e isobars in a q u ad ran t of th e plane = 0-4.

B y th e n e x t stage (figure 6) th e pressure grad ien t has been reversed over m ost <
th e region betw een th e shock and th e body a n d th e pressure n ear th e m inor axis hi
been reduced considerably; it is in fac t lower th a n th e free-stream pressure. A
interesting feature is th a t th e pressure m inim um is no longer on th e m inor axis. Th
is presum ably due to an over-expansion effect. F u rth e r dow n th e body (figure '
th is feature has become m ore pronounced, a n d th e isobars have becom e buncht
near th e edges of th e body. This indicates large pressure g radients n ear th e tip s ar
fairly uniform pressure over th e rem ainder of th e body.
 Hyperbolic systems of partial differential equations 251
F or th e p o rtio n o f th e flow com puted very little change in shock-w ave shape
ecurs.
A m odel o f th e bod y chosen for th is exam ple has been te ste d in a w ind tu n n el
inning a t a M ach n u m b er of 3-5. P ressure m easurem ents w ere ta k e n from several
ressure holes drilled along tw o p a rtic u la r span-w ise sections o f th e body. These
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.0-8 \l0 \l-2 \i'4

F igure 6. This shows th e isobars in a q u a d ra n t of th e plane t = 0*6.

F igure 7. This shows th e isobars in a q u ad ran t of the plane t = 0-8.

 252 T>. S. Butler
m easurem ents are compared, with, th e theoretical results in figures 8 a n d 9. Slightly
higher pressures th a n those com puted theoretically can be expected from the
experim ental work since the Mach num ber of th e te s t is finite.

The a u th o r wishes to th a n k Mr D. F . T. W in ter (A .R .D .E ., F o rt H alstead) whc

was responsible for the w ind tu n n el te sts referred to in §9.

m ajor m inor m ajor m inor

axis axis axis axis
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a (deg)
F ig u r e 8 F ig ure 9

F igure 8. This shows th e pressure on a span-wise section of th e body, 41 § % of th e bod

length from th e nose. The pressure ratio Pis
th e elliptic section a, defined so th a t x = a cos a and sin a on th e surface of th e bod;
The curve represents th e theoretical results and th e experim ental results are show
th u s ®.
F igure 9. This shows th e pressure on a span-wise section of th e body, 68J % of th e bod
length from th e nose. T he curve represents th e theoretical results and th e e x p e rim e n t
results are shown th u s ®.

R e fe r e n c e s
B ruhn, G. & H aack, W . 1958 Z. angew. M ath. Phys. 9,
Coburn, N. & Dolph, C. L. 1947 Proc. lsZ Sym p. A p p l. M ath. Am er. M ath. Soc. p. 51
V an Dyke, M. D. 1954 N .A .G .A . Tech. Note 3173.
H artree, D. It. 1953 United States Atom ic Energy Commission Report N o. 2713.
H olt, M. 1956 J . F luid Mech. 1, 409.
Maccoll, J . W. & Taylor, G. I. 1933 Proc. Roy. Soc. A, 139, 278.
Sauer, R. 1950 Z . angew. M ath. Mech. 30, 247.
Thornhill, C. K . 1948 A .R .C . Rep. Memor. 2615.