Mathematical Behavior of PDE’s

The Impact on CFD

Dr. Parinam Anuradha

Assistant Professor,
Mechanical Engineering Department
U.I.E.T.-Kurukshetra University
Kurukshetra
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 Classification of PDE
 Consider the system of quasi-linear equations
u u v v
a1  b1  c1  d1  f1
x y x y
u u v v
a2  b2  c2  d2  f 2
x y x y
u and v are dependent variables and continuous functions
of x and y.
the coefficients a1,a2,b1,b2,c1,c2,d1, and d2 can be functions
of x, y, u and v.
At any given point in the x, y space; there is a unique
value of u, v and their derivatives have finite values.
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 The lines, through this point, (if any exist) along which the
derivatives of u and v are in-determinant and across which
may be discontinuous- are called characteristic lines.
 Recall that u and v are continuous functions of x and y and
their total differentials are-
u u v v
du  dx  dy dv  dx  dy
x y x y
u v v
These four equations with four unknowns ( u , , , )
x y x y
can be written in matrix form-
 a1 b1 c1 d1   u  x   f1 
a b2 c2 d 2  u  y   f 2 
 2  
 dx dy 0 0  v  x   du 
     
0 0 dx dy   v  y   dv 
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 u
 Let [A] denote the coefficient matrix and to solve for
x
using Cramer’s rule, matrix [B] is defined with its first
column replaced by the column vector on the RHS of E-3
 a1 b1 c1 d1   f1 b1 c1 d1 
a f 
b2 c2 d 2  b c d
A    2 B   2 2 2 2 
 dx dy 0 0 du dy 0 0 
   
0 0 dx dy   dv 0 dx dy 
u B
So, by Cramer’s rule 
x A

 Along an arbitrary curve ab, distance dx and dy is

moved to get the change in du, dv.
 Same solution is obtained if the arbitrary direction is cd
in the limiting case of dx and dy tends to zero.
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  One major exception, ef is such a direction for which A
is zero, so u x is indeterminant for this direction about
point P – the characteristic curve.
 Note that the characteristic lines are independent of
u u v
whether we are solving for or or as A is same.
y
x x

 Equations of these characteristics curves can be found by

setting A = 0, Expanding the determinant.
a1c2  a2c1 dy  a1d2  a2d1  b1c2  b2c1  dx dy  b1d2  b2d1 dx
2 2
0
Dividing by dx2
2
 dy  dy
a1c2  a2c1    a1d 2  a2 d1  b1c2  b2c1   b1d 2  b2 d1   0
 dx  dx
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 Equation is a quadratic equation and solution of this
equation will give the slopes of the lines along which
the derivatives of u and v are indeterminant and these
lines are called characteristic lines.
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 dy  dy dy  b  b 2  4ac
a  b  c 0  D  b 2  4ac
 dx  dx dx 2a

If D>0 Two real and distinct characteristics exist through

each point in the xy plane and the system of
equations is called hyperbolic.
If D=0 System of equations is called parabolic.
If D<0 The characteristics lines are imaginary and the
system of equations is called elliptic.
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 Impact on CFD
 Each type of equation has a different mathematical
behavior and this reflects different physical behavior of
the flow fields as well.
 Different computational methods should be used for
solving equations associated with different
classifications.

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 Hyperbolic Equations
Jabbed at point P i.e.
set up small
disturbance at point P,
then this disturbance
will be felt at every
point within region I-
region of influence.
Extend characteristics
backward to the y
axis, intercepted as ab
This has a corollary effect on boundary conditions for hyperbolic
equations. 8
 Let the boundary conditions i.e. dependant variables u
and v are known along the y axis, then the solution can be
obtained by marching forward in the distance x, starting
from the given boundary.
 However, the solution for u and v at point P will depend
only on that part of the boundary that is intercepted by and
included between the two characteristic lines through
point P- Domain of dependence.
 Information in region II is not felt by the point P as it is
outside the region III.
 In terms of CFD, the computation of flow fields that are
governed by Hyperbolic equations is set up as marching
solutions.
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Steady Inviscid Supersonic Flow
 Imagine supersonic flow over a two dimensional circular
arc airfoil.
 Angle of attack should not be so large as to cause the
leading edge shock wave to become detached, or else
there will be pockets of locally subsonic flow-which will
be governed by elliptic equations.
 The downstream marching solution originally established
for the solution of the hyperbolic equations will be
mathematically ill-posed.
 The equations derived from the Euler’s equations for the
special case of irrotational flow with small perturbations
are hyperbolic when local Mach number is greater than 1.

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 Where u and v are small perturbation velocities,
measured relative to the free stream velocity

u '  v '
1  M  ux  vy  0
' '
2

 0
y  x

Flow field can be computed starting with given initial

data at some location in the flow and then solving the
governing equations numerically, marching step by
step, in the general x direction downstream of the
initial data.

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 Unsteady Inviscid Flow
 If the time derivatives in the Euler’s equations are finite,
then the governing equations are hyperbolic, no matter
whether the flow is locally subsonic or supersonic.
 In such unsteady flows, no matter whether one
dimension, two or three dimensions, the marching
direction is always the time direction.
 One dimensional wave motion in a duct, two dimensional
unsteady flow over a flapping or plunging airfoil are some
of the examples.

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Supersonic Blunt Body Problem
Interest in such bodies
is due to the fact that
aerodynamic heating
to the nose is
considerably reduced
for blunt bodies
compared to sharp
nosed bodies; that’s
why the Mercury and
Apollo space capsules
were so blunt.

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 A strong, curved bow shock wave sits in front of the blunt
nose. Detached from the nose by the distance δ, called
shock detachment distance.
 The calculation of this flow field, including the shape and
location of the shock wave, was one of the most perplexing
aerodynamic problems of the 1950s-60s.
 The main difficulty is the presence of subsonic and
supersonic both the regions.
 The flow is inviscid, hence the governing equations are
Euler’s Equations which exhibit the mathematical behavior
of elliptic and hyperbolic equations in steady subsonic and
steady supersonic regions respectively.

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 The change in the mathematical behavior of the equations
made a consistent mathematical analysis virtually impossible.
 Numerical techniques that worked for the subsonic region fell
apart in the supersonic region and techniques for the
supersonic region broke down in subsonic flow.
 Unfortunately, the proper patching of these different
techniques around the sonic line was not available till 1965.
 In 1966, using the developing power of CFD, Moretti and
Abbett at the Polytechnic University of Brooklyn developed
the time dependant approach to the steady approach.
 And now the most serious, most difficult and most researched
theoretical aerodynamic problem is today assigned as a
homework problem in a CFD graduate course.
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 Parabolic Equations
 Only one characteristic
curve through point P.
 Assume initial conditions
are given along the line ac
and the boundary
conditions are known
along curves ab and cd.
 Characteristic dimension
is given by the vertical
line through P
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 Effect of the jab at P is felt throughout the shaded region.
 Parabolic equations lend themselves to marching solution
like the hyperbolic equations.
 Starting with the initial data line ac, the solution between
the boundaries is obtained by marching in general x
direction.

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 Steady Boundary Layer Flow
A general flow is divided
into two regions-The
thin viscous layer
adjacent to a surface
that is boundary layer
and an inviscid flow
outside this viscous
layer.
A schemetic of the
boundary layer on a
generic aerodynamic
body is shown.

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 Reduce the Navier-Stokes equations into an approximate
set of equations known as boundary layer equations which
are parabolic.
 Initial conditions are given along the lines ab and ef.
 Curve ad and eh represent no-slip boundary.
 Curve bc and fg represent other boundary at which known
inviscid flow conditions are applied.

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Unsteady Heat conduction
 Governing equation is parabolic T d 2T

t dx2

 Initial conditions are needed in the entire rod and

conditions on all its boundaries are required for all
times t>0.
 Initial Boundary Value Problems

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 Elliptic Equations
 The characteristics curves are imaginary, therefore method
of characteristics is useless for the solution.
 No limited regions of influence or domain of dependence;
rather information is propagated all over the closed domain
 Hence the numerical solution is carried out simultaneously
with the solution at all other points in the domain
 The prototype elliptic equation is  2  2
 0
x 2
y 2

 The problems in this category are steady state situations,

e.g. steady state distribution of temperature in a rod as well
as many steady fluid flows.
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 Steady State Heat Conduction
 One dimensional steady state temperature
distribution in an insulated rod, whose ends at x=0
and x=L are kept at constant, but different,
temperatures T0 and TL
 Governing equation is d 2T
 0
dx2
 A unique solution can be obtained by specifying
conditions on all the boundaries of the domain, hence
called boundary value problems.
 The governing equation discussed for unsteady heat
conduction is elliptic when steady state is reached.
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Queries Are Welcome

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