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Lec BVP
Lec BVP
BVP
6
Systems of Ordinary Differential
Equations - BVP
• Boundary Value Problems
• Shooting Methods
• Linear
• Nonlinear
• Finite Difference
• Linear
• Nonlinear
Ordinary differential Equations -
Boundary Value Problems
y a ya and y b yb
Boundary Conditions
There are three types of boundary conditions:
• Dirichlet boundary conditions
ya , yb
• Newman boundary conditions
• Mixed conditions
ya , yb
yb u b
yb yb u b Avb A
vb
Substitute back into the equations.
yb u b
yx u x v x
vb
Boundary Value Problems
w1 u
w1 px w1 q x u r x
w2 v
w2 p x w2 q x v
The differential equations
The first order equations can be solved using the
techniques we developed in one dimensional initial
value problems.
• Taylor Series
• Euler / Modified Euler
• Runge-Kutta
• Adam Bashforth
Higher-order differential Example
Problem
t
x1 t 1 x1 , x1 1 2, x1 1 0
5
t
x2 1 x2 , x2 1 0, x2 1 1
5
Example Problem
T T
2 2
0
x 2
y 2
Laplace Equation
Two Dimensional Steady-State..
Analytical:
4To
1 y
T
n 0 2n 1
sin( 2n 1)
a
b
sinh( b 1)( 2n 1) cos ec ( 2n 1)
a a
Two Dimensional Steady-State..
Consider:
System of grid-points (i,j)
and its four immediate neighbors
i,j+1
T T
2 2
0
x 2
y 2
Difference equation:
Ti 1, j 2Ti , j Ti 1, j
Dx 2
Ti , j 1 2Ti , j Ti , j 1
0
Dy 2
Two Dimensional Steady-State..
If Dx = Dy:
Ti 1, j Ti 1, j Ti , j 1 Ti , j 1
Ti , j
4
Two Dimensional Steady-State..
Example:
What is the temperature at P
0
100 0
P= (100 + 0 + 0 + 0)/4
= 25
100 0
not very accurate…grid is too coarse!
100 0
0
Two Dimensional Steady-State..