Partial Differential

Equation
Praktikum 8
Matematika Rekayasa
Outline

Laplace
Elliptic
Poisson

PDE Crank-
Parabolic
Nicolson

Hyperbolic Wave Eq.

PDE (Partial Deifferential Equations)
 Merupakan persamaan yang memiliki 2 atau
lebih variabel independen

Bentuk umum persamaan

𝑎𝑢𝑥𝑥 + 2𝑏𝑢𝑥𝑦 + 𝑐𝑢𝑦𝑦 = 𝐹(𝑥, 𝑦, 𝑢, 𝑢𝑥 , 𝑢𝑦 )

 Elliptic: if 𝑎𝑐 − 𝑏 2 > 0 (e.g: Laplace eq.)

 Parabolic: if 𝑎𝑐 − 𝑏 2 = 0 (e.g: Heat eq.)

 Hyperbolic: if 𝑎𝑐 − 𝑏 2 < 0 (e.g: Wave eq.)

PDE (Partial Deifferential Equations)
𝑥2 𝑦2
 Elliptic 2 + 2 =1
𝑎 𝑏
2
 Parabolic 𝑦 = 4𝑎𝑥
𝑥2 𝑦2
 Hyperbolic − 2 =1
𝑎2 𝑏
PDE (Partial Deifferential Equations)
PDE (Partial Deifferential Equations)
 Linear 2nd Order PDE

Orde PDE tergantung pada Highest Derivative

 Well Posed Problems

 A solution exists.
 The solution is unique.
 The solution depends continuously on the data
(boundary and/or initial conditions).
PDE (Partial Deifferential Equations)
HOW TO SOLVE?
 PDEs are solved together with appropriate
Boundary Conditions and/or Initial Conditions.
 Boundary value problem
-Dirichlet B.C.: Specify u(x,y,...) on boundaries
(say at x=0, x=Lx, y=0, y=Ly in a rectangular box)
-von Neumann B.C.: Specify normal gradient of
u(x,y,...) on boundaries.
In principle boundary can be arbitrary shaped.
(but difficult to implement in computer codes)
PDE (Partial Deifferential Equations)
HOW TO SOLVE?
Numerical Method: Finite Difference
Elliptical Equation
 Occurs mainly for stationary problems.
 Solved as boundary value problem.
 Solution is smooth if boundary conditions allow.
Laplace Equation
 Digunakan untuk memprediksi fenomena
konduksi panas
Persamaan Laplace
𝛻 2 𝑢 = 𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 0

Difference Equation: (Kreyszig, 2006)

1
𝑢𝑥 𝑥, 𝑦 ≈ [𝑢 𝑥 + ℎ, 𝑦 − (𝑥 − ℎ, 𝑦)]
2ℎ

1
𝑢𝑦 𝑥, 𝑦 ≈ [𝑢 𝑥, 𝑦 + 𝑘 − (𝑥, 𝑦 − 𝑘)]
2𝑘
Laplace Equation
Difference Equation (lanjutan)
1
𝑢𝑥 𝑥, 𝑦 ≈ [𝑢 𝑥 + ℎ, 𝑦 − (𝑥 − ℎ, 𝑦)] centered difference
2ℎ
1
𝑢𝑦 𝑥, 𝑦 ≈ [𝑢 𝑥, 𝑦 + 𝑘 − (𝑥, 𝑦 − 𝑘)] centered difference
2𝑘

2nd Derivatives:
1
𝑢𝑥𝑥 𝑥, 𝑦 ≈ 2 [𝑢 𝑥 + ℎ, 𝑦 − 2𝑢 𝑥, 𝑦 + 𝑢(𝑥 − ℎ, 𝑦)]
ℎ

1
𝑢𝑦𝑦 𝑥, 𝑦 ≈ 2
[𝑢 𝑥, 𝑦 + 𝑘 − 2𝑢 𝑥, 𝑦 + 𝑢(𝑥, 𝑦 − 𝑘)]
𝑘
Laplace Equation
Difference Equation (lanjutan)
2nd Derivatives:
1
𝑢𝑥𝑥 𝑥, 𝑦 ≈ 2
[𝑢 𝑥 + ℎ, 𝑦 − 2𝑢 𝑥, 𝑦 + 𝑢(𝑥 − ℎ, 𝑦)]
ℎ

1
𝑢𝑦𝑦 𝑥, 𝑦 ≈ 2 [𝑢 𝑥, 𝑦 + 𝑘 − 2𝑢 𝑥, 𝑦 + 𝑢(𝑥, 𝑦 − 𝑘)]
𝑘
Dengan h = k, maka
𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 0

𝑢 𝑥 + ℎ, 𝑦 + 𝑢 𝑥, 𝑦 + ℎ + 𝑢 𝑥 − ℎ, 𝑦 + 𝑢 𝑥, 𝑦 − ℎ − 4𝑢 𝑥, 𝑦 = 0
Laplace Equation
Untuk x adalah waktu, dan y adalah jarak

CTCS (Centered in Time, Centered in Space)

𝑢 𝑥 + ℎ, 𝑦 + 𝑢 𝑥, 𝑦 + ℎ + 𝑢 𝑥 − ℎ, 𝑦 + 𝑢 𝑥, 𝑦 − ℎ − 4𝑢 𝑥, 𝑦 = 0

FTCS (Forward in Time, Centered in Space)

1
𝑢𝑥 𝑥, 𝑦 ≈ [𝑢 𝑥 + ℎ, 𝑦 − 𝑢(𝑥, 𝑦)] forward difference
ℎ
1
𝑢𝑥𝑥 𝑥, 𝑦 ≈ [𝑢 𝑥 + 2ℎ, 𝑦 − 2𝑢 𝑥 + ℎ, 𝑦 + 𝑢(𝑥, 𝑦)]
ℎ2

1
𝑢𝑦 𝑥, 𝑦 ≈ [𝑢 𝑥, 𝑦 + 𝑘 − 𝑢(𝑥, 𝑦 − 𝑘)] centered difference
2𝑘
1
𝑢𝑦𝑦 𝑥, 𝑦 ≈ 2 [𝑢 𝑥, 𝑦 + 𝑘 − 2𝑢 𝑥, 𝑦 + 𝑢(𝑥, 𝑦 − 𝑘)]
𝑘

𝑢 𝑥 + 2ℎ, 𝑦 + 𝑢 𝑥, 𝑦 + ℎ − 2𝑢 𝑥 + ℎ, 𝑦 + 𝑢 𝑥, 𝑦 − ℎ − 𝑢 𝑥, 𝑦 = 0
Poisson Equation

Persamaan Poisson
𝛻 2 𝑢 = 𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 𝑓(𝑥, 𝑦)

Penyelesaian numerik:

𝑢 𝑥 + ℎ, 𝑦 + 𝑢 𝑥, 𝑦 + ℎ + 𝑢 𝑥 − ℎ, 𝑦 + 𝑢 𝑥, 𝑦 − ℎ − 4𝑢 𝑥, 𝑦 = ℎ2 𝑓(𝑥, 𝑦)

Untuk x adalah waktu (time), dan y adalah jarak (space),

penyelesaian numerik dikenal sebagai CTCS (Center in Time, Center
in Space)
Contoh
Soal:
Suatu lilin dinyalakan di ujung sebuah material homogen, sebagaimana
tertera dalam gambar di bawah.

Saat t = 0; T = 2x untuk 0 ≤ x < 0.5L

T = 2(1-x) untuk 0.5L ≤ x ≤ L
Contoh
Dalam skema eksplisit, T(n,i) tergantung pada tiga titik sebelumnnya,
yaitu: T(n-1,i-1), T(n-1,i), dan T(n-1,i+1). Keadaan ini dapat
menyebabkan ketidakstabilan dari skema tersebut, yang berupa
terjadinya amplifikasi hasil hitungan dari kondisi awal. Agar stabil,
skema harus memenuhi syarat berikut:
∆𝑡
0 < 𝜋 < 0.5 𝑑𝑒𝑛𝑔𝑎𝑛 𝜋 = 2 𝑘
∆𝑥
Dengan waktu akhir merupakan input pengguna, buatlah sebuah
program yang:
1. Dapat melakukan pengecekan kestabilan skema di atas
2. Menentukan temperatur untuk tiap space dan time span

Output program berupa nilai temperatur tiap space span untuk waktu
ke-n, dan perlihatkan perubahan temperatur tiap space span untuk tiap
time span dalam bentuk plot
TP
Parabolic Equation
 The vanishing eigenvalue often related to time
derivative.
 Describes non-stationary processes.
 Solved as Initial- and Boundary-value problem.
 Discontinuities / sharp gradients smooth out
during temporal evolution.
Hyperbolic Equation
 The opposite sign eigenvalue is often related to
the time derivative.
 Initial- and Boundary value problem.
 Discontinuities / sharp gradients in initial
state remain during temporal evolution.
PDE (Partial Deifferential Equations)
PDE (Partial Deifferential Equations)