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Chapter 7 PDE

1. The document discusses three types of partial differential equations (PDEs): parabolic, hyperbolic, and elliptic equations. 2. It provides examples of the heat equation (parabolic) and wave equation (hyperbolic), describing their physical meanings, PDE forms, boundary/initial conditions, and numerical solution using explicit finite difference methods. 3. For elliptic PDEs, it discusses the Poisson and Laplace equations, giving their forms and solving them numerically using finite difference methods. Examples are provided to find approximate solutions of specific PDE problems.

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337 views11 pages

Chapter 7 PDE

1. The document discusses three types of partial differential equations (PDEs): parabolic, hyperbolic, and elliptic equations. 2. It provides examples of the heat equation (parabolic) and wave equation (hyperbolic), describing their physical meanings, PDE forms, boundary/initial conditions, and numerical solution using explicit finite difference methods. 3. For elliptic PDEs, it discusses the Poisson and Laplace equations, giving their forms and solving them numerically using finite difference methods. Examples are provided to find approximate solutions of specific PDE problems.

Uploaded by

Pn Nhj
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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1

PARTIAL DIFFERENTIAL EQUATION



G Fu
y
u
E
x
u
D
y
u
C
y x
u
B
x
u
A = +
c
c
+
c
c
+
c
c
+
c c
c
+
c
c
2
2 2
2
2


0 4
2
= AC B 0 4
2
> AC B 0 4
2
< AC B

Parabolic Equation Hyperbolic Equation Elliptic Equation

Solution Steps:

1. Draw the grid solutions and consider the value of
boundary and initial conditions.
2. Write PDE in the form of finite-difference .
3. Calculate
j i
u
,
level by level (molecule graph).
4. Find the answer through the solution of linear
equation system.












2
Parabolic Equation

Focus: Heat Equation


0 L
Temperature distribution: ( ) t x u ,

Heat Equation:
2
2
2
x
u
c
t
u
c
c
=
c
c
0 , 0 > < < t L x

Boundary conditions :
( )
( )
2
1
,
, 0
c t L u
c t u
=
=


Initial condition : ( ) ( ) x f x u = 0 ,

Method

Explicit Finite-Difference
method









3
Explicit Finite-Difference Method

( ) ( )
j i
t x u t x u , , =

j i
u
,
=

Finite difference formula for this method:

k
u u
t
u
j i j i j i , 1 , ,

=
c
c
+
(forward difference)

2
, 1 , , 1
2
,
2
2
h
u u u
x
u
j i j i j i j i +
+
=
c
c
(central difference)

t t t k
i i
A = =
+1
and x x x h
i i
A = =
+1


Hence,
2
2
2
x
u
c
t
u
c
c
=
c
c

2
, 1 , , 1
2
, 1 ,
2
h
u u u
c
k
u u
j i j i j i j i j i + +
+
=













4
e.g.

Given the heat equation:
0
4
2
2
2
=
c
c

c
c
x
u
t
u
t


with

( ) ( ) 0 , 4 , 0 = = t u t u 0 > t
( )
|
.
|

\
|
+
|
.
|

\
|
=
4
cos 1
4
sin 0 ,
x x
x u
t t
4 0 s s x
take 0 . 1 = h and 04 . 0 = k , solve the heat equation up
to second level.

















5
Hyperbolic Equations

Focus: Wave Equations


0 L

Displacement distribution : ( ) t x u ,
Wave equation :
2
2
2
2
2
x
u
c
t
u
c
c
=
c
c

0 , 0 > < < t L x
Boundary conditions :
( )
( ) 0 ,
0 , 0
=
=
t L u
t u

Initial conditions : ( ) ( ) x f x u = 0 , initial displacement
( ) ( ) x g x
t
u
=
c
c
0 , initial velocity

method finite difference

Finite Difference Method

( ) ( )
j i
t x u t x u , , =

j i
u
,
=






6
Finite difference formula:

2
1 , , 1 ,
2
,
2
2
k
u u u
t
u
j i j i j i j i +
+
=
c
c


2
, 1 , , 1
2
,
2
2
h
u u u
x
u
j i j i j i j i +
+
=
c
c


Initial conditions (velocity)
( ) ( )
k
u u
x g x
t
u
j i j i
2
0 ,
1 , 1 , +

= =
c
c
Consider this
condition at 1
st
level


t t t k
i i
A = =
+1
and x x x h
i i
A = =
+1


Thus,
2
2
2
2
2
x
u
c
t
u
c
c
=
c
c


2
, 1 , , 1
2
2
1 , , 1 ,
2 2
h
u u u
c
k
u u u
j i j i j i j i j i j i + +
+
=
+











7
2 0 s s x
e.g.

Given the wave equation
0
1
2
2
2
2
=
c
c

c
c
x
u
t
u
t
2 0 < < x

where

( ) ( ) 0 , 2 , 0 = = t u t u 0 > t
( ) ( ) x x u t sin 0 , =
( ) ( ) x x u
t
t 2 cos 0 , =

take
1 . 0 = = A k x
, solve this equation up to the second
level.















8
b y s s 0
a x s s 0
Elliptic Equations

Focus: Poisson Equation and Laplaces Equation
b

x

0 a
y
Steady-state temperature distribution : ( ) y x u ,

Poisson Equation : ( ) y x f
y
u
x
u
,
2
2
2
2
=
c
c
+
c
c

b y a x < < < < 0 , 0

If; ( ) 0 , = y x f then,
Laplaces equation : 0
2
2
2
2
=
c
c
+
c
c
y
u
x
u

b y a x < < < < 0 , 0

Boundary conditions :
( ) ( )
( ) ( )
( ) ( )
( ) ( ) x g b x u
x g x u
y f y a u
y f y u
2
1
2
1
,
0 ,
,
, 0
=
=
=
=





9
Method finite difference

Finite Difference Method

( ) ( )
j i
t x u t x u , , =

j i
u
,
=

Finite Difference Formula:

2
, 1 , , 1
2
,
2
2
h
u u u
x
u
j i j i j i j i +
+
=
c
c


2
1 , , 1 ,
2
,
2
2
k
u u u
y
u
j i j i j i j i +
+
=
c
c


Thus,

Poisson equation
( ) y x f
y
u
x
u
,
2
2
2
2
=
c
c
+
c
c



( )
j i
j i j i j i j i j i j i
y x f
k
u u u
h
u u u
,
2 2
2
1 , , 1 ,
2
, 1 , , 1
=
+
+
+
+ +






10
Laplaces Equation
0
2
2
2
2
=
c
c
+
c
c
y
u
x
u



0
2 2
2
1 , , 1 ,
2
, 1 , , 1
=
+
+
+
+ +
k
u u u
h
u u u
j i j i j i j i j i j i




e.g. (Poissons Equation)

Use finite difference method to find the approximate
solutions for this equation
( )
xy
e y x
y
u
x
u
2 2
2
2
2
2
+ =
c
c
+
c
c
1 0 , 2 0 < < < < y x
with ( ) ( ) 1 0 , , 0 = = x u y , ( )
y
e y u
2
, 2 = and ( )
x
e x u = 1 , .
Take
0 . 1 = = A h x
and
25 . 0 = = A k y
.











11
e.g. (Laplaces Equation)

Use finite difference to find the linear equation system
for
0 = +
yy xx
u u 5 . 1 0 , 5 . 1 0 < < < < y x

with ( ) ( ) 0 0 , , 0 = = x u y u , ( ) ( ) 2 5 . 1 , , 5 . 1 = = x u y u . Take
5 . 0 = = k h .

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