Nmn-Notes-Unit 5
Nmn-Notes-Unit 5
1. State the conditions for the equation. Auxx + Buxy + Cuyy +Dux +Euy + Fu =G where A, B, C,
D, E, F, G are function of x and y to be elliptic (ii) parabolic (iii) hyperbolic.
Solution:
B2- 4AC < 0 , then it is Elliptic equation.
U xx U yy 0
4. State standard Five points finite difference formula for solving .
Solution:
The standard five point formula is
1
ui , j [ui 1, j ui 1, j ui , j 1 ui , j 1 ]
4
5. Write down the finite difference scheme for solving the Poisson’s equation.
Solution:
The finite difference scheme for Poisson’s equation is
6. Write down one dimensional wave equation and its boundary conditions.
Solution:
2u 2u
One Dimensional wave equation is a 0 with
2
x 2 t 2
u(0, t ) 0, u(l , t ) 0, u( x,0) f ( x), ut ( x,0) 0 .
7. State the explicit formula for the one dimensional wave equation
Solution:
The explicit scheme for one dimensional wave equation is
ui , j 1 ui 1, j ui 1, j ui , j 1
1
ui , j ui 1, j 1 ui 1, j 1 ui 1, j 1 ui 1, j 1
4
9. State schmidt’s explicit formula for solving heat flow equation.
Solution:
ui , j 1
1
2
ui1, j ui1, j
10. Write an explicit formula to solve numerically the heat equation uxx aut 0
Solution:
k
Where , h is the step for x and k is the step for time.
h2a
11. Write the Crank Nicholson difference scheme to solve u xx aut with u(0, t ) T0 , u (l , t ) Tl , and
the initial condition as u ( x, 0) f ( x) .
Solution:
The scheme is
12. Why is Crank Nicholson’s scheme is called an implicit scheme?
Solution:
The schematic representation of Crank Nicholson method is shown below
13. Write the difference scheme for solving the Laplace’s equation.
Solution:
The difference scheme for solving the Laplace’s equation is
1
ui , j [ui 1, j ui 1, j ui , j 1 ui , j 1 ]
4
14. State the method for solving the parabolic equation.
Solution:
The parabolic equation can be solved by Bender-Schmidt recurrence equation.
u i , j 1
1
2
u i 1, j u i 1, j .
15. Mention the one dimensional wave equation.
Solution:
2u 2u
The well-known hyperbolic equation , a 2 0 is called the one dimensional Wave
x 2 t 2
equation.
16. State the explicit scheme for the solution for the wave equation.
Solution:
1 h
If 2 2
or k , then we get u i , j 1 u i 1, j u i 1, j u i , j 1
a a
This scheme is called an explicit scheme for the solution of the Wave equation.
17. State the condition for stability.
Solution:
ka
If 1, The finite difference approximation is unstable.
h
ka
If 1 , The finite difference approximation is stable.
h
ka
If 1 , The finite difference approximation is stable but the accuracy of the solution decreases
h
ka
with the value of .
h
PART-B
The most general solution of partial differential equation of second order can be written as
2u 2u 2u u u
A B C D E Fu 0
x 2
xy y 2
x y
Where A, B, C, D, E, F are all functions of x and y
The solution of the equation is elliptic or parabolic or hyperbolic
1. If the equation is elliptic then, B 2 4 AC 0
2. If the equation is parabolic then, B 2 4 AC 0
3. If the equation is hyperbolic then, B 2 4 AC 0
Examples:
I. Elliptic Type(Laplace Equation)
2u 2u
1. 0 or uxx u yy 0
x 2 y 2
i.e 2u 0
2u 2u
2. 0 Poison equation
x 2 y 2
i.e 2u f x, y
II. Parabolic Type:
2u 1 u
one dim ensional heat equation
x 2 2 t
III. Hyperbolic Type:
2u 1 2u
one dim ensional wave equation
x 2 2 t 2
SOLUTION OF LAPLACE EQUATIONS BY LIEBMANN’S ITERATION PROCESS
To solve the Laplace equation u xx u yy 0 in a bounded square region ‘R’ with a boundary ‘c’, when
the boundary value of ‘u’ are given on the boundary or atleast at the grid points in the boundary.
Let us divide the square region in to a network of sub – squares of side ‘h’
The boundary values of ‘u’ at the grid points are given and noted by b1 , b2 ,...........b16 . The values of
‘u’ at the interior lattice or grid points are assumed to be u1 , u2 ,...........u9
To start the iteration process, initially we find the rough values at interior points and then we
improve them by iterative process mostly using standard five point formula (SFPF).
Find u5 first: (By using standard 5 point formula)
1
u5 b3 b11 b15 b7
4
Knowing u5 , we find u1 , u3 , u7 , u9 by using diagonal five point formula (DFPF)
1
u1 b1 b3 u5 b15
4
1
u3 b3 b5 u5 b7
4
1
u7 b15 u5 b11 b13
4
1
u9 u5 b7 b9 b11
4
The remaining ‘4’ values u2 , u4 , u6 , u8 can be got by using SFPF.
1
u2 b3 u3 u5 u1
4
1
u4 u1 u5 u7 b15
4
1
u6 u3 b7 u9 u5
4
1
u8 u5 u9 b11 u7
4
Now we know all the boundary values of ‘u’ and rough values of ‘u’, at every grid point in the
interior region ‘R’.
Now we iterate the process and improve the values of ‘u’ with accuracy. Start with u5 and proceed to
get the values of u1 , u2 , u3 , u4 , u5 , u6 , u7 , u8 , u9 by using SFPF.
Continue the process we get the same values up to u1 , u2 , u3 , u4 , u5 , u6 , u7 , u8 , u9 .
Problems
1. Find by the Liebmann’s method, the value at the interior lattice points of the square region of the
harmonic function u whose boundary values are as shown in the following diagram:
Solution:
2u 2u
Since u is the harmonic function it satisfies Laplace function (i.e.) 2 2 0
x y
To find the rough values:
*u5 SFPF
1
u5 17.0 12.1 0 21.9
4
u5 12.525
*u1 , u3 , u7 , u9 DFPF
1
u1 0 u5 17.0 0
4
u1 7.3812
1
u3 17.0 21.0 18.6 u5
4
u3 17.2812
1
u7 0 12.1 u5 0
4
u7 6.1562
1
u9 u5 9.0 21.0 12.1
4
u9 13.6562
*u2 , u4 , u6 , u8 SFPF
1
u2 17.0 u5 12.1 0 u1 u3 12.9
4
1
u2 17.0 12.525 12.1 7.3812 17.2812 21.9
4
u2 22.0468
1
u4 19.7 u3 u9 0 u5 21
4
u4 16.112
1
u6 0 u5 u1 u7
4
u6 6.518
1
u8 u5 12.1 u7 u9
4
u8 11.105
Now we have got the rough values at all the interior points and already we possesses boundary
values at the lattice points.
Now we will improve the values by using SFPF
I – Iteration:
1
u11 0 u2 11.1 u6 7.787
4
1
u12 17.0 12.5 7.8 17.3 13.64
4
1
u31 13.64 21.9 19.7 u4 17.8
4
u14 16.25 , u51 11.87 , u61 6.45 , u71 6.565 , u81 11.047 , u91 14.27
II – Interation:
1
u12 0 u12 11.1 u61 7.797
4
1
u22 17.0 u51 u12 u31 13.616
4
1
u32 19.7 u14 u22 21.9 17.87
4
1
u42 u32 u91 u51 21.0 16.21
4
1
u52 u22 u81 u61 u14 11.83
4
1
u62 0 u51 u12 u71 6.548
4
1 2
u72 u6 8.7 0 u81 6.573
4
1
u82 u52 12.1 u72 u91 11.2325
4
1
u92 u42 12.8 u82 17.0 14.31
4
III – Iteration:
1
u13 0 u22 u62 11.1
4
1
u23 u13 u32 19.0 u52
4
1
u33 u23 21.9 19.7 u42
4
1
u43 u33 u92 u52 21.0
4
1
u53 u23 u82 u43 u62
4
1
u63 0 u53 u13 u72
4
1
u73 u63 8.7 0 u82
4
1
u83 u53 12.1 u73 u92
4
1
u93 12.8 u43 u83 17.0
4
By Liebmann’s Iteration Process,
u1 7.8, u2 13.6, u3 17.8, u4 6.5, u5 11.9, u6 16.3, u7 6.6, u8 11.2, u9 14.3
Hence the solution is
u1 7.8, u2 13.6, u3 17.8, u4 6.5, u5 11.9, u6 16.3, u7 6.6, u8 11.2, u9 14.3
2. Solve the equation 2u 0 for the following mesh, with boundary values as shown, using
Liebmann’s iteration procedure.
Solution;
Take the central horizontal and vertical lines as AB and CD.
Let u1 , u2 , u3 , u4 , u5 , u6 , u7 , u8 , u9 be the values of u at the interior grid points of the mesh.
The values of u on the boundary are symmetrical with respect to the lines AB and CD.
Hence the values of u inside the mesh will also be symmetrical about AB and CD.
u1 u3 u7 u9 ; u2 u8 ; u4 u6 and u5 is not equal to any value.
It is enough to find u1 , u2 , u4 and u5
Rough values of u ' s
1
u5 2000 2000 1000 1000 1500 SFPF
4
1
u1 0 1500 1000 2000 1125 DFPF
4
1
u2 1000 1500 1125 1125 1187.5 SFPF
4
1 1
u4 u1 u5 u7 2000 1225 1125 1500 2000 1437.5 SFPF
4 4
1
u5 2u2 2u4 1312.5
4
Hereafter we can use only SFPF.
First Iteration:
1
u1 1000 1000 2000 0 1000 DFPF
4
1
u2 1000 1000 500 0 625 SFPF
4
1
u3 2000 1000 500 0 875 SFPF
4
1
u4 625 875 0 375 SFPF
4
First Iteration:
u1 u2
1000 625
1125 750
1187.5 781.2
1203.1 789.1
1208 791
u3 u4
875 375
1000 437.5
1031.2 453.11
1039 458
1041
Solution:
Rough values of u ' s
Let us assume that u4 0
Now
1
u1 50 100 0 0 37.5 DFPF
4
1
u2 100 37.5 0 0 34.38 SFPF
4
1
u3 37.5 0 0 0 9.38 SFPF
4
1
u4 34.38 9.38 0 0 10.94 SFPF
4
The iteration table is:
Hence the solution is
u1 37.4, u2 37.4, u3 12.4, u4 12.4
4. Solve u xx u yy 0 for the following square mesh with boundary conditions as shown below. Iterate
until the maximum difference between successive values at any grid point is less than 0.001.
Solution:
From the above figure, it is symmetrical about the diagonals AC and BD.
Let u1 , u2 , u3 , u4 be the values at the interior grid points.
By symmetric u1 u4 and u2 u3
Therefore, we need to find only two values u1 and u2
Since the corner values are not known, assuming u2 , we will get u1 . But assume u1 judiciously
seeing the values of u in the vertical line through u2 .
1
Let u2 1.6 [since u2 is distance of the side length from the value 2]
3
1
i.e) u
3
1
u2 2
3
u2 1.6
Rough values estimation:
u2 1.6
1
u1 1 1 1.6 1.6 1.3
4
1
u2 2 2 1.3 1.3 1.65
4
First iteration:
1
u1 1 1 1.65 1.65 1.33
4
1
u2 2 2 1.33 1.33 1.66
4
Second iteration:
1
u1 1 1 1.66 1.66 1.33
4
1
u2 2 2 1.33 1.33 1.66
4
The iteration table is:
Hence the solution is
u1 1.33, u2 1.66, u3 1.33, u4 1.66
5. Solve u xx u yy 0 for the following square mesh with boundary conditions as shown below.
Solution:
From the above figure, it is symmetrical about the diagonals AC but not about BD.
Let u1 , u2 , u3 , u4 be the values at the interior grid points.
By symmetric u1 u4 and u2 u3
Therefore, we need to find only two values u1 and u2
By symmetry, u2 u3 ; u1 u4
we need to find u1 , u2 , u4 only.
1
Assume u2 3 ( since u2 is at distance from the value u 2 )
3
1
We assume roughly u2 2 5 2 3
3
Rough values estimation:
1
u1 1 1 2u2 2
4
u2 3
1
u4 5 5 2u2 4
4
1
u2 u2 u4 2 4 3
4
First iteration:
1
u1 1 u2 2
2
1 1
u2 6 u1 u4 6 2 4 3
4 4
1
u4 5 u2 4
2
The iteration table is:
u1 u2
2 3
2 3
2 3
u3 u4
3 4
3 4
3 4
6. Solve u xx u yy 0 over the square of side 4 units satisfying the following conditions.
i) u 0, y 0 for 0 y 4
ii) u 4, y 12 y for 0 y 4
iii) u x,0 3x for 0 x 4
iv) u x, 4 x2 for 0 x 4
Solution:
We divide the square mesh in to 16 sub squares of side one unit and calculate the numerical values
of u on the boundary using given analytical expressions.
y
y=4
A0 1 4 9 16 B
0 u1 u2 u3 15
0 u4 u5 u6 14
x =0 x =4
0 u7 u8 u9 13
D 12 x
0 3 6 9 C
y=0
Let the internal grid points be u1 , u2 , u3 , u4 , u5 , u6 , u7 , u8 , u9
Rough values estimation:
1
u5 4 6 0 14 6 SFPF
4
1
u1 0 6 4 0 2.5 DFPF
4
1
u3 16 6 14 4 10 SFPF
4
1
u7 0 6 0 6 3 SFPF
4
1
u9 6 14 6 12 9.5 DFPF
4
We use SFPF to get the other values of u.
1
u2 4 6 2.5 10 5.625
4
1
u4 0 6 2.5 3 3.125
4
1
u6 6 14 10 9.5 9.875
4
1
u8 6 6 3 9.5 6.125
4
First iteration:
The iteration table is:
0 1 4 9 16
0 15
u1 u2 u3
2.5 5.625 10
2.4375 5.6094 9.8711
2.3672 5.5888 9.8652
2.37 5.59 9.876
0 14
u4 u5 u6
3.125 6 9.875
2.8594 6.1172 9.8721
2.8698 6.1209 9.8731
2.88 6.13 9.88
0 13
u7 u8 u9
3 6.125 9.5
2.9948 6.153 9.5063
3.0057 6.1582 9.5078
3.01 6.16 9.51
12
0 3 6 9
POISSON EQUATION:
2u 10 x 2 y 2 10
W.K.T 2u f x, y 10 x 2 y 2 10
Here x ih, y jh, h 1
f ih, jh 10 i 2 j 2 10
By Poisson Equation
ui 1, j ui 1, j ui , j 1 ui , j 1 4ui , j h2 f x, y
ui 1, j ui 1, j ui , j 1 ui , j 1 4ui , j 1 10 i 2 j 2 10 --------------- (1)
To find u1 , u2 , u3 , u4 :
At the point u1 , D 1, 2 i 1, j 2
u0,2 u2,2 u1,1 u1,3 4u1,2 10 12 22 10
0 u2 u3 0 4u1 10 1 4 10
u2 u3 4u1 150
-------------------- (2)
At the point u2 , E 2, 2 i 2, j 2
u1,2 u3,2 u2,1 u2,3 4u2,2 10 4 4 10
u1 0 u4 0 4u2 180
u1 4u2 u4 180 -------------------- (3)
At the point u3 , F 1,1 i 1, j 1
u0,1 u2,1 u1,0 u1,2 4u1,1 10 1 1 10
0 u4 0 u1 4u3 120
u1 4u3 u4 120 -------------------- (4)
At the point u4 , G 2,1 i 2, j 1
u1,1 u3,1 u2,0 u2,2 4u2,1 10 4 1 10
u3 0 0 u2 4u4 150
u2 u3 4u4 150 -------------------- (5)
3 u4 180 u1 4u2
5 u2 u3 4 180 u1 4u2 150
u2 u3 720 4u1 16u2 150
4u1 15u2 u3 870
2 4u1 u2 u3 150
Add we get 14u2 2u3 1020
2.Solve 2u 8 x 2 y 2 over the square mesh with u 0 on the boundaries Dividing the square inton16
sub squares of the length is 1 unit.
Solution:
2u 8 x 2 y 2
W.K.T 2u f x, y 8x2 y 2
The Poisson differential equation is 2u 8 x 2 y 2 .Take the coordinates system with origin at the
Centre of the square. Since PDE &Boundary conditions are symmetrical about x,y axis.
i.e) x=y.
u1 u3 u7 u9 & u2 u4 u6 u8
Here h=1
By Poisson Equation
ui 1, j ui 1, j ui , j 1 ui , j 1 4ui , j h2 f x, y
ui 1, j ui 1, j ui , j 1 ui , j 1 4ui , j 1 8 x 2 y 2
--------------- (1)
To find u1 , u2 , u5 :
At the point u1 , D 1,1 i 1, j 1
u2,1 u0,1 u1,0 u1,2 4u1,1 8(1)(1)
0 u2 u4 0 4u1 8
u2 u4 4u1 8
4u1 u2 u2 8
-------------------- (2)
4u1 2u2 8
At the point u2 , E 0,1 i 0, j 1
u1,1 u1,1 u0,0 u0,2 4u0,1 0
u1 u3 u5 0 4u2 0
u1 u3 u5 4u2 0 (but u3 u1 )
4u2 2u1 u5 0 -------------------- (3)
u1 3
Solve eqn (2), (3) and (4) We get u 2 2
u5 2
BENDER-SCHMIDT METHOD
2u u
1. Solve 2 0 given that u 0, t 0, u 4, t 0, u x,0 x(4 x), assuming h 1 .find
x 2
t
the value of u up to t 5
Solution:
2u u
W.K.T one dimensional heat equation is a
x 2
t
2u u
Given that 2 0
x 2
t
2u u
2
x 2
t
On comparing (1) and (2) we get
a2
ah2 2(1)
k 1
2 2
The boundary conditions are u 0, t 0, u 4, t 0, u x,0 x(4 x),
(i)u 0, t 0 (ii)u 4, t 0 (iii)u x,0 x(4 x)
u 0,0 0 u 4,1 0 u 0,0 0
u 0,1 0 u 4, 2 0 u 1,0 3
u 0, 2 0 u 4,3 0 u 2,0 4
u 0,3 0 u 4, 4 0 u 3,0 3
u 0, 4 0 u 4,5 0 u 4,0 0
u 0,5 0
0 1 2 3 4
0 0 3 4 3 0
1 0 2 3 2 0
2 0 1.5 2 1.5 0
3 0 1 1.5 1 0
4 0 0.75 1 1.75 0
ab
c
From diagram: 2
1. Using crank Nicholson scheme, uxx 16ut , given that u x,0 0, u 0, t 0, u 1, t 100t ,
1
0 t 1, t 0 compute u for one step in t taking h .
4
Solution:
W.K.T Crank- Nicholson Formula is
1
ui , j 1 ui 1, j 1 ui 1, j 1 ui 1, j ui 1, j
4
Given uxx 16ut
u xx aut
a 16
1
h
4
1
k ah 2 16 1 k 1
16
Given X varies from 0 to 1
Y Varies from 0 to 1
h 0.25
x 0, 0.25, 0.5, 0.75, 1
Boundary conditions are
u x,0 0, u 0, t 0, u 1, t 100t ,
(i)u x,0 0 (ii) u 0, t 0 (iii) u 1, t 100t
u 0,0 0 u 0,0 0 u 1,0 0
u 0.25,0 0 u 0,1 0 u 1,1 100
u 0.5,0 0
u 0.75,0 0
u 1,0 0
x
0 0.25 0.5 0.75 1
t
0 0 0 0 0 0
1 0 u1 u2 u3 100
1 1
u1 0 0 0 u2 u1 u2
4 4
1 1
u2 0 0 u1 u3 u2 u1 u3
4 4
1 1
u3 0 0 u2 100 u3 u2 100
4 4
sub u1 & u3 in (2)
1 1 1
u2 u2 u2 100
4 4 4
1 1 1
u2 u2 25
4 4 4
1 2
u2 25
4 4
u2 25
8 4
50
u2 u2 7.1429
7
1
u1 7.1429 1.7857
4
1
u3 7.1429 100 26.7857
4
Result:
x
0 0.25 0.5 0.75 1
t
0 0 0 0 0 0
WAVE EQUATION:
1. Solve numerically 16uxx utt , given that u 0, t 0, u 5, t 0, & u x,0 x2 5 x & h 1
Solution:
W.K.T a u xx utt
2
x
0 1 2 3 4 5
t
0 0 4 12 18 16 0
0.25 0 6 11 14 9 0
0.5 0 7 8 2 -2 0
0.75 0 2 -2 -8 -7 0
1 0 -9 -14 -11 -6 0