Part 8 Chapter 29

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Part 8
Partial Differential Equations
Table PT8.1

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Figure PT8.4

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Finite Difference: Elliptic Equations

Chapter 29

Solution Technique
Elliptic equations in engineering are typically used to
characterize steady-state, boundary value problems.
For numerical solution of elliptic PDEs, the PDE is
transformed into an algebraic difference equation.
Because of its simplicity and general relevance to
most areas of engineering, we will use a heated plate
as an example for solving elliptic PDEs.
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Figure 29.1

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Figure 29.3

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The Laplacian Difference Equations/

2T 2T
2 0
2
Laplace Equation
x
y
2T Ti 1, j 2Ti , j Ti 1, j
O[(x)2]

x 2
x 2
2T Ti , j 1 2Ti , j Ti , j 1

O[(y)2]
2
2
y
y
Ti 1, j 2Ti , j Ti 1, j Ti , j 1 2Ti , j Ti , j 1

0
2
2
x
y
x y
Ti 1, j Ti 1, j Ti , j 1 Ti , j 1 4Ti , j 0
Laplacian difference

equation.

Holds for all interior points

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Figure 29.4

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 In addition, boundary conditions along the edges must be

specified to obtain a unique solution.
The simplest case is where the temperature at the boundary is
set at a fixed value, Dirichlet boundary condition.
A balance for node (1,1) is:

T21 T01 T12 T10 4T11 0

T01 75
T10 0
4T11 T12 T21 0
Similar equations can be developed for other interior points
to result a set of simultaneous equations.
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 The result is a set of nine simultaneous equations with nine

unknowns:
4T11

T21

T12

T11 4T21 T13

T21 4T31
T11

75
T22
T32

4T12 T22
T21

0
50

T12
T31

T13

4T22 T32
T22 4T32

T12
T22
T32

75
T23
T33

0
50

4T13 T23

175

T13

100

4T23 T33
T23

4T33 150
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The Liebmann Method/

Most numerical solutions of Laplace equation
involve systems that are very large.
For larger size grids, a significant number of
terms will b e zero.
For such sparse systems, most commonly
employed approach is Gauss-Seidel, which
when applied to PDEs is also referred as
Liebmanns method.
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Boundary Conditions
We will address problems that involve boundaries at
which the derivative is specified and boundaries that
are irregularly shaped.
Derivative Boundary Conditions/
Known as a Neumann boundary condition.
For the heated plate problem, heat flux is specified at
the boundary, rather than the temperature.
If the edge is insulated, this derivative becomes zero.
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Figure 29.7

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T1, j T1, j T0, j 1 T0, j 1 4T0, j 0

T T1, j T1, j

x
2x
T
T1, j T1, j 2x
x
T
2T1, j 2x
T0, j 1 T0, j 1 4T0, j 0
x

Thus, the derivative has been incorporated into the

balance.

Similar relationships can be developed for derivative

boundary conditions at the other edges.
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Figure 29.9

Irregular
Boundaries
Many
engineering
problems
exhibit
irregular
boundaries.

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 First derivatives in the x direction can be

approximated as:
Ti , j Ti 1, j
T

1x
x i 1,i
Ti 1, j Ti , j
T

x
2 x

i ,i 1
2T
x 2

2T
x 2
2T
x 2

T
T

T x i ,i 1 x i 1,i

1x 2 x
x x
2
Ti , j Ti 1, j Ti 1, j Ti , j

1x
2 x
2
1x 2 x
2
Ti 1, j Ti , j
2 Ti 1, j Ti , j
2

x 1 (1 2 ) 2 (1 2 )
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 A similar equation can be developed in the y direction.

Control-Volume Approach
Figure 29.12

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Figure 29.13

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 The control-volume approach resembles the

point-wise approach in that points are
determined across the domain.
In this case, rather than approximating the
PDE at a point, the approximation is applied to
a volume surrounding the point.

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