Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Lecture 2
Model equations, Classification of PDEs

Introduction to Computational Fluid Dynamics

The University of New Mexico
ME 461/561

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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Outline
Model PDEs
PDE problem
Classification
Hyperbolic equations
Parabolic equations
Elliptic equations
Numerical discretization
Spectral
Finite element
Finite difference and finite volume
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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Model equations

Why do we need them:

Represent essential features of full governing equations
Easier to solve numerically can be used to develop numerical
methods
Can be solved analytically; The exact analytical solutions can
be used to verify numerical models

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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Model equations
Heat equation:

u
t

1D heat equation:

= a 2 2 u
u
t

= a2 xu2

Poisson (Laplace) equation: 2 u = f (x)

2u
x 2

2D Poisson (Laplace) equation:

Wave equation:

2u
t 2

1D wave equation:

2u
y 2

= f (x, y )

= a 2 2 u
2u
t 2

u
t

= a2 xu2

Linear convection equation:

Burgers equation:

u
t

+ c u
x = 0
2

u
+ u u
x = x 2

Generic transport equation:

+ u
x = x 2

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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Representing convection

V
+ (V )V
= F p + 2 V

t


T
C
+ V T
= 2 T
t


Material derivative:
D

=
+ V =
+u
+v
+w
Dt
t
t
x
y
z
Model analogy:
Linear convection equation:

u
u
+c
=0
t
x
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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Representing diffusion
Viscous or diffusion terms in the right-hand sides:
V
+ . . . = 2 V
t
T
+ . . . = 2 T
C
t

Model analogy:
Heat equation:

u
= a 2 2 u
t

If steady-state:
2 T = f (x, t) - Poisson equation

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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Formulation of a PDE problem

A PDE problem includes:

Equation

Domain
t
tend

Domain of solution
Boundary and initial conditions

y
t0

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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Types of boundary conditions

Dirichlet:

u(x, t)| = g at t0 < t < tend

Neumann:


u(x, t) 
= g at t0 < t < tend
n 

Robin (mixed):




u(x, t)
a1
+ a2 u(x, t)  = g at t0 < t < tend
n

Periodic (cyclic):
u(x, t)|x0 = u(x, t)|x0 +L at t0 < t < tend
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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Initial conditions:
Marching problems: Time-dependent solution at t0 t tend ;
Represents evolution in time. Examples: Wave, heat,
linear convection, Burgers, transport
Equilibrium problems: Time-independent solution; Represents
steady (equilibrium) state of the system. Examples:
Laplace, Poisson
In marching problems, we need initial conditions at t = t0 :
u(x, t0 ) = h(x) in
and, in some cases,
u
(x, t0 ) = f (x) in
t
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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

1D heat equation
u
2u
= a2 2
t
x

u(x,t)
T1

T2
T= T1

t= 0
t=

Initial conditions:

L
x
T= T2

u(x, t0 ) = u0 (x) at 0 < x < L

Possible boundary conditions:

Constant end temperature Dirichlet:
u(0, t) = u0 , u(L, t) = u1 at t > t0
Constant end heat flux Neumann:
u
u
x (0, t) = u0 ,
x (L, t) = u1 at t > t0
Periodic: u(0, t) = u(L, t) at t > t0
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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Poisson and Laplace equations

2 = f (x, t)

or

2 = 0

Examples of possible physical situations:

Steady-state heat conduction: - temperature
Steady-state acoustics: - velocity potential
Incompressible fluid flows: - pressure
Possible boundary conditions:
|



=f
= g or
n 

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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

1D wave equation

2
2u
2 u
=
a
t 2
x 2

y= u(x,t)

Initial conditions at t = t0 :
L

u(x, 0) = f (x)

and
u
(x, 0) = g (x)
t
Possible boundary conditions:
u(0, t) = u1 at t > t0 ,
or

u
(L, t) = u2 at t > t0 .
x
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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Mathematical classification of linear PDE of second order

Done according to existence and type of characteristics in the

solution
Different classes

Different solution properties

Different numerical methods

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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Characteristics
General linear equation of second order:
Axx + Bxy + C yy + Dx + E y + F = G
Characteristic - a curve on the x y plane, on which
second derivatives xx , yy , yy are not uniquely
defined
Slope of a characteristic is:
dy
B
h(x) =
=
dx

B 2 4AC
.
2A

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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Classification

B 2 4AC > 0 There are two real characteristics intersecting at

this point. The equation is hyperbolic
B 2 4AC = 0 There is one real characteristic. The equation is
parabolic
B 2 4AC < 0 No real characteristics exist at this point. The
equation is elliptic

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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Examples of classification

Heat equation: t y ; A = a2 , B = 0, and C = 0, so

B 2 4AC = 0 equation is parabolic
Wave equation: t y ; A = a2 , B = 0, and C = 1, so
B 2 4AC = 4a2 equation is hyperbolic
2D Poisson/Laplace: A = 1, B = 0, C = 1, and
B 2 4AC = 4 < 0 equations are elliptic

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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Hyperbolic equations
Illustration: 1D wave equation

2u
t 2

= a2 xu2

Slope of characteristics:

dt
0 0 + 4a2
1
h=
=
=
2
dx
2a
a
Two families of characteristics: left-running x + at = const and
right-running x at = const
DAlembert solution:
u(x, t) = F1 (x + at) + F2 (x at)

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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Wave equation: DAlembert solution

Wave
equation:
DAlembert
solution
Wave
equation:
DAlembert
solution

For initial conditions u(x, 0) = f (x), t u(x, 0) = g (x):

initial
conditions
f (x),
t u(x,
gZ(x):
For For
initial
conditions
u(x,u(x,
0) =0)f =
(x),
t u(x,
0) =0)g =
(x):
x+at
f (x + at) + f (x at) Z1x+at
Z x+at
g ( )d.
u(x, t) = f (x f+(xat)
++
at)f (x
+ f(xat)
at)+
1
1
g ( )d.
2
u(x,u(x,
t) =t) =
+ + 2a xat
g ( )d.
2

2a 2a
xatxat

t
x+at=x
x+at=x
0
0

xat=x
xat=x
0
0

t
x+at=x
x+at=x
0
0

u(x,t)
u(x,t)

u(x,t)
u(x,t)

g(x) g(x)

f(x) f(x)

(a) (a)

x0 x0

Oleg Zikanov
(UM-Dearborn)
Oleg Zikanov
(UM-Dearborn)

xat=x
xat=x
0
0

(b) (b)

Essential
Computational
Fluid Dynamics
Essential
Computational
Fluid Dynamics

x0 x0

December
28, 2011
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December
28, 2011

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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Main property of hyperbolic systems.

Wave-like solutions: Any perturbation propagates with finite speed
along the characteristics

x+at=x0

xat=x0

Domain
of influence

L/a
t0

Domain
of dependence

Observer

x0

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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Other examples
Linear convection equation
u
u
+c
=0
t
x
Formally not hyperbolic but has wave-like solution:
u(x, t) = F (x ct)
x = ct right-running characteristics
Burgers equation with zero viscosity
u
u
+u
=0
t
x
Similar to linear convection, but the slope of characteristic u(x, t)
is not a constant
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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Parabolic equations
Illustration: 1D heat equation

u
t

= a2 xu2

Slope of characteristics:

dt
0 0+0
h=
=
=0
dx
2a2
Characteristics are lines t = const
t

Characteristic
Domain
of influence

t0

Characteristic

Flow

Domain
of dependence

(a)

x0

ence
aindepend
m
o
D of

of

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Bounda

(b)

ry laye
r

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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Elliptic equations

Illustration: 2D Laplace and Poisson equations

2u 2u
+
= 0,
x 2 y 2

2u 2u
+
= f (x, y )
x 2 y 2

No real characteristics
Any perturbation is felt immediately and fully in the entire
domain

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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Concept of numerical discretization

Discretization - replacement of an exact solution of a

PDE problem in a continuum domain by an approximate
numerical solution in a discrete domain
Some common types of discretization:
Spectral
Finite element
Finite difference and finite volume

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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Spectral methods
Solution is approximated by a finite series of functions (sin, cos,
Bessel, polynomials, . . .)
Example: Solve

u
2u
= a2 2 + sin 5x
t
x
at 0 < x < , 0 < t < T
with u(0, t) = u(, t) = 0, u(x, 0) = x( x)
Discrete approximation of solution:
u(x, t) =

N
X

An (t) sin nx

n=1

Substitute into the equation, find the set of An minimizing the

error

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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Finite element methods

Divide the solution domain into small elements (rectangular,

tetrahedral, . . .)
Approximate solution in each element by a series of few (2 or
3 in each direction) functions

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Model PDEs PDE problem Classification Hyperbolic equations Parabolic equations Elliptic equations Numerical discretization

Finite difference and finite volume methods

Cover the solution
domain by a grid of
points

t
tend

Approximate the
solution at the grid
points

(x,y)1
tM

(x,y)2 (x,y)3

(x,y)N

tM-1

(x,y)1

t4

(x,y)N

t3
t2
t1

t0

(x,y)2 (x,y)3

(x,y)1
(x,y)N

(x,y)2 (x,y)3

x
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