Chapter 5

Elliptic Equation
 Thegoverning Eqs. In fluid mechanics and
heat transfer can be reduced to elliptic
form for particular applications

 Examples: Steady state heat conduction

Eq., Velocity potential Eq. for
incompressible, inviscid flow and Stream
function Eq.
 Typical 2-D Elliptic Eqs.
 Typical 2-D Elliptic Eqs. in Cartesian coordinate
system are
 Laplace’s Eqs.
u u
2 2
 2 0
x y
2

Poisson’s Eq. u u
2 2

 2  f ( x, y)
x y
2

These model equations will be used in this chapter

to investigate a variety of solution procedure
 FD Formulations
 FD formulation for Laplace’s Eqs, using
2nd order CD formulation leads to
ui 1, j  2ui , j  ui 1, j ui , j 1  2ui , j  ui , j 1
 0
 x   y 
2 2
 Five points formula
2
 x 
ui 1, j  2ui , j  ui 1, j     ui , j 1  2ui , j  ui , j 1   0
 y 

 Ratio of step size β=(∆x/∆y)

ui 1, j  ui 1, j   2ui , j 1   2ui , j 1  2 1   2  ui , j  0

 Computational domain and
Boundary Conditions
 Consider a square computational domain
(6x6 grid points).
 Cont.
 For this computational domain the
Boundary conditions are
 At x=0: u=u2

 At y=0: u=u1

 At x=L: u=u4

 At y=H: u=u3
 Matrix form
 Applying
Eq. to the interior grid points: 16
Eqs can be obtained
u3,3  u1,2   2u2,3   2u2,1  2 1   2  u2,2  0
u4,2  u2,2   2u3,3   2u3,1  2 1   2  u3,2  0
u5,2  u3,2   2u4,3   2u4,1  2 1   2  u4,2  0
u6,2  u4,2   2u5,3   2u5,1  2 1   2  u5,2  0
u3,3  u1,3   2u2,4   2u2,2  2 1   2  u2,3  0
.
.
u5,5  u3,5   2u4,6   2u4,4  2 1   2  u4,5  0
u6,5  u4,5   2u5,6   2u5,4  2 1   2  u5,5  0
 (α=-2(1+β2))
 0 2 0  u2,2   u1,2   u2,1 
2
1 0 0 . . .
  u   
 2 0   3,2     u3,1 
2
1 1 0 0 0 . .
0  2 0  u4,2     u4,1 
2
1 1 0 0 0 .
    
0 0 1 . . 0 0 . 0 0  u5,2   . 
 2 0 0 . . . 0 0 . 0   u2,3   . 
     
0 2 0 0 . . . 0 0   .  
2
. 
0 0 2 0 0 .  1 0 0   .   . 

  
0 0 0 . 0 0 1  1 0  .   . 
    
1  1  u4,5     u4,6 
2
0 0 0 0 . 0 0
 0 0 . . 0 2 0 0 1    u5,5   u6,5   2u5,6 
 Solution Algorithms
 Two schemes are used for solve Eq.

 Direct methods
 Iterative Methods
 Direct methods
 Cramer’srule
 Gaussian elimination

Disadvantages Direct Methods

The enormous amount of arithmetic

operations required to produce a solution.
 Example 1: Direct Method
Consider a plate 2.4 m  3.0 m that is subjected to the boundary conditions
shown below. Find the temperature at the interior nodes using a square
grid with a length of 0.6 m by using the direct method.
Example 1: Direct Method
We can discretize the plate by taking,
x  y  0.6m
 Example 1: Direct Method
The nodal temperatures at the boundary nodes are given by:

y 300 C
T1, 5 T2,5 T3,5 T4,5
T 0,5

T0, 4
T0, j  75, j  1,2,3,4
T1, 4 T2, 4 T3, 4 T4, 4

75 C T0 ,3 100 C T4, j  100, j  1,2,3,4

T1, 3 T2 ,3 T3,3 T4 ,3
T0, 2 Ti ,0  50, i  1,2,3
T1, 2 T2, 2 T3, 2 T4, 2

T0 ,1 T1,1 T2 ,1 T3,1 T4 ,1
Ti ,5  300, i  1,2,3
x
T0, 0 T1, 0 T2, 0 T3, 0 T4, 0

50 C
 Example 1: Direct Method
y

T1, 5 T2,5 T3,5 T4,5

T 0,5

T0, 4
T1, 4 T2, 4 T3, 4 T4, 4
T0 ,3
T1, 3 T2 ,3 T3,3 T4 ,3
T0, 2
T1, 2 T2, 2 T3, 2 T4, 2

T0 ,1 T1,1 T2 ,1 T3,1 T4 ,1
x
T0, 0 T1, 0 T2, 0 T3, 0 T4, 0

Here we develop the equation for the temperature at the node (2,3)
i=2 and j=3 Ti 1, j  Ti 1, j  Ti , j 1  Ti , j 1  4Ti , j  0
T3,3  T1,3  T2, 4  T2, 2  4T2,3  0
T1,3  T2, 2  4T2,3  T2, 4  T3,3  0
 Example 1: Direct Method
We can develop similar equations for every interior node leaving us
with an equal number of equations and unknowns.

Question: How many equations would this generate?

 Example 1: Direct Method
We can develop similar equations for every interior node leaving us
with an equal number of equations and unknowns.

Question: How many equations would this generate? Answer: 12

y

 T1,1  73.8924
T    300
  
1, 2 93 . 0252 
300 300
 T1,3  119.907 
   
T1, 4  173.355  75 100
T2,1  77.5443 173 199 182
   
Solving yields:  2, 2   
T 103 . 302  C 75 120 138 131
100
T  138.248 
 2,3   
 2, 4  
T 198 . 512  75
93 103 104
100
 T  82.9833
 3,1   
T3, 2  104.389  75
74 78 83 100
   
T
  
3 , 3 131 . 271  x
T3, 4  182.446  50 50 50
 Iterative Methods
 Iterative methods for solving a system of linear
algebraic equations are simple and easy to
program.

 The idea behind these methods is to obtain the

solution by iteration.

 Initial solution is guessed and new value are

computed; based on the newly computed
values, a newer solution is sought and the
procedure is repeated until a specified
convergence criterion has been reached.
 The Jacobi Iteration Method
 Dependent variable at each grid is solved using
initial guessed values of the neighboring points
or previously computed values.
 Eq. 5.6 used to compute a new value of ui,j at the
new iteration k+1 level as

u k 1 1
21   
i,j 2
u k

i 1, j  u k
i 1, j   2
u k
i . j 1  u k

i , j 1 

Computational is carried out until a specified

convergence criterion is met.
 The point Gauss Seidel Iteration
Method
 The FD Eq. (Eq. 5.6)
ui 1, j  ui 1, j   2ui , j 1   2ui , j 1  2 1   2  ui , j  0
k 1
 ui , j 
1
2 1    2  ui 1, j  ui 1, j   2
(ui , j 1  ui , j 1 )  (5.12)

 Consider a case with few grid point, at point (2,2)

2  3,2 2,3  u2,1 ) 

1
u k 1
 u k
 u   2
(u k

2 1   
2,2 1,2 (5.13)

U3,2 and u2,3: use the values from the previous iteration, k

U1,2 and u2,1: use the values of boundary conditions

 Cont.
 Fig. 5.6
 Cont.
2  4,2 3,3  u3,1 ) 
1
 Point (3,2): u k 1
 u k
 u k 1
  2
(u k

2 1   
3,2 2,2

(5.14)
u4,2, u3,3: from previous computation, k

U3,1: BC, u2,2: given by Eq. 5.13 at k+1

 General formulation
(5.15)
2  i 1, j i , j 1 ) 
1
k 1
ui , j  u k
 u k 1
  2
(u k
 u k 1

2 1   
i 1, j i , j 1

Since in Eq. 5.15 Only one unknown is being sought, thIS method is
called POINT iteration method
 Cont.
 Fig. 5-7
 Cont.
 Fig. 5-8
 The Line Gauss Seidel Iteration
Method
 Eq. 5.6 results in three unknowns at points, (i-
1,j),(i,j) and (i+1,j)
u k 1
i 1, j  2 1   2
u
k 1
i, j
k 1
u
i 1, j   u
2 k
i , j 1  u
2 k 1
i , j 1

 Eq. 5.16 applied to all i at constant j, results in a

system of linear equation which, in a compact
has a tridiagonal matrix coefficient
 This method converges faster than the point
Gauss Seidel method by about a factor of ½. But
it requires more computational time per iteration
 Cont
 By using the updated values, the
convergence rate can be improved
 The Alternating Direction Implicit
(ADI) Method
 An iteration cycle is considered complete resulting
tridiagonal system is solved for the rows and then
followed by columns or vice versa.
 Model Eq. 5.1, the FDE

uik1,1/j 2  2 1   2  uik, j 1/ 2  uik1,1 j    2  uik, j 1  uik, j 1/12 

(5.22)
And
 2uik, j 11  2 1   2  uik, j 1   2uik, j 11   uik1,1/j 2  uik1,1 j 
(5.23)
 Cont.
 Eq.5.22 is solved implicitly for unknown in
the x-direction

 Eq.5.23 is solved implicitly for unknown in

the y-direction
 Cont.
 Fig. 5.10
 Applications
 Obtain steady state temperature
distribution on a 2D rectangular plate
 Boundary Conditions
 BC are
At y=0 T=T1 = 100 °R
At x=0 T=T2 = 0 °R
At y=H T=T3 = 0 °R
At x=L T=T4 = 0 ° R
 Dimension: 1 ft x 2 ft
 Governing PDE for steady 2D heat
conduction:  2T  2T (5.26)
 0
x 2
y 2
 Space step size
 Select constant step size ∆x=∆y=0.05 ft

 Max. grid point:

IM=(1/0.05)+1=21
JM=(2/0.05)+1=41
 Total grid point:
(IM-2)X(JM-2)=741 grid points

 Step size ratio: β=(∆x/∆y)=1

 Initial Guess and Convergence
Error
 Initial
Guess: Assume T=0 at all interior
points except the boundary points

 Convergence Error (Errormax): Assume

that the solution consider be converged if
the error equal or less than 0.01
j  jm 1
i im 1
Error    ABS Ti ,kj1  Ti ,kj  (5.27)
i 2
 
j 2
 Point Gauss Seidel (PGS)
 Eq. 5.18 at ω=1

k 1
u
i, j  1    u 
k
i, j
2 1   2 
u
k
i 1, j  uik1,1 j   2 (uik, j 1  uik, j 11 ) 

 Results: Max. Iteration: 574

Table 5.1 shows Temperature Distribution

using PGS
 Line Gauss Seidel (LGS)
 Eq. 5.21 at ω=1
uik1,1 j  2 1   2  uik, j 1  uik1,1 j 
 1     2 1   2   uik, j   2  uik, j 1  uik, j 1 

 Results: Max. Iteration: 308

Fig 5.12 or table 5-2 shows Temperature

Distribution using PGS
 LGS
Contours of Constant Temperature

1.75

1.5

1.25
Y (ft)

0.75

0.5

0.25

0
0 0.25 0.5 0.75 1 1.25 1.5 1.75 2
X (ft)
Fig. 5-13
Fig. 5.14
 ADI
 Eq. 5.24 and 5.25 at ω=1

uik1,1/j 2  2 1   2  uik, j 1/ 2  uik1,1 j 

 1     2 1   2   uik, j   2  uik, j 1  uik, j 1/12 

 2uik, j 11  2 1   2  uik, j 1   2uik, j 11 

 1     2 1   2   uik, j 1/ 2    uik1,1/j 2  uik1,1 j 

 Results: Max. Iteration: 167

Fig. 5.15
Convergence Histories
For all Methods
50

PGS
LGS
40 PSOR
LSOR
ADI
ADII
30
Error

20

10

0
0 100 200 300 400 500 600
Iteration