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Elliptic Equation

Thegoverning Eqs. In fluid mechanics and

heat transfer can be reduced to elliptic

form for particular applications

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

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

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

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

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

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.

Example 1: Direct Method

We can develop similar equations for every interior node leaving us

with an equal number of equations and unknowns.

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.

solution by iteration.

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

21

i,j 2

u k

i 1, j u k

i 1, j 2

u k

i . j 1 u k

i , j 1

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)

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

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

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

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

(5.22)

And

2uik, j 11 2 1 2 uik, j 1 2uik, j 11 uik1,1/j 2 uik1,1 j

(5.23)

Cont.

Eq.5.22 is solved implicitly for unknown in

the x-direction

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

IM=(1/0.05)+1=21

JM=(2/0.05)+1=41

Total grid point:

(IM-2)X(JM-2)=741 grid points

Initial Guess and Convergence

Error

Initial

Guess: Assume T=0 at all interior

points except the boundary points

that the solution consider be converged if

the error equal or less than 0.01

j jm 1

i im 1

Error ABS Ti ,kj1 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 uik1,1 j 2 (uik, j 1 uik, j 11 )

using PGS

Line Gauss Seidel (LGS)

Eq. 5.21 at ω=1

uik1,1 j 2 1 2 uik, j 1 uik1,1 j

1 2 1 2 uik, j 2 uik, j 1 uik, j 1

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

1 2 1 2 uik, j 2 uik, j 1 uik, j 1/12

1 2 1 2 uik, j 1/ 2 uik1,1/j 2 uik1,1 j

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

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