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An equation involving partial derivatives of an unknown function of two or more independent variables is called a partial differential equation PDE. An example of a PDE is

x 2u x 2u 2 xy 2 u ! 1 2 xx xy

The general form of a linear second order PDE is written as: x 2u x 2u x 2u A 2 B C 2 D ! 0 xx xxxy xy

Here, A, B, and C are functions of the independent variables x and y only. The part is a function of x, y, u, xu/xx, and xu/xy.

Depending on the values of A, B, and C, the 2PDE is classified into one of three categories.

Finite Difference: Elliptic Equations Elliptic equations in engineering are typically used to characterize steady-state, boundary value problems. THE LAPLACE EQUATION Elliptic equations are typically used to characterize steadystate systems. We will illustrate the solution of elliptic PDEs in the context of an example. This example is called the headed plate.

The plate has a thickness of (z. The plate is insulated everywhere except its edges. The edges are fixed at prescribed temperatures.

At the steady state, over time period (t heat flowin = heat flowout q(x) (y (z (t + q(y) (x (z (t = q(x + (x) (y (z (t + q(y + (y) (x (z (t where q is the heat flux. q(y + (y)

q(x)

q(x + (x)

xq xq !0 xx xy

We need a PDE in terms of temperature. The relation between heat flux q and temperature T is given by

xT qi ! O V C xi

This equation is called Fouriers law of heat conduction.

x 2T x 2T 2 !0 2 xy xx

It is called the Laplace equation. The Laplace equation is an elliptic equation because B2 4 A C = 4 < 0

SOLUTION TECHNIQUES The solution method works by substituting the partial derivatives by the finite difference formulas. The Laplace Difference Equation The centered difference formulas for the second derivatives are

x 2T Ti 1, j 2Ti , j Ti 1, j ! 2 (x 2 xx and x 2T Ti , j 1 2Ti , j Ti , j 1 ! 2 xy (y 2

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

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

2

Ti , j 1 2Ti , j Ti , j 1 (y

2

!0

Ti 1, j Ti 1, j Ti , j 1 Ti , j 1 4Ti , j ! 0

Ti , j !

Ti 1, j Ti 1, j Ti , j 1 Ti , j 1 4

Consider the simplest case where the boundary temperatures along the edges are set to fixed values:

T2,1 T0,1 T1, 2 T1,0 4T1,1 ! 0

4T1,1 T1, 2 T2,1 ! 75

Similarly, the relationship can be written for all interior points and the result is a system of linear equations.

4 T11 T 11 T11

T12 T22 T32 4T12 T12 T12 T22 T32 T22 4T22 T22 T32 4T32 4T13 T13 T23 4T23 T23 T33 4T33 T13 T23 T33

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 be zero. For this reason, approximation methods provide a viable approach for obtaining solutions.

Steps of the Liebmann method: 1. Set Toldi,j = 0 for the interior points. 2. Compute Tnewi,j:

Ti ,ne ! j

old old Ti 1, j Ti 1, j Ti ,old 1 Ti ,old1 j j

Ti ,ne ! Ti ,ne (1 )Ti ,old j j j

for 1 P 2.

Ti ,ne Ti ,old j j T

ne i, j

4. Go to (2) if

100% u

Finite Difference: Parabolic Equations Parabolic equations in engineering are typically used to characterize time variable problems. THE HEAT CONDUCTION EQUATION Conservation of energy can be used to develop an transit-state energy balance for the differential element in a long, thin insulated rod.

x 2T xT k 2 ! xx xt

The temperature depends on location and time.

EXPLICIT METHODS We can substitute the partial derivatives by their finite difference approximations:

x 2T Ti l1 2Ti l Ti l1 ! 2 xx (x 2 and xT Ti l 1 Ti l ! xt (t

Ti l1 2Ti l Ti l1 Ti l 1 Ti l k ! 2 (t (x

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

Simplifying:

l l Ti l 1 ! Ti l P Ti 1 2Ti l Ti 1

k(t where P ! (x 2

Convergence and Stability Convergence means that as (x and (t approach zero, the results of the finite difference method approach the true solution. Stability means that errors at any stage of the computation are not amplified but are attenuated as the computation progresses. The explicit method is both convergent and stable if P , or

1 (x 2 (t e 2 k

A SIMPLE IMPLICIT METHOD The difference between the explicit and implicit approximations is illustrated in this figure.

l l x 2T Ti 1 2Ti l 1 Ti 1 1 $ 1 xx 2 (x 2

l l Ti 1 2Ti l 1 Ti 1 Ti l 1 Ti l 1 ! k 1 2 (t (x

Simplifying:

l 1 Ti 1 2
i l 1 Ti l1 ! Ti l T 1 1

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