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Topic 9: Partial Differential Equations

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

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

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.

B2 4AC <0 =0 >0

Category Elliptic Parabolic Hyperbolic

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

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.

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

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

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

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)

q(y) Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

After simplification, we arrive to the PDE

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.

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

Substituting the value of q in the PDE, we get

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

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

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

After the substitution, the differential equation becomes


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

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

!0

Assume (x = (y and simplify:


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

This relationship is called the Laplace difference equation.

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

Ti , j !

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

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

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

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

At note (1, 1), the equation is written as


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

Note T0,1 = 75 and T1,0 = 0. The equation becomes


 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.

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

The system has 9 equations and 9 unknowns:

4 T11 T  11  T11

 T21  4T21  T21  T21  T31  T13  4T31

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

! 75 !0 ! 50 ! 75 !0 ! 50 ! 175 ! 100 ! 150

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

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.

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

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

3. Apply the over-relaxation formula


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

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

Example See the example and the solution in the book.

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

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.

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

The heat conduction equation for the insulated rod is

x 2T xT k 2 ! xx xt
The temperature depends on location and time.

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

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

Substituting in the heat conduction equation:


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

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

Example See the example and the solution in the book.

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

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

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

Solution to the previous example for P = 0.735.

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

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

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

In the implicit method, the derivative is approximated by:


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

The heat conduction equation becomes


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

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

The solution will involve the solution of a system of linear equations.

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM

Example See the example and the solution in the book.

Dr Muhammad Al-Salamah, Industrial Engineering, KFUPM