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Partial Differential Equation Solution

This document discusses numerical methods for solving partial differential equations, including the finite difference method. It introduces the finite difference method for solving the Poisson equation, heat equation, and wave equation. For each equation, it describes the computational grid, finite difference approximations used, boundary and initial conditions, and stability criteria for the numerical methods.

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Bunkun15
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317 views3 pages

Partial Differential Equation Solution

This document discusses numerical methods for solving partial differential equations, including the finite difference method. It introduces the finite difference method for solving the Poisson equation, heat equation, and wave equation. For each equation, it describes the computational grid, finite difference approximations used, boundary and initial conditions, and stability criteria for the numerical methods.

Uploaded by

Bunkun15
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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NUMERICAL METHODS for PARTIAL

46 DIFFERENTIAL EQUATIONS

Finite-Difference Method for Poisson Equation


The following is the Poisson equation in a domain (a, b) (c, d):

2 2
46.1. 2u = f , 2 = 2 +
x y 2
Boundary condition:

46.2. u ( x , y) = g ( x , y) for x = a, b or y = c, d

Computation grid:

46.3. xi = a + ix for i = 0, 1, , n

y j = c + jy for j = 0, 1, , m

where x = (b a)/n and y = (d c)/m are grid sizes for x and y variables, respectively.

Second-order difference approximation

46.4. ( Dx2 + Dy2 )u( xi , y j ) = f ( xi , y j )

where
u( xi +1 , y j ) 2u( xi , y j ) + u( xi 1 , y j )
Dx2 u( xi , y j ) =
x 2
u( xi , y j +1 ) 2u( xi , y j ) + u( xi , y j 1 )
Dy2 u( xi , y j ) =
y 2

Computational boundary condition

46.5. u( x 0 , y j ) = g(a, y j ), u( x n , y j ) = g(b, y j ) for j = 1, 2, , m

u( xi , y0 ) = g( xi , c), u( xi , ym ) = g( xi , d ) for i = 1, 2, , n

Finite-Difference Method for Heat Equation


The following is the heat equation in a domain (a, b) (c, d ) (0, T ) :

u
46.6. = 2u
t

237
238 NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS

Boundary condition:

46.7. u ( x , y , t ) = g ( x , y) for x = a, b or y = c, d
Initial condition:

46.8. u( x , y, 0) = u0 ( x , y)

Computational grid:
46.9. xi = a + ix for i = 0,1, , n

y j = c + jy for j = 0,1, , m

t k = kt for k = 0,1, ,

where x = (b a)/n, y = (d c)/m, and t are grid sizes for x, y and t variables, respectively.

Computational boundary condition


46.10. u( x 0 , y j ) = g(a, y j ), u( x n , y j ) = g(b, y j ) for j = 1, 2, , m

u( xi , y0 ) = g( xi , c), u( xi , ym ) = g( xi , d ) for i = 1, 2, , n

Computational initial condition

46.11. u( xi , y j , 0) = u0 ( xi , y j ) for i = 1, 2, , n; j = 0, 1, , m

Forward Euler method with stability condition

46.12. u( xi , y j , t k +1 ) = u( xi , y j , t k ) + t ( Dx2 + Dy2 )u( xi , y j , t k )

2t 2t
46.13. + 1
x 2 y 2

Backward Euler method (unconditional stable)

46.14. u( xi , y j , t k +1 ) = u( xi , y j , t k ) + t ( Dx2 + Dy2 )u( xi , y j , t k +1 )

Crank-Nicholson method (unconditional stable)

46.15. u( xi , y j , t k +1 ) = u( xi , y j , t k ) + t ( Dx2 + Dy2 ){u( xi , y j , t k ) + u( xi , y j , t k +1 )}/2

Finite-Difference Method for Wave Equation


The following is a wave equation in a domain (a, b) (c, d ) (0, T ):

2u
46.16. = A2 2 u
t 2
where A is a constant representing the speed of the wave.
NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS 239

Boundary condition:

46.17. u ( x , y, t ) = g ( x , y) for x = a, b or y = c, d

Initial condition:

u
46.18. u( x , y, 0) = u0 ( x , y), u( x , y, 0) = u1 ( x , y)
t
Computational grids:

46.19. xi = a + ix for i = 0, 1, , n
y j = c + jy for j = 0, 1, , m
t k = kt for k = 1, 0, 1,

where x = (b a)/n, y = (d c)/m, and t are the grid sizes for x, y, and t variables, respectively.

A second-order finite-difference approximation

46.20. u( xi , y j , t k +1 ) = 2u( xi , y j , t k ) u( xi , y j , t k 1 ) + t 2 A2 ( Dx2 + Dy2 )u( xi , y j , t k )

Computational boundary condition

46.21. u( x 0 , y j ) = g(a, y j ), u( x n , y j ) = g(b, y j ) for j = 1, 2, , m

u( xi , y0 ) = g( xi , c), u( xi , ym ) = g( xi , d ) for i = 1, 2, , n

Computational initial condition

46.22. u( xi , y j , t0 ) = u0 ( xi , y j ) for i = 1, 2, , n; j = 0, 1, , m

u( xi , y j , t 1 ) = u0 ( xi , y j ) + t 2 u1 ( xi , y j ) for i = 1, 2, , n; j = 0, 1, , m

Stability condition

46.23. t  A min(x , x )

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