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Module 4 - Numerical Solution of PDE

The document discusses the classification of second-order partial differential equations (PDEs) into parabolic, hyperbolic, and elliptic types, along with numerical solutions for one-dimensional wave equations. It includes boundary conditions and various methods for solving PDEs, such as the Crank-Nicolson method and Schmidt formulas. Additionally, it presents examples and calculations related to the solutions of Laplace's equation and heat equations under specific conditions.

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Vikram R
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24 views31 pages

Module 4 - Numerical Solution of PDE

The document discusses the classification of second-order partial differential equations (PDEs) into parabolic, hyperbolic, and elliptic types, along with numerical solutions for one-dimensional wave equations. It includes boundary conditions and various methods for solving PDEs, such as the Crank-Nicolson method and Schmidt formulas. Additionally, it presents examples and calculations related to the solutions of Laplace's equation and heat equations under specific conditions.

Uploaded by

Vikram R
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Nomateel Soutien of Pattind Difperatiad Cguabionr © Classijicabecn of second ooula PDEs : The ginval Atcond ondor Uinta PDE tn 2 independant Vartodele my Ui of Be form A Ata + Boy + CUyy + DU, +E Uy + Fu = 0 —~\ toline ALB, C,D,E,F orn functions of Xd Eq® () ut porabolte 4 B4AC = © Elpke 3 Bi yac <0 Hyperbolic 4B eG? We will Atady te nomened rom following PDE: GO) one Aimensiond Wore Ey obi + Hypebeler iP: rae AN (2) ove dimensio eS Equation” 2 Nelo. Parabolk bar: CU, (3) Twe de r0- Laplace Eqpotea ¢ 4? ¥, aye =O eka: Elleptic Numerical Solutio of ome dimensional Weve Equation i N Comicon Cun = Vee UCLE) = 0 and the trial condibons Aubjed- bo Ste boondesy conditious ulot) =o , ul(ayo) = 400, Up(ye) = © 3) The points & Bivisiogn for 2H one + oy ha paket, Ma =e 2h, Ayetotnh and Mot fF b eG ) byetoth, hye byttie , sexe Hy form He fo Wong i. %o a Xn £ 3 A Un,o= 0 4, jo Use Un, =o kt let Zo = Una = © 4,[2 |, “* Un,n = ° chou the Rect row ore Coltutetad Cefiny the whiten ult,e) = f(x). OF the values choy te Second mow om Coberdletiad Uttas Hee gelaboo Ui,t = a func + wae fevnd Using Be sublation + vy Remon’ Srovs Ce (Expiecd Sermule) - Maja = Gray F Minny 7 Mint Numerical Solution oh one dimensional Heak Equobie Soliken 4 Beck Eqh by sGomidk Exp tak Rom: Working aul for Begar— submit formate so I Commtder Bu beak equation UL = OU aubjede fe He bovadaty Coaditiont ulet)z0, Ullt)=0 ond Hu “A CondiBon ulr,0) = f(x) - ” > %, Watth, Wath, --.. mMeuwt apd thet a € oe: to, da lotk, ty atotak, > Ohe wink. Wy Gimen the value of bh, find 3) The points 6 Atvision for y ay: Wy Ferm tte Bilewing basic ta te INE babe: x x & --~ an + ° \ | n oS a oO 0 -=5 Uta A} 2 Poo — | Una = 0 [ ta}on = | _ Uayn = O Yue atey tee fart POP are Coleulabell Utiy ta ») The asd. ulx,o) = (x) vols alley the Second Siow and He Remaining srosat ore Caleuleted using the ortabton Ui jar = 4] a,j + Garg] Known as Bendee —Schmidt formule (A duduchen fom Schntdk &xptick formula) . Note:- Schmid Explice Brmule given by 2 Uyge = any + (1-24) 44,5 Hk Usa y shor = Ke hia formula wil be uted tohran bot hand K ore specified Ta Hae given dotn - Solubén Bo Heok Caption by Crank niehelson = Sxpick formule Gen b Crank— N idhslsea dU + (ot 2a)ui ger 7A Ae jt > Ua + (22d) aij see OP wohkue »- Solutscr of Laplace's Eqpekion to Loo dimensions © k Skeadead Reve peice formula & given by uig = Ap [oe + ts FOG ae ui ja] inkirion mesh Observe trek Vole A Vi) Ak ONY Ke arthage Ade value ak four ncighbourigs exhibited below + tt 2 | Kay r" wij A Diagonal five pot en 45 = +r es, Taga + Gaye 7 uiewst its volucs Veluc oF U7; B Be Oveage & peinks as exhibited elow: Observe ak four a Louring diagonal meal uA sew ea, jt Waujt Wo skieg shes © Tyrel: odd numba of Syrmres Ore formed Gerecthy Sqpcaes) qo fad Ui, Ue, Us, Uy — Uy Uy Stadard Re pera form Mh cm is Used 4 Since tr bo vader wil be Knowe ~\ G &qpades) Tyre 2+ Eran nomber at Sqr DE formed CGeguotly * La Ju fu] «ll Myf ug He oS 1 # Given the boundary oa find Us iy Standard Sve Point formube - * Compu Wy, using Diagonal fe petak forme + Lagtty compe By Uy, Ue te UY Stondard fee poink forwnn uke Note + SA scotions usd + 1 8F for Sterdard) fue point formuiba oN tu) oP fr Atego nak Rue porate formule Problem on clewificcen of 7 onde PDE > ‘ Charsihy fle bellowing — patkval Bip, Cental eqpalions CO a tty FH yy “Uy + 24, = 0 s Comparing cot A Vay b BUay tC Uyy BOT rue» we gk A= 1, Beau, C= & wt BL4Ac = ae 4 xbey ** or ince B-4yaczo » geen "By ig porabolic + (8) Given Ua + opr Comparing. A Beo, Ceby Oy) ne (ey) <0 Gi) Pay + U-y*)uy =o, Hey 41 CH) C4) Oa + (S +222) oy + (UFZ) LE =? Ow) gun — 2y Cuy + Yyy — Uy = 2y Sol OG) Given Urn FY Yay 4G Vyy — Geb 24y = , —leysl B-ync gre <0 gee PDE elitzptte ae =o Cita) Gre + (start) One + CH) Oo a pete, Be stad, cant = e 2 » unc = (Ss gay - w Greer”) 2 4) a. asp yrtipaok — 4 (utse th v = ail as tyxt toe 16 -20t — 4% = 470 . be lic + Sine B—YAC >o oe“ REDE: At Wiygpetbciee. CW) GRD YN By BY Yay Py Uy Sy =e Comparing A= yo B=, c=! Bog ac = Coy aye = aye ay = © Sine Bayne so, given PDE Gs Parabolic 4 ° Ss Probleme on [-D Wore Equation :- © Lg . X vu uber fo y Bole te Warr eaypwhion oh -4 arr Bubje ulot)= 0, UlHE)=0, ulue)=o, udud= 24-4) by bakoy hel, k= os upto 4 APS A. Slo: Since 08724 , Hu ports ob dtvisten for % \ 071,2,3.4 (4, bo %e)> is Since Kz p15, He values correspencing te upto OAC oy os, tS, 2%. ko ty) Comider bu follorony bob (oof) 1- pummel =o ~ ond lark Gums ore exe Aiace or + 0 se)2 0, U(4E)Ze- grow t-te have utye) = x (4 —-%) Uo = ed eB % Use = 2X25 4> Uso =3axi=3 Tmowr- Ua = L Luce + Mey ol oe Une = Lf + Uae) sot y Uy = AL M0 + 43,0] 343 2 = 2 Yto lL 2 Mg) [ure +Uq,0] ute ie to Tews Uy = Bey + Ung — Ti sot Ug = Uo, + Ua 7 Une = OT3-B= © < soo: Uys = oto -2= —2 4 U3 = oto-3=-3 AS) SS Vo sew Uy = 0-3-0 =- Uy = —12-2-0 4 Sg y = 8 SeS=2 1 Regpred — sal” we Jes aly - \ WM Cvotunk the Vodues & Ma agt Uy = 1b 0x, takiy h=1 up LAS. The bevndarty condivors ore Ub, wet) 20, Us(%c)zo ond Uluo) = 2(S-%)- © me That], wechoue kaNe-= Vy > [root] Sup Sx of xs hal Step Sine of & + Ke o.2s Whee OfXLS Wl Off 61,28 Comida Lu fotlousy gate (sf?) : a a wm | Ka | | Is \ | 2 3 Yo Ss | 1 i i 1 ey [Wee [Ug o= 18 | Uy c= Ib | Use =O | | Ma BHF a= ay Uy ye Both Ravens displacement a xy hak a dike Yer ome end and ok ony S<6Op Aoki fics the eqpetieo Uy = vO, feoith te boundary A oO vibvatry alsiry conaifion U(o,4) = UISY = fa taal condi ons ulaye) = Dom , Of 5(s-2) Op 1» One up (ue) = o> = wp Wel, Ke od evi Gatley plo ka} take 5 worth Uy = OC Yax y we bane 28 Onn dn DERES he 012,348 yeduer a & wpbo Eat Oe 6,02, o4, Comtder bee Fallovenny tole (ssl) x Ko % he Xs, | Ay + ° \ a 3 4 | 4 © Uj =2 Uy9=20 [Uz o= 15 Uzo= 10 Uo S hese | : Loa a= “enh IS U,= lo | -s| Ma fs" Tsar oe | Uy g2- 2S Uys 9 by 0-8 tage O luuy=—S huge 10 Uaye pe ° - ' | ke Ila ° = higg= “10/U IW = —20Us, <= 0 | . 4 _ 4 4 4 Dime uy x [ure * +Hcno] we mete , ure (20410) = 1S B = ote S S48) = tog Man = & Gets) ‘ = B? ty pleuk Or Te mows ky, gr > Wia,g TY) via € {orm} Ww = Ot!IS-202-S5 + ar = asin IS = 2-8 Uy. = loyo-5 2 S 0 Us. = IS+S—lo = 10 5 Uy ge 7S tle = 71° Ug3 = 2S45-10=-2S 5 Uy,g = loto- $5 Usgyzclets Ws IS 4 Gay 7 TES tOTS = TS wie Uys zoe ts= “5 4 Us EOS = ate Uys = le 1S fas=a-t8 > Uys = 75 +o-5 = —20 Reayied Sol? va Be tabi thet, - uy Solve Bs, = za gen tet uve) = 90; we Ulys)= 0 and ut, = teosin(me) to aor ee eet by bakig b= Vy 2 co ; x Comparing Une = Sax voit yeh , we bane 2 Csr > @ Gites RO Yu) > key Since heh, Popok Mivisien Bots 5, 4,3,,! Sine Kelty, K A divisen Fes 4,55) Www Given oe by Valuer of ou log Me IE gerd ode Zeeo Ginn uf 2 Vols Fu ehorg Me IS Geluma au Ze + A\ feck ULE) = too Sin(E) = U(xy, b) = Loo &o (irk) Q ap Peo. fer \esk celomn) (xu, es) = uli, Ya)= loc sia (Wy) = 10-7 u Cu, &2) = ula) = too He Wh) = ut (ay, 3) = uw C1, M4) = oo ssc) “0.4 cu Uy, by) = UG i) = leo Sin = 8: Conia te followig table (sd) x = > x Xo x ou |oas | xy) * _o My Me 2y | 1 lo! Yeo= O [UW o=O |.=0 [weno Uy,o > My Ment O [Ure |= lege | May = ToT) A. ta) th Mort |uyn= © [Uyas O | yam Te] Yya= toe) - 3% Yes= 0 [uya=O [Us3=70.7] Uy 4= 100 (Maa Tov by | ' [Mox= oO | My = 10-7] Uny= too see ToT Maye a Ese Ma eb [aeaiet Une) \S Wy = 4 (ete) = o 4 Uy, = Lo W nowbe V now 4 - i jae TW Mew e- Usa = OtO- 7 “3,2 = o+7 C = 70-1; Wmewi- Uys = ° Os Ugg = Otte Tos TT Us, « 0 0 = loo, Ot 10.1 =o = 10.1; Ung 2O+tee 2 = 100 Noosew i= se = 0.1 $10.1 —T0.4 = 10-7 Jy gol ue tee table Sl, mee oP a Buy - sy given ult) = 5,0) =9, spear Ube) = X(S-2) , BKcud= 0, =1, yd of Be value in the fost & lak Ore uc a2 R Uln,e) = Stat 2 sq 2 = u(%,o) = ga te | Tho = a(tye)e Sin Wy = £ + Ure Uso = Ul o)= Sine Vg 20.7071 and Ug,y Utieg Cronk Nithal Sen Lennte * To wolvake Uy. + Unt AU + (2425) ui ja TA Cer yet = AS} FO) Uj HA Sian) with As Ya, we get ® =1L = Vig + 3S upn 7 Hoag = oa t On + ae ME] OD bead Cher Solution ak fast Haw lrel) Pu jze 12, to a ©. “e pe Fae Lay = 1 dee t Pot £0 A. > 34, —~b%p = O-TeTl +1 x1 = 1-207 \s 2 GU — Pry = 1. 2041 > mo eS er) 6, — Ua, = 2442 > &* © “ S +3 Ua — 5 ore tu Qype bss 107 -Har F347 —4 O35, = U9 +1+ © ou > -—VUy +E) = Ne 4 eo + Yao tt Vie = = . t oe = 2 (tact) we AD 3 ® gary ©, OO Bimubkoncously , ee gek tye OS26S 5 Vay = OTUUS Ya = 0.5268 vi , Rect ad? tw Be beable ite - Problems ca @-D Loplace's Equotion ps 2 Se for hue folloreing Aqcke N Solve Laplace's eg” Ux + Yyy =° muh voit boundary values o8 Alicvsa in re follorotg Ul tt 1 A261 128 Sh To Rnd Ug Udieg SPS Us = 4, (orat+r1t 1%!) = 12-825 0? To Fad UUs, Ug, Ue wig DF Uy = Ap (o+ia to4ta. 529) = & Uy = fai Vasher sa 4.2812 Ug = Loonesieegys = 13.6863 qe 4 (o+i 12-1 To find Ue, ws iB i eh C se Jy = 9 Fia.sas gq zee 4 TF 2818) = 13.5469 ° uy ee + aria 6.1563) = 6.5154 E(t S25 pay ¥14-9813 13-6868) = [61ST Uy = cnet 4 G13 + 13-6563) = 11 VOTY Bh ulay) ob te tokeriew new prinks , shay the sequancd Voluct uy = 1. 38! ’ Comte fo 2 ducimel plas oe 5 Uy = 128, Uy = 6.52, Us 7 12:53, YW Ug = UU, Uz, = 12-SS, ga lela, UF Ele, Uq = 13-66 - » Solve Vue tn tte rqtare Aging boonded by Ue © Co-crdinake axes and de Mines 24, Yo wilh kee boundary Conditons gen by kb Onahy Gol ay Prursions , CH) uleg) co for ofy4y Ci) Ul Y)= Pty for c44 44 Git) alas) = 3% for 44424 (iv) ult, 4) = 2 for 04 x“ Gold Ta % dimensions , fice & ty + tu ar = “oN Dividirg He Agione Fegion Inte 6 squocs of oe To unite boundary Conditions from Mu Given exprunicn » () utey)so 2 Ulet)= 0 = Ulo,2) = 4198) y Lou) ule,e). (i) ueay) ety => Oe) = 12, ACU) pie: tay uly) = IS, “oe Gv) Ula) = 34 > Ule,e) so, a, wu l(z =e, W3,0) = Os. : oO) ulyuye xo ay “lO 4d= Cre, 4u@,4= 4 > aK » uta) = te. MAqpon. region © £ o " + (446+ 6+ 14) = to a " 4 (oretete) = 3 Uy = (64464) = us To find Ur, hy, Me, Ug day SP te A. es w = J, (uae ta. ste) = $1608 \s (oF6 +2548) = 2.898 > Ae 4 ue = (G+iy+ to +S) = 4-898 &* - G+ ss)=2 6-125 .¢ © age £ (eter aaa ) \ Thus Meu egpited vobues ot UY) Us = &, Uy 2 2S, Up = 5-625 > Us = tO E eras 2 Uys US - Ue = 89s, =F, SS By Solve Ugg TYyy =o “aS Vlowing Aquos region corty the In dicated in hue Rewre : bovadary Condity, Sol); Sod HU, U3, ey ES tT (petu poo tug) HUY Tam Ma tro 0) -W- = lb 6 W= 4 (ut0 +lootUy) => Ua = “8 = => Ug = L (utorsetuy) a Wea se @ G uy = 4 (us +6 +u3 +0) =) W¥y — Me —Uy = 2 —@®& Te climtrok Uy fom © ©. ©, ) pom O, Uy = 4g — Uy = 100 a) Sub in @, HUZ- = (yu, —4) 100) = 30 3 yo, — 4-4 4) +100 = 30 =) —4yv, +43, = —to © < Sub ta @ , 4 yo, —ti-100) — U2 — U3 = © ~\ => te by — HE, — Hoe = Ua 743 =O m> > =~ Yu, +15 Va —¥3 sovigy ©, ©, ©, we, HYP 02-3 = 120 Huy ty, = — 4° = Yb +IS V2 —Y3 = Solving ty = 15 oS Ho .u42 , UZ = 22°92 sub on ©, Q's *s Thus reayuined A aultiy) ere: teks 80) = yore, Ug = 22-09%, dy = 1S Hy Ev toe fvnction ° UGLY) Ackiefyieg the loplaa aq” Un eo ok the pivotel points oF the figcre : &@ fee oe Ge 50 ho ° 1o 2° 30 bol: “To God WU, Uy, Uy oir oh i- © eb (Ho Huy FGobUs) ay HUY Ua 3 = too (0 ty = L(utso too tty) => 4a =tiy—ty = NO -&® ar y uy = 1 (wi tto+ sotuy) > tog - U- Uy = 3g 7 Hu, —¥3 = 64 Uy = 4 (uy 4260 E440) eS Yby —Ya 743 Te Mminak Uy Kem 0,6, 0, 2 fom ®, My = HO2- Hr HO 38 &>* . au in O, HET (oon si QOS > Heyy — Hn ty be yD -aa tu so 7 © sub in ® , ae (ye eGo. = 60 => 16 a —U,— U3 = 6° => 4 [sn —03 = 500 —@) Solving Se, ’ ( =U, - U3 = loo to, HU, = SO — Yu, +1Sb, -Y3 = see — secur elung Uy = S183 5 Ma = yzgz, Us = SSH sub to wy = 3S8S> “thas bbe aqplted voles oh utus) wy = Ws.83, Ua = ya-92, ug = 38:4? one * ) Uy = 38-8

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