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Unit 4 Pde

The document outlines the numerical solutions of partial differential equations (PDEs) using finite difference methods, including forward, backward, and central differences for various equations such as the heat and wave equations. It provides specific numerical problems to solve, detailing boundary and initial conditions along with the required parameters for computation. The document serves as a guide for students in the Department of Mathematics at B.M.S. College of Engineering to apply numerical techniques for solving PDEs.

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12 views2 pages

Unit 4 Pde

The document outlines the numerical solutions of partial differential equations (PDEs) using finite difference methods, including forward, backward, and central differences for various equations such as the heat and wave equations. It provides specific numerical problems to solve, detailing boundary and initial conditions along with the required parameters for computation. The document serves as a guide for students in the Department of Mathematics at B.M.S. College of Engineering to apply numerical techniques for solving PDEs.

Uploaded by

madhusudan
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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B.M.S.

COLLEGE OF ENGINEERING, BENGALURU – 560 0 19


Autonomous college, affiliated to VTU
DEPARTMENT OF MATHEMATICS
TRANSFORM CALCULUS, FOURIER SERIES AND NUMERICAL TECHNIQUES
(Course Code: 23MA3BSTFN)
UNIT 4: NUMERICAL SOLUTIONS OF PDE
Finite difference approximations to partial derivatives:
𝜕𝑢 1
 = ℎ [𝑢𝑖+1,𝑗 − 𝑢𝑖,𝑗 ] Forward difference
𝜕𝑥
𝜕𝑢 1
 = ℎ [𝑢𝑖,𝑗 − 𝑢𝑖−1,𝑗 ] Backward difference
𝜕𝑥
𝜕𝑢 1
 = 2ℎ [𝑢𝑖+1,𝑗 − 𝑢𝑖−1,𝑗 ] Central difference
𝜕𝑥
𝜕𝑢 1
 = 𝑘 [𝑢𝑖,𝑗+1 − 𝑢𝑖,𝑗 ] Forward difference
𝜕𝑦
𝜕𝑢 1
 = [𝑢𝑖,𝑗 − 𝑢𝑖,𝑗−1 ] Backward difference
𝜕𝑦 𝑘
𝜕𝑢 1
 = 2𝑘 [𝑢𝑖,𝑗+1 − 𝑢𝑖,𝑗−1 ] Central difference
𝜕𝑦
𝜕2 𝑢 1
 = ℎ2 [𝑢𝑖−1,𝑗 − 2𝑢𝑖,𝑗 + 𝑢𝑖+1,𝑗 ]
𝜕𝑥 2
𝜕2 𝑢 1
 = 𝑘 2 [𝑢𝑖,𝑗−1 − 2𝑢𝑖,𝑗 + 𝑢𝑖,𝑗+1 ]
𝜕𝑦 2
 Numerical Solution of One Dimensional Heat Equation: 𝒖𝒕 = 𝒄𝟐 𝒖𝒙𝒙
 Schmidt Formula
𝑘𝑐 2
𝑢𝑖,𝑗+1 = 𝛼𝑢𝑖−1,𝑗 + (1 − 2𝛼)𝑢𝑖,𝑗 + 𝛼𝑢𝑖+1,𝑗 where 𝛼 = 2
ℎ
 Bendre-Schmidt Formula
1 1
𝑢𝑖,𝑗+1 = 2 [𝑢𝑖−1,𝑗 + 𝑢𝑖+1,𝑗 ] where 𝛼 = 2.

1. Find the values of 𝑢(𝑥, 𝑡) satisfying the equation 𝑢𝑡 = 4𝑢𝑥𝑥 and the boundary conditions
𝑥2
𝑢(0, 𝑡) = 0 = 𝑢(8, 𝑡) and 𝑢(𝑥, 0) = 4𝑥 − . Carry out up to two time levels by taking
2
h=1and k=0.1
2. Find the numerical solution of the parabolic equation 3𝑢𝑡 = 𝑢𝑥𝑥 when 𝑢(0, 𝑡) = 0, 𝑢(4, 𝑡) =
0. and 𝑢(𝑥, 0) = 𝑥(4 − 𝑥) by taking h=1 and k=1. Compute the values of 𝑢(𝑥, 𝑡) up to
t = 3.
3. Solve 𝑢𝑡 = 𝑢𝑥𝑥 subject to the conditions 𝑢(0, 𝑡) = 𝑢(1, 𝑡) = 0 𝑎𝑛𝑑 𝑢(𝑥, 0) = 𝑠𝑖𝑛𝜋𝑥 for
0 ≤ 𝑡 ≤ 0.1 taking h=0.2 by using the Bendre-Schmidt formula.
4. Solve the initial boundary value problem 𝑢𝑡 = 𝑢𝑥𝑥 under the conditions 𝑢(0, 𝑡) = 𝑢(1, 𝑡) =
0 𝑎𝑛𝑑 𝑢(𝑥, 0) = 𝑠𝑖𝑛𝜋𝑥 for 0 ≤ 𝑡 ≤ 0.1 using Schmidt method by taking ℎ = 1/3and 𝑘 =
1/36.
5. Solve the initial boundary value problem 𝑢𝑡 = 𝑢𝑥𝑥 , at t=0.002 under the conditions 𝑢(0, 𝑡) =
0 = 𝑢(1, 𝑡) and 𝑢(𝑥, 0) = 𝑓(𝑥), 0 ≤ 𝑥 ≤ 1 using Schmidt method by taking h=0.1 and k =
1
2𝑥
0≤𝑥≤2
0.001, where 𝑓(𝑥) = { 1 .
2(1 − 𝑥) 2 ≤ 𝑥 ≤ 1

Dept. of Mathematics, BMSCE Page 1 of 2


6. Solve the initial boundary value problem 𝑢𝑡 = 4𝑢𝑥𝑥 , at t=0.015 under the conditions
𝑢(0, 𝑡) = 0 = 𝑢(1, 𝑡) 𝑎𝑛𝑑 𝑢(𝑥, 0) = 𝑓(𝑥), 0 ≤ 𝑥 ≤ 1 using Schmidt method by taking
𝜋(1−𝑥) 1
cos ( 2 ) 0 ≤ 𝑥 ≤ 2
h=0.2 and k=0.005, where 𝑓(𝑥) = { 𝜋𝑥 1
cos ( 2 ) ≤𝑥≤1
2
 Numerical Solution of One – Dimensional Wave Equation: 𝒖𝒕𝒕 = 𝒄𝟐 𝒖𝒙𝒙
Finite difference scheme for the wave equation
𝑘
𝑢𝑖,𝑗+1 = 2(1 − 𝛼 2 𝑐 2 )𝑢𝑖,𝑗 + 𝛼 2 𝑐 2 [𝑢𝑖+1,𝑗 + 𝑢𝑖−1,𝑗 ] − 𝑢𝑖,𝑗−1 , where 𝛼 = ℎ.
ℎ 1
𝑢𝑖,𝑗+1 = [𝑢𝑖+1,𝑗 + 𝑢𝑖−1,𝑗 ] − 𝑢𝑖,𝑗−1 , where 𝑐 = 𝑘 , 𝑐 = 𝛼

1. Evaluate the pivotal values of the equation 𝑢𝑡𝑡 = 16𝑢𝑥𝑥 taking h=1 up to two – time levels
with k=0.25. The boundary conditions are 𝑢(0, 𝑡) = 0 = 𝑢(5, 𝑡), 𝑢𝑡 (𝑥, 0) = 0 and
𝑢(𝑥, 0) = 𝑥 2 (5 − 𝑥)
2. Solve 𝑢𝑡𝑡 = 𝑢𝑥𝑥 , 0 ≤ 𝑥 ≤ 1, subject to the initial conditions 𝑢(𝑥, 0) = 𝑠𝑖𝑛𝜋𝑥, 𝑢𝑡 (𝑥, 0) = 0
and the boundary conditions 𝑢(0, 𝑡) = 𝑢(1, 𝑡) = 0 using h=0.2 and k=0.2. Carry out the
computation up to two – time levels.
3. Solve 𝑢𝑡𝑡 = 25𝑢𝑥𝑥 at pivotal points given 𝑢(0, 𝑡) = 0 = 𝑢(5, 𝑡), and
20𝑥 0≤𝑥≤1
𝑢𝑡 (𝑥, 0) = 0 𝑎𝑛𝑑 𝑢(𝑥, 0) = {
5(5 − 𝑥) 1 ≤ 𝑥 ≤ 5
by taking h=1 and k = 0.2. Compute 𝑢(𝑥, 𝑡) 𝑓𝑜𝑟 0 ≤ 𝑡 ≤ 0.4, up to two – time levels.
4. Solve 𝑢𝑡𝑡 = 4𝑢𝑥𝑥 given that 𝑢(0, 𝑡) = 0 = 𝑢(1, 𝑡), 𝑢𝑡 (𝑥, 0) = 0 𝑢(𝑥, 0) = 100sin(𝜋𝑥) in
1 1
the range 0 ≤ 𝑡 ≤ 1 by taking ℎ = 2 𝑎𝑛𝑑 𝑘 = 4. Carry out the computations for two – time
levels.
5. Find the numerical solution 𝑢(𝑥, 𝑡) of hyperbolic equation 𝑢𝑡𝑡 = 4𝑢𝑥𝑥 at 𝑡 = 1 under the
conditions 𝑢(0, 𝑡) = 𝑢(5, 𝑡) = 0, 𝑡 ≥ 0, 𝑢𝑡 (𝑥, 0) = 0 𝑎𝑛𝑑 𝑢(𝑥, 0) = 𝑥(5 − 𝑥), 0 ≤ 𝑥 ≤ 5
by taking h=1nd k=0.5.
6. Solve 𝑢𝑡𝑡 = 𝑢𝑥𝑥 , 0 ≤ 𝑥 ≤ 1, subject to the initial condition 𝑢𝑡 (𝑥, 0) = 0 and
𝜋(1−𝑥) 1
cos ( ) 0≤𝑥≤2
2
𝑢(𝑥, 0) = { 𝜋𝑥 1
, and the boundary conditions
cos ( 2 ) ≤ 𝑥 ≤ 1
2
𝑢(0, 𝑡) = 𝑢(1, 𝑡) = 0 using h=0.25 and k=0.2 Compute up to two time levels.

Dept. of Mathematics, BMSCE Page 2 of 2

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