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Partial Differential Equations: Paul Heckbert Computer Science Department Carnegie Mellon University

The document discusses partial differential equations (PDEs) and their classification. It provides examples of common PDEs that arise in science and engineering applications, such as the heat equation, wave equation, and Schrodinger equation. It also describes how PDEs can be solved numerically using finite difference and finite element methods that discretize the equations in space and time.

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159 views13 pages

Partial Differential Equations: Paul Heckbert Computer Science Department Carnegie Mellon University

The document discusses partial differential equations (PDEs) and their classification. It provides examples of common PDEs that arise in science and engineering applications, such as the heat equation, wave equation, and Schrodinger equation. It also describes how PDEs can be solved numerically using finite difference and finite element methods that discretize the equations in space and time.

Uploaded by

Don eladio
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 PPT, PDF, TXT or read online on Scribd
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Partial

Differential Equations

Paul Heckbert

Computer Science Department


Carnegie Mellon University

7 Nov. 2000 15-859B - Introduction to Scientific Computing 1


Differential Equation Classes 1
• dimension of unknown:
– ordinary differential equation (ODE) – unknown is a function
of one variable, e.g. y(t)
– partial differential equation (PDE) – unknown is a function
of multiple variables, e.g. u(t,x,y)
• number of equations:
– single differential equation, e.g. y’=y
– system of differential equations (coupled), e.g. y1’=y2, y2’=-g
• order
– nth order DE has nth derivative, and no higher, e.g. y’’=-g

7 Nov. 2000 15-859B - Introduction to Scientific Computing 2


Differential Equation Classes 2
• linear & nonlinear:
– linear differential equation: all terms linear in unknown
and its derivatives
– e.g.
• x’’+ax’+bx+c=0 – linear
• x’=t2x – linear
• x’’=1/x – nonlinear

7 Nov. 2000 15-859B - Introduction to Scientific Computing 3


PDE’s in Science & Engineering 1
• Laplace’s Equation: 2u = uxx +uyy +uzz = 0
– unknown: u(x,y,z)
– gravitational / electrostatic potential

• Heat Equation: ut = a22u


– unknown: u(t,x,y,z)
– heat conduction
• Wave Equation: utt = a22u
– unknown: u(t,x,y,z)
– wave propagation
7 Nov. 2000 15-859B - Introduction to Scientific Computing 4
PDE’s in Science & Engineering 2
• Schrödinger Wave Equation
– quantum mechanics
– (electron probability densities)

• Navier-Stokes Equation
– fluid flow (fluid velocity & pressure)

7 Nov. 2000 15-859B - Introduction to Scientific Computing 5


2nd Order PDE Classification
• We classify conic curve ax2+bxy+cy2+dx+ey+f=0 as
ellipse/parabola/hyperbola according to sign of
discriminant b2-4ac.
• Similarly we classify 2nd order PDE
auxx+buxy+cuyy+dux+euy+fu+g=0:

b2-4ac < 0 – elliptic (e.g. equilibrium)


b2-4ac = 0 – parabolic (e.g. diffusion)
b2-4ac > 0 – hyperbolic (e.g. wave motion)

For general PDE’s, class can change from point to point


7 Nov. 2000 15-859B - Introduction to Scientific Computing 6
Example: Wave Equation
• utt = c uxx for 0x1, t0
• initial cond.: u(0,x)=sin(x)+x+2, ut(0,x)=4sin(2x)
• boundary cond.: u(t,0) = 2, u(t,1)=3
• c=1
• unknown: u(t,x)

• simulated using Euler’s method in t


• discretize unknown function: j  u (k t , j x )
k
u

7 Nov. 2000 15-859B - Introduction to Scientific Computing 7


Wave Equation: Numerical Solution
t 2
u kj 1  2u kj  u kj 1  c 2  u kj 1  2u kj  u kj 1 
x
k+1

k
u0 = ... k-1
u1 = ... j-1 j j+1
for t = 2*dt:dt:endt
u2(2:n) = 2*u1(2:n)-u0(2:n)
+c*(dt/dx)^2*(u1(3:n+1)-2*u1(2:n)+u1(1:n-1));
u0 = u1;
u1 = u2;
end
7 Nov. 2000 15-859B - Introduction to Scientific Computing 8
Wave Equation Results
dx=1/30
dt=.01

7 Nov. 2000 15-859B - Introduction to Scientific Computing 9


Wave Equation Results

7 Nov. 2000 15-859B - Introduction to Scientific Computing 10


Wave Equation Results

7 Nov. 2000 15-859B - Introduction to Scientific Computing 11


Poor results when dt too big
dx=.05
dt=.06

Euler’s method
unstable when
step too large

7 Nov. 2000 15-859B - Introduction to Scientific Computing 12


PDE Solution Methods
• Discretize in space, transform into system of IVP’s
• Discretize in space and time, finite difference method.
• Discretize in space and time, finite element method.
– Latter methods yield sparse systems.

• Sometimes the geometry and boundary conditions are


simple (e.g. rectangular grid);
• Sometimes they’re not (need mesh of triangles).

7 Nov. 2000 15-859B - Introduction to Scientific Computing 13

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