Defining Elliptic PDE’s

 The general form for a second order linear PDE with two independent
variables ( x, y) and one dependent variable ( ) isu

 2u  2u  2u
A 2 B C 2  D 0
x xy y
 Recall the criteria for an equation of this type to be considered elliptic
B 2  4 AC  0
 For example, examine the Laplace equation given by
 2T  2T
 2  0 , where A  1, B  0, C  1
x 2
y
then
B 2  4 AC  0  4(1)(1)
 4  0
thus allowing us to classify this equation as elliptic.
Physical Example
y
of an Elliptic PDE
Tt

W Tl Tr

x
Tb
L
Schematic diagram of a plate with specified temperature boundary conditions

T T
2 2
The Laplace equation governs the temperature:
  0
x y
2 2
 Discretizing
L
the Elliptic PDE
y x 
Tt m
(0, n) W
x y  (i, j  1)
n y x
y Tr
Tl (i, j ) (i  1, j ) (i, j ) (i  1, j )

x (i, j  1)
(0,0)
Tb (m,0)

T2
T ( x  x, y )  2T ( x, y )  T ( x  x, y )
( x, y ) 
x 2
x  2

 2T T ( x, y  y )  2T ( x, y )  T ( x, y  y )
( x, y ) 
y 2
y  2
 Discretizing the Elliptic PDE
y
Tt
(0, n)
x (i, j  1)
y x
y Tr
Tl (i, j ) (i  1, j ) (i, j ) (i  1, j )

x (i, j  1)
(0,0)
Tb (m,0)

 2T T ( x  x, y )  2T ( x, y )  T ( x  x, y )  2T Ti 1, j  2Ti , j  Ti 1, j

( x , y )  
x 2 x 2 x 2 i, j x 2
 Discretizing the Elliptic PDE
y
Tt
(0, n)
x (i, j  1)
y x
y Tr
Tl (i, j ) (i  1, j ) (i, j ) (i  1, j )

x (i, j  1)
(0,0)
Tb (m,0)

 2T T ( x  x, y )  2T ( x, y )  T ( x  x, y )  2T Ti 1, j  2Ti , j  Ti 1, j

( x , y )  
x 2 x 2 x 2 i, j x 2

 2T T ( x, y  y )  2T ( x, y )  T ( x, y  y )  2T Ti , j 1  2Ti , j  Ti , j 1
( x , y )  
y 2 y 2 y 2 i, j y 2
Discretizing the Elliptic PDE
 2T  2T
 0
x 2
y 2

Substituting these approximations into the Laplace equation yields:

Ti 1, j  2Ti , j  Ti 1, j Ti , j 1  2Ti , j  Ti , j 1

 0
if,
x  2
y  2

x  y
the Laplace equation can be rewritten as

Ti 1, j  Ti 1, j  Ti , j 1  Ti , j 1  4Ti , j  0

Discretizing the Elliptic PDE
Ti 1, j  Ti 1, j  Ti , j 1  Ti , j 1  4Ti , j  0
Once the governing equation has been discretized
there are several numerical methods that can be
used to solve the problem.

We will examine the:

•Direct Method
•Gauss-Seidel Method
•Lieberman Method
 Example 1: Direct Method
Consider a plate 2.4 m  3.0 that
m is subjected to the boundary conditions shown
below. Find the temperature at the interior nodes using a square grid with a
length of by using0.the
6 mdirect method.
y

300 C

75 C
3.0 m 100 C

x
50 C

2 .4 m
Example 1: Direct Method
We can discretize the plate by taking,
x  y  0.6m
 Example 1: Direct Method
The nodal temperatures at the boundary nodes are given by:

y 300 C

T 0,5 T1,5 T2,5 T3,5 T4,5

T0, 4
T0, j  75, j  1,2,3,4
T1, 4 T2, 4 T3, 4 T4, 4

75 C T0,3 100 C T4, j  100, j  1,2,3,4

T1,3 T2,3 T3,3 T4,3
T0, 2 Ti , 0  50, i  1,2,3
T1, 2 T2, 2 T3, 2 T4, 2

T0,1 T1,1 T2,1 T3,1 T4,1

Ti ,5  300, i  1,2,3
x
T0, 0 T1, 0 T2, 0 T3, 0 T4, 0

50 C
 Example 1: Direct Method
y

T 0,5 T1,5 T2,5 T3,5 T4,5

T0, 4
T1, 4 T2, 4 T3, 4 T4, 4
T0,3
T1,3 T2,3 T3,3 T4,3
T0, 2
T1, 2 T2, 2 T3, 2 T4, 2

T0,1 T1,1 T2,1 T3,1 T4,1

x
T0, 0 T1, 0 T2, 0 T3, 0 T4, 0

Here we develop the equation for the temperature at the node (2,3)
i=2 and j=3 Ti 1, j  Ti 1, j  Ti , j 1  Ti , j 1  4Ti , j  0
T3,3  T1,3  T2, 4  T2, 2  4T2,3  0
T1,3  T2, 2  4T2,3  T2, 4  T3,3  0
 Example 1: Direct Method
We can develop similar equations for every interior node leaving us with an
equal number of equations and unknowns.

Question: How many equations would this generate?

 Example 1: Direct Method
We can develop similar equations for every interior node leaving us with an
equal number of equations and unknowns.

Question: How many equations would this generate? Answer: 12

y

 T1,1  73.8924
T    300
  
1, 2 93.0252 
300 300
 T1,3  119 .907 
   
T1, 4  173.355  75 100
T2,1  77.5443 173 199 182
   
T
Solving yields:  2, 2    103 .302  C 75 100
120 138 131
T  138.248 
 2,3   
T
 2, 4   198 .512  75
93 103 104
100
 T  82.9833
 3,1   
T3, 2  104.389  75
74 78 83 100
   
T
  
3 , 3 131 . 271  x
T3, 4  182.446  50 50 50
The Gauss-Seidel Method
Recall the discretized equation

Ti 1, j  Ti 1, j  Ti , j 1  Ti , j 1  4Ti , j  0

This can be rewritten as
Ti 1, j  Ti 1, j  Ti , j 1  Ti , j 1
Ti , j 
4
For the Gauss-Seidel Method, this equation
is solved iteratively for all interior nodes
until a pre-specified tolerance is met.
 Example 2: Gauss-Seidel Method
Consider a plate 2.4 m  3.0 thatm is subjected to the boundary conditions shown
below. Find the temperature at the interior nodes using a square grid with a
length of using the0.6Gauss-Siedel
m method. Assume the initial temperature at
all interior nodes to be . 0 C
y

300 C

75 C
3.0 m 100 C

x
50 C

2 .4 m
Example 2: Gauss-Seidel Method
We can discretize the plate by taking
x  y  0.6m
 Example 2: Gauss-Seidel Method
The nodal temperatures at the boundary nodes are given by:

y 300 C

T 0,5 T1,5 T2,5 T3,5 T4,5

T0, 4
T0, j  75, j  1,2,3,4
T1, 4 T2, 4 T3, 4 T4, 4

75 C T0,3 100 C T4, j  100, j  1,2,3,4

T1,3 T2,3 T3,3 T4,3
T0, 2 Ti , 0  50, i  1,2,3
T1, 2 T2, 2 T3, 2 T4, 2

T0,1 T1,1 T2,1 T3,1 T4,1

Ti ,5  300, i  1,2,3
x
T0, 0 T1, 0 T2, 0 T3, 0 T4, 0

50 C
 Example 2: Gauss-Seidel Method
•Now we can begin to solve for the temperature at each interior node using

Ti 1, j  Ti 1, j  Ti , j 1  Ti , j 1
Ti , j 
4
•Assume all internal nodes to have an initial temperature of zero.

Iteration #1
T2,1  T0,1  T1, 2  T1, 0
i=1 and j=1 T1,1 
4
0  75  0  50

4
 31.2500 C
T2, 2  T0, 2  T1,3  T1,1
i=1 and j=2 T1, 2 
4
0  75  0  31.2500

4

 26.5625C
 Example 2: Gauss-Seidel Method
After the first iteration, the temperatures are as follows. These will now be used as
the nodal temperatures for the second iteration.
y

300 C

100 102 135

75 C 25 9 .3 37 100 C

27 12 39

31 20 43
x
50 C
Example 2: Gauss-Seidel Method
Iteration #2

i=1 and j=1

T2,1  T0,1  T1, 2  T1, 0 T1,present  T previous

T1,1   a 1,1  1 present1,1  100

4 T1,1
20.3125  75  26.5625  50 42.9688  31.2500
   100
4 42.9688
 42.9688C  27.27%
Example 2: Gauss-Seidel Method
The figures below show the temperature distribution and absolute relative
error distribution in the plate after two iterations:

Absolute Relative
Approximate
Temperature Distribution Error Distribution
y y
300 300 300

75
133 156 161 100 25% 34% 16%
75
56 56 87 100 54% 83% 58%
75
39 29 56 100 31% 62% 32%
75
43 37 56 100 27% 45% 24%
x x
50 50 50
Example 2: Gauss-Seidel Method
Temperature Distribution in the Plate (°C)
Node
Number of Iterations
1 2 10 Exact
T1,1 31.2500 42.9688 73.0239
T1, 2 26.5625 38.7695 91.9585
T1,3 25.3906 55.7861 119.0976
T1, 4 100.0977 133.2825 172.9755
T2,1 20.3125 36.8164 76.6127
T2, 2 11.7188 30.8594 102.1577
T2,3 9.2773 56.4880 137.3802
T2, 4 102.3438 156.1493 198.1055
T3,1 42.5781 56.3477 82.4837
T3, 2 38.5742 56.0425 103.7757
T3,3 36.9629 86.8393 130.8056
T3, 4 134.8267 160.7471 182.2278
The Lieberman Method
Recall the equation used in the Gauss-
Siedel Method,
Ti 1, j  Ti 1, j  Ti , j 1  Ti , j 1
Ti , j 
4
Because the Guass-Siedel Method is
guaranteed to converge, we can accelerate
the process by using over- relaxation. In
this case,
T relaxed
i, j  T new
i, j  (1   )Told
i, j
 Example 3: Lieberman Method
Consider a plate 2.4 m  3.0 thatm is subjected to the boundary conditions shown
below. Find the temperature at the interior nodes using a square grid with a
length of 0.6 m
. Use a weighting factor of 1.4 in the Lieberman method. Assume
the initial temperature at all interior nodes to be . 0 C
y

300 C

75 C
3.0 m 100 C

x
50 C

2 .4 m
Example 3: Lieberman Method
We can discretize the plate by taking
x  y  0.6m
 Example 3: Lieberman Method
We can also develop equations for the boundary conditions to define the
temperature of the exterior nodes.

y 300 C

T 0,5 T1,5 T2,5 T3,5 T4,5

T0, 4
T0, j  75, j  1,2,3,4
T1, 4 T2, 4 T3, 4 T4, 4

75 C T0,3 100 C T4, j  100, j  1,2,3,4

T1,3 T2,3 T3,3 T4,3
T0, 2 Ti , 0  50, i  1,2,3
T1, 2 T2, 2 T3, 2 T4, 2

T0,1 T1,1 T2,1 T3,1 T4,1

Ti ,5  300, i  1,2,3
x
T0, 0 T1, 0 T2, 0 T3, 0 T4, 0

50 C
 Example 3: Lieberman Method
•Now we can begin to solve for the temperature at each interior node using the
rewritten Laplace equation from the Gauss-Siedel method.

•Once we have the temperature value for each node we will apply the over
relaxation equation of the Lieberman method

•Assume all internal nodes to have an initial temperature of zero.

Iteration #1 Iteration #2
T2,1  T0,1  T1, 2  T1, 0 T2, 2  T0, 2  T1,3  T1,1
i=1 and j=1 T1,1  i=1 and j=2 T1, 2 
4 4
0  75  0  50 0  75  0  43.75
 
4 4
 31.2500 C  29.6875C
T relaxed
1,1  T new
1,1  (1   )T old
1,1
T1,1relaxed  T1,1new  (1   )T1,1old
 1.4(31.2500)  (1  1.4)0  1.4(29.6875)  (1  1.4)0
 43.7500C  41.5625C
 Example 3: Lieberman Method
After the first iteration the temperatures are as follows. These will be used as the
initial nodal temperatures during the second iteration.

300 C

146 164 221

75 C 41 23 66 100 C

42 26 67

44 33 64
x
50 C
Example 3: Lieberman Method
Iteration #2

i=1 and j=1

T2,1  T0,1  T1, 2  T1, 0 T1,present  T previous

T1,1   a 1,1  1 1,1

present
100
4 T1,1

32.8125  75  41.5625  50 52.2813  43.7500

  100
4 52.2813
 49.8438C  16.32%

T1,1relaxed  T1,1new  (1   )T1,1old

 1.4(49.8438)  (1  1.4)43.75
 52.2813C
 Example 3: Lieberman Method
The figures below show the temperature distribution and absolute relative
error distribution in the plate after two iterations:

Absolute Relative
Temperature Distribution Approximate
y y Error Distribution
300 300 300

75
161 216 181 100 9.6% 24% 22%
75
87 122 155 100 53% 81% 57%
75
51 58 76 100 19% 55% 13%
75
52 54 69 100 16% 39% 7.5%
x x
50 50 50
Example 3: Lieberman Method
Temperature Distribution in the Plate (°C)
Node
Number of Iterations
1 2 9 Exact
T1,1 43.7500 52.2813 73.7832
T1, 2 41.5625 51.3133 92.9758
T1,3 40.7969 87.0125 119.9378
T1, 4 145.5289 160.9353 173.3937
T2,1 32.8125 54.1789 77.5449
T2, 2 26.0313 57.9731 103.3285
T2,3 23.3898 122.0937 138.3236
T2, 4 164.1216 215.6582 198.5498
T3,1 63.9844 69.1458 82.9805
T3, 2 66.5055 76.1516 104.3815
T3,3 66.4634 155.0472 131.2525
T3, 4 220.7047 181.4650 182.4230
Alternative Boundary Conditions
 In Examples 1-3, the boundary conditions on the plate had a specified
temperature on each edge. What if the conditions are different ? For
example, what if one of the edges of the plate is insulated.
 In this case, the boundary condition would be the derivative of the
temperature. Because if the right edge of the plate is insulated, then
the temperatures on the right edge nodes also become unknowns.

300 C

75 C
3 .0 m Insulated

x
50 C

2 .4 m
 Alternative Boundary Conditions
 The finite difference equation in this case for the right edge for the
nodes (m , j)
for j  2,3,..n  1
Tm 1, j  Tm 1, j  Tm , j 1  Tm , j 1  4Tm , j  0
 However the node (m  1, isj )not inside the plate. The derivative
boundary condition needs to be used to account for these additional
unknown nodal temperatures on the right edge. This is done by
approximating the derivative at the edge node as
(m, j ) y

300 C
T Tm 1, j  Tm 1, j

x m, j 2(x)
75 C
3 .0 m Insulated

x
50 C
2 .4 m
Alternative Boundary Conditions
 Rearranging this approximation gives us,
T
Tm 1, j  Tm 1, j  2(x)
x m, j

 We can then substitute this into the original equation gives us,

T
2Tm 1, j  2(x)  Tm , j 1  Tm , j 1  4Tm , j  0
x m, j

 Recall that is the edge is insulated then,

T
0
x m, j
 Substituting this again yields,
2Tm 1, j  Tm , j 1  Tm , j 1  4Tm , j  0
 Example 3: Alternative Boundary
Conditions
A plate2.4 m  3.0 m is subjected to the temperatures and insulated boundary
conditions as shown in Fig. 12. Use a square grid length of 0.6 m . Assume the
initial temperatures at all of the interior nodes to be 0 C. Find the temperatures
at the interior nodes using the direct method.
y

300 C

75 C
3 .0 m Insulated

x
50 C

2 .4 m
 Example 3: Alternative Boundary
Conditions
We can discretize the plate taking,

x  y  0.6m
 Example 3: Alternative Boundary
Conditions
We can also develop equations for the boundary conditions to define the
temperature of the exterior nodes.

y 300 C
T1,5 T2,5 T3,5 T4,5
T 0,5
T0, j  75; j  1,2,3,4
T0, 4
T1, 4 T2, 4 T3, 4 T4, 4 Ti , 0  50; i  1,2,3,4
75 C T0,3
T1,3 T2,3 T3,3 T4,3 Insulated
Ti ,5  300; i  1,2,3,4
T0, 2
T1, 2 T2, 2 T3, 2 T4, 2
T
T0,1  0; j  1,2,3,4
T1,1 T2,1 T3,1 T4,1
x
x 4, j
T0, 0 T1, 0 T2, 0 T3, 0 T4, 0

50 C
 Example 3: Alternative Boundary
Conditionsy

T 0,5 T1,5 T2,5 T3,5 T4,5

T0, 4
T1, 4 T2, 4 T3, 4 T4, 4
T0,3
T1,3 T2,3 T3,3 T4,3
T0, 2
T1, 2 T2, 2 T3, 2 T4, 2

T0,1 T1,1 T2,1 T3,1 T4,1

x
T0, 0 T1, 0 T2, 0 T3, 0 T4, 0

Here we develop the equation for the temperature at the node (4,3), to
show the effects of the alternative boundary condition.
i=4 and j=3 2T
3, 3  T4, 2  T4, 4  4T4,3  0
2T3,3  T4, 2  4T4,3  T4, 4  0
 Example 3: Alternative Boundary
Conditions
The addition of the equations for the boundary conditions gives us a system
of 16 equations with 16 unknowns.
 T1,1  76.8254
T   
 1, 2  99.4444 y
 T1,3  128.617 
    300 300 300
T1, 4  180.410 
T2,1   82.8571
    75
T2, 2  117 .335  180 218 232 233
T  159.614 
 2,3    75
 T 
Solving yields: 2, 4   218.021 C 129 160 174 179
T   
 3,1  87.2678 75
T3, 2  127.426  99 117 127 131
    75
T3,3  174.483  77 83 87 89
T3, 4  232.060
    x
T4,1  88.7882 50 50 50
T  130.617 
 4, 2   
T4,3  178.830 
   
T4, 4   232.738