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1
Part 8 -
Chapter 29
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2
Part 8
Partial Differential Equations
Table PT8.1
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3
Figure PT8.4
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4
Finite Difference: Elliptic Equations Chapter 29
Solution Technique • Elliptic equations in engineering are typically used to
characterize steady-state, boundary value problems.
• For numerical solution of elliptic PDEs, the PDE is transformed into an algebraic difference equation.
• Because of its simplicity and general relevance to most areas of engineering, we will use a heated plate as an example for solving elliptic PDEs.
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5
Figure 29.1
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6
Figure 29.3
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7
The Laplacian Difference Equations/
04
022
2
2
0
,1,1,,1,1
2
1,,1,
2
,1,,1
2
1,,1,
2
2
2
,1,,1
2
2
2
2
2
2
jijijijiji
jijijijijiji
jijiji
jijiji
TTTTT
yx
y
TTT
x
TTT
y
TTT
y
T
x
TTT
x
T
y
T
x
T
Laplacian difference
equation.
Holds for all interior points
Laplace Equation
O[(x)2]
O[(y)2]
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8
Figure 29.4
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9
• In addition, boundary conditions along the edges must be
specified to obtain a unique solution.
• The simplest case is where the temperature at the boundary is
set at a fixed value, Dirichlet boundary condition.
• A balance for node (1,1) is:
• Similar equations can be developed for other interior points
to result a set of simultaneous equations.
04
0
75
04
211211
10
01
1110120121
TTT
T
T
TTTTT
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10
1504
1004
1754
504
04
754
504
04
754
332332
33231322
231312
33322231
2332221221
13221211
323121
22132111
122111
TTT
TTTT
TTT
TTTT
TTTTT
TTTT
TTT
TTTT
TTT
• The result is a set of nine simultaneous equations with nine
unknowns:
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11
The Liebmann Method/
• Most numerical solutions of Laplace equation
involve systems that are very large.
• For larger size grids, a significant number of
terms will b e zero.
• For such sparse systems, most commonly
employed approach is Gauss-Seidel, which
when applied to PDEs is also referred as
Liebmann’s method.
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12
Boundary Conditions
• We will address problems that involve boundaries at
which the derivative is specified and boundaries that
are irregularly shaped.
Derivative Boundary Conditions/
• Known as a Neumann boundary condition.
• For the heated plate problem, heat flux is specified at
the boundary, rather than the temperature.
• If the edge is insulated, this derivative becomes zero.
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13
Figure 29.7
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14
0422
2
2
04
,01,01,0,1
,1,1
,1,1
,01,01,0,1,1
jjjj
jj
jj
jjjjj
TTTx
TxT
x
TxTT
x
TT
x
T
TTTTT
•Thus, the derivative has been incorporated into the
balance.
•Similar relationships can be developed for derivative
boundary conditions at the other edges.
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15
Irregular
Boundaries
• Many
engineering
problems
exhibit
irregular
boundaries.
Figure 29.9
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16
• First derivatives in the x direction can be
approximated as:
)()(
2
2
2
2
212
,,1
211
,,1
22
2
21
2
,,1
1
,1,
2
2
21
,11,
2
2
2
,,1
1,
1
,1,
,1
jijijiji
jijijiji
iiii
jiji
ii
jiji
ii
TTTT
xx
T
xx
x
TT
x
TT
x
T
xx
x
T
x
T
x
T
xx
T
x
TT
x
T
x
TT
x
T
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17
• A similar equation can be developed in the y direction.
Control-Volume Approach Figure 29.12
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18
Figure 29.13
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19
• The control-volume approach resembles the
point-wise approach in that points are
determined across the domain.
• In this case, rather than approximating the
PDE at a point, the approximation is applied to
a volume surrounding the point.