Faculty Name

Prof. A. A. Saati
 Engineering Analysis
OR
Computational Fluid Dynamics/Mechanics
(CFD/CFM)

2
3
Part 2 - Classification of ODE and PDE
Equations

Classification of ODE and PDE Equations :

1. Classification of ODE Equations

2. Classification of PDE Equations

4
Ordinary Differential Equations vs.
Partial Differential Equations
Partial Differential Equations
A relatively simple partial
differential equation is
ux(x, y)=0
General solution of the
above equation is
u(x, y)=f(y)
General solution involves
arbitrary functions
Ordinary Differential Equations
The analogous ordinary
differential equation is
u’(x)=0
General solution of the
above equation is
u(x)=c
General solution involves
arbitrary constants
5
1. Classification of ODE Equations

1.1 Classifying a differential equations as

ordinary or partial:
 Examples:
dy
 x is an example of an ordinary differential equation
dx

f f
  6 is an example of a partial differential equation
x y

6
1.1 Classifying a differential equations as
ordinary or partial:
 Examples:

 An example of an ordinary differential equation

Spherical
Ball
Hot Water

d
hA   a   mC
dt
 Assumption: Ball is a lumped system.
 Number of Independent variables: One (t)
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  Examples:

 An example of partial differential equation

Spherical
Ball
Hot Water

k   2 T  k   T  k  2T T
 r    sin     C , t  0, T (r , ,  ,0)  Ta
r r  r  r sin   
2 2
  r sin  
2 2 2
t

 Assumption: Ball is not a lumped system.

 Number of Independent variables: Four (r,θ,φ,t)

8
1.2 Classifying a differential equation by order:
 The order of an ordinary differential equation is the
order of the highest-order derivatives present in the
equation.

 Examples:
dy
 dx
x the order is 1.
f f
 
x y
6 the order is 1.
d3y dy
 dx 3
 2
dx
x the order is 3.

9
1.3 Classifying an ordinary differential
equation as linear or non- linear:
 ODE is linear if:
a) That no products of the dependent variable and/or
its derivatives are present.

b) No transcendental functions (sine, cosine, ey , arcsin,

log, etc.) of the dependent variable and/or its
derivatives are present.

10
1.3 Classifying an ordinary differential
equation as linear or non- linear:
 Examples:
Linear Nonlinear
d3y dy d3y dy
b 3
 2 x 3
y x
dx dx dx dx
d 3 y dy 2
3
( )  x
dx dx
d3y d3y
c  sin x 3
 sin y
dx 3 dx
3
d x d 3x
c  e t  e x

dt 3 dt 3
11
2 - Classification of Partial Differential
Equations (PDE)

 Partial Differential Equations (PDEs).

 What is a PDE?
 Examples of Important PDEs.
 Classification of PDEs.

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2.1 Introductory Remarks
 An equation which involves several independent
variables (usually denoted x, y, z, t, …..),
 A dependent function u of these variables, and the
partial derivatives of the dependent function u
with respect to the independent variables such as
F(x, y, z, t, ….., ux , uy , uz , ut , ….., uxx , uyy , ….., uxy , …..)=0
is called a partial differential equation.
 Partial differential equations (PDE) are used to
formulate, and thus aid the solution of, problems
involving functions of several variables; such as the
propagation of sound or heat, electrostatics,
electrodynamics, fluid flow, and elasticity.
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 Examples: Partial differential equations (PDE)
i. ut=k(uxx + uyy + uzz) [linear three-dimensional heat
equation]
ii. uxx + uyy + uzz=0 [Laplace equation in three
dimensions]
iii. utt=c2(uxx + uyy + uzz) [linear three-dimensional
wave equation]
iv. ut + uux=μuxx [nonlinear one-dimensional Burger
equation]
v.  u ( x, t )  u ( x, t ) [linear one-dimensional
2
k heat equation]
t x 2

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2.1 Introductory Remarks
 The order of a PDE is the order of the highest
derivative occurring in the equation.
 All the above examples are second order PDE.
 ut=uuxxx + sin x is an example for third order partial
differential equation.

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 Linear Partial Differential Equations:

 The equation is called linear if the unknown

function only appears in a linear form.
a(x, y)ux + b(x, y)uy + c(x, y)u=d(x, y)

 Almost linear partial differential equations

P(x, y)ux + Q(x, y)uy=R(x, y, u)

 Quasi-linear partial differential equations

P(x, y, u)ux + Q(x, y, u)uy= R(x, y, u)
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 Partial differential Equations (PDE) is linear if:
a) That no products of the dependent variable and/or
its derivatives are present.

b) No transcendental functions (sine, cosine, ey , arcsin,

log, etc.) of the dependent variable and/or its
derivatives are present.

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 Linear and Nonlinear PDEs
 Example of linear PDE :
2 u xx  1 u xt  3 utt  4 u x  cos(2t )  0
2 u xx  3 ut  4 u x  0
u u
 a
t x
Examples of Nonlinear PDE
2 u xx  u xt   3 utt  0
2

u xx  2 u xt  3 ut  0
2 u xx  2 u xt ut  3 ut  0
u u
 u
t x 18
  Representing the Solution of a PDE
(Two Independent Variables)
 Three main ways to represent the solution

T ( x1 , t1 ) T=5.2

t1 T=3.5

2-D Plot
Different curves are used
for different values of one
of the independent
variable
x1
3-D Plot The axis represent the
independent variables.
Three dimensional plot of
the function T(x,t) The value of the function is
displayed at grid points

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 Example 2-D Plot Different curves are used for
different values of one of the independent variable
Different curve is
used for each value
Heat Equation of t

ice ice Temperature Temperature at

x different x at t=0
Thin metal rod insulated
everywhere except at the
edges. At t =0 the rod is
placed in ice

 2 T ( x, t )  T ( x, t ) Position x
 0
x 2
t Temperature at
T (0, t )  T (1, t )  0 different x at t=h

T ( x,0)  sin( x)
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 Examples of PDEs

PDEs are used to model many systems in many

different fields of science and engineering.

Important Examples:
 Laplace Equation
 Heat Equation
 Wave Equation

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 Laplace Equation

 2u ( x , y , z )  2u ( x , y , z )  2u ( x , y , z )
  0
x 2
y 2
z 2

 Used to describe the steady state distribution of

heat in a body.
 Also used to describe the steady state distribution
of electrical charge in a body.

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 Heat Equation

 u ( x, y , z , t )   2u  2u  2u 
   2  2  2 

t  x y z 

 The function u(x,y,z,t) is used to represent the

temperature at time t in a physical body at a
point with coordinates (x,y,z)
  is the thermal diffusivity. It is sufficient to
consider the case  = 1.

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 Simpler Heat Equation

 T ( x, t )  T ( x, t )
2
 x
t x 2

 T(x,t) is used to represent the

temperature at time t at the point x of
the thin rod.

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 Wave Equation

 2u ( x, y , z , t )   2
u  2
u  2
u 
 c  2  2  2
2


t 2
 x y z 

 The function u(x,y,z,t) is used to represent the

displacement at time t of a particle whose position
at rest is (x,y,z) .
 The constant c represents the propagation speed of
the wave.

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26
 Classification of PDE’s
 Linear Second order PDEs are important sets of
equations that are used to model many systems in
many different fields of science and engineering.
 Classification is important because:
 Each category relates to specific engineering
problems.
 Different approaches are used to solve these
categories.

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 Classification of PDE’s
 To classify the second-order PDE, Consider
the following equation
 2  2  2  
A 2 B C 2  D E  F  G  0
x xy y x y
 2  2  2
A 2 B  C 2  H (1)
x xy y
 
H D E  F  G
x y
 Where A,B,C,D,E,F and G are function of the independent
variables x & y and dependent variable 

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 Second-Order PDEs (contd.)
 Assume that    ( x, y ) is a solution of the
differential equation

 The solution describes a surface in space on

which curves may be drawn.

 These curves are known as the characteristic

curves and it is a patch various solutions of
the differential equation.

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 Second-Order PDEs(contd.)
Note:
 The 2nd order derivatives along the characteristic curves are
indeterminate and may be discontinuous
 No discontinuity in the first derivatives is allowed.
 The differentials of x and  y represent changes from
   
location x, y to x  dx, y  dy across the
characteristics
 x  x  2  2
d x  dx  dy  2 dx  dy (2)
x y x xy
 y  y
 2  2
d y  dx  dy  dx  2 dy (3)
x y yx y
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 Second-Order PDEs(contd.)
Note:
 The above 3 equations can be solved by using Cramer’s rule

A H C
dx dx 0
2 0 d y dy

xy A B C
dx dy 0
0 dx dy
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 Second-Order PDEs(contd.)
Note:
 Setting the denominator equal to zero

A B C
dx dy 0  0
0 dx dy
 Yields to equation 2
 dy   dy 
A   B   C  0
 dx   dx 
 dy  B  B  4 AC
2

 
 dx  2A 32
 Second-Order PDEs(contd.)
Note:
 The Classification of 2nd Order Linear PDE’s
 2  2  2
A 2 B C 2  H  0
x xy y
 Can be Classified based on ( B 2  4 AC ) as follow:

a) Elliptic if B2  4 AC  0
b) Parabolic if B2  4 AC  0

c) Hyperbolic if B 2  4 AC  0
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 Linear Second Order PDE
Examples (Classification)
 2u ( x , y )  2u ( x , y )
Laplace Equation  0
x 2
y 2

A  1, B  0, C  1  B 2  4 AC  0
 Laplace Equation is Elliptic
One possible solution : u( x, y )  e x sin y
u x  e x sin y , u xx  e x sin y
u y  e x cos y , u yy  e x sin y
u xx  u yy  0

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 Linear Second Order PDE
Examples (Classification)
 2u ( x , t )  u ( x , t )
Heat Equation   0
x 2
t
A   , B  0, C  0  B 2  4 AC  0
 Heat Equation is Parabolic
______________________________________
 2
u ( x , t )  2
u ( x, t )
Wave Equation c 2
 0
x 2
t 2

A  c 2  0, B  0, C  1  B 2  4 AC  0
 Wave Equation is Hyperbolic

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 Mixed Equations

36
 Model Equations
The selected model PDEs which will be used
in the next chapter are as follows
a) Laplace’s equation    
2 2
 0
x 2
y 2

b) Poisson’s equation  
2 2
 2  f ( x, y )
x 2
y
c) Unsteady heat conduction equation
T  T  T 
2 2
   2  2 
t  x y 
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 Model Equations (contd.)
d) The y-component of the Navier-Stokes
equation u  2u
v
t y2

u 2  u 
2 2
e) The wave equation  a  2 
t 2
 y 
u u
f) The Burgers equation  u
t x

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 Initial and Boundary Conditions

 Initial Conditions:
An initial conditions is a requirement for dependent
variable is specified at some initial stat

 Boundary Condition:
A boundary conditions is a requirement for dependent
variable or its derivative must satisfy on the boundary of
the domain of PDE.

39
 Initial and Boundary Conditions (contd.)
 Types of Boundary Condition:
1. The Dirichlet boundary condition. If the dependent
variable along the boundary is satisfy.
2. The Neumann boundary condition. If the normal gradient
of the dependent variable along the boundary is satisfy
3. The Robin boundary condition. If the imposed boundary
condition is a linear combination of types 1 & 2
4. The mixed boundary condition. If the boundary condition
along a certain portion of the boundary is type 1, and on
anther portion of the boundary is type 2

40
 Boundary Conditions for PDEs
 To uniquely specify a solution to the PDE, a set of
boundary conditions are needed.
 Both regular and irregular boundaries are possible.

t
 2u( x, t ) u( x, t )
Heat Equation :   0
x 2
t region of
interest
u(0, t )  0
u(1, t )  0
x
u( x,0)  sin( x ) 1

41
 The Solution Methods for PDEs
 Analytic solutions are possible for simple and special
(idealized) cases only.

 To make use of the nature of the equations, different

methods are used to solve different classes of PDEs.

 The methods discussed here are based on the finite

difference technique.

42
43
 Example
 Consider transient conduction in two-dimensions.
Assume that along rectangular bar has been heated to a
temperature distribution of T  f ( x, y )
T   2T  2T 
 ------------------------------------------------ t    x 2  y 2 
 
 Initial condition
 This is call an initial condition, such that
for t = 0 T  f ( x, y )
 -----------------------------------------------------------------------
 Boundary conditions
 Now, place the bar in an environment in which the lower
and right sides are in contact with a convicting fluid of
and constant coefficient of h,
 while the left side is insulated (adiabatic)
 And the upper side is kept at a constant temperature
44
 The corresponding boundary conditions
are: T
t0 x0 0
x
T
  T  T f 
h
xL x k
T h
y0  T  T f 
y k

yH T  TC

45
 Remarks and Definitions
 In order to solve a PDE by numerical methods the
partial derivatives in the equation are approximated
by finite difference relation

 The resulting approximate equation, which

represents the original PDE, is called a finite
difference equation (FDE)

 Example: Consider a two-dimensional rectangular

domain. We wish to solve a PDE within this
domain subject to imposed initial and boundary
conditions.
46
 Remarks and Definitions (contd.)
 The rectangular domain is divided into equal
increments in the x and y directions
 Note that increment in the x direction do not need
to be equal to the increments in the y direction.

47
 Remarks and Definitions (contd.)
 The location of mesh points, grid points, or nodes is
designated by i an the x direction and by j in the y
direction.

L
IM  1
x
L
x 
( IM  1)
H
JM  1
y
H
y 
( JM  1)
48
 Remarks and Definitions

49
 Remarks and Definitions

50
 Remarks and Definitions

51
THE END
OF PART 2

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