NGM_JF006_1: Computational Fluid Dynamics Széchenyi University

Instructor: D. Feszty, T. Jakubík Audi Department of Vehicle Engineering

4. CLASSIFICATION OF DIFFERENTIAL EQUATIONS

The governing equations of fluid flows (i.e. the N-S or Euler equations) as well as
the simpler model equations used to study CFD are differential equations.
Before attempting to solve them numerically, it is important to develop clear
understanding of their character, which is the subject of this Chapter.

4.1. ODE vs. PDE

ODE (Ordinary Differential Equation)

- contains functions and derivatives of only ONE SINGLE VARIABLE

PDE (Partial Differential Equation)

- contains functions and derivatives of SEVERAL INDEPENDENT
VARIABLES

Examples: [n24]

ODE:

PDE:

4.2. Linear vs. non-linear

Linear differential equations:

- equation DOES NOT CONTAIN PRODUCT of the dependent variable and

its derivative
- individual solutions to such equations CAN BE SUPERIMPOSED

Non-linear differential equations:

- equation DOES CONTAIN PRODUCT of the dependent variable and its

derivative
- individual solutions to such equations CANNOT BE SUPERIMPOSED

Examples: [n25]

Linear: (wave equation)

Non-linear: (Burger’s equation)

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NGM_JF006_1: Computational Fluid Dynamics Széchenyi University
Instructor: D. Feszty, T. Jakubík Audi Department of Vehicle Engineering

4.3. First-order vs. higher-order

The order of a differential equation represents the HIGHEST ORDER OF A

DERIVATIVE (and not that of the independent variables) appearing in it, i.e.

is a 1st order differential equation

[n26]
is a 2nd order differential equation

4.4. Conservative vs. non-conservative forms

The same differential equation can be expressed both in conservative and non-
conservative form.

Conservative form:
- coefficients of the derivatives are either constant, or they are variable,
their derivatives do not appear in the equation.

Non-conservative form:
- the derivative of the coefficient of other derivatives appear in the equation.

Example for conservation of mass (continuity law) for steady 2D flow:

[n27] General form:

Conservative form:
(coefficients are constant)

Non-conservative form:
( appears both as coefficient
as well as derivative)

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NGM_JF006_1: Computational Fluid Dynamics Széchenyi University
Instructor: D. Feszty, T. Jakubík Audi Department of Vehicle Engineering

4.5. Classification of PDE’s

The mathematical behaviour of a PDE can be either:

- elliptic
- parabolic
- hyperbolic

The knowledge of the mathematical behaviour for a particular problem is of

crucial importance in selecting the appropriate numerical solution algorithm.

4.6. Determining the nature of PDE’s

There are various methods available for determining the nature of PDE’s. Two of
them will be reviewed here:

1) Cramer’s rule:

- system of PDE’s is rewritten in a form:

[n28]

- solving for det|A|=0 leads to a quadratic equation in (dy/dx):

[n29]

- solving for (dy/dx):

[n30]

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NGM_JF006_1: Computational Fluid Dynamics Széchenyi University
Instructor: D. Feszty, T. Jakubík Audi Department of Vehicle Engineering

- and the value of the discriminant (D = b2 – 4ac) will determine the nature
of the PDE:

: ELLIPTIC

[n31] : PARABOLIC

: HYPERBOLIC
2) Eigenvalue method:

- system of PDE’s is rewritten in the form:

[n32]

- expressing N = K-1 . M and rewriting the above as:

[n33]

- finding the eigenvalue of N as:

[n34]

- the eigenvalue of N will determine the nature of the PDE’s:

: ELLIPTIC

[n35] : PARABOLIC

: HYPERBOLIC

Note: for some equations the eigenvalues can become mixed complex and real
(which is actually the case for the Navier-Stokes equations), in which case the
PDE’s exhibit mixed hyperbolic-elliptic nature.

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NGM_JF006_1: Computational Fluid Dynamics Széchenyi University
Instructor: D. Feszty, T. Jakubík Audi Department of Vehicle Engineering

4.6. Physical meaning for fluid flows

In fluids, information about pressure disturbance (i.e. pressure waves) travels

with the speed of sound. For a stationary source of pressure disturbance:

[n36]

What is the “source of pressure disturbance”?

In a stationary fluid: it can be for example a dub on a drum, vibration of a

speaker’s membrane, vibration of guitar strings, explosion etc.

In a moving fluid: it could be all the same as above, moving relative to the fluid,
or just simply a solid body immersed in a moving mass of fluid, i.e. (an aircraft
moving in airstream, or a building or a wind turbine exposed to wind etc.). In a
“clean” flow, i.e. in which no solid body is immersed, there is no pressure
disturbance, i.e. the pressure distribution is homogeneous. Immersing a body
into this “clean” flow will generate pressure disturbances originating from the
surface of the solid body as the fluid particles impact on the body.

By this mechanism, we essentially get a source of pressure disturbance moving

relative to the airstream. Let’s denote the speed, by which the source of the
pressure disturbance moves, by velocity (v), and the Mach number (M) as the
ratio of the flow velocity and the speed of sound (v/a). Then, it can be shown that
if:

(v < a) SUBSONIC FLOW ( M < 1) ELLIPTIC BEHAVIOUR

(information propagates
both upstream and downstream)

[n37]

Example: dialogue between 2

persons possible, both can talk
and hear each other.

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NGM_JF006_1: Computational Fluid Dynamics Széchenyi University
Instructor: D. Feszty, T. Jakubík Audi Department of Vehicle Engineering

(v = a) SONIC FLOW ( M = 1) PARABOLIC BEHAVIOUR

(information propagates
downstream only, behind the front)

[n38]

(v < a) SUPERSONIC FLOW( M < 1) HYPERBOLIC BEHAVIOUR

(information propagates
downstream only, and inside
the Mach cone)

[n39]

Example: dialogue between 2

persons impossible, the upstream
can talk and the downstream one
listen to him, but not vice versa.

Mach cone  (Mach angle)

4.7. Computational meaning for fluid flow models

The N-S equations can be reduced to various simpler forms for specific cases. It
is important to recognize the mathematical behaviour of these equations so that
appropriate numerical algorithms can be chosen for solving them in CFD.

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NGM_JF006_1: Computational Fluid Dynamics Széchenyi University
Instructor: D. Feszty, T. Jakubík Audi Department of Vehicle Engineering

Fluid flow equation Mathematical Solution algorithm

(reduced from of N-S equation) behaviour .

STEADY, SUBSONIC, INVISCID equations

(i.e. steady, low-speed Euler) ELLIPTIC solve all points
UNSTEADY NAVIER-STOKES equations simultaneously
(which is mixed elliptic/parabolic)

STEADY NAVIER-STOKES eqs. (partially parabolic) space-marching

STEADY BOUNDARY LAYER equations PARABOLIC space-marching
PARABOLIZED VISCOUS equations space-marching
UNSTEADY THERMAL CONDUCTION equations time-marching

STEADY, SUPERSONIC, INVISCID equations space-marching

(i.e. steady high-speed Euler) HYPERBOLIC
UNSTEADY INVISCID equations time-marching
(i.e. unsteady Euler, both low-speed & high-speed)

Note that for flows involving both subsonic and supersonic flow regions – which
is typical of compressible high-speed flows – there is need to deal with both
elliptic and hyperbolic behaviour at the same time.

However, an elliptic solution algorithm cannot deal with the supersonic flow
region, while a steady hyperbolic solution algorithm is unsuitable for the
subsonic one.

The solution to this problem was found in 1966 by Morretti & Abbett, by using a
time-marching solver for generating steady-state solutions, which can deal with
both flow regions at the same time (since according to the above table, both
unsteady low-speed and high-speed inviscid flows are hyperbolic).

Note: Morretti and Abbott’s solution was motivated by the need to solve the
supersonic blunt body problem – a hot topic of the 1960’s: required to predict the
aerodynamic heating of spacecraft during launch and atmospheric re-entry.

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NGM_JF006_1: Computational Fluid Dynamics Széchenyi University
Instructor: D. Feszty, T. Jakubík Audi Department of Vehicle Engineering

Such flow features both subsonic (elliptic)

and supersonic (hyperbolic) flow regions.
Any steady state simulation attempted
has blew up because – based on the above
table – no steady state solver can deal
with both types of flow regions at the
same time. The breakthrough came with
Morretti & Abbott’s suggestion of using an
unsteady Euler solver to solve the
problem for inviscid flows. (Figure on left
adopted from John D. Anderson’s textbook
on CFD)

[n40]

4.8. Boundary and initial conditions

A Partial Differential Equation (PDE) requires supplementary conditions for a

unique solution. A PDE with spatial derivatives (/x) (/y) (/z) requires
boundary conditions while a PDE with a time derivative (/t) requires an initial
condition.

For clarity, let’s define these two terms:

Boundary conditions mean defining the dependent variables and their

derivatives along the boundaries of the domain of the PDE.

Initial condition means defining the time dependent variables at some initial
state (t=0).

4.9. Types of boundary conditions:

In general, boundary conditions for any PDE can be classified into 4 major
categories:

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NGM_JF006_1: Computational Fluid Dynamics Széchenyi University
Instructor: D. Feszty, T. Jakubík Audi Department of Vehicle Engineering

1) Dirichlet boundary condition:

- in which the dependent variables themselves are prescribed along the

domain boundary.

2) Von Neumann boundary condition:

- in which the normal gradient of the dependent variables is prescribed

along the boundary.

3) Robin boundary condition:

- in which the boundary conditions are a linear combination of the Dirichlet

and Von Neumann type.

4) Mixed boundary conditions:

- in which certain portions of the boundary are defined as Dirichlet type,

while others as Von Neumann type.