Partial differential equations and their classification:

The most important physical processes are governed by partial differential equations (PDE). It becomes essential to know the physical significance and Mathematical behavior of the most common PDE encountered in fluid mechanics and heat transfer. Classification: PDE are generally classified in equilibrium and marching problems. Equilibrium Problems: The problems in which a solution of a given PDE is desired in a closed domain subject to the given set of boundary conditions. These are boundary value problems. Mathematically equilibrium problems are governed by Elliptical PDE. PDE must be satisfied in D D B Boundary conditions must be satisfied on B

Domain for an equilibrium problem.

e.g. steady state temperature distribution, incompressible inviscid flow, equilibrium stress distribution in solids. Example: The steady state temperature distribution in a conducting medium is governed by Laplace equation.

With boundary conditions, ( Marching problems: Marching or propagation problems are transient, where the solution of a PDE is required on an open domain subject to the sets of initial condition and boundary conditions. The problems in this category are initial value or initial boundary value problems. The solutions must be computed by marching outward from the initial data surface while satisfying boundary conditions. Mathematically these problems are governed by either parabolic or hyperbolic PDEs. e.g. 1) Transient temperature distribution with thermal diffusivity. (Parabolic PDE) ( ) ) ( ) ( ) ( )

2) The motion of string is governed by wave equation. (Hyperbolic PDE)

t Differential equation must be satisfied in D B D B

Domain for marching problem

Boundary conditions must be satisfied on B

Mathematical classification: Consider a general second order PDE, ( . The classification of PDE depends on the second order derivative terms. ( If a, b, c are constants then, ( )) )

If a, b, c are not constant then the classification may change from point to point in the problem domain.

Basic discretization methods

The approximation of a continuously-varying quantity in terms of values at a finite number of points is called discretisation. The flow field is discretised; i.e. field variables ( , u, v, w, p, ) are approximated by their values at a finite number of nodes. differential equations algebraic equations (Continuous) (Discrete)

The resulting system of algebraic equations is solved to give values at the nodes. The nature of the resulting algebraic system depends on the character of the problem posed by the original PDE. Equilibrium problems usually result in a system of algebraic equations that must be solved simultaneously throughout the problem domain in conjunction with the specified boundary conditions. Marching problems result in a algebraic system of simultaneous equations

Finite difference methods:

Let ( ) be a function. The Taylors series expansion is given by, ( ) ( ( ( ) ) ) ( ( ) ( ) )

If we represent variable x by i and variable y by j then, ( ) ( )

Represents the forward difference representation of the partial derivative ( ) ( )

( (

) ) (

( ( )

( ) ( )

Represents the backward difference representation of the partial derivative ( ) ( ( ( ) ) ( ) ( ) ( ) ( ) ) ( )

Represents the central difference representation of the partial derivative

The second order derivative can be represented by,

( ) ( ( ( ) ( ) ) ) ( ( ) ( ) ( ) ( )

( ) ( ) ( )

Represents the central difference representation of the partial derivative

Similarly the partial derivatives with respect to y are represented by;

( ( ( ( ) ) ( ) ) ) ( ) ( ) ( )

Forward difference:
i-1,j

i,j+1
i,j h i,j-1 i+1,j

( )

i,j+1
i-1,j k i,j-1 i,j i+1,j ( ) ( )

Backward difference:
i-1,j

i,j+1
i,j h i,j-1 i+1,j ( ) ( )

i,j+1
i-1,j k i,j-1 i,j i+1,j ( ) ( )

Central difference:
i-1,j

i,j+1
i,j h i,j-1 i+1,j ( ) ( )

i,j+1
i-1,j k i,j-1 i,j i+1,j ( ) ( )

Second order derivative:

i-1,j

i,j+1
i,j h i,j-1 i+1,j ( ) ( )

i,j+1
i-1,j k i,j-1 i,j i+1,j ( ) ( )

i-1,j+1 i,j h k i-1,j-1

i+1,j+1
( )

i+1,j-1

Errors:
Truncation error: Consider the heat equation,

using the finite difference technique, the equation reduces to,

[(

Truncation error The quantity in bracket is identified as truncation error for this finite difference representation of heat equation and is defined as the difference between the PDE and the difference approximation of it. for the acceptability of the solution, difference representation of marching problem needs to meet the conditions of consistency and stability. Round-off and discretization error: any computed solution including sometimes an exact analytical solution to a PDE may be affected by rounding to a finite number of digits in the arithmetic operations. these error are called round-off errors. Dscretization error is the error in the solution to the PDE caused by replacing the continuous problem by a discrete one and is defined as the difference between the exact solution of PDE (round-off free) and the computer solution of FDE. The discretization error is the error in the solution caused by the truncation error in the difference representation of PDE plus any error introduced by the treatment of boundary conditions. Consistency: The finite difference representation of a PDE is said to be consistent if the difference between the PDE and its difference representation vanishes as the mesh is refined. Stability: A stable numerical scheme is one for which errors from any source (round-off, truncation, mistake) are not permitted to grow in the sequence of numerical procedure as the calculation proceeds from one marching step to the next.

Convergence for marching problem: A consistent, stable scheme is always convergent. Convergence means the solution to the finite difference equation approaches the true solution to the PDE having same initial and boundary conditions as the mesh is refined. Equilibrium problem: The solution of equilibrium problems (elliptic equation) leads to a system of simultaneous algebraic equations that needs to be solved only once rather than in marching manner. Thus the concept of stability developed previously is not directly applicable as stated. To achieve truncation convergence for equilibrium problem it is necessary to devise a solution scheme in which the error in solving the system of simultaneous algebraic equations can be controlled as the mesh size if refined.

Implicit and explicit approaches:

Explicit To understand the exact meaning of implicit and explicit approaches, consider one dimensional heat equation,

By representing

by forward difference and

with central difference we get, ( )

with rearrangement, ( ) ( )

Assuming that, T is known at all grid point at time level n. Time marching means that T is calculated at all grid point at time level n+1 from the known values at time level n. When this calculation is finished, we know values of T at all grid point at time level n+1. Then by same procedure we can calculate T at all grid point at time level n+2. The values of T at all grid points at time level n are known. The difference equation ( ) ( )

contains only one unknown at time level n+1, which can be computed explicitly in a straightforward manner. This explicit approach is represented by finite-difference module contained within the dashed balloon in the figure shown. This is Eulers explicit scheme. t
n+1 i

i-1

i+1

x An explicit finite difference module Implicit: The heat conduction equation time levels. ( ( ) ( ) ) is not only can be represented by writing time derivative by

forward difference and the spatial derivative in terms of average properties between n and n+1

This special type of differencing is called Crank-Nicolson form. The unknown expressed in terms of known quantities other unknown quantities at n+1 time level Rearranging this equation we get, ( ( ) ) ( ( ( ( ) ) ) ) ( ( ( ) ( ) ) ) ( ( ) ) , .

at n time level but also in terms of the

This equation contains all unknowns on left hand side and known terms on right hand side. This equation can further be written as, Where, ( ( ( ) ) ( ) ) ( ( ( ( ) ) ) ) ( ( ( ( ) ) ) )

This equation is a linear equation, generating a system of m simultaneous equation for i=1,2,..m. which can be represented in a matrix form as an example for i=1,2,3,4,5,6.

[ The coefficient matrix is tridiagonal matrix. t

n+1 i-1 i i+1

] [ ]

t
n
i-1 I i+1

x
An implicit finite difference module.

For explicit approach once

is chosen then

is not an independent choice. It is restricted to

the prescribed stability criterion. On the other hand there is no such stability constraint on an implicit approach. Some implicit methods are unconditionally stable. Advantages and disadvantages Explicit approach: Advantage- relatively simple to set up and program. Disadvantage- some limits are imposed on Implicit approach: Advantages- stability can be maintained over much larger value of fewer time steps to make calculations over a given time interval. Disadvantages- more complicated to set up and program. Since massive matrix manipulations are required at each time step, the computer time per time step is much larger than in explicit approach. Large can give rise to large truncation error. , hence using considerable by stability constraints. This can result in long computer running to make calculations over a given interval of time.

Some simple CFD techniques

Because of the diverse mathematical nature of different partial differential equations, any one particular CFD technique will not be appropriate for all problems. Finite difference methods: We examine in detail various numerical schemes that can be used to solve simple model partial differential equations based on finite differences. These model equations include the first order wave equation, heat equation, Laplace equation because they can be used to model the behavior of more complicated PDEs. (a) Simple Explicit method: Consider one dimensional first order wave equation,

By representing time derivative by forward difference and spatial derivative by central difference technique we get,

( This has a truncation error ( (

) ) and hence it is first order accurate.

Unfortunately this method is unconditionally unstable. (b) Simple implicit method (Eulers method): Consider one dimensional heat equation,

By representing

by forward difference and (

with central difference we get, )

With rearrangement, ( ( ) ) ( ( ) ) ( ( ) )

( (

With the help of boundary conditions, known at the other boundary. For n = 0 and i = 1, 2, 3 , N

is known at one boundary and

is

. This can be represented in a matrix form as,

[ In these equations Where and are given by,

][

are known from the boundary conditions.

This tridiagonal system of equations can be solved by Gauss elimination method. The same procedure can be repeated for n = 1, 2, 3, Lax-Wendroff method: (one step) Lax-Wendroff finite difference scheme is derived from Taylors series expansion as, ( ) ( ) ( By first order and second order wave equations, ) ( ) [( ) ]

With usual notations this can be expressed as, [( ) ]

( Finally and

[(

) ]

are replaced by second order accurate central difference, the well known Lax-

Wendroff scheme is obtained.

This explicit scheme is second order accurate and stable if | | Two step Lax-Wendroff scheme: For non-linear equations such as the inviscid flow equations, a two step variation of original Lax-Wendroff method is used. Consider first order wave equation,

This explicit two step three time level method is applied to this equation, ( )

This scheme is second order accurate and is stable if | | MacCormack method:

The MacCormack method is widely used in fluid flow equation. It is a variation of two step LaxWendroff method which removes the necessity of computing unknowns at the grid points . Because of this feature particularly MacCormack method is useful while solving non-linear PDEs. This is also known as predictor-corrector method. Consider one dimensional first order wave equation,

It may be noted that the above equation is obtained by replacing the spatial and temporal derivatives in the wave equation using forward differences.

Replacing

) the corrector step is, [(

)]

Where

is a temporary predicted value of at time level

at time level

. The corrector provides

the final value of

Note that the corrector step uses backward finite difference approximations for spatial derivative. Note also that the time-step used in the corrector step is step. in contrast to the used in the predictor

Crank-Nicolson Implicit method for two dimensional unsteady problems: Consider two dimensional unsteady heat equations, ( )

Crank-Nicolson method is generally used to solve problems governed by parabolic equations. The spatial derivatives are expressed in terms of average properties between time level n and n+1. ( ( Rearranging the terms, ( ( ) ) ( ( ( ( ( ) ( ) ) ) ) ) ( ( ( ( ) ) ) ( ) ) ( ( ) ) ) ( ) ) ( ( ) ) ( ( ) ) ( ( ) ) ( ( ) ) ) )

( (

This equation contains all unknowns on left hand side and known terms on right hand side. This equation can further be written as, Where, ( ( ) ) ( ( ) ( ) ) ( ( ) )

) ( (

( )

( )

This difference equation when applied at grid points resulting in a system of simultaneous equations. This difference equation contains five unknown represented by a pentadiagonal coefficient matrix. The solution of this system of simultaneous equations requires more computational time. To overcome this complexity, another scheme is developed in which allow the equation can be solved by tridiagonal system. However, Crank-Nicolson scheme is unconditionally stable. Alternating Direction Implicit (ADI) scheme: Consider two dimensional unsteady heat equations, ( In this method the solution of ( are found at an intermediate time step In the first step over a time interval

) is in two step process, where intermediate values of . , the spatial derivatives are replaced by central

differences where only x- derivative is treated implicitly. This equation reduces to, ( ( ) )

( ( ( ( )

) )

) ( (

( ( )

) )

) (

( ( ( ) )

) ( ( ) )

) ( ( )

) )

This equation yields a solution of simultaneous algebraic equations.

for all , keeping fixed, using tridiagonal system of

ADI calculation procedure

This equation reduces to, ( ( ) ) ( ( ( (

) ) )

( ( ( ( )

) )

( (

( ( ( ( ) )

) ( ( ) )

( (

) ( ( )

) )

This equation yields a solution of simultaneous algebraic equations.

for all , keeping fixed, using tridiagonal system of has been marched a value in

At the end of this two step process, the dependent variable

the direction of . Although there are two independent spatial variables be obtained by repeated application of Thomas algorithm.

in addition to

marching variable , this marching scheme involves only tridiagonal form and the solution can

Since this scheme involves two steps, one in which the difference equation is implicit in the other in which the difference equation is implicit in , the name of the scheme is alternating direction implicit scheme.

and

This scheme has found application in many fluid flow problems. It is particularly useful for the solution of problems described by parabolic PDEs. This scheme is second order accurate in spatial direction and time. It is unconditionally stable.

Relaxation technique (Elliptic equation):

The relaxation technique in finite difference method is particularly used for solution of elliptic PDE. Some of the important practical problems governed by a single elliptical equation include the steady state temperature distribution in solid and the subsonic irrotational (potential) Flow of a fluid. Hence relaxation technique is frequently applied to the solution of low speed subsonic flow. It can be either implicit or explicit. Consider inviscid, incompressible, two dimensional irrotational flow, governed by Laplace equation. ( ) By using central differences, ( ( ( ( ( y i,j+1 i-1,j i,j i,j-1
Scheme of relaxation technique(Standard five point form)

) ) ) ( ) ) [ ( ) ( )

) ( ( ) ) ] ( )

) ) ( )

i+1,j

The relaxation technique is an iterative method, wherein values of four quantities in the above equation (2) are assumed to be known values at iteration step n and only one of the quantities is treated as an unknown at iteration step n+1. Convergence is achieved when the difference between values calculated at n+1 iterative step and n iterative step is less than some prescribed value at all grid points. More number of iteration gives more accuracy. Particular case of relaxation method: If then this equation reduces to the from; ( )

This is a standard five point formula. Since Laplace equation is invariant under the rotation of axes through 45 0, we get five point diagonal formula, ( )

y i-1,j+1 i,j i-1,j-1 i+1,j-1 x Scheme of relaxation technique (Diagonal five point form) i+1,j+1

The incompressible Navier-stokes equations are an example of a most complicated system of equations which have an elliptic character. The steady Navier-stokes equations are elliptic. But in a coupled and complicated fashion since the pressure derivatives as well as velocity derivatives are sources of elliptic behavior. The time dependent form of the incompressible Navier-stokes equations is mixed parabolic elliptic in type. The mixed parabolic-elliptic character of the time dependant form of these equations becomes explicitly evident in the majority of the solution procedures observed to date as the equations are rearranged into a system of at least one parabolic and one elliptic Poissons equation of the form,

( The equation can be solved by using Relaxation method.

Examples: 1. Solve (i) (ii) ( ( which satisfies ) ) { ( ( ) ) (Boundary condition) (Initial condition)

By using Eulers explicit and implicit methods. Given k=1 Solution: Eulers explicit methodThe difference form of given is, ( By rearranging the terms we get, ( ( Choose Let us fix such that and ((
)

) ) .

( ( )

) ( )

. Then ( )
0.4 0.5 0.6

With this substitution above equation becomes, ( )

0.7 0.8 0.9 1.0

Computation
n x t 0 1 2 3 4 5 0 0.001 0.002 0.003 0.004 0.005 0 0 0 0 0 0 0.2 0.2 0.2 0.2 0.2 0.199996 0.4 0.4 0.4 0.4 0.39996 0.399832 0.6 0.6 0.6 0.5996 0.59864 0.597088 0.8 0.8 0.796 0.7896 0.7818 0.773224 1 0.96 0.928 0.9016 0.8792 0.85972 0.8 0.8 0.796 0.7896 0.7818 0.773224 0.6 0.6 0.6 0.5996 0.59864 0.597088 0.4 0.4 0.4 0.4 0.39996 0.399832 0.2 0.2 0.2 0.2 0.2 0.199996 0 0 0 0 0 0 0 0.1 0.2 0.3

In this computation the values of T in first row are calculated with the help of initial condition, ( ) { ( )

The values of T in the left column (x = 0) and right column (x = 1) are computed with the help of boundary condition. ( ) ( )

The intermediate values are computed by using equation (2). The values of T are computed only upto t = 0.005, however the values can be computed for a long time period.