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Review

Classification
More General Classification
Summary

N UMERICAL S OLUTION OF PDE S

Dr. Johnson

School of Mathematics

Semester 1 2008

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Dr. Johnson MATH65241


Review
Classification
More General Classification
Summary

O UTLINE

1 R EVIEW

2 C LASSIFICATION
Partial Differential Equations
Examples

3 M ORE G ENERAL C LASSIFICATION


Plane wave solutions

4 S UMMARY

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Dr. Johnson MATH65241


Review
Classification
More General Classification
Summary

ODE S

Initial Value Problems


Methods:
Euler Method
Runge-Kutta Method
Boundary Value Problems
Methods
Newtons Shooting Method
Finite Difference Method
Stability

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Dr. Johnson MATH65241


Review
Classification Partial Differential Equations
More General Classification Examples
Summary

PDE S INVOLVING 2 VARIABLES

Partial differential equations can be classified as being of type


elliptic, parabolic or hyperbolic.
In some cases equations can be of mixed type.
Consider the 2D PDE

∂2 φ ∂2 φ ∂2 φ ∂φ ∂φ
A 2
+B +C 2 +D +E + Fφ + G = 0
∂x ∂x ∂y ∂y ∂x ∂y

where, in general, A, B, C , D, E , F , and G are functions of


the independent variables x and y and of the dependent
variables φ.

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Dr. Johnson MATH65241


Review
Classification Partial Differential Equations
More General Classification Examples
Summary

T YPES OF EQUATION

The equation may be:


Elliptic if B 2 − 4AC < 0,
Parabolic if B 2 − 4AC = 0,
Hyperbollic if B 2 − 4AC > 0,
or mixed.
The type of equation tells us something about the solution
and how we should go about solving it.

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Dr. Johnson MATH65241


Review
Classification Partial Differential Equations
More General Classification Examples
Summary

E LLIPTIC EQUATION
An example of an elliptic equation is Poisson’s equation

∂2 φ ∂2 φ
+ 2 = f (x, y ).
∂x 2 ∂y

We require known values on the edge of some region R, inside


which the equation holds
y

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Dr. Johnson MATH65241


Review
Classification Partial Differential Equations
More General Classification Examples
Summary

PARABOLIC EQUATION
An example of a parabolic equation is the heat equation

∂u ∂2 u
= α2 2
∂t ∂x
We require initial conditions in t, and boundary values in x
The equation holds in the region R
t

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Dr. Johnson MATH65241


Review
Classification Partial Differential Equations
More General Classification Examples
Summary

H YPERBOLLIC EQUATION
An example of a hyperbollic equation is the wave equation

∂2 u 2
2∂ u
− α =0
∂t 2 ∂x 2
Now require initial conditions for both u and ∂u/∂t
Again the equation holds in the region R
t

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Dr. Johnson MATH65241


Review
Classification Partial Differential Equations
More General Classification Examples
Summary

M IXED E QUATIONS

One example is the Euler-Tricomi equation

∂2 u ∂2 u
= x
∂x 2 ∂y 2

The equation is elliptic when x < 0,


parabolic when x = 0,
and hyperbolic when x > 0.

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Dr. Johnson MATH65241


Review
Classification
Plane wave solutions
More General Classification
Summary

G ENERAL C LASSIFICATION

Consider a system of first order partial differential equations.


Unknowns U = (u1 , u2 , . . . , un )T
Independent variables x = (x1 , x2 , ..., xm )T .

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Dr. Johnson MATH65241


Review
Classification
Plane wave solutions
More General Classification
Summary

G ENERAL C LASSIFICATION

Suppose that the equations can be written in quasi-linear form


m
∂U
∑ Ak ∂xk =Q
k =1

where the Ak are (n × n) matrices and Q is an (n × 1)


column vector, and both can depend on xk and U but not on
the derivatives of U.

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Dr. Johnson MATH65241


Review
Classification
Plane wave solutions
More General Classification
Summary

WAVE SOLUTION

Then seek a plane wave solution of the homogeneous part of


the above pde in the form

U = U0 e ix·s

where S = (s1 , s2 , . . . , sm )T , then


" #
m
i ∑ Ak sk U = 0.
k =1

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Dr. Johnson MATH65241


Review
Classification
Plane wave solutions
More General Classification
Summary

N ON TRIVIAL SOLUTIONS

This will have a non-trivial solution only if the characteristic


equation
¯ ¯
¯ m ¯
det ¯ ∑ Ak sk ¯ = 0,
¯ ¯
¯ k =1 ¯

If real solutions exist, initial conditions can propogate through


the solution
They may cause non-uniqueness

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Dr. Johnson MATH65241


Review
Classification
Plane wave solutions
More General Classification
Summary

C LASSIFICATION

The system is hyperbolic if n real characteristics exist.


If all the characteristics are complex, the system is elliptic.
If some are real and some complex, the system is of mixed
type.
If the system is of rank less than n, then we have a parabolic
system.

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Dr. Johnson MATH65241


Review
Classification
More General Classification
Summary

C LASSIFICATION OF PDE S

PDEs may be classified by their characteristic equation


Elliptic equations tend to have smooth solutions
Parabolic equations tend to smooth out solutions over time
Hyperbolic equations may retain discontinuity by propagating
it through the solution

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Dr. Johnson MATH65241