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Chuong 1 Co So PP SPHH
Chuong 1 Co So PP SPHH
Chuong 1 Co So PP SPHH
PHP
S NG
DNG
TRNG
I HC
BCH
KHOA
TP. HCM
Chng 1: C s phng php Sai phn hu hn
NI DUNG MN HC
KIEM TRA
- Trong trng hp co kiem tra gia ky
thi gian la 45 ph.
- Thi t lun cuoi mon hoc 90ph.
Chu y:
Mang theo may tnh lam bai tap trong
lp.
Cho php tham kho ti liu c nhn.
4
MC CH MN HC
Gii thiu cc phng php s xc
nh gn ng li gii ca cc bi
ton vi phn o hm ring (tuyn
tnh hoc phi tuyn) m ta KHNG th
tm c li gii gii tch chnh xc.
Trong s cc phng php s c:
Phng php Sai phn hu hn
(SPHH) & Phn t hu hn (PTHH), &
Th tch hu hn (TTHH).
5
.
C S
PHNG PHP
SAI PHN HU HN
(SPHH)
6
* HR cap 2 cua f :
2f/ x2 = (/ x)(f/ x) = fxx , 2f/ y2 =
(/ y)(f/ y) = fyy
2
f/ t2 = (/ t)(f/ t) = ftt , 2f/ xy
= (/ x)(f/ y) = fxy
HR cap 2 lien tuc fxy = fyx , fxz
= fzx , fyz = fzy , ....
NH NGHA PT O HM RING
Dng tng qut:
F(x, y, z, t, U, Ut, Ux, Uy, Uz, Uxy, Uxz,
Uyz, ) = 0
Bin ph thuc U (n s phi tm)
* Cp ca PTHR l cp cao nht
ca cc HR c trong PT
9
10
NH NGHA PT O HM RING
* PTHR l tuyn tnh nu:
Tt c cc HR c mt trong PT u
dng tuyn tnh
Khng c h s lin kt vi cc HR
cha bin ph thuc.
Nu khng PTHR l phi tuyn.
PHN LOI PT HR
Theo ngha vt l
Theo ton hc
11
12
13
14
2u
2u
2u
u
u
c
d e f .u g( x, y)
2
2
x
xy
y
x
y
u(x,y) hm n s cn tm
x,y cc bin c lp ch khng gian
a, b,c,d,e,f : cc hm s tuyn tnh ca
x,y
g(x,y) hm xc nh
PGS. TS. Nguyn Thng
15
16
M t vn k thut: Cn bng
2u 2u
0 P / t Laplace
2x 2y
2u 2u
P / t Poisson
2x 2y
PGS. Dr.
PGS.
TS.Nguyn
NguynThng
Thng
17
2
2u
2 u
a
t 2
x 2
u
u
t
x
P / t Song
P / t Doi luu
18
M t vn k thut: Khuch tn
u
2u
2
t
x
P / t Fourier
19
20
22
ftt = c2 fxx
c: tc truyn sng.
a = c2, b = 0, c = -1
b2 4ac = 4c2 > 0
PTHR tuyn tnh cp 2, loi hyperbolic.
PT Laplace
fxx + fyy = 0
PT Poisson
fxx + fyy = G(x, y)
G(x,y): s hng ngun
a = 1, b = 0, c = 1
b2 4ac = - 4 < 0
PTHR tuyn tnh cp 2, loi elliptic.
23
24
MIN KN &
MIN H
MIN KN
Min li
gii
iu kin
bin
U(x,y) =???
Bin
O
25
BI TON GI TR BIN
X
26
MIN H
IU KIN BIN
iu
kin
bin
Min li
gii
U(x,y,t) =???
iu
kin ban
u
Bin
O
X, Y
BI TON GI TR BAN U
27
IU KIN BIN
H=z+p/ Bit
H=?
29
THAM CO AP DI CONG TRNH
u f (x, y, z, t )
30
Min li gii
U cn tm
U(bien)=
Know
U(x,y) =???
Bin
u
f ( x, y, z, t )
n
31
32
Min li gii
U cn tm
IU KIN BIN
loi Neuman
H
0
n
U(x,y) =???
Bin
O
PGS. TS. Nguyn Thng
u
f ( x, y, z, t )
n
H(x,y)=?
X
33
34
THAM CO AP DI CONG TRNH
Ch :
Bin C thng gm nhiu phn v
trn mi phn phi c mt v ch
mt loi KB.
Tuy nhin KB ny c th thay i
trong qu trnh gii bi ton
(trng hp bi ton m phng
theo thi gian).
u
( x, y, z)u ( x, y, z) f ( x, y, z, t )
n
, , f bit
35
36
IU KIN
BAN U
t = 0, f (x,y,z,0) = g(x,y,z)
PTHR cp 2:
t = 0, f (x,y,z,0) = g(x,y,z)
37
(x,y,z)
(x,y,z)
(x,y,z)
v ft (x,y,z,0) = h(x,y,z)
g(x,y,z) , h(x,y,z): hm s bit.
PGS. TS. Nguyn Thng
38
TM TT
Gii bi ton HR cn c:
iu kin bin
iu kin ban u (khi bi
ton c bin thi gian
trong n s phi tm)
SAI PHN HU HN
(SPHH)
40
39
y=f(x)
y1
y2
1D
41
y3
Yn-1 yn
Yn+1
V tr xc nh gi tr bin
42
nghin cu (hu hn v tr)
1D
Y, j
2D
(xi)
(i-2) (i-1) i
yi
(i+1) (i+2)
(i,j+1)
i =0 N nt mng li: v tr xc
nh gi tr bin cn tm
xi : bc li khong cch 2 nt
k tip (c th khc nhau t v tr
ny sang v tr khc).
PGS. TS. Nguyn Thng
(i-1,j)
(i,j)
(i+1,j)
(i,j-1)
xi
43
X, i
44
Z, k
(i,j,k+1)
3D
zi
(i,j+1,k)
Y, j
(i-1,j,k)
(i+1,j,k)
yi
(i,j-1,k)
(i,j,k-1)
xi
(i,j,k)
X, i
Ti cc nt li Cc o hm
ring (hoc o hm) c xp x
bng cc sai phn phng trnh
i s.
p dng cho tt c cc nt
li nhn c h phng
trnh tuyn tnh ca cc n s i
lng nghin cu ti nt li.
45
46
H phng trnh ny
KT
HP
vi
cc
phng trnh biu th
cc IU KIN BIN s
h gm c N phng
trnh c lp tuyn tnh
xc nh N n s.
47
Bi ton cn bng: h
phng trnh c gii 1 ln
Bi ton m phng hin
tng theo thi gian: h
phng trnh c gii mt
ln & kt qu tng ng ti 1
thi im & sau tip tc
tin ln theo thi gian.
PGS. TS. Nguyn Thng
48
CH
Bi ton PHI TUYN (cc h s h
phng trnh ph thuc gi tr bin
nghin cu !) CN PHI GII LP
Li gii l mt xp x tt ca li gii
chnh xc (v nguyn tc KHNG
BIT) CN XEM XT: xt sai s
ct b, tnh nht qun, tnh n nh.
V d xt bi ton 2D
Thit lp li ch nht v thay th
U(x,y) bi U(ix,jy).
nh v cc nt theo i, j Phng
trnh sai phn c vit theo i, j v
cc im ln cn ca n.
Gi thit xem Ui,j nh l U(x0,y0):
49
50
Quy c:
Ui+1,j = U(x0+x,y0) &
Ui-1,j = U(x0-x,y0)
Ui,j+1 = U(x0,y0 +y ) &
Ui,j-1 = U(x0,y0- y )
CH
Thng thng ngi ta hay
chn x= y
Thng ta hay dng ch s
di ch KHNG GIAN & ch
s TRN ch bin THI GIAN.
51
t
i, j
Ch thi gian
Ch khng gian
52
nh ngha v o hm ring ca
U(x,y) ti v tr (x0,y0):
U( x 0 x, y 0 ) U( x 0 , y 0 )
U
lim
x
x 0
Hy vng rng [U(x0+x,y0)U(x0,y0)]/ x s l mt xp x hp
l ca U
PGS. TS. Nguyn Thng x
54
2U
x 2
x 2
x0
2!
...
n 1U
x n 1
U
x
x
x0
x n 1
x0
( n 1)!
n U x
with x 0 x 0 x
x n n!
PGS. TS. Nguyn Thng
n
x x 0 , y0
x
2 U x
....
x 2 x 2!
55
56
Vit di dng ch s:
U i 1, j U i , j
U
x i , j
x
sai s ct b
Ui 1, j Ui, j / x
Ta gi
biu thc SAI PHN ca U / x i , j
CH
Sai s ct b c hiu l:
[Sai s ct b] = [o hm ring]
[Biu thc SPHH]
Ngi ta hay s dng k hiu 0
cho sai s ct b :
57
U i 1, j U i , j
U
0(x )
58
x i , j
x
Vi K l s thc dng
Khng bit gi tr chnh xc ca
0(x) & ch xt c n thay i
th no khi x 0.
2
Tha nhn:
PGS. TS. Nguyn Thng
0 x 0x
(KHNG GIAN)
60
59
10
U( x 0 x, y 0 ) U( x 0 , y 0 )
U
x
x x 0
U x
U
n
... 1
...
2
n 1
x x 2!
x x
n 1
0(x )
x x 0 , y0
x
Di dng ch s:
U i , j U i 1, j
U
0(x )
x i , j
x
61
62
TM TT
UI-1,J
UI,J
UI+1,J
V tr khai
trin Taylor
U i 1, j U i 1, j
U
0(x ) 2
x i , j
2x
X,i
(x0- x) x0
(x0+x)
S sai phn
Backward theo
khng gian
BI TP 1
Chng minh:
S sai phn
Forward theo
khng gian
63
64
TM TT
BI TP 2
Hy dng ngha th gii thch
v xp x sai phn ca o hm bc
C
B
1 ti C: U
i, j
i, j
U i 1, j U i , j
x
U i , j U i 1, j
x
0(x )
0(x )
U i 1, j U i 1, j
U
0(x ) 2
x i , j
2x
65
A
x
x
(x0-x) x0 (x0+x)
X
66
11
BI TP 3
Trong khng gian 2D, tm xp x
ca o hm ring bc 2:
BI TP 4
Trong khng gian 2D, tm xp x
ca o hm ring bc 2:
2 U( x 0 , y 0 )
?
x.y
i, j
2 U( x 0 , y0 )
U
?&
K( x, y)
?
2
x
x
x
i, j
68
XP X THEO
THI GIAN
U 2 U
;
t t 2
cn xp x trong p/p SPHH.
69
70
U
t
0(t )
t
U it, j U it,j1
U
0(t )
t i , j
t
i, j
72
12
time
Ut+1(i,j)
Known
Ut(i,j+1)
tt+1
tt
time
tt
Known
Ut(i,j+1)
Ut(i-1,j)
Ut(i-1,j)
Y
Ut(i,j)
tt-1
Ut(i,j)
Ut(i+1,j)
Ut(i,j-1)
73
Ut(i,j-1)
Ut(i+1,j)
Ut-1(i,j)
74
75
76
T( x, t )
2 T( x, t )
t
x 2
Tjt 1 Tjt
t
Hay:
t 1
j
T t
t
j
x 2
x 2
t 1
Gi tr Tj
c xc nh trc tip t
cc gi tr ca n & gi tr ca cc nt ln cn
trong qu kh bit (thi im t).
77
78
13
Bi tp 1
Hy xc nh sai s ct b cho
phng trnh truyn nhit 1D ni
trn.
Ch : Theo nh ngha:
[Sai s ct b] = [P/t o hm ring]
[P/t sai phn]
79
Bi tp 2
Hy vit phng trnh sai phn HIN
cho phng trnh nc ngm bo
ho v c p 2D trong mi trng
khng ng cht v khng ng
hng: h( x, y, t )
h
h
S
(Kx
(Ky
SAI PHN S N
T 2 ( x, t )
x 2
81
82
Tjt 1 Tjt
t
NHN XT
x 2
x 2 Tjt 2t * Tjt 1
t 1
t 1
t 1
Cc gi tr Tj , Tj1 , Tj1
Hnh thnh 1 PHNG TRNH
PGS.TUYN
TS. Nguyn Thng
TNH
83
14
Bi tp 3
Hy vit phng trnh sai phn
theo s N (i,j,t+1) cho
phng trnh nc ngm bo ho
(thm khng n nh-thm thay
i theo thi gian) v c p 2D
trong mi trng khng ng
cht v khng ng hng:
85
h ( x, y, t )
h
h
Kx, y Kx, y
t
x
x y
y
CH
Hng dn:
a1.h
t 1
i, j
a 2 .h
t 1
i 1, j
a 3 .h
t 1
i 1, j
a 4 .h it,j11 a 5 .h it,j11 b
Xc nh biu thc tnh ai v b theo
K & h .t
87
TNH CHT
Sai s lm trn dng 0(t),
0(x), c tnh NHT QUN
Sai s ct b dng 0(t/x),
khng c tnh NHT QUN
v t/x bt nh khi t 0 &
x 0, tr khi li thu nh
theo cch m t/x 0.
89
90
15
TNH N NH
Ta ni s sai phn n nh (dng khi
bi ton gii lp hoc bi ton gii theo
thi gian):
Sai s v bt k l do no KHNG
C PHP tng lin tc qua cc
bc gii t thi im ny sang thi
im k.
TNH N NH
Chng minh tnh n nh i hi khi lng
tnh ton ln & phc tp.
Quan h gia tnh NHT QUN, HI T & N
NH nh l tng ng ca Lax:
Vi mt bi ton gi tr ban u c thit lp
tha ng & mt xp x sai phn hu hn
ca n tha /k nht qun, tnh n nh l
iu kin cn & li gii hi t.
91
92
TNH HI T
LI GII THEO
THI GIAN
93
94
Sai s lm trn s:
chnh xc my tnh l hu
hn cc gi tr s s b
lm trn.
CC LOI
SAI S
95
96
16
TNG HP
[Li gii chnh xc ca pt. o
hm ring]
- [Li gii my tnh ca pt. sai
phn hu hn]
=
[Sai s ri rc ha]+[Sai s lm
trn s]
97
98
BI TP
P DNG PHNG PHP
SAI PHN XC NH NI
LC MT S KT CU
N GIN
Ghi ch:
2 U U it1 2U it U it1
x 2
x 2
(i 1)
U it
i
(i 1)
x
99
100
Bi tp 1: Xc nh momen un &
vng ca mt dm n gin.
L thuyt: Xt mt dm n gin
chu ti trng phn b sau:
q0
A
L
PGS. TS. Nguyn Thng
101
d M
q
dx 2
d y M
2
dx
EJ
PGS. TS. Nguyn Thng
102
17
Trong :
M momen un (+ nu th di b
cng)
q cng ti phn b (+ t
di ln)
y vng (+ hng ln trn)
E module n hi dm khi ko
hoc nn
J momen qun tnh tit din
103
104
0
h=L/4
2
h
q0
p s:
Momen M1 = 0.0391q0L2
M2 = 0.0625q0L2
M3 = 0.0547q0L2
vng y1 = -0.00463q0L4/EJ
y2 = -0.00682q0L4/EJ
y3 = -0.00513q0L4/EJ
106
105
Bi tp 2: Xt mt dm c tit din
khng i trn nn n hi. Phng
trnh vi phn chuyn v y c dng:
d4y
EJ 4 ky q
dx
EJ
d2y
dM
d3 y
M
&
Q
EJ
dx 2
dx
dx 3
107
108
18
h
yi 2 4 yi 1 6 4 yi 4 yi 1 yi 2
qi
m
EJ
h
EJ
y1 2y0 y1 0 & y2 2y 1 2y1 y 2 0
L4
Ch : Vi m on (m+1) n
s ti nt phi c (m+1)
phng trnh (ltt).
Sau khi gii c yi s xc
nh c M & Q theo phng
trnh vi phn tng ng.
q0h 4
q h4
q h4
; y1 0.245 0 ; y 2 0.493 0 ;
EJ
EJ
EJ
q0h 4
q0h 4
y 3 0.751
; y4
EJ
EJ
y
q0
-2
-1
0
1
3
2
4
y 0 0.007
h
L
PGS. TS. Nguyn Thng
110
h=L/4
HET CHNG
x
112
111
19