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Partial Differential Equations

cee235b - Finite Element Analysis
Professor Taciroglu, UCLA

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Nomenclature
PDE vs. ODE
Partial Differential Equations (PDEs) involve derivatives
with respect to more than one independent variable
(typically space and time).
k u(t)
Balance of Linear Momentum
[2nd-order linear ODE] c m f (t)

d2 u(t) du(t)
m +c + ku(t) = f (t)
dt2 dt

Advection (transport in a fluid) ∂u(x, t) ∂u(x, t)

[hyperbolic linear PDE] +η =0
∂t ∂x
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Nomenclature
PDEs involve initial and/or boundary values. So, we have
Boundary Value Problems (BVPs)
Initial Boundary Value Problems (IBVPs)

u(x, 0) = u0 (x) ∀ x ∈ [0, L]

u(a, t) = ua ∀ t ≥ 0

Equation and boundary data may be defined over an

irregular domain in space

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Nomenclature
For simplicity, we will only deal with single PDEs
(as opposed to a system of several PDEs)

For simplicity, we will mostly deal with two independent

variables. So, we have either of the following two cases:
Two space variables, denoted by x and y
One space variable and one time variable denoted by t

We will sometimes denote partial derivatives with subscripts

as a shorthand 2
uxx ≡ ∂ u/∂x ∂x
ut ≡ ∂u/∂t
uxy ≡ ∂ 2 u/∂x ∂y
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Example
Advection Equation
ut = −η ux , η ̸= 0

Prototypical application: Tracking the evolution of

concentration (or some other conservative property,
such as heat) in a transporting fluid.
Unique solution is determined by an initial condition

u(x, t = 0) = uo (x), ⇥ < x < +⇥

We seek a solution u(x, t) for t ≥ 0 and all x ∈ R .

An analytical solution is possible ...

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Example ut = −η ux , η ̸= 0

Method of characteristics: Find the curves in the x-t plane

along which the field variable (u) is a constant.

t r du ∂u dt ∂u dx
= + =0
dr ∂t dr ∂x dr
g(x, t) = 0 ∂u dt ∂u dx
g(x(r), t(r)) = g̃(r) = 0 = −η + =0
∂x dr ∂x dr
x
dt dx
⇒ −η + =0
dr dr
∂g ∂g
= −η , =1 dg̃ ∂g dt ∂g dx
∂t ∂x = + =0
dr ∂t dr ∂x dr
⇒ g = x − ηt +c
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Example ut = −η ux , η ̸= 0

Method of characteristics: Find the curves in the x-t plane

along which the field variable (u) is a constant.
r
t du ∂u dt ∂u dx
= + =0
dr ∂t dr ∂x dr
g(x, t) = 0 ∂u dt ∂u dx
g(x(r), t(r)) = g̃(r) = 0 = −η + =0
∂x dr ∂x dr
xo x
dt dx
⇒ −η + =0
dr dr
∂g ∂g
= −η , =1 dg̃ ∂g dt ∂g dx
∂t ∂x = + =0
dr ∂t dr ∂x dr
⇒ g = x − η t xo

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Example ut = −η ux , η ̸= 0

Recall the initial condition

u(x, t = 0) = uo (x), ⇥ < x < +⇥

u(x, t)
u0 (x) r
t

xo x

Therefore the general solution is

u(x, t) = u0 (x − η t)
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Classification
Recall that the algebraic equation
Ax2 + Bxy + Cy 2 + Dx + Ey + F = 0

represents a conic section.

The “discriminant” is defined as

∆ ≡ B 2 − 4 AC
The conic sections is ...
∆<0 ⇒ Elliptic

∆=0 ⇒ Parabolic

∆>0 ⇒ Hyperbolic

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Classification
Parabolic
2
2x − y = 0
∆=0

Elliptic

2 x2 − y + 4 y 2 − 20 = 0
∆ = −32 < 0
Hyperbolic
2
2 x − y + 2 xy − 10 = 0
∆=4>0
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Classification
An analogous naming convention is used for PDEs

A uxx + B uxy + C uyy = f ( x, y, u, ux , uy )

The “discriminant” is defined as

∆ ≡ B 2 − 4 AC
The PDE is ...
∆<0 ⇒ Elliptic

∆=0 ⇒ Parabolic

∆>0 ⇒ Hyperbolic

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Archetypes
Wave Equation Hyperboli

utt − auxx = f ( x, t ) , x ∈ [0, L], t > 0

2 2
∆ = B − 4 AC = 0 − 4 × 1 × (−a) = 4a > 0

Heat Equation Parabolic

ut − auxx = f ( x, t ) , x ∈ [0, L], t > 0

2 2
∆ = B − 4 AC = 0 − 4 × 0 × (−a) = 0

Poisson Equation Elliptic

uxx + uyy = f ( x, y ) , (x, y) ∈ Ω ⊂ R2

∆ = B 2 − 4 AC = 02 − 4 × 1 × 1 = −4 < 0
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Roughly speaking...
Wave Equation Hyperbolic

utt − auxx = f ( x, t ) , x ∈ [0, L], t > 0

2 2
∆ = B − 4 AC = 0 − 4 × 1 × (−a) = 4a > 0

Hyperbolic PDEs
describe time-dependent conservative physical
processes
do not evolve toward a static-state

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Roughly speaking...
Heat Equation Parabolic

ut − auxx = f ( x, t ) , x ∈ [0, L], t > 0

∆ = B 2 − 4 AC = 02 − 4 × 0 × (−a) = 0

Parabolic PDEs
describe time-dependent dissipative physical
processes
do evolve toward a steady/static-state
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Roughly speaking...
Poisson Equation Elliptic

uxx + uyy = f ( x, y ) , (x, y) ∈ Ω ⊂ R2

∆ = B 2 − 4 AC = 02 − 4 × 1 × 1 = −4 < 0

Elliptic PDEs
describe time-independent physical processes
already reached a steady/static-state

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Solution Methods
Analytic
Method of characteristics, Series solutions, Separation of Variables, etc.

Discrete
Finite Volume/Element Methods (**this class**)
use low-order (shape) functions to
approximate the solution over small non-
overlapping regions of the domain
Meshfree Methods
use low-order approximating functions over
small overlapping regions of the domain
Finite Differences (**an example will follow**)
use Taylor series (or other) approximations to
the derivatives appearing in the PDE