Computational Fluid Dynamics - Prof. V.

Esfahanian

Chapter 2 Definitions and principles

An Introduction to
Partial Differential Equation (PDE)

Partial Differential Equations

(PDE)

First Session Contents:

1) Definitions and principles

2) Cauchy Problem
3) Second Order PDEs
4) Cauchy-Kowalewsky Theorem

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Definitions and principles Definitions and principles

Partial Differential Equation (PDE) General form of PDE

A , B ,C and  are the finction of x , y , u , u x and u y

Order of PDE :
Definition
1- Linear Equation
higher order of partial derivative
2- Quasi Linear Equation
2 3- Non Linear Equation
4- Homogeneous and Non Homogeneous Equations
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 Computational Fluid Dynamics - Prof. V. Esfahanian

Definitions and principles Cauchy problem

General form of PDE
Second order ODE

A , B ,C and  are function of x , y , u , u x and u y Initial Conditions

Linear PDE
If it is linear in the unknown functions and time
derivatives with coefficients depending on x & y
Quasi-Linear (PDE of order m)
If it is linear in the derivatives of order m with
coefficients depending on x & y and the derivatives
of order less than m
Homogenous Question
If G=0 the PDE is Homogenous otherwise is called
Non- Homogenous Can we determine u at any time (off of to) with these initial values?
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Cauchy problem Cauchy problem

Taylor serious expansion for solving

the equation based on an initial points A , B and C are functions of x , y , u , u x and u y

 0 is a curve in x ,y plate
Initial values on  0 curve

are known Cauchy curve

Need to calculate the
higher order derivatives
Question
…
Can we determine u (x , y ) based on the initial condition on  0 curve?

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 Computational Fluid Dynamics - Prof. V. Esfahanian

Cauchy problem Cauchy problem

Taylor series expansion of u (x , y ) about the point P

A , B and C are functions of x , y , u , u x and u y

 0 is a curve in x ,y plate

If we could determine the u x , u y , u xx , u xy and u yy ,

then the u (x , y ) can be calculated as a surface in (x , y ,u ) space
Initial values on  0 curve Cauchy curve
Along the  0 curve:

&

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Cauchy problem Cauchy problem

& bysolving thisequation, u x and u y can bedetermined along the 0 curve

&
Higher order differentiation

The based equation

This equation will have

This equation will have
an answer if   0
an answer if   0

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 Computational Fluid Dynamics - Prof. V. Esfahanian

Cauchy problem Second order PDEs types

Three main PDE equations in fluid mechanics and heat transfer

Characteristic equation

Necessary condition for second order derivative Potential flow

 0  the characteristiccurve Wave equation

Finalsolution Unsteady heat transfer equation

• All of these equations are linear and second order, but they
show different physical behavior
• The number and types of IC and BC are different for each type

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Classification of PDE’s Canonical Forms of PDE’s

coordinate transformation for uncoupling PDEs

A , B andC are functions of x , y ,u ,u x and u y (x , y ) ( , )

  cte
Characteristic Equation: characteristic equation in transformed coordinate
  cte
∆= 𝐵 2 − 4𝐴𝐶
In the main PDE.

0 Two characteristic equations called Hyperbolic 0 Two characteristic equations

0 One characteristic equation called Parabolic B  4AC

2
0 One characteristic equation

0 No characteristic equation called Elliptic 0 No characteristic equation

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 Computational Fluid Dynamics - Prof. V. Esfahanian

Canonical Forms of PDEs Example

Transformed equations in new coordinate system is defined as Canonical Form

0 Hyperbolic

0 Parabolic

0 Elliptic

Name of each type is based on this equation

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General classification of second order PDEs Example

: Symmetric matrix
Eigenvalues

z  Number of (eigenvalues  0)
p  Number of (eigenvalues > 0)

z  0 & p  1 or z  0 & p  n  1 Hyperbolic

Hyperbolic Equation
z  0 ( A  0) Parabolic

z  0 & p  0 or z  0 & p  n Elliptic

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 Computational Fluid Dynamics - Prof. V. Esfahanian

Domain of dependence and range of influence Domain of dependence and range of influence

Along the first

characteristic line
Hyperbolic equation
Along the second
characteristic line

Along the characteristic lines

PDEs ODEs (compatibility equations)

0 Characteristic equation
range of influence
For elliptic equations, there is no
characteristic line. Thereafter all the
domain affect point P and depend Domain of dependence
on it. characteristic line
0

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Example Example

Slope of
characteristics lines

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 Computational Fluid Dynamics - Prof. V. Esfahanian

Cauchy Kowalewsky theorem Adamar’s Counterexample for Cauchy Problem

Partial differential equation:

Initial conditions:

A theorem stating that the Cauchy problem has a (unique) analytic solution
locally if the functions occurring in the differential equation (or system of
differential equations) and all the initial data, together with the non-
characteristic initial surface, are analytic.

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