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3 2 Elliptic
3 2 Elliptic
The general second order linear PDE with two independent variables and one dependent
variable is given by
2u 2u 2u
A 2 B C 2 D 0 (1)
x xy y
where A, B, C are functions of the independent variables x and y , and D can be a function
u u
of x, y, u, and . Equation (1) is considered to be elliptic if
x y
B2 4 AC 0 (2)
One popular example of an elliptic second order linear partial differential equation is the
Laplace equation which is of the form
2u 2u
0 (3)
x 2 y 2
As
A 1, B 0 , C 1 , D 0
then
B 2 4 AC 0 4(1)(1)
4 0
Hence equation (3) is elliptic.
1
Numerical Methods and Computation II MATH375
Tt
W Tl Tr
x
Tb
L
Figure 1: Schematic diagram of the plate with the temperature boundary conditions
The partial differential equation that governs the temperature T ( x, y) is given by
2T 2T
0 (4)
x 2 y 2
To find the temperature within the plate, we divide the plate area by a grid as shown in
Figure 2.
y
Tt
(0, n)
x
y Tr
Tl (i, j )
x
(0,0)
Tb (m,0)
(i, j 1)
y x
(i 1, j ) (i, j ) (i 1, j )
(i, j 1)
Figure 2: Plate area divided into a grid
2
Elliptic Partial Differential Equations II MATH375
The length L along the x axis is divided into m equal segments, while the width W along
the y axis is divided into n equal segments, hence giving
L
x (5)
m
W
y (6)
n
Now we will apply the finite difference approximation of the partial derivatives at a general
interior node ( i, j ).
2T Ti 1, j 2Ti , j Ti 1, j
(7)
x i , j
2
x 2
2T Ti , j 1 2Ti , j Ti , j 1
(8)
y 2 i, j y 2
Equations (7) and (8) are central divided difference approximations of the second derivatives.
Substituting Equations (7) and (8) in Equation (4), we get
Ti 1, j 2Ti , j Ti 1, j Ti , j 1 2Ti , j Ti , j 1
0 (9)
x 2 y 2
For a grid with
x y
Equation (9) can be simplified as
Ti 1, j Ti 1, j Ti , j 1 Ti , j 1 4Ti , j 0 (10)
Now we can write this equation at all the interior nodes of the plate, that is (m 1) (n 1)
nodes. This will result in an equal number of equations and unknowns. The unknowns are
the temperatures at the interior (m 1) (n 1) nodes. Solving these equations will give us
the two-dimensional profile of the temperature inside the plate.
Example 1
A plate 2.4 m 3.0 m is subjected to temperatures as shown in Figure 3. Use a square grid
length of 0.6 m . Using the direct method, find the temperature at the interior nodes.
3
Numerical Methods and Computation II MATH375
y
300 C
75 C
3.0 m 100 C
x
50 C
2.4 m
Solution
x y 0.6m
Re-writing Equations (5) and (6) we have
L
m
x
2.4
0.6
4
W
n
y
3
0 .6
5
The nodes are shown in Figure 4.
4
Elliptic Partial Differential Equations II MATH375
T0, 4
T1, 4 T2, 4 T3, 4 T4, 4
T0,3
T1,3 T2,3 T3,3 T4,3
T0, 2
T1, 2 T2, 2 T3, 2 T4, 2
All the nodes on the left and right boundary have an i value of zero and m , respectively.
While all the nodes on the top and bottom boundary have a j value of zero and n ,
respectively.
From the boundary conditions
T0, j 75, j 1,2,3,4
T4, j 100, j 1,2,3,4
(E1.1)
Ti ,0 50, i 1,2,3
Ti ,5 300, i 1,2,3
The corner nodal temperature of T0,5 , T4,5 , T4,0 and T0, 0 are not needed. Now to get the
temperature at the interior nodes we have to write Equation (10) for all the combinations of i
and j , i 1,...., m 1; j 1,...., n 1 .
i=1 and j=1
T2,1 T0,1 T1, 2 T1,0 4T1,1 0
T2,1 75 T1, 2 50 4T1,1 0
4T1,1 T1, 2 T2,1 125 (E1.2)
i=1 and j=2
T2, 2 T0, 2 T1,3 T1,1 4T1, 2 0
T2, 2 75 T1,3 T1,1 4T1, 2 0
T1,1 4T1, 2 T1,3 T2, 2 75 (E1.3)
i=1 and j=3
T2,3 T0,3 T1, 4 T1, 2 4T1,3 0
T2,3 75 T1, 4 T1, 2 4T1,3 0
5
Numerical Methods and Computation II MATH375
6
Elliptic Partial Differential Equations II MATH375
Equations (E1.2) to (E1.13) represent a set of twelve simultaneous linear equations and
solving them gives the temperature at the twelve interior nodes. The solution is
T1,1 73.8924
T
1, 2 93.0252
T1,3 119.907
T1, 4 173.355
T2,1 77.5443
T2, 2 103.302
T 138.248 C
2,3
T2, 4 198.512
T 82.9833
3,1
T3, 2 104.389
T3,3 131.271
T3, 4 182.446
75 100
173 199 182
75 100
120 138 131
75 100
93 103 104
75 100
74 78 83
x
50 50 50
Figure 5: Temperatures at the interior nodes of the plate
7
Numerical Methods and Computation II MATH375
Gauss-Seidel Method
To take advantage of the sparseness of the coefficient matrix as seen in Example 1, the
Gauss-Seidel method may provide a more efficient way of finding the solution. In this case,
Equation (10) is written for all interior nodes as
Ti 1, j Ti 1, j Ti , j 1 Ti , j 1
Ti , j , i 1,2,3,4; j 1,2,3,4,5 (11)
4
Now Equation (11) is solved iteratively for all interior nodes until all the temperatures at the
interior nodes are within a pre-specified tolerance.
Example 2
A plate 2.4 m 3.0 m is subjected to the temperatures as shown in Fig. 6. Use a square grid
length of 0.6 m . Using the Gauss-Seidel method, find the temperature at the interior nodes.
Conduct two iterations at all interior nodes. Find the maximum absolute relative error at the
end of the second iteration. Assume the initial temperature at all interior nodes to be 0 C .
y
300 C
75 C
3.0 m 100 C
x
50 C
2.4 m
Figure 6: A rectangular plate with the dimensions and boundary temperatures
Solution
x y 0.6m
Re-writing Equations (5) and (6) we have
L
m
x
2.4
0.6
4
W
n
y
8
Elliptic Partial Differential Equations II MATH375
3
0 .6
5
The interior nodes are shown in Figure 7.
y
T0, 4
T1, 4 T2, 4 T3, 4 T4, 4
T0,3
T1,3 T2,3 T3,3 T4,3
T0, 2
T1, 2 T2, 2 T3, 2 T4, 2
All the nodes on the left and right boundary have an i value of zero and m , respectively.
All of the nodes on the top or bottom boundary have a j value of either zero or n ,
respectively.
From the boundary conditions
T0, j 75, j 1,2,3,4
T4, j 100, j 1,2,3,4
(E2.1)
Ti ,0 50, i 1,2,3
Ti ,5 300, i 1,2,3
The corner nodal temperature of T0,5 , T4,5 , T4,0 and T0, 0 are not needed. Now to get the
temperature at the interior nodes we have to write Equation (11) for all of the combinations
of i and j , i 1,...., m 1; j 1,..., n 1 .
Iteration 1
For iteration 1, we start with all of the interior nodes having a temperature of 0C .
i=1 and j=1
T T T T
T1,1 2,1 0,1 1, 2 1,0
4
0 75 0 50
4
9
Numerical Methods and Computation II MATH375
31.2500 C
i=1 and j=2
T T0, 2 T1,3 T1,1
T1, 2 2, 2
4
0 75 0 31.2500
4
26.5625C
i=1 and j=3
T T T T
T1,3 2,3 0,3 1, 4 1, 2
4
0 75 0 26.5625
4
25.3906C
i=1 and j=4
T T T T
T1, 4 2, 4 0, 4 1,5 1,3
4
0 75 300 25.3906
4
100.098C
i=2 and j=1
T T T T2,0
T2,1 3,1 1,1 2, 2
4
0 31.2500 0 50
4
20.3125C
i=2 and j=2
T T T2,3 T2,1
T2, 2 3, 2 1, 2
4
0 26.5625 0 20.3125
4
11.7188C
i=2 and j=3
T T T2, 4 T2, 2
T2,3 3,3 1,3
4
0 25.3906 0 11.7188
4
9.27735C
10
Elliptic Partial Differential Equations II MATH375
11
Numerical Methods and Computation II MATH375
T1,present T1,previous
a 1,1 1 1
100
T1,present
1
42.9688 31.2500
100
42.9688
27.27%
38.7696 26.5625
100
38.7696
31.49%
i=1 and j=3
T2,3 T0,3 T1, 4 T1, 2
T1,3
4
9.27735 75 100.098 38.7696
4
55.7862C
T1,present T1,previous
a 1,3 3 3
present
100
T1,3
55.7862 25.3906
100
55.7862
54.49%
i=1 and j=4
T2, 4 T0, 4 T1,5 T1,3
T1, 4
4
102.344 75 300 55.7862
4
133.283C
12
Elliptic Partial Differential Equations II MATH375
T1,present T1,previous
a 1, 4 4 4
present
100
T1, 4
133.283 100.098
100
133.283
24.90%
i=2 and j=1
T3,1 T1,1 T2, 2 T2,0
T2,1
4
42.5781 42.9688 11.7188 50
4
36.8164C
T2present T2previous
a 2,1 ,1 ,1
100
T2present
,1
36.8164 20.3125
100
36.8164
44.83%
i=2 and j=2
T3, 2 T1, 2 T2,3 T2,1
T2, 2
4
38.5742 38.7696 9.27735 36.8164
4
30.8594C
T2present T2previous
a 2, 2 ,2 ,2
100
T2present
,2
30.8594 11.7188
100
30.8594
62.03%
i=2 and j=3
T3,3 T1,3 T2, 4 T2, 2
T2,3
4
36.9629 55.7862 102.344 30.8594
4
56.4881C
13
Numerical Methods and Computation II MATH375
T2present T2previous
a 2,3 ,3 ,3
100
T2present
,3
56.4881 9.27735
100
56.4881
83.58%
i=2 and j=4
T3, 4 T1, 4 T2,5 T2,3
T2, 4
4
134.827 133.283 300 56.4881
4
156.150C
T2present T2previous
a 2, 4 ,4 ,4
100
T2present
,4
156.150 102.344
100
156.150
34.46%
i=3 and j=1
T4,1 T2,1 T3, 2 T3,0
T3,1
4
100 36.8164 38.5742 50
4
56.3477C
T3present T3previous
a 3,1 ,1 ,1
100
T3present
,1
56.3477 42.5781
100
56.3477
24.44%
i=3 and j=2
T4, 2 T2, 2 T3,3 T3,1
T3, 2
4
100 30.8594 36.9629 56.3477
4
56.0425C
14
Elliptic Partial Differential Equations II MATH375
T3present T3previous
a 3, 2 ,2 ,2
100
T3present
,2
56.0425 38.5742
100
56.0425
31.70%
i=3 and j=3
T4,3 T2,3 T3, 4 T3, 2
T3,3
4
100 56.4881 134.827 56.0425
4
86.8394C
T3present T3previous
a 3, 3 ,3 ,3
100
T3present
,3
86.8394 36.9629
100
86.8394
57.44%
i=3 and j=4
T4, 4 T2, 4 T3,5 T3,3
T3, 4
4
100 156.150 300 86.8394
4
160.747C
T3present T3previous
a 3, 4 ,4 ,4
100
T3present
,4
160.747 134.827
100
160.747
16.12%
The maximum absolute relative error at the end of iteration 2 is 83% .
15
Numerical Methods and Computation II MATH375
75
133 156 161 100
75
56 56 87 100
75
39 31 56 100
75
43 37 56 100
x
50 50 50
Figure 8: Temperature distribution after two iterations
It took ten iterations to get all of the temperature values within 1% error.
The table below lists the temperature values at the interior nodes at the end of each iteration.
16
Elliptic Partial Differential Equations II MATH375
Example 3
A plate 2.4 m 3.0 m is subjected to the temperatures as shown in Fig. 6. Use a square grid
length of 0.6 m . Use the Gauss-Seidel with successive over relaxation method with a
weighting factor of 1.4 to find the temperature at the interior nodes. Conduct two iterations at
all interior nodes. Find the maximum absolute relative error at the end of the second iteration.
Assume the initial temperature at all interior nodes to be 0 C .
17
Numerical Methods and Computation II MATH375
300 C
75 C
3.0 m 100 C
x
50 C
2.4 m
Solution
x y 0.6m
Re-writing Equations (5) and (6) we have
L
m
x
2 .4
0 .6
4
W
n
y
3
0 .6
5
The interior nodes are shown in the Figure 10.
18
Elliptic Partial Differential Equations II MATH375
T0, 4
T1, 4 T2, 4 T3, 4 T4, 4
T0,3
T1,3 T2,3 T3,3 T4,3
T0, 2
T1, 2 T2, 2 T3, 2 T4, 2
All of the nodes on the left and right boundary have an i value of zero and m , respectively.
All of the nodes on the top or bottom boundary have a j value of either zero or n ,
respectively.
From the boundary conditions
T0, j 75, j 1,2,3,4
T4, j 100, j 1,2,3,4
(E3.1)
Ti ,0 50, i 1,2,3
Ti ,5 300, i 1,2,3
The corner nodal temperature of T0,5 , T4,5 , T4,0 and T0, 0 are not needed. Now to get the
temperature at the interior nodes, we have to write Equation (11) for all of the combinations
of i and j , i 1 to m 1 , j 1 to n 1 . After getting the temperature from Equation (11),
we have to use Equation (12) to apply the over relaxation method.
Iteration 1
For iteration 1, we start with all of the interior nodes having a temperature of 0C .
i=1 and j=1
T T T T
T1,1 2,1 0,1 1, 2 1,0
4
0 75 0 50
4
31.2500C
T1,1relaxed T1,1new (1 )T1,1old
19
Numerical Methods and Computation II MATH375
1.4(31.2500) (1 1.4)0
43.7500C
i=1 and j=2
T2, 2 T0, 2 T1,3 T1,1
T1, 2
4
0 75 0 43.75
4
29.6875C
relaxed
T1,2 T1,2new (1 )T1,2old
1.4(29.6875) (1 1.4)0
41.5625C
i=1 and j=3
T T T T
T1,3 2,3 0,3 1, 4 1, 2
4
0 75 0 41.5625
4
29.1406C
T1,3relaxed T1,3new (1 )T1,3old
1.4(29.1406) (1 1.4)0
40.7969C
i=1 and j=4
T2, 4 T0, 4 T1,5 T1,3
T1, 4
4
0 75 300 40.7969
4
103.949C
T1,4relaxed T1,4new (1 )T1,4old
1.4(103.949) (1 1.4)0
145.529C
i=2 and j=1
T3,1 T1,1 T2, 2 T2,0
T2,1
4
0 43.75 0 50
4
23.4375C
relaxed
T2,1 T2,1
new
(1 )T2,1
old
20
Elliptic Partial Differential Equations II MATH375
1.4(23.4375) (1 1.4)0
32.8215C
i=2 and j=2
T3, 2 T1, 2 T2,3 T2,1
T2, 2
4
0 41.5625 0 32.8125
4
18.5938C
relaxed
T2,2 T2,2
new
(1 )T2,2
old
1.4(18.5938) (1 1.4)0
26.0313C
i=2 and j=3
T3,3 T1,3 T2, 4 T2, 2
T2 , 3
4
0 40.7969 0 26.0313
4
16.7071C
relaxed
T2,3 T2,3
new
(1 )T2,3
old
1.4(16.7071) (1 1.4)0
23.3899C
i=2 and j=4
T3, 4 T1, 4 T2,5 T2,3
T2, 4
4
0 145.529 300 23.3899
4
117.230C
relaxed
T2,4 T2,4
new
(1 )T2,4
old
1.4(117.230) (1 1.4)0
164.122C
i=3 and j=1
T T T T3,0
T3,1 4,1 2,1 3, 2
4
100 32.8125 0 50
4
45.7031C
relaxed
T3,1 T3,1new (1 )T3,1old
21
Numerical Methods and Computation II MATH375
1.4(45.7031) (1 1.4)0
63.9844C
i=3 and j=2
T4, 2 T2, 2 T3,3 T3,1
T3, 2
4
100 26.0313 0 63.9844
4
47.5039C
relaxed
T3,2 T3,2
new
(1 )T3,2
old
1.4(47.5039) (1 1.4)0
66.5055C
i=3 and j=3
T T2,3 T3, 4 T3, 2
T3,3 4,3
4
100 23.3899 0 66.5055
4
47.4739C
relaxed
T3,3 T3,3
new
(1 )T3,3
old
1.4(47.4739) (1 1.4)0
66.4634C
i=3 and j=4
T T2, 4 T3,5 T3,3
T3, 4 4, 4
4
100 164.122 300 66.4634
4
157.646C
relaxed
T3,4 T3,4
new
(1 )T3,4
old
1.4(157.646) (1 1.4)0
220.704C
Iteration 2
For iteration 2, we take the temperatures from iteration 1.
i=1 and j=1
T T T T
T1,1 2,1 0,1 1, 2 1,0
4
32.8125 75 41.5625 50
4
49.8438C
22
Elliptic Partial Differential Equations II MATH375
52.2813 43.7500
100
52.2813
16.32%
i=1 and j=2
T2, 2 T0, 2 T1,3 T1,1
T1, 2
4
26.0313 75 40.7969 52.2813
4
48.5274C
relaxed
T1,2 T1,2new (1 )T1,2old
1.4(48.5274) (1 1.4)41.5625
51.3133C
T1,present T1,previous
a 1, 2 2 2
present
100
T1, 2
51.3133 41.5625
100
51.3133
19.00%
i=1 and j=3
T2,3 T0,3 T1, 4 T1, 2
T1,3
4
23.3899 75 145.529 51.3133
4
73.8103C
23
Numerical Methods and Computation II MATH375
T1,present T1,previous
a 1,3 3 3
100
T1,present
3
87.0157 40.7969
100
87.0157
53.12%
i=1 and j=4
T2, 4 T0, 4 T1,5 T1,3
T1, 4
4
164.122 75 300 87.0157
4
156.534C
relaxed
T1,4 T1,4new (1 )T1,4old
1.4(156.534) (1 1.4)145.529
160.936C
T1,present T1,previous
a 1, 4 4 4
present
100
T1, 4
160.936 145.529
100
160.936
9.57%
i=2 and j=1
T3,1 T1,1 T2, 2 T2,0
T2,1
4
63.9844 52.2813 26.0313 50.000
4
48.0743C
relaxed
T2,1 T2,1
new
(1 )T2,1
old
1.4(48.0743) (1 1.4)32.8125
54.1790C
T2present T2previous
a 2,1 ,1 ,1
present
100
T2,1
54.1790 32.8125
100
54.1790
39.44%
24
Elliptic Partial Differential Equations II MATH375
1.4(48.8469) (1 1.4)26.0313
57.9732C
T2,2present T2,2previous
a 2,2 100
T2,2present
57.9732 26.0313
100
57.9732
55.10%
i=2 and j=3
T3,3 T1,3 T2, 4 T2, 2
T2,3
4
66.4634 87.0157 164.122 57.9732
4
93.8936C
relaxed
T2,3 T2,3
new
(1 )T2,3
old
1.4(93.8936) (1 1.4)23.3899
122.095C
T2present T2previous
a 2,3 ,3 ,3
present
100
T2,3
122.095 23.3899
100
122.095
80.84%
i=2 and j=4
T3, 4 T1, 4 T2,5 T2,3
T2, 4
4
220.704 160.936 300 122.095
4
200.934C
relaxed
T2,4 T2,4
new
(1 )T2,4
old
25
Numerical Methods and Computation II MATH375
1.4(200.934) (1 1.4)164.122
215.659C
T2present T2previous
a 2, 4 ,4 ,4
100
T2present
,4
215.659 164.122
100
215.659
23.90%
i=3 and j=1
T4,1 T2,1 T3, 2 T3,0
T3,1
4
100 54.1790 66.5055 50
4
67.6711C
relaxed
T3,1 T3,1new (1 )T3,1old
1.4(67.6711) (1 1.4)63.9844
69.1458C
T3present T3previous
a 3,1 ,1 ,1
present
100
T3,1
69.1458 63.9844
100
69.1458
7.46%
i=3 and j=2
T4, 2 T2, 2 T3,3 T3,1
T3, 2
4
100 57.9732 66.4634 69.1458
4
73.3956C
relaxed
T3,2 T3,2
new
(1 )T3,2
old
1.4(73.3956) (1 1.4)66.5055
76.1516C
T3present T3previous
a 3, 2 ,2 ,2
present
100
T3, 2
76.1516 66.5055
100
76.1516
12.67%
26
Elliptic Partial Differential Equations II MATH375
1.4(129.738) (1 1.4)66.4634
155.048C
T3present T3previous
a 3, 3 ,3 ,3
present
100
T3,3
155.048 66.4634
100
155.048
57.13%
i=3 and j=4
T4, 4 T2, 4 T3,5 T3,3
T3, 4
4
100 215.659 300 155.048
4
192.677C
relaxed
T3,4 T3,4
new
(1 )T3,4
old
1.4(192.677) (1 1.4)220.704
181.466C
T3present T3previous
a 3, 4 ,4 ,4
100
T3present
,4
181.466 220.704
100
181.466
21.62%
The maximum absolute relative error at the end of iteration 2 is 81% .
27
Numerical Methods and Computation II MATH375
75
161 216 181 100
75
87 122 155 100
75
51 58 76 100
75
52 54 69 100
x
50 50 50
Figure 11: Temperature distribution after two iterations
It took nine iterations to get all of the temperature values within 1% error. The table below
lists the temperature values at all nodes after each iteration.
28
Elliptic Partial Differential Equations II MATH375
29
Numerical Methods and Computation II MATH375
Example 4
A plate 2.4 m 3.0 m is subjected to the temperatures and insulated boundary conditions as
shown in Fig. 12. Use a square grid length of 0.6 m . Assume the initial temperatures at all of
the interior nodes to be 0 C . Find the temperatures at the interior nodes using the direct
method.
30
Elliptic Partial Differential Equations II MATH375
300 C
75 C
3.0 m Insulated
x
50 C
2.4 m
Solution
x y 0.6m
Re-writing Equations (5) and (6) we have
L
m
x
2 .4
0 .6
4
W
n
y
3
0.6
5
The unknown temperature nodes are shown in Figure 13.
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Numerical Methods and Computation II MATH375
T0,4
T1,4 T2,4 T3,4 T4,4
T0,3
T1,3 T2,3 T3,3 T4,3
T0,2
T1,2 T2,2 T3,2 T4,2
T0,1
T1,1 T2,1 T3,1 T4,1
T0,0 x
T1,0 T2,0 T3,0 T4,0
Figure 13: Plate with the nodes labeled
All of the nodes on the boundary have an i value of either zero or m . All of the nodes on
the boundary have a j value of either zero or n .
From the boundary conditions
T0, j 75; j 1,2,3,4
Ti , 0 50; i 1,2,3,4
Ti ,5 300; i 1,2,3,4 (E4.1)
T
0; j 1,2,3,4
x 4, j
Now in order to find the temperatures at the interior nodes, we have to write Equation (10)
for all of the combinations of i and j . We express this using i from 1 to m 1 and j from
1 to n 1 . For the right side boundary nodes, where i m 4 , we have to write Equation
(18) for j 1,2,3,4 . This would give m n 1 simultaneous linear equations with m n 1
unknowns.
i=1 and j=1
T2,1 T0,1 T1, 2 T1,0 4T1,1 0
T2,1 75 T1, 2 50 4T1,1 0
4T1,1 T1, 2 T2,1 125 (E4.2)
i=1 and j=2
T2, 2 T0, 2 T1,3 T1,1 4T1, 2 0
T2, 2 75 T1,3 T1,1 4T1, 2 0
T1,1 4T1, 2 T1,3 T2, 2 75 (E4.3)
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Elliptic Partial Differential Equations II MATH375
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Numerical Methods and Computation II MATH375
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Elliptic Partial Differential Equations II MATH375
Equations (E4.2) to (E4.17) represent a set of sixteen simultaneous linear equations, and
solving them gives the temperature at sixteen interior nodes. The solution is
T1,1 76.8254
T
1, 2 99.4444
T1,3 128.617
T1, 4 180.410
T2,1 82.8571
T2, 2 117.335
T 159.614
2,3
T2, 4 218.021
T C
87 . 2678
3 ,1
T3, 2 127.426
T3,3 174.483
T3, 4 232.060
T4,1 88.7882
T 130.617
4, 2
T4,3 178.830
T4, 4 232.738
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Numerical Methods and Computation II MATH375
APPENDIX A
Analytical Solution of Example 1
300 C
75 C 100 C
x
50 C
Non-Homogeneous Problem
y
y
0 C
300 C
0 C 0 C 75 C 100 C
x x
50 C 0 C
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Elliptic Partial Differential Equations II MATH375
From Figure A.1, the total solution of the problem is obtained by the summation of the
solutions of Problem 1 and Problem 2.
Solution to Problem 1
Let the solution to problem 1 be T1 .
Then the differential equation is
2T1 2T1
2 0 0 x L ; 0 y W (A.1)
x 2 y
with boundary conditions
T1 (0, y) 0 (A.2)
T1 (2.4, y) 0 (A.3)
T1 ( x,0) 50 (A.4)
T1 ( x,3.0) 300 (A.5)
Let T1 be a function of X (x) and Y ( y)
T1 ( x, y) X ( x).Y ( y) (A.6)
Substituting Equation (A.6) in Equation (A.1), we have
X ''Y Y '' X 0
X '' Y ''
X Y
''
X Y ''
2 (A.7)
X Y
Spatial Y solution
Now from Equation (A.7) we can write
Y ''
2
Y
Y '' 2Y 0 (A.8)
Equation (A.8) is a homogeneous second order differential equation. These type of equations
have the solution of the form Y ( y) e my . Substituting Y ( y) e my in Equation (A.8) we get,
m 2 e my 2 e my 0
e my (m 2 2 ) 0
m2 2 0
m1 , m2 ,
From the values of m1 and m2 , the solution of Y ( y) is written as
Y ( y) A cosh(y) B sinh(y) (A.9)
Spatial X solution
Now from Equation (A.7) we can write
X ''
2
X
X '' 2 X 0 (A.10)
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Numerical Methods and Computation II MATH375
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Elliptic Partial Differential Equations II MATH375
Comparing Equation (A.16) with half range sine series, Equation (A.16) is a half-range
expression of 50 in sine series with L 2.4 . Therefore
n
2.4
2
An
2.4 0 50 sin x dx
2.4
n
2.4
1
50 sin x dx
1.2 0 2.4
2.4
50 n
cos x
n 2.4 0
1.2
2.4
50 2.4
cos n 1
1.2 n
100
cos n 1
n
100
1 (1)n (A.17)
n
Applying boundary condition represented by Equation (A.5) ,we have
n n n
300 sin x An cosh 3.0 Bn sinh 3.0 (A.18)
n1 2.4 2.4 2.4
Solving Equation (A.18) for Bn gives
1 2 2.4 n 3n
Bn
3n
2.4 0 300 sin
2.4
x dx An cos
2.4
sin
2.4
n x
2.4
cos
1 600 2.4 3n
An cos
3n 2.4 n 2.4
sin
2.4 2.4
0
1 600 2.4 n x
2.4
3n
cos A cos
3n 2.4 n
n
sin 2.4 0 2.4
2.4
1 600 3n
cos n 1 An cos
3n n 2.4
sin
2.4
1 600 3n
1 (1)n An cos (A.19)
3n n 2.4
sin
2.4
From Equations (A.15), (A.17) and (A.19), the solution T1 is given as
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Numerical Methods and Computation II MATH375
n n n
T1 ( x, y) sin x An cosh y Bn sinh y (A.20)
n 1 2.4 2.4 2.4
where
100
An
n
1 (1) n and
3n
Bn
1 600
1 (1) n An cos
3n n 2.4
sin
2.4
Solution Problem 2
Let the solution to Problem 2 be T2 . Problem 2 can be solved similarly as Problem 1. The
solution to Problem 2 is
n n n
T2 ( x, y) sin y C n cosh x Dn sinh x (A.21)
n 1 3 3 3
where
Cn
150
n
1 (1) n and
2.4n
Dn
1 200
1 (1) n C n cos
2.4n n 3
sin
3
Overall Solution
The overall solution to the problem is
T ( x, y) T1 ( x, y) T2 ( x, y)
n n n
T ( x, y ) sin x An cosh y Bn sinh y
n 1 2.4 2.4 2.4
n n n
sin
n 1
y Cn cosh
3 3
x Dn sinh
3
x
where
An
100
n
1 (1) n ,
3n
Bn
1 600
1 (1) n An cos ,
3n n 2.4
sin
2.4
Cn
150
n
1 (1) n ,
2.4n
Dn
1 200
1 (1) n C n cos
2.4n n 3
sin
3
40