Computational Fluid Dynamics

Mathematical Behaviour of PDEs

Initial and Boundary Conditions
Initial Value Problems
Mathematical Behaviour of PDEs
Goverrning equations in fluid flow and heat transfer are mostly
Partial Differential Equations. Therefore it is important to know how
PDEs are classified.
Classification of PDEs:
According to order: The order of a PDE is determined by the
highest-order partial derivative present in that equation.

= 0

= 0

3
+

= 0
dependent variables
X and y independent variables



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Mathematical Behaviour of PDEs
According to linearity: PDEs are broadly categorised into
linear and non-linear equations.

2
+ b

+ c

2

+ = 0
If a, b and c are constants Linear
If a, b and c are functions of independent variables
Linear
If the coefficients are functions of the dependent variable
and/or any of its derivatives of either lower or same order
Non-linear

= 0

= 0


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Elliptical, parabolic and Hyperbolic
Equations
Linear second-order PDEs in two independent
variables are further classified into three forms
viz. elliptic, parabolic and hyperbolic.
The general form of this class of equation is

2
+ b

+ c

2

+

+ + = 0
where coefficients are either constants or functions
of the independent variables only.

2
4 < 0

2
4 = 0

2
4 > 0


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Elliptical, parabolic and Hyperbolic
Equations
Elliptic PDE:

2
+

2

= 0 Laplaces equation

2
+

2

=g(x,y) Poissons equation
a =1, b = 0, c = 1

2
4 = 4 < 0
The function (x,y) must satisfy both
the differential equation over a closed
domain and the boundary conditions
on the closed boundary conditions on
the closed boundary of the domain.
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Solution domain
the function (x,y)
Outward
normal
Boundary conditions
prescribed on entire
boundary-usually as a
value of (x,y) or the
normal derivative

Representation of an elliptical problem
Elliptical, parabolic and Hyperbolic
Equations
Parabolic PDE

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Heat conduction or

diffusion equation
where is a positive, real constant
a = , b = 0, c = 0
2
4 = 0

In parabolic problems, the solution
advances outward indefinitely from
known initial values, always satisfying the
known boundary conditions as the
solution progresses. This is also called
marching type of problem.
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Initial condition is specified here
t
P
r
e
s
c
r
i
b
e
d

B
o
u
n
d
a
r
y

C
o
n
d
i
t
i
o
n

x
Solution marches
Outward with time
from I.C.


Solution domain for
marching problems
P
r
e
s
c
r
i
b
e
d

B
o
u
n
d
a
r
y

C
o
n
d
i
t
i
o
n

Representation of an parabolic problem
Elliptical, parabolic and Hyperbolic
Equations
Hyperbolic PDE

2
=
2

2
Wave equation

2
is a real constant (always positive)
a =
2
, b = 0 and c = -1
2
4 = 4
2
> 0

The solution domain of hyperbolic PDE has the
same open ended nature as in parabolic PDE.
However, two ICs are required to start the
solution of hyperbolic equations in contrast
with parabolic equations where only one I.C. is
required.
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t
P
r
e
s
c
r
i
b
e
d

B
o
u
n
d
a
r
y

C
o
n
d
i
t
i
o
n

x
Solution propagating
Outward with time
for specified I.Cs


P
r
e
s
c
r
i
b
e
d

B
o
u
n
d
a
r
y

C
o
n
d
i
t
i
o
n

Initial conditions is specified here
Representation of an hyperbolic problem
Initial and Boundary Conditions
Initial and Boundary conditions must be specified to
obtain unique numerical solutions to the PDEs
1-D transient heat conduction equation

2

The above equation is a mathematical
representation of a physical problem in which for
example, temperature within a large solid slab
having finite thickness changes in the x-direction
(thickness direction) as a function of time till steady
state (corresponding to t ) is reached.
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Initial and Boundary Conditions
Dirichlet Conditions
The values of the
dependent variables are
specified at the
boundaries.
B.C.1: T = f(t) or T
1
at x = 0
B.C.2: T = T
2
at x = L
I.C: T=f(x) at t = 0
or T= T
o


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x

T = f(t)
Or
T = T
1

T = T
2

0
L
t>0
0 x L
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Initial and Boundary Conditions
Neumann Conditions
The derivative of the dependent
variable is given as a constant or
as a function of the independent
variable on one boundary.

= 0 at x = L and t 0

This condition specifies that the
temperature gradient at the right
boundary is zero (insulation
condition)

Cauchy condition Dirichlet +
Neumann
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x
T = f(t)
Or
T = T
1

= 0
0
L
Neumann
Dirichlet
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Initial and Boundary Conditions
Robins Conditions
The derivative of the
dependent variable is given as
a function of the dependent
variable on the boundary.

For the heat conduction
problem, this may correspond
to the case of cooling of a
large steel slab of finite
thickness L by water or oil,
the heat transfer coefficient
h being finite.
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x

= h

= h

0
L
Neumann
Dirichlet
Fluid T>T


h, T

Fluid T>T


h, T

Initial value problems
In this case, at least one of the independent variables has
an open region.
In the unsteady state heat conduction problem the time
variable has the range 0 t , where no condition has
been specified at t = ; therefore this is an initial value
problem.
Initial value problems are not necessarily time-dependent
problems. For example, in a steady 2-D laminar boundary
layer flow over a flat plate, the co-ordinate (x) along the
plate acts as an open-ended co-ordinate. In other words,
the velocities at x = x
o
must be known to start the
computation indicating that space is behaving like a time
co-ordinate in this case.
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Assignment - 2
Last date for submission 01-03-2013
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