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  • PDEs - Toc

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    Ham Karim RUPP
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    This document provides an overview of techniques for numerically solving ordinary and partial differential equations. It begins with an introduction to ordinary differential equations and methods like Euler's method for approximating solutions. Subsequent sections cover topics like predictor-corrector methods, Runge-Kutta methods, and issues that can arise like stiffness. The document then shifts to discussing partial differential equations, including techniques like the method of characteristics for first-order PDEs and finite difference methods for the diffusion equation. Later sections apply these concepts to specific PDEs like the advection and wave equations.

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    Partial Differential Equations - contents

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    PDEs - toc

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    This document provides an overview of techniques for numerically solving ordinary and partial differential equations. It begins with an introduction to ordinary differential equations and methods like Euler's method for approximating solutions. Subsequent sections cover topics like predictor-corrector methods, Runge-Kutta methods, and issues that can arise like stiffness. The document then shifts to discussing partial differential equations, including techniques like the method of characteristics for first-order PDEs and finite difference methods for the diffusion equation. Later sections apply these concepts to specific PDEs like the advection and wave equations.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    16 views2 pages

    PDEs - Toc

    Uploaded by

    Ham Karim RUPP
    This document provides an overview of techniques for numerically solving ordinary and partial differential equations. It begins with an introduction to ordinary differential equations and methods like Euler's method for approximating solutions. Subsequent sections cover topics like predictor-corrector methods, Runge-Kutta methods, and issues that can arise like stiffness. The document then shifts to discussing partial differential equations, including techniques like the method of characteristics for first-order PDEs and finite difference methods for the diffusion equation. Later sections apply these concepts to specific PDEs like the advection and wave equations.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    Contents

    1 Ordinary Differential Equations (ODE’s) 3


    1.1 Ordinary Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
    1.2 Dynamical Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
    1.3 Approximation of Derivatives by Finite Differences . . . . . . . . . . . . . . . . . . . . 6
    1.4 Time-stepping Algorithms 1 : Euler Methods . . . . . . . . . . . . . . . . . . . . . . . . 7
    1.4.1 Forward Euler Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
    1.4.2 Backward Euler Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
    1.4.3 Stepwise vs Global Error . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
    1.4.4 Explicit vs Implicit Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
    1.4.5 Improving on the Euler Method . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
    1.5 Time-stepping Algorithms 2 : Predictor–Corrector Methods . . . . . . . . . . . . . . . 10
    1.5.1 Implicit Trapezoidal Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
    1.5.2 Improved Euler Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
    1.5.3 Multistep Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
    1.5.4 Adams–Bashforth Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
    1.5.5 Adams–Moulton Methods: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
    1.6 Time-stepping Algorithms 3 : Runge–Kutta Methods . . . . . . . . . . . . . . . . . . . 13
    1.7 Adaptive Timestepping . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
    1.8 Snakes in the Grass . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
    1.8.1 Singularities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
    1.8.2 Stiffness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

    2 Partial Differential Equations (PDE’s) 19


    2.1 Introduction to PDE’s and their Mathematical Classification . . . . . . . . . . . . . . . 19
    2.1.1 Classification of Second Order PDEs . . . . . . . . . . . . . . . . . . . . . . . . . 19
    2.1.2 Types of Boundary Conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
    2.2 Non-Dimensionalisation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
    2.3 First Order PDEs: Method of Characteristics . . . . . . . . . . . . . . . . . . . . . . . . 23
    2.4 Similarity Solutions and Travelling Waves . . . . . . . . . . . . . . . . . . . . . . . . . . 28
    2.4.1 Travelling waves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
    2.4.2 Similarity Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30

    3 The Diffusion Equation 33


    3.1 Forward Time Centred Space (FTCS) Scheme . . . . . . . . . . . . . . . . . . . . . . . . 33
    3.2 Source Terms and Boundary Conditions in the FTCS Scheme . . . . . . . . . . . . . . . 34
    3.2.1 Including a source term in the FTCS scheme . . . . . . . . . . . . . . . . . . . . 34
    3.2.2 Imposing Dirichlet Boundary Conditions in the FTCS scheme . . . . . . . . . . 35
    3.2.3 Imposing Neumann Boundary Conditions in the FTCS scheme . . . . . . . . . 36
    3.3 Consistency and Stability of the FTCS Scheme . . . . . . . . . . . . . . . . . . . . . . . 37
    3.3.1 Consistency of the FTCS Scheme . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
    3.3.2 Stability of the FTCS Scheme . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
    3.3.3 Von Neumann Stability Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
    3.4 The Crank–Nicholson Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

    1
    CONTENTS CONTENTS

    3.5 Stability of the Crank–Nicholson Scheme . . . . . . . . . . . . . . . . . . . . . . . . . . 42


    3.6 Similarity solutions as attractors: rescaling . . . . . . . . . . . . . . . . . . . . . . . . . 42

    4 Hyperbolic PDE’s 44
    4.1 The Advection Equation Revisited . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
    4.2 Lax Method and CFL Criterion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
    4.3 Conservation Laws and Lax–Wendroff Method . . . . . . . . . . . . . . . . . . . . . . . 49
    4.4 The Wave Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
    4.5 Boundary Conditions for the Wave Equation . . . . . . . . . . . . . . . . . . . . . . . . 52

    Bibliography 55

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