Elliptic Partial Differential

Equations

1
 Defining Elliptic PDE’s
— The general form for a second order linear PDE with two independent
variables ( x, y ) and one dependent variable ( u) is

¶ 2u ¶ 2u ¶ 2u
A 2 +B +C 2 + D =0
¶x ¶x¶y ¶y
— Recall the criteria for an equation of this type to be considered elliptic
B 2 - 4 AC < 0
— For example, examine the Laplace equation given by
¶ 2T ¶ 2T
+ 2 = 0 , where A = 1 , B = 0 , C = 1
¶x 2
¶y
then
B 2 - 4 AC = 0 - 4(1)(1)
= -4 < 0
thus allowing us to classify this equation as elliptic.
Physical Example
y
of an Elliptic PDE
Tt

W Tl Tr

x
Tb
L
Schematic diagram of a plate with specified temperature boundary
conditions
¶T ¶T
2 2
The Laplace equation governs the temperature:
+ = 0
¶x ¶y
2 2
 Discretizing the Elliptic PDE
L
y Dx =
Tt m
(0, n) W
Dx Dy = (i, j + 1)
n Dy Dx
Dy Tr
Tl (i, j ) (i - 1, j ) (i, j ) (i + 1, j )

x (i, j - 1)
(0,0)
Tb (m,0)

¶T2
T ( x + Dx, y ) - 2T ( x, y ) + T ( x - Dx, y )
( x, y ) @
¶x 2
(Dx ) 2

¶ 2T T ( x, y + Dy ) - 2T ( x, y ) + T ( x, y - Dy )
( x, y ) @
¶y 2
(Dy ) 2
 Discretizing the Elliptic PDE
y
Tt
(0, n)
Dx (i, j + 1)
Dy Dx
Dy Tr
Tl (i, j ) (i - 1, j ) (i, j ) (i + 1, j )

x (i, j - 1)
(0,0)
Tb (m,0)

¶ 2T T ( x + Dx, y ) - 2T ( x, y ) + T ( x - Dx, y ) ¶ 2T Ti +1, j - 2Ti , j + Ti -1, j

( x , y ) @ @
¶x 2 (Dx )2 ¶x 2 i, j (Dx )2
 Discretizing the Elliptic PDE
y
Tt
(0, n)
Dx (i, j + 1)
Dy Dx
Dy Tr
Tl (i, j ) (i - 1, j ) (i, j ) (i + 1, j )

x (i, j - 1)
(0,0)
Tb (m,0)

¶ 2T T ( x + Dx, y ) - 2T ( x, y ) + T ( x - Dx, y ) ¶ 2T Ti +1, j - 2Ti , j + Ti -1, j

( x , y ) @ @
¶x 2 (Dx )2 ¶x 2 i, j (Dx )2

¶ 2T T ( x, y + Dy ) - 2T ( x, y ) + T ( x, y - Dy ) ¶ 2T Ti , j +1 - 2Ti , j + Ti , j -1
( x , y ) @ @
¶y 2 (Dy )2 ¶y 2 i, j (Dy )2
Discretizing the Elliptic PDE
¶ 2T ¶ 2T
+ =0
¶x 2
¶y 2

Substituting these approximations into the Laplace equation

yields:
Ti +1, j - 2Ti , j + Ti -1, j Ti , j +1 - 2Ti , j + Ti , j -1
+ =0
(Dx ) 2
(Dy ) 2

if,

Dx = Dy
the Laplace equation can be rewritten as

Ti +1, j + Ti -1, j + Ti , j +1 + Ti , j -1 - 4Ti , j = 0

Discretizing the Elliptic PDE
Ti +1, j + Ti -1, j + Ti , j +1 + Ti , j -1 - 4Ti , j = 0
Once the governing equation has been
discretized there are several numerical
methods that can be used to solve the problem.

We will examine the:

•Direct Method
•Gauss-Seidel Method
 Example 1: Direct Method
Consider a plate 2.4 m ´ 3.0 m that is subjected to the boundary conditions
shown below. Find the temperature at the interior nodes using a square
grid with a length of 0.6 m by using the direct method.
y

300 °C

75 °C
3.0 m 100 °C

x
50 °C

2.4 m
We can discretize the plate by taking,

Dx = Dy = 0.6m
 The nodal temperatures at the boundary nodes are given by:

y 300 °C

T 0,5 T1,5 T2,5 T3,5 T4,5

T0, 4
T0, j = 75, j = 1,2,3,4
T1, 4 T2, 4 T3, 4 T4, 4

75 °C T0,3 100 °C T4, j = 100, j = 1,2,3,4

T1,3 T2,3 T3,3 T4,3
T0, 2 Ti , 0 = 50, i = 1,2,3
T1, 2 T2, 2 T3, 2 T4, 2

T0,1 T1,1 T2,1 T3,1 T4,1

Ti ,5 = 300, i = 1,2,3
x
T0, 0 T1, 0 T2, 0 T3, 0 T4, 0

50 °C
 y

T 0,5 T1,5 T2,5 T3,5 T4,5

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

x
T0, 0 T1, 0 T2, 0 T3, 0 T4, 0

Equation for the temperature at the node (2,3) i=2 and j=3
Ti +1, j + Ti -1, j + Ti , j +1 + Ti , j -1 - 4Ti , j = 0
T3,3 + T1,3 + T2, 4 + T2, 2 - 4T2,3 = 0
T1,3 + T2, 2 - 4T2,3 + T2, 4 + T3,3 = 0
We can develop similar equations for every interior node leaving us
with an equal number of equations and unknowns.

Question: How many equations would this generate?

We can develop similar equations for every interior node leaving us
with an equal number of equations and unknowns.

Question: How many equations would this generate? Answer: 12

y

é T1,1 ù é73.8924ù
êT ú ê ú 300
ê ú ê
1, 2 93. 0252 ú
300 300
ê T1,3 ú ê119.907 ú
ê ú ê ú
êT1, 4 ú ê173.355 ú 75 100
êT2,1 ú ê77.5443ú 173 199 182
ê ú ê ú
T
Solving yields: ê 2, 2 ú = ê 103 . 302 ú °C 75 100
120 138 131
êT ú ê138.248 ú
ê 2,3 ú ê ú
T
ê 2, 4 ú ê 198 . 512 ú 75
93 103 104
100
ê T ú ê82.9833ú
ê 3,1 ú ê ú
êT3, 2 ú ê104.389 ú 75
74 78 83 100
ê ú ê ú
T
ê ú ê
3 , 3 131 . 271 ú x
êëT3, 4 úû êë182.446 úû 50 50 50
The Gauss-Seidel Method
— Recall the discretized equation

Ti +1, j + Ti -1, j + Ti , j +1 + Ti , j -1 - 4Ti , j = 0

— This can be rewritten as
Ti +1, j + Ti -1, j + Ti , j +1 + Ti , j -1
Ti , j =
4
— For the Gauss-Seidel Method, this
equation is solved iteratively for all
interior nodes until a pre-specified
tolerance is met.
 Example 2: Gauss-Seidel Method
Consider a plate 2.4 m ´ 3.0 m that is subjected to the boundary conditions
shown below. Find the temperature at the interior nodes using a square
grid with a length of 0.6 m using the Gauss-Siedel method. 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
We can discretize the plate by taking
Dx = Dy = 0.6m
 The nodal temperatures at the boundary nodes are given by:

y 300 °C

T 0,5 T1,5 T2,5 T3,5 T4,5

T0, 4
T0, j = 75, j = 1,2,3,4
T1, 4 T2, 4 T3, 4 T4, 4

75 °C T0,3 100 °C T4, j = 100, j = 1,2,3,4

T1,3 T2,3 T3,3 T4,3
T0, 2 Ti , 0 = 50, i = 1,2,3
T1, 2 T2, 2 T3, 2 T4, 2

T0,1 T1,1 T2,1 T3,1 T4,1

Ti ,5 = 300, i = 1,2,3
x
T0, 0 T1, 0 T2, 0 T3, 0 T4, 0

50 °C
•Now we can begin to solve for the temperature at each interior node using

Ti +1, j + Ti -1, j + Ti , j +1 + Ti , j -1
Ti , j =
4
•Assume all internal nodes to have an initial temperature of zero.

Iteration #1
T2,1 + T0,1 + T1, 2 + T1, 0
i=1 and j=1 T1,1 =
4
0 + 75 + 0 + 50
=
4
= 31.2500 °C
T2, 2 + T0, 2 + T1,3 + T1,1
i=1 and j=2 T1, 2 =
4
0 + 75 + 0 + 31.2500
=
4

= 26.5625°C
After the first iteration, the temperatures are as follows. These will now be
used as the nodal temperatures for the second iteration.
y

300 °C

100 102 135

75 °C 25 9.3 37 100 °C

27 12 39

31 20 43
x
50 °C
Iteration #2

i=1 and j=1

T2,1 + T0,1 + T1, 2 + T1, 0 T1,present - T previous

T1,1 = e a 1,1 = 1 present1,1 ´100

4 T1,1
20.3125 + 75 + 26.5625 + 50 42.9688 - 31.2500
= = ´100
4 42.9688
= 42.9688°C = 27.27%
 Temperature distribution and absolute relative error distribution in
the plate after two iterations:

Absolute Relative
Approximate
Temperature Distribution Error Distribution
y y
300 300 300

75
133 156 161 100 25% 34% 16%
75
56 56 87 100 54% 83% 58%
75
39 29 56 100 31% 62% 32%
75
43 37 56 100 27% 45% 24%
x x
50 50 50
Gauss-Seidel Method
Temperature Distribution in the Plate (°C)
Node
Number of Iterations
1 2 10
T1,1 31.2500 42.9688 73.0239
T1, 2 26.5625 38.7695 91.9585
T1,3 25.3906 55.7861 119.0976
T1, 4 100.0977 133.2825 172.9755
T2,1 20.3125 36.8164 76.6127
T2, 2 11.7188 30.8594 102.1577
T2,3 9.2773 56.4880 137.3802
T2, 4 102.3438 156.1493 198.1055
T3,1 42.5781 56.3477 82.4837
T3, 2 38.5742 56.0425 103.7757
T3,3 36.9629 86.8393 130.8056
T3, 4 134.8267 160.7471 182.2278