Introduction to PDE

Designing any engineering system always requires mathematical models with their
numerical solutions. Such models in real life are usually governed by Partial Differential
equations, subject to appropriate boundary conditions. However second order PDE have
applications in almost many fields e.g. Fluid Mechanics, Physics, Mechanical Engineering,
Heat transfer, Analysis of torsion in Civil Engineering etc.

Over 2-dimensional Cartesian domain , let u be the dependent variable.

Then a general second order PDE may be written as:

2u 2u 2u
A B C F x, y, u, u x , u y G 0 (1)
x 2 xy y 2

where A,B,C are functions of (x, y) and F may be non- linear function then

Equation (1) is called a Quasilinear PDE. If F is also a linear function then Equation(1) is

a Linear PDE. If G = 0 then equation (1) is Homogeneous otherwise Non-Homogeneous.

For solving Equation (1) numerically, it is necessary to classify the PDE, as it defines the

nature of conditions to be satisfied, in order that partial differential equation (1) posses a

unique solution.

Any problem defined by equation (1) in a domain is said to be well posed if

(i) There exists atleast one solution (Existence).

(ii) There exists almost one solution (uniqueness).
(iii) The solution is stable.

A benchmark problem of a ill posed problem is

u xx u yy 0 , 0<y<, with u(x,0) = 0, uy(x,0) = (1/n )sin nx

The closed form solution of the above equation does not satisfy the conditions.
The classification of the equation (1) is based upon the possibility of reducing it by a

suitable coordinate transformation to canonical form.

Let ( x, y ) , ( x, y ) (2)

where and are twice differentiable and the Jacobian J x y x y

is non zero so that (x, y) can be determined uniquely.
Then rewriting equation (1) in the following form

Au xx Bu xy Cu yy Du x Eu y Fu G 0 (3)

and using the transformation given by (2), Eqn.(3) is transformed to

Au Bu Cu Du Eu F u G 0 (4)

The corresponding characteristics are distinct or single or not real, depends upon the value of
discriminent (B2-4AC).

Thus the equation (3) is said to be Elliptic, Parabolic or Hyperbolic depending on

B2-4AC <, =, > 0 at a point or in a domain.

The classical examples are :

utt c2 uxx = 0 is Hyperbolic Equation called as Wave Equation.

ut c2 uxx = 0 is Parabolic Equation called as Heat Conduction Equation.

uxx+uyy = 0 is Elliptic Equation called as Laplace Equation

uxx+x uyy = 0 Tricomi Equation which is Elliptic for x >o, Parabolic for x=0
and Hyperbolic for x<0. Usually
the Boundary Value Problems are associated with Elliptic PDE whereas Initial Value Problems
are associated with Hyperbolic and Parabolic PDE.
 In contrast to the solution of ODE, the general solution of a linear PDE contains arbitrary
functions, which implies that there are infinitely many solutions only. By specifying
initial/boundary conditions, one can determine specific solution of interest. The conditions which
are specified at t = 0 or at a particular time t = t0, where t >t0 for the time domain, is called
Cauchy condition. The problems with prescribed Cauchy conditions are called IVP
(Initial Value Problem).

In some physical problems, when the governing PDE is to be solved over a given domain of
space, the problem are named as BVP (Boundary Value Problem). Thus there are three type
of conditions :

Drichlet conditions : when u is presented at each point of the boundary of the domain.
u
Neumann conditions: when the values of normal derivative on the boundary are
n
specified.
u
Robin conditions : when + au is specified at the boundary.
n
Every PDE needs to be governed by any of the above conditions, as per classification.