Introduction to the Method of Lines

The method of lines is a computational technique that is particularly suited for solving coupled systems of parabolic partial-differential equations (PDE). The boundary-layer equations can be solved by the method of lines (MOL), although the task is facilitated considerably by casting the problem in a differential-algebraic setting [13]. As an introductory illustration, consider the heat equation 

An alternative to the standard-form representation is the differential-algebraic equation (DAE) representation, which is stated in a general form as g(r, y, y). The lower portion of Fig. 7.3 illustrates how the heat equation is cast into the DAE form. The boundary conditions can now appear as algebraic constraints (i.e., they have no time derivatives). For a problems as simple as the heat equations, this residual representation of the boundary conditions is not necessary. However, recall that implicit boundary-condition specification is an important aspect of solving boundary-layer equations. 

Once the PDE has been semi-discretized (i.e., discretize the spatial derivatives but not the timelike derivatives) to form a system of ODEs, the ODEs can be solved by high-level software packages. In the standard form there are many such packages available, with relatively fewer for DAEs (see Section 15.3.3). In the method of lines, the spatial differencing must be done by the user, while time discretization and error control is handled by the ODE software. Overall, the effort to develop a new simulation is reduced, since a good deal of existing high-level software can be used. 

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Following the very brief introduction to the method of lines and differential-algebraic equations, we return to solving the boundary-layer problem for nonreacting flow in a channel (Section 7.4). From the DAE-form discretization illustrated in Fig. 7.4, there are several important things to note. The residual vector F is structured as a two-dimensional matrix (e.g., Fuj represents the residual of the momentum equation at mesh point j). This organizational structure helps with the eventual software implementation. In the Fuj residual note that there are two timelike derivatives, u and p (the prime indicates the timelike z derivative). As anticipated from the earlier discussion, all the boundary conditions are handled as constraints and one is implicit. That is, the Fpj residual does not involve p itself. 

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