Parabolic Partial Differential Equations

The numerical methods for partial differential equations can be classified according to the type of equation (see Partial Differential Equations ) parabolic, elliptic, and hyperbolic. This section uses the finite difference method to illustrate the ideas, and these results can be programmed for simple problems. For more complicated problems, though, it is common to rely on computer packages. Thus, some discussion is given to the issues that arise when using computer packages. 

Differential methods - in these techniques the internal grid coordinates are found via the solution of appropriate elliptic, parabolic or hyperbolic partial differential equations. 

Smith, I. M., J. L. Siemienivich, and I. Gladweh. A Comparison of Old and New Methods for Large Systems of Ordinary Differential Equations Arising from Parabolic Partial Differential Equations, Num. Anal. Rep. Department of Engineering, no. 13, University of Manchester, England (1975). 

A marching-ahead solution to a parabolic partial differential equation is conceptually straightforward and directly analogous to the marching-ahead method we have used for solving ordinary differential equations. The difficulties associated with the numerical solution are the familiar ones of accuracy and stability. 

A generalized partial differential equation solver which handles simultaneous parabolic, one dimensional elliptic, ordinary and integral equations and uses B-splines with an adaptive grid was written to solve the model. Further details on the model and solution method can be found in Reference 14. 

In the study of nonstationary processes described by partial differential equations of parabolic and hyperbolic types... 

Figure 8 depicts our view of an ideal structure for an applications program. The boxes with the heavy borders represent those functions that are problem specific, while the light-border boxes represent those functions that can be relegated to problem-independent software. This structure is well-suited to problems that are mathematically either systems of nonlinear algebraic equations, ordinary differential equation initial or boundary value problems, or parabolic partial differential equations. In these cases the problem-independent mathematical software is usually written in the form of a subroutine that in turn calls a user-supplied subroutine to define the system of equations. Of course, the user must write the subroutine that defines his particular system of equations. However, that subroutine should be able to make calls to problem-independent software to return many of the components that are needed to assemble the governing equations. Specifically, such software could be called to return in-... 

Let us consider the genera class of systems described by a system of n nonlinear parabolic or hyperbolic partial differential equations. For simplicity vve assume that we have only one spatial independent variable, z. 

In terms of transient behaviors, the most important parameters are the fluid compressibility and the viscous losses. In most field problems the inertia term is small compared with other terms in Eq. (128), and it is sometimes omitted in the analysis of natural gas transient flows (G4). Equations (123) and (128) constitute a pair of partial differential equations with p and W as dependent variables and t and x as independent variables. The equations are hyperbolic as shown, but become parabolic if the inertia term is omitted from Eq. (128). As we shall see later, the hyperbolic form must be retained if the method of characteristics (Section V,B,1) is to be used in the solution. 

The description of phenomena in a continuous medium such as a gas or a fluid often leads to partial differential equations. In particular, phenomena of wave propagation are described by a class of partial differential equations called hyperbolic, and these are essentially different in their properties from other classes such as those that describe equilibrium ( elliptic ) or diffusion and heat transfer ( parabolic ). Prototypes are ... 

See Partial Differential Equations. ) If the diffusion coefficient is zero, the convective diffusion equation is hyperbolic. If D is small, the phenomenon may be essentially hyperbolic, even though the equations are parabolic. Thus the numerical methods for hyperbolic equations may be useful even for parabolic equations. 

Both partial differential equations (2.6) and (2.7) are linear and of the parabolic type. The solution of these equations should be nonnegative and normalized to unity. Besides, this solution should satisfy the initial condition ... 

Transient is a C-program for solving systems of generally non-linear, parabolic partial differential equations in two variables (that is, space and time), in particular, reaction-diffusion equations within the generalized Crank-Nicolson Finite Difference Method. 

The system of hyperbolic and parabolic partial differential equations representing the ID or 2D model of monolith channel is solved by the finite differences method with adaptive time-step control. An effective numerical solution is based on (i) discretization of continuous coordinates z, r and t, (ii) application of difference approximations of the derivatives, (iii) decomposition of the set of equations for Ts, T, c and cs, (iv) quasi-linearization of... 

For the two-dimensional problem the body force must be purely in the two-dimensional plane. Therefore Vxf must be purely orthogonal to the plane for example, in the r-6 problem, it must point in the z plane. It can be shown that the vortex-stretching term vanishes under these conditions. As a result the vorticity-transport equation is a relatively straightforward scalar parabolic partial differential equation,... 

The theory for classifying linear, second-order, partial-differential equations is well established. Understanding the classification is quite important to understanding solution algorithms and where boundary conditions must be applied. Partial differential equations are generally classified as one of three forms elliptic, parabolic, or hyperbolic. Model equations for each type are usually stated as... 

With the convective derivatives eliminated and the properties constant, the thermal-energy equation is completely decoupled from the system. Moreover the energy equation is a simple, linear, parabolic, partial differential equation. 

The parabolic partial differential equation can be solved by separation of variables, although the solution shown in Fig. 4.9 is found by a finite-difference technique. Starting from rest (i.e., zero velocity everywhere), the expected steady-state parabolic velocity profile is reached in a dimensionless time of t 1. 

This momentum equation is a linear parabolic partial differential equation (for constant p) that can be solved by the method of separation of variables. In this approach the solution can be found to be a product of two functions as w(t, r) = f t)g r). The solution is represented as an infinite series that can be readily evaluated at any time or value of r. Such a solution is available for a variety of boundary conditions, including time-oscillating rotation rates. At this point, however, we choose to proceed with a numerical solution. 

The circumferential ((j>) momentum equation is a partial differential equation. Identify some of its basic properties. Is it elliptic, parabolic, or hyperbolic Is it linear of nonlinear What is its order ... 

This is a linear parabolic partial differential equation that can be readily solved as soon as boundary conditions are specified. There is a symmetry condition at the centerline, and it is presumed that the mass fraction Yk vanishes at the wall, Yk = 0. It is important to note that it has been implicitly assumed that the velocity profile has been fully developed, such that the similarity solution / is valid. This assumption is analogous to that used in the Graetz problem (Section 4.10). 

The boundary-layer equations represent a coupled, nonlinear system of parabolic partial-differential equations. Boundary conditions are required at the channel inlet and at the extremeties of the y domain. (The inlet boundary conditions mathematically play the role of initial conditions, since in these parabolic equations x plays the role of the time-like independent variable.) At the inlet, profiles of the dependent variables (w(y), T(y), and Tt(y)) must be specified. The v(y) profile must also be specified, but as discussed in Section 7.6.1, v(y) cannot be specified independently. When heterogeneous chemistry occurs on a wall the initial species profile Yk (y) must be specified such that the gas-phase composition at the wall is consistent with the surface composition and temperature and the heterogeneous reaction mechanism. The inlet pressure must also be specified. 

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... 

This appendix provides a detailed description of how to build Excel spreadsheet solutions for several of the problems that were presented and solved in Chapter 4. Generically, these include an ordinary-differential-equation boundary-value problem, a one-dimensional parabolic partial differential equation, and a two-dimensional elliptic partial differential equation. 

Fig. D.3 Spreadsheet using an explicit method to solve the one-dimensional parabolic partial differential equations describing the circumferential velocity between an inner rotating rod and an outer fixed cylindrical shell. The problem and solution algorithm are described and discussed in Section 4.8.

Dassl, solves stiff systems of differential-algebraic equations (DAE) using backward differentiation techniques [13,46]. The solution of coupled parabolic partial differential equations (PDE) by techniques like the method of lines is often formulated as a system of DAEs. It automatically controls integration errors and stability by varying time steps and method order. 

Such purely mathematical problems as the existence and uniqueness of solutions of parabolic partial differential equations subject to free boundary conditions will not be discussed. These questions have been fully answered in recent years by the contributions of Evans (E2), Friedman (Fo, F6, F7), Kyner (K8, K9), Miranker (M8), Miranker and Keller (M9), Rubinstein (R7, R8, R9), Sestini (S5), and others, principally by application of fixed-point theorems and Green s function techniques. Readers concerned with these aspects should consult these authors for further references. 

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