Partial differential equations numerical solution

The reason for constructing this rather complex model was that even though the mathematical equations may be easily set up using the dispersion model, the numerical solutions are quite involved and time consuming. Deans and Lapidus were actually concerned with the more complicated case of mass and heat dispersion with chemical reactions. For this case, the dispersion model yields a set of coupled nonlinear partial differential equations whose solution is quite formidable. The finite-stage model yields a set of differential-double-difference equations. These are ordinary differential equations, which are easier to solve than the partial differential equations of the dispersion model. The stirred-tank equations are of an initial-value type rather than the boundary-value type given by the dispersion model, and this fact also simplifies the numerical work. 

Three-dimensional models can handle complex cases with fewer empirical features. They require the solution of multidimensional, partial differential equations. These solutions are numerical tools and require the use of a supercomputer, or very long computation times on less sophisticated hardware. 

While the boundary layer equations that were derived in the preceding sections are much simpler than the general equations from which they were derived, they still form a complex set of simultaneous partial differential equations. Analytical solutions to this set of equations have been obtained in a few important cases. For the majority of flows, however, a numerical solution procedure must be adopted. Such solutions are readily obtained today using modest modem computing facilities. This was, however, not always so. For this reason, approximate solutions to the boundary layer equations have in the past been quite widely used. While such methods of solution are less important today, they are still used to some extent. One such approach will, therefore, be considered in the present text. 

Mathematical models of flow processes are non-linear, coupled partial differential equations. Analytical solutions are possible only for some simple cases. For most flow processes which are of interest to a reactor engineer, the governing equations need to be solved numerically. A brief overview of basic steps involved in the numerical solution of model equations is given in Section 1.2. In this chapter, details of the numerical solution of model equations are discussed. 

The mathematical origin of these concentration discontinuities or weak solutions of Eq. 7.1 has been explained by Courant and Friedrichs [24] and by Lax [25]. The mathematical backgroimd has been reviewed in cormection with the discussion of the numerical solution of the equilibrium-dispersive model given by Rou-chon et al. [26]. In the traditional theory of partial differential equations, a solution should be continuous. Lax [27] generalized the concept of solution to include weak solutions, which are not continuously differentiable. A solution of Eq. 7.1 that includes a continuous part, or diffuse bormdary, and a concentration shock is a weak solution of this equation [1,26-28]. A serious problem then arises, since there is no unique weak solution of Eq. 7.1. It is necessary to define the weak solution that is acceptable for the physical problem in order to achieve the determination of the band profile. This solution must make physical sense and prevent the crossing of the characteristics. Oleinik has suggested a selection rule that can... 

In the previous three chapters, we described various analytical techniques to produce practical solutions for linear partial differential equations. Analytical solutions are most attractive because they show explicit parameter dependences. In design and simulation, the system behavior as parameters change is quite critical. When the partial differential equations become nonlinear, numerical solution is the necessary last resort. Approximate methods are often applied, even when an analytical solution is at hand, owing to the complexity of the exact solution. For example, when an eigenvalue expression requires trial-error solutions in terms of a parameter (which also may vary), then the numerical work required to successfully use the analytical solution may become more intractable than a full numerical solution would have been. If this is the case, solving the problem directly by numerical techniques is attractive since it may be less prone to human error than the analytical counterpart. 

Lapidus, L. and Pinder, G. F., 1982. Numerical Solution of Partial Differential Equations in Science and Engineering, Wiley, New York. 

Dyna.micPerforma.nce, Most models do not attempt to separate the equiUbrium behavior from the mass-transfer behavior. Rather they treat adsorption as one dynamic process with an overall dynamic response of the adsorbent bed to the feed stream. Although numerical solutions can be attempted for the rigorous partial differential equations, simplifying assumptions are often made to yield more manageable calculating techniques. 

Smith, G.D., 1985. Numerical Solution of Partial Differential Equations Finite Difference Methods, 3rd edition. Clarendon Press. 

These coupled second-order partial differential equations do not have a closed-form solution. Accordingly, the approximate numerical technique of finite differences is employed. First, however, the boundary conditions must be prescribed in order to complete the formulation of the problem. Symmetry of the laminate about several planes permits reduction of the region of consideration to a quarter of the laminate cross section in the y-z plane at any value of x as shown in Figure 4-52. There, along the stress-free upper surface. 

Fox, L., Numerical Solution of Ordinary and Partial Differential Equations, Addison Wesley, Reading, 1962. 

Although only approximate analytical solutions to this partial differential equation have been available for x(s,D,r,t), accurate numerical solutions are now possible using finite element methods first introduced by Claverie and coworkers [46] and recently generalized to permit greater efficiency and stabihty [42,43] the algorithm SEDFIT [47] employs this procedure for obtaining the sedimentation coefficient distribution. 

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. 

Morton, K. and Mayers, D. (1994) Numerical Solution of Partial Differential Equations. An Introduction. Cambridge University Press Cambridge. 

Usually the finite difference method or the grid method is aimed at numerical solution of various problems in mathematical physics. Under such an approach the solution of partial differential equations amounts to solving systems of algebraic equations. 

The combined fiuld fiow, heat transfer, mass transfer and reaction problem, described by Equations 2-7, lead to three-dimensional, nonlinear, time dependent partial differential equations. The general numerical solution of these goes beyond the memory and speed capabilities of the current generation of supercomputers. Therefore, we consider appropriate physical assumptions to reduce the computations. 

The modeling of steady-state problems in combustion and heat and mass transfer can often be reduced to the solution of a system of ordinary or partial differential equations. In many of these systems the governing equations are highly nonlinear and one must employ numerical methods to obtain approximate solutions. The solutions of these problems can also depend upon one or more physical/chemical parameters. For example, the parameters may include the strain rate or the equivalence ratio in a counterflow premixed laminar flame (1-2). In some cases the combustion scientist is interested in knowing how the system mil behave if one or more of these parameters is varied. This information can be obtained by applying a first-order sensitivity analysis to the physical system (3). In other cases, the researcher may want to know how the system actually behaves as the parameters are adjusted. As an example, in the counterflow premixed laminar flame problem, a solution could be obtained for a specified value of the strain... 

The strategies discussed in the previous chapter are generally applicable to convection-diffusion equations such as Eq. (32). If the function O is a component of the velocity field, the incompressible Navier-Stokes equation, a non-linear partial differential equation, is obtained. This stands in contrast to O representing a temperature or concentration field. In these cases the velocity field is assumed as given, and only a linear partial differential equation has to be solved. The non-linear nature of the Navier-Stokes equation introduces some additional problems, for which special solution strategies exist. Corresponding numerical techniques are the subject of this section. 

Thompson, ). F., Warsi, Z. U., Mastin, C. W., Boundary-fitted coordinate systems for numerical solution of partial differential equations, ). Comput. Phys. 

In this chapter we concentrate on dynamic, distributed systems described by partial differential equations. Under certain conditions, some of these systems, particularly those described by linear PDEs, have analytical solutions. If such a solution does exist and the unknown parameters appear in the solution expression, the estimation problem can often be reduced to that for systems described by algebraic equations. However, most of the time, an analytical solution cannot be found and the PDEs have to be solved numerically. This case is of interest here. Our general approach is to convert the partial differential equations (PDEs) to a set of ordinary differential equations (ODEs) and then employ the techniques presented in Chapter 6 taking into consideration the high dimensionality of the problem. 

At this point we can summarize the steps required to implement the Gauss-Newton method for PDE models. At each iteration, given the current estimate of the parameters, ky we obtain w(t,z) and G(t,z) by solving numerically the state and sensitivity partial differential equations. Using these values we compute the model output, y(t k(i)), and the output sensitivity matrix, (5yr/5k)T for each data point i=l,...,N. Subsequently, these are used to set up matrix A and vector b. Solution of the linear equation yields Ak(jH) and hence k°M) is obtained. The bisection rule to yield an acceptable step-size at each iteration of the Gauss-Newton method should also be used. 

Stone, H.L., "Iterative Solution of Implicit Approximations of Multi-Dimensional Partial Differential Equations", SIAM J. Numerical Analysis, 5, 530-558 (1968). 

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