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Hyperbolic PDEs Numerical Methods for PDEs Spring 2007. Jim E. Jones. Partial Differential Equations (PDEs) : 2 nd order model problems. PDE classified by discriminant: b 2 -4ac. Negative discriminant = Elliptic PDE. Example Laplace’s equation

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Hyperbolic pdes numerical methods for pdes spring 2007

Hyperbolic PDEs Numerical Methods for PDEs Spring 2007

Jim E. Jones


Partial differential equations pdes 2 nd order model problems
Partial Differential Equations (PDEs) :2nd order model problems

  • PDE classified by discriminant: b2-4ac.

    • Negative discriminant = Elliptic PDE. Example Laplace’s equation

    • Zero discriminant = Parabolic PDE. Example Heat equation

    • Positive discriminant = Hyperbolic PDE. Example Wave equation


Example hyperbolic equation infinite domain
Example: Hyperbolic Equation (Infinite Domain)

Wave equation

Initial Conditions


Example hyperbolic equation infinite domain1
Example: Hyperbolic Equation (Infinite Domain)

Wave equation

Initial Conditions

Solution (verify)


Hyperbolic equation characteristic curves
Hyperbolic Equation: characteristic curves

x+ct=constant

x-ct=constant

t

(x,t)

x


Example hyperbolic equation infinite domain2
Example: Hyperbolic Equation (Infinite Domain)

x+ct=constant

x-ct=constant

t

The point (x,t) is influenced only by initial conditions bounded by characteristic curves.

(x,t)

x


Example hyperbolic equation infinite domain3
Example: Hyperbolic Equation (Infinite Domain)

x+ct=constant

x-ct=constant

t

The region bounded by the characteristics is called the domain of dependence of the PDE.

(x,t)

x


Example hyperbolic equation infinite domain4
Example: Hyperbolic Equation (Infinite Domain)

Wave equation

Initial Conditions



Hyperbolic pdes
Hyperbolic PDES

  • Typically describe time evolution with no steady state.

    • Model problem: Describe the time evolution of the wave produced by plucking a string.

  • Initial conditions have only local effect

    • The constant c determines the speed of wave propagation.


Finite difference method for wave equation
Finite difference method for wave equation

Wave equation

Choose step size h in space and k in time

k

t

x

h


Finite difference method for wave equation1
Finite difference method for wave equation

Wave equation

Choose step size h in space and k in time


Finite difference method for wave equation2
Finite difference method for wave equation

Wave equation

Choose step size h in space and k in time

Solve for ui,j+1


Finite difference method for wave equation3
Finite difference method for wave equation

Stencil involves u values at 3 different time levels

k

t

x

h


Finite difference method for wave equation4
Finite difference method for wave equation

Can’t use this for first time step.

U at initial time given by initial condition.

ui,0 = f(xi)

k

t

x

h


Finite difference method for wave equation5
Finite difference method for wave equation

Use initial derivative to make first time step.

U at initial time given by initial condition

k

t

x

h


Finite difference method for wave equation6
Finite difference method for wave equation

Which discrete values influence ui,j+1 ?

k

t

x

h


Finite difference method for wave equation7
Finite difference method for wave equation

Which discrete values influence ui,j+1 ?

k

t

x

h


Finite difference method for wave equation8
Finite difference method for wave equation

Which discrete values influence ui,j+1 ?

k

t

x

h


Finite difference method for wave equation9
Finite difference method for wave equation

Which discrete values influence ui,j+1 ?

k

t

x

h


Finite difference method for wave equation10
Finite difference method for wave equation

Which discrete values influence ui,j+1 ?

k

t

x

h


Domain of dependence for finite difference method
Domain of dependence for finite difference method

Those discrete values influence ui,j+1 define the discrete domain of dependence

k

t

x

h


Cfl courant friedrichs lewy condition
CFL (Courant, Friedrichs, Lewy) Condition

A necessary condition for an explicit finite difference scheme for a hyperbolic PDE to be stable is that for each mesh point the domain of dependence of the PDE must lie within the discrete domain of dependence.


Cfl courant friedrichs lewy condition1
CFL (Courant, Friedrichs, Lewy) Condition

Unstable: part of domain of dependence of PDE is outside discrete domain of dependence

x-ct=constant

x+ct=constant

k

t

x

h


Cfl courant friedrichs lewy condition2
CFL (Courant, Friedrichs, Lewy) Condition

Possibly stable: domain of dependence of PDE is inside discrete domain of dependence

x+ct=constant

x-ct=constant

k

t

x

h


Cfl courant friedrichs lewy condition3
CFL (Courant, Friedrichs, Lewy) Condition

Boundary of unstable: domain of dependence of PDE is discrete domain of dependence

x+ct=constant

x-ct=constant

k

t

x

h


Cfl courant friedrichs lewy condition4
CFL (Courant, Friedrichs, Lewy) Condition

Boundary of unstable: domain of dependence of PDE is discrete domain of dependence

x+ct=constant

x-ct=constant

k/h=1/c

k

t

x

h


Cfl courant friedrichs lewy condition5
CFL (Courant, Friedrichs, Lewy) Condition

A necessary condition for an explicit finite difference scheme for a hyperbolic PDE to be stable is that for each mesh point the domain of dependence of the PDE must lie within the discrete domain of dependence.


Cfl courant friedrichs lewy condition6
CFL (Courant, Friedrichs, Lewy) Condition

The constant c is the wave speed, CFL condition says that a wave cannot cross more than one grid cell in one time step.


Example hyperbolic equation finite domain
Example: Hyperbolic Equation (Finite Domain)

Wave equation

Initial Conditions


Hyperbolic equation characteristic curves on finite domain
Hyperbolic Equation: characteristic curves on finite domain

x+ct=constant

x-ct=constant

t

(x,t)

x

x=a

x=b


Hyperbolic equation characteristic curves on finite domain1
Hyperbolic Equation: characteristic curves on finite domain

x+ct=constant

x-ct=constant

t

Value is influenced by boundary values. Represents incoming waves

(x,t)

x

x=a

x=b


Example hyperbolic equation finite domain1
Example: Hyperbolic Equation (Finite Domain)

Wave equation

Initial Conditions

Boundary Conditions


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