Elliptic and Hyperbolic Equations

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Partial differential equations are differential equations that involve more that one independent variable.



All linear second order partial differential equations fall into one of three categories.

The discriminant (∆ = b2-4*a*c) determines which category this is.

When ∆ < 0, it's Elliptic, therefore use a Laplace Equation.
When ∆ = 0, it's Parabolic, therefore use a Heat Conduction Equation.
When ∆ > 0, it's Hyperbolic, therefore use a Wave Equation.

However, only very select PDE’s have analytical solutions and therefore we use numerical methods to find solutions.

The following are the steps to solution:

  1. Equation: For any question you will be given an equation in terms of partial differentials.
  2. Boundary Conditions: Provide the starting point values which will be used to build the set of equations used to solve numerically.
  3. Difference Formulas: Used depending on what the order the differential terms are, first or second, and what the differentials are in terms of. (Eg. time, x, y, etc.)
  4. Central Difference: Second order in terms of x or y.
  5. FTCS (Forward Time, Central Space): First order in terms of time and second order in terms of x or y
  6. Build a series of equations based on this information
  7. Create a matrix and solve using Gaussian elimination


The following is an Elliptic example.

Step 1


Elliptic Equation.PNG

Step 2

Boundary Conditions with ‘a’ being the boundary limit line on the x axis and ‘b’ being the boundary limit line on the y axis.

Boundary Conditions.PNG

Step 3

Change the boundary conditions using backwards difference formula.

Difference Formula.PNG

Where m and n are the defined number of steps.

Or, we can use a FTCS method using a step size half as long.

FTCS Elliptic Equation.PNG

Step 4 and 5

Using the difference formula, for step size m and n, values for the equation can be found for all i and j values.

From these series of equations, for i = 1, 2, … , a matrix can be formed in the usual way and solved.


This is the end of this topic. Click here to go back to the main subject page for Numerical Methods & Statistics.

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