... America).
Chapter 19. Partial Differential
Equations
19.0 Introduction
The numerical treatment of partialdifferentialequations is, by itself, a vast
subject. Partialdifferentialequations are at ... Numerical Recipes dealing with partialdifferentialequations alone. (The
references
[1-4]
provide, of course, available alternatives.)
In most mathematics books, partialdifferentialequations (PDEs) ... and (19.0.2) both define initial value or Cauchy
problems: If information on u (perhaps including time derivative information) is
827
830
Chapter 19. PartialDifferential Equations
Sample page from...
... various ways of improving the accuracy of first-order upwind
differencing. In the continuum equation, material originally a distance v∆t away
840
Chapter 19. PartialDifferential Equations
Sample page ... own domain of dependency determined by the choice
of points on one time slice (shown as connected solid dots) whose values are used in determining a new
point (shown connected by dashed lines). ... viscosity to the equations, modeling the way Nature uses real viscosity
to smooth discontinuities. A good starting point for trying out this method is the
differencing scheme in §12.11 of
[1]
....
... accurate in time for
the scales that we are interested in. The second answer is to let small-scale features
maintain their initial amplitudes, so that the evolution of the larger-scale features
of interest ... form again and in practice usually retains
the stability advantages of fully implicit differencing.
Schr
¨
odinger Equation
Sometimes the physical problem being solved imposes constraints on ... steps of the other kind,
to drive the small-scale stuff into equilibrium. Let us now see where these distinct
differencing schemes come from:
Consider the following differencing of (19.2.3),
u
n+1
j
−...
... underlying PDEs, perhaps allowing second-order
spatial differencing for first-order -in- space PDEs. When you increase the order of
a differencing method to greater than the order of the original ... 100 mesh points requires at least
100 times as much computing. You generally have to be content with very modest
spatial resolution in multidimensional problems.
Indulge us in offering a bit of ... U
m
(u
n+(m−1)/m
, ∆t)
(19.3.20)
854
Chapter 19. PartialDifferential Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)
Copyright (C) 1988-1992...
... equations
u
j−1
+ T · u
j
+ u
j+1
= g
j
∆
2
(19.4.29)
Here the index j comes from differencing in the x-direction, while the y-differencing
(denoted by the index l previously) has been left in ... the number of equations by a factor of
two. Since the resulting equations are of the same form as the original equation, we
can repeat the process. Taking the number of mesh points to be a power ... get the y-values on these
x-lines. Then fill in the intermediate x-lines as in the original CR algorithm.
The trick is to choose the number of levels of CR so as to minimize the total
number of...
... become available. In other words, the
averaging is done in place” instead of being “copied” from an earlier timestep to a
later one. If we are proceeding along the rows, incrementing j for fixed ... mentioned in §19.0, relaxation methods involve splitting the sparse
matrix that arises from finite differencing and then iterating until a solution is found.
There is another way of thinking about ... get the y-values on these
x-lines. Then fill in the intermediate x-lines as in the original CR algorithm.
The trick is to choose the number of levels of CR so as to minimize the total
number of...
... are
not particularly good for differentialequations that have singular points inside the
interval of integration. A regular solution must tiptoe very carefully across such
points. Runge-Kuttawithadaptivestepsize ... encountered in practice, is discussed in §16.7.)
726
Chapter 16. Integration of Ordinary Differential Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)
Copyright ... remind you once again that scaling of the variables is often crucial for
successful integration of differential equations. The scaling “trick” suggested in
the discussion following equation (16.2.8)...
... for this is explained below). This is so even
732
Chapter 16. Integration of Ordinary Differential Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)
Copyright ... FURTHER READING:
Stoer, J., and Bulirsch, R. 1980,
Introduction to Numerical Analysis
(New York: Springer-Verlag),
§
7.2.14. [1]
Gear, C.W. 1971,
Numerical Initial Value Problems in Ordinary Differential ... is
a particular class of equations that occurs quite frequently in practice where you can gain
about a factor of two in efficiency by differencing the equations directly. The equations are
second-order...
... surprise in store when you first have
to fix a problem in a predictor-corrector routine.
Let us first consider the multistep approach. Think about how integrating an
ODE is different from findingthe integral ... effect. Therefore, the
integration steps of a predictor-corrector method are overlapping, each one involving
several stepsize intervals h, but extending just one such interval farther than the
previous ... applications. We are willing, however, to be corrected.
CITED REFERENCES AND FURTHER READING:
Gear, C.W. 1971,
Numerical Initial Value Problems in Ordinary Differential Equations
(Englewood
Cliffs,...
... a whole line along that dimension simultaneously. Line
relaxation for nearest-neighbor coupling involves solving a tridiagonal system, and
so is still efficient. Relaxing odd and even lines on ... com-
puted.#define NGMAX 15
void mglin(double **u, int n, int ncycle)
Full Multigrid Algorithm for solution of linear elliptic equation, here the model problem (19.0.6).
On input
u[1 n][1 n]
contains the ... double **res, int nf);
void copy(double **aout, double **ain, int n);
void fill0(double **u, int n);
void interp(double **uf, double **uc, int nf);
void relax(double **u, double **rhs, int n);
void...
... occur in a wide range of questions, in both pure
and applied mathematics. They appear in linear and nonlinear PDEs that arise, for
example, indifferential geometry, harmonic analysis, engineering, ... Recall that in general, a pointwise limit of continuous maps need not be
continuous. The linearity assumption plays an essential role in Theorem 2.2. Note,
however, that in the setting of Theorem ... not achieved (see, e.g., Exercise 1.17). The theory of min-
imal surfaces provides an interesting setting in which the primal problem (i.e.,
inf
x∈E
{ϕ(x) + ψ(x)}) need not have a solution, while...
... comments at pincho@techunix.technion.ac.il.
We will maintain a webpage with a list of errata at http://www.math.technion.ac
.il/∼pincho/PDE .pdf.
AN INTRODUCTION TO PARTIAL DIFFERENTIAL
EQUATIONS
A ... fourth-order equation.
r
Linear equations
Another classification is into two groups: linear versus nonlinear equations. An equation is
called linear if in (1.1), F is a linear function of the unknown ... frequently in all areas of physics
and engineering. Moreover, in recent years we have seen a dramatic increase in the
use of PDEs in areas such as biology, chemistry, computer sciences (particularly in
relation...
... other kinds of linear,
homogeneous equations. Later, we will be using the same principle on partial
differential equations. To be able to satisfy an unrestricted initial condition, we
need two linearly ... Ordinary Differential Equations
multiple of π ,sincesin(π ) = 0, sin(2π) = 0, etc., and integer multiples of π
are the only arguments for which the sine function is 0. The equation λa =π ,
in ... exercises are in
ix
Contents
Preface ix
CHAPTER 0 Ordinary DifferentialEquations 1
0.1 Homogeneous Linear Equations 1
0.2 Nonhomogeneous Linear Equations 14
0.3 Boundary Value Problems 26
0.4 Singular...
... describing the
body as inhomogeneous we are referring to the fact that the averaged
body has properties that change from one material point to another. It
is important to keep this distinction in mind. ... mathematical properties of unsteady three-
dimensional internal flows of chemically reacting incompressible shear-
thinning (or shear-thickening) fluids. Assuming that we have Navier’s
slip at the impermeable ... primarily interested in the fluid that is carried along and reacting
with our fluid of interest having associated with it a much smaller and
in fact ignorable density. Thus, as mentioned earlier, in the...
... heating” and
m
k=1
P
k
dX
k
as in nitesimal
working” for a process. In this chapter however there is no notion whatsoever of anything
changing in time: everything is in equilibrium.
Terminology. ... entropy.
Proof. 1. Fix a point (T
∗
,V
∗
) in Σ and consider a Carnot heat engine as drawn (assuming
Λ
V
> 0):
36
(iii) the use of entropy in providing variational principles.
Another ongoing issue will ... system in equilibrium, and
so could immediately discuss energy, entropy, temperature, etc. This point of view is static
in time.
In this chapter we introduce various sorts of processes, involving...