Explicit Method for Solving Hyperbolic PDE

One of the important class of second order PDE are the hyperbolic partial
differential equation where 0 AC 4
2
B >

corresponding to the equation:



(1)
One of its common example is the wave equation given by
2
x
u
2
2
c
2
t
u
2
c
c
=
c
c

Other examples are:
0
2
t
u
2
2
x 1
y x
u
2
2
x 2 5
2
x
u
2
2
x 1 =
c
c
+ +
c c
c
+ +
c
c
+ ) ( ) ( ) ( (2)
0
2
y
u
2
x 8
y x
u
2
x 2 1 2
2
x
u
2
=
c
c

c c
c
+
c
c
) ( (3)
Our discussion will be concentrated over the solution of the wave equation. Such
equations arise in field of vibrations, gas dynamics etc. To solve it, two initial & two
boundary conditions are required. The boundary conditions may be defined as:
0 t 1 x 0 t
2
f t 1 u t
1
f t 0 u > s s = = , ), ( ) , ( , ) ( ) , (
The initial conditions may vary accordingly. In general, they may be written as;
) ( ) , ( ) ( ) , ( x g 0 x
x
u
x f 0 x u =
c
c
=
One of the common method for solving wave equation is Finite difference method,the
same method which we have discussed for parabolic and elliptic pde.
Consider a rectangular mesh in the x t plane, with i,j along x and t axis respectively ,
we can write k j
j
t and h i
i
x = = ,
Using the central difference approximation as :
2
1 , ,
2
1 ,
2
2
,
2
, 1 ,
2
, 1
,
2
2
k
j i
u
j i
u
j i
u
t
u
h
j i
u
j i
u
j i
u
j i
x
u +
+

=
c
c +
+

=
|
|
.
|

\
|
c
c
(4)
0 ) , , , , , (
2
2 2
2
2
=
c
c
c
c
+
c
c
+
c c
c
+
c
c
y
u
x
u
v u y x F
y
u
C
y x
u
B
x
u
A
The wave equation is discretized to :
(5)
1 ......... 3 , 2 , 1 = N i , with .
h
k
r =
The difference equation (6) consists of three time levels. The Equation (6) defines the
explicit scheme. The scheme (6) has a truncation error of ( ) ( )
2 2
k o h o +
For the solution of equation (6), two rows for j =0 & j =1 must be known, however
usually the solution for j =1 is not given.
The boundary condition is used to compute it as :

(7)
or
Thus formula (6) can be rewritten for j =1 using (7) to get
The computational molecule can be shown as in
adjacent figure. This scheme is a three time level
scheme as compared to two time level schemes of
Parabolic pde. It can be shown that this scheme
converges for

Example: Solve the hyperbolic equation by Explicit method
( ) 1 0 , 1 0 ;
2
2
2
2
> s s
c
c
=
c
c
t x
x
u
t
u


With the B.C ( ) ( ) ( ) ( ) 0 , 1 0 , 0 = = t u ii t u i
And initial conditions ( ) ( ) ( ) ( ) 0 0 , sin 0 , =
c
c
H = x
t
u
ii x x u i
by taking ( ) ( ) 2 . 0 , 1 . 0 1 . 0 , 2 . 0 = A = A = A = A t x II t x I

for three consecutive time levels.


2
1 , ,
2
1 ,
2
2
, 1 ,
2
1 ,
k
j i
u
j i
u
j i
u
c
h
j i
u
j i
u
j i
u
+
+

=
+
+
(6) , 1 ,
)
, 1 , 1
(
2 2
,
)
2 2
1 ( 2
1 ,

+
+

+ =
+ j i
u
j i
u
j i
u c r
j i
u c r
j i
u
i
g
i
x g
k 2
1 i
u
1 i
u
= =

) (
, ,
i
g k 2
1 i
u
1 i
u =
, ,
.
1 , i
u
. . . h k e i 1 r s s
1 j+
1
j
1 j
2
r ) (
2
r 1 2 2
r
1 i i
1 i +
Solution: Equation (1) can be written as
( ) ( )
( ) ( ) ( ) 2 ; 1 2
2 2
1 , , 1 , 1
2
,
2
1 ,
2
, 1 , , 1
2
1 , , 1 ,
x
t
r where u u u r u r u
x
u u u
t
u u u
j i j i j i j i j i
j i j i j i j i j i j i
A
A
= + + =
A
+
=
A
+
+ +
+ +

Case (I) when 1 . 0 , 2 . 0 = A = A t x , then r=0.5
( ) ( ) 3
2
3
4
2
1 , ,
, 1 , 1
1 ,
+
+
+
+
=
j i j i
j i j i
j i
u u
u u
u
B.Cs are
( ) ( )
( ) ( ) ( )
( ) ( ) ( ) 0 ....... .......... 3 , 5 2 , 5 1 , 5
0 ) , 1 ( ) (
0 ....... .......... 3 , 0 2 , 0 1 , 0
0 , 0
= = = =
=
= = = =
=
u u u
t u ii
u u u
t u i

I.Cs are
( ) ( )
( )
( ) ( )
( ) 4 0
2
0 0 ,
), 0 , 3 ( 9511 . 0 ) 0 , 2 ( ), 0 , 4 ( 5878 . 0 ) 0 , 1 ( ), 0 , 5 ( 0 0 , 0
sin 0 ,
1 , 1 ,
1 , 1 ,

= =
A

=
c
c

=
c
c
= = = = = =
=
i i
i i
u u
t
u u
t
u
x
t
u
ii
u u u u u u
x x u i t
The
problem is symmetric with respect to x=0.5

Putting j =0 in eqn.(3) and using eqn. (4), we get
( ) 5
4
3
8
0 ,
0 , 1 0 , 1
1 , i
i i
i
u
u u
u +
+
=
+

Ist time level
Putting i =1,2 in eqn. (5),we get
1 , 3 0 , 2
0 , 3 0 , 1
1 , 1
1 , 4 0 , 1
0 , 2 0 , 0
1 , 1
1 , 5 1 , 0
9037 . 0
4
3
8
5597 . 0
4
3
8
0
u u
u u
u
u u
u u
u
u u
= = +
+
=
= = +
+
=
= =

2
nd
time level
Putting j =1 in eqn.(3), we get
( ) 6
2
3
4
0 , 1 ,
1 , 1 1 , 1
2 , i i
i i
i
u u
u u
u +
+
=
+

Putting I =1,2 in eqn.(6),we get
2 , 3 0 , 2 1 , 2
1 , 3 1 , 1
2 , 2
2 , 4 0 , 1 1 , 1
1 , 2 1 , 0
2 , 1
2 , 5 2 , 0
7704 . 0
2
3
4
4721 . 0
2
3
4
0
u u u
u u
u
u u u
u u
u
u u
= = +
+
=
= = +
+
=
= =


3
rd
time level
Putting j =2 in eqn. (3), we get
( ) 7
2
3
4
1 , 2 ,
2 , 1 2 , 1
3 , i i
i i
i
u u
u u
u +
+
=
+

Putting i =1,2 in eqn. (7),we get
3 , 3 1 , 2 2 , 2
2 , 3 2 , 1
3 , 2
3 , 4 1 , 1 2 , 1
2 , 2 2 , 0
3 , 1
3 , 5 3 , 0
5915 . 0
2
3
4
5146 . 0
2
3
4
0
u u u
u u
u
u u u
u u
u
u u
= = +
+
=
= = +
+
=
= =

Case (II):
when 2 . 0 , 1 . 0 = A = A t x ,then r=2.0
( ) ( ) 8 6 4
1 , , , 1 , 1 1 , + +
+ =
j i j i j i j i j i
u u u u u
B.Cs are
( ) ( )
( ) ( ) ( )
( ) ( ) ( ) 0 ... .......... 3 , 10 2 , 10 1 , 10
0 ) , 1 ( ) (
0 ....... .......... 3 , 0 2 , 0 1 , 0
0 , 0
= = = =
=
= = = =
=
u u u
t u ii
u u u
t u i

I.Cs are
( ) ( )
( )
( ) ( )
( ) 9 0
2
0 0 ,
0000 . 1 ) 0 , 5 ( ), 0 , 6 ( 9511 . 0 ) 0 , 4 (
), 0 , 7 ( 8090 . 0 ) 0 , 3 ( ), 0 , 8 ( 5878 . 0 ) 0 , 2 ( ), 0 , 9 ( 3090 . 0 ) 0 , 1 (
), 0 , 10 ( 0 0 , 0
sin 0 ,
1 , 1 ,
1 , 1 ,

= =
A

=
c
c

=
c
c
= = =
= = = = = =
= =
=
i i
i i
u u
t
u u
t
u
x
t
u
ii
u u u
u u u u u u
u u
x x u i t

The problem is symmetric with respect to x=0.5

Putting j =0 in eqn.(8) and using eqn.(9), we get
( ) ( ) 10 12 8
0 , 0 , 1 0 , 1 1 , i i i i
u u u u + =
+

I
st
time level
Putting i =1,2,3,4,5 in eqn. (10),we get
( )
( )
( )
( )
( ) 2176 . 3 12 8
0588 . 3 12 8
6032 . 2 12 8
8904 . 1 12 8
9944 . 0 12 8
0
0 , 5 0 , 6 0 , 4 1 , 5
1 , 6 0 , 4 0 , 5 0 , 3 1 , 4
1 , 7 0 , 3 0 , 4 0 , 2 1 , 3
1 , 8 0 , 2 0 , 3 0 , 1 1 , 2
1 , 9 0 , 1 0 , 2 0 , 0 1 , 1
1 , 10 1 , 0
= + =
= = + =
= = + =
= = + =
= = + =
= =
u u u u
u u u u u
u u u u u
u u u u u
u u u u u
u u

2
nd
time level
Putting j =1 in eqn. (8), we get

( ) ( ) 11 6 4
0 , 1 , 1 , 1 1 , 1 2 , i i i i i
u u u u u + =
+

Putting i =1,2,3,4,5 in eqn. (11), we get

( )
( )
( )
( )
( ) 1648 , 4 6 4
9793 . 3 6 4
3686 . 3 6 4
4602 . 2 6 4
2862 . 1 6 4
0
0 , 5 1 , 5 1 , 6 1 , 4 2 , 5
2 , 6 0 , 4 1 , 4 1 , 5 1 , 3 2 , 4
2 , 7 0 , 3 1 , 3 1 , 4 1 , 2 2 , 3
2 , 8 0 , 2 1 , 2 1 , 3 1 , 1 2 , 2
2 , 9 0 , 1 1 , 1 1 , 2 1 , 0 2 , 1
2 , 10 2 , 0
= + =
= = + =
= = + =
= = + =
= = + =
= =
u u u u u
u u u u u u
u u u u u u
u u u u u u
u u u u u u
u u


3
rd
time level

Putting j =2 in eqn.(8), we get
( ) ( ) 12 6 4
1 , 2 , 2 , 1 2 , 1 3 , i i i i i
u u u u u + =
+

Putting i=1,2,3,4,5 in eqn. (12),we get
( )
( )
( )
( )
( ) 6280 . 3 6 4
1990 . 3 6 4
9432 . 2 6 4
9676 . 1 6 4
1292 . 1 6 4
0
1 , 5 2 , 5 2 , 6 2 , 4 3 , 5
3 , 6 1 , 4 2 , 4 2 , 5 2 , 3 3 , 4
3 , 7 1 , 3 2 , 3 2 , 4 2 , 2 3 , 3
3 , 8 1 , 2 2 , 2 2 , 3 2 , 1 3 , 2
3 , 9 1 , 1 2 , 1 2 , 2 2 , 0 3 , 1
3 , 10 3 , 0
= + =
= = + =
= = + =
= = + =
= = + =
= =
u u u u u
u u u u u u
u u u u u u
u u u u u u
u u u u u u
u u


Comparing the results obtained by the two cases i.e. the values at the second time level
for the first case with the values at the first time level for the second case,we notice that
the values of the first case are close to that obtained by the exact solution. The reason
being, that for the second case, the value of r is greater than 1.