Formula sheet

Elliptic Partial Differential Equations

1. Taylor formulas:

2. The 2nd order centered space approximation of Laplace equation

3. The 2nd order centered space approximation of Poisson equation

Where

4. The Successive-Over-Relaxation (SOR) Method

Where the residual, , is given by

 5. The 4th order centered space approximation for Laplace equation

( )

( )

6. Extrapolation

Where IV is the improved (extrapolated) value, MAV is the more accurate value,
LAV is the less accurate value and n is the order of the method

7. Non uniform Finite Difference Approximations:

Taylor series

(1)

(2)

Multiplying Eq. 1 by and Eq. 2 by and adding and solving for :

Where truncating the remainder term yields the first-order

centered-space approximation of , denoted by
Similarly for y-direction

Parabolic partial Differential Equations

Time Derivatives

Taylor series for using grid point (i, n) as the base point gives

Space Derivatives

Taylor series for and using grid point (i, n) as the base point gives

8. Forward time centered space

Where d= t / (X) 2

9. Von Neumann Stability

Where G is the amplification factor.

10. The Richardson (Leapfrog) method

11. The DuFort-Frankel Method

12. Backward time centered space

13. Crank-Nicolson
Hyperbolic systems
14. Finite difference approximation

Explicit Method

( )

Implicit method

[ ( ) ]

( ) [ ( ) ]

15. General Quasi-linear system (2 first-order PDE in 2

unknowns):

Unknowns: v(x,y) and w(x,y)

Equations:

where: , , can be functions of x, y, v and w

And if: , are functions of x, y, then it is a linear system

Putting

| | | |

| | U | |
, then the system is

(5.13)

or: (5.14)

Where:

This system can be called hyperbolic if and only if the two eigenvalues of
matrix A are real and distinct. Matrix A has two linearly independent
eigenvectors.

For H is the non-singular matrix whose columns are the eigenvectors

let [ ]

by Definition of the eigenvectors: AH = H

and for , then

then we can write ( 5.14) :

The characteristics of equations (5.13) are

Then we can find the directions of characteristics as

Directional derivative of and ,

(5.21)
 (5.21)

Characteristic direction for any 1 and 2

(5.22)

(5.22)

Method of characteristics

Initial value problem

(5.20)

Or equivalently
( ) ( ) (5.21)

( ) ( ) (5.21)

From (5.20) the solution at is

The 1-characteristic through satisfy

While the 2-characteristic through satisfy

The characteristics are curved lines which depend on x, y, v and w as shown in figure:

These lines are approximated by the straight line at and at has the same
slopes as the characteristics,

Intersection points of and characteristics is which satisfy:

If , then system (5.23) yields uniquely the coordinates of a new grid point, namely
, and to approximate v and w at , since lies on the ,-characteristics
through accordingly eq. (5.22) at point with a finite difference equation which is
obtained from (5.22), replacing D, with corresponding finite difference between and
by:

[ ] (5.24)

All coefficients are evaluated at , also , p is expressed as:

 *( )+ *( )+ *( )+ (5.25)

From (5.24) and (5.25) we obtain:

* + * + * + (5.26)

Similarly,

* + * + * + (5.27)

Or equivalently,

* +

* + (5.28)

Which one a system of two linear equation in two unknowns , thus are
approximate solution is obtained , at ( ) using eq. (5.28)

Equation (5.23) and (5.28) can then be approximations for in the entire
region defined by

Eqs. (5.29) determine the coordinate of a new point,

(5.29)

Accordingly, eq. (5.22) gives approximate solution for v and w at (

from

( )

( )
(5.30)
This method is called the method of characteristics, for which the general
algorithm can be written as:

- Define set of points on the x axis defined by ( )

- Use known initial conditions, , apply (5.29) determine new grid point
( )
- Solve the linear system (5.30) to determine

- Consider , calculate points ( ) and the function values

- Continue until are computed.