3-1 Physical Classification 3-2 Mathematical Classification 3-3 The Well-Posed Problem 3-4 The Ill-Posed Problem

Chapter 3 Types of Governing Equations
3-1 Physical Classification

3-2 Mathematical Classification
3-3 The Well-Posed Problem
3-4 The Ill-Posed Problem
Computer-Aided Analysis on Energy and Thermofluid Sciences Chapter 3: Governing Equations

Y.C. Shih Fall 2013
3-1 Physical Classification (1)
 Equilibrium problems:
(1) They are problems in which a solution of a given PDE is desired in a

closed domain subject to a prescribed set of boundary conditions.
Equilibrium problems are boundary value problems.
(2) Sometimes, equilibrium problems are referred to as jury problems,since
the solution of the PDE at every point in the domain depends upon
the prescribed boundary condition at every point on B.
(3) Mathematically, equilibrium problems are governed by elliptic PDEs.
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Y.C. Shih Fall 2013
(4) Example 1 of equilibrium problem:

The steady-state temperature distribution in a conducting
medium is governed by Laplace’s equation.
 2T  2T
 T  2  2 0
2
0  x  1;0  y  1
x y
with boundary conditions
T(0,y)=0, T(1,y)=0, T(x,0)=T0, T(x,1)=0
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(5) Example 2 of equilibrium problem:

The irrotational flow of an incompressible inviscid fluid is
governed by Laplace’s eq.
 2  0
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Y.C. Shih Fall 2013
 Marching Problems:
(1) Marching or propagation problems

are transient or transient-like
problems where the solution of a
PDE is required on an open domain
subject to a set of initial conditions
and a set of boundary conditions.
(2) Problems in this category are initial value or initial-boundary problems.
The solution must be computed by marching outward from the initial
data surface while satisfying the boundary conditions.
(3) Mathematically, these problems are governed by either hyperbolic
or parabolic PDEs. 3-4

Y.C. Shih Fall 2013
(4) Example of marching problem:

Determine the transient temperature distribution in a 1-D solid,
as shown in the following figure.
(5) Typical examples of marching problems include unsteady

inviscid flow, steady supersonic inviscid flow, transient heat
conduction and boundary-layer flow.
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Y.C. Shih Fall 2013
3-2 Mathematical Classification (1)
 The general second-order PDE can be expressed as

a xx  b xy  c yy  d x  e y  f  g ( x, y )
where a,b,c,d,e, and f are functions of (x,y), i.e., we consider a linear
equation.
 The classification of a second-order PDE depends only on the second-
derivative terms of the equation, so we may rearrange the above equation
as a xx  b xy  c yy  (d x  e y  f  g )  H
 As in the classification of general second-degree equations in analytic
geometry, the PDE is classified as
(1) Hyperbolic if b2-4ac > 0
(2) Parabolic if b2-4ac = 0
(3) Elliptic if b2-4ac < 0
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Y.C. Shih Fall 2013
 Example of Hyperbolic PDE:
on the interval   x  
 2u  2
u
 c 2
t 2 x 2 with initial condition u(x,0)=f(x), ut(x,0)=g(x)
Solution: x  ct
f ( x  ct )  f ( x  ct ) 1
u ( x, t ) 
2
  g ( )d
2c x ct
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Y.C. Shih Fall 2013
 Example of Parabolic PDE:
u  2u

t y 2
u (0, y )  0
u (t ,0)  U t 0
u (t ,  )  0
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Y.C. Shih Fall 2013
 Parabolic PDEs are associated with diffusion processes. The solutions

of parabolic equations clearly show this behavior. While the PDEs
controlling diffusion are marching problems, i.e., we solve them starting
at some initial data plane and march forward in time or in a time-like
direction, they do not exhibit the limited zones of influence that hyperbolic
equations have. In contrast, the solution of a parabolic equation at time t1
depends upon the entire physical domain (t ≤ t1), including any side
boundary conditions.

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Y.C. Shih Fall 2013
 Example of Elliptic PDEs:
Given Laplace’s equation on the unit disk
 2u  0 0  r 1     
subject to boundary conditions
u
(1, )  f ( )     
r
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Y.C. Shih Fall 2013
 Domain of Dependence:
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Y.C. Shih Fall 2013
3-12

Y.C. Shih Fall 2013
3-3 The Well-Posed Problem (1)
 In order for a problem involving a PDE to be well-posed, the solution to

the problem must exist, must be unique, and must depend continuously
upon the initial or boundary data.
 Initial and Boundary Conditions
(1) In order to obtain a unique solution of a PDE, a set of
supplementary conditions must be provided to determine the
arbitrary functions which result from the integration of PDE.
The supplementary conditions are classified as boundary or
initial conditions.
(2) An initial condition is a requirement for which the dependent
variable is specified at some initial state.
T
Ex:   2T , for t=0, T=f(x, y)
t
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Y.C. Shih Fall 2013
(3) A boundary condition is a requirement that the dependent

variable or its derivative must satisfy on the boundary of
the domain of the PDE.
(4) Various types of boundary conditions which will be encountered
are
(a) The Dirichlet boundary condition: the dependent variable

along the boundary is prescribed.
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Y.C. Shih Fall 2013
(b) The Neumann boundary condition: the normal

gradient of the dependent variable along the
boundary is specified.
T  10
y T
 f ( y)
T 0 x
T
x  f (x)
y
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Y.C. Shih Fall 2013
(c) The Robin (or Mixed or Third) boundary condition:

a combination of the function T and its normal derivative on
the boundary.
y T
k  h(T  T )
x
x
3-16

Y.C. Shih Fall 2013
3-4 The Ill-Posed Problem (1)
Example 1
 2T  0 for    x  , y  0
 using separation of variables yields the solution
1
u 2
sin( nx ) sinh( ny )
n
 However, when n is large,

e ny
u  2  , even for small y
n
 It violates the third requirement of well-posed problem.
3-17
Consequently, it is a ill-posed problem
Y.C. Shih Fall 2013
3-4 The Ill-Posed Problem (2)
 T 02
Subject to the Neumann condition for all the boundary

 The solution of this problem is multiple. Consequently,
it is a ill-posed problem.
3-18

Y.C. Shih Fall 2013

3-1 Physical Classification 3-2 Mathematical Classification 3-3 The Well-Posed Problem 3-4 The Ill-Posed Problem

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Chapter 3 Types of Governing Equations

3-1 Physical Classification

Computer-Aided Analysis on Energy and Thermofluid Sciences Chapter 3: Governing Equations

(1) They are problems in which a solution of a given PDE is desired in a

Computer-Aided Analysis on Energy and Thermofluid Sciences Chapter 3: Governing Equations

(4) Example 1 of equilibrium problem:

Computer-Aided Analysis on Energy and Thermofluid Sciences Chapter 3: Governing Equations

(5) Example 2 of equilibrium problem:

Computer-Aided Analysis on Energy and Thermofluid Sciences Chapter 3: Governing Equations

(1) Marching or propagation problems

Computer-Aided Analysis on Energy and Thermofluid Sciences Chapter 3: Governing Equations

(4) Example of marching problem:

(5) Typical examples of marching problems include unsteady

Computer-Aided Analysis on Energy and Thermofluid Sciences Chapter 3: Governing Equations

 The general second-order PDE can be expressed as

Computer-Aided Analysis on Energy and Thermofluid Sciences Chapter 3: Governing Equations

 Example of Hyperbolic PDE:

t 2 x 2 with initial condition u(x,0)=f(x), ut(x,0)=g(x)

Computer-Aided Analysis on Energy and Thermofluid Sciences Chapter 3: Governing Equations

 Example of Parabolic PDE:

Computer-Aided Analysis on Energy and Thermofluid Sciences Chapter 3: Governing Equations

 Parabolic PDEs are associated with diffusion processes. The solutions

Computer-Aided Analysis on Energy and Thermofluid Sciences Chapter 3: Governing Equations

 Example of Elliptic PDEs:

Given Laplace’s equation on the unit disk

Computer-Aided Analysis on Energy and Thermofluid Sciences Chapter 3: Governing Equations

Computer-Aided Analysis on Energy and Thermofluid Sciences Chapter 3: Governing Equations

Computer-Aided Analysis on Energy and Thermofluid Sciences Chapter 3: Governing Equations

 In order for a problem involving a PDE to be well-posed, the solution to

Computer-Aided Analysis on Energy and Thermofluid Sciences Chapter 3: Governing Equations

(3) A boundary condition is a requirement that the dependent

(a) The Dirichlet boundary condition: the dependent variable

Computer-Aided Analysis on Energy and Thermofluid Sciences Chapter 3: Governing Equations

(b) The Neumann boundary condition: the normal

Computer-Aided Analysis on Energy and Thermofluid Sciences Chapter 3: Governing Equations

(c) The Robin (or Mixed or Third) boundary condition:

Computer-Aided Analysis on Energy and Thermofluid Sciences Chapter 3: Governing Equations

 However, when n is large,

Subject to the Neumann condition for all the boundary

Computer-Aided Analysis on Energy and Thermofluid Sciences Chapter 3: Governing Equations

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