CFD in Engineering Applications
Ashoke De
Associate Professor, Dept. Of Aerospace Engineering, IITK
12-3-2019
  INDIAN INSTITUTE OF TECHNOLOGY KANPUR               Computational Propulsion Laboratory
    CAE Background
    Basics
    CFD – what, where and why ?
    CFD - fundamentals
    CFD – essentials
    Examples
Ashoke De               (2)    Computational Propulsion Laboratory, IITK
                  Introduction
   What is Computational Fluid Dynamics(CFD)?
    Why and where use CFD?
    Physics of Fluid
    Navier-Stokes Equation
    Numerical Discretization
    Grids
    Boundary Conditions
    Numerical Staff
Ashoke De                       (3)          Computational Propulsion Laboratory, IITK
                       Role of CAE (CFD)
   Computer-Aided Engineering (CAE) is the broad usage
    of computer software to aid in engineering analysis tasks.
           Finite Element Analysis (FEA)
           Computational Fluid Dynamics (CFD)
           Multi-body dynamics (MBD)
           Optimization
   Software tools that have been developed to support these
    activities are considered CAE tools.
   The term encompasses simulation, validation, and optimization
    of products and manufacturing tools.
  In the future, CAE systems will be major providers of information
     to help support design teams in decision making !!
Ashoke De                         (4)            Computational Propulsion Laboratory, IITK
                   What is CFD?
 Computational fluid dynamics (CFD) deals with solution of fluid
 dynamics and heat transfer problems using numerical techniques.
 CFD is an alternative to measurements for solving large-scale fluid
 dynamical systems.
 CFD has evolved as a design tool for various industries namely
 Aerospace,    Mechanical,       Auto-mobile,   Chemical,           Metallurgical,
 Electronics, and even Food processing industries.
 CFD is becoming a key-element for computer-aided designs in
 industries across world over.
 Ashoke De                        (5)              Computational Propulsion Laboratory, IITK
                        What is CFD?
                                   Fluid
              Fluid Mechanics     Problem        Comparison &
                                                   Analysis
               Physics of Fluid              Simulation Results
                                         C
      Mathematics                        F               Computer
    Navier-Stokes Equations              D
                                             Computer Program
            Numerical                                Programming
            Methods               Geometry              Language
               Discretized Form                   Grids
Ashoke De                          (6)             Computational Propulsion Laboratory, IITK
                              Phase of CFD
       Pre-processing – defining the geometry model, the physical model and
        the boundary conditions
       Computing (usually performed on high powered computers (HPC))
       Post-processing of results (using scientific visualization tools &
        techniques )
                 Iterative process !!
Ashoke De                              (7)                   Computational Propulsion Laboratory, IITK
                                       CFD
  CFD is the “science” of predicting fluid behaviour
    • Flow field, heat transfer, mass transfer, chemical
 reactions, etc…
            • By solving the governing equations of fluid flow using a numerical
              approach (computer based simulation)
  The results of CFD analyses
        • Represent valid engineering data that may be used for
            • Conceptual studies of new designs (with reduction of lead time and
              costs)
            • Studies where controlled experiments are difficult to perform
            • Studies with hazardous operating conditions
            • Redesign engineering
  CFD analyses represent a valid
        • Complement to experimental tests
            • Reducing the total effort required in laboratory tests
Ashoke De                               (8)                   Computational Propulsion Laboratory, IITK
                         Introduction
     What is Computational Fluid Dynamics(CFD)?
     Why and where use CFD?
     Physics of Fluid
     Navier-Stokes Equation
     Numerical Discretization
     Grids
     Boundary Conditions
     Numerical Staff
Ashoke De                        (9)          Computational Propulsion Laboratory, IITK
                            Why use CFD?
  • Analysis and Design
        Simulation-based design instead of “build & test”
             More cost effectively and more rapidly than with experiments
             CFD solution provides high-fidelity database for interrogation of flow field
        Simulation of physical fluid phenomena that are difficult to be
            measured by experiments
             Scale simulations (e.g., full-scale ships, airplanes)
             Hazards (e.g., explosions, radiation, pollution)
             Physics (e.g., weather prediction, planetary boundary layer, stellar
               evolution)
  • Knowledge and exploration of flow physics
Ashoke De                                 (10)                    Computational Propulsion Laboratory, IITK
                         Why use CFD?
                           Simulation(CFD)     Experiment
            Cost               Cheap           Expensive
            Time                Short              Long
            Scale               Any           Small/Middle
            Information          All         Measured Points
            Repeatable           All               Some
            Security            Safe         Some Dangerous
Ashoke De                       (11)            Computational Propulsion Laboratory, IITK
                   Why use CFD?
  Computers built in the 1950s performed limited floating point
   operations per second, i.e. only few hundred arithmetic operations
   per second.
  Computers that are manufactured today have teraflops rating
   where tera is a trillion and flops is an abbreviation for floating
   point operations per second.
  While computer speed has increased at a tremendous rate,
   computer cost has fallen significantly.
  It is revealed that the computational cost has been reduced by
   approximately a factor of 10 every 8 years.
  Today a desktop machine can do the job of “mainframe” machines
   of 1980s.
Ashoke De                    (12)               Computational Propulsion Laboratory, IITK
                Where is CFD used? (Aerospace)
       • Where is CFD used?
         – Aerospace
            –   Appliances
            –   Automotive
                                                F18 Store Separation
            –   Biomedical
            –   Chemical Processing
            –   HVAC&R
            –   Hydraulics
            –   Marine
            –   Oil & Gas
            –   Power Generation
            –   Sports                Wing-Body Interaction                   Hypersonic Launch
                                                                              Vehicle
                                                                                            Source: internet
Ashoke De                              (13)                            Computational Propulsion Laboratory, IITK
            Where is CFD used? (Appliances)
       • Where is CFD used?
            – Aerospace
            – Appliances
            –   Automotive
            –   Biomedical
            –   Chemical Processing
            –   HVAC&R
            –   Hydraulics
            –   Marine
            –   Oil & Gas             Surface-heat-flux plots of the No-Frost
                                      refrigerator and freezer compartments helped
            –   Power Generation      BOSCH-SIEMENS engineers to optimize the
            –   Sports                location of air inlets.
                                                                                        Source: internet
Ashoke De                              (14)                   Computational Propulsion Laboratory, IITK
                       Where is CFD used? (Automotive)
           • Where is CFD used?
                   – Aerospace
                   – Appliances
                   – Automotive
                   –   Biomedical
                   –   Chemical Processing            External Aerodynamics                    Undercarriage
                                                                                               Aerodynamics
                   –   HVAC&R
                   –   Hydraulics
                   –   Marine
                   –   Oil & Gas
                   –   Power Generation
                   –   Sports
                                                    Interior Ventilation
                                                                                          Engine Cooling
Source: internet
   Ashoke De                                 (15)                             Computational Propulsion Laboratory, IITK
            Where is CFD used? (Biomedical)
       • Where is CFD used?
            – Aerospace
            – Appliances
            – Automotive
            – Biomedical
                                      Medtronic Blood Pump
            –   Chemical Processing
            –   HVAC&R
            –   Hydraulics
            –   Marine
            –   Oil & Gas
                                                                 Temperature and natural
            –   Power Generation                                 convection currents in the eye
                                                                 following laser heating.
            –   Sports
                                        Spinal Catheter
                                                                                       Source: internet
Ashoke De                             (16)                   Computational Propulsion Laboratory, IITK
    Where is CFD used? (Chemical Processing)
       • Where is CFD used?
            –   Aerospace
            –   Appliances
            –   Automotive                   Polymerization reactor vessel - prediction
            –   Biomedical                   of flow separation and residence time
                                             effects.
            – Chemical Processing
            –   HVAC&R
            –   Hydraulics
            –   Marine
            –   Oil & Gas
                                     Twin-screw extruder
            –   Power Generation          modeling
            –   Sports                                        Shear rate distribution in twin-
                                                              screw extruder simulation
                                                                                            Source: internet
Ashoke De                          (17)                           Computational Propulsion Laboratory, IITK
                Where is CFD used? (HVAC&R)
       • Where is CFD used?
            –   Aerospace
            –   Appliances
            –   Automotive
                                                                          Particle traces of copier VOC emissions
            –   Biomedical                                                colored by concentration level fall
                                         Streamlines for workstation      behind the copier and then circulate
            –   Chemical Processing      ventilation                      through the room before exiting the
                                                                          exhaust.
            – HVAC&R
            –   Hydraulics
            –   Marine
            –   Oil & Gas
            –   Power Generation
            –   Sports                                                            Flow pathlines colored by
                                                                                  pressure quantify head loss
                                      Mean age of air contours indicate
                                                                                  in ductwork
                                      location of fresh supply air                                Source: internet
Ashoke De                                 (18)                              Computational Propulsion Laboratory, IITK
                Where is CFD used? (Hydraulics)
       • Where is CFD used?
            –   Aerospace
            –   Appliances
            –   Automotive
            –   Biomedical
            –   Chemical Processing
            –   HVAC&R
            – Hydraulics
            –   Marine
            –   Oil & Gas
            –   Power Generation
            –   Sports
                                                                       Source: internet
Ashoke De                             (19)   Computational Propulsion Laboratory, IITK
                  Where is CFD used? (Marine)
       • Where is CFD used?
            –   Aerospace
            –   Appliances
            –   Automotive
            –   Biomedical
            –   Chemical Processing
            –   HVAC&R
            –   Hydraulics
            – Marine
            – Oil & Gas
            – Power Generation
            – Sports
                                                                       Source: internet
Ashoke De                             (20)   Computational Propulsion Laboratory, IITK
                Where is CFD used? (Oil & Gas)
       • Where is CFD used?
            –   Aerospace
                                                                               Volume fraction of gas
            –   Appliances
            –   Automotive
            –   Biomedical
                                         Flow vectors and pressure              Volume fraction of oil
            –   Chemical Processing   distribution on an offshore oil rig
            –   HVAC&R
            –   Hydraulics
            –   Marine                                                        Volume fraction of water
            – Oil & Gas
                                                                                Analysis of multiphase
                                                                                      separator
            – Power Generation
            – Sports
                                         Flow of lubricating
                                          mud over drill bit                                   Source: internet
Ashoke De                               (21)                         Computational Propulsion Laboratory, IITK
            Where is CFD used? (Power Generation)
          • Where is CFD used?
                   –   Aerospace
                   –   Appliances
                   –   Automotive
                   –   Biomedical
                                             Flow around cooling                  Flow in a
                   –   Chemical Processing         towers                          burner
                   –   HVAC&R
                   –   Hydraulics
                   –   Marine
                   –   Oil & Gas
                   – Power Generation
                   – Sports                                                     Pathlines from the inlet
                                               Flow pattern through a water     colored by temperature
                                                         turbine.               during standard
Source: internet                                                                operating conditions
   Ashoke De                                  (22)                       Computational Propulsion Laboratory, IITK
                   Where is CFD used? (Sports)
       • Where is CFD used?
         – Aerospace
            –   Appliances
            –   Automotive
            –   Biomedical
            –   Chemical Processing
            –   HVAC&R
            –   Hydraulics
            –   Marine
            –   Oil & Gas
            –   Power Generation
            – Sports
                                                                       Source: internet
Ashoke De                             (23)   Computational Propulsion Laboratory, IITK
                         Introduction
      What is Computational Fluid Dynamics(CFD)?
      Why and where use CFD?
      Physics of Fluid
      Navier-Stokes Equation
      Numerical Discretization
      Grids
      Boundary Conditions
      Numerical Staff
Ashoke De                    (24)           Computational Propulsion Laboratory, IITK
                           Physics of Fluid
         Fluid = Liquid + Gas
         Density ρ      const                           incompress ible
                                  
                                       variable          compressib le
      Viscosity μ:
                  resistance to flow of a fluid
                                               Ns 
                                              3 
                                                      ( Poise)
                                              m 
            Substance              Air(18ºC)             Water(20ºC)    Honey(20ºC)
            Density(kg/m3)           1.275                  1000               1446
            Viscosity(P)            1.82e-4               1.002e-2              190
Ashoke De                                         (25)                 Computational Propulsion Laboratory, IITK
                         Physics of Fluid
                                     Fluid Mechanics
                  Inviscid                           Viscous
                                             Laminar             Turbulence
                                                 Internal                 External
    Compressible          Incompressible                               (airfoil, ship)
                                                (pipe,valve)
       (air, acoustic)        (water)
                             Components of Fluid Mechanics
Ashoke De                             (26)                   Computational Propulsion Laboratory, IITK
                Physics of Fluid
 CFD codes typically designed for representation of
 specific flow phenomenon
   • Viscous vs. inviscid (no viscous forces) (Re)
   • Turbulent vs. laminar (Re)
   • Incompressible vs. compressible (Ma)
   • Single- vs. multi-phase (Ca)
   • Thermal/density effects and energy equation (Pr, g, Gr, Ec)
   • Free-surface flow and surface tension (Fr, We)
   • Chemical reactions, mass transfer
   • etc…
Ashoke De                    (27)              Computational Propulsion Laboratory, IITK
                          Introduction
      What is Computational Fluid Dynamics(CFD)?
      Why and where use CFD?
      Physics of Fluid
      Navier-Stokes Equation
      Numerical Discretization
      Grids
      Boundary Conditions
      Numerical Staff
Ashoke De                         (28)        Computational Propulsion Laboratory, IITK
                       Navier-Stokes Equations
               Claude-Louis Navier                                                 George Gabriel Stokes
       C.L. M. H. Navier, Memoire sur les Lois du Mouvements des Fluides, Mem. de l’Acad. d. Sci.,6, 398 (1822)
       C.G. Stokes, On the Theories of the Internal Friction of Fluids in Motion, Trans. Cambridge Phys. Soc., 8, (1845)
                                                                                                                            Source: internet
Ashoke De                                                  (29)                                   Computational Propulsion Laboratory, IITK
                     Conservation law
                 m in                               m out
            in                               M                     out
                              dM
                                   m in  m out
                               dt
                         m in  m out
                                                          Mass
                                    dM                    Momentum
                                        0
                                     dt                   Energy
Ashoke De                             (30)                    Computational Propulsion Laboratory, IITK
            Navier-Stokes Equation I
       Mass ConservationContinuity Equation
                 D    U i
                          0          Compressible
                 Dt    xi
                                    D
                           const,    0
                                    Dt
                    U i
                         0                 Incompressible
                    xi
Ashoke De                 (31)                  Computational Propulsion Laboratory, IITK
              Navier-Stokes Equation II
      Momentum ConservationMomentum Equation
             U j        U j    P  ij
                  U i                g j
                  
                     t    xi                x j xi 
                   I
                                          V
                                 II           III       IV
                                                         U j U i  2
                                              ij                  ij  U k
        I : Local change with time                        xi   x j  3       xk
        II : Momentum convection
        III: Surface force
        IV: Molecular-dependent momentum exchange(diffusion)
        V: Mass force
Ashoke De                             (32)                       Computational Propulsion Laboratory, IITK
                 Navier-Stokes Equation III
      Momentum Equation for Incompressible Fluid
                       ij            U j U i  2           U k
                                                  ij 
                      xi      xi      x         
                                               x j  3        xi xk
                                        i
            U i
                 0
            xi          ij           2U j                         2U j
                                                         U i
                                                            
                         xi            xi2           x j xi      xi2
                       U j          P U j                     2U j
                       U i                 g j
                    t        xi    x j    xi
                                               2
Ashoke De                                       (33)                     Computational Propulsion Laboratory, IITK
                Navier-Stokes Equation IV
      Energy ConservationEnergy Equation
                T          T       U i     2T      U j
            c     cU i      P        2   ij
             t
                     
                            xi
                             
                                     xi     xi
                                     
                                                        xi
                I              II               III        IV              V
            I : Local energy change with time
            II: Convective term
            III: Pressure work
            IV: Heat flux(diffusion)
            V: Irreversible transfer of mechanical energy into heat
Ashoke De                                (34)                    Computational Propulsion Laboratory, IITK
                  Introduction
      What is Computational Fluid Dynamics(CFD)?
      Why and where use CFD?
      Physics of Fluid
      Navier-Stokes Equation
      Numerical Discretization
      Grids
      Boundary Conditions
      Numerical Staff
Ashoke De                         (35)        Computational Propulsion Laboratory, IITK
                      Discretization
                           Discretization
    Analytical Equations                    Discretized Equations
       Discretization Methods
          Finite Difference
             Straightforward to apply, simple, sturctured grids
          Finite Element
             Any geometries
          Finite Volume
             Conservation, any geometries
Ashoke De                        (36)                Computational Propulsion Laboratory, IITK
                      Discretization
Name of the          Process                 Advantage                Disadvantage
  Method
   Finite-    The method includes        Straightforwardness       Not suitable to
 Difference   the assumption that        and          relative     solve    problems
  Method      the variation of the       simplicity by which       with    increasing
  (FDM)       unknown      to     be     a newcomer in the         degree of physical
              computed             is    field is able to          complexity such
              somewhat like a            obtain solutions of       as flows at higher
              polynomial in x, y, or     simple problems           Reynolds
              z so that higher                                     numbers,     flows
              derivatives        are                               around arbitrarily
              unimportant.                                         shaped     bodies,
                                                                   and strongly time-
                                                                   dependent flows
Ashoke De                         (37)                    Computational Propulsion Laboratory, IITK
                        Discretization
Name of        Process             Advantage                     Disadvantage
  the
Method
 Finite      It finds solutions  Successful        in  More        complicated       matrix
element     at discrete spatial   solid mechanics        operations are required to solve the
Method        regions (called     applications.          resulting system of equations
(FEM)           elements) by
            assuming that the  Their introduction  Meaningful                   variational
                  governing       and           ready    formulations are difficult to obtain
                 differential     acceptance        in   for high Reynolds number flows
            equations apply to    fluid mechanics
               the continuum      were      due     to  Variational principle-based FEM is
                 within each      relative ease by       limited to solutions of creeping
                   element.       which          flow    flow and heat conduction problems
                                  problems       with
                                  complicated
                                  boundary shapes
                                  could be modeled,
                                  especially when
                                  compared       with
Ashoke De
                                  FDMs.(38)                     Computational Propulsion Laboratory, IITK
                    Discretization
  Name of        Process             Advantage          Disadvantage
the Method
 Spectral    The               It can be easily  Their        relative
 Method      approximation is combined     with   complexity         in
             based          on standard FDMs.     comparison      with
             expansions     of                    standard FDMs
             independent                         Implementation of
             variables    into                    complex boundary
             finite series of                     conditions appears
             smooth                               to be a frequent
             functions.                           source             of
                                                  considerable
                                                  difficulty
Ashoke De                     (39)               Computational Propulsion Laboratory, IITK
                 Discretization
Name of              Process           Advantage Disadvantage
  the
Method
Finite       Domain is divided into a Physical  Not as
Volume        number       of      non- soundnes straightforwa
Method        overlapping        control s       rd as FDM
(FVM)         volumes
             The differential equation
              is integrated over each
              control volume
             Piecewise         profiles
              expressing the variation
              of the unknown between
              the grid points are used
              to evaluate the required
              integrals
Ashoke De                  (40)            Computational Propulsion Laboratory, IITK
                                     FVM-I
      General Form of Navier-Stokes Equation
                                              
                                     U i          q               1, U j , T 
                      t    xi                    xi 
            Local change with time          Flux              Source
                     Integrate over the               
                    Control Volume(CV)            V xi dV  S   ni dS
      Integral Form of Navier-Stokes Equation
                                       
                V t dV  S  U i    xi   ni dS  V q dV
                               
                  Local change            Flux Over                    Source in CV
                 with time in CV        the CV Surface
Ashoke De                                  (41)                          Computational Propulsion Laboratory, IITK
                                  FVM-II
      Conservation of Finite Volume Method
                                        
                 V t dV  S  U i    xi   ni dS  V q dV
                               
             A                        B
                       A      B
Ashoke De                              (42)                    Computational Propulsion Laboratory, IITK
                           FVM-III
            UP   UE
                           Approximation of Volume Integrals
                                m    dV   pV ;            mu   i ui dV   PuPV
                                    Vi                               Vi
                           Approximation of Surface Integrals ( Midpoint
                           Rule)
                               P dV   P dS   Pk S k                   k  n, s, e, w
                      Ue   Vi                 Si
                                                           k
                           Interpolation
                                                             
                                          U            if (U  n ) e  0
                               Upwind U   P
                                       e                    
                                          
                                          U E          if (U  n ) e  0
                                                                                     xe  xP
                                Central    U e  U E e  U P (1  e )      e 
                                                                                     xE  xP
Ashoke De                           (43)                            Computational Propulsion Laboratory, IITK
            Discretization of Cont. Eqn
      One Control Volume
                    aPuP  aN uN  aS uS  aW uW  aEuE  0
      Whole Domain
             a11 a12                     a1l                                                                u1  0 
            a     a22      a23                        a2,l 1                                               u  0 
             21                                                                                             2   
                    .       .    .                               .                                          .  .
                                                                                                                   
                            .    .         .                              .                                   .   .
             ak1                 .         .             .                         al 1,n 1               .  .
                                                                                                                  
                 ak 1,2                   .             .       .                               al ,n        .   .
                            .                            .       .        .                                 .  .
                                                                                                                   
                                 .                               .        .            .                      .   .
                                     an 1,n  k 1                  an 1,n  2   an 1,n 1   an 1,n    u   0 
                                                                                                            n 1   
                                                     an ,n k                      an ,n 1     ann       un  0 
Ashoke De                                               (44)                                     Computational Propulsion Laboratory, IITK
               Discretization of NS Eqn
         FV Discretization of Incompressible N-S Equation
             Muh  0
               duh
                   C (uh )uh  Duh  Mqh  0
                dt
            Unsteady Convection Diffusion Source
       Time Discretization
                   duhn 1  f (uh )
                                    n              Explicit
                          
                    dt       f (uhn , uhn 1 )   Implicit
Ashoke De                                  (45)               Computational Propulsion Laboratory, IITK
                          Introduction
      What is Computational Fluid Dynamics(CFD)?
      Why and where use CFD?
      Physics of Fluid
      Navier-Stokes Equation
      Numerical Discretization
      Grids
      Boundary Conditions
      Numerical Staff
Ashoke De                         (46)        Computational Propulsion Laboratory, IITK
                          Grids
       Structured Grid
            + all nodes have the same number of
            elements around it
            – only for simple domains
       Unstructured Grid
            + for all geometries
            – irregular data structure
       Block Structured Grid
Ashoke De                                (47)     Computational Propulsion Laboratory, IITK
                          Introduction
      What is Computational Fluid Dynamics(CFD)?
      Why and where use CFD?
      Physics of Fluid
      Navier-Stokes Equation
      Numerical Discretization
      Grids
      Boundary Conditions
      Numerical Staff
Ashoke De                         (48)        Computational Propulsion Laboratory, IITK
                   Boundary Conditions
      Typical Boundary Conditions
            No-slip(Wall), Axisymmetric, Inlet, Outlet, Periodic
                          No-slip walls: u=0,v=0
        Inlet ,u=c,v=0                   Outlet, du/dx=0
                                          dv/dy=0,dp/dx=0
         r
                 v=0, dp/dr=0,du/dr=0
      o      x
                                                   Periodic boundary condition in
                                    Axisymmetric
                                                   spanwise direction of an airfoil
Ashoke De                                 (49)                      Computational Propulsion Laboratory, IITK
                          Contents
      What is Computational Fluid Dynamics(CFD)?
      Why and where use CFD?
      Physics of Fluid
      Navier-Stokes Equation
      Numerical Discretization
      Grids
      Boundary Conditions
      Numerical Staff
Ashoke De                         (50)        Computational Propulsion Laboratory, IITK
            Solvers and Numerical Staff
       Solvers
             Direct: Cramer’s rule, Gauss elimination, LU decomposition
             Iterative: Jacobi method, Gauss-Seidel method, SOR method
       Numerical Parameters
             Under relaxation factor, convergence limit, etc.
             Multigrid, Parallelization
             Monitor residuals (change of results between iterations)
             Number of iterations for steady flow or number of time steps for
            unsteady flow
             Single/double precisions
Ashoke De                                  (51)                  Computational Propulsion Laboratory, IITK
Criteria    Classification
                    Detail of PDEsExamples
               The order of a PDE is        First order: ∂/∂x –G ∂/∂y= O
               determined by the highest-   Second order: ∂2/∂x2 - ∂/∂y=O
   order       order partial derivative     Third order: [∂3/∂x3]2 + ∂2/∂x∂y +
               present in that equation     ∂/∂y = O
               If the coefficients are a ∂2/∂x2 + b ∂2/∂x∂y + c ∂2/∂y2 + d
               constants or functions of the = O
               independent variables only,
               then Eq. is linear. If
               the coefficients are functions
linearity      of the dependent variables
               and/or any of its derivatives
               of either lower or same
               order, then the equation is
               nonlinear.
Ashoke De                           (52)                   Computational Propulsion Laboratory, IITK
                   Classification of PDEs
Linear second-order PDEs: elliptic, parabolic, and hyperbolic.
The general form of this class of equations is:
        2               2           2
                                                
 a                b          c               d    e     f  g  0
     x
              2
                       xy        y
                                        2
                                                  x    y
 where coefficients are either constants or functions of the independent variables only.
       The three canonical forms are determined by the following criteria:
      b2 – 4ac < 0 elliptic
      b2 – 4ac = 0 parabolic
      b2 – 4ac > 0 hyperbolic
  Ashoke De                                 (53)              Computational Propulsion Laboratory, IITK
                 Classification of PDEs
   PDE                       Example                                     Explanation
              Laplace’s equation:                      In elliptic problems, the function f(x, y) must satisfy
                                                       both, the differential equation over a closed domain
                                 
                 2                     2
                                               0     and the boundary conditions on the closed boundary
               x                 y                   of the domain.
                         2                 2
Elliptic
              Poisson’s equation:
                            
                 2            2
                                      g ( x, y )
                x           y
                     2            2
              Heat conduction                          In parabolic problems, the solution advances
Parabolic                                              outward indefinitely from known initial values,
                    
                                           2
                                                     always satisfying the known boundary conditions as
               t    x
                        2
                                                       the solution progresses.
              Wave equation                            The solution domain of hyperbolic PDE has the
                                                       same open-ended nature as in parabolic PDE.
                                         
                     2                         2
Hyperbolic                                             However, two initial conditions are required to start
                              g
                                       2
                                                       the solution of hyperbolic equations in contrast with
                t                         x
                         2                         2
                                                       parabolic equations, where only one initial condition
                                                       is required.
  Ashoke De                                            (54)                      Computational Propulsion Laboratory, IITK
             Classification of N-S eqn
The complete Navier–Stokes equations in three space coordinates (x, y, z)
and time (t) are a system of three nonlinear second-order equations in four
independent variables. So, the normal classification rules do not apply
directly to them. Nevertheless, they do possess properties such as
hyperbolic, parabolic, and elliptic:
                • Unsteady, inviscid compressible flow. A compressible
                flow can sustain sound and shock waves, and the
Hyperbolic      Navier–Stokes equations are essentially hyperbolic in
Flows           nature.
                • For steady inviscid compressible flows, the equations
                are hyperbolic if the speed is supersonic, and elliptic for
                subsonic speed.
 Ashoke De                       (55)                Computational Propulsion Laboratory, IITK
             Classification of N-S eqn
  Parabolic Flows             Elliptic Flows                  Mixed Flows
•The boundary layer     • The subsonic inviscid        There is a possibility
flows            have   flow falls under this          that a flow may not be
essentially parabolic   category.                      characterized purely
character.        The   •If a flow has a region of     by one type. For
solution marches in     recirculation, information     example, in a steady
the        downstream   may travel upstream as         transonic flow, both
direction, and the      well      as     downstream.   supersonic            and
numerical methods       Therefore, specification of    subsonic regions exist.
used for solving        boundary conditions only       The supersonic regions
parabolic equations     at the upstream end of the     are         hyperbolic,
are appropriate.        flow is not sufficient. The    whereas         subsonic
                        problem then becomes           regions are elliptic.
                        elliptic in nature.
 Ashoke De                        (56)                 Computational Propulsion Laboratory, IITK
                      Initial and BC
The initial and boundary conditions must be specified to obtain unique numerical
 solutions to PDEs:
Following Eq. depicts a problem in which the temperature within a large solid slab
 having finite thickness changes in the x-direction as a function of time till steady state
 (corresponding to t → ∞ ) is reached:
                                                               T
                                                                 2
                                                T
                                                         g
                                                t            x
                                                                     2
1. Dirichlet Conditions (First Kind):
The values of the dependent variables are specified at the boundaries
in the figure:
• Boundary Conditions of first kind can be expressed as
    B.C. 1 T=f (t) or T1 at x=0
                                      t>0
    B.C.2 T= T2          at x=L
• Initial Condition
     T= f(x)    at t= 0             0<= x =<L
     or T= T0
   Ashoke De                             (57)                    Computational Propulsion Laboratory, IITK
                        Initial and BC
2. Neumann Conditions (Second Kind)
The derivative of the dependent variable is given as a constant or as a function of the
  independent variable on one boundary:
                                               T
                                                    0 at  x  L  and t  0
                                               x
This condition specifies that the temperature gradient at the right boundary is zero
  (insulation condition).
Cauchy conditions: A problem that combines both Dirichlet and Neumann conditions
 is considered to have Cauchy conditions:
                                   Fig: Cauchy conditions
  Ashoke De                           (58)                   Computational Propulsion Laboratory, IITK
                      Initial and BC
3. Robbins Conditions (Third Kind)
The derivative of the dependent variable is given as a function of the
  dependent variable on the boundary.
For the heat conduction problem, this may correspond to the case of
  cooling of
 a large steel slab of finite thickness “L” by water or oil, the heat transfer
  coefficient h being finite:
  Ashoke De                        (59)                 Computational Propulsion Laboratory, IITK
       Initial and Boundary value probs
On the basis of their initial and boundary conditions, PDEs may be further classified into
 initial value or boundary value problems.
 Initial Value Problems:
In this case, at least one of the independent variables has an open region. In the unsteady
  state heat conduction problem, the time variable has the range 0 ≤ t ≤ ∞ , where no
  condition has been specified at t = ∞ ; therefore, this is an initial value problem.
 Boundary Value Problems:
When the region is closed for all independent variables and conditions are specified at all
 boundaries, then the problem is of the boundary value type. An example of this is the
 three-dimensional steady-state heat conduction (with no heat generation) problem, which
 is mathematically represented by the equation:
   Ashoke De                             (60)                     Computational Propulsion Laboratory, IITK
Ashoke De   (61)   Computational Propulsion Laboratory, IITK