NumericalIntegrationofPartialDifferentialEquations(.pptVIP

Numerical Integration ofPartial Differential Equations (PDEs) Introduction to PDEs. Semi-analytic methods to solve PDEs. Introduction to Finite Differences. Stationary Problems, Elliptic PDEs. Time dependent Problems. Complex Problems in Solar System Research. Stationary Problems, Elliptic PDEs. Example: 2D-Poisson equation. From differential equations to differenceequations and algebraic equations. Relaxation methods:-Jacobi and Gauss-Seidel method.-Successive over-relaxation.-Multigrid solvers. Finite Elements. Theoretical one could solve this algebraicequation by well known algebraicequation solvers like Gauss-Jordan elimination. This is very unpractical, however, because Ais very large and contains almost only zeros. How large is A ? For a very moderate 2D-grid of 100x100-u has 100 x 100= 104 gridpoints, but-A has 104 x 104 =108 entries! For 3D-grids typically used in scienceapplication of about 300 x 300 x 300-u has 3003= 2.7 *107 gridpoints, -A has (2.7 *107 ) 2 =7.29*1014 entries! = Memory requirement for 300-cube to store u ~100 MB, A~3Million GByte We have reduced our original PDEto algebraic equations (Here: systemof linear equations, because we startedfrom a linear PDE.) To do: Solve these equations. As exact Matrix solvers are of no much usewe solve the equations numerically byRelaxation methods. Relaxation: Jacobi method Relaxation: Jacobi method Jacobi method converge for diagonal dominant matrices A. (diagonal entries of A larger than the others) This condition is usually fulfilled for Matrixequations derived from finite differencing.(Tridiagonal block matrix: Most entries in A are zeros!) Jacobi method converges (but slowly) and can be used in principle, but maybe we can improve it? For practice: Method should converge fast! Gauss Seidel method Similar as Jacobi method. Difference: Use on the right-handsite already the new (and assumed tobe better) approximation un+1, as soon as known. How fast do the methods