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260     6 Boundary value problems



                   As source terms often arise from chemical reaction, (6.9) is also known as a convec-
                   tion/diffusion/reaction equation.
                     In this chapter, we consider the numerical solution of PDEs of the form (6.9). We focus
                   first upon stationary problems, for which the steady-state field ϕ(r) satisfies the PDE
                                                         2
                                        0 =−∇ · (ϕv) +  ∇ ϕ + s(r, t,ϕ)               (6.10)
                   and then treat time-dependent problems. Here, we consider general transport-type PDEs,
                   but do not address the particular numerical issues that arise in computational fluid dynamics
                   (CFD).Whilethemethodsoffinitedifferences,finitevolumes,andfiniteelements,described
                   here, are used in CFD, a few additional concerns arise, particularly involving the coupling
                   of the pressure and velocity fields. To do justice to this subject would require a dedicated
                   text; therefore, for further details the reader is referred to Ferziger & Peric (2001).


                   Real-space vs. function-space BVP methods

                   There are two general approaches to solving BVPs. In a function-space method, we write
                   the solution as a linear combination of basis functions {χ m (r)}, each satisfying all boundary
                   conditions,


                                             ϕ(r, t) =  c m (t)χ m (r)                (6.11)
                                                     m
                   ϕ(r, t) then automatically satisfies all boundary conditions (assumed to be linear in ϕ), and
                   we have merely to find the {c m (r)} that best satisfy (6.9).
                     Alternatively, in a real-space method, we specify a number of grid points r [j]  ∈   and
                   compute numerically the field values ϕ(r  [j] , t) at these points. While function-space methods
                   can yield analytical solutions for some linear PDEs in simple domains, real-space methods
                   require numerical solution yet are more generally applicable, especially for problems with
                   nonlinear source terms or complex domain geometries. We thus restrict our focus to real-
                   space methods, although the finite element method will be seen to mix both approaches. For
                   further discussion of function-space approaches, consult Bird et al. (2002), Deen (1998),
                   and Stakgold (1979).


                   The finite difference method applied to a 2-D BVP

                   Let us consider a steady 2-D BVP on a rectangular domain involving only diffusion and
                                                  2
                   a position-dependent source term, −∇ ϕ = f (r), the Poisson equation. We require the
                   solution to be zero on all boundaries, a Dirichlet-type boundary condition. Thus, the BVP
                   is
                                          2
                                    2
                                   ∂ ϕ   ∂ ϕ
                             2
                          −∇ ϕ =−      −     = f (x, y)  0 ≤ x ≤ L    0 ≤ y ≤ H
                                   ∂x  2  ∂y 2
                                  BC 1    ϕ(0, y) = 0  0 ≤ y ≤ H
                                  BC 2    ϕ(L, y) = 0  0 ≤ y ≤ H                      (6.12)
                                  BC 3    ϕ(x, 0) = 0  0 ≤ x ≤ L
                                  BC 4    ϕ(x, H) = 0   0 ≤ x ≤ L
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