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Partial Differential Equations
Partial Differential Equations
Definition
One of the classical partial differential
equation of mathematical physics is the
equation describing the conduction of heat
in a solid body (Originated in the 18th
century). And a modern one is the space
vehicle reentry problem: Analysis of
transfer and dissipation of heat generated by
the friction with earths atmosphere.
For example:
Consider a straight bar with uniform crosssection and homogeneous material. We wish to
develop a model for heat flow through the bar.
Let u(x,t) be the temperature on a cross section
located at x and at time t. We shall follow some
basic principles of physics:
A. The amount of heat per unit time flowing
through a unit of cross-sectional area is
proportional to u / x with constant of
proportionality k(x) called the thermal
conductivity of the material.
k ( x)
( x, t ) Q ( x, t ) c ( x ) ( x )
( x, t )
x
x
t
u
2
p ( x, t )
2
t
x
u
u
( x, t ) 2 ( x , t ) , 0 x L, t 0 ,
t
x
u (0, t ) u ( L, t ) 0 , t 0 ,
2
u ( x,0) f ( x) , 0 x L.
Boundary Conditions
Imply that we are looking for a non-trivial
solution X(x), satisfying:
X ' ' ( x ) kX ( x ) 0
X (0) X ( L) 0
Tn (t ) bn e ( n / L ) t , n 1, 2, 3, ...
Thus the function
un ( x, t ) X n ( x)Tn (t ) satisfies the D.E and
the boundary conditions. To satisfy the initial
condition, we try :
We rewrite it as: T + 2 T = 0. Or T
= - 2 T . We see the solutions are
u ( x , t ) cn e
n
sin
x.
L
We must have :
n
u ( x,0) cn sin
x f ( x) .
L
1
Example
Solve the following heat flow problem
u
2u
7 2 , 0 x , t 0.
t
x
u (0, t ) u ( , t) 0 , t 0 ,
u ( x,0) 3 sin 2 x 6 sin 5 x , 0 x .
Write 3 sin 2x - 6 sin 5x = cn sin (n/L)x,
and comparing the coefficients, we see that c 2
= 3 , c5 = -6, and cn = 0 for all other n. And
we have u(x,t) = u2(x,t) + u5(x,t) .
Wave Equation
In the study of vibrating string such as
piano wire or guitar string.
u
2 u
,
0 x L, t 0,
2
2
t
x
u( 0 ,t) u(L,t), t 0 ,
2
u(x,0 ) f(x) ,
0 xL,
u
(x,0 ) g(x), 0 x L .
t
Example:
f(x) = 6 sin 2x + 9 sin 7x - sin 10x , and
g(x) = 11 sin 9x - 14 sin 15x.
The solution is of the form:
n
n
nx
u ( x, t ) [a n cos
t bn sin
t ] sin
.
L
L
L
n 1
Reminder:
Final Exam
Fourier Series
For a piecewise continuous function f on [-T,T],
we have the Fourier series for f:
a0
n
f ( x)
{a n cos
2
T
n 1
where
1
a0
T
1
an
T
1
bn
T
n
x bn sin
f ( x)dx ,
and
T
T
T
T
n
f ( x ) cos
x dx ; n 1,2,3,
T
n
f ( x ) sin
T
x dx ; n 1,2,3,
x},
Examples
Compute the Fourier series for
0,
f(x)
x,
x 0 ,
0 x .
g ( x) x ,
-1 x 1.
a0
nx
nx 1
a n cos
bn sin
f
(
x
)
f
(
x
,
2 n 1
T
T 2
a0
2
n
an cos
x
,
a
n
2
T
T
n 1
T
T
n 1
n 1,2,3,
n
f ( x ) cos
xdx
T
n
f ( x ) sin
x dx,
T
u
2u
2 2 ,
0 x
t
x
u( 0 , t) u ( , t) ,
t 0,
(3)
u(x, 0 )
x ,
-x ,
t 0,
0 x
,
2
x
2
Solution
Since the boundary condition forces us to
consider sine waves, we shall expand f(x)
into its Fourier Sine Series with T = .
Thus
2
bn f ( x) sin nxdx
0
u ( x, t ) bn e
2 n 2t
sin nx
n 1
where
0,
bn 4(-1) (n -1)/2
2
n
if n is even,
when n is odd.