includes the applications of partial differential equations and exercises and example problems for it

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includes the applications of partial differential equations and exercises and example problems for it

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EQUATIONS

In many physical and engineering problems, we always seek a solution of the

differential equations, whether it is ordinary or partial, which satisfies some specified

conditions called the boundary conditions.

Any differential equations together with these boundary conditions is called

boundary value problem.

In this chapter we shall study some of the most important partial differential

equations occurring in engineering applications.

One of the most fundamental common phenomena that are found in nature is the

phenomena of wave motion. When a stone is dropped in to a pound, the surface of water

is disturbed and waves of displacement travel rapidly outward. When a bell or tuning fork

is struck, sound waves are propagated from the source of sound.

Whatever is the nature of wave phenomena, whether it is the displacement of a

tightly stretched string, the deflection of a stretched membrane, the propagation of

currents and potentials along an electrical transmission line, these entities are governed

by a partial differential equation, known as the Wave Equation.

2

2 y

2 y

Variable Separable Solution of the Wave Equation

a

t 2

x 2

y x, t X x .T t

Let

..

(1)

be the solution of the equation

2

2 y

2 y

.. (2)

a

t 2

x 2

Where X x is a function of x alone and T t is a function oft alone.

Then

2 y

2 y

d 2T

d 2x

X

T

and

X

T

,

Where

T

and

X

t 2

x 2

dt 2

dx 2

i.e., XT a 2 x T

X T

X a 2T

(3)

The L.H.S of (3) is a function of x alone and the R.H.S is a function of t alone. They are

equal for all values of the independent variable x and t. This is possible only if each is a

constant.

X T

k

X a 2T

, Where k is a constant.

and

X kX 0

.. (4)

T ka 2T 0

.. (5)

The nature of the solution of (4) and (5) depends on the nature of values of k. Hence the

following three cases arise.

Case 1:

k is positive. Let k p 2

Then equation (4) and (5) become

and

Where

p2 X 0

D p a T 0

D

2 2

d

dx

and

d

dt

and

X Ae px Be px

T Ce pat De pat

Case 2:

k is negative. Let k p 2

Then equation (4) and (5) become

D p X 0

D2 p 2a 2 T 0

2

and

and

X A cos px B sin px

T C cos pat D sin pat

Case 3:

k 0.

d2X

0

dx 2

d 2T

and

0

dt 2

The solutions of these equations are

X Ax B

T Ct D

and

Since y x, t X .T is the solution of the wave equation, the three mathematically

possible solutions of the wave equations are

y x, t Ae px Be px Ce pat De pat

and

y x, t Ax B Ct D

(6)

. (7)

(8)

Problems:

(1)A uniform string is stretched and fastened to two points l apart. Motion is started

by displacing the string into the form of the curve

3 x

and

(i) y k sin

l

(ii) y kx l x

and then releasing it from this position at time t=0. Find the displacement of the

point of the string at a distance x from one end at time t.

Solution:

fig.1

The displacement y x, t of the point of the string at a distance x from the left end 0 at

time t is given by the equation (fig.1).

2

2 y

2 y

a

(1)

t 2

x 2

Since the ends of the string x=0 and x=l are fixed, they do not undergo any displacement

at any time.

y x, t 0, for t 0

Hence

. (2)

y l , t 0, for t 0

and

. (3)

Since the string is released from rest initially, that is , at t=0, the initial velocity of every

point of the string in the y-direction is zero.

Hence

y

x,0 0,

t

for 0 x l

.. (4)

Since the string is initially displaced in to the form of the curve y f x , the coordinates

x, y x,0 satisfy the equation y f x , where y x,0 is the initial displacement of

the point x in the y-direction.

y x,0 f x , for 0 x l

Hence

. (5)

Where in (i) and in (ii). Conditions (2),(3),(4) and (5) are collectively called boundary

conditions of the problem. We have to get the solution of equation (1), the appropriate

solution, consistent with the vibration of the string is

y x, t A cos px B sin px C cos pat D sin pat

(6)

Where A, B, C, D and p are arbitrary constants that are to be found out by using the

boundary conditions.

Using boundary conditions (2) in (6), we have

A C cos pat D sin pat 0

for all t 0

A0

B sin pl C cos pat D sin pat 0

for all t 0

B sin pl 0

B 0 or sin pl 0

Either

If B=0, the solution becomes y x, t 0, which is meaningless.

sin pl 0

pl n

n

p

l

Where n 0,1,2

y

x, t B sin px . pa C sin pat D cos pat

t

n

p

Where

l

(7)

B sin px. pa.D 0 for 0 x l

As B 0 and p 0, we get D 0

nx

nat

y x, t BC sin

cos

where n 1,2,3

x

at

y x, t k sin

cos

l

l

2nx

2at

y x, t k sin

cos

l

l

3nx

3at

y x, t k sin

cos

,

l

l

etc.

Since Eq.(1) is linear, a linear combination of the R.H.S members of all the above

solutions is the general solution of Eq.(1).Thus the most general solution of Eq.(1) is

y x, t c n k sin

n 1

nx

nat

cos

l

l

or

y x, t n sin

n 1

nx

nat

cos

l

l

....

(8)

Where n is yet to be found out.

Using boundary conditions (5) in (8), we have

n 1

sin

nx

f x,

l

for 0 x l

(9)

If we can express f(x) in a series comparable with the L.H.S. series of (9), we can get the

values of n .

3 x

(i) f x k sin

l

k

x

3x

3 sin

sin

4

l

l

Using this form of f(x) in (9) and comparing like terms, we get

1

3k

k

, 3 , 2 0 4

4

4

3k

x

at k

3x

3at

y x, t

sin

cos

sin

cos

(ii) y kx l x

If we expand f(x) as Fourier half-range sine series in 0, l , that is in the form

n 1

nx

l

sin

l

2

nx

n bn f x sin

dx, by Euler s formula

Thus

l

nx

lx x sin l dx

1

2k

l

2k

2

lx x

l

nx

nx

nx

sin

cos

cos

l l 2x

l 2

l

n 2 2

n 3 3

n

l2

l 3

4kl

n

1 1

3 3

n

0,

if n is even

8kl 2

3 3 , if n is odd

n

5

y x, t

8kl 2

3

2n 1

n 1

sin

2n 1x cos 2n 1at

l

given that y l , t 0, y l , t 0,

2

2 y

2 y

a

t 2

x 2

in l x l , t 0,

y

x,0 0 and y x,0 b l x .

t

l

Solution:

Shifting the origin to the point l ,0 , we get x X l and y Y , Where X , Y

are the coordinates of the point (x, y) with reference to the new system of coordinate

axes. The differential equation in the new system is

2

2 y

2 y

.. (1)

a

0 X 2l , t 0,

t 2

x 2

The boundary conditions become

Y 0, t 0

(2)

Y 2l , t 0

...

(3)

for all t 0.

(4)

and

Y

X ,0 0

t

b

l X , in 0 X l

Y X ,0

b 2l X , in l X 2l

l

.(5)

b

l 1 x, in l x 0

y x,0

b 1 x, in 0 x l

l

The required solution of equation (1) is

Y X ,t

8b

2

n

n 1

sin

x

nX

nat

sin

cos

2

2l

2l

n

Since sin

, When n is an even integer, the solution can be rewritten as

2

8b

1

x

nX

nat

Y X ,t 2

sin

sin

cos

Where 0 X 2l , t 0.

2

2

2l

2l

n 1,3, 5, n

y x, t

Now sin

8b

2

1

x

n

x l cos nat

sin

sin

2

2

2l

2l

n 1, 3, 5 n

n

x l sin n nx

2l

2l

2

n

nx

n

nx

sin

cos

cos

sin

2

2l

2

2l

n

nx

sin

cos

, Since n is odd.

2

2l

8b

1

n

nx

nat

sin 2

cos

cos

2

2

2

2l

2l

n 1,3,5, n

8b

1

nx

nat

y x, t 2

cos

cos

2

2l

2l

n 1, 3,5, n

y x, t

Where

l x l and t 0.

(3) A tightly stretched strings with fixed end points x=0 and x=50 is initially at rest in

its equilibrium position. If it is said to vibrate by giving each point a velocity

x

and

(i) v v0 sin 3

50

x

2x

,

(ii) v v 0 sin cos

50

50

Find the displacement of any point of the string at any subsequent time.

Solution:

The displacement y(x, t) of any point x of the string at any timet is given by

2

2 y

2 y

.. (1)

a

t 2

x 2

We have to solve equation (1) satisfying the following boundary conditions.

y 0, t 0, for t 0

(2)

y 50, t 0, for t 0

.... (3)

y x,0 0, for 0 x 50

(4)

Since the string is in its equilibrium position initially and so the initial displacement of

every point of the string is zero.

y

x,0 f x , for 0 x 50

.... (5)

t

x

f x v0 sin 3

where

For (i) and

50

x

2x

f x v 0 sin

cos

, For (ii)

50

50

The suitable solution of Eq (1), consistent with the vibration of the string, is

y x, t A cos px B sin px C cos pat D sin pat

... (6)

Using boundary conditions (2) in (6), we have

A C cos pat D sin pat 0

for all t 0

A0

B 0 or sin 50 p 0

Either

sin 50 p 0

50 p n

n

50

n 0,1,2

p

Where

Using boundary conditions (4) in (6), we have

B sin px.C 0 for 0 x 50

As B 0, we get C 0

nx nat

sin

,

50

50

where k BD and n 1,2,3

y x, t k sin

...............(7)

y x, t

n 1

sin

n

nat

cos

50

50

....

(8)

Differentiating both sides of (8) partially with respect to t, we have

y

x, t na .n sin nx cos nat

.

t

n 1

50

50

50

.....

(9)

Using boundary condition (5) in (9), we have

nx

y

na

n sin

v. Since v

x ,0 ,

x

v v 0 sin 3

and

(i)

50

v

x

3x

0 3 sin

sin

4

50

50

nx v 0

x

3x

na

n sin

3 sin

sin

50

4

50

50

n 1 50

Comparing like terms, we get

3v 3a

v

a

na

1 0 ,

3 0 and

n 0, for n 2,4,5,6

50

4 50

4

50

75v0

25v0

1

, 3

and 2 0 4 5

2a

6a

Using these values in (8), the required solution is

75v0

x

x 25v0

3x

3at

y x, t

sin

sin

sin

sin

2a

50

50 6a

50

50

x

2x

v v0 sin

cos

(ii)

50

50

n 1

50

50

v0

3x

x

sin

sin

2

50

50

nx v 0

3x

x

na

n sin

sin

sin .

50

2

50

50

n 1 50

Comparing like terms, we get

v 3a

v

a

na

1 0 ,

3 0 and

n 0, for n 2,4,5,6

50

4 50

4

50

25v0

25v0

1

, 3

and 2 0 4 5

a

3a

Using these values in (8), the required solution is

25v 0

x

at 25v0

3x

3at

y x, t

sin

sin

sin

sin

a

50

50

3a

50

50

(4) A taut string of length 2l , fastened at both ends, is disturbed from its position of

equilibrium by imparting to each of its points an initial velocity of magnitude

k 2lx x 2 . Find the displacement function y x, t .

Solution:

The displacement y(x, t) of any point x of the string at any time t is given by

2

2 y

2 y

a

.. (1)

t 2

x 2

We have to solve equation (1) satisfying the following boundary conditions.

y 0, t 0,

for t 0

(2)

y 2l , t 0,

for t 0

... (3)

y x,0 0,

for 0 x 2l

... (4)

y

x,0 k 2lx x 2 ,

t

0 x 2l

for

(5)

The suitable solution of Eq (1), consistent with the vibration of the string, is

y x, t A cos px B sin px C cos pat D sin pat

(6)

Using boundary conditions (2) in (6), we have

A C cos pat D sin pat 0

for all t 0

A0

B 0 or sin 2lp 0

Either

sin 2lp 0

2lp n

n

2l

n 0,1,2

p

Where

Using boundary conditions (4) in (6), we have

B sin px.C 0 for 0 x 2l

As B 0, we get C 0

y x, t k sin

nx nat

sin

,

2l

2l

.............(7)

where n 0,1,2,3

y x, t n sin

n 1

n

nat

cos

2l

2l

(8)

Differentiating both sides of (8) partially with respect to t, we have

y

x, t na .n sin nx cos nat

t

n 1

2l

2l

2l

(9)

Using boundary condition (5) in (9), we have

nx

na

n sin

k 2lx x 2 ,

2

l

2

l

n 1

bn sin

n 1

for 0 x 2l

nx

2l

Comparing like terms, we get

2l

na

2

nx

. n bn

f x sin dx, by Euler s formula

2l

2l

2

2l

nx

k 2lx x sin 2l dx

2l

2k

2

2lx x

na

nx

nx

nx

sin

cos

cos

2l 2l 2 x

2l 2

2l

n 2 2

n 3 3

n

2l

4l 2

8l 3

32kl

n

1 1

4 4

n a

0,

2l

if n is even

32kl 3

4 4 , if n is odd

n a

2n 1x cos 2n 1at

64kl 3

1

y x, t

sin

4

4

2l

2l

a n 1 2n 1

VARIABLE SEPARABLE SOLUTIONS OF THE HEAT EQUATION

10

u

2u

2 2

....(1)

t

x

Let

u(x ,t) = X(x).T(t)

....(2)

be a solution of Eq.(1), where X(x) is a function of x alone and T(t) is a function of t

u

dT

2u

d2X

XT and

T

alone.

Then

X

T

,

where

and

X

, satisfy

t

dt

x 2

dx 2

Eq.(1).

i.e.,

XT 2 X T

X

T

2

i.e.,

....

X T

(3)

The L.H.S. of (3) is a function of x alone and the R.H.S is a function of t alone.

They are equal for all values of independent variables x and t. This is possible only

if each is a constant.

X

T

2 k,

where k is a constant.

X T

X kX 0

and

...(4)

T k 2T 0

The nature of the solutions of (4) and (5) depends on the nature of the values of k. Hence

the following three cases come into being.

Case 1 : k is positive. Let k p 2 .

Then equations (4) and (5) become

( D 2 p 2 ) X 0 and ( D p 2 2 )T 0, where

D

d

dx

and

d

.

dt

X C1e px C 2 e px

T C3 e p

and

Then equations (4) and (5) become

( D 2 p 2 ) X 0 and ( D p 2 2 )T 0,

The solutions of these equations are

X C1 cos px C 2 sin px

and

T C3 e p

Case 3 : k=0

Then equations (4) and (5) become

dT

d2X

0

0 and

2

dt

dx

The solutions of these equations are

X C1 x C 2

and

T C3

Since u(x , t) = X.T is the solution of Eq.(1), the three mathematically possible solutions

of Eq.(1) are

....

u ( x , t ) ( Ae px Be px )e p t

(6)

2

11

u ( x , t ) ( A cos px B sin px )e p

(7)

u ( x , t ) Ax B

and

(8)

where C1C3 and C 2 C 3 have been taken as A and B.

...

...

PROBLEMS

1. Find the temperature distribution in a homogeneous bar of length which is

insulated laterally, if the ends are kept at zero temperature and if, initially, the

temperature is k at the centre of the bar and falls uniformly to zero at its ends.

Solution:

Figure 4.3 represents the graph of the initial temperature in the bar.

Equation of OA is y

i.e.,

Hence

y 0 x

2k

2k

( x )

2k

x,

u( x ,0)

2k ( x),

in 0 x

in x

2

2

u

2 u

...(1)

t

t 2

We have to solve Eq.(1) satisfying the following boundary conditions.

u (0 , t ) 0, for all t 0

...

(2)

u ( , t ) 0, for all t 0

...(3)

12

2k

x,

u( x ,0)

2k ( x),

in 0 x

...(4)

in x

2

......

u ( x , t ) ( A cos px B sin px )e p t

(5)

Using boundary condition (2) in (5), we have

2

A.e p

0,

for all t 0

A= 0

Using boundary condition (3) in (5), we have

2

B sin p .e p

0, for all t 0

B 0 or sin p 0

t

p n

or

sin p 0

p n, where n 0 , 1 , 2,

2

u ( x , t ) B sin nx e n

(6)

where n 1 , 2 , 3,

u ( x , t ) Bn sin nx.e n

2

n 1

(7)

Using boundary condition (4) in (7), we have

B

n 1

2k

x,

f ( x)

2k ( x),

in 0 x

in x

2

n 1

with

B

n 1

sin nx.

2

Hence Bn bn

2k

2k

0 x sin nx dx ( x) sin nx dx

13

4k

2

x cos nx sin nx

n

n2

cos nx sin nx

( x )

n

n2

8k

n

sin

2 2

2

n

Using this value in (7), the required solution is

8k 1

n

u ( x , t ) 2 2 sin

sin nx.e n t

2

n 1 n

2 2

8k ( 1) n1

u( x , t ) 2

sin( 2n 1) x.e ( 2 n1) t

2

n 1 ( 2n 1)

u

2u

2 2

t

x

satisfying the following boundary conditions.

u

(0 , t ) 0, for all t 0

x

u

( , t ) 0, for all t 0; and

(ii)

x

(iii) u ( x ,0) cos 2 x, 0 x

(i)

Solution:

The appropriate solution of the equation

u

2u

2 2

t

x

satisfying the condition that u when t is

2

u ( x , t ) ( A cos px B sin px )e p

(1)

....

(2)

Differentiating (2) partially w.r.t. x, we have

2 2

u

( x , t ) p ( A sin px B cos px )e p t

x

...

.(3)

Using boundary condition (i) in (3), we have

2

p.B.e p

0,

for all t 0

if p 0, u ( x , t ) A,

B=0

Using boundary condition (ii) in (3), we have

p. A sin p .e p

0,

Either A = 0

A = 0 leads to a trivial solution.

sin p 0

p n

p n,

or

which is meaningless

for all t 0

or sin p 0

where n 0 , 1 , 2,

2

u ( x , t ) A cos nx.e n

..(4)

14

where n 0 , 1 , 2 ,

u( x , t )

A

n 0

cos nx.e n

..

(5)

Using boundary condition (iii) in (5), we have

A

n 0

In general, we have to expand the function in the R.H.S. as a Fourier half-range cosine

series in (0, ) so that it may be compared with L.H.S. series.

In this problem, it is not necessary. We can rewrite cos 2 x as

1

(1 cos 2 x), so

2

Thus

n 0

cos nx

1 1

cos 2 x

2 2

A0

1

1

, A2 , A1 A3 A4 0

2

2

u( x , t)

2

1 1

cos 2 x e 4 t

2 2

u

2u

2 2 satisfying the following conditions.

t

x

when

t

(i) u is finite

.

(ii)

u

0 when x = 0, for all values of t.

x

(iv) u u 0 when t = 0, for 0 < x < l.

Solution:

We have to solve the equation

u

2u

2 2

t

x

satisfying the following boundary conditions.

(2)

u

(0, t ) 0,

x

u(l , t) = 0,

u ( x , 0) u 0

for all t 0

for all t 0

(1)

....(3)

...

(4)

Since u is finite when t , the proper solution of Eq.(1) is

2

u ( x , t ) ( A cos px B sin px )e p

.......

(5)

Differentiating (5) partially w.r.t. x, we have

15

2 2

u

( x , t ) p ( A sin px B cos px)e p t

x

...

.(6)

Using boundary condition (ii) in (6), we have

2

p.B.e p

0,

for all t 0

if

B=0

p 0, u ( x, t ) A,

which is meaningless

2

A cos pl.e p

for all t 0

Either A = 0 or cos pl 0

0,

cos pl 0

pl an odd multiple of

pl

(2n 1)

,

2l

or (2n 1)

2

2

where n 0 , 1 , 2, .

u ( x , t ) A cos .

( 2n 1)x ( 2 n 1) 2 2 2t

.e

2l

4l 2

..

..(7)

where n 1 , 2 , 3 , .

( 2n 1)x ( 2 n1) t

u ( x , t ) A2 n 1 cos .

n 1

2l

.e

4l 2

..

..(8)

Using boundary condition (iv) in (8), we have

(2n 1)x

A

n 1

2 n 1

cos .

2l

u 0 in (0, l )

.(9)

The series in the L.H.S of (9) is not in the form of the Fourier half-range cosine series of

a0

nx

a n cos

any function in (0 , l), that is,

. Hence, to find A2 n 1, we proceed as

2 n 1

l

in the derivation of Eulers formula for the Fourier coefficients.

(2n 1)x

Multiplying both sides of (9) by cos

and integrating w.r.t. x between 0

2l

and l, we get

16

(2n 1)x

( 2n 1)x

A2 n 1 cos

dx u 0 cos

dx

2l

2l

0

0

l

( 2n 1)x

(2n 1)

l

( 2n 1)x

sin

1

2l

A2 n 1 . x

u0

2

(2n 1)

2l

0

0

1

2l

( 2n 1)

A2 n 1 . u 0 .

sin

2

( 2n 1)

2

4u 0

A2 n 1

( 1) n 1

( 2n 1)

Using this value in (8), the required solution is

4u o ( 1) n 1

( 2n 1)x ( 2 n 1)2 2 2t

u ( x, t )

cos .

.e

n 1 (2n 1)

2l

sin

4l 2

TEMPERATURE

1. Faces of a slab of width c are kept at temperature zero. If the initial temperature

in the slab is f (x) , determine the temperature formula. If f ( x) u 0 , a constant,

u

( x 0 , t ) across any plane x x0 (0 x0 c) and show that no

x

c

heat flows across the central plane x0 , where k 2 is the diffusivity of the

2

substance.

Solution:

Fig.3

Though the slab is a three dimensional solid (Fig.2), it is assumed that the temperature in

it at a given time t depends only on and varies with respect to x, the distance measured

from one face along the width of the slab. Hence the temperature function u(x , t) at any

interior point of the slab is given by

17

2

u

2 u

k

t

x 2

(1)

for all t 0

u(0 , t) = 0,

....(2)

for all t 0

u(c , t) = 0,

(3)

u(x , 0) = f (x)

for 0 < x < c

....

(4)

Proceeding as before, the most general solution of Eq.(1) is

u ( x , t ) Bn sin .

n 1

nx n 2 2 k 2t

.e

c

c2

..

..(5)

Using boundary condition (4) in (5), we have

B

n 1

sin .

nx

nx

f ( x ) in (0, c) bn sin

c

c

Comparing like terms, we get

c

2

nx

Bn bn

c 0

f ( x ) sin

dx

(6)

Using (6) in (5), the required solution is

u( x , t )

2

nx n 2 2 k 2t

sin.

.e

c n 1

c

c2

f ( ) sin

0

n

d

c

(7)

When f ( x) u 0 , from (6), we get

18

2

nx

Bn u 0 sin dx

c0

c

2u 0

nx

cos

c

2u 0

1 cos n

c

4u 0

, if n is odd

n

0,

if n is even

4u 0

1

(2n 1)x ( 2 n 1) 2 2 k 2t

sin.

.e

c n 1 2n 1

c

(8)

Differentiating (8) partially w.r.t x,

u(x , t)

4u 0

u

(x ,t)

x

c

cos.

n 1

(2n 1)x ( 2 n 1) 2 2 k 2t

.e

c

c2

c2

4ku 0

(2n 1)x0 ( 2 n 1) 2 2 k 2t

u

k

( x0 , t )

cos.

.e

x

c n 1

c

Therefore the flux across the central plane x

c

is given by

2

(2n 1) ( 2 n 1) 2 2 k 2t

.e

2

n 1

( 2n 1)

0, sin ce cos

0

2

That is no heat flow across the central plane of the slab.

k

4ku 0

u c

,t

x 2

c

cos.

c2

c2

TEMPERATURE GRADIENTS)

19

Heat is suddenly applied at the end x = l at a constant rate A, so that

u

A

x

for x = l, while the end A is not disturbed. Find the subsequent temperature

distribution in the bar.

Solution:

The temperature distribution u(x , t) in the bar is given by the equation.

u

2u

2 2

(1)

t

x

We have to solve Eq.(1) satisfying the following boundary conditions.

for all t 0

u(0 , t) = 0,

....(3)

(2)

u

(l , t ) A,

x

for all t 0

u ( x , 0) 0

....

(4)

Since condition (3) has a non-zero value on the right side, we adopt the modified

procedure.

u ( x , t ) u1 ( x) u 2 ( x , t )

Let

.

(5)

Where u1 ( x ) is given by

d 2 u1

.

0

dx 2

(6)

and u 2 ( x , t ) is given by

2

u 2

2 u2

.(7)

t

x 2

The boundary conditions for Eq.(6) are

u1 (0) 0

(8)

du1

(l ) A

and

dx

(9)

Solving Eq.(6), we get

u1 ( x) C1 x C 2

(10)

Using boundary condition (8) in (10), we get C 2 0

From (10), we have

...

20

du1

( x ) C1

dx

..

(11)

Using boundary condition (9) in (11), we get C1 A.

u1 ( x) Ax

(12)

The boundary conditions for Eq.(7) are

(13)

(14)

...

u 2 (0 , t ) u (0 , t ) u1 (0) 0,

for all t 0

...

u 2

du

u

(l , t )

(l , t ) 1 (l ) 0,

x

x

dx

for all t 0

...

...

(15)

Proceeding as before, we get the most general solution of Eq.(7) as

( 2n 1) 2 2 2 t

(2n 1)x

u 2 ( x , t ) B2 n 1 sin

exp

2l

4l 2

n 1

(16)

Using boundary condition (15) in (16), we have

B

n 1

2 n 1

sin

...

( 2n 1)x

Ax in (0 , l )

2l

2

(2n 1)x

Ax sin

dx

l 0

2l

l

B2 n 1

(2n 1)x

(2n 1)x

cos

sin

2A

2l

2l

x

2

2

(2n 1)

l

(2n 1)

2l

4l

8 Al

(2n 1)

sin

2

2

2

(2n 1)

8 Al.(1) n

(2n 1) 2 2

Using this value in (16) and then using (12) and (16) in (5), the required solution is

( 2n 1) 2 2 2 t

(2n 1)x

u ( x , t ) B2 n 1 sin

n 1

2l

exp

4l 2

21

Laplace equation in two dimensional Cartesians is

2u 2u

0

x 2 y 2

u x, y X x .Y y

(1)

Let

(2)

be the solution of the equation (1).

Where X x is a function of x alone and Y y is a function of y alone.

Then

2u

2u

d2X

d2X

X

Y

and

X

Y

,

Where

X

and

Y

x 2

y 2

dx 2

dy 2

i.e

X Y XY 0

X Y

X

Y

(3)

The L.H.S of (3) is a function of x alone and the R.H.S is a function of t alone. They are

equal for all values of the independent variable x and t. This is possible only if each is a

constant.

X

Y

k

X

Y

Where k is a constant.

X kX 0

.. (4)

and

Y kY 0

.. (5)

The nature of the solution of (4) and (5) depends on the nature of values of k. Hence the

following three cases arise.

Case 1:

k is positive. Let k p 2

Then equation (4) and (5) become

and

D p Y 0

2

Where

p2 X 0

d

dx

and

d

dY

and

X Ae px Be px

Y C cos py D sin py

22

Case 2:

k is negative. Let k p 2

Then equation (4) and (5) become

and

p2 X 0

D p Y 0

2

X A cos px B sin px

and

Y Ce py De py

Case 3:

k 0.

Then equation (4) and (5) become

d2X

0

dx 2

and

d 2Y

0

dy 2

X Ax B

and

Y Cy D

possible solutions of the equation (1) are

u x, y Ae px Be px C cos py D sin py

(6)

py

py

u x, y A cos px B sin px Ce De

. (7)

u

x

,

y

Ax

Cy

and

(8)

Problems:

(1)A rectangular plane with insulated surface is a cm wide and so long compared to

its width that it may be considered infinite in length without introducing an

appreciable error. If the two long edges x=0 and x=a and the short edge at infinity

are kept at temperature 0 0 C, while the other short edge y=0 is kept at temperature

x

and (ii) T (constant). Find the steady state temperature at any point

(i) u 0 sin 3

a

Solution:

23

.

Fig.1

The temperature u x, y at any point (x,y) of the plate in the steady state is given by the

equation..

2u 2u

0

x 2 y 2

(1)

u 0, y 0, for y 0

u a, y 0, for y 0

u x, 0, for 0 x a

u x,0 f x , for 0 x 2l

Where f x u 0 sin 3

(2)

.. (3)

(4)

(5)

x

for i and f x T for ii

a

u x, y Ae px Be px C cos py D sin py

u x, y A cos px B sin px Ce

and

u x, y Ax B Cy D

py

De

py

(6)

. (7)

(8)

solution (7) can satisfy this condition. Hens we reject the other two solutions.

Rewriting (7), we have

u x, y e py A cos px B sin px C De 2 py

. (9)

A cos px B sin px C 0,

for 0 x a

C0

A.D.e py 0

for all y 0

24

Either A 0 or D 0

If we assume that D=0, we get a trivial solution

A=0

Using boundary conditions (3) in (7), we have

B sin pa.De py 0

for all y 0

sin pa 0

pa n

n

a

n 0,1,2

p

Where

Using these values of A, p, C in (7), the solution reduces to

nx ny a

u x, y sin

e

,

...........(10)

a

where n 0,1,2,3

nx ny a

u x, y n sin

e

a

n 1

Using boundary conditions (5) in (11), we have

n 1

(i)

sin

nx

f x

a

in 0, a

f x u 0 sin 3

x

a

. (11)

(12)

u0

x

3x

sin

3 sin

4

a

a

Using this form of f(x) in (12) and comparing like terms, we get

3u

u

1 0 , 3 0 , and 2 0 4

4

4

Using these values in (11), the required solution is

3u

u

x y

3x 3y a

u x, y 0 sin e a 0 sin

e

4

a

4

a

(ii) f x T in 0, a

Let the Fourier half-range sine series of f(x) in (o, a) be

b

n 1

sin

nx

a

Using this form of f(x) in (12) and comparing like terms, we get

n bn

2

nx

T sin

dx

a0

a

a

25

2T

a

nx

cos

a

n

2T

n

1 1

n

0, if n is even

4T

n , if n is odd

u x, y

4T

2n 1 sin

n 1

2n 1x exp 2n 1 y

a

(2) An infinitely long metal plate in the form of an area is enclosed between the lines

y 0 and y for positive values of x. The temperature is zero along the edges

y 0 , y and the edge at infinity. If the edge x=0 is kept at temperature ky,

Find the steady state temperature distribution in the plate.

Solution:

Fig.2

The temperature u x, y at any point (x, y) of the plate in the steady state is given by the

equation..

2u 2u

0

x 2 y 2

(1)

u x,0 0, for x 0

(2)

u x, 0, for x 0

.. (3)

u , y 0, for 0 y

(4)

u 0, y ky, for 0 y

(5)

26

u x, y Ae px Be px C cos py D sin py

... (6)

u x, y e px A Be 2 px C cos py D sin py

. (7)

Using boundary condition (4) in (6), we have

A C cos py D sin py 0,

for 0 y

A0

B.C .e px 0 for all x 0

Either B 0 or C 0

C=0

Using boundary conditions (3) in (6), we have

D sin p .Be py 0 for all x 0

B 0, D 0 or sin p 0

sin p 0

pn

Where n 0,1,2

u x, y e nx sin ny,

where n 0,1,2,3

. (8)

u x, y

n 1

e nx sin ny

. (9)

n 1

sin ny ky

in 0,

bn sin ny

Which is the Fourier half-range sine series of ky in 0, .Comparing like terms in the

two series, we get.

n bn

2

ky sin ny dy

0

2k cos ny sin ny

y

n

n2

27

2k

1 n 1

n

Using this value of n in (7), the required solution is

u x, y 2 k

1 n 1 e nx sin ny

n

(3) A rectangular plate with insulated surface is 20 cm wide and so long compared to

its width that it may be considered infinite in length without introducing an

appreciable error. If the temperature of the short edge x=0 is given by

for 0 y 10

10 y,

u

10 20 y , for 10 y 20

and the two long edges as well as the other short edge are kept at 0 0 C. Find the

steady state temperature distribution in the plate.

Solution:

The steady state temperature u x, y at any point (x, y) of the plate in the steady state is

given by the equation..

2u 2u

0

x 2 y 2

(1)

u x,0 0, for x 0

u x,20 0, for x 0

u , y 0, for 0 y 20

u 0, y f y , for 0 y 20

(2)

.. (3)

(4)

(5)

where

for 0 y 10

10 y,

f y

10 20 y , for 10 y 20

The most general solution of Eq.(1) is

28

u x, y n e

nx

20

sin

n 1

ny

20

. (6)

n 1

sin

ny

f y

20

in 0,20

bn sin

ny

20

Comparing like terms, we get

.n bn

2

20

10

f x sin

0

y sin

0

20

ny

ny

dy 20 y sin

dy

20

20

10

20

nx

nx

cos

sin

20

20

n

n 2 2

20

20 2

10

ny

ny

sin

cos

20 1

20

n 2 2

n

20

20 2

y

+ 20 y

200

n 400

n 200

n 400

n

cos

2 2 sin

cos

2 2 sin

2 n

2 n

2 n

2

n

800

n

2 2 sin

2

n

nx

dy, by Euler s formula

20

u x, y

20

10

2n 1y

800 1

exp 2n 1x

sin

2

2

20

20

n 1 2n 1

n 1

(4) A long rectangular plate with insulated surface is 1 cm wide. If the temperature

along one short edge(y=0) is u x,0 k 2lx x 2 . degrees, for 0<x<l, while the two

long edges x=0 and x=l as well as the other short edge are kept at temperature 0 0 C,

Find the steady state temperature function u x, y .

Solution:

29

The steady state temperature u x, y at any point (x, y) of the plate in the steady state is

given by the equation..

2u 2u

0

x 2 y 2

(1)

u 0, y 0,

u a, y 0,

u x, 0,

for y 0

for y 0

for 0 x l

u x,0 k lx x 2 , for 0 x l

(2)

.. (3)

(4)

(5)

u x, y n sin

n 1

nx ny l

.e

l

. (6)

n 1

sin

nx

k lx x 2 ,

l

bn sin

n 1

in 0, l

nx

l

Comparing like terms, we get

n bn

2

nx

f x sin

dx, by Euler s formula

l 0

l

l

2

nx

k lx x 2 sin

dx

l 0

l

l

2k

lx x 2

l

nx

nx

nx

sin

cos

cos

l l 2x

l 2

l

n 2 2

n 3 3

n

l2

l 3

4kl

n

1 1

3 3

n a

30

0,

if n is even

8kl 2

3 3 , if n is odd

n

Using this value of n in (6), the required solution is

u x, t

8kl 2

3

2n 1

n 1

sin

2n 1x exp 2n 1y

l

UNIT 3

PART A

1. Classify the partial differential equation 3u xx 4u xy 3u y 2u x 0.

31

Ans:

Given 3u xx 4u xy 3u y 2u x 0.

A = 3, B = 4, C = 0

B 2 4 AC =16 > 0, Hyperbolic.

2. The ends A and B of a rod of length 10 cm long have their temperature kept at 20 0 C

and 70 0 C. Find the steady state temperature distribution on the rod.

Ans:

When the steady state conditions exists the heat flow equation is

2u

0

x 2

i.e., u ( x) c1 x c2

(1)

The boundary conditions are (a) u(0) = 20, (b) u(10) = 70

Applying (a) in (1), we get

u (0) c2 20

Substitute this value in (1), we get

u ( x) c1 x 20

(2)

Applying (b) in (2), we get

u (10) c110 20 70

c1 5

u ( x ) 5 x 20

separation of variables.

Ans:

u

Given 3 x 2 y 0

..(1)

Let

u = X(x).Y(y)

(2)

Be a solution of (1)

u

X Y ,

x

u

XY

y

(3)

Substituting (3) in (1) we get

32

3 X Y 2 XY 0

3 X 2Y

K

X

Y

3 X KX 0, 2Y KY 0

dX

KX ,

dx

dX

3

K dx,

dx

3

Integrating we get

3 log X Kx,

kx

3

dY

KY

dy

dY

2

K dy

dy

2 log Y Ky

ky

X e ,

Y e2

kx

ky

Therefore u = X .Y = e 3 . e 2

4. Write the one dimensional wave equation with initial and boundary conditions in

which the initial position of the string is f (x ) and the initial velocity imparted at each

point x is g (x) .

Ans:

2 y

2 y

The one dimensional wave equation is 2 2 2

t

x

The boundary conditions are

(i) y(0 , t) = 0

(iii) y(x , 0) = f (x )

y ( x,0)

g ( x)

(ii) y(l , t) = 0

(iv)

t

5. What is the basic difference between the solution of one dimensional wave equation

and one dimensional heat equation.

Ans:

Solution of the one dimensional wave equation is of periodic in nature. But

solution of the one dimensional heat equation is not of periodic in nature.

6. In steady state conditions derive the solution of one dimensional heat flow equation.

Ans:

When steady state conditions exist the heat floe equation is independent of time t.

u

0

t

2u

0

x 2

7. What are the possible solutions of one dimensional wave equation.

Ans:

y ( x , t ) (C1e px C2 e px ) (C3 e pat C 4 e pat )

y ( x , t ) (C5 cos px C 6 sin px ) (C7 cos pat C8 sin pat )

33

2

2 y

2 y

t 2

x 2

Ans:

c2 = T =

Tension

mass

Ans:

The rate at which heat flows across an area A at a distance x from one end of a bar

given by

u

Q KA

x

2

10. What is the constant a 2 in the wave equation utt a u xx .

Ans:

a2 =

Tension

mass

11. State any two laws which are assumed to derive one dimensional heat equation.

Ans:

(i) The sides of the bar are insulated so that the loss or gain of heat from the sides

by conduction or radiation is negligible.

(ii) The same amount of heat is applied at all points of the face.

12. Classify the PDE u xx xu yy 0.

Ans:

Here A = 1, B = x, C = 0

B 2 4 AC x 2

(ii) Parabolic if x = 0

(iii) Hyperbolic if x < 0

13. Classify the PDE

2

2

(a) y u xx 2 xyu xy x u yy 2u x 3u 0.

(b)

y 2u xx u yy u 2 x u y 7 0.

Ans:

(a)

Here A = y 2 , B = -2xy, C = x 2

B 2 4 AC 4 x 2 y 2 4 x 2 y 2 0

Parabolic

34

(b)

Here A = y 2 , B = 0, C = 1.

B 2 4 AC 4 y 2 0.

Elliptic.

14. An insulated rod of length 60 cm has its ends at A and B maintained at 30 0 C and

40 0 C respectively. Find the steady state solution.

Ans:

The heat flow equation is

u

2 y

2 2

t

x

(1)

When the steady state condition exist the heat flow equation becomes

2u

0

x 2

i.e., u ( x) c1 x c2

(2)

The boundary conditions are (a) u(0) = 30, (b) u(l) = 40

Applying (a) in (2), we get

u (0) c2 30

Substitute this value in (2), we get

u ( x) c1 x 30

(3)

Applying (b) in (3), we get

u (10) c1l 30 40

c1

40

l

u ( x)

40 x

x 30

l

Ans:

yu x xu y 0.

Given

(1)

Let

u = X(x).Y(y)

(2)

Be a solution of (1)

u

X Y ,

x

u

XY

y

..

.

(3)

Substituting (3) in (1) we get

35

y. X Y x. XY 0

X Y

K

xX

yY

X KxX , Y KyY

dX

dY

KxX ,

KyY

dx

dy

dX

dY

Kx dx,

Ky dy

X

Y

Integrating we get

x2

log X k k1 ,

2

X c1e

kx 2

2

log Y k

Y c2 e

Therefore u = X .Y = c c e 2 ( x

1 2

y2

k2

2

ky 2

2

y2 )

PART B

(1) A tightly stretched string with fixed end points x=0 and x l is initially at rest in its

equilibrium position. If it is set vibrating giving each point a velocity x l x . , then

show that

y x, t

8l 3

4a

1

nx

nat

sin

. sin

4

l

l

n 1, 3, 5 n

(2) A rectangular plate is bounded by lines x=0, y=0, x=a, y=b. Its surface are insulated.

The temperature along x=0 and y=o are kept at 0 0 C and others at 100 0 C. Find the

steady state temperature at any point of the plate.

(3)A metal bar 10 cm. long, with insulated sides has its ends A and B kept at 20 0 C and

40 0 C respectively until steady state conditions prevail. The temperature at A is then

suddenly raised to 50 0 C and at the same instant that at B is lowered to 10 0 C. Find the

subsequent temperature at any point of the bar at any time.

(4) A tightly stretched string of length l has its ends fastened at x=0, x l . The midpoint of the string is mean taken to height b and then released from rest in that position.

Find the lateral displacement of a point of the string at timet from the instant of release.

(5)If a square plate is bounded by the lines x a and y a and three of its edges are

kept at temperature 0 0 C, while the temperature along the edge y=a is kept at

u x a, a x a, Find the steady state temperature in the plate.

(6)A uniform string is stretched and fastened to two points l apart. Motion is started by

displacing the string into the form of the curve

3 x

and

(i) y k sin

l

36

(ii) y kx l x

and then releasing it from this position at time t=0. Find the displacement of the point of

the string at a distance x from one end at time t.

(7) A long rectangular plate with insulated surface is 1 cm wide. If the temperature along

one short edge(y=0) is u x,0 k 2lx x 2 . degrees, for 0 x l , while the two long

edges x=0 and x=l as well as the other short edge are kept at temperature 0 0 C, Find the

steady state temperature function u x, y .

(8)Find the temperature distribution in a homogeneous bar of length which is

insulated laterally, if the ends are kept at zero temperature and if, initially, the temperature

is k at the centre of the bar and falls uniformly to zero at its ends.

(9) solve the one dimensional wave equation

given that y l , t 0, y l , t 0,

2

2 y

2 y

a

t 2

x 2

in l x l , t 0,

y

x,0 0 and y x,0 b l x .

t

l

(10) A rectangular plate with insulated surface is 20 cm wide and so long compared to its

width that it may be considered infinite in length without introducing an appreciable

error. If the temperature of the short edge x=0 is given by

for 0 y 10

10 y,

u

10 20 y , for 10 y 20

and the two long edges as well as the other short edge are kept at 0 0 C. Find the steady

state temperature distribution in the plate.

(11) Solve the one dimensional heat flow equation

u

2u

2 2

t

x

Satisfying the following boundary conditions.

u

0, t 0, for all t 0

x

u

, t 0, for all t 0

(ii)

x

(iii) u x,0 cos 2 x, for 0 x

(i)

(12)A rectangular plane with insulated surface is a cm wide and so long compared to its

width that it may be considered infinite in length without introducing an appreciable

37

error. If the two long edges x=0 and x=a and the short edge at infinity are kept at

temperature 0 0 C, while the other short edge y=0 is kept at temperature

3 x

and (ii) T (constant). Find the steady state temperature at any point

(i) u 0 sin

a

(13) A tightly stretched strings with fixed end points x=0 and x=50 is initially at rest in its

equilibrium position. If it is said to vibrate by giving each point a velocity

3 x

and

(i) v v0 sin

50

x

2x

,

(ii) v v 0 sin cos

50

50

Find the displacement of any point of the string at any subsequent time.

(14) An infinitely long metal plate in the form of an area is enclosed between the lines

y 0 and y for positive values of x. The temperature is zero along the edges

y 0 , y and the edge at infinity. If the edge x=0 is kept at temperature ky,

Find the steady state temperature distribution in the plate.

(15) A taut string of length 2l , fastened at both ends, is disturbed from its position of

equilibrium by imparting to each of its points an initial velocity of magnitude

k 2lx x 2 . Find the displacement function y x, t

38

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