book title: Numerical Methods
Level: fresh year
Author: A Kaw

© All Rights Reserved

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book title: Numerical Methods
Level: fresh year
Author: A Kaw

© All Rights Reserved

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You are on page 1of 5

01

Introduction to Partial Differential Equations

1. identify the difference between ordinary and partial differential equations.

2. identify different types of partial differential equations.

What is a Partial Differential Equation (PDE)

A differential equation with one independent variable is called an ordinary

differential equation. An example of such an equation would be

dy

3 + 5 y 2 = 3e x , y (0) = 5

dx

where y is the dependent variable, and x is the independent variable.

What if there is more than one independent variable? Then the differential equation is called

a partial differential equation. An example of such an equation would be

2u 2u

3 2 + 2 = x2 + y2

x

y

subject to certain conditions: where u is the dependent variable, and x and y are the

independent variables.

From Ordinary to a Partial Differential Equation

Assume we put a spherical steel ball that is at room temperature in hot water. The

temperature of the ball is going to increase with time. What if we wish to find what this

temperature vs. time profile would look like for the ball? We would develop a mathematical

model for this based on the law of conservation of heat energy. From an energy balance,

Heat gained - Heat lost= Heat stored

(1)

The energy stored in the mass is given by

Heat stored in the ball = mC

where

m = mass of ball, kg

C = specific heat of the ball, J /(kg K )

= temperature of the ball at a given time, K

10.01.1

(2)

10.01.2

Chapter 10.01

Hot Water

Spherical Ball

Rate of heat gained due to convection = hA( a ) ,

(3)

where

h = the convective cooling coefficient, W / m 2 K .

A = surface area of ball, m 2

a = ambient temperature of the hot water, K

As you can see we have the expression for the rate at which heat is gained (not the heat

gained), so we rewrite the heat energy balance as

Rate at which heat is gained - Rate at which heat is lost

=Rate at which heat is stored

(4)

This gives us

d

hA( a ) = mC

(5)

dt

Equation (5) is a first order ordinary differential equation that when solved with the initial

condition (0) = 0 , would give us the temperature of the spherical ball as a function of time.

However, we made a large assumption in deriving Equation (5) - we assumed that the

system is lumped. What does a lumped system mean? It implies that the internal conduction

in the sphere is large enough that the temperature throughout the ball is uniform. This allows

us to make the assumption that the temperature is only a function of time and not of the

location in the spherical ball. The system being considered lumped for this case depends on:

material of the ball, geometry, and heat exchange factor (convection coefficient) of the ball

with its surroundings.

10.01.3

What happens if the system cannot be treated as a lumped system? In that case, the

temperature of the ball will now be a function not only of time, but also the location.

In spherical co-ordinates, the location is given by r , , co-ordinates.

z

x

Figure 1 Spherical Coordinate System.

The differential equation would now be a partial differential equation and is given as

k 2

2

k

k

+

r

= C

+

sin

, t 0, (0) = a

2

2

2

2

2

t

r sin

r r r r sin

(6)

+ h( a ) = 0 , at the surface

r

where

= density of material, kg / m 3

As an introduction to solve PDEs, most textbooks concentrate on linear second order PDEs

with two independent variables and one dependent variable. The general form of such an

equation is

2u

2u

2u

A 2 +B

(7)

+C 2 + D = 0

xy

x

y

u u

Where A, B, and C are functions of x and y and D is a function of x, y, u and , .

x y

10.01.4

Chapter 10.01

Depending on the value of B 2 4 AC , a 2nd order linear PDE can be classified into three

categories.

1. if B 2 4 AC < 0 , it is called elliptic

2. if B 2 4 AC = 0 , it is called parabolic

3. if B 2 4 AC > 0 , it is called hyperbolic

Elliptic Equation

The Laplace equation for steady state temperature in a plate is an example of an elliptic

second order linear partial differential equation. The Laplace equation for steady state

temperature in a plate is given by

2T 2T

(8)

+

=0

x 2 y 2

Using the general form of second order linear PDEs with one dependent variable and two

independent variables,

2u

2u

2u

A 2 +B

+C 2 + D = 0

xy

x

y

A = 1, B = 0, C = 1, D = 0 ,

gives B 2 4 AC = 0 4(1)(1)

= 4

= 4 < 0

This classifies Equation (8) as elliptic.

Parabolic Equation

The heat conduction equation is an example of a parabolic second order linear partial

differential equation. The heat conduction equation is given by

T

2T

(9)

=k 2

t

x

Using the general form of second order linear PDEs with one dependent variable and two

independent variables,

2u

2u

2u

A 2 +B

+C 2 + D = 0

xy

x

y

A = k , B = 0, C = 0, D = 1 ,

gives B 2 4 AC = 0 4(0)(k )

=0

This classifies Equation (9) as parabolic.

10.01.5

Hyperbolic Equation

The wave equation is an example of a hyperbolic second order linear partial differential

equation. The wave equation is given by

2 y 1 2 y

(10)

=

x 2 c 2 t 2

Using the general form of second order linear PDEs with one dependent variable and two

independent variables,

2u

2u

2u

A 2 +B

+C 2 + D = 0

xy

x

y

1

A = 1, B = 0, C = 2 , D = 0

c

1

gives B 2 4 AC = 0 4(1)( 2 )

c

4

= 2

c

4

= 2 >0

c

This classifies Equation (10) as hyperbolic.

Topic

Introduction to Partial Differential Equations

Summary Textbook notes for the introduction of partial differential equations

Major

All engineering majors

Authors

Autar Kaw, Sri Harsha Garapati

Date

February 11, 2011

Web Site http://numericalmethods.eng.usf.edu

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