PDE

© All Rights Reserved

18 views

PDE

© All Rights Reserved

- UT Dallas Syllabus for phys3411.001.10f taught by Paul Mac Alevey (paulmac)
- Mathematcs for Ias
- Docfoc.com-201405 MATLAB Applications in Chemical Engineering_A new book of Prof. Chyi-Tsong Chen (陳奇中)..pdf
- UT Dallas Syllabus for phys3411.001.10f taught by Paul Mac Alevey (paulmac)
- Differential Equation
- Assignment#2
- Linear Quasi
- Matlab Test
- Application Guidelines
- Assignment#2 Report
- Soln01
- 124a Notes
- 502-syllabus-spring-2014 (1)
- e6-43-07-02
- First Order Differential Equations
- CE_F324_1217
- PDE . QUING
- DifferentialEquations Presentation
- DIFFERENTIAL EQUATIONSS
- Pde Book

You are on page 1of 44

ADVANCED ENGINEERING

MATHEMATICS

PARTIAL DIFFERENTIAL EQUATIONS

problems, arising when the unknown functions (the

solutions) depend on two or more variables, usually

on time t and one or more space variables.

Some problems in dynamics, elasticity, heat

transfer, electromagnetic theory, and quantum

mechanics require PDEs.

A partial differential equation (PDE) is an equation

involving one or more partial derivatives of an

(unknown) function, call it u, that depends on two or

more variables, often time t and one or several

variables in space.

PARTIAL DIFFERENTIAL EQUATIONS

order of the PDE.

Just as for ODEs we say that a PDE is linear if it is

of the first degree in the unknown function u and its

partial derivatives.

We call a linear PDE homogeneous if each of its

terms contains u or one of its partial derivatives.

PARTIAL DIFFERENTIAL EQUATIONS

Example:

All the equations are homogeneous except equation (4).

PARTIAL DIFFERENTIAL EQUATIONS

A solution of a PDE in some region R of the space of the

independent variables is a function that has all the partial

derivatives appearing in the PDE in some domain D containing R,

and satisfies the PDE everywhere.

Often one merely requires that the function is continuous on

the boundary of R, has those derivatives in the interior of R,

and satisfies the PDE in the interior of R.

In general, the totality of solutions of a PDE is very large.

For example, the functions

of 2u 2u

0

x 2 y 2

PARTIAL DIFFERENTIAL EQUATIONS

The unique solution of a PDE corresponding to a given physical

problem will be obtained by the use of additional conditions

arising from the problem.

For instance, when t is one of the variable, u may be

prescribed at t = 0 (initial condition).

Example:

d2y dy

4 y 0 suchthat x 0, y 0, 3

dx 2 dx

Or this is the condition that the solution u assume given the

values on the boundary of the region R (boundary conditions).

Example:

y 2 y 3 y 9 x suchthat y0 1, y 1 2

PARTIAL DIFFERENTIAL EQUATIONS

Superposition theorem:

PARTIAL DIFFERENTIAL EQUATIONS

Example:

1. Solve uxx u 0 like an ODE

Answer:

PARTIAL DIFFERENTIAL EQUATIONS

Example:

Solve like an ODE

Answer:

PARTIAL DIFFERENTIAL EQUATIONS

Exercise:

Solve for u(x, y) by treating the PDE as an ODE

Exercise:

Verify that the given function is a solution of the indicated

PDE.

PARTIAL DIFFERENTIAL EQUATIONS

Answer:

Answer:

PARTIAL DIFFERENTIAL EQUATIONS

Exercise:

Verify that the function

u x , y a ln x y b

2 2

satisfies the Laplaces equation and determine a and b so that

u satisfies the boundary conditions

u 110 on the circle x 2 y 2 1

and

u 0 on the circle x y 100

2 2

PARTIAL DIFFERENTIAL EQUATIONS

Answer:

u x , y 110

110

ln 100

ln x 2 y 2

PARTIAL DIFFERENTIAL EQUATIONS

MODELING: VIBRATING STRING, WAVE EQUATION

As a first important PDE let us derive the equation modeling

small transverse vibrations of an elastic string, such as a violin

string.

We place the string along the x-axis, stretch it to length L,

and fasten it at ends x = 0 and x = L.

We then distort the string, and at some instant, call it t=0, we

release it and allow it to vibrate.

is, to find its deflection at any point x and at any time t > 0.

PARTIAL DIFFERENTIAL EQUATIONS

Physical Assumptions:

The mass of the string per unit length is constant.

The tension caused by stretching the string is so large that

the action of gravitational force on the string can be

neglected.

The string performs small transverse motions in a vertical

plane; that is every particle of the string moves strictly

vertically and so that deflection and the slope at every

point of the string always remain small in absolute value.

Under these assumptions we may expect solutions u(x, t)

that describe the physical reality sufficiently well.

PARTIAL DIFFERENTIAL EQUATIONS

To obtain the PDE, we consider the forces acting on a small

portion of the string.

portion. Since the points of the string move vertically, there

is no motion in the horizontal direction, hence the horizontal

components of the tension must be constant. That is

(eqn 1)

PARTIAL DIFFERENTIAL EQUATIONS

In the vertical direction, we use Newtons second law.

is equal to the mass x of the portion times the acceleration .

Hence,

(eqn 2)

PARTIAL DIFFERENTIAL EQUATIONS

Dividing the equation by the result in (eqn 1)

(eqn 3)

Since tan and tan are the slopes at x and x + x

PARTIAL DIFFERENTIAL EQUATIONS

SOLUTION OF THE WAVE EQUATION BY SEPARATING

VARIABLES: USE OF FOURIER SERIES

The model of a vibrating elastic spring consists of the one-

dimensional wave equation

Since the string is fastened at the ends x = 0 and x = L, we

have two boundary conditions

PARTIAL DIFFERENTIAL EQUATIONS

Furthermore, the form of the motion will depend on its initial

deflection, call it f(x), and on its initial velocity, call it g(x).

We thus have two initial conditions

where

u

ut

t

conditions.

PARTIAL DIFFERENTIAL EQUATIONS

We shall do this in three steps, as follows.

Step 1: By the method of separating variables, setting

u x, t F x Gt

we obtain two ODEs, one for F(x) and the other one for G(t).

Step 2: We determine solutions of these ODEs that satisfy

the boundary conditions.

Step 3: Using Fourier series, we use the solution in step 2 to

obtain a solution to the PDE satisfying both the boundary and

initial conditions.

PARTIAL DIFFERENTIAL EQUATIONS

STEP 1: TWO ODEs

In the method of separating variables, we determine solutions

of the wave equation of the form

u x, t F x Gt

Differentiating, we have

derivatives with respect to x.

PARTIAL DIFFERENTIAL EQUATIONS

Inserting this to the wave equation, we have

and

STEP 2: SATISFYING THE BOUNDARY CONDITIONS

Solving for F and G in

u x, t F x Gt

using the boundary conditions

If G 0, then F(0) = 0 and F(L) = 0

PARTIAL DIFFERENTIAL EQUATIONS

Solving F kF 0

F ax b

which lead to a = b = 0, so F = 0 and u = FG = 0, which is of no

interest.

F Aex Be x

which also lead to F = 0.

PARTIAL DIFFERENTIAL EQUATIONS

If k = -p2, the general solution is

F Acos px B sin px

Hence sinpL = 0.

Thus n

p

L

Setting B = 1, we thus obtain infinitely many solutions ,

F x Fn x

where

n

Fn x sin x

L

PARTIAL DIFFERENTIAL EQUATIONS

Solving G c 2kG 0

If k = - p2, then

c 2 p2G 0 or G

G G 0 where n cp cn

n L

Gn t Bn cos nt Bn * sin nt

Therefore, the solution to the wave equation is

n

un x , t Bn cos nt Bn * sin nt sin x

L

PARTIAL DIFFERENTIAL EQUATIONS

STEP 3: SATISFYING THE INITIAL CONDITIONS

A single un will generally not satisfy the initial conditions.

But since the wave equation is linear and homogeneous, it

follows that the sum of infinitely many solutions u is a solution.

To obtain a solution that also satisfies the initial conditions, we

consider the infinite series

PARTIAL DIFFERENTIAL EQUATIONS

Given initial velocity (initial condition 2), we have

or

PARTIAL DIFFERENTIAL EQUATIONS

Therefore the final solution to the wave equation is given by

n

un x , t Bn cos nt Bn * sin nt sin x

L

with coefficients

and

For the sake of simplicity, we consider only the case when the

initial velocity is zero, thus

or

PARTIAL DIFFERENTIAL EQUATIONS

Example:

Vibrating string if the initial deflection is triangular

Find the solution of the wave equation corresponding to the

triangular initial deflection

Answer:

PARTIAL DIFFERENTIAL EQUATIONS

Exercise:

Find for the string of length L = 1 and c2 = 1 when the initial

velocity is zero and the initial deflection is as follows:

a. k sin 2x

b. kx (1 x)

0.1

c.

0.5 1

PARTIAL DIFFERENTIAL EQUATIONS

Answer:

a.

b.

c.

PARTIAL DIFFERENTIAL EQUATIONS

HEAT EQUATION: SOLUTION BY FOURIER SERIES

The heat equation is given by

material.

Here c2 is the thermal diffusivity, K the thermal conductivity,

the specific heat, and the density of the material. is

the Laplacian of u, and given by

PARTIAL DIFFERENTIAL EQUATIONS

Consider the temperature in a long thin metal bar or wire of

constant cross section and homogeneous material, which is

oriented along the x-axis and is perfectly insulated laterally,

so that heat flows in the x direction only.

becomes the one-dimensional heat equation

PARTIAL DIFFERENTIAL EQUATIONS

Solving the equation for some important types of boundary

conditions.

We begin with the case in which the ends x=0 and x=L of the

bar are kept at temperature zero, so that we have the

boundary conditions

say, f(x), so that we have the initial condition

PARTIAL DIFFERENTIAL EQUATIONS

STEP 1. Separation of variables

Let

then

k>0, so

and

PARTIAL DIFFERENTIAL EQUATIONS

STEP 2. Satisfying the boundary conditions

The general solution for is given by

PARTIAL DIFFERENTIAL EQUATIONS

To solve We let

PARTIAL DIFFERENTIAL EQUATIONS

STEP 3. solution of the entire problem. Fourier series.

To obtain a solution that also satisfy the initial condition, we

consider a series of the eigenfunctions

PARTIAL DIFFERENTIAL EQUATIONS

EXAMPLE:

ANSWER:

The initial condition gives

Since

Solving for

PARTIAL DIFFERENTIAL EQUATIONS

ANSWER:

The solution is

Therefore

PARTIAL DIFFERENTIAL EQUATIONS

EXAMPLE:

Solve the problem in example 1 if the initial temperature is

ANSWER:

- UT Dallas Syllabus for phys3411.001.10f taught by Paul Mac Alevey (paulmac)Uploaded byUT Dallas Provost's Technology Group
- Mathematcs for IasUploaded bypraveenvs
- Docfoc.com-201405 MATLAB Applications in Chemical Engineering_A new book of Prof. Chyi-Tsong Chen (陳奇中)..pdfUploaded bySalah Salman
- UT Dallas Syllabus for phys3411.001.10f taught by Paul Mac Alevey (paulmac)Uploaded byUT Dallas Provost's Technology Group
- Differential EquationUploaded bySitiNurShafiqahOthman
- Linear QuasiUploaded byashikhmd4467
- Matlab TestUploaded byIgor Wosniak
- Soln01Uploaded byAnshu Kumar Gupta
- Assignment#2Uploaded byseraj ibramem
- Application GuidelinesUploaded byMelissa Marie Hernandez
- 124a NotesUploaded byEddie Aguilera
- 502-syllabus-spring-2014 (1)Uploaded byShafeeq Shabaz
- Assignment#2 ReportUploaded byseraj ibramem
- e6-43-07-02Uploaded byPeter Nai Ho
- First Order Differential EquationsUploaded bydesireeibon
- CE_F324_1217Uploaded byYimkum Ozzy
- PDE . QUINGUploaded byRicardo
- DifferentialEquations PresentationUploaded byaman
- DIFFERENTIAL EQUATIONSSUploaded byKubalyenda Silaji
- Pde BookUploaded byAshenafi
- Pde LecturesUploaded byIsmael Arce
- EQUAZIONI DIFFERENZIALI RISOLTEUploaded byFrank Whittle
- Journal of Non-Newtonian Fluid MechanicsUploaded byFrankSiancasRosales
- Math 230 Sec 1.1Uploaded byTrav Black
- Written Tutorial for ProjectUploaded byPoli Lara
- 2018-02-09 18-06Uploaded byLorenzo Maffioli
- MSUploaded byHarishankar Singh Yadav
- 111107111 (1)Uploaded byGAurav JOshi
- Ms3200 Anum PdeUploaded byRandi Kurniawan
- mso203b.pdfUploaded byAkshay

- At 03609 WP Dehydration With Aspen HYSYSUploaded bySterling
- BetaUploaded byMariel Palisoc
- beta oxidationUploaded byMariel Palisoc
- Chap-21.pdfUploaded byNur Syamimi
- propylene oxide table of contentsUploaded byMariel Palisoc
- 3244AUploaded bybheekhu jangid
- Fourier Cosine and Sine Series Problems with Solution.pdfUploaded byMariel Palisoc
- IRR of RA 9297Uploaded byAileen Banua Añonuevo
- Non-Combustion Sources of Nitrogen OxidesUploaded byMariel Palisoc
- Experiment 2 - Classification of Fluid Flow using Osborne Reynolds Apparatus.pdfUploaded byMariel Palisoc
- Power SeriesUploaded byMariel Palisoc

- Friends of Bangladesh_NO 2Uploaded byMichael Chew
- Fiscal Policy 1-Resource Mobilization TaxationUploaded byumairzafar
- Calculator ProjectUploaded byjetjet2009
- Samuel Beckett Bridge, Dublin, IrelandUploaded byGiuseppe Gentile
- Veeam Backup Replication Best PracticesUploaded byanhtuan206
- TGE124_Refrigerant_Report_EN_1009.pdfUploaded byAnonymous UhM8o52c
- En-How to Recover a Booting Blocked Azbox-V1.3 (1)Uploaded byIsaac Pereira
- 09 InventoriesUploaded byPratheep Gs
- Disaster ManagementUploaded bySoumya Madhusmita
- eth_speciUploaded byMayam Ayo
- KamUploaded byRoyyan Hasmi Fadhillah
- Brochure Eli 10Uploaded byAlejandro Jose Godoy
- Deed of DonationUploaded byMenard Dasing Kilito
- Product Summary-3Z Corporation CatalogUploaded bychem_ta
- ISO 7919-1 mechanical vibration standard measurements on rotating parts.pdfUploaded byLuis Romero
- Stel Mking TechUploaded byrehan787
- proj1_2007FUploaded bysachinags
- age of exploration research paperUploaded byapi-345742212
- UO Steam documentationUploaded byConnor Morgan
- SOW ExamplesUploaded byVictor H Espinosa
- Affidavit of PartnershipUploaded byEarl Mercado Calingacion
- 22 StatisticsUploaded byVamsiMadupu
- Classified Employee HandbookUploaded byAnonymous pM00t2ebm
- 05 Aparaschivei F - A Neural Network Model for Sales AnalysisUploaded bysyzuhdi
- Briefing Note: Water Conservation Measures in the Domestic SectorUploaded byPOACHER8921
- Edta 4na MsdsUploaded byManoj Chaudhari
- Assignment 4 - M2,M3Uploaded byabdi287
- Mindray Hematology Reagents m30 Dilunt Lys Rins (1)Uploaded byMMG-PATHOLOGY
- Jetting assist Pile drivingUploaded byKengin
- Big Data ProjectUploaded bycount.blues

## Much more than documents.

Discover everything Scribd has to offer, including books and audiobooks from major publishers.

Cancel anytime.