Section 8 8

Understanding PDEs

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 8.1 Introduction

› What am I?

› What do I represent?

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 8.1 Introduction

› A few useful translations from “Maths Maths” to “Engineering Maths”

- For a scalar property ‘u’, gradients and Laplacian:
𝜕𝜕𝜕𝜕 𝜕𝜕𝜕𝜕 𝜕𝜕𝜕𝜕
𝛻𝛻𝑢𝑢 = , ,
𝜕𝜕𝜕𝜕 𝜕𝜕𝑦𝑦 𝜕𝜕𝑧𝑧

2
𝜕𝜕 2 𝑢𝑢 𝜕𝜕 2 𝑢𝑢 𝜕𝜕 2 𝑢𝑢
𝛻𝛻 𝑢𝑢 = ∆𝑢𝑢 = 2 + 2 + 2
𝜕𝜕𝑥𝑥 𝜕𝜕𝑦𝑦 𝜕𝜕𝑧𝑧

- For a vector 𝐴𝐴 = 𝐴𝐴𝑥𝑥 , 𝐴𝐴𝑦𝑦 , 𝐴𝐴𝑧𝑧 define the divergence and curl:
𝜕𝜕𝐴𝐴𝑥𝑥 𝜕𝜕𝐴𝐴𝑦𝑦 𝜕𝜕𝐴𝐴𝑧𝑧
𝛻𝛻 ⋅ 𝐴𝐴 = + +
𝜕𝜕𝜕𝜕 𝜕𝜕𝑦𝑦 𝜕𝜕𝑧𝑧
𝜕𝜕𝐴𝐴𝑧𝑧 𝜕𝜕𝐴𝐴𝑦𝑦 𝜕𝜕𝐴𝐴𝑥𝑥 𝜕𝜕𝐴𝐴𝑧𝑧 𝜕𝜕𝐴𝐴𝑦𝑦 𝜕𝜕𝐴𝐴𝑥𝑥
𝛻𝛻 × 𝐴𝐴 = − , − , −
𝜕𝜕𝑦𝑦 𝜕𝜕𝑧𝑧 𝜕𝜕𝑧𝑧 𝜕𝜕𝑥𝑥 𝜕𝜕𝑥𝑥 𝜕𝜕𝑦𝑦

e.g. 𝛻𝛻 2 𝑢𝑢 =0 is the Laplace Equation

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 8.1 Introduction

› Current approach:
𝜕𝜕 2 𝑢𝑢 𝜕𝜕 2 𝑢𝑢 𝜕𝜕 2 𝑢𝑢 𝜕𝜕𝑢𝑢 𝜕𝜕𝜕𝜕1749-1827
𝑐𝑐1 2 + 𝑐𝑐2 + 𝑐𝑐3 2 = 𝑑𝑑1 𝑢𝑢 + 𝑑𝑑2 + 𝑑𝑑3
𝜕𝜕𝑡𝑡 𝜕𝜕𝑡𝑡𝑡𝑡𝑡𝑡 𝜕𝜕𝑥𝑥 𝜕𝜕𝑡𝑡 𝜕𝜕𝑥𝑥
Condition Class
0 < 4𝑐𝑐1 𝑐𝑐3 Elliptic
0 = 4𝑐𝑐1 𝑐𝑐3 Parabolic
0 > 4𝑐𝑐1 𝑐𝑐3 Hyperbolic

› Note: you may need to swap ‘t’ for ‘y’ in some cases to evaluate the
equation type.

› Only applies to 2nd order PDEs, so what if you are faced with:
𝑢𝑢𝑡𝑡 + 𝑎𝑎𝑢𝑢𝑥𝑥 = 0

How does this behave?

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 8.2 Procedure

› Assume the solution can be represented as a Fourier Series

› Look at the behaviour of one mode – in most cases the behaviour

of one mode gives you the behaviour of any mode in the solution

› For our 2D PDES, assume:

∞ ∞

𝑇𝑇 𝑥𝑥, 𝑡𝑡 = � � 𝑇𝑇� 𝜔𝜔, 𝛽𝛽 𝑒𝑒 𝑖𝑖𝜔𝜔𝜔𝜔 𝑒𝑒 𝑖𝑖𝑖𝑖𝑖𝑖

𝛽𝛽=−∞ 𝜔𝜔=−∞

Thus we look at the behaviour of:

𝑇𝑇 𝑥𝑥, 𝑡𝑡 = 𝑇𝑇� 𝜔𝜔, 𝛽𝛽 𝑒𝑒 𝑖𝑖𝜔𝜔𝜔𝜔 𝑒𝑒 𝑖𝑖𝑖𝑖𝑖𝑖

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 8.2 Procedure

› Substitute in and simplify:

2 𝑡𝑡
› Thus 𝑇𝑇 𝑥𝑥, 𝑡𝑡 = 𝑓𝑓 𝑥𝑥 𝑒𝑒 −𝜅𝜅𝜔𝜔

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 8.2 Procedure

› What does this look like?

› Initial condition is smoothed in time – this is typical of a diffusive

system. For n=2 this is Parabolic

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 8.2 Procedure

› How about the following equation:

𝑢𝑢𝑡𝑡 = 𝑢𝑢𝑥𝑥

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 8.2 Procedure

PDE is stable – but character is different from a diffusive equation.

It’s a wavelike process thus Hyperbolic

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 8.2 Procedure

› What about this one:

𝑢𝑢𝑡𝑡 = −𝑢𝑢𝑥𝑥𝑥𝑥

› What can you say about solutions to this?

› 𝛽𝛽 is negative imaginary!

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 8.3 Conclusions

› In this chapter we covered methods of determining the behaviour of

a PDES

› Most important points:

- Assume a solution in the form of a Fourier mode ∝ 𝑒𝑒 𝑖𝑖𝜔𝜔𝜔𝜔 𝑒𝑒 𝑖𝑖𝑖𝑖𝑖𝑖

- Insert into the equation and determine 𝛽𝛽

- Form the solution – determine time behaviour

› More general that the previous approach we used, can be applied to

a wider range of PDEs

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