PARTIAL DIFFERENTIAL

EQUATIONS (PDE)
Introduction
 Physical systems (with “distributed” parameters) dependent
on multiple independent variables, e.g., not only the “time
variable” but also the “space variable”.→Governing
equations are PDE’s. cf. ODE for “lumped” parameters,
only 1 independent variable t.

 Modeling: apply physical principles to obtain governing

equations
 Standard procedure: define problem  physical modeling 
PDE  solution

2 Mingsian R. Bai
Example of physical modeling
Vibrating string y f  x, y, y , t 
T
2

1 x
T T: tensile force
Assumptions :
1. motions constrained in one plane  x  y plane 
2. small transverse deflection y  x, t 
3. equal tension T at both ends
4. small slope

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m  x,  : mass per unit length (density)
f ( x, y, y , t ): distributed force per unit length, e.g., gravity
T sin  2  T sin  |x x T tan  | x x
Transverse force  (small slope)
T sin 1  T sin  |x T tan  |x
Newton's law:    F  ma
2 y
( x) 2  T tan  |x x T tan  | x  f ( x, y, y , t ) x
t
2 y tan  |x x  tan  |x
 2 T( )  f ( x, y, y , t )
t x
y f  x, y, y , t 
 T
(x  0)  T (tan  )  f ( x, y, y , t ) 2
x
 y
 T ( )  f ( x, y, y , t )
x x  1
x

2 y T
 T 2  f ( x, y, y , t )
x
4 Mingsian R. Bai
Thus, we obtain the following wave equation (1D):
2 y T 2 y 1
  f ( x, y, y , t )
t 2
 x 
2

2 y 2 2 y f
or 2
c 2
 ,
t x 
T
where wave speed c  (1D wave equation)


Extension:
For a membrane, one has the 2D wave equation, z  z ( x, y, t )
2 z 2  2 z 2 z  2 z 2 2
2
 c  2  2   2  c  z  0
t  x y   t
Sound wave: 3D wave equation, p  p( x, y, z, t )
2 p 2  2 p 2 p 2 p  2 p 2 2
2
 c  2  2  2   2  c  p  0
t  x y z   t
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d’Alembert solution and method of characteristics
For the homogeneous wave equation with f  0.
22 y 2 y
c 2  ---------(1)
x  t2
Let
  x  ct ,   x  ct , y ( x, t )  y ( , )
      
   
x  x  x  
      
   c c
 t  t  t  
(1) :
2 2 2 2
 y  y 2       
c2   c    y    c  c  y
      
2 2
x t 
 2
2 2 2  2
 2 2 2 
c  2 2  2 y c  2  2 y
 

  

  2

  

6 Mingsian R. Bai
 2 y y
4 0   f ( )
 
 y ( , )   f ( ) d  G ( )  F ( )  G( )
 y ( x, t )  F ( x  ct )  G ( x  ct ) ---------(2)

Consider an 'infinite' string.

2 y 2 y
2
c  (    x   , 0  t  )
 x2  t 2
y
ICs: initial displacement y( x,0)  p( x), initial velocity ( x,0)  q( x)
t
 y ( x, t )  F ( x  ct )  G ( x  ct )
 p( x)  y ( x, 0)  F ( x)  G ( x)          (3)
 F ( x  ct ) ( x  ct ) G ( x  ct ) ( x  ct )
q ( x)  y ( x,0)  
t ( x  ct ) t ( x  ct ) t t 0

 F ( x  ct )(c)  G( x  ct )(c) t 0  cF ( x)  cG( x)  (4)

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 x
(4) : 0 q( x)dx  cF ( x)  cF (0)  cG( x)  cG(0)
x
 cF ( x)  cG ( x)  cF (0)  cG (0)   q( x)dx      (5)
0
(3),(5) : F ( x)  G( x)  p( x)
1 x
F ( x)  G ( x)  F (0)  G(0)   q( x)dx
c 0
p ( x) 1 x F (0)  G (0)
 F ( x)    q( x)dx       (6)
2 2c 0 2
p ( x) 1 x F (0)  G (0)
G ( x)    q( x)dx       (7)
2 2c 0 2
(2),(6),(7) : y( x, t )  F ( x  ct )  G( x  ct )
p( x  ct ) 1 x ct F (0)  G (0)
   q( x )dx 
  
2 2c 0 2
p( x  ct ) 1 x ct F (0)  G (0)
  q( x)dx 
2 2c 0 2
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Thus,
p ( x  ct )  p( x  ct ) 1 x  ct
y ( x, t )    q ( x)dx
2 2c x ct
p x (d’Alembert solution)
Ex q( x)  0
 
p ( x  ct ) p ( x  ct )
y ( x, t ) 
2 P
t x

c c 1c

P2
P
x
 The general waveform is a superposition of two waves traveling in opposite
directions with the constant speed c (phase speed). Without any energy loss, the
wave is ideally ‘non-dispersive’, meaning the waveform would not change as it
travels throughout the time.
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 Classification of second-order PDE
 2u  2u  2u
A 2  2B C 2  0 A, B, C are constants
x xy y
Try the solution form u  f ( x   y )
Af ( x   y )  2 B f ( x   y )  C  2 f ( x   y )  0
( A  2 B  C 2 ) f ( x   y )  0  C  2  2 B  A  0 for nontrivial u.
 B  B 2  AC
i  i  1, 2
C
Let   B 2  AC
2 2
 u  u
Hyperbolic if   0 , e.g., c 2 2  2  0 (wave equation)
x t
 2u 2 u
Parabolic if   0 , e.g., 2
 a  0 (heat equation)
x t
 2u  2 u
Elliptic if   0 , e.g., 2
 2  0 (Laplace equation)
x y

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Let 1 and 2 be two roots of C  2  2 B  A  0
x  1 y  c1 and x  2 y  c2 are termed the 'characteristics.'
Note y1  1/ 1 , y2  1/ 2
2
2  1   1 
 A( yi)  2 Byi  C  A    2 B    C
 i   i 
( A  2 Bi  C i 2 )
 2  0, i  1, 2
i
Thus, the characteristics satisfy the following ODE:
A( y ) 2  2 By  C  0

 This should give you two independent solutions.

11 Mingsian R. Bai
Thm More generally, A, B, C are functions of ( x, y ), Wylie, p.696
Consider the second-order PDE
 2u  2u  2u u u
A( x, y ) 2  2 B( x, y)  C ( x, y) 2  g (u, , , x, y)
x xy y x y
Let  ( x, y )  c1 and  ( x, y)  c2 be two independent solutions of
dy
A( x, y )( y)2  2 B( x, y ) y  C ( x, y )  0, y 
dx
Then,
 2u u u
a. Hyperbolic: r   ( x, y), s   ( x, y)   G (u, , , r , s)
r s r s
(most useful case)
 2u u u
b. Parabolic: r  x, s   ( x, y)  2  G (u, , , r , s)
r r s
 ( x , y )   ( x, y )  ( x, y )  ( x, y)
c. Elliptic: r  , s
2 2i
 2u  2u u u
 2  2  G (u, , , r , s)
r s r s
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  2u  2u u
Ex x 2  y  0 Find the solution.
x xy x
Sol:
2
y  y y2
A  x, B   , C  0        0   0, hyperbolic PDE
2  2 4
A( y)2  2 By  C  0 ,
x( y)2  yy  0  y( xy  y )  0
 y  c1
 y  0   y  c1
   dy dx 
 xy  y  0  y  x 0 ln y  ln x  ln c2

 y  c1
 (characteristics)
 xy  c2
Hyperbolic PDE
 Let r  y , s  xy

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r  y , s  xy
u u r u s u
  y
x r x s x s
 2u   u    2u r  2u s 
  u   2
u
2
  y   y  y   2   y2 2
x x  s  x  s 
 r s x s x  s
 2u   u  u   2u r  2u s  u  2u 2u
 y   y  2  y  xy 2
yx y  s  s  rs y s y  s rs s
Substituting the above expressions into the given PDE leads to
 2u  2u u
x 2 y  0
x xy x
 2  2u   u  2u  2u  u
 x y 2 
 y y  xy 2  y 0
 s   s r s s  s
2 2u  2u
 y  0 or 0
r s rs
 u (r , s)  f (r )  g ( s)  u ( x, y )  f ( y )  g ( xy ) #
14 Mingsian R. Bai
 Separation of Variables
By using this method, PDE  ODEs, with eigenfunction expansion
For example, torsionally vibrating shaft can be described by
the following wave equation:
 2 2
2  
a 0  x  l,
t 2 x 2
Es
where a  ,  is angular displacement,

Es : shear modulus,  : mass per unit volume

ICs:  ( x,0)  f ( x) and ( x,0)  g ( x)
t
0 l
BCs:
Fixed-fixed  (0, t )   (l , t )  0
 
Free-free (0, t )  (l , t )  0
x x

Fixed-free  (0, t )  (l , t )  0
x
15 Mingsian R. Bai
Trial solution:  ( x, t )  X ( x) T (t )
 2 2
2  
2
a
t x 2
 X ( x)T (t )  a 2 X ( x) T (t )
T (t ) 2 X ( x)
 a   (separation constant)
T (t ) X ( x)
indep. of x indep. of t

 T (t )  T (t ) and X ( x)  2 X ( x)
a
(1)   0
Let    2 ,   0 without loss of generality. e t 對稱
2 2
T    T , X   2 X
a
 T (t )  Aet  Be  t , X ( x)  Ce x / a  De  x / a
 ( x, t )  X ( x)T (t )  (Ce x / a  De   x / a )( Ae t  Be  t )
 Not periodic in time, physically impossible!
16 Mingsian R. Bai
(2)   0
T   0, X   0
 T (t )  At  B, X ( x)  Cx  D
  ( x, t )  X ( x)T (t )  (Cx  D)( At  B )
 Not periodic in time, physically impossible!
(3)   0
Let    2 ,   0, without loss of generality.  e it 對稱
2 2
T (t )   T (t ), X ( x)   2 X ( x)
a
   
 T (t )  A cos t  B sin t , X ( x)  C cos x   D sin  x
a  a 

  
 ( x, t )  X ( x) T (t )   C cos
x  D sin x  ( A cos t  B sin t )
 a a 
2
 Sinusoidal motion in time t with frequency   , period 


17 Mingsian R. Bai
Determination of unknown parameters :
BCs   , C , D; ICs  A, B
For example, for fixed-fixed ends BC,  (0, t )   (l, t )  0
BC1:  (0, t )  0  C ( A cos  t  B sin  t )  0
If A  B  0, then  ( x, t )  0  trial !
   
Thus, C  0  ( x, t )   C cos x  D sin x  ( A cos t  B sin t )
 a a 

  ( x, t )  ( D sin x)( A cos t  B sin t )
a

BC2:  (l , t )  0  (D sin l )(A cos t  B sin t )
a
If A  B  0, then  (x, t )  0  trivial !
If D  0, then  (x, t )  0  trivial !
(eigenvalue, natural frequency)
 l n a
Thus, sin l  0 or  n i.e. n  , n  1, 2,3...
a a l ( 前面已限制 λ>0)
(eigenfunction) (Dn is absorbed)
   n a
 n ( x, t )  X n ( x)Tn (t )   sin n x  ( An cos nt  Bn sin nt ) , n 
 a  l
 periodic in time , BCs are satisfied
18 Mingsian R. Bai
However, no single  n ( x, t ) can satisfy the arbitrary ICs

 ( x,0)  f ( x) and ( x,0)  g ( x) n ( x, t )   sin a x  ( An cos nt  Bn sin nt )
n

t  

However, we "hope" the infinite sum 
n 1
 n ( x, t ) which satisfies

the BCs will also satisfy the given arbitrary ICs.

That is,
 
n x n at n at
 ( x, t )   n ( x, t )   sin ( An cos  Bn sin )
n 1 n 1 l l l
IC1: (initial displacement f ( x) prescribed over 0  x  l )

n x
 (x,0)  f ( x)   An sin (odd symmetry)
n 1 l
 half-range Fourier sine series that approximates f ( x) over (0, l )
2 l n x
An   f ( x)sin dx (see Thm2, 章節7.4)
l 0 l
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IC2: (initial velocity g ( x) prescribed over 0  x  l )
 
n x  n at n at  n a
( x, t )   sin   An sin  Bn cos  l
t n 1 l  l l 
 
 n a  n x
( x,0)  g ( x)    Bn  sin
t n 1  l  l
 half-range Fourier sine series that approximates g ( x) over (0, l )
n a 2 l n x
Bn   g ( x)sin dx
l l 0 l
2 l n x
or Bn 
n a  0
g ( x )sin
l
dx
Up to this point,  ( x, t ) is completely determined.

n x n at n at
 ( x, t )   sin ( An cos  Bn sin ),
n 1 l l l
2 l n x 2 l n x
where An   f ( x)sin dx, Bn   g ( x)sin dx
l 0 l n a 0 l
Note: Similar reasoning can be applied to the other BC ' s. see p.495-502 
20 Mingsian R. Bai
 Orthogonal Expansion and the
Sturm-Liouville Theory
Separation of Variables
PDE  ODE's
 eigenvalues n
 BCs   ICs expansion
eigenfunctions n
Recall the example of the torsionally vibrating shaft
n a 
n  
l
  ICs expansion: Fourier sine series
n x n x 
n ( x)  sin  sin
a l 
Fourier coefficients are obtained based on orthogonality.
 Not a coincidence Sturm - Liouville Theory
Fourier sin/cos series is not the only way of expansion.
Other orthogonal functions: Bessel, Legendre, Chebyshev...
21 Mingsian R. Bai
 Ex 1-D Boundary Value Problem (BVP)
y   y  0 (0  x  l )
BC: y(0)  y(l )  0
(nontrivial solution  eigenvalue problem)
Sol:
 A cos  x  B sin  x if   0
The general solution: y( x)  
 C  Dx if   0
If   0, applying BC ' s
y (0)  0  C 
  C  D  0  y ( x)  0, trivial    0 is not an eigenvalue
y (l )  0  C  Dl 

If   0, applying BC ' s
y (0)  0  A 
  B sin  l  0 (characteristic equation)
y (l )  0  A cos  l  B sin  l 
If B  0, then y( x)  0  trivial solution

22 Mingsian R. Bai
 If sin  l  0   l  n , n  1, 2,3...(n  0, n  0 trivial)
n 2 2
 n  2   cf. Hermitian matrix
l
n x n x
yn ( x)  B sin , i.e. n ( x)  sin  sin n x
l l
 0, m  n
l 
0 m n
 ( x ) ( x ) dx  l
 2  0, m  n
 orthogonal functions

 Not a coincidence Sturm-Liouville theorem (SLT)

 matrix: finite n , ( ) algebraic
 Eigenvalue problem 
function: infinite n , ( ) transcendental
 Elements of an eigenvalue problem: finite boundary and homogeneous problem
(homogeneous equation and boundary conditions)
 With separation of variables, the PDE is separated into ODEs. The ODE pertaining to the

space variable becomes a 1-D boundary value problem named the Sturm-Liouville
problem.
23 Mingsian R. Bai
 Sturm - Liouville Problem Greenberg, p.497
 p( x) y  q( x) y   r ( x) y  0 (a  x  b)
BC:  y (a)   y(a)  0,  y (b)   y(b)  0,
where a, b   ; p, p, q, r are continuous on [a, b];
p( x)  0, r ( x)  0 on [a, b];  ,  are not both 0;
 , are not both zero ; a, b, p q, r,  ,  ,  ,   

Def Inner product (function space)

b
u, v  a u( x)v ( x) r ( x) dx
where "  " is complex conjugate
r ( x) is the weight function
n
cf. u  v   j j u in the vector space
u v  v
j 1
H

24 Mingsian R. Bai
 Orthogonality: u, v  0  orthogonal
b 2
Norm: u  u, u  a u ( x) r ( x) dx  0
b
 u, v    u ( x)v ( x) r ( x) dx   u, v
a
b
u,  v   u ( x) v ( x) r ( x) dx   u , v
a
Define a self-adjoint differential operator
1  d  d  
L   p   q
r  dx  dx  

The SLP,  py  qy   ry  0, can be rewritten as

Ly   y  eigenvalue problem cf. Ay = λy in vector space
X Self-adjoint operator: L  [ p(r )]  q(r)
Generalization of Green's 2nd identity:

V
(vLu  uLv)dV   p (vu  uv )ndS
S
25 Mingsian R. Bai
 Thm 0 (Lagrange's identity)
Lu, v = u, Lv i.e. The operator L of SLP is self-adjoint.
cf. Hermitian matrix A = A H
1
b b
pf : Lu, v =  ( pu)  q u  vr dx   [( pu )  qu ] v dx,
a r  a

where u, v are twice-differentiable and satisfy BCs at x  a, b

 u (a)   u(a)  0  v(a)   v(a)  0
 u (b)   u(b)  0  v(b)   v(b)  0
b b
b
Integration by parts:  pqdx  pq
a
a
  pqdx
a

b b b
Lu, v   [( pu)  qu ] v dx  ( puv )   ( pv)u  quv  dx
a a a
b
 [ p(uv  uv )]   [( pv)  qv ] u dx
b
a a

26 Mingsian R. Bai
BC ' s :
 u (b)   u(b)  0 ,  v(b)   v(b)  0
If   0,
 
u (b)   u(b) , v (b)   v(b)
 
    
 uv  uv  x b    uv  u   v   x b  0
    
If   0,
y(b)  0  u(b)  0 , v(b)  0  (uv  uv ) x b  0
Hence, (uv  uv ) x b 0
Similarly, (uv  uv ) xa 0
b b 1
Thus, Lu, v  0   [( pv)  qv ] u dx   [( pv)  qv ] ur dx
a a r
b
  u Lv r dx  u, Lv Q.E.D.
a
Note the self-adjointness hinges on not only the operator L but also
on the BCs (cf. A hermitian matrix has only to do with the operator)
27 Mingsian R. Bai
Lagrange identity

Vector space:
Au, v  v H Au  ( A H v ) H  u, A H v  u, Av if A is hermitian.

Function space:
Lu , v  u , L*v  u , Lv if L is a self-adjoint operator.

28 Mingsian R. Bai
SLP has many properties similar to eigenvalue problem of Hermitian matrices.

Thm 1 All eigenvalues of the SLP are real.

Pf: (also see Wylie's pf. p.514 Wronskin)

L  
2
L ,    ,     ,     (1)
2
 , L   ,     ,    (2)

2
(1)  (2): L ,    , L  (   ) 
2
0  (   )  ( Lagrange identity)
2
  0 (eigenfunctions must be nontrivial)
     0 i.e.    Q.E.D.

29 Mingsian R. Bai
Thm 2 Eigenfunctions corresponding to distinct eigenvalues of
the SLP are orthogonal.
Pf:
Let  j and k be two distinct eigenvalues j  k .
L j   j j , Lk  kk
k , L j  k ,  j j   j k , j      (1)
Lk ,  j  kk , j  k k , j      (2)
(2)  (1) :
Lk ,  j  k , L j  (k   j ) k ,  j
0  (k   j ) k ,  j ( Lagrange identity)
 k   j  k   j  0 (  Thm1)
 k ,  j  0 for k  j   j ( x) are orthogonal! Q.E.D.
30 Mingsian R. Bai
Thm 3 Eigenvalues are simple (no multiple values)
Thm 4 Eigenfunction Expansion (Generalized Fourier Series)
Let n ( x) be the eigenfunctions of the SLP, and f ( x) and f ( x ) be
piecewise continuous on  a, b  . Then, n ( x) constitute an
orthogonal basis (close and complete, Wylie) and
f ( x  )  f ( x  )  f , n
 n ( x)
2 n 1 n , n
 
Pf: Let f ( x)   cn n ( x)  f , m   cn n ( x ),m
n 1 n 1
 
  cnn , m   cn n ,m  cm m , m orthogonality 
n 1 n 1
f , m f , m
 cm   2 (generalized Fourier coefficient)
m , m m
At discontinuities, this series converges to the mean
(non-uniform convergence).
31 Mingsian R. Bai
 Many kinds of special functions, e.g., trigonometric function, Bessel
function, Legendre, Hermite, Chebyshev, etc., all fall into the class of
Sturm-Liouville Problem.  orthogonality holds !
Ex. For the previous 1D wave equation,
y   y  0 (0  x  l ) st. y (0)  y (l )  0 (BC )
n 2 2 n x
 n  2 , n ( x)  sin for n  1, 2,3...
l l
Comparing the problem above with the SLP,
(py)+qy   ry  0 or py  py  qy   ry  0
BC :  y (a)   y(a)  0,  y (b)   y(b)  0
one has p  1, q  0, r  1, a  0, b  l ,     1,     0  standard SLP.
Thus, n   (Thm1)
n are simple (Thm3)
0 mn
b l m x n x 
m ,n   m ( x)n ( x) r dx   sin sin dx   l (Thm2)
a 0 l l  2 mn
32 Mingsian R. Bai
To show eigenfunction expansion in Thm 4, for example, f ( x)  x
l n x l2
f ,n   x sin dx  (1) n 1
0 l n
l n x l
n , n   sin 2 dx 
0 l 2
f , n   l 2 / n  ( 1) n 1 
 sin n x

f ( x)   n ( x)   
n 1 n , n n 1  l/2  l
 
2l  (1) n 1 n x
  sin
 n 1 n l
 Half-range expansion of Fourier-sine series
f x
f x  x
Non-uniform convergence to
the mean (0 in this case of a 2l
x odd-symmetric expansion)
0
l
33 Mingsian R. Bai
X Ex Bending Vibration of a Beam - Modal Analysis 比前例
systematic F
 2u 4
2  u
2 a 4  F ( x, t )      (*)
t x
x
a  EI m
u
st. x0 xl
moment
BC : Simply supported
 2u
u (0, t )  0 , M  EI 2 (0, t )  0
x
 2u
u (0, t )  0 , M  EI 2 (l , t )  0
x
IC : u ( x,0)  f ( x)
u
( x,0)  g ( x)
t

34 Mingsian R. Bai
Sol: u ( x, t )   ( x) g (t )
 2u 4
2  u
代入 homo. PDE 2 a 4 0
t x
 g  a 2 (4) g  0
 (4) 1 g
=>  2  4
 a g
=> g  a 2  4 g  g   2 g  0
g (t )  C1 cos t  C2 sin t => SHM !
Eigen-value prob. (must be homo. prob.)
 (4)   4  0 =>  ( x)  A cos  x  B sin  x  C cosh  x  D sinh  x
  2u
u (0, t )   (0) g (t )  0 , 2
(0, t )   (0) g (t )  0

BC :  x
 u (l , t )   (l ) g (t )  0 ,  2u
(l , t )   (l ) g (t )  0
 x 2

or  (0)  0 ,  (0)  0
 (l )  0 ,  (l )  0
35 Mingsian R. Bai
  d (4) 4
※  4    is not exactly SL operator. But it can be proved
 dx 
to be a self-adjoint operator
 d (4) 4
pf :  4     ( x)  L
 dx 
l
l (4)  d (3)u
d u 4  
   
l l
Lu, v    4   u  vdx   3 v  uv    uv   uv dx   uv   4uv dx
4
0 dx
 dx
0 0
  0
l  d (4) v 4 
u, Lv   u  4   v dx
 dx
0

so u, Lv   vu   4vu  dx
l
u v , vu
0

Lu, v  u, Lv  L is self adjoint : i   , i ( x)   j ( x)

代入
BC :  (0)  0  A  C  (1)
 (0)  0   A 2 cos  x  C  2 cosh  x    2 ( A  C )  (2)
x 0
36 Mingsian R. Bai
From (1) , (2) : A  C  0
 ( x)  B sin  x  D sinh  x
 (l )  0  B sin  l  D sinh  l    (3)
 (l )  0   B 2 sin  l  D 2 sinh  l    (4)
From (3) , (4) : D  0 ( (3)  2  (4)  0 , sinh  l  0)
B sin  l  0   nl  n , n  1, 2,...
 n
  n  , n  a n 2 (natrual freq.) (e-value)
 l
 2
natural modes n ( x)  sin  n x (mode shape) (e-func.)
 l
 2 n
  sin( x)
 l l
n 1 n  1 normalization

n2
37 Mingsian R. Bai
Orthogonality :
It can be shown that
l
m , n   mn dx   mn
0

d 4n
l l
m ,n(4)   m 4 dx   m  n 4n dx   m 4 mn
0 dx 0
mode shapes

Eigenfuction expansion : u ( x, t )   n ( x) g n (t ) (modal analysis)
n 1
modal coordinates
 
代入 (*) : 
n 1
n gn  a 2  n (4) g n  F ( x, t )
n 1
m ,   
 m ,  n gn  a m , n (4) gn  m , F   Qm
2

n 1 n 1
 

n 1
m , n gn  a 2

n 1
m ,n (4) g n  Qm

gm  a 2  m 4 g m  Qm  decoupled ! (ODE)

  
m2
38 Mingsian R. Bai
 
IC: u ( x,0)   n g n (0)  f ( x)
n 1

 m , f  m ,  n g n (0)  gm (0)
n 1

u
( x,0)   n g n (0)  g ( x)
t n 1

 m , g  m ,  n g n (0)  g m (0)
n 1

Solve gm (t )  m 2 g (t )  Qm (t ) m  1, 2,...

g m (0)  m , f 
st.  ICs is modal space for g m (t ).
g m (0)  m , g 

Complete solution : u( x, t )   m ( x) g m (t )
m 1

39 Mingsian R. Bai
 Non-homogeneous Problems
 nonzero equation and/or BC’s
2  2u  2u
2-D Poisson's Eq.:  u  2  2  Q st. u   on a rectangular boundary
x y
 2u1  Q  2 u2  0
 + (Laplace equation)
st. u1  0 st. u2  
u  u1  u2  Satisfies (1) PDE (2) BCs
 2u  0
1. Homogeneous Laplace equation with non-homogeneous BCs
st. u  
For example, a 2-D problem (Cartesian coordinates)
 2u  2u u  f2
2
 2 0
x y
st. u (0, y)  g1( y) nonseparable 
 u  g1  2
u0 u  g2
u ( L, y)  g 2 ( y) 
u ( x,0)  f1( x)
 y

u ( x, H )  f 2 ( x) 

x u  f1
u  u1  u2  u3  u4 (We need homogeneous BCs to yield eigenfunctions)
40 Mingsian R. Bai
Eigenfunctions  Homogeneous problem (equation, BCs), finite boundary.

Solving one of the sub-problems as follows

 2 u4  2 u4
2
 2 0
x y
st. u4 (0, y)  g1 ( y), u4 ( L, y)  0;
u4 ( x,0)  0, u4 ( x, H )  0
41 Mingsian R. Bai
Separation of variables: u4 ( x, y )  h( x)  ( y)
u4 ( L, y )  0, u4 ( x,0)  0, u4 ( x, H )  0
 h( L)  0,  (0)  0,  ( H )  0 (Why?)
 ( y )h( x)  h( x) ( y )  0
h( x)  ( y)
 
h( x )  ( y)
h( x)   h( x)  0

 ( y )   ( y )  0
In the y-direction ( only "homogeneous BCs" can yield eigenfunctions)
 ( y )   ( y )  0 (1D SLT problem)
st.  (0)  0,  ( H )  0
 n 2 2
n 
 H2

 ( y )  sin  n y  , n  1, 2,3...
 n  H 
 

42 Mingsian R. Bai
In the x-direction, h( x)   h( x)  0 st. h( L)  0
n n  cosh z e z  e  z 
h( x)  a1 cosh x  a2 sinh x   
H H  sinh z 2 
n
n n sinh
L
h( L)  0  a1 cosh L  a2 sinh L  0  a1   H a
H H n 2
cosh L
H
n
sinh L n n
 h( x )   H a2 cosh x  a2 sinh x
n H H
cosh L
H
a2 n

n
sinh
H
 x  L
cosh L
H
a2 n
Let a2 
n
 h( x)  a2 sinh  x  L
cosh L H
H absorbed
 
n y n
Thus, u4 ( x, y )   Ann ( y ) h( x)   An sin sinh x  L
n 1 n 1 H H
43 Mingsian R. Bai
BC: u4 (0, y)  g1 ( y)

n y n
  An sin sinh   L   g1 ( y)
n 1 H H
 Fourier-sine series in y.
n 2 H n y
 An sinh
H
  L  
H 0
g1 ( y )sin
H
dy
2 H n y
n L 0 1
 An  g ( y )sin dy
H sinh H
H
Similar procedure can be applied to find u1 , u2 , u3.  u  u1  u2  u3  u4

2
u1  0
2.  u1  Q
st. u1  0 on the boundary
u1  0  2u1  Q u1  0
u1  0

44 Mingsian R. Bai
X
x  dependent eigenfunction: sin(n x / L)

n x (Term-by-term differentiation is allowed
Let u1 ( x, y)   bn ( y)sin here because both u and sin
n x
satisfy homo BC )
n 1 L 1
L
2
  2
d bn n x  n  n x 
 u1  Q    2 sin
2
   sin bn   Q( x, y)
 dy
n 1  L  L  L 
  2 2
d bn  n   n x
   2    bn  sin  Q ( x, y )
 dy
n 1   L   L
2
d 2bn  n  2 L n x
Fourier-sine series:    bn   Q( x, y)sin dx  qn ( y)
dy 2  L  L 0 L
s.t. bn (0)  0 , bn ( H )  0
By variation of parameters,
n ( H  y ) y n n y H n ( H   )
bn ( y )  sinh
L 0
qn ( )sinh
L
d   sinh
L  y
qn ( )sinh
L
d

45 Mingsian R. Bai
Alternative method: 2-D eigenfunction, p. 273-275, Haberman
 2u  Q st. u  0
Consider the related 2D eigenfunctions,  ( x, y)
 2 ( x, y )   ( x, y ) st.  ( x, y)  0 on the boundary
2 2 Self-adjoint operator:
 n   m 
 mn      L  [ p(r )]  q(r )
 L   H 
 p (r )  1, q (r )  0
n x n y
mn ( x, y )  sin sin (Why?) (high-dimensional SLP)
L H
   
n x n y
Let u ( x, y )   bmnmn ( x, y )   bmn sin sin
n 1 m 1 n 1 m 1 L H
Substitution of the above equation into Poisson's equation yields the
following eigenfunction expansion:
 
n x n y  

n 1 m 1
 bmnmn  sin L sin H  Q or   bmnmn mn ( x, y)  Q
n 1 m 1

46 Mingsian R. Bai
The Laplacian can be evaluated by term-by-term differentiation since
both u and mn satisfy the same homogeneous boundary conditions.
This is a generalized Fourier series. The eigenfunctions are orthogonal
in the 2D sense.
Q, mn
Thus,  bmn mn 
mn , mn
H L

0 0 Q sin(n x / L)sin(n y / H )dx dy

 bmn  H L
mn   sin 2 (n x / L)sin 2 (n y / H ) dx dy
0 0
H L

0 0 Q sin(n x / L)sin(n y / H ) dx dy

mn  LH / 4 
 
n x n y
u ( x, y )    bmn sin sin
n 1 m 1 L H
Note: Sometimes boundedness and periodicity can be used as BCs too.
47 Mingsian R. Bai
Midterm exam

 Time and date: 10:10-12:00, May 13 (Mon),

2019
 Room 104, EB1
 Scope:
 Fourier series and transform
 Vector calculus
 Partial differential equations (1/2)
 120 %
 Bring 1-page notes
Mingsian R. Bai
 X HW (PDE ,Wylie)
 11-3: 3, 15
 11-4: 1, 4(d)
 11-5: 4, 6, 11(b), 31
 11-6: 4, 5, 40

49 Mingsian R. Bai
 Eigenfunction expansion for
non-homogeneous problems
 Green's identity and eigenfunction expansion
cf. Green's function method

 2u 2  u
2

2
c 2
 Q ( x, t )
t x
BC : u (0, t )  A(t ), u ( L, t )  B(t ) (moving boundary)
non-separable

IC : u ( x,0)  f ( x)
u
( x,0)  g ( x)
t
 Non-homogeneous BCs:
(1) Subtracting reference function
(2) Eigenfunction expansion & Green's identity

50 Mingsian R. Bai
Thm 4 Eigenfunction Expansion (Generalized Fourier Series)
Let n ( x) be the eigenfunctions of the SLP, and f ( x) be
continuous on  a, b  . Then, n ( x) constitute an orthogonal basis
and

f , n
f ( x)   n ( x)
n 1 n , n

Pf: Let f ( x)   cn n ( x)
n 1
By orthogonality,
  
f , m  
n 1
cn n ( x), m   cnn ,m   cn n , m  cm m ,m
n 1 n 1

f ,m f ,m
 cm   2 (generalized Fourier coefficient)
m , m m

51 Mingsian R. Bai
 Homogeneous Problem:
 2u 2  2u Finite boundary
2
c 2
 0  key pt. : 只有 homo. prob 才找的到n
t x (free vibration)

st. u (0, t )  u ( L, t )  0
Let u ( x, t )   ( x) b(t )
  b  c 2  b  0
 ( x) 1 b(t )
  2  
 ( x) c b(t )

 Eigenvalue Problem:
d 2 ( x)
   ( x)  0
dx 2
st.  (0)   ( L)  0 (  (0) b(t )   ( L) b(t )  0)
2
 n  n x L
 n    , n ( x)  sin  m ( x), n ( x)   mn (orthogonality)
 L  L 2
(Natural modes)
52 Mingsian R. Bai
 
Eigenfunction expansion: u( x, t )   bm (t )m ( x) bm (t ): modal coordinates
m 1

 2u  d 2bm (t ) 2
2  u
2  2 m ( x)  c 2  Q( x, t )
t m 1 dt x
 2  2u  L  2u 
c 2  Q  , n ( x ) 0
2
 c  Q  n ( x)dx
 x
2
n , 
d 2bn (t )


  x 
 dt 2
n ( x),n ( x) L
0 n 2 ( x) dx

Let Q( x, t )   qm (t )m ( x)
m 1
L
Q, n 0 Q( x, t ) n ( x) dx
 n , qn (t ) 
n ,n
 L
0 n ( x) dx
2

L  2u Problematic

2
d 2bn c 2 n ( x ) dx differentiation
 q (t ) 
0 x
n L
dt 2
 n ( x) dx
2

0

53 Mingsian R. Bai
Note " = " cannot be justified at x  0, L since n ( x) satisfies the
homogeneous BC, while u ( x, t ) does not. The term - by - term
differentiation of u ( x, t ) wrt x is not valid since u ( x, t ) and n ( x)
do not satisfy the same homogeneous BC, i.e.,
 2u  2  
d 2n ( x)
2
 2  bn (t )n ( x)   bn (t ) 2
x x n 1 n 1 dx
(only when uniform convergence is satisfied, differentiation and
summation are interchangeable)以方波為反例
Key to undoing the difficulty  1-D Green's 2nd identity
(proved by integration by parts)
L L L
 2u u n u
0 n x2
 dx   n  
x 0 0 x x
dx

L L L
 2n n u n
0 x2
u dx  u  
x 0 0 x x
dx

54 Mingsian R. Bai
 L L
L  2u  2n   u n  L  2u L  2n  u n 
0 

 n 2
x
 u
 x 2 

dx  
 n x

 u
x 

  
0 n x 2
dx  0
u
 x 2
dx 


 n
x
 u
x

0
0

 2u L  2u
n , 2   n 2 dx (n  nn  0)
x 0 x
L  u    u  
 n  u n dx    n ( L) ( L, t )  u ( L, t ) n ( L)    n (0) (0, t )  u (0, t ) n (0)  

0
 x x   x x 
 
m1
bm ( t )m ( t )

n x n  n x  n  n x 
n ( x)  sin cos   B(t )
 |x  L  A(t ) cos   |x 0
L L  L  L  L 
L n n
 nbn (t )  n2 dx  A(t )  B (t ) cos nn
0 L L ( 1)
Hence,
L  2u
0
2
d 2bn c 2 n ( x ) dx 2c 2
n
 q (t )  x  q (t )   c 2
b (t )   A(t )  B (t )( 1) n

dt 2 n L n n n
L L  
 n
2
 ( x ) dx
0 L/2
55 Mingsian R. Bai
This leads to a time-domain initial value problem decsribed by the ODE:
d 2bn (t ) 2 2c 2 n  n
2
+ n c bn (t )= q
n (t )  2  A (t )  B (t )( 1) 
 (1)
dt source
L        
BC

ICs (modal space): u ( x,0)  f ( x)   bn (0)n ( x)
n 1
L

 b (0)  0
f ( x)n ( x)dx
(2)
n L
0 n 2 ( x)dx
L
u 
( x,0)  g ( x)   bn (0)n ( x)  bn (0) 
0 g ( x)n ( x)dx (3)
L
t
 No non-uniform convergence problem) 0 n
2
n 1  ( x)dx
Find bn (t ) from the ODE in Eq.(1) subject to the ICs in Eqs. (2) and (3).

Finally, we arrive at the solution: u ( x, t )   bn (t )n ( x)
n 1

56 Mingsian R. Bai
Ex. Green's function approach for solving nonhomogeneous BVPs
u
 2u  Q (Poisson equation) st. u  f (r) ,  g ( r) on S
n
Define the "free-space" Green's function S
2
V
 G (r, r0 )   (r  r0 ) st. implicit BC at ∞ u f
 2u  Q u
cf. impulse response function (time-domain Green's func.) g
n
r0 : position vector of the source point; r : position vector of the field point
By Green's 2nd identity,
 0
2 2
[u (r ) G (r , r0 )  G (r , r0 )  u (r0 )] dV (r0 ) 3D delta function
V Point source at r  r0
  [u (r0 )  (r  r0 )  G (r, r0 ) Q(r0 )] dV (r0 )   (r  r )dV (r)  1, r V
0 0
V V

G u V f (r) (r  r0 )dV (r)  f (r0 )

  [u (r0 ) (r, r0 )  G(r, r0 ) (r0 )] dS (r0 )
S
n n
G u
 u (r )   G (r, r0 ) Q(r0 ) dV (r0 )   [u (r0 ) (r, r0 )  G (r, r0 ) (r0 )] dS (r0 )
Sifting V S =f
 n  n =g
property 57 Mingsian R. Bai
Thus,
G
u (r )   G (r, r0 ) Q(r0 )dV (r0 )   [ f (r0 )
(r, r0 )  G(r, r0 ) g (r0 )] dS (r0 )
V S
n
source
 3D problem becomes 2D problem (BEM) BCs

1
G (r, r0 )  for the 3D space will be shown next.
4 r  r0
(Free-space GF  a point source with -6 dB/oct decay)

G
Physical interpretation: G : monopole, : dipole
n

58 Mingsian R. Bai
X Free-space Green's function (Laplace equation):
 2G (r, r0 )   (r  r0 ) ---------(1)
Due to spherical symmetry, the solution has no angular dependence, i.e.,
G  G (r ) Spherical
coordinates
r
1 d  2 dG (r ) 
 r   0 , r  r  r0  0
r 0 r  r 0 
2
r dr  dr 
c1
G (r )   c2 -----------(2)
r
We will determine the constants that account for the singularity at the
source by integrating Eq. (1) around a small sphere ( r  0)
n̂
 GdV    (r  r0 )dV  1
2

V V
By the divergence theorem, r0

 GdV   (G)dV   nˆ GdS  1

2

V V S

59 Mingsian R. Bai
 G G
nˆ G   (directional derivative at the radial direction)
n r
G G 1
lim  nˆ GdS  (4 r 2 )  1 or lim r 2  -------------(3)
r 0
S
r r  0 r 4
From (2) and (3),
G c 1 1
lim r 2  lim r 2 ( 21 )  c1   c1  
r 0 r r 0 r 4 4
1
Thus, G (r )   c2
4 r
where c2 is an arbitrary constant. For simplicity, we let c2  0,
1 1
G (r )   (point source)
4 r r
X This free-space Green's function satisfies the Sommerfeld radiation
 u 
condition at infinity: lim  u  r  0
r 
 r 

60 Mingsian R. Bai
Connection between Green’s functions and eigenfunctions
 2u  Q
We consider the related eigenfunctions that satisfy the homogeneous
problem:
 2   (r) st. homogeneous BCs
Apply eigenfunction expansion to the Green's function

G(r, r0 )   ann (r )
n 1

 2G (r, r0 )   (r  r0 )

2   
   ann (r )    an n (r )   annn (r )   (r  r0 )
2

 n 1  n 1 n 1
m , 
 m (r ),  an nn (r )  m (r),  (r  r0 )
n 1

m (r0 )
am m m (r), m (r)   m (r)  (r  r0 ) dV (r)  m (r0 )  am 
V
m m (r ), m (r )
61 Mingsian R. Bai
  
n (r0 ) n (r )
Thus, G (r, r0 )   an (r0 )n (r )   2  bilinear expansion 
n 1 n 1 n n (r )
Note :
1. G (r, r0 )  G (r0 , r ), symmetric ! (  2 is self-adjoint , reciprocity)
n
2. cf. EVD of Hermitian matrices in linear algebra: A  UΛ U   i1uu H
1 1 H

i 1

Compatibility condition of BCs:

u
Assume Q  0. Usally only one condition of u and is given on the
n
boundary S since these two are not independent and must satisfy
compatibility condtion on S .
1 G u
u (r )   (u  G )dS (Integral eq. of the 2nd kind)
2 S
n n V
The chief advantage of Green’s function approach is  2u  0
that it is coordinate-independent, which is well suited
to problems with arbitrary geometries. S
62 Mingsian R. Bai
X
1. Dirichilet problem , u  f on S
Let GT  G  H
1
G : free-space GF (provide singularity) , G 
4 r
H : homogeneous term due to boundary effect
H satisfies
 2 H  0 (homo) st. GT  G  H  0 on S (H  G on S )
By Green's 2nd indentity ,
 GT u 
V     n T n  dS
2 2
u GT  GT  u dV  u  G
S
 0 0
 2    f GT 0 u 
V u( G   H )  GT  u  dV  S  u n  GT n  dS
2 2

GT GT
V
 u dV   f
S
n
dS  u (r )   f
S
n
dS (Rayleigh 2nd integral)

63 Mingsian R. Bai
X
u
2. Neumann problem,  g on S
n
Choose H to satisfy
GT H G
 2 H  0 st.  0 on S (  on S )
n n n
In this case, it can be shown u(r)   g GT dS (Rayleigh 1st integral)
S

How to find H?
For simple geometries, e.g., planes, spheres, the homogeneous term
can be found by using the method of images.
 Omitted.

64 Mingsian R. Bai
 Integral Transforms applied to PDE
(infinite domain problems)
Finite boundary  Fourier series, n / n  discrete spectrum
Semi-infinite  Laplace transf., Fourier sine/cosine transf.
 Integral transform
Infinite  Fourier transf.  continuous spectrum 

Finite boundary problem

Semi-infinite problem 

Infinite domain problem  

65 Mingsian R. Bai
1. Fourier transform  infinite domain
 1 
F ( )   f ( x) ei x dx  Fx
f ( x)   F ( ) ei x d 
 2
Fx  f ( n ) ( x)  i  F ( )
n

if lim f ( x), f ( x),, f ( n 1) ( x)  0

x 

Ex. Heat conduction in an infinite rod: diffusion/heat equation

u ( x, t ) : temperature
 2u  u
 2
x 2

t
   x  , 0  t   

st. u ( x,0)  f ( x)    x    (IC)

k

c
k : thermal conductivity, : mass density, c: specific heat
66 Mingsian R. Bai
Sol:
This is an infinite domain problem. (    x  )
Requiring u / x, u  0 as x    (also uniform convergence)
 2  2u   u  2  d
Fx  2  Fx    2
 i  U ( , t )  U ( , t )  U ( , t )
 x   t  t dt
Fx and  / t are interchangable;  : parameter, t : variable 
d
 U   2 2U  0 (1st -order const. coef. ODE)
dt
 2 2t
 U ( , t )  A( ) e

IC: Fx u ( x,0)  Fx  f ( x)  F ( )

 U ( ,0)  F ( )
A( )  F ( )
 2 2t
 U ( , t )  F ( )e

67 Mingsian R. Bai
 Fx
  u ( x, t )  Fx1 F ( ) Fx1 e 
1
 2 2
 t
 (convolution theorem)
 1  x2 4 2t 
 f ( x)   e  (look up math table)
 2  t 
1 
 ( x  )2 4 2t

2 t 
f ( ) e     d

1


x
(Gauss distribution)

Diffusion is a smoothing process!

68 Mingsian R. Bai
2. Laplace transform  semi-infinite domain
Unilateral Laplace transform:
 1 a i
F ( s)   f (t ) e dt  f (t ) 
 st L
 F ( s ) e st
ds
0 2 i a  i

L  f ( n ) (t )  s n F ( s)  s n 1 f(0)    f ( n 1)

      
(0)
ICs

Ex. Heat conduction in a semi-infinite rod

 2u  u
 2
x 2

t
 0  x  , 0  t   

u (0, t )  h(t ), 0  t   (BC)

u ( x,0)  0, 0  x   (IC)

Lx need 2 end conditions 

Sol: Lx or Lt ?   Use Lt
Lt need 1 end condition 
69 Mingsian R. Bai
  2  2u   u 
Lt  2
 Lt  
 x   t 
2
2
 2
U ( x, s )  sU ( x, s )  u ( x,0)
x
2
2 d
 2
U  sU  0
dx
s s
 s  0
x  x
 U ( x, s)  A( s)e   B ( s )e  , Re
Impose lim u ( x, t )  0 (implicit BC)
x 

or lim U ( x, s)  Lt 0  0
x 
s s
x  x
 0  A( s)  lim e   B( s)  lim e   A( s)  0
x  x 
s
 x
Hence, U ( x, s)  B( s)e 

70 Mingsian R. Bai
On the other hand, for another BC
Lt u (0, t )  Lt h(t )
U (0, s)  H ( s)
s
 x
 U (0, s)  B( s )e 
 B( s)  H ( s)
x 0
s
 x
 U ( x, s )  H ( s )  e 

Thus,

u ( x, t )  h(t )  L1 e x s /
 (convolution theorem)
 xe  x 4 t 
2 2

 h(t )   
3/2 
(look up math table)
 2  t 
2 2
x t e x 4 

2  0 h(t  )  3/2 d #

X HW Greenberg sec.14.4: 9(a) , 11(a)  Greenberg Appendix B.C

71 Mingsian R. Bai
Ex. Moving source problem (Laplace transform)
A semi-infinite string is initially at rest. Its left end is fixed.
A concentrated force ( F0v) moves with constant velocity v,
beginning at t  0 at the point x  0. Find the vertical
displacement y( x, t ).

Note:
  x 
f ( x, t )  F0v ( x  vt )  F0v  v  t   
  v 
  x  1  x
 F0v  v  t     F0 v   t  
  v  v  v
 x
Note : F0  t  
 
1 1

1  v
  ( vt ) dt   v
 ( ) d  
v 
 ( ) d 
v
v x
1 x0
  (vt )   (t )
v
72 Mingsian R. Bai
Sol:
  f ( x,t) 
2 y 2
2  y 1  x T
 a  F  t  , a (wave speed in the string)
t 2 x 2  0  v  
(0  x  , 0  t  )
st. y (0, t )  0, y ( x, t )   as x   (BC)
y
y ( x,0)  0, ( x,0)  0 (IC)
t
Taking Laplace transform wrt time t : Y ( x, s)  Lt  y ( x, t )
2 x
2 y 2 d Y F s
s Y ( x, s)  s y ( x,0)  ( x,0)  a ( x, s )  e
0 v
t dx 2 
(time shifting property)
d 2Y s 2 F0 vs x
 2  2Y  2e
dx a a
s s
x x
 Complimentary solution: Yc ( x, s)  A( s) e a  B( s) e a (1)
Re s  0
73 Mingsian R. Bai
1. If v  a, (subsonic or supersonic cases)
s
x
Particular solution: Yp ( x, s)  K ( s) e v

Substituting this into Eq.(1) leads to

s s s
s2 x s 2 x F x
2 K ( s) e  2 K (s) e  2 e
v v 0 v
v a a
v 2 F0
 K (s) 
 (a 2  v 2 ) s 2
s
v 2 F0 x
 Y p ( x, s )  2 2 2
e v
 (a  v ) s
s s s
x x x
Thus, Y ( x, s)  Yc ( x, s)  Yp ( x, s)  A( s)e a  B ( s )e a  K (s )e v

BC's : y( x, t )   as x   or Y ( x, s)   as x   (implicit BC)

 B( s)  0 (assume Re(s)  0)
s s
x x
 Y ( x, s)  A( s)e a  K ( s )e v

74 Mingsian R. Bai
y (0, t )  0, or Y (0, s)  0
s s
x x
 Y (0, s)  A( s)e a
 K ( s )e v
 A( s)  K ( s)  0  A( s)   K (s )
x 0

Hence,
s s
x x
Y ( x, s )   K ( s ) e a  K ( s) e v


 K ( s) e  sx / v  e sx / a 
v 2 F0  vs x s
x
  e  e 
a
 (a 2  v 2 ) s 2  
 1  s 
 t
 L (t   )u ( t   ) 2e 

 s 
2
1 v F0  x   x   x   x  
Lt y ( x, t ) 
 2 2  t   u  t     t   u  t   ,
 ( a  v )  v   v   a   a  
where u (t ) is the unit step function.
75 Mingsian R. Bai
2. When v  a, (transonic case, p.768,Wylie), resonance
d 2Y s 2 F0 as x
2  2Y  2 e
dx a a
 annihilator, Laplace transform, variation of parameters
lim Y ( x , s ) 
x
  
s s s
 x x F0  x
Y ( x, s)  A(s)e a  B (s )e a  x e a
2  as
     
by variation of parameters

BC: Y (0, s)  0  A( s)  0
s
F0  x
 Y ( x, s )   x e a , v  a
2  as
F  x
Thus, y ( x, t )   0 x  u  t   ,
2 a  a
Notice that there is a discontinuity at x  at.
76 Mingsian R. Bai
y Illustration of the results
v 2 F0  x   x   x   x  
y ( x, t )  t u t  t u t
 (a 2  v 2 )  v   v   a   a  

x
3
v a subsonic 
4
F0
F0  x
y ( x, t )   x u t  
2 a  a
x
va  transonic 
discontinuous
F0
v 2 F0  x   x   x   x  
y ( x, t )  t u t  t u t
 (a 2  v 2 )  v   v   a   a  
x
5
v a supersonic 
4
F0

77 Mingsian R. Bai
Note:
Transonic case, y( x, t ) is discontinuous across the sound barrier.
 Shock wave, N -wave, Sonic boom
YouTube: Sound speed = 345 m/s at 25 deg C, sea level
Concord, Supersonic
Flight, Sonic Booms

Moving source

Cone of shock

Ex. Concord jet 協和式客機

Mach 2.04 cruising speed
1976 - 2003 in service

78 Mingsian R. Bai
(Supplement)

How to plot ?  It is easier to visualize the wave form by writing

 x  x  1    1 
 t  v  u  t  v  as  v ( x  vt )  u  v ( x  vt )  
       
 1   1 
Also note that u  x   u ( x), u  ( x  vt )   u (( x  vt ))
 v   v 

79 Mingsian R. Bai
1. v  a (subsonic) 2. v  a (transonic)
1
x x
v

x
x
1
v

 1   x
u x ut  
 a
 v 

x x
at

80 Mingsian R. Bai
  1   1   x
xu x xu  t  
  a
 v   v 

x x

3. v  a (supersonic)
 1   1   x  x
 v  x  vt  u
  v  x  vt   t  u
  t  
     v  v
1
v
x x
vt vt

81 Mingsian R. Bai
  1   1
  x  at  u   x  at 
 a   a 

at at
x x
1
a

 x  x  x  x  x  x  x  x
 t  u
  t  
  t  u
  t    t  u
  t  
  t  u
  t  
 v  v  a  a  v  v  a  a

tu (t )  tu (t )  0 Fo
x x

Fo

82 Mingsian R. Bai
HW (Kreyszig, 10th ed.)

 12.1: 4, 8, 10, 16
 12.4: 12, 17, 19
 12.6: 18
 12.7: 2
 12.9: 12
 12.12: 5, 9, 10

83 Mingsian R. Bai
 X HW (PDE ,Wylie)
 11-3: 3, 15
 11-4: 1, 4(d)
 11-5: 4, 6, 11(b), 31
 11-6: 4, 5, 40

Final Exam: 10:10-12:00, 6/20 (Mon)

 PDE (4)

 Special functions (1)

84 Mingsian R. Bai