Scribd Logo
Fazer o upload

Bem-vindo(a) ao Scribd!

  • Aaaa

    Enviado por

    Sean
    8 visualizações14 páginas
    c

    Direitos autorais

    © © All Rights Reserved

    Formatos disponíveis

    PDF ou leia online no Scribd

    Você considera este documento útil?

    Este conteúdo é inapropriado?

    Denunciar este documento
    c

    Direitos autorais:

    © All Rights Reserved
    Baixe no formato PDF ou leia online no Scribd
    Sinalizar o conteúdo como inadequado
    8 visualizações14 páginas

    Aaaa

    Enviado por

    Sean
    c

    Direitos autorais:

    © All Rights Reserved
    Baixe no formato PDF ou leia online no Scribd
    Sinalizar o conteúdo como inadequado
    de 14
    § UCSI University’ EA201 / EE203 Mathematical Methods for Engineers II ‘Advanced Engineering Mathematics, 11E Erwin Kreysi, John Wiley & Sons, 2014 ‘Thomas’Calculus, 13€ ‘Seong 6. Tomas, Maurie D. Wet 08 Rss. ‘Adisor- Wesley, 2014 Instructor:Dr Simon Wong, @siavus 1. Ordinary Differential Equations ODEs ( @ sviiabus 3. Fourler Series and PDES CH 11, 12 (7 classes) ») Fourier, Fourier cosine and Fourier sine series and their properties »)- Introduction to heat, wbration/wave and potentia ‘equations with boundary and/or inital conditions ©) Lnearity, superposition and separation of variables 4), Solution of homogeneous and non homogeneous problems by separation of variables 4 Series Solutions of ODEs CHS (3 classes) aR nd mas Calculus, CH | @ Parti Learning Outcomes + Recognize different classes of PDES. * Appreciate PUES involve the rates of change of multi- variate functions and ar2 vital in describing many physical phenomena, + Simple PDEs can be solved by direct integration, * Some forms of PES car be solved with Separation of Variables. * Linear solutions obey the principle of superposition. * Able to solve 1D Heat and Wave PDEs. + Realize many PDEs cannot be solved analytically, and ‘numerical methods are required to find those solutions. Differential Equations @ Partial Differential Equations: Introduction Second onder O0Ge When the derivative is 2 Order, at least two initial conditions (1.C.s) are needed to solve it completely. Physically, this often corresponds to spatial problems where we know the function value at given points. Problems lke this are referred to as Boundary Value problems (BVP), with boundary ‘conditions (B.C). EG. ify" +9y =O and yo) = 0s (3x)4B sin (3x). 5 y(x/6) = 2 then the general solution YS cox(3n) 1 2in(an) Secs Topic 3.2 Partial Differential Equations: (CH 12.1 - 12.3) ‘Recognizing afferent asses POEs + Solving by direct intepraton + Separation of Variables + 1D Heat Equation and 1D Wave Equation Eigenvalues an Eigonfuncions of eouton of PDE® Fundamental Theorem of Superpeston @® Partial Differential Equations: Introduction Ordinary Differential Equations Topic 1: we investigated some methods (directly, Integrating factor, variation of parameters, undetermined welfiients) Wo solve ODEs. Let's recall two common types., First order ODEs: ‘When the derivative is 2° Orde, wea solve it explicitly provided \we'te given an initial value (1) ofthe function, In physical systems, the argument isoften time, and the seed value Is teferred to asthe initial condition (..). if |. isknown, its often, ‘referred to as Initial Value problems (IVP) EG. ify'=0.5y and y(0) =, then general solution: y= Ce" LV gives us complete solution y= SCe® @® Partial Differential Equations: Introduction ‘Thus fr, we only concider systame with one variable, Dut in re those systems are very simplistic. Many systems can only be ‘modelled using PDEs. ‘+ PDEs describe multi-dimensionalsystems with multt-variate Functions aid their Uerivatives contrast, ODES focus Ura single variable, “+ Why are PDEs important? Many things vary In both space and time, including physical systems such as heat, diffusion, electrodynamics and uid flow ‘+ To model and understand physical systems, we need to be able @ Partial Ditferential Equations: Introduction PDE's describe the behavior of many engineering phenomer Wave propagation (1D Wave Equation) ~ Fluid flow (ar or tiquid) «ir around wings, helicopter blade, atmosphere = Wate in pipes or porous met * Material transport and difusion in ir or water «Weather: are avitem af couoled PDEs for momentum, * pressure, moisture, heat, Vibration Mechanics of slid: * stress'stai in material, machine pat, structure Heat flow and distribution (10 Heat Equation) ~Electrc fields and potentials (2D Laplace Equation) @ Partial Differential Equations: Introduction * Dimension of unknown: * ordinary differential equation (ODE) - unknown is a function of one variatle, °.2. y(t) + partial differential equation (POE) ~ unknown is @ function of multiple variables, ©.0.u(% xy) For example, 20 Laplace's equation: ®u ou oe oF For simplicity, PDE are ausly writen in subscript notation Up t Uy 20 @ Partial Ditferential Equations: Introduction NOTE: Because PDEs deal with functions of several variables, they are intrinsically harder than the ODES we have come across. + PDEs often don't have explicit analytical solutions. nor is there any neat way to predict this apriori. The realtys that many POEs are not directly sohable! *+ We have to use a numerical or algorithmic approach to solve complicated PDEs. EG, Using MATLAB or Mathematica, + For this course, we only cover techniques for solving simple PDES ~ direct integration (if possible) and Separation of Variables. @® Partial Differential Equations: Introduction = Diffusion of chemicals in air or water = Electromagnetism and quantum mechanics = Weather Prediction * heat transport & cooling * advection & dispersion of moisture * radiation & solar heating * evaporation * air (movement, friction, mementum, corals forces) «= heat transfer atthe surface ‘To predict weather one need "only" solve a very large systems of coupled PDE equations for momentum, pressure, moisture, heat, etc. @® Partial Differential Equations: Introduction \We say a function isa solution to & PDE iit satisfy the equation {and any side conaltions given. Weare often interested ina solution exsts and when its unique. EG. Show that ul the Laplace's equation. Yt y= ? are solutions to and usta y) =e How can you combine them to create a new solution? Sues 3.2.1 Classifying PDEs @ ciassitying PDEs DE: The order ofthe hishest derivative term in the hintoniscted he ode the POE, Tos equations (1106) are all of second order Homogeneous PDE: If all the terms ofa PDE contains the ‘dependent variable or its partial derivatives, then such a POE is ‘called homogeneous. It is non homogeneous if it contain terms ‘nly depend un the indepercenit variable the above six ‘examples eqn 6s non-homogeneous where as the fst five ‘equations are homogeneous. @ ciassitying PDEs Important Second-Order PDs o ne etn ae qin ve ned tenon “o Teoma ale enatin el gun « Trodieasional Poss evan o Two-dimensional ware eoution Thee dimensions Laplace equation @© ciassitying PDEs Definition of PDE: an equation with partial derivatives of the unknown u that depends on several variables, e.g. ulx, t) or ulx, y), or ulx, y,2, t). 0 4 Pe yen Bebe Beda) pe 18 < (Bp Be e @ ciassitying PDEs Linear PDE: Ifthe dependent varable and al its partial ‘erivatves occur early in any #Ut then Such an equation 1s called linear PDE otherwise its non-linear, Two criteria for linearity The dependent variable wand its derivatives are of frst degree; the power of eachuis 1. 2.Cach coefficient depends a: most (ony) on the independent variable. .e. The coefficients of u terms must be independent of u Inthe above example equations 1,2, 3 & 4 are linear whereas 5 & 6 are noninear. @ ciassitying PDEs 1 2a, Fut Bayt 40, + os 2 Dag + (ugh Su 2. dag Ff, 1-4, = 0 4 uy 2a Su, = 0 5. als tu, + Bis, Fats tv dls 0, % gto Guest | @ partiavitterential Equations Direct integration Some PDEs can be solved directy. 66: = gxer! w= urs) 2 yet 3.2.2 PDE: Direct Integration We canintegrate this wrt xtoyield, x "S88 +700 Note: the unknown constant of integration seem in ODES is replaced by an unknown function ofinteartion in PDES. Integrate ths again to get the genera solution: u(t) =e" + Yl) + (0) e e @ Partial Differential Equations @ Partial Differential Equations ou Practice Suppose the Les, are uo, =e and 20,0) =e", then we can find the exact solution 41, uw= sints)costy), given u(t, y)= sin and ws, x/2) (0,1) = axe" + J be f° 2g Gre, given ux, 0) =x andy O) =x, he. g(t) And, u(0,t) =e" + xe" + g(t So the function is, u(r,t) = Wet tre" +e Unfortunately tis cvect approach con only slv very simple POEs. Solution 1. wesinxsiny set) fe) 20 an u=de- sina sin) orcas ating Wet 05H siny) 4-2? oi 2 us-6ue* +h ie) bee" S60" 7th) ‘o)s9e oe Svesr 3.2.3 PDE - 1D Heat Equation Rovececoren NT TUTTI Separaionofvarabes gee and Eentrtons Fandoperal There of Supereson @ Partial Differential Equations Thus, the movement of heat inside the bar could occur only inthe sccirection. Then, the amount of heat content at any place inside the bar, 0- 0, i given by the temperature dlistibution function uf ) It satisfies the homogeneous one: dimensional heat conduction equation (with no source) aug 2, Ou, a Ge oe (Fe epi 20) ‘Where the constant coefficient cis the thermal diffusivity of the bar, given by = k/ ps. (k= thermal conductivity, p= density 5 = specific heat, of the material 3 the bar) @ Para oierentt Equtons: sound codons The beandrconins pat ‘here afew ps of belay odtions, we ce Dirichlet conditions: the boundary conditions specify the temperature u (eg. at x= Oand x=L), (0, ) i, Neumann conditions: the boundary conditions specify the (spatial) derivative (he. rate of change of heat flux). 4(0,t)= fle) and udl,t)= ott) boundor condtions maybe apresorbed temperature (Dchlet ‘condone one boundary ond prescribed het fat the ter bound ean con. @ Para oiterentat Equations: oun Condtns b) The boundary conditions. (Spatial) ‘Assume that both ends of the bar are kept constantly at U%C. ‘temperature (abstractly by connecting them both toa heat reservoir ofthe same temperature; more practically, say they are immersed in iced water. This assumption imposes explicit restriction on the bars ends inthis case: u(0, t)=0, and ult, t)=0. t>0 ‘They literally specify the conditions present atthe boundaries between the bar and the outside. @ Partial Differential Equations 1D Heat equation We will fist illustrate by an example. ‘Consider a thin bar of length , of uniform cross section and constructed ‘of homogeneous material. Suppose tat the side ofthe bars perfectly inculted 0 no eat transfer could occur through it {heat could poesbly still move into or out ofthe bar through the two ends of the bar). This means that heat can onl flow rom ltt right or right to let and thus {reatinga3-D temperature isribution. @© Para ovterant Equations: unr Condtns ‘To solve an ODE, the number of conditions required always ‘matched tne nignest order of the derwatwe in tne equation. Ins holds for POE. The heat equation has 2) a first order time derivative => requires ONE initial condition. second order spatial derivative => TWO boundary conditions. 48) The initial condition (Temporal) the initial temperature distribution within the bar, uO) a snapshot of the temperature everywhere inside the bar at t=0. Therefore itis an (arbitrary function of the spatial variable x only @ TAs, the intl contion @poes: 1D Heat Equation with different &C.s and LCs lx, 0) =f (0. D Heat Equation us (No energy ot nde Kept at Fompe 2PM ewan nabs ed 0.11.0 0900120, © Prt oreo! Equten: bomen conene * Visualization of initial and houndary conditions Heat Equati ula=0 ‘ul, 0) = fle) — Heat conduction eq, ‘uounaary conaitions @ Mita coneiton @po 1D Heat Equation is an example of an initial-boundary value problem. .D Heat Equation Although its still true thet we wil find a general solution frst, then apply the I.C. to find the particular solution. ‘A major difference now is that the general solution is dependent not only on the equation, but also on the boundary conditions. n other words, the given PDE will have different general solutions when paired with different sets of B.C. @ Partial Differential Equations ‘Separation of Variables (SOV) ‘Separation of Variables can be employed when the variables are ‘assumed to be independent of one another, and the general Solution can be written Inthe frm uals, #) = KOI) where Xp) and Tt) ae fatorized solutions, independent of one Snot Inmore general case, we find the solution as wn) = rao) ere the X{x) are called “eigenfunctions.” ° The Tt) ore coefficients, depending on time. @ PEs: 1D Heat Equation - SOV But before any of those B.C.s and I.C.s could be applied, ‘we will frst need to process tre given PDE. What can we do with it? There are other tools (by Laplace transforms, for example), but sometimes itis possible to reducea PDE toa series of easier ‘Separation of Variables (SOV) - ws de-couple the independent variables, rewriting the single PDF into twa ODEs of one: Independent variable each (which we already know how to solve), ‘We will Solve the 2 equations indisidualy, and then combine thet results to find the general solution of the given PDE. ‘The method of Separation of Variables is sometimes called the @rethod of eigenfunction Expansion. @ Pes: 1D Heat Equation - SOV Note on using SOV: For equations that have (i) constant coefficient, have a rather i) simple domain, with some (ii) appropriate boundary conditions, we ean solve it by separation of variables. If we change one of above three conditions, then most ofthe time we can't solve it by separation of variables In order to use the method of separation of variables we must be working with a linear homogenous POE with near homogeneous boundary conditions. AVP is homogeneou iin addon tothe RAS) fle) = 0 ‘weal have u(t) = O and uf, t) =O (regards ofthe ouncary conltons we use). zy of thes re nat ‘er we wil cathe 2VP nonhomogeneous. Separation of Variables @ PDEs: separation of Variables Hence, the heat conduction equation u.,= u,can be rewritten as eN"T=AT" Rearrange, wor aR xt isa constant, so it could go to either side ofthe equation, but itis usually, and more conveniently, moved to the tside. The equation is now “separated” as allthe x-terms are on the left land terms are on the right. ot The above step is ot posse ether X= Dor T=0. However i ther prs eo ten = A=, hl ays te en equation cu, =, Ts constants solgon eae the soon ofthe equston, ess ave Sowe sume X#Uend ¢Oad ook © orvthe nner soins @ PDEs: separation of Variables ‘Why must the two sides be the same constant? Well, what would happen if one of the sides isn’t a constant? The equation would not be true for all and tif that were the case, because then one side/variable could be held ata fixed value while the other side/variable cranges. Next, equate frst the s-term and then the term with =A. We have > ox +ax=0 car => +eAr=0 @ PEs: separation of Variables Finally we have bw ODEs witha st uf ty buuinary waitin that go withthe equation ofthe spatial variable x XAG (0) = 0 and X(L) = 0 THAT: ‘The general solution (that satisfies the boundary conditions) shall, be solved from this system of simultaneous DES. Then the LC., u(x, 0) =f (x) coud be applied to find the particular solution. @ PEs: separation of Variables Separation of Variables, ar ax? ‘tart with the one-dimensional heat conduction enuation i, = ‘Suppose that its solution u(x, ) is such a function that itcan be expressed as a product, uly t) = X(T), where Xisafunction of x ‘alone and Tis a function of alone. Then, its partial derivatives can ‘also be expressed simply by: séuhtne date want @ PEs: separation of Variables How do we completely separate itinto 2 equations? ‘The critical idea here is that, Because the independent variables, xand t can, and do, vary independently, the only way for the above equation to hold forall values of x ands, the ‘expressions on both sides ofthe equation must be equal tothe Let us cll the constant -A. Its called the constant of separation. (The negative signs optional, of course, since Ais an arbitrary ‘number and it could be either postive or negative or even 2670. But putting a negative sign here right now makes our later calculation a little easier) Thus, vor ° xeF @ PDEs: separation of Variables Now thatthe POE becomes two ODE, we need to simiay rewrite the boundary conditions u0,t)=0->xONTI)=0 — >-x10 mu, t)=0-> xUTI=0 > XU) IFT19 = 0, both conditions would be satisfied. However, it would mean that u(x ¢) = XWx}T(t{is@ constant zero function (the trivial and un-useful solution). Since Tt) +0, we have to let the new boundary conditions tobe: x(0)=0 and X{L)=0. @ PDEs: separation of Variables Example of SOV: Separate tu, +#? J, 0 into an equation of xand an equation oft. Let ule ¢) = Xt) TL) and cewarite the equation in terms of X and T: Bx 8 xT*—0 exer =e xT" Rearrange, we get the following 2quation where we have separated the variables and ther equate toa constant of separation: pe Or x Finally, rewrite itinto 2 equatiors: CAPLET” TART @ KEK > xP -dex=0. @ PoEs: 1D Heat Equation - SOV, Eigenvalue Inchass Practice 4. Determine whether cach PDE can be separated. Then separate it into two ODEs f itis possible to separate. Modify the boundary conditions where applicable. (22a, Pu (bx 0g 2 (e)u,-30- 4, (du. 2 (0) Uy: (9 Uy. 2 @ PoEs: 1D Heat Equation - SOV ‘We have separated the heat conduction equation, with 2 Independent variables, into 2 equations ot one variable each. [a] x" +ax=0, 0) = 0 and X(t) =0 BR] T+eaT=0 We will start off by solving the more complex ofthe two, namely the second order iar equation (spatial) where xis the Independent variable. Note that an IVP requires that both of its datapoints be taken atthe same time/place, but‘or BVP here we have 2 data points taken at different instances of x at x20 and x2L @ Poe: 10 Heat Equation — SOV, Eigenvalue Sehiton 1._ (a) Separable; there are many ways to separate, One possible results 2X4 | {b] Not separable (0) Senarable: ane nassible result ic XO (A=3IK= 0, and 74a ‘The boundary conaltions beceme x (0)= and #7" 4AT=0. {€) Separable; one possible results, XK! = 4X-= 0, and 27" =AT=0. ‘The boundary conditions beceme (0) ° X(9) =. @ Pes: 1D Heat Equation - SOV An IVP of a second order linear equation, under certain wel understood conditions, is guaranteed to have an unique solution. But for a BVP, For an arbitrary pairng of a DE and a set of B.C, there may not be any solution, or there are multiple solutions. Notice that the BVP in [1] arises from a homogeneous linear DE, ‘Which always nas atleast one solution (the constant zero solution, forthe trivial solution) which woule also satisfy the homogeneous boundary conditions given The constant zero solution, X(x) =, however, is not useful. Hence, we look to find a second, nonzero, solution to the given ave. @ Poes: 10 Heat Equation - SOV, Eigenvalue Note that in [1] above while the B.C are fixed, the equation itself isnot - note thatthe coefficient A, the arbitrary constant of ‘separation, has not been determined. ‘Thus, what we need to do here is somewhat a reverse of what we usually da we wil start with the fivad B..¢ an try to find an ‘equation (by finding an approsriate coefficient A) that has a nonzero solution satisfying the given B.C... we are starting with the answer and then go lnoking for the correct question that would give that answer!) ‘This kind of reversed BVP is called an Eigenvalue problem. The specific value(s) ofA that woud produce a nonzero solution ofthe BVP is called an eigenvalue ofthe BVP. The nonzero solution that ies from each eigenvalue iscalled a corresponding Qeigenfunction of the BVP. @ Pos: 1D Heat Equation - SOV, Eigenvalue Thisis similar to the eigenva ue problem for vectors Av = 20, which s certainly always true when v= 0. But we are Interested in nonzero vectors B. That only occurs for special values 2 ay yuo OF 2 Lkewise, we find the nonzero solutions Xi) ofthe above ODE and 8.Cs. The biggest differences from matrix eigenvalue problems are + There are infinitely many eigenvalues 2, yy Ry and corresponding eigenfunctions XX). Xs) Xb. Father than justn eigenvalues and eigenvectors. + We cannot write a determinant to find the eigenvalues. Instead we must solve the problem using our methods for solving ODES. (case 1:1f.<0(-4A 20), the CE has dstinet real roots Let us denote A = -0? to emphasize the coefficient is negative. where @= V=A>0. The CE becomes P +A=P-o7=0. =>r=er The general solution snes. Ux) = en Be Applying the first B.C. gives XO)=0=A+B > ‘The second B.C gives Xl) -0- Aes + Be - Alen e-atp Aa =yelther (I) A hich wil give trivial solution! or i) eX-ew*=0 Bute ze% —(Doyou know why?) “*A.20 dose not give 8 nonzero solution. Thus, negative a. © cases: <0 abvaye gest sltion @ PbEs: 1D Heat Equation - SOV (Case 3: FA>0 (~4A <0}, the CE has complex roots. VA>0. The CE becomes ‘The general solution is then. x cos(ox) + 8 sino). ‘Applying the first 8.C. gives (0) = 0= A cos (0)+8 sin(0) ‘The second B.C gives (l)=0= B sin(ot) Either B= 0(=A), hich gives a trivial solution again, OR, sin(@L) = 0, = OL = 1, 21,5, ive there are infinitely many values 6 = R/L, 28/1, 38/1, AR /L such that there exists a nonzero solution @ this BYE oe (ase 31> O always aves solution @ oes: 10 Heat Equi @ Poe: 10 Heat Equation — SOV, Eigenvalue ‘Why are A and X(t) called, respectively eigenvalue and eigenfunction? denotes the second derivative restricted to functions that zatiey the B.C2 (0) = 0 and x(t) = 0. Notice the similarity with the eigenvalue value problem for vector, AX = 22%, (you have learnt this in MM) Note thatthe problem is completely homogeneous: © W210 satistes both the PDEs andthe BCs @ Pes: 1D Heat Equation - SOV Now, Find the eigenvalues such thatthe BVP [1] have non-2er0 solution. [i] X"+aX=0, 0) and Xt) ‘This just a 2% order linea DE, the general solution is dependent fn the type of roots that its characteristic (auxiliary) equation (CE) has. In this cas, the CE is r+ A= 0. The type of roots it has is ‘dependent on ite discriminant, which is 4, ‘We will attempt to find A by separately considering the 3 possible types ofthe solution arse from the different roots of the characteristic equation + A<0 (Negative coefficient) + 420 (Null coefficient) + A>0 (Positive coefficient e (i ) ), the CE has repeated real roots. ‘The equation becomes X" =O. It has th by integrating both sides twice, or from the CE. 1 eral zolution (ether =0) XU) = A+ Bx Applying boundary conditions to get A >A=0 + BL = Bi > B= 0 because L> 0) Hence, Xa) = 0+ Ox=0, the solution is via again =>A= 0 zero isnot an eigenvalue for this problem either. n - SOV, Eigenvalue “The (positive) waluoe nF foe which the aquatin wll ave 3 solution satisfying the specified BCs, .e, the eigenvalues ofthis BVP, are On, {All such values of are called the eigenvalues of the given BVP, ‘The actual solution of ths problen corresponding to ‘each eigenvalue Ais called an eigenfunction ofthe problem. ‘The eigenfunctions corresponding tothe eigenvalues are, Xp)=Bsinfox), since iy = stn(ox) @ PoEs: 1D Heat Equation - SOV, Eigenvalue @ Poe: 10 Heat Equation — SOV, Eigenvalue ‘Example: in class Practice Find the eigenvalues and eigenfunctions ofthe two-point BVP: 1 aK=0, Bcs x10) ‘and xtL) This a mix of Dirichlet and [Neumann bounlary conditions a @ Pos: 1D Heat Equation - SOV, Eigenvalue ‘Solution to tn class Practice eax. x0) and XU) =0, case 1:1tA 8B The second 8. gives X(0)"O~ Roe « Boe = Ao (er et) V=A>0. The CE becomes A since o> 0, either A = 0= 8, which gives trivial solution, ‘ett =e =0, which Is impossible. {© =>A<0d00s not give a nonzero solution. Thus, negativeA3. | | @ Pbes: 10 Heat Equation — SOV, Eigenvalue ‘Solution to In class Practice cont (Case 2:IFA=0, ‘The equation becomes X° = 0 It has the Reneral solution (either by integrating both sides twice, or from the CE x09) Applying boundary conditions to get x10) > A=0 xu Hence, x(x) “0+ 0x~ 0, a trivial solution again, ‘0 eros not an eigenvalue for this problem either Solution to tn class Practice cont axe 9.1420 The general solution is then b) = A coslox)+ sinfox). And, Xx) = Aa sinfox)¢ Bo costox) Applying the fist B.C, elves X(0)=0= A cos (0) + Bsin() The second 8. gives XU) = Ba cos(ot her B=0(= A) ich gives il alain again. onset) 2 SUE SAB (2 UAE ether ae infinitely many aes = 8/2 3/2 8/22 [RAL sch that there evs ane seltion of thin BY (ms ot) 3 Azo ear in mind: 8 #0. @ PEs: 1D Heat Equation - SOV, Eigenvalue ‘Solution ton class Practice ‘The (postive) values ofA for which the equation will have a solution satisfying the specified BCs, ie. the eigenvalues of this vp, are On), Aso? a o= @mR/2t Gap = 1,253 aa cE ‘The eigenfunctions corresponding to the eigenvalues are, Xi)=Bsinfox), since A=0 Ny = sin(ox) = sin® @ pes: 1 Heat Equation - Sov, ‘We can now combine the recut from the two ODE to find the solutions of the PDE. Assumption in the SOV method is that the POE has solutions in the form ux, t)=X()TI ‘Therefore, we see thatthe product solution of the 10 heat conduction equation, with the boundary conditions u(O, ‘U(L, )=0, are in the form ane 2B, gC) = Gye sin, n= 1,243, fasonee Pes ovas.] "Next step in solving the 10 Heat Equation is to solve the second ‘equation (that ofthe time variable: TeeAT=0 Since itis the second half of a sytem of simultaneous ‘equations, the eigenvalues A from the frst equation have to be used fee, Hen, te equation bevone: reek rea The equation is both a first orderlinear DE, as well asa separable equation. Solve it to get the general solution 5 nose Beto @ PoEs: 1D Heat Equation Fundamental Theorem of Superposition +The previous result illustrates an important point about SO, For the 10 heat equation, there were infinite solutions. + This is in fact the case for most SOV type problems, where the solutions ate linear, + In general if X(x)7(t) (I= , 2,3.) solve a linear equation, hen any combintion ef ees, 5ca, Isalso solution, where Cis an arbitrary constant, dat hem on eprpeion @ PoEs: 1D Heat Equation Li Basin" = f(x) fourier sine series ‘This isthe Fourier sife-expansion of fon (0,0 Finally, By = 2p fasin"x ni @ PEs: 1D Heat Equation For the given initial eonultions. a Maer [ula] = BeBe Oe in (b) Since there are more than one sine terms, this involves superposition. Choate n and C, to get a zalution tha satisfies leach part ofthe LC. and then add them up. 0) 76) aan 0) ~ 5 aon =) — ta Thacmeane Bysin = rasin => 9 =9,m,=12 Bysin= date => n= 4,027 Otorvn ess ‘The solution is then, tea ne ae @ PbEs: 1D Heat Equation WARNING: Do not just memorize this routine. Try to understand the reasons for each of the steps. Different problems will use variations on these ‘themes and you have to be prepared to use the reasoning but not the exact details from ‘this example. @ Pes: 1D Heat Equation Fundamental Theorem of Superposition 1 at gua Thies the general form solved with BCé; we might view this a¢ cur building block solution -in general, the linear combinations for all solutions wil be of the form and ini condtion becomes uO =f u(x. 0) = Fifa Bsn = £0) ‘hiss a fourier Sine Sei! man nest canbe simplified wld 29 © cote enpressontor8, @ Pes: 1D Heat Equation We will now test out different initial conditions for uk.0) =f 10) = 630 aye age Stn (2)since, uC,0) Bysin E+ nein nyt ~ ott Comparing the tke terms, =n = 2, The solution is then, ° ve) =6e Ba @ PEs: 1D Heat Equation For te given inital wns, © J) =20 (6) This does not involve sine terms. The solution likely sin the formoh, Se stn dee Ts f 2osin Ea ‘The general solution is then, u(x,t) = Dey, @ bes: 1D Heat Equation Using separation of variables method to finda solution to the following PDE: ou o Subject tothe conditions, U0, 1)= ul4/3,1)20 ‘lx, 0) =10 sin Bmx. (Dirichlet conditions) @ PDE: Solution to in Class Practice D Heat Equation Comparing t the general hes equation, Sen and 1/3 Fy 0 = Ge sin ne is, 0) 20 sn x= Cn Se 10 and n=2 Sythe solution su 0) = 1De-*stn (Sx) in — SOV, Eigenvalue 2. Find all eigenvalues and their corresponding eigenfunctions of ‘each two-point BVP. (a) X" #Ax=0, X(0) = 0, x(2n) (b) X""#AX=0, X(0) = 0 , X27) =o. ()X" 4AX=0, X10) = 0, X(2n) = 0. (d) X" + AX = 0, X (0) = 0, X'(2m) (e)x"-Ax=0, X(0)=0 ,X{1) =0. (f) X"=AX~0, x0) ~0, x(2)-0. @ PEs: 1D Heat Equation - SOV, Eigenvalue Practice 6. Find the temperature ut) na copper bar 80 cm on the nia Cand the ens ace ket at OFC. (Dirichlet conditions) {3} How font i tke forthe maximum temperature labor to ‘drop to 50°C? (ct=1.158 cm/s) (0) Se) whe the ial teers 100 sinc (Soe a when theta tert 100°C 2. A thin, homogenous batting themal dusty of 9 and a cgi’ em este str et end ainda ra temperate he sight ends perfectly te. The ba as an ial temperatures ford Deu teesdea cubcoesaenes Assuming SOVis possible, u(x, t)= X{xT(t) Hence, Rearrange, @ PEs: 1D Heat Equation - SOV, Eigenvalue (Case 2:11 =0 (~4A = 0), the CE has repeated real roots. ‘The equation becomes X" = 0 thas the general solution (either by integrating both sides twice, or from the CE r= 0) Ald) = A Ba Applying boundary conditionsto get XO)=0=A > XQ) =0=4+30=30- 0: Hence, Xt) = 0 + 0x=0, the selution i evil again == O zero is notan eigenvalue for this problem either. © =a . @ Pos: 1D Heat Equation - SOV, Eigenvalue Solution cont. The eigenfunctions corresponcing tothe eigenvalues are, sin(ox) = sin" 91,23 Next we solve Te2aT=0 substituted, 14222 720 Solve this first order ear DE. The general solution is, ne Cees @ Pes: 1 Heat Equation - sov, @ Poe: 10 Heat Equation — SOV, Eigenvalue Solve the 1D heat equation of the form: aug arto ‘The tunction is detined on the spatial domain U0 Bes: ul0,) Iu, 0)= us, Sin ar. (Dirichlet BCs) @ pes: 10 Heat Equation - SOV, Eigenvalue > T42r=0 and, Season cone vp becomes, Xf x4 aK=0 =o ‘CASE 1:/.< 0. The CE has distinct real roots Rewite, 4-02 to emphasize that the coefficient is negative And, o= V=A.The CE becomes F+A=/2-o?= 0, => rate The general solution s then X(x)=Ae™"+ Be, Applying the ist 8. gives MO)=0-A+8 > The second & ges x3) ‘Ae’ + Be = Ale ~ e%) over A=0=8, butthiswould give the val soon! or © = €%=0, which has no solution © = 1000s not gv a nonzero scition Thus negative 1 @ Pos: 10 Heat Equation - SOV, Eigenvalue case 3:11 >0(-4A-0), the CE has complexroos, “maton (A> 0. The CE becomes Let us denote. PrASP oO. o?, where ‘The general solution is then x(x) = A cosfox) B sin(ow). ‘Applying the first 8.C. gives X(0) =0= A cos(0) + Bsi(0)=A > A= ‘The second B.C. gives (3) = 0 Bsin(3o) Either B= 0(= A), which giver a trivial solution again, (20 4 #0) OR, sin(30) = 0, = 30 = 1, 2%, 5 on Ay fue there are infinitely many values DR /3y ov ouch that there H/3,20/3,38/3, ets nomeero solution of thie BVP igenvalue ‘Solution cont ‘Ae ula) MU) TI, the product cout 2 in IE tun (x,t) — Eye tein 1,243. ‘Applying the inital condition, ulx,0)= 5 sin are W(x, 0) = Csin = 5 sin Ane = 4mx, >= 12. u(x.) = 5 sin (Ana) © _Tsisthe complete solton tothe question @ PoEs: 1D Heat Equation - SOV, Eigenvalue Solve the 10 heat equation ofthe form: 2H gg ae or ‘The function is defined on the spatial domain 0.. BCs: ul0,t)=ul2,t)=0,t>0 IC: ube. O)= sin 2mx—sin Sex, O 0 BCs: u(0,t)=0, ult,t)=0, too IC: ulx,0)=4c082x-3costx, — O

    Você também pode gostar