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38 views17 pagesLecture Notes - A
calculus
Uploaded by
m-668413Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
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/ 17
Partial Diperential Equations (PDE:)
Vet Introduction
ba Analytical methods -for Sowing, PDEs
2) Direct Indegvaton
9) Separation af variables
3 Wave Equation Coy Separating the variables)
ty Heat Equation by sepaating the variawies)
15 umevical medneds for solving PDEs
~ Heat Equation
Assoc Prop. Dr Dyah Atniav Romh
PPKEE = 3.36
£xr 6009
COD - +o vecogrise ve AypS of PDEs amd to solve
the. equation anewytieally and nume vi cally. dub
Peordtet Dytecntiat Eaustione (PDEs)
PDEs ore models of vaviovs Prysical and geomervical Problems:
MA is feir do tay Hoot onty re sim pleot Penysical Bystems
Can be medeted by ODES,
Whereas most Proves im dynamics, etasheidy » heat trancter ,
echowagnehe Ansory ond quankim mechanics require PDEs
\ndeed , the vase OF applicabons of PDES is enovmous » Compaved
+o Odes.
til Introduection
Ar spavkial diffevenbal equation (PPE) is an equation ‘involving :
one or move petal davivatves of (un enown) Arnakion , call wd
Mok depends en +wo or Move variables =
agien Aime t 9nd one or Several Varialsles in apace ade)
She order og che highest derivative is Called -he order of PDE
(Suet as fer ODEs - please recall definition of linear, Pon brear,
homegeneous, Son homogeneous )
As for ODEs, second brder PDEs will be athe most important
One in applicabione \mopovtant Second onder PDEs
> ay 2 ay .
Bee ae One -dimensionct wave equebon
2 2
se One-dimersiona heot equchon
ot ou
av eee aaa emer Two - dimesionel 2 qo
pees By
ae uy
you 4 ay L 4009) “we — dinarfiont Poi ston “4 vebion
Da 5
. 2
epee eae 2 5) Tun. dimenserel ware auction
aoe 2x! 35>
2 9
eae)
<0 ATbavee - dimen Sore! ee
= ae a ak Cr. 1g uch ony
Mere, c is @ pestbve condlont , is bre , %/Y /% ore Carkesien
feovdinater, ond dimention ig dhe number of these coordinotes
ih the equation
A goluion of a PDE in some vegion R op the Space op the
indepen dont Vaviables jg a Qunetion that has ail the patel
derivatives appering, in Ae PDE in Bone domwoin 0 Condaioing R
and Sabspies the PPE -cverywhere in @.
The Solub'on will be obtained by Ane vee Of additonal in toymaben —
Fou ‘nedan ce
V the valves Of LL on tte bomdary of tre vegion R
CBoundery Condition , Bc)
i) Ake Values ag th ag dee Ame t20. Cirbol con dition (C) ba Anaigtical metnods fr Pelving PDEs
a) Solution By divect _ntegrabon
Ane Kenptes orm Gp pave! aigpeurbal equation 12 Boch
Hoat a Solution Can toe determined bby Avect partial
Indegrorion
Example t
Solve the — eqvaton ay - ar fern
ae
given Pinata rie eis e0 ue eekly =n Cars awe
and > kn t
le
Selufen
Inte grating partielly wh vespec fo mu CAveat € 8 constant )
>
ou de -J necro Jou
an
3
w+ BY Cea 4 QD
on
a rary Funclion
nsegrorbng port ally agin
5 oy du = § Be? (440) an +t J Ole) ax
au
aL _ Ax wey 4 OH) + _
ana avbitvavy constant Sash
Wh order to find the swe aorvary fonctions , Pte) ona OY,
we apply the given Condon’ Cin fovmetion) by subsdi toting
thom Whe te velavan equation.
© ow wo , we Sint
a
M2 yt ce etd) + QLD
on
Sint = Co) Cet!) * Od
Smt = Q(t) es glt) = So t
© at x20 , we Cos rt. we tnow from (), OE)= Tot
Me oko 41) + gud + ot)
Cosrts 0 Ce +1) 4 (int) (0) + OU)
Ou) = Cos 2€
Mme) = xh Ct41) 4 % CSint) + Cos 2€
*
Wome wore
Function ;
Please prove thet Ate | rt) tobefiies the given
eqvabon gf exemple |, ul sot cati).
3a Dost
Example 2
Serve re equation 28 _ gen Cory , subject 40 the
Me yeaa bay Bere gy to eo
boundary CondiBons that at og UL
Be
and at kT w= 2 Bin y
Solution
lotegrating yrhainy with vespect toy Ctveat x ag consdant>
Dye. tan Gs ty on
poy eee m SAC)
From boundavy — eOndition ©
ce
t= My MH wan Be = Sinn Sn + ca)
ae
QU) > am - Sin
Sav 2 sem Sie yo 4 an - Sin m
Dee
wes eng with vetped 4% tay dealing y & contdert
we fet
5 UL = Coe x So y AE + Coon + &&)
From eovnany tordihon : a0, we 2 Boy
> dim yz - CoD Bin yavsces nn 4 Bly)
oy)2 1 Pt king
si UWeny) 2 yt a Cos (t= Bing) F Siny + \-7? De
Example 3
Bae cdma oer oe eset eae Pa
anag
Haak B mu
fren eee!
ane MA KT OL, Me cy-).
Soleton
Mes: Mebay) =~ Fin (WH y) 4 mb Sine + Bay
* Cy -* 6) Seprreton ag Vavinoes
In amis methog » we assume that tee dependent Variable is the
poset ef two ncfons , each of whch invlves Orly ong
he. ‘ndeper dent variables:
Yo quo erdinary difgettel equations C ODEs) are formed.
Examptet
Sy ving tha ethos of 2 nx = (en +0)
2 £
> x= eh ec
ee 6
v
bavo4i =k > = oe)
T
ieee ee lee) Ee
T dt a
= at at Cel) dt
> £ -3
> mT =(, ane rc)
£ e Buvski bing Yoand T 4 ws Xx) > TC)
We hove
Re genet c ge + 4eanyt
By wing Are piven inet conciKon A= ibe
We tan find value Co and kK.
mteoo, wr 6e™
Qe
* ee eS Cent
we ce
7 - Pe ee
hen, icaed = Ce 2 6 C=6 ees
Go, she Free Yolvbon
Ab bua) 2 6 GER VE
-3e + £ Cade
= 62e
au at
bE
~(axtat) x
Ge 15 Numerical metoos for Solving PDEs
For practical engineering problems, the Selubion using analytical
Aecimiques are agen very Complex
eannot be obtained
and mest op the me the solution
lo Ahis case, numerical methods can be used 4 obtain Approximate
Selutions when analyteal Methods ave nod Capable of Providing
Selutions
The heat conavetion equation fer_a_uniform finite bar
Mhe one dimensional beat equation is given by Cas In the previors
Chapter)
Note rat: UC %/t)
Lo ay BM —x Jenperoe / Sine
Kot a disdonte,
from one tnd
Equation (*) can be formulated in the fovm of finite difference
Approximation -
OFor the ist onder derivadve yy wn Ck
pow CR)
Assume that at any pot, A in Ro, OA
the valve of UL at ty is given by Uy and
the valve of Kot £, 18 piven by Us
Thm, a ae wt | ive eas mint nett)
Bt ee =
t-te ot th general, te valve of 1 at point A ot time Ejay
can be wwviten as
AL Xi, ty)
and the valve Of oak Point A at Be ty Can be writen ag
ayCxi , 5)
Then , the chonpe of UL vee to ime (+, 40 4541) Can be
o F J
Appronimated ac
a HCH tar) - ACH, ))
At nw
ean HE Bay) ~ ae Oat, 4)
st
Ofer tne fist ovdev derivative 24
ae
Xgaume tnat at any two Ppoinig , A ond Bim R
Mra vave sf Mo a A(%e) 1s given bY to Met
the valve of uw at B (%) 1S Bluen by the aet
Ther cs) 2 -
4 Be fa ES C Note that 4 is Constont)
r o BA
Comioving tote Second _davivadive Bu poke that we
au*
need 3 Ponte dodo Mas, A=% 7 BER, CK,
ie eeenie te
thm, Su 2 ay ce 2) nen
a se 2u/ba ne ek AR
= (Mya) - (tte = AL)
ae
au Deb
\n generat, the valve of al at point B at tee , +}
con fee writen
Ay (Xin +5)
The valve op mo at point A at Ame t) con be writen as
Wy CK ty)
The valve of UL at Point co ok dime , +) con be wviten as
Ae Cin 24)
MWe chege of Ik veoptct 40 % C second devivebve ) con bee
2PWonimate as
atu Soules (ab Cece y)- a(n, 45)) -(antnz, 25) - ala, 43)
Aw ae =
an
= Wig AF) — PAL OW, Hy) A ALE
pai) ban i Dae awe
ae
audi 34 Puy vetion 4 a
Suvssituting, Be oe Sh inte equets Le 2, gies
DOE pb) - Ow
D2 On Ay) = 2a Gui) 4 Oa 5)
Kae ae
Mwitipry Kae bows pidag and taking = RoE Dives :
ACME , Byay) - ALO, 85) = Lae bin tj) 2 Cee) # MO 4)
Reawage s
[ sees) EDUOKL 4 C1 2A) a 5) + re On BY
3 K we use this generat fovrwee to appworiimete Aewparaborey at (ny):
Refer Table 1) Hn
44 (%p, to)
ALOK eo)
=> at %/t1)
w(%y ti)
| |
|
L, | atbu ts) | BOG 4) Dee
4 (ean) ti), &® |
4p Oa ty) | © |
fy | weet) | UO, t3) AM ts) | atteayey) |
| | | @
| | -
ty artery) LO, tn) epee
| g
Example |
Se Comer aes nee (iment ae epote 1 au 2 ou
e ot Att
Numerical metiods with the Following Conditions =
0) 40/4) = wli,t) =O C beth -enas held at sero
Jemperatue fov +70)
B u(u,0) = Sin IK for OSS 1
Use Au = 6.35 Ato , e201
Sorution
Nove that A= K AE = OF ot) = ote
but (6:25)?
Room dary Condition © wu ope)= a (1,£) 6
AL U=% 2 O eo (472)
koe anne eMac Ce Fe)
Antal condition * We Cro) = Bm 1%
Au t= 4520 > aes Ginte COSI) my =e 32075. y=
ore i | e107! °
a =
©6409 ee 279063 6403 @
0-5308 0.3213 0.5808 °
| 4 ‘
| |
©5343 o-teyZ 05263 °
Teble 2: Mymevicat
By ving anctyhical goluhan, Ae exart soluon +
wivkon Copprotimeted valve, Ja)
AL Ht) ~ Sin TH
Ve exact valves og tb ut? vp te 4 decimal valves
hen +> 03 ave Bren below
= es =| ons 1
| | T
a valve, de ° eeas4 | O:T43T °
seed J ou ae ee | Orne eee i)
Aesdvte ervor, & ° ©0004 | 010006 ©-0004 -
Sqz Vtg -ul : |
Rethive exror, ey Tex lot | s.06K 10% a. ey tot @
> AS - Z | cee
Pevednaage eer wo} © 20-076 ory ee Ee
Teble 3: Comparison CT Exact ond Appoximeted valve of ML
when + = 0:3
prentafe error ave
ale0 Shown
Aosoloe error, rélehve evor
and Yah
Example 2
Jove the heat ~ conduction eqyation Ly = yu usig
KM ae
Dumevical Methods with due following, Condi Fone
a -
) Lt, =) = 10 dor 440
b) m(et) = 1g fr € 70
6) a(m,o)=
oye fv O
