Lecture 19: Heat conduction with distributed sources/sinks

Size: px
Start display at page:

Download "Lecture 19: Heat conduction with distributed sources/sinks"

Transcription

1 Introductory lecture notes on Partial Differential Equations - c Anthony Peirce. Not to be copied, used, or revised without explicit written permission from the copyright owner. 1 ecture 19: Heat conduction with distributed sources/sinks (Compiled 2 November 217 In this lecture we consider heat conduction problems in which there is a distributed source or sink function s(x, t that applies throughout the domain. We first consider the case in which the source is time-independent, i.e., s(x, t = s(x. In this case the effect of the source can be dealt with entirely by determining an appropriate steady-state solution. Using this particular solution, we can reduce the problem to one of the standard homogeneous boundary value problems we encountered when we introduced separation of variables. Secondly, we consider a fully time-dependent source. In this case we have to resort to the method of eigenfunction expansions. Key Concepts: Distributed sources or sinks, Particular Solutions, Steady state Solutions; Separation of variables, Eigenvalues and Eigenfunctions, Method of Eigenfunction Expansions. 19 Heat Conduction Problems with distributed sources 19.1 Heat Conduction Problems with distributed time-independent sources Example 19.1 A bar with an external heat source s(x = x. u t = α 2 u xx + x < x < (19.1 BC: u(, t = u(, t = B (19.2 IC: u(x, = g(x. (19.3 Figure 1. Bar subject to a time-independent heat source distributed along its length with inhomogeneous Dirichlet BC

2 2 Steady state problem u t = : = α 2 u + x u ( = u ( = B (19.4 et u(x, t = u (x + v(x, t. u = x α 2 u ( = b = u = x2 2α 2 + a u = x3 6α 2 + ax + b u ( = 3 6α 2 + a = B a = B + 2 6α 2 (19.5 ( u (x = x3 B 6α B 6α 2 x = x + 1 } 6α 2 (2 x 2. (19.6 u t = α 2 u xx + x (u +v t = α 2 (u +v xx + x v t = α 2 v xx u(, t = u ( + v(, t = v(, t = u(, t = B u ( + v(, t = B v(, t = u(x, = g(x u (x + v(x, = g(x v(x, = g(x u (x. Separation of variables yields: where v(x, t = b n = 2 b n e ( 2 α 2t ( x sin g(x u (x} sin B u(x, t = x + 1 } 6α 2 (2 x 2 + (19.7 (19.8 ( x dx. (19.9 b n e α2 ( 2t ( x sin (19.1 steady transient Note: B lim u(x, t = x x + 1 } 6α 2 (2 x 2. ( Distributed time-dependent heat sources/sinks - eigenfunction expansions Example 19.2 A Bar with a Time-Varying External Heat Source: ( 2πx u t = α 2 u xx + e t sin < x <, t > (19.12 BC: u(, t = ; u(, t = (19.13 IC: u(x, = x. (19.14 Consider the function w(x = x which satisfies the BC as well as the homogeneous version of the PDE.

3 Further Heat Conduction Problems 3 Now let u(x, t = w(x + v(x, t. ( 2πx u t = (w +v t = α 2 (w +v xx + e t sin (19.15 ( 2πx v t = α 2 v xx + e t sin (19.16 u(, t = w( +v(, t = v(, t = (19.17 Now assume that v(x, t = u(, t = w( +v(, t = v(, t = (19.18 x = u(x, = w(x + v(x, = x + v(x, v(x, =. (19.19 ( x ˆv n (t sin. v t = v t α 2 v xx e t sin dˆv ( n x dt (t sin, ( 2πx = 2 v x 2 = ( ˆv n (t 2 ( x } sin. (19.2 dˆvn dt + α2( } ( x 2ˆvn e t δ 2n sin =. (19.21 dˆv n dt + α2( 2ˆvn = e t δ 2n (19.22 d [ e α2 ( 2tˆv ] [ ] α n = e 2 ( 2 1 t δ2n. (19.23 dt [ ] e α2 ( 2tˆv n = e α 2 ( 2 1 t α 2( 2 δ 2n + c n 1 c n arbitrary (19.24 e t δ 2n ˆv n (t = α 2( 2 + e α2 ( 2t c n ( δ 2n v(x, = ˆv n ( = = α 2( 2 + c n ( n 2 c n = 1 n = 2 α 2 ( 2π v(x, t = α 2( 2π 2 e t e α2 ( 2π } ( 2 t 2πx sin ( ( e t e α2 ( 2π 2 t ( 2πx u(x, t = x + v(x, t = x + α ( 2 2π 2 sin. 1

4 4 Example 19.3 A bar with a general external heat source s(x, t u t = α 2 u xx + s(x, t (19.28 BC: u(, t = A u(, t = B (19.29 IC: u(x, = f(x. (19.3 Figure 2. Bar subject to a time dependent heat source distributed along its length with inhomogeneous Dirichlet BC We look for a particular solution: w(x, t by expanding s(x, t as a Sine Series. Note that the sine functions are the eigenfunctions that correspond to the homogeneous form of the BC in ( Thus if we add w(x, t to a solution of (19.28-(19.29 without the source (i.e. with s(x, t = we will not affect the BC. (1 Eigenfunction Expansion: et where If we assume then s(x, t = ŝ n (t = 2 w(x, t = w t = w xx = ( x ŝ n (t sin s(x, t sin ( x ŵ n (t sin ( x ŵ n(t sin ( ŵ n (19.31 ( x dx. (19.32 (19.33 ( ( x sin. (19.35

5 Further Heat Conduction Problems 5 substituting these expansions into w t = α 2 w xx + s(x, t we obtain: ( ŵ n + α 2 2 ( x ŵn ŝ n (t} sin =. (19.36 This is a linear 1st order ODE with integrating factor e α2 w n (t = ŵ n(t = α 2( 2ŵn (t + ŝ n (t. (19.37 ( t 2 t. e α2 ( 2 (t τŝ n (τ dτ + c n e α2 ( 2 t where the c n are arbitrary constants. Since we are only looking for a particular solution we choose c n. w(x, t = t (19.38 ( e α2 ( 2 (t τŝ n (τ dτ x sin. (19.39 (2 Now that we have a particular solution we exploit the fact that the Problem (19.28-(19.29 is linear and use superposition. et u(x, t = w(x, t + v(x, t (19.4 u t = w t +v t = α 2 (w xx +v xx + s (x, t (19.41 v t = α 2 v xx. (19.42 A = u(, t = w(, t + v(, t = v(, t since w(, t = B = u(, t = w(, t + v(, t = v(, t since w(, t =. f(x = u(x, = w(x, + v(x, v(x, = f(x w(x, (19.43 thus v(x, t satisfies: v t = α 2 v xx BC: v(, t = A v(, t = B IC: v(x, = f(x w(x, (19.44 Now the boundary value problem(19.44 was solved in lecture 19 of the notes. where ( B A u(x, t = x + A + b n = 2 e α2 ( 2 t b n + t e α2 ( 2τ ( x ŝ n (τ dx sin (19.45 f(x w(x, [(B A x ]} ( x + A sin dx. (19.46

6 6 Example 19.4 A bar with an external heat source dependent on x and t: S(x, t = xt u t = α 2 u xx + xt u(, t = A u(, t = B u(x, t = f(x et q(x = ( B A x + A and u(x, t = q(x + v(x, t then v t = α 2 v xx + xt v(, t = = v(, t v(x, = f(x q(x. Expanding the source S(x, t in terms of the eigenfunctions of the problem with homogeneous boundary conditions S(x, t = xt = Ŝ n (t sin(λ n x = v t α 2 v xx xt = Ŝ n (t = 2 = 2t Ŝ n (t = 2t xt sin ( x dx ( x xcos ( ( } ( 1 n+1 2 = ( + ( 2 ˆvn + α 2 λ 2 nˆv n Ŝn(t} sin xλ n x? cos ( x ( 1 n+1 t dx ( 2 ˆv n + α 2 λ 2 nˆv n = ( 1 n+1 t (e α2 λ 2 tˆv ( ] t n 2 [te n = ( 1 n+1 α2 λ 2 n t λ 2 α 2 λ 2 eα2 n t n (α 2 λ 2 n 2 + c n ( ] 2 [te = ( 1 n+1 α2 λ 2 n t λ 2 α 2 λ 2 (eα2 n t 1 n α 4 λ 4 + c n n ( [ ] 2 ˆv n (t = ( 1 n t(α 2 λ 2 n + e α2 λ 2 n t 1 (α 2 λ 2 n 2 + c n e α2 λ 2 n t ( ] } 2 [t(α v(x, t = ( 1 n 2 λ 2 n 1 + e α2 λ 2 n t (α 4 λ 4 + c n e α2 λ 2n t sin(λ n x n ( 2 f(x q(x = v(x, = ( 1 n + c n sin(λ n x c n = 2 [ f(x ( B A }] x + A sin(λ n x dx

Method of Separation of Variables

Method of Separation of Variables MODUE 5: HEAT EQUATION 11 ecture 3 Method of Separation of Variables Separation of variables is one of the oldest technique for solving initial-boundary value problems (IBVP) and applies to problems, where

More information

17 Source Problems for Heat and Wave IB- VPs

17 Source Problems for Heat and Wave IB- VPs 17 Source Problems for Heat and Wave IB- VPs We have mostly dealt with homogeneous equations, homogeneous b.c.s in this course so far. Recall that if we have non-homogeneous b.c.s, then we want to first

More information

Lecture 11: Fourier Cosine Series

Lecture 11: Fourier Cosine Series Introductory lecture notes on Partial Differential Equations - c Anthony Peirce Not to be copied, used, or revised without eplicit written permission from the copyright owner ecture : Fourier Cosine Series

More information

Lecture 16: Bessel s Inequality, Parseval s Theorem, Energy convergence

Lecture 16: Bessel s Inequality, Parseval s Theorem, Energy convergence Introductory lecture notes on Partial Differential Equations - c Anthony Peirce. ot to be copied, used, or revised without explicit written permission from the copyright owner. ecture 6: Bessel s Inequality,

More information

6 Non-homogeneous Heat Problems

6 Non-homogeneous Heat Problems 6 Non-homogeneous Heat Problems Up to this point all the problems we have considered for the heat or wave equation we what we call homogeneous problems. This means that for an interval < x < l the problems

More information

Lecture 21: The one dimensional Wave Equation: D Alembert s Solution

Lecture 21: The one dimensional Wave Equation: D Alembert s Solution Introductory lecture notes on Partial Differential Equations - c Anthony Peirce. Not to be copied, used, or revised without explicit written permission from the copyright owner. 1 Lecture 21: The one dimensional

More information

LECTURE 19: SEPARATION OF VARIABLES, HEAT CONDUCTION IN A ROD

LECTURE 19: SEPARATION OF VARIABLES, HEAT CONDUCTION IN A ROD ECTURE 19: SEPARATION OF VARIABES, HEAT CONDUCTION IN A ROD The idea of separation of variables is simple: in order to solve a partial differential equation in u(x, t), we ask, is it possible to find a

More information

Wave Equation With Homogeneous Boundary Conditions

Wave Equation With Homogeneous Boundary Conditions Wave Equation With Homogeneous Boundary Conditions MATH 467 Partial Differential Equations J. Robert Buchanan Department of Mathematics Fall 018 Objectives In this lesson we will learn: how to solve the

More information

Solving the Heat Equation (Sect. 10.5).

Solving the Heat Equation (Sect. 10.5). Solving the Heat Equation Sect. 1.5. Review: The Stationary Heat Equation. The Heat Equation. The Initial-Boundary Value Problem. The separation of variables method. An example of separation of variables.

More information

Lecture 10: Fourier Sine Series

Lecture 10: Fourier Sine Series Introductory lecture notes on Partial Differential Equations - c Anthony Peirce. Not to be copied, used, or revised without eplicit written permission from the copyright owner. ecture : Fourier Sine Series

More information

1 Separation of Variables

1 Separation of Variables Jim ambers ENERGY 281 Spring Quarter 27-8 ecture 2 Notes 1 Separation of Variables In the previous lecture, we learned how to derive a PDE that describes fluid flow. Now, we will learn a number of analytical

More information

PDE and Boundary-Value Problems Winter Term 2014/2015

PDE and Boundary-Value Problems Winter Term 2014/2015 PDE and Boundary-Value Problems Winter Term 2014/2015 Lecture 6 Saarland University 17. November 2014 c Daria Apushkinskaya (UdS) PDE and BVP lecture 6 17. November 2014 1 / 40 Purpose of Lesson To show

More information

Diffusion on the half-line. The Dirichlet problem

Diffusion on the half-line. The Dirichlet problem Diffusion on the half-line The Dirichlet problem Consider the initial boundary value problem (IBVP) on the half line (, ): v t kv xx = v(x, ) = φ(x) v(, t) =. The solution will be obtained by the reflection

More information

Analysis III (BAUG) Assignment 3 Prof. Dr. Alessandro Sisto Due 13th October 2017

Analysis III (BAUG) Assignment 3 Prof. Dr. Alessandro Sisto Due 13th October 2017 Analysis III (BAUG Assignment 3 Prof. Dr. Alessandro Sisto Due 13th October 2017 Question 1 et a 0,..., a n be constants. Consider the function. Show that a 0 = 1 0 φ(xdx. φ(x = a 0 + Since the integral

More information

Boundary-value Problems in Rectangular Coordinates

Boundary-value Problems in Rectangular Coordinates Boundary-value Problems in Rectangular Coordinates 2009 Outline Separation of Variables: Heat Equation on a Slab Separation of Variables: Vibrating String Separation of Variables: Laplace Equation Review

More information

Lecture 4: Frobenius Series about Regular Singular Points

Lecture 4: Frobenius Series about Regular Singular Points Introductory lecture notes on Partial Differential Equations - c Anthony Peirce. Not to be copied, used, or revised without explicit written permission from the copyright owner. 1 Lecture 4: Frobenius

More information

Math 201 Assignment #11

Math 201 Assignment #11 Math 21 Assignment #11 Problem 1 (1.5 2) Find a formal solution to the given initial-boundary value problem. = 2 u x, < x < π, t > 2 u(, t) = u(π, t) =, t > u(x, ) = x 2, < x < π Problem 2 (1.5 5) Find

More information

Midterm Solution

Midterm Solution 18303 Midterm Solution Problem 1: SLP with mixed boundary conditions Consider the following regular) Sturm-Liouville eigenvalue problem consisting in finding scalars λ and functions v : [0, b] R b > 0),

More information

Strauss PDEs 2e: Section Exercise 4 Page 1 of 6

Strauss PDEs 2e: Section Exercise 4 Page 1 of 6 Strauss PDEs 2e: Section 5.3 - Exercise 4 Page of 6 Exercise 4 Consider the problem u t = ku xx for < x < l, with the boundary conditions u(, t) = U, u x (l, t) =, and the initial condition u(x, ) =, where

More information

The Maximum and Minimum Principle

The Maximum and Minimum Principle MODULE 5: HEAT EQUATION 5 Lecture 2 The Maximum and Minimum Principle In this lecture, we shall prove the maximum and minimum properties of the heat equation. These properties can be used to prove uniqueness

More information

Lecture 24: Laplace s Equation

Lecture 24: Laplace s Equation Introductory lecture notes on Prtil Differentil Equtions - c Anthony Peirce. Not to e copied, used, or revised without explicit written permission from the copyright owner. 1 Lecture 24: Lplce s Eqution

More information

Section 12.6: Non-homogeneous Problems

Section 12.6: Non-homogeneous Problems Section 12.6: Non-homogeneous Problems 1 Introduction Up to this point all the problems we have considered are we what we call homogeneous problems. This means that for an interval < x < l the problems

More information

The One-Dimensional Heat Equation

The One-Dimensional Heat Equation The One-Dimensional Heat Equation R. C. Trinity University Partial Differential Equations February 24, 2015 Introduction The heat equation Goal: Model heat (thermal energy) flow in a one-dimensional object

More information

MATH 425, HOMEWORK 5, SOLUTIONS

MATH 425, HOMEWORK 5, SOLUTIONS MATH 425, HOMEWORK 5, SOLUTIONS Exercise (Uniqueness for the heat equation on R) Suppose that the functions u, u 2 : R x R t R solve: t u k 2 xu = 0, x R, t > 0 u (x, 0) = φ(x), x R and t u 2 k 2 xu 2

More information

Final: Solutions Math 118A, Fall 2013

Final: Solutions Math 118A, Fall 2013 Final: Solutions Math 118A, Fall 2013 1. [20 pts] For each of the following PDEs for u(x, y), give their order and say if they are nonlinear or linear. If they are linear, say if they are homogeneous or

More information

MA Chapter 10 practice

MA Chapter 10 practice MA 33 Chapter 1 practice NAME INSTRUCTOR 1. Instructor s names: Chen. Course number: MA33. 3. TEST/QUIZ NUMBER is: 1 if this sheet is yellow if this sheet is blue 3 if this sheet is white 4. Sign the scantron

More information

PDEs, Homework #3 Solutions. 1. Use Hölder s inequality to show that the solution of the heat equation

PDEs, Homework #3 Solutions. 1. Use Hölder s inequality to show that the solution of the heat equation PDEs, Homework #3 Solutions. Use Hölder s inequality to show that the solution of the heat equation u t = ku xx, u(x, = φ(x (HE goes to zero as t, if φ is continuous and bounded with φ L p for some p.

More information

9 More on the 1D Heat Equation

9 More on the 1D Heat Equation 9 More on the D Heat Equation 9. Heat equation on the line with sources: Duhamel s principle Theorem: Consider the Cauchy problem = D 2 u + F (x, t), on x t x 2 u(x, ) = f(x) for x < () where f

More information

MATH 251 Final Examination August 14, 2015 FORM A. Name: Student Number: Section:

MATH 251 Final Examination August 14, 2015 FORM A. Name: Student Number: Section: MATH 251 Final Examination August 14, 2015 FORM A Name: Student Number: Section: This exam has 11 questions for a total of 150 points. Show all your work! In order to obtain full credit for partial credit

More information

MA 201: Partial Differential Equations Lecture - 11

MA 201: Partial Differential Equations Lecture - 11 MA 201: Partia Differentia Equations Lecture - 11 Heat Equation Heat conduction in a thin rod The IBVP under consideration consists of: The governing equation: u t = αu xx, (1) where α is the therma diffusivity.

More information

Mathematical Methods - Lecture 9

Mathematical Methods - Lecture 9 Mathematical Methods - Lecture 9 Yuliya Tarabalka Inria Sophia-Antipolis Méditerranée, Titane team, http://www-sop.inria.fr/members/yuliya.tarabalka/ Tel.: +33 (0)4 92 38 77 09 email: yuliya.tarabalka@inria.fr

More information

Math 251 December 14, 2005 Answer Key to Final Exam. 1 18pt 2 16pt 3 12pt 4 14pt 5 12pt 6 14pt 7 14pt 8 16pt 9 20pt 10 14pt Total 150pt

Math 251 December 14, 2005 Answer Key to Final Exam. 1 18pt 2 16pt 3 12pt 4 14pt 5 12pt 6 14pt 7 14pt 8 16pt 9 20pt 10 14pt Total 150pt Name Section Math 51 December 14, 5 Answer Key to Final Exam There are 1 questions on this exam. Many of them have multiple parts. The point value of each question is indicated either at the beginning

More information

Strauss PDEs 2e: Section Exercise 2 Page 1 of 6. Solve the completely inhomogeneous diffusion problem on the half-line

Strauss PDEs 2e: Section Exercise 2 Page 1 of 6. Solve the completely inhomogeneous diffusion problem on the half-line Strauss PDEs 2e: Section 3.3 - Exercise 2 Page of 6 Exercise 2 Solve the completely inhomogeneous diffusion problem on the half-line v t kv xx = f(x, t) for < x

More information

MA 201: Method of Separation of Variables Finite Vibrating String Problem Lecture - 11 MA201(2016): PDE

MA 201: Method of Separation of Variables Finite Vibrating String Problem Lecture - 11 MA201(2016): PDE MA 201: Method of Separation of Variables Finite Vibrating String Problem ecture - 11 IBVP for Vibrating string with no external forces We consider the problem in a computational domain (x,t) [0,] [0,

More information

Problem set 3: Solutions Math 207B, Winter Suppose that u(x) is a non-zero solution of the eigenvalue problem. (u ) 2 dx, u 2 dx.

Problem set 3: Solutions Math 207B, Winter Suppose that u(x) is a non-zero solution of the eigenvalue problem. (u ) 2 dx, u 2 dx. Problem set 3: Solutions Math 27B, Winter 216 1. Suppose that u(x) is a non-zero solution of the eigenvalue problem u = λu < x < 1, u() =, u(1) =. Show that λ = (u ) 2 dx u2 dx. Deduce that every eigenvalue

More information

Lecture 1: Review of methods to solve Ordinary Differential Equations

Lecture 1: Review of methods to solve Ordinary Differential Equations Introductory lecture notes on Partial Differential Equations - c Anthony Peirce Not to be copied, used, or revised without explicit written permission from the copyright owner 1 Lecture 1: Review of methods

More information

where u 0 is given. In all our applications it is possible to subtract a known function v(x, t) from u(x, t) so that w(x, t) = u(x, t) v(x, t)

where u 0 is given. In all our applications it is possible to subtract a known function v(x, t) from u(x, t) so that w(x, t) = u(x, t) v(x, t) CHAPTER PDE Partial Differential Equations in Two Independent Variables D. An Overview Drawing on the Sturm-Liouville eigenvalue theory and the approximation of functions we are now ready to develop the

More information

Chapter 10: Partial Differential Equations

Chapter 10: Partial Differential Equations 1.1: Introduction Chapter 1: Partial Differential Equations Definition: A differential equations whose dependent variable varies with respect to more than one independent variable is called a partial differential

More information

A proof for the full Fourier series on [ π, π] is given here.

A proof for the full Fourier series on [ π, π] is given here. niform convergence of Fourier series A smooth function on an interval [a, b] may be represented by a full, sine, or cosine Fourier series, and pointwise convergence can be achieved, except possibly at

More information

x x2 2 B A ) v(0, t) = 0 and v(l, t) = 0. L 2. This is a familiar heat equation initial/boundary-value problem and has solution

x x2 2 B A ) v(0, t) = 0 and v(l, t) = 0. L 2. This is a familiar heat equation initial/boundary-value problem and has solution Hints to homewok 7 8.2.d. The poblem is u t ku xx + k ux fx u t A u t B. It has a souce tem and inhomogeneous bounday conditions but none of them depend on t. So as in example 3 of the notes we should

More information

MATH 251 Final Examination August 10, 2011 FORM A. Name: Student Number: Section:

MATH 251 Final Examination August 10, 2011 FORM A. Name: Student Number: Section: MATH 251 Final Examination August 10, 2011 FORM A Name: Student Number: Section: This exam has 10 questions for a total of 150 points. In order to obtain full credit for partial credit problems, all work

More information

In this lecture we shall learn how to solve the inhomogeneous heat equation. u t α 2 u xx = h(x, t)

In this lecture we shall learn how to solve the inhomogeneous heat equation. u t α 2 u xx = h(x, t) MODULE 5: HEAT EQUATION 2 Lecture 5 Time-Dependent BC In this lecture we shall learn how to solve the inhomogeneous heat equation u t α 2 u xx = h(x, t) with time-dependent BC. To begin with, let us consider

More information

v(x, 0) = g(x) where g(x) = f(x) U(x). The solution is where b n = 2 g(x) sin(nπx) dx. (c) As t, we have v(x, t) 0 and u(x, t) U(x).

v(x, 0) = g(x) where g(x) = f(x) U(x). The solution is where b n = 2 g(x) sin(nπx) dx. (c) As t, we have v(x, t) 0 and u(x, t) U(x). Problem set 4: Solutions Math 27B, Winter216 1. The following nonhomogeneous IBVP describes heat flow in a rod whose ends are held at temperatures u, u 1 : u t = u xx < x < 1, t > u(, t) = u, u(1, t) =

More information

Heat Equation, Wave Equation, Properties, External Forcing

Heat Equation, Wave Equation, Properties, External Forcing MATH348-Advanced Engineering Mathematics Homework Solutions: PDE Part II Heat Equation, Wave Equation, Properties, External Forcing Text: Chapter 1.3-1.5 ecture Notes : 14 and 15 ecture Slides: 6 Quote

More information

Solving Nonhomogeneous PDEs (Eigenfunction Expansions)

Solving Nonhomogeneous PDEs (Eigenfunction Expansions) Chapter 12 Solving Nonhomogeneous PDEs (Eigenfunction Expansions) 12.1 Goal We know how to solve diffusion problems for which both the PDE and the s are homogeneous using the separation of variables method.

More information

Review Sol. of More Long Answer Questions

Review Sol. of More Long Answer Questions Review Sol. of More Long Answer Questions 1. Solve the integro-differential equation t y (t) e t v y(v)dv = t; y()=. (1) Solution. The key is to recognize the convolution: t e t v y(v) dv = e t y. () Now

More information

13 PDEs on spatially bounded domains: initial boundary value problems (IBVPs)

13 PDEs on spatially bounded domains: initial boundary value problems (IBVPs) 13 PDEs on spatially bounded domains: initial boundary value problems (IBVPs) A prototypical problem we will discuss in detail is the 1D diffusion equation u t = Du xx < x < l, t > finite-length rod u(x,

More information

ENGI 9420 Lecture Notes 8 - PDEs Page 8.01

ENGI 9420 Lecture Notes 8 - PDEs Page 8.01 ENGI 940 ecture Notes 8 - PDEs Page 8.0 8. Partial Differential Equations Partial differential equations (PDEs) are equations involving functions of more than one variable and their partial derivatives

More information

Homework #3 Solutions

Homework #3 Solutions Homework #3 Solutions Math 82, Spring 204 Instructor: Dr. Doreen De eon Exercises 2.2: 2, 3 2. Write down the heat equation (homogeneous) which corresponds to the given data. (Throughout, heat is measured

More information

Partial Differential Equations Separation of Variables. 1 Partial Differential Equations and Operators

Partial Differential Equations Separation of Variables. 1 Partial Differential Equations and Operators PDE-SEP-HEAT-1 Partial Differential Equations Separation of Variables 1 Partial Differential Equations and Operators et C = C(R 2 ) be the collection of infinitely differentiable functions from the plane

More information

Lecture 6: Introduction to Partial Differential Equations

Lecture 6: Introduction to Partial Differential Equations Introductory lecture notes on Partial Differential Equations - c Anthony Peirce. Not to be copied, used, or revised without explicit written permission from the copyright owner. 1 Lecture 6: Introduction

More information

2.4 Eigenvalue problems

2.4 Eigenvalue problems 2.4 Eigenvalue problems Associated with the boundary problem (2.1) (Poisson eq.), we call λ an eigenvalue if Lu = λu (2.36) for a nonzero function u C 2 0 ((0, 1)). Recall Lu = u. Then u is called an eigenfunction.

More information

MATH 251 Final Examination December 16, 2015 FORM A. Name: Student Number: Section:

MATH 251 Final Examination December 16, 2015 FORM A. Name: Student Number: Section: MATH 5 Final Examination December 6, 5 FORM A Name: Student Number: Section: This exam has 7 questions for a total of 5 points. In order to obtain full credit for partial credit problems, all work must

More information

MATH-UA 263 Partial Differential Equations Recitation Summary

MATH-UA 263 Partial Differential Equations Recitation Summary MATH-UA 263 Partial Differential Equations Recitation Summary Yuanxun (Bill) Bao Office Hour: Wednesday 2-4pm, WWH 1003 Email: yxb201@nyu.edu 1 February 2, 2018 Topics: verifying solution to a PDE, dispersion

More information

ENGI 9420 Lecture Notes 8 - PDEs Page 8.01

ENGI 9420 Lecture Notes 8 - PDEs Page 8.01 ENGI 940 Lecture Notes 8 - PDEs Page 8.01 8. Partial Differential Equations Partial differential equations (PDEs) are equations involving functions of more than one variable and their partial derivatives

More information

Numerics and Control of PDEs Lecture 7. IFCAM IISc Bangalore. Feedback stabilization of a 1D nonlinear model

Numerics and Control of PDEs Lecture 7. IFCAM IISc Bangalore. Feedback stabilization of a 1D nonlinear model 1/3 Numerics and Control of PDEs Lecture 7 IFCAM IISc Bangalore July August, 13 Feedback stabilization of a 1D nonlinear model Mythily R., Praveen C., Jean-Pierre R. /3 Plan of lecture 7 1. The nonlinear

More information

Differential equations, comprehensive exam topics and sample questions

Differential equations, comprehensive exam topics and sample questions Differential equations, comprehensive exam topics and sample questions Topics covered ODE s: Chapters -5, 7, from Elementary Differential Equations by Edwards and Penney, 6th edition.. Exact solutions

More information

Review For the Final: Problem 1 Find the general solutions of the following DEs. a) x 2 y xy y 2 = 0 solution: = 0 : homogeneous equation.

Review For the Final: Problem 1 Find the general solutions of the following DEs. a) x 2 y xy y 2 = 0 solution: = 0 : homogeneous equation. Review For the Final: Problem 1 Find the general solutions of the following DEs. a) x 2 y xy y 2 = 0 solution: y y x y2 = 0 : homogeneous equation. x2 v = y dy, y = vx, and x v + x dv dx = v + v2. dx =

More information

MATH 220: Problem Set 3 Solutions

MATH 220: Problem Set 3 Solutions MATH 220: Problem Set 3 Solutions Problem 1. Let ψ C() be given by: 0, x < 1, 1 + x, 1 < x < 0, ψ(x) = 1 x, 0 < x < 1, 0, x > 1, so that it verifies ψ 0, ψ(x) = 0 if x 1 and ψ(x)dx = 1. Consider (ψ j )

More information

g(t) = f(x 1 (t),..., x n (t)).

g(t) = f(x 1 (t),..., x n (t)). Reading: [Simon] p. 313-333, 833-836. 0.1 The Chain Rule Partial derivatives describe how a function changes in directions parallel to the coordinate axes. Now we shall demonstrate how the partial derivatives

More information

Partial Differential Equations Summary

Partial Differential Equations Summary Partial Differential Equations Summary 1. The heat equation Many physical processes are governed by partial differential equations. temperature of a rod. In this chapter, we will examine exactly that.

More information

Solving First Order PDEs

Solving First Order PDEs Solving Ryan C. Trinity University Partial Differential Equations Lecture 2 Solving the transport equation Goal: Determine every function u(x, t) that solves u t +v u x = 0, where v is a fixed constant.

More information

Partial Differential Equations for Engineering Math 312, Fall 2012

Partial Differential Equations for Engineering Math 312, Fall 2012 Partial Differential Equations for Engineering Math 312, Fall 2012 Jens Lorenz July 17, 2012 Contents Department of Mathematics and Statistics, UNM, Albuquerque, NM 87131 1 Second Order ODEs with Constant

More information

1 Wave Equation on Finite Interval

1 Wave Equation on Finite Interval 1 Wave Equation on Finite Interval 1.1 Wave Equation Dirichlet Boundary Conditions u tt (x, t) = c u xx (x, t), < x < l, t > (1.1) u(, t) =, u(l, t) = u(x, ) = f(x) u t (x, ) = g(x) First we present the

More information

Lecture 6 Quantum Mechanical Systems and Measurements

Lecture 6 Quantum Mechanical Systems and Measurements Lecture 6 Quantum Mechanical Systems and Measurements Today s Program: 1. Simple Harmonic Oscillator (SHO). Principle of spectral decomposition. 3. Predicting the results of measurements, fourth postulate

More information

MA 201, Mathematics III, July-November 2016, Partial Differential Equations: 1D wave equation (contd.) and 1D heat conduction equation

MA 201, Mathematics III, July-November 2016, Partial Differential Equations: 1D wave equation (contd.) and 1D heat conduction equation MA 201, Mathematics III, July-November 2016, Partial Differential Equations: 1D wave equation (contd.) and 1D heat conduction equation Lecture 12 Lecture 12 MA 201, PDE (2016) 1 / 24 Formal Solution of

More information

Solving First Order PDEs

Solving First Order PDEs Solving Ryan C. Trinity University Partial Differential Equations January 21, 2014 Solving the transport equation Goal: Determine every function u(x, t) that solves u t +v u x = 0, where v is a fixed constant.

More information

Partial Differential Equations

Partial Differential Equations Partial Differential Equations Partial differential equations (PDEs) are equations involving functions of more than one variable and their partial derivatives with respect to those variables. Most (but

More information

Lecture6. Partial Differential Equations

Lecture6. Partial Differential Equations EP219 ecture notes - prepared by- Assoc. Prof. Dr. Eser OĞAR 2012-Spring ecture6. Partial Differential Equations 6.1 Review of Differential Equation We have studied the theoretical aspects of the solution

More information

MATH 425, HOMEWORK 3 SOLUTIONS

MATH 425, HOMEWORK 3 SOLUTIONS MATH 425, HOMEWORK 3 SOLUTIONS Exercise. (The differentiation property of the heat equation In this exercise, we will use the fact that the derivative of a solution to the heat equation again solves the

More information

DUHAMEL S PRINCIPLE FOR THE WAVE EQUATION HEAT EQUATION WITH EXPONENTIAL GROWTH or DECAY COOLING OF A SPHERE DIFFUSION IN A DISK SUMMARY of PDEs

DUHAMEL S PRINCIPLE FOR THE WAVE EQUATION HEAT EQUATION WITH EXPONENTIAL GROWTH or DECAY COOLING OF A SPHERE DIFFUSION IN A DISK SUMMARY of PDEs DUHAMEL S PRINCIPLE FOR THE WAVE EQUATION HEAT EQUATION WITH EXPONENTIAL GROWTH or DECAY COOLING OF A SPHERE DIFFUSION IN A DISK SUMMARY of PDEs MATH 4354 Fall 2005 December 5, 2005 1 Duhamel s Principle

More information

Welcome to Math 257/316 - Partial Differential Equations

Welcome to Math 257/316 - Partial Differential Equations Welcome to Math 257/316 - Partial Differential Equations Instructor: Mona Rahmani email: mrahmani@math.ubc.ca Office: Mathematics Building 110 Office hours: Mondays 2-3 pm, Wednesdays and Fridays 1-2 pm.

More information

Partial differential equation for temperature u(x, t) in a heat conducting insulated rod along the x-axis is given by the Heat equation:

Partial differential equation for temperature u(x, t) in a heat conducting insulated rod along the x-axis is given by the Heat equation: Chapter 7 Heat Equation Partial differential equation for temperature u(x, t) in a heat conducting insulated rod along the x-axis is given by the Heat equation: u t = ku x x, x, t > (7.1) Here k is a constant

More information

Separation of variables

Separation of variables Separation of variables Idea: Transform a PDE of 2 variables into a pair of ODEs Example : Find the general solution of u x u y = 0 Step. Assume that u(x,y) = G(x)H(y), i.e., u can be written as the product

More information

Math 251 December 14, 2005 Final Exam. 1 18pt 2 16pt 3 12pt 4 14pt 5 12pt 6 14pt 7 14pt 8 16pt 9 20pt 10 14pt Total 150pt

Math 251 December 14, 2005 Final Exam. 1 18pt 2 16pt 3 12pt 4 14pt 5 12pt 6 14pt 7 14pt 8 16pt 9 20pt 10 14pt Total 150pt Math 251 December 14, 2005 Final Exam Name Section There are 10 questions on this exam. Many of them have multiple parts. The point value of each question is indicated either at the beginning of each question

More information

Solving Nonhomogeneous PDEs (Eigenfunction Expansions)

Solving Nonhomogeneous PDEs (Eigenfunction Expansions) Chapter 1 Solving Nonhomogeneous PDEs (Eigenfunction Expansions) 1.1 Goal We know how to solve diffusion problems for which both the PDE and the s are homogeneous using the separation of variables method.

More information

Physics 250 Green s functions for ordinary differential equations

Physics 250 Green s functions for ordinary differential equations Physics 25 Green s functions for ordinary differential equations Peter Young November 25, 27 Homogeneous Equations We have already discussed second order linear homogeneous differential equations, which

More information

Math Ordinary Differential Equations

Math Ordinary Differential Equations Math 411 - Ordinary Differential Equations Review Notes - 1 1 - Basic Theory A first order ordinary differential equation has the form x = f(t, x) (11) Here x = dx/dt Given an initial data x(t 0 ) = x

More information

The second-order 1D wave equation

The second-order 1D wave equation C The second-order D wave equation C. Homogeneous wave equation with constant speed The simplest form of the second-order wave equation is given by: x 2 = Like the first-order wave equation, it responds

More information

Mathematical Methods and its Applications (Solution of assignment-12) Solution 1 From the definition of Fourier transforms, we have.

Mathematical Methods and its Applications (Solution of assignment-12) Solution 1 From the definition of Fourier transforms, we have. For 2 weeks course only Mathematical Methods and its Applications (Solution of assignment-2 Solution From the definition of Fourier transforms, we have F e at2 e at2 e it dt e at2 +(it/a dt ( setting (

More information

Math Assignment 14

Math Assignment 14 Math 2280 - Assignment 14 Dylan Zwick Spring 2014 Section 9.5-1, 3, 5, 7, 9 Section 9.6-1, 3, 5, 7, 14 Section 9.7-1, 2, 3, 4 1 Section 9.5 - Heat Conduction and Separation of Variables 9.5.1 - Solve the

More information

PH.D. PRELIMINARY EXAMINATION MATHEMATICS

PH.D. PRELIMINARY EXAMINATION MATHEMATICS UNIVERSITY OF CALIFORNIA, BERKELEY SPRING SEMESTER 207 Dept. of Civil and Environmental Engineering Structural Engineering, Mechanics and Materials NAME PH.D. PRELIMINARY EXAMINATION MATHEMATICS Problem

More information

Math 4263 Homework Set 1

Math 4263 Homework Set 1 Homework Set 1 1. Solve the following PDE/BVP 2. Solve the following PDE/BVP 2u t + 3u x = 0 u (x, 0) = sin (x) u x + e x u y = 0 u (0, y) = y 2 3. (a) Find the curves γ : t (x (t), y (t)) such that that

More information

3 2 6 Solve the initial value problem u ( t) 3. a- If A has eigenvalues λ =, λ = 1 and corresponding eigenvectors 1

3 2 6 Solve the initial value problem u ( t) 3. a- If A has eigenvalues λ =, λ = 1 and corresponding eigenvectors 1 Math Problem a- If A has eigenvalues λ =, λ = 1 and corresponding eigenvectors 1 3 6 Solve the initial value problem u ( t) = Au( t) with u (0) =. 3 1 u 1 =, u 1 3 = b- True or false and why 1. if A is

More information

TMA4120, Matematikk 4K, Fall Date Section Topic HW Textbook problems Suppl. Answers. Sept 12 Aug 31/

TMA4120, Matematikk 4K, Fall Date Section Topic HW Textbook problems Suppl. Answers. Sept 12 Aug 31/ TMA420, Matematikk 4K, Fall 206 LECTURE SCHEDULE AND ASSIGNMENTS Date Section Topic HW Textbook problems Suppl Answers Aug 22 6 Laplace transform 6:,7,2,2,22,23,25,26,4 A Sept 5 Aug 24/25 62-3 ODE, Heaviside

More information

MATH 251 Final Examination May 4, 2015 FORM A. Name: Student Number: Section:

MATH 251 Final Examination May 4, 2015 FORM A. Name: Student Number: Section: MATH 251 Final Examination May 4, 2015 FORM A Name: Student Number: Section: This exam has 16 questions for a total of 150 points. In order to obtain full credit for partial credit problems, all work must

More information

Module 7: The Laplace Equation

Module 7: The Laplace Equation Module 7: The Laplace Equation In this module, we shall study one of the most important partial differential equations in physics known as the Laplace equation 2 u = 0 in Ω R n, (1) where 2 u := n i=1

More information

Elements of linear algebra

Elements of linear algebra Elements of linear algebra Elements of linear algebra A vector space S is a set (numbers, vectors, functions) which has addition and scalar multiplication defined, so that the linear combination c 1 v

More information

Second Order ODE's (2A) Young Won Lim 5/5/15

Second Order ODE's (2A) Young Won Lim 5/5/15 Second Order ODE's (2A) Copyright (c) 2011-2015 Young W. Lim. Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.2 or

More information

MATH FALL 2014 HOMEWORK 10 SOLUTIONS

MATH FALL 2014 HOMEWORK 10 SOLUTIONS Problem 1. MATH 241-2 FA 214 HOMEWORK 1 SOUTIONS Note that u E (x) 1 ( x) is an equilibrium distribution for the homogeneous pde that satisfies the given boundary conditions. We therefore want to find

More information

Analytical Solutions of Excited Vibrations of a Beam with Application of Distribution

Analytical Solutions of Excited Vibrations of a Beam with Application of Distribution Vol. 3 (3) ACTA PHYSICA POLONICA A No. 6 Acoustic and Biomedical Engineering Analytical Solutions of Excited Vibrations of a Beam with Application of Distribution M.S. Kozie«Institute of Applied Mechanics,

More information

Introduction to the Wave Equation

Introduction to the Wave Equation Introduction to the Ryan C. Trinity University Partial Differential Equations ecture 4 Modeling the Motion of an Ideal Elastic String Idealizing Assumptions: The only force acting on the string is (constant

More information

Find the Fourier series of the odd-periodic extension of the function f (x) = 1 for x ( 1, 0). Solution: The Fourier series is.

Find the Fourier series of the odd-periodic extension of the function f (x) = 1 for x ( 1, 0). Solution: The Fourier series is. Review for Final Exam. Monday /09, :45-:45pm in CC-403. Exam is cumulative, -4 problems. 5 grading attempts per problem. Problems similar to homeworks. Integration and LT tables provided. No notes, no

More information

2.20 Fall 2018 Math Review

2.20 Fall 2018 Math Review 2.20 Fall 2018 Math Review September 10, 2018 These notes are to help you through the math used in this class. This is just a refresher, so if you never learned one of these topics you should look more

More information

MATH 819 FALL We considered solutions of this equation on the domain Ū, where

MATH 819 FALL We considered solutions of this equation on the domain Ū, where MATH 89 FALL. The D linear wave equation weak solutions We have considered the initial value problem for the wave equation in one space dimension: (a) (b) (c) u tt u xx = f(x, t) u(x, ) = g(x), u t (x,

More information

Homework 6 Math 309 Spring 2016

Homework 6 Math 309 Spring 2016 Homework 6 Math 309 Spring 2016 Due May 18th Name: Solution: KEY: Do not distribute! Directions: No late homework will be accepted. The homework can be turned in during class or in the math lounge in Pedelford

More information

McGill University April 20, Advanced Calculus for Engineers

McGill University April 20, Advanced Calculus for Engineers McGill University April 0, 016 Faculty of Science Final examination Advanced Calculus for Engineers Math 64 April 0, 016 Time: PM-5PM Examiner: Prof. R. Choksi Associate Examiner: Prof. A. Hundemer Student

More information

Lecture 24. Scott Pauls 5/21/07

Lecture 24. Scott Pauls 5/21/07 Lecture 24 Department of Mathematics Dartmouth College 5/21/07 Material from last class The heat equation α 2 u xx = u t with conditions u(x, 0) = f (x), u(0, t) = u(l, t) = 0. 1. Separate variables to

More information

Eigenvalue Problem. 1 The First (Dirichlet) Eigenvalue Problem

Eigenvalue Problem. 1 The First (Dirichlet) Eigenvalue Problem Eigenvalue Problem A. Salih Department of Aerospace Engineering Indian Institute of Space Science and Technology, Thiruvananthapuram July 06 The method of separation variables for solving the heat equation

More information

d Wave Equation. Rectangular membrane.

d Wave Equation. Rectangular membrane. 1 ecture1 1.1 2-d Wave Equation. Rectangular membrane. The first problem is for the wave equation on a rectangular domain. You can interpret this as a problem for determining the displacement of a flexible

More information