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    Partial Differential EquationsHeat Equation

    Wave Equation

    Laplace Equation

    Dr. Ahmed Sayed AbdelSamea

    Giza, Egypt, Fall 2015

    [email protected]

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    Introduction

    Linearity 

    • A linear operator  satisfies (for any two functions  and ):( + ) () + () 

    where  and  are arbitrary constants.• Any linear combination of linear operators is a linear operator.

    • A linear equation for  is given in the form , where  isknown.

    Example:   ,   and  are linear operators.Notes:  For Linear PDEs, the dependent variable and its partial

    derivatives appear only to the first power.

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    Introduction

    Homogeneity

    For , if   , it becomes  and it is called linearhomogenous equation.

    Example: 

     is a linear homogenous PDE.

    Superposition Principle 

    If , , … ,  are solutions to a linear homogenous PDE, then

    + + ⋯ + =

     

    where , , , … ,  are arbitrary constants, is also a solution.

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    The Heat Equation

    Derivation of the Heat Equation includes:

    • Thermal energy density.

    • Conservation of heat energy.

    • Heat flux and heat sources.

    •   Fourier’s law of heat conduction.

    •   Fick’s law of diffusion.

    Consider the model of heat flow through a thin insulated wirewhose ends  are kept at fixed  temperature and its initial 

    temperature distribution is given.

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    The Heat Equation

    The Heat Equation (Initial-Boundary Value Problem):

    +

    (,) , < < , >  

    ICs:

    , , < <  

    BCs: , , ,    

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    The Heat Equation

    ,  is the temperature at a point

     and a time

     of a thin wire

    of length ,•  is the thermal diffusivity (/).•

     is the thermal conductivity.

    •  is the specific heat capacity.•  is the mass density of the wire material.•

    (,) is the internal heat source within material.•    is the initial temperature distribution along the wire.•  and  are the temperatures at  and  respectively.

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    The Heat Equation

    Initial Conditions

    , , < <  

    where    is the temperature at each point along the wire at theinitial time.

    Boundary Conditions

    • Dirichlet Conditions: (Fixed BCs) , , , .• Neumann Conditions: (Insulated BCs) , , .•

    Robin Conditions: (Poorly Insulated BCs) , , , >   , , , >  

    where  is the outside temperature.

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    Heat Equation with Fixed BCs

    Consider the heat equation without source of heat (linear

    homogenous PDE with linear homogenous BCs):

    , < < , >  

    ICs: , , < <  BCs: , , >

     

    (Dirichlet BC) 

    Using Separation of Variables method, let , ():

    ()()  ′′

    () () , ICs: , (), < <

     

    BCs:   , >  

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    Heat Equation with Fixed BCs

    → ′

    +

    → −

      

     ′′ +   ,   Sturm-Liouville problem)→:   , ( > ) 

    :

    , , , , … Then −(

    → , −(

    )

     

    , −( )

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    Separation of Variables, Eigenvalues and Eigenfunctions 

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    Heat Equation with Fixed BCs

    Example Find the solution to the heat flow problem:

      , < < , >   , , ; > ,

    , , < < . 

    Solution By comparison, we get , then

    , −( )

    → , ∞

    =

     

    →  ,   

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    Heat Equation with Fixed BCs

    Solution By comparison, we get , then

    , −( )

    =

     

    → , ∞=

     

    →  ,   

    , −()

    + −()

     → , − − . 

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    Heat Equation with Fixed BCs

    Example Find the solution to the heat flow problem:

      , < < , >   , , > ,

    , , < < . 

    Solution 

    , −( )

    =

     

    The Fourier sine series for  ,  → ,

    =  cos  

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    Heat Equation with Fixed BCs

    Solution 

      cos /

     

    → , sin + sin + sin + ⋯ , −(

    )

    =

     

    , − \ sin +

    − \

    sin + ⋯  

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    Heat Equation with Fixed BCs

     

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    Heat Equation with Fixed BCs

    Example Find the solution to the heat flow problem:

      , < < , >   , , > ,

    , ≤ ≤ /

    / ≤ ≤  

    Solution By comparison, we get   ,The Fourier sine series for  ,  

    , ∞

    = , sin( ) → , sin

    sin+

    sin⋯  

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    Heat Equation with Fixed BCs

    Solution By comparison, we get   , then

    , −( )

    =

     

    → , − ∞=

     

    ,

    sin

    sin+

    sin⋯ 

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    Heat Equation with Fixed BCs

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    Heat Equation with Insulated BCs

    Consider the heat equation without source of heat (linear

    homogenous PDE with linear homogenous BCs):

    , < < , >  

    ICs: , , < <  BCs: , , >  (Neumann BC) Using Separation of Variables method, let , () :

    ()()  ′′

    () () , ICs: , (), < <

     

    BCs:   , >  

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    Heat Equation with Insulated BCs

    → ′

    +

    → −

       ′′ +   ,   Sturm-Liouville Prob.)→:  , ( ≥ ) 

    : , , , , , … Then −(

    → , −( )

     

    , + −( )

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    Heat Equation for thin circular wire

    Consider the heat equation for thin circular wire with lateral

    insulated side (assume the length is and is the arc length):

    , < < , >  

    ICs: , , < <  BCs: , , >

     

    , ,  The solution can be given by:

    , + −( )

    =+ −(

    )  

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    The Wave Equation

    The Wave Equation (Initial-Boundary Value Problem):

    , < < , >  ICs: , , , () ≤ ≤  BCs: , , , >  

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    The Wave Equation

    ,  the displacement (deflection) of a string or a wire that is

    stretched between two fixed points (Violin, guitar, cello,…) . 

    •  is a positive constant and depends on the linear density  andthe tension of the string

     (

    /).

    • The BCs: , , ,  reflect the fact that the stringis fixed at  and .

    • The ICs represents the initial displacement ,   andthe initial velocity , () of the string.

    Note that  and .

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    Separation of Variables for the Wave Equation

    Using Separation of Variables method, let

    , ():

    ′′()()

     ′′() () , 

    → ′′

    +

      ′′

    +

     ′′ +   ,   Sturm-Liouville problem)

         

    , , , , … 

    ′′ +   +

     

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    Separation of Variables for the Wave Equation

    → ,   +  The formal solution of the Wave Equation is given by:

    ,

    +

    where

      ()sin

    , :   ,  

    ()sin

    , : , . 

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    Separation of Variables for the Wave Equation

    Notes

    • The solutions are periodic in time with frequency  arecalled standing waves or normal modes.

    • All of these frequencies are integer multiple of the fundamental frequency  and for >  are called harmonics. Thelarger the frequency, the higher the pitch of the sound produced.

    • The blend of fundamental frequency with higher harmonics 

    gives the pleasing sound of the vibrating string.

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    Separation of Variables for the Wave Equation

    Standing waves

    • The  normal mode (harmonic) composed of the product: 

    +

     

    +  where +   and tan−(/) . These arestanding wave travels with time-varying amplitude.

    • The points in (,) for which / , correspond topoints on a standing wave where there is no motion are called

    nodes.

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    Separation of Variables for the Wave Equation

    Standing waves

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    Separation of Variables for the Wave Equation

    Traveling Waves

    Every standing wave can be decomposed into two traveling waves.

    For example, if we consider the term:

    cos

    () 

    cos

    (+) 

     

    This is called D’Alembert’s  solution and can be reached by

    substituting

    +   and

      into the wave equation

    ( , ) (,).The D’Alembert’s solution can be written as

    , + + ( ) 

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    Separation of Variables for the Wave Equation

    Example

    Suppose that the string is stretched and fixed at  and .the string is plucked in the middle which means that its shape is

    described by   ≤ ≤ /

    / ≤ ≤  . At  the string is

    released with initial velocity . Find the displacement ofthe spring ,  assuming that . /. Solution 

    By comparison, we get .   , then ,  

    +

    →  

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    Separation of Variables for the Wave Equation

    Solution 

      ()sin

     

    sin /

    + ( ) sin

    / sin( ) 

    , . ∞

    =

     

    sin . sin . +

    sin . + ⋯