AMS 212A:

Partial Differential Equations

Instructor: Pascale Garaud

Course information

  Everything you need to know about the course can be

found on the course web-site:

http://www.cse.ucsc.edu/classes/ams212a/Winter11/index.html
Course information

  This class will teach you to:

  Understand the nature of PDEs, and the expected behavior of
the solutions, simply by inspection.
  Solve certain classes of PDEs analytically using a range of
different techniques.
  Improve your mathematical modeling skills, from the creation
of a model to the critical analysis of the solutions.

  This class do not cover numerical solutions of PDEs (see

AMS213)
  This class is an applied class and does not address finer
details of existence of solutions (see MATH classes).
Examples of PDEs.

1. The wave equation

 Waves/oscillations
  The wave equation:

"2 f 2 2
2
= c # f
"t Wave speed square
  Examples:
  Displacement waves of a string under tension (e.g. guitar string)

! " 2h 2 " 2
h
2
=c
"t "x 2
h(x,t)
Rest position
x
!
!
Waves/oscillations
  Note that different behaviors are possible:
  standing waves (oscillations) with different possible modes
Waves/oscillations
  Note that different behaviors are possible:
  standing waves (oscillations) with different possible modes
  propagating waves, with the possibility of reflections.
Waves/oscillations
  Note that different behaviors are possible:
  standing waves (oscillations) with different possible modes
  propagating waves, with the possibility of reflections.

  Other 1D waves include pressure waves (i.e. sound waves or

seismic waves)
∂2 p 2 ∂ 2
p
2
=c
∂t ∂x 2

€
Waves/oscillations
Waves/oscillations
  2D waves also have similar properties:
  standing waves (oscillations) with different possible modes
  propagating waves, with the possibility of reflections.

∂ 2h  2
2 ∂ h ∂ 2h 
2
=c  2 + 2
∂t  ∂x ∂y 
  Examples:
  Small-amplitude waves on the surface of water (gravity waves,
capillary
€ waves)
  The vibrations of a surface under tension (e.g. guitar, drum, etc).
Waves/oscillations
  Capillary waves
Waves/oscillations
Waves/oscillations

Standing waves in guitar

excite propagating
sound waves
Waves/oscillations
  Of course, waves in higher dimensions are also possible:
  standing waves (oscillations) with different possible modes
  propagating waves, with the possibility of reflections.

∂ 2h  2
2 ∂ h ∂ 2h ∂ 2h 
2
=c  2 + 2 + 2
∂t  ∂x ∂y ∂z 
  Examples:
  3D seismic waves in the Earth, planets, stars…
  €
Electromagnetic waves (light)
  …
Waves/oscillations
  Note that some other types of waves are not modeled by such
a simple wave equation.
  Tsunami waves are perfect examples of weakly nonlinear waves
Waves/oscillations
  Note that some other types of waves are not modeled by such
a simple wave equation.
  Tsunami waves are perfect examples of weakly nonlinear waves
  Waves breaking on the beach are very nonlinear – not well-
understood at all actually, at least mathematically.
Waves/oscillations
  Note that some other types of waves are not modeled by such
a simple wave equation.
  Waves breaking on the beach are very nonlinear – not well-
understood at all actually, at least mathematically.
  Some surfers understand waves “intuitively” quite well…
Examples of PDEs.

2. The diffusion equation

The diffusion equation
  The diffusion equation

∂f 2
= k∇ f
∂t
Diffusivity
  Note:
  Note that the only difference with the wave equation is that the
time-derivative is first-order!
€
  The most common example is the equation for the diffusion of
heat (the heat equation):
∂T
= k∇ 2T
∂t
The diffusion equation
  Because of this, we all have a very good intuition of what
solutions of the diffusion equation are expected to do…
  Example:
  Consider the 1D diffusion equation, with the following boundary
condition and initial condition:
∂T ∂ 2T
=k 2
∂t ∂x
T(x,0) = 0 T(0,t) = 100 T(L,t) = 0
  You can guess the behavior of the solution quite easily by recasting
this into a physical problem you’re more familiar with…
€
The diffusion equation
  Example:
  Consider the 1D diffusion equation, with the following boundary
condition and initial condition:
∂T ∂ 2T
=k 2
∂t ∂x
T(x,0) = 0 T(0,t) = 100 T(L,t) = 0
  This is equivalent to a 1-D metal rod, initially at 0 degree, held at 0
degree at one end and at 100 degree at the other.
€
The diffusion equation
  Example:
  Even if the analytical solution is not particularly transparent …
n 2π 2
 x 200  nπx  L2 kt
−
T(x,t) = 1001−  − ∑ cos(nπ )sin e
 L  n nπ  L 
  YOU still know what it should look like…

€   (IDL Movie)
 The diffusion equation
  The diffusion equation is also a continuous way of describing
the evolution of the probability distribution function of, say, dye
molecules undergoing random walks caused by collisions with
water molecules.
  For a 2D Cartesian box,

∂T  ∂ 2T ∂ 2T 
= k 2 + 2 
∂t  ∂x ∂y 

€
 The diffusion equation
  The diffusion equation is also a continuous way of describing
the evolution of the probability distribution function of, say, dye
molecules undergoing random walks caused by collisions with
water molecules.
  For an axially symmetric patch of dye in water, for example,

∂T k ∂  ∂T 
= r 
∂t r ∂r  ∂r 

€
The diffusion equation
  Typical properties:
  Diffusion “smoothes out” all sharp edges
  The infinite-time evolution of the diffusion process is the smoothest
possible function satisfying the boundary conditions.

  Case of rod: linear function.

  Case of dye patch and 2-species diffusion in a finite-size box?
  Constant functions.
(not) The diffusion equation
  Important note:
  The diffusion must not be mixed up with the transport equation:
∂f
= −∇ ⋅ (uf )
∂t
  where u is the transport velocity field “transporting” the
quantity f.

€
Diffusion vs transport.
  Important note:
  The diffusion must not be mixed up with the transport equation:
∂f
= −∇ ⋅ (uf )
∂t
  where u is the transport velocity field “transporting” the
quantity f.

€
  See how the transport equation does not smooth out the
function f, it merely mixes it around.
  In addition, the transport equation is time-reversible, while the
diffusion equation is not…
Diffusion vs transport.
Examples of PDEs.

3. Laplace’s equation
Laplace’s equation
  Laplace’s equation:

∇2 f = 0

  Note:
  This equation can be thought of as the “end-product” of a diffusion
€when the system has reached a steady state.
process,

∂f 2 ∂
= k∇ f when →0
∂t ∂t
  So the solutions are always the “smoothest possible functions” which
satisfy the boundary conditions…

€
 Laplace’s equation
  Laplace’s equation on a square plate:
2 2
2 ∂ f ∂ f
∇ f = 2 + 2 =0
∂x ∂y
  with boundary conditions
f (0, y ) = sin(πy), f (1, y ) = 0
€f ( x,0) = f ( x,1) = 0

€
 Laplace’s equation
  Laplace’s equation on a square plate:
2 2
2 ∂ f ∂ f
∇ f = 2 + 2 =0
∂x ∂y
  with boundary conditions
f (0, y ) = sin(πy), f (1, y ) = 0
€f ( x,0) = f ( x,1) = 0

€ y
x
Laplace’s equation
  Thinking of Laplace’s equation as the “end-product” of a
diffusion equation will also help you “guess” the solution..
  Example:
  What is the solution of
1 ∂  2 ∂f  1 ∂  ∂f  1 ∂2 f
2 r + 2  sin θ  + 2 2 2
=0
r ∂r  ∂r  r sin θ ∂θ  ∂θ  r sin θ ∂φ
  with boundary condition
f (1,θ, φ ) = 10
€

€
Laplace’s equation
  Thinking of Laplace’s equation as the “end-product” of a
diffusion equation will also help you “guess” the solution..
  Example:
  What is the solution of
1 ∂  2 ∂f  1 ∂  ∂f  1 ∂2 f
2 r + 2  sin θ  + 2 2 2
=0
r ∂r  ∂r  r sin θ ∂θ  ∂θ  r sin θ ∂φ
  with boundary condition
f (1,θ, φ ) = 10
€
  Well, that’s the Laplace equation on a sphere, i.e. the steady-state
equilibrium of a sphere where the “temperature” f is held constant
€
on the surface (r=1) and at f=10 for all times… so:
f ( r,θ, φ ) = 10