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Lect Intro To PDE

The document introduces partial differential equations and provides examples of ordinary and partial differential equations. It then classifies second order linear partial differential equations as elliptic, parabolic, or hyperbolic based on a characteristic equation and provides examples of each type of equation.

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Ritik Gola
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26 views12 pages

Lect Intro To PDE

The document introduces partial differential equations and provides examples of ordinary and partial differential equations. It then classifies second order linear partial differential equations as elliptic, parabolic, or hyperbolic based on a characteristic equation and provides examples of each type of equation.

Uploaded by

Ritik Gola
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Introduction to Partial

Differential Equations

1
What is a Partial Differential
Equation ?
 Ordinary Differential Equations have only one independent
variable
dy −x
3 + 5 y = 3e 2
, y (0) = 5
dx
 Partial Differential Equations have more than one independent
variable
 u  u
2 2
3 + =x +y 2 2

x y2 2
subject to certain conditions: where u is the dependent variable, and
x and y are the independent variables.
Example of an Ordinary
Differential Equation

Spherical
Ball
Hot Water

d
hA( −  a ) = mC
dt
 Assumption: Ball is a lumped system.
 Number of Independent variables: One (t)
Example of an Partial
Differential Equation

Spherical
Ball
Hot Water

k   2 T  k   T  k  2T T
 r  +  sin   + = C , t  0, T (r , ,  ,0) = Ta
r r  r  r sin   
2 2
  r sin  
2 2 2
t

 Assumption: Ball is not a lumped system.


 Number of Independent variables: Four (r,θ,φ,t)
Classification of 2nd Order
Linear PDE’s
 u
2
 u 2
 u 2
A 2 +B +C 2 + D = 0
x xy y
where A, B, and C are
functions of x and y ,and D
is a function of
u u
x, y, u and , .
x y
Classification of 2nd Order
Linear PDE’s
 u
2
 u2
 u 2
A 2 +B +C 2 + D = 0
x xy y
can be:
 Elliptic
 Parabolic
 Hyperbolic
Classification of 2nd Order
Linear PDE’s: Elliptic
 u
2
 u 2
 u 2
A 2 +B +C 2 + D = 0
x xy y

If B − 4 AC  0,then equation
2

is elliptic.
Classification of 2nd Order
Linear PDE’s: Elliptic
 u2
 u  u
2 2
A 2 +B +C 2 + D = 0
x xy y
Example:  2
T  2
T
+ 2 =0
x 2
y

where, A = 1, B = 0, C = 1 giving
B 2 − 4 AC = 0 − 4(1)(1) = −4  0
therefore the equation is elliptic.
Classification of 2nd Order
Linear PDE’s: Parabolic
 u
2
 u 2
 u 2
A 2 +B +C 2 + D = 0
x xy y

If B − 4 AC = 0 ,then the
2

equation is parabolic.
Classification of 2nd Order
Linear PDE’s: Parabolic
 u2
 u  u
2 2
A 2 +B +C 2 + D = 0
x xy y
T  2T
Example: =k 2
t x

where, A = k , B = 0, C = 0 giving
B − 4 AC = 0 − 4(0)(k ) = 0
2

therefore the equation is parabolic.


Classification of 2nd Order
Linear PDE’s: Hyperbolic
 u
2
 u 2
 u 2
A 2 +B +C 2 + D = 0
x xy y

If B − 4 AC  0 ,then the
2

equation is hyperbolic.
Classification of 2nd Order
Linear PDE’s: Hyperbolic
 u 2
 u  u
2 2
A 2 +B +C 2 + D = 0
x xy y
Example: 2 y 1 2 y
= 2 2
x 2
c t
1
where, A = 1, B = 0, C = − 2 giving
c
−1 4
B − 4 AC = 0 − 4(1)( 2 ) = 2  0
2

c c
therefore the equation is hyperbolic.

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