Scribd
Upload
67 views7 pages

Mathematical Modelling LectureNote - 1

Modelling

Uploaded by

claraehis2
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
67 views7 pages

Mathematical Modelling LectureNote - 1

Modelling

Uploaded by

claraehis2
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
You are on page 1/ 7

1

INTEGRAL TRANSFORM
(LAPLACE TRANSFORM)

Dr. E.O. Diemuodeke


Department of Mechanical Engineering
University of Port Harcourt

Consult:
C.O.C. Oko Mathematical Modelling & Operations Research
2

Laplace transform

The LP solution method


to PDE is useful in
Nonhomogeneous PDE
and Nonhomogeneous
BC, however, it fail for
variable coefficients and
non-linear equations
3

Transforms of PDEs
Suppose we have a function 𝑢(𝑥, 𝑡) of two variables and wish to
𝜕𝑢 𝜕2 𝑢 𝜕𝑢 𝜕2 𝑢
transform various partial derivatives , 2 , , 2 , … . Since the LP
𝜕𝑡 𝜕𝑡 𝜕𝑥 𝜕𝑥
transforms the 𝑡-variable (variable of integration), the rules of transform
for PDE are, thus, given as
∞
𝜕𝑢 𝜕𝑢(𝑥, 𝑡) −𝑠𝑡
∟ = 𝑒 𝑑𝑡 = 𝑠𝑢 𝑥, 𝑠 − 𝑢(𝑥, 0)
𝜕𝑡 𝜕𝑡
0
∞
𝜕2𝑢 𝜕 2 𝑢(𝑥, 𝑡) −𝑠𝑡 2 𝑢 𝑥, 𝑠 − 𝑠𝑢 𝑥, 0 −
𝜕𝑢(𝑥, 0)
∟ = 𝑒 𝑑𝑡 = 𝑠
𝜕𝑡 2 𝜕𝑡 2 𝜕𝑡
0
∞
𝜕𝑢 𝜕𝑢(𝑥, 𝑡) −𝑠𝑡 𝑑𝑢(𝑥, 𝑠)
∟ = 𝑒 𝑑𝑡 =
𝜕𝑥 𝜕𝑥 𝑑𝑥
0
∞
𝜕2𝑢 𝜕 2 𝑢(𝑥, 𝑡) 𝑑 2 𝑢(𝑥, 𝑠)
∟ 2
= 𝑒 −𝑠𝑡 𝑑𝑡 =
𝜕𝑥 𝜕𝑥 2 𝑑𝑥 2
0
4

Transforms of PDEs
𝜕𝑢 𝜕2 𝑢
The LP transforms of and were possible due to the
𝜕𝑥 𝜕𝑥 2
basic rule in calculus differentiation of an integral is the
integral of the differentiation i.e.

𝑏 𝑏
𝑑 𝜕𝑓
𝑓 𝑥, 𝑦 𝑑𝑦 = 𝑥, 𝑦 𝑑𝑦
𝑑𝑥 𝜕𝑥
𝑎 𝑎
5

Application Example 1
Consider the PDE
𝜕𝑢 𝜕 2 𝑢
= 2 ; 0 < 𝑥 < ∞, 0 < 𝑡 < ∞
𝜕𝑡 𝜕𝑥
𝜕𝑢
BC: − 𝑢 𝑥, 𝑡 = 0; 𝑥 = 0, 0 < 𝑡 < ∞
𝜕𝑥
IC: 𝑢 𝑥, 𝑡 = 𝑢0 ; 𝑡 = 0, 0 < 𝑥 < ∞

Solution
Step 1: Transform to ODE by LPT
𝑑 2 𝑢(𝑥,𝑠) 𝑑 2 𝑢(𝑥)
ODE 𝑠𝑢 𝑥, 𝑠 − 𝑢 𝑥, 0 = ⇒ 𝑠𝑢 𝑥 − 𝑢0 =
𝑑𝑥 2 𝑑𝑥 2
𝑑𝑢(0,𝑠) 𝑑𝑢 0
BC − 𝑢 0, 𝑠 = 0 ⇒ =𝑢 0
𝑑𝑥 𝑑𝑥
6

Application Example 1
Step 2: Solving the ODE

Solve the ODE to obtain the general solution

𝑠𝑥 − 𝑠𝑥
𝑢0
𝑢 𝑥 = 𝑐1 𝑒 + 𝑐2 𝑒 +
𝑠
Imposing the BC on the general solution, one obtains (first
note that 𝑐1 = 0, otherwise the temperature will go to infinity
as 𝑥 gets large)
𝑒 − 𝑠𝑥 𝑢0
𝑢 𝑥 = −𝑢0 +
𝑠 𝑠+1 𝑠
7

Application Example 1
Step 3: Inverting the solution of the ODE

𝑢 𝑥, 𝑡 = ∟−1 𝑢 𝑥, 𝑠

𝑥 𝑥
𝑢 𝑥, 𝑡 = 𝑢0 − 𝑢0 erfc − erfc 𝑡+ 𝑒 (𝑥+𝑡)
2 𝑡 2 𝑡

You might also like