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Partial Differential Equation

The document discusses partial differential equations (PDEs) and summarizes key definitions and properties. It specifically examines linear second-order PDEs, which can be classified as elliptic, parabolic, or hyperbolic based on the coefficients. The heat equation, wave equation, and Laplace's equation are provided as examples. Derivation of the heat equation from empirical laws of heat conduction is also presented.
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0% found this document useful (0 votes)
472 views19 pages

Partial Differential Equation

The document discusses partial differential equations (PDEs) and summarizes key definitions and properties. It specifically examines linear second-order PDEs, which can be classified as elliptic, parabolic, or hyperbolic based on the coefficients. The heat equation, wave equation, and Laplace's equation are provided as examples. Derivation of the heat equation from empirical laws of heat conduction is also presented.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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By: Shoaib Ahmed

 A Partial Differential Equation (PDEs) are classified as


linear and non-linear. The general form of a linear
second-order partial differential equation is given by

 2u  2u  2u u u
A 2 B  C 2  D  E  Fu  G
x xy y x y
 where the coefficients 𝐴, 𝐵, 𝐶, . . . , 𝐺 are constants or
functions of 𝑥 and 𝑦, also it is non-homogeneous.
 Definition: The order of Partial Differential Equation is the order

of the highest derivative that appears in the equation.

 Definition: An nth order Partial Differential equation is called

linear if it is of the first degree in Dependent variables and in its

derivatives and have no product of these are there.

 Definition: The Partial Differential equation is homogenous if

f x1, x2 , x3 ,, xn   0
otherwise non – homogenous.
 A linear second-order partial differential equation
in two independent variables with constant
coefficients can be classified as one of three types.
This classification depends only on the coefficients
of the second-order derivatives.
 𝐵2 − 4𝐴𝐶 < 0 ––––> Elliptic (e.g. Laplace Eq.)
 𝐵2 − 4𝐴𝐶 = 0 ––––> Parabolic (e.g. Heat Eq.)
 𝐵2 − 4𝐴𝐶 > 0 ––––> Hyperbolic (e.g. Wave Eq.)
 Heat Equation occurs in the theory of heat
flow-that is, heat transferred by conduction in
a rod or thin wire. The function 𝑢(𝑥, 𝑡) is
temperature.
u  2
u
a 2
(0  x  L, t  0),
t x 2
u (0, t )  u ( L, t )  0 (t  0),
u ( x, 0)  f ( x) (0  x  L),
 Problems in mechanical vibrations often lead
to the wave equation. For purposes of
discussion, a solution 𝑢(𝑥, 𝑡) will represent the
displacement of an idealized string.
 2
y  2
y (0  x  L, t  0),
a 2
 2
x 2
t
y(0, t )  y( L, t )  0 (t  0).
y ( x, 0)  f ( x) 0  x  L.
y
( x, 0)  0 0  x  L.
t
 A solution 𝑢 (𝑥, 𝑦) of Laplace's equation can
be interpreted as the steady-state (that is,
time-independent) temperature distribution
throughout a thin, two-dimensional plate.

 2
u  2
u
 u  2  2 0
2
x y
 If u1 and u2 are solutions of a linear
homogenous equation. Then u  c1u1  c2u2 ;
where 𝑐1 and 𝑐2 are constants is also a
solution of the equation.
 Suppose a thin circular rod of length 𝐿 has a
cross-sectional area 𝐴 and coincides with the
x-axis on the interval 0, 𝐿 as shown in fig.
 Let us suppose:
 The flow of heat within the rod takes place
only in the 𝑥-direction.
 The lateral, or curved, surface of the rod is
insulated; that is, no heat escapes from this
surface.
 No heat is being generated within the rod.
 The rod is homogeneous; that is, its mass per
unit volume 𝜌 is a constant.
 The specific heat 𝛾 and thermal conductivity
𝐾 of the material of the rod are constants.
 To derive the partial differential equation
satisfied by the temperature 𝑢(𝑥, 𝑡), we need
two empirical laws of heat conduction:
i. The quantity of heat 𝑄 in an element of
mass 𝑚 is
𝑄 = 𝛾𝑚𝑢 … 1 ,
where 𝑢 is the temperature of the element.
ii. The rate of heat flow 𝑄, through the cross
section indicated in Figure is proportional
to the area 𝐴 of the cross-section and the
partial derivative with respect to 𝑥 of the
temperature:
𝑄𝑡 = −𝐾𝐴𝑢𝑥 … (2)
 Since heat flows in the direction of decreasing
temperature, the minus sign in (2) is used to
ensure that 𝑄 , is positive for 𝑢𝑥 < 0 (heat
flow to the right) and negative for 𝑢𝑥 > 0
(heat flow to the left).
 If the circular slice of the rod shown in Figure
between 𝑥 and 𝑥 + ∆𝑥 is very thin, then
𝑢 (𝑥, 𝑡) can be taken as the approximate
temperature at each point in the interval.
 Now the mass of the slice is 𝑚 = 𝜌(𝐴 ∆𝑥), and
so it follows from (1) that the quantity of heat
in it is
𝑄 = 𝛾𝜌𝐴∆𝑥𝑢 … 3
 Furthermore, when heat flows in the positive
𝑥-direction, we see from (2) that heat builds
up in the slice at the net rate
 Furthermore, when heat flows in the positive
𝑥-direction, we see from (2) that heat builds
up in the slice at the net rate
−𝐾𝐴𝑢𝑥 𝑥, 𝑡 − −𝐾𝐴𝑢𝑥 𝑥 + ∆𝑥, 𝑡
= 𝐾𝐴 𝑢𝑥 𝑥 + ∆𝑥, 𝑡 − 𝑢𝑥 𝑥, 𝑡 … (4)
By differentiating (3) with respect to 𝑡 we see
that this net rate is also given by
𝑄𝑡 = 𝛾𝜌𝐴∆𝑥𝑢𝑡 … (5)
 Equating (4) and (5) gives

𝐾 𝑢𝑥 𝑥 + ∆𝑥, 𝑡 − 𝑢𝑥 𝑥, 𝑡
= 𝑢𝑡 … 6
𝛾𝜌 ∆𝑥

 Taking the limit of (6) as ∆𝑥 → 0 finally yields


Heat Equation in the form

𝐾
𝑢𝑥𝑥 = 𝑢𝑡
𝛾𝜌
𝐾
 It is customary to let 𝑘 = and call this
𝛾𝜌

positive constant the thermal diffusivity.

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