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CH 13 SC 2 Skeleton

The document discusses three classical partial differential equations (PDEs): the heat equation, wave equation, and Laplace's equation. The heat equation models heat transfer, the wave equation models mechanical vibrations, and Laplace's equation models steady-state temperature distributions. These PDEs require specifying initial conditions, boundary conditions, and solving the boundary value problem under those conditions to fully describe the physical system. Common boundary conditions are Dirichlet (specifying the function value on the boundary), Neumann (specifying the normal derivative on the boundary), and Robin (combining Dirichlet and Neumann conditions).

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ashraf shalghoum
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
37 views

CH 13 SC 2 Skeleton

The document discusses three classical partial differential equations (PDEs): the heat equation, wave equation, and Laplace's equation. The heat equation models heat transfer, the wave equation models mechanical vibrations, and Laplace's equation models steady-state temperature distributions. These PDEs require specifying initial conditions, boundary conditions, and solving the boundary value problem under those conditions to fully describe the physical system. Common boundary conditions are Dirichlet (specifying the function value on the boundary), Neumann (specifying the normal derivative on the boundary), and Robin (combining Dirichlet and Neumann conditions).

Uploaded by

ashraf shalghoum
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Math 241 - Rimmer

13.2 Classical PDE’s and Boundary Value Problems


Heat Equation Wave Equation Laplace ' s Equation
Solution: u ( x, t ) Solution: u ( x, t ) Solution: u ( x, y )
∂ 2u ∂u ∂ 2 u ∂ 2u ∂ 2u ∂ 2u
k = k >0 a2 = + =0
∂x 2 ∂t ∂x 2 ∂t 2 ∂x 2 ∂y 2
or ku xx = ut k > 0 or a 2u xx = utt or u xx + u yy = 0
● _________ (transfer) ● measures mechanical ● time independent
by __________ in a rod vibrations of a _______ (__________) temperature
or thin wire distribution throughout a
u= u= thin __________

x= x= u=
t= t=
( x, y ) =
● often called the ● ______ and _______
___________ equation, satisfy the wave eq. in a other areas:
measures ___________ long cable (telegraph eq.) ● electrostatic potential
___________________ ● gravitational potential
other areas:
● velocity in fluid mechanics
● ____________ equation ● fluid mechanics
(financial mathematics) ● acoustics
reduces to heat equation ● elasticity

Math 241 - Rimmer


13.2 Classical PDE’s and Boundary Value Problems

We need to consider ________ conditions and _________ values:

Initial conditions : when time t = 0 ⇒


Heat equation:

Wave equation:

can also specify initial velocity of the string

g ( x) = 0 ⇒

1
Math 241 - Rimmer
13.2 Classical PDE’s and Boundary Value Problems

Boundary conditions : 3 types:

● _____________ : Condition on the function u at the endpoints


Heat equation:
temperature at the left and right ends of the rod

Wave equation:
ends of the string are fixed to the x − axis could also move in a transverse manner
according to a function of time

Laplace's equation:
temperature on the boundary of the plate

Math 241 - Rimmer


13.2 Classical PDE’s and Boundary Value Problems

● _________: Condition on the normal derivative of the function u (directional


derivative of u perpendicular to the boundary) at the endpoints

Heat equation:
no temperature change at the left or right ends of the rod ⇒ end is _____________

Wave equation:
string endpoint which is free to move in a transverse direction

Laplace's equation:
no temperature change through the side of the plate

2
Math 241 - Rimmer
13.2 Classical PDE’s and Boundary Value Problems

● _______ : Condition that is a combination of Dirichlet and Neumann, mainly used


for the heat equation

The heat loss or heat gain represented as _________ through an endpoint.

_______________________ states that this is proprtional to the difference


between that temperature at the boundary and the temperature of the surrounding medium.

h > 0, h and um are constants

Assume the rod is at a higher temperature than the medium surrounding the ends:
⇒

This explains the heat gain on the left end and the heat loss on the right end.

Math 241 - Rimmer


13.2 Classical PDE’s and Boundary Value Problems

Heat transfer through the lateral surface ⇒

The pde becomes:

3
Math 241 - Rimmer
13.2 Classical PDE’s and Boundary Value Problems

Set up the boundary value problem :


Solve :
1. Heat equation - a rod of length L
The left end is held at temperature zero, and the right end
Subject to :
is insulated. The inital temperature is f ( x ) throughout.

3. Heat equation - a rod of length L


Solve :
The left end is held at temperature 100 , and there is heat
transfer from the right end into the surrounding medium at Subject to :
temperature zero. The inital temperature is f ( x ) throughout.

10. Wave equation - a string of length L


Solve :
The ends are secured to the x − axis, and the string is
initially at rest on that axis. An external vertical force Subject to :
proportional to the horizontal distance from the left end
acts on the string for t > 0.

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