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Chapter 06 Partial Differential Equations (Stu)

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15 views

Chapter 06 Partial Differential Equations (Stu)

Uploaded by

davehonthei
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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SCE/SEV5201 Advanced Engineering Mathematics

Chapter 6
Partial Differential Equations
(PDEs)

Ref. Advanced Engineering Mathematics. 10th ed. John Wiley & Sons, Inc.
6.1 Basic Concepts of PDEs
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4
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6.2 Exact ODEs. Integrating
Factors
6.2 Exact ODEs. Integrating Factors

If a function u(x, y) has continuous partial derivatives, its


differential (also called its total differential) is
𝜕𝑢 𝜕𝑢
𝑑𝑢 = 𝑑𝑥 + 𝑑𝑦
𝜕𝑥 𝜕𝑦
where u(x, y) = c = const, du = 0.

𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0 is called an exact differential


equation if the differential form M(x, y) dx + N(x, y) dy is exact.

𝜕𝑢 𝜕𝑢
Now, 𝑀 𝑥, 𝑦 = and 𝑁 𝑥, 𝑦 =
𝜕𝑥 𝜕𝑦
𝜕𝑀 𝜕2𝑢 𝜕𝑁 𝜕2𝑢
= ; =
𝜕𝑦 𝜕𝑦𝜕𝑥 𝜕𝑥 𝜕𝑥𝜕𝑦
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥

9
6.2 Exact ODEs. Integrating Factors

𝜕𝑢
Integrate = 𝑀 with respect to x.
𝜕𝑥

𝑢 = න 𝑀𝑑𝑥 + 𝑘 𝑦

𝜕𝑢
Integrate = 𝑁 with respect to y.
𝜕𝑦

𝑢 = න 𝑁𝑑𝑦 + 𝑔 𝑥

10
6.2 Exact ODEs. Integrating Factors
We multiply a given nonexact equation,
If P(x, y) dx + Q(x, y) dy = 0 is a nonexact equation.
To reduce it to exact by integrating factor F.
FP dx + FQ dy = 0 exact equation
𝜕 𝜕
𝐹𝑃 = 𝐹𝑄 𝑓
𝜕𝑦 𝜕𝑥

𝐹𝑦 𝑃 + 𝐹𝑃𝑦 = 𝐹𝑥 𝑄 + 𝐹𝑄𝑥 Product rule


Let 𝐹 = 𝐹 𝑥 , 𝑡ℎ𝑒𝑛 𝐹𝑦 = 0.
𝐹𝑃𝑦 = 𝐹𝑥 𝑄 + 𝐹𝑄𝑥

𝐹𝑦 𝑄 = 𝐹 𝑃𝑦 − 𝑄𝑥

11
6.2 Exact ODEs. Integrating Factors

How to Find Integrating Factors (continued)


𝐹𝑥 𝑃𝑦 − 𝑄𝑥
=
𝐹 𝑄

1 𝑑𝐹 1 𝜕𝑃 𝜕𝑄
= 𝑅 𝑤ℎ𝑒𝑟𝑒 𝑅 = −
𝐹 𝑑𝑥 𝑄 𝜕𝑦 𝜕𝑥

1 Let 𝐹 = 𝐹 𝑦 , 𝑡ℎ𝑒𝑛 𝐹𝑥 = 0.
න 𝑑𝐹 = න 𝑅𝑑𝑥
𝐹 ′ 𝑑𝑦
𝐹 𝑦 = 𝑒‫𝑅 ׬‬
1 𝜕𝑄 𝜕𝑃
𝑅′ = −
𝑙𝑛 𝐹 = න 𝑅𝑑𝑥 𝑃 𝜕𝑥 𝜕𝑦

𝐹 𝑥 = 𝑒 ‫𝑥𝑑𝑅 ׬‬

12
Example 4

13
Example 4

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Example 5

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Example 5

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Example 5

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Example 5

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Example 5

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6.3 Modeling: Vibrating String,
Wave Equation

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6.4 Solution by Separating
Variables. Use of Fourier Series

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6.5D’Alembert’s Solution of the
Wave Equation. Characteristics
6.6Modeling: Membrane, Two-
Dimensional Wave Equation

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