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Maths PDE
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ee fartial differential equation —_____} General ay 1) saaasaeee=ae Et a et, Uno Ut, Yo ____ (for second_order PDED torder of the PDE 5.0. 3 + acest) gu 20 = hens birder. ser POE) (Eq. lave ar, eps ; @ ucuy) e_+ Ya =o Ceetnd order 106) (ey. Laplere ey) axe Oye @ucx+) Duy alyy) me = «Ju (Second onder £96) (iy. Mvtin. # > ae fasion en) Degree of the PDE Ex. @__u +2010 Degree =| ~ ot ox | ® Yt aby =< (HY Degee=2 7 fi 2 | (oraer highest) ut + al = Ay = at « ox linear / Non-linear |. leu) du bOuyu) du = ¢Ceyud (Quasi linear) 3k oy I: aCe) du + bey) au = CCu4u) (Semilinear] t ax oy aly) du 4 bhyy)2u + Clue = dCuy) [linear] Ox °y if _Awyl=o (Womageneous| __;_dCx,y) #0 [rvonhomogeneaus] t i Example Fea Th 20 “Classic solution" uGuy) = x2y* ee . ey Also, lx) = cosy |. ulyy)= sinx coshy, ulry)= In Geta) General Solution & Of uday) yd Sy dus dy Inw= Iny tn foo TA ay pees — UGG y) = oy £0) ++ Soy infinite Solutions. Ee ee ee eG ; 4 @ scanned with OKEN Scannerve Pye Ee on Dye Pageo: 009 Ot ue th ste 2 ome tx + ft) A i onde ay ws #8 4 900) + heed {yes fear} linear PDE = 2 oO Tt =0 Laplace equation © we = teu-wiy —_Klein-Gordon equation @|_w'u = £6u4,2) Poisson equation ®| Puz-Tu Helmhalt2 equation _@) 9, + adu + buz cya Telegraph euction @ dus Agu Heat equation gos - - ® fe Bi 7 5 2 Osis vu i weet i ic_wav at ae Non-lingar PDE. du + uu = ot ax inviscid Burgers equation / Nonlinear adveck'on equation @) gu + um = x Burgers equation ot ox oe @ dy + (oul® Hamilton ~Jacohi* eguation at du_= Xu +t fru) ~ Reachon= diffusion equation ot Yu = ctyu -kSinu Sine- Gordon equation ae — © su + fudu + Bak =0 — KordwegYevri r ie ot on ax i+ h§-Vi + 1 vp F Euler equation x ; 2 _£0-va + Lop = VOC Navier-siakes equation ot @ scanned with OKEN Scannera time t > Evolution eq” mrwress 1 No timet> Equilibrium eq” Popes O10 vouva | | tk Sle = a $B ax A Ye so > Ugg) = Aly) x + By) oe —f Solution of PDE ~ | uxt) ae Oneway du +a 20 =o
Substitute _in_ given’ PDE, oe 3G og ox OG . -aw + a% +a =0 i %G OO ~ > amey Oto Hence, 9U = 9 integrating an i te le u(gyn)= £08) ulyt) = F(x-at) — Generad Solution Fl) = wlyo) = £00 FG) is fenown intel Gndihion: 4 func = Flyaat)| = Solution 4 Sy ie Ff= 2" then uoud) = Ceat)” twlitat) = F(x =a (eta) = E(x-at oat) AS aot isa fi = E (@-ax)-at) - UG ttat) = uCreax, 4) | i Solution — io_tve Is_preserving the Shape pf Aieatvecton oie ditiston i se 3 _ tH @ scanned with OKEN Scannerou vouva Method ef characteristics (Mac) _——— Gon_he_used for solving hyperbolic type PDE. oneway wave equation_is_o hyper. | type PDE. uy als + ) te (ate), ) Te de duGuty 2) = Wy tad =o we dt ve Ox duCxcn,¢) = Qu dy +2 de at mK dt ot de 0 7 = 24 + dx dy 7 dt ox Taking devote sa, duCeee4) = up apy = dt de ox des gp du =0 > Along characteristics Gurve. de de Xe att U(x), 1) = @n dant = x-at tebe o= fe _U(%, +) 5 U(§,0) = Ultre) along the Curve ‘Gr w= nthe uls,o) = FCG) = FGe-at) = udyt) General equation for MoC ula y) Banu) uy bly, u) Iu = CCry,u) (quasilinear) ~ 226 * < ee om 3y i Carr Be ws ube) £22 eay)} # Solution Surface > Another way CimplicitGrm) . FG¢,y,u) =o Y $luyu) = ulyy) =u te Solu fe P+ pe f+ FP) = (2uG wy relay f = yf = [du mu -1] (Rzatthfants Ca bere [ax 7 oy C J tis of — c! Oss Avf= (a,b,c) (Ux, ty =) 20 Bis tangential 0 Solution Surface, @ scanned with OKEN Scannereee THe =dy = a} c du => Lagrange-Charpit epuation dx ple These can be projected de = a dy 5 Gnsider Solving will giv Called n_X¥ Plan: Characteristics. Curves haracterishi family of Curves on Solukon Surface, olution Surdace, Projected characterishis Curves oy urve uGet) = FCG) UGyo) = FCO ing Lagrange— I Lagr-chaveg?-» dx = dy = du Consider dx = dy | Similarly: dy =du— » zy y 4 ¥ dnx@ = Iny+inA Inge [ny +InB : . 2 x=fhy ! we By 7 “SA ! ou eB y | a 4 Lets assume B=f(A) as A,B are arbit-Constants. : Sus flay = f/x) y 4 = _yFO/y)) > general solution Epo To_find Const ase initial conditinn a @ scanned with OKEN Scanner. vou ye © raw + yw = Gay) 3 oy SP i i 2.04 4u) da + bly cd du = COny.u) on oy feces dx = are Consider, U(x, 4) Adi + Berd y pw pew + Fu = 6 (generator axe Day Dye ay order PDE) ae 2 Assuming it's Hnear, oA (a,v)e Béyu), COyy) ACoy) U3 + Bley) Uy + Chey) D Coes Yh p Use p My) +. discriminant Coed = 12 AT 2 Bat date 5 2c B | neo If Ale, Ge) 20 Hyperhalic PDE ti [fA (4,40) =0' Parabolic PDE if A Geo,y,)
ws 2) — wS) = ul alsin y (En) suas 4 OR Udy) = wl bund , n Cey)) Qu = dw df 4 dw yn { Og ax AM OK wt Ux = 4, §, + 4, H, Strnilarly, 94 = de 9% + w yn OY 9G 99 Oh ay a Uys Wy fy + My Ny Then find Unx, Uyy Ux Vs 2 Wee Get Dey 6g + wean to Gt Wy Nae Useys= Wee $y fy of Wey (Sally + GyMyd) +t Wan Molly + We 6 + Ny, Uy = L Dawe, + bie + Cue = SE, w, We where at AG” + Bhs +66" HE DAG Ny + BCE Nyt fe) + 2CGy My AN + Bian, tony eet eax | Jn_matrix_form: a [oa be} = (& &1fA BALL & 7 (in cet Lue ny Se CT J (Gymnas (a) CARE) t > fa bh| = [a snj st As__(gl= 1 g7) | bac [enc 2. [a= B4ac } i i = bi 4ac yy mat n't cha ac of PD a @ scanned with OKEN ScannerPoems OU |_FoY hyperbolic PDE, Simplest forms Considering - f__—? @nonical_form = | oy _beo &¢: a nae ware BGS Canonical form) was de eee “Pavabolic Gnonital form. Pep cos Fp Bes Read 69°7 diffusion 297 Wes SY 9 Gnanical rm Y= d/o Elliptic Canonical form bzo, Cea Wee Why =P t= d/a (Canonical form) Fg. Laplace equation, 9° 4 Ju = 0 Also, frissan ena, ae aye + iyperbolie PDE 2 =BS4AC Do for Canonical farm, @.c=0) Ot AGr+ BES + CG. =O And. = Ant+ 6Mny thy = 0 A fix\+ B/&\ecso -6 % Similarly dns Yydx + Nydy=o 2 dps = Ne £9) putting G(B)in zk : 4 ©), @ resp-gives, Aldr\— 8 (ey) +¢=0 ti Te 7s . St dp BAB Rape = dx As B+ Set hac «Jos a VBRaAC US A Oey) 2A 2A ArOey)- @ scanned with OKEN Scannerat p= FH ABC are Constants, Dyjar2 Constants 2 + y= Aix +o! ———__ | ys dx tg 2 Poe te Gnenical form, 2, integrating ty = flo dg + hO) - my = bén) integrins “ = = 46 } wgn)= ( hladn + £04) = Yndifg) En wig ne £16) + 9Cy) -f where a(ydor ia, L f Cf I “us” $(y-x) +9 (yas) {ul} z es = du np Ciwo way wave equation) at we H Mere xsty y=x ss Aes, Beo Cz Ut) = $(x-ct) + aC eter) = generet) Solution Self on wa Sol” of one we for two wa ] 4 vex Prope eK praptyn wave equation | 4 I | Wek — i — [ Ul iol aen TOE | 4 —__t wy BEuCny) = ue y) [ “———_}____a,, v | 4 * ay + Qa, Qu a. 95 : t ox Bet tb B= Lf uw) ; 5y “ef Ta_matr'x frm, Oy Op bb 4 dn by boa) | @ scanned with OKEN Scannerpe OF rau fon an | fu ]+ [a 4. 7afuy = FA ac eg (ee Mal) cee [sper eat) eee Su +Bu =F ax ay Atay 404 Bef by by 7] uefa =f #4 Gay aay ba ba ty Lal we uy ou fi 4 = (45.24 tibodh \ =F oe 9. Geneval > : baa ae gee a Jer Bx y : AG Dy + BoyyQu= Fo -O 3K ay As Foy... +459 BEC by. - Us “| eft ieee ee a z : i : : Qn + Anal Py Lun | Cad Pre multiplying © by Au’ gu, A's ju = fle = bx 2y D=A'B oU + DW Gg Fr ; ax y Qe dy Wa di, We pene ty Jun = g : my oy as ra | 3 ag Dy) tn de : 3 me Oy dy i Quin + doy My + Ing Me fee tdi, My = 9 a By) Y io eos v= fu {pic non-Singular mokix ¢ U=ev QU = Pay : dU: Pav mm Ears Oy oy Oy @ scanned with OKEN ScannerPay jhe + DR2V + DIPV=G = 8 _ i —~ Pv + Py =(2py=n2r\v ead a 4g (ox 2y 4 w =E | ot =f" =f! | [a re} (pees) TE Pschosen_ Stich “thes pipes Actiiasea Mathis, Dida wee An? Eigen value, of D matrix alf tt, ‘ whe Awss” i Dx y Dvr +d, 2 = Sy) 7 ve 492 Que = ee Vn $y Wr 25 me ey 3x ‘qYy ye 3g To find Eigen’ Values of D - - @ lp=a2 {chavactoristic equation) Le | Pay an] 2 fe fb be V2 fs Je PAT 1 ay J eC wT Th bn S28 e] Ce a [1+ eR qe [44 y Bushee 5 wd Lt : = ae B &| [oe oy eee SDE ey [oe-any PT be hin “Lu = J Geeibys toby aeber®# ta ay JT bay Baa) TAL Festa cain abe 4 @ scanned with OKEN ScannerFigen Vahes of A'B del type of equation of] 4+ po fu) = | Ste} She ta + 21At ae lal= Ay 4 |= AnAw— 41 Ae Au Aa Jel= {u,b | 2 bubir= bud bu ba Vbb= fay ba fifhn kan | = Ay bro Ay bn PAaby Qa, Classification au be lib ae by ~ Au + buco >? du + bh dy 20 2x ay me a (OY b\ yea) 3 Hyperbolic: ~: IShardey PDE > Hyperbolic aT f hielo Ts ee t OCuy) Yu) a2b + c2¥ =f, bay +4 % =f 3H yy 3% 7 fa.e]aedente «}aft)=[ Al [o tym Lyd [ae Jas t¥J tie Bafa 09h be fe tes) ee a ope ee [eo bj od el [al Dz A'g JAL= ab) [Bl = =cd [ble [an ba |e} be anleg Qa ba} tba 4% > De {bop focps a fo bees Fo ai) bo aJlt os”, ablad ol [am o afore fe m1 > (ote fa} xt Le ates Led dja Volt Sieai = otforqabed = + Josab ial Qab @ scanned with OKEN Scannerai miures, | | Pouca 920 vou, $14 [ia 0 > os fey | 0 vas fv (* i > 2o + Saab 2¢ 26. dy ~ {Gab =e, ee ~ ay De oy ioe I~ Ll couivalent Ae Coupled system), (Canonical form), ae ak Hyperbali cl 50 saple ase? azh2i, Ced21, f, =0¢ ab fe =0 se a 2 = vy OF 4 b= ob 4 o af +3 9. aes Eliminate, \Y got _ xo - 26 { Second order wave equation) | Ww ax™ a Elliptic. aco tele: Achat C24 4 del ab £ ; . ish =0 2b - ay =0 | W4.d20 li Fra 3y me OY Eliminate + Po +225 ~ {2 Laplace equation) ‘ ap peation } . Favabolic __cd_= “Simple Vase a=h21, ce. o b 7 : fit G20 “tl TS Ye) ae tab en = | i mH OY “ Eliminate ¥, Yo = %H ( 9°4 ay, ‘. at eat equation} —_ ata Neglecting ¢h: in PE ,elonsidyo)~/ ‘Stationiny Cgn-fowing) Sst" @ scanned with OKEN ScannerBlom Utely a edeas eu beay Be dt dew = Yate of heat genevation per unit mass (Say) Os fed ae @ ( q-fsa {_§ Heat Fixx) dt a 2 {td @Cgnda = Jf sedy av Foe ate dfeedv= (eduv@ ¢agde [Gauss divergence Bowen) ee Ciiens t J ce cae) = (eq Of oely ) a Gee auegteg (_( 2) - 4 +04 \a¥=o de 1 @ 2 2(fe) = fq, - WF Dubois =f dt 2(8eT) = fg 4 Ck OT) 2 zc nett Ge =k eT [ FRETS] =cT) Scq_= tq, + kor of ots dots 4 i teh} de ce eee rips 97 = KIT + dy Consider no heat generatinn(44=6) ot me ° ot = Avr 2 oe fe usr ocxceh y q 2 oe ae mak ulx,o) =f¢x) _; Dirichlet BC> uo, 4) = h(t) | ult, 4)= q(t) say = 4 (+) 4 Neumann 4ype of BC or Serond type of Bi wie, 7 k Ht | =q()! meh Robin type nf pc > O34) _+ bu(oa) = PCD to @ scanned with OKEN Scanner@ scanned with OKEN Scanner@ scanned with OKEN ScannerPage wo O24 vouvn, Methed of Separation of vaviables_ [due eT Figen t ee diffusion a Wye) 9) pear a RE —— OxEL Cini tial_temp. profilé)_Clmosom) | O.wC0,%) = __| © ucht) = 0 ont Homog. BC. ) _ He ——___Fo1_Mo Sep-vay., Home: Be required, TF we make tome: 8:C 4 solve Wut) = XG) TC) __(-spaialst_ime_effe. separated) (Poe ope using mo sv) Sere sperce enna =o) Cee { te2=a6e0 @rallx then Fines =Car] se aer =o ¢ dk +x <0 dt ax” wlot)=0 = xlo)Pcr) ' xXCO)=0 € aly (= “ Figen value_prchler™ | Lv adie 1 a tak Tso 3 THs GE (decaying with time) t (imps) XO0=_G.oskex + GSinkx 1 . a a rn ; onstant) ! bulut) = XC) TH) = (Goshen + G sinkx) (¢_ahomhal in ea} Applying Bv«..0) ee fo i | ge so > qso [Pee Herero b > ulat= Ge sinkx . ae Applying B80, 0= GE“ Tene (6 cant besern)- + Sink) =O C) Skt; kee A neha ulwt) = be ake 7 TAEIVE ‘ufmty= he ** Grr\x\ ing. Sol Soe ae oo —ACETE | Sate 2 eae Os ear be safe tbe ORCRED @ scanned with OKEN ScannerPages: 025 pore | youva Pees Wl) [ae MCys)= £O)= 5 by sin nse {tong with Fourier S: nev e edd Half expansion T by = Sf fee) sin or + $01" in the form of infi-Series. iE é initial cond > £0) oe paar Walk Srey fx) = y Usinf md os t c ~a te . uGut) = $ b, &S) Sin_narre, = Solution. nai bat 2U {Sint inn doe = only by will eyist, for_n other than 1 arthe coe : Chr bs brgi=) a bs 2 fe) =u rat aa ETE ~ ACTA = UG t= Ye Sin nr becomes “| uCy,t) =U € Sin Tx t c Ptiree ee GEO fury) = fen) = Usinar ne ‘Si c me = eee ~«< CEE ucts Yeo * sin sox c revi ‘g-tim re see of =a lee} =E é =e Where G= 1 = time Constant ~ | : Peay 65%, 3hie}2023, 2 WED * ATHTE 40d] og = -k W = -k/ mru\e Cos("T ae\ : F x Ve] : =hie g(0,4) = =k (ntu\ @. © (xe = Heat leaving the system) t wi =a (ENE lp (ua) = LoS"/ hrs ye ( an tye or wave) (abn wp avs WN THE ect enters Ape) i Heat Teas “Gf ae mL @ scanned with OKEN ScannerTr sg | Glin) =o (as Wott i aero) gt sok | Approximating “the infinite Series _____— Tokingnon- sinusaiclal initial_prefiles — c ae | uCot)= uid)= 0,120 Solution is__given by — a 2, ee ume £ eo En ore —~ iM a u a Lt bs nu shape a , 7 aie 7 = 7 ™ edd f by = (eb Few] gy = du (i-@e] + fe Gar S 7 ae 0 fer neuen 2 Cut) = = Exact sol” CinFinite denne) r ,, ue = Sin Bm +1 sin sre | z ! \ Aporax. sol” considering 3 term: t \ For + fey this witt give _ogcurete Solution: Sor @ i igh d. . Small time’ GN harmonics required: " a i : Ex] f= uli-m) to tee c 6 lot) = X(L4) = 0, £26 &B. wy Derivation F002 (% 94K Consider Hoing. BC for Cra ere both examples) q . an @ scanned with OKEN Scanner© Remember raaenes 02% | vouyn Heat Kernel Fe i c etm : ! Ta (HEY kiny eo Fo ein pence phy, > (iemlaloband custom) Loney e L Ko which is independent of initial “and. ; initial (ond: comes into picture witht’) Wy = & Uy ‘|p This system has Solution of Heat kernal: WCo,) = UCLt)=0 ¢ Gn be used to find Solution of Syst with diffe uloxyo) = §Cxr-y) initial cond: edulis ig Non~ Hs genéous B.C: ean eee oeeee at ax lo) = £00), Odee bk (lo,t) = Uy u(t,t) =, Ula) = UsOD+ lis) (steady state + transient) 090 as t>00 2 Bla) =u (4.4) = Ug (20) Yu =o Ula) = Ue & ugft)= Uy, (Steudy state System) Me * SS Wa xKd eagle ye 6 (ms) = Gro) Usa) = FG) = Ue) = gre) a(t) = Us— Y= dO. O(us) = w-w 20 Thus, (Converted into Homng, eg, homo. B-c. @ scanned with OKEN Scanner> CHt be > Ops F er Sin wir net t Ae t by = 2 fg sin. ur x de ae c ° a Us = Uy =Ye x + Uy i v ‘ then UCyt) = OGetd + Use — kek @I ups duyy Oem et [ UOd= £602 u, Oexeb of j oy v U.(o,#).= w= u 4 0048) = UCe t) — YOO 7 | DYSEA Uy Us O0)= Ua \ 20 = «Ye | ot ae Blx0)= _glx)= Flx)-Ue/e) = U-u. @Co,t)= 0 = OC1,+) i 2 ((u-u9) sin wire de = Cay e 1 2 by = 2Cumus) [1c] | nmr my SRN E sd BG t= uu) F foer) eC 5 nr. rom No" v a ~ ACEP E l S Woe) st Cyeuay $f icpyn) eel seme Toons Aon 7 : Check : Homo: B.¢. U0. ued 20S fran eOP™ = - nr T pe, Con J c ik ae @ scanned with OKEN Scannersfarobole> Nusays smouth solution — Ls (Oven ben surnpAiitonl- way 8 yous dL diffusion phenom: Mis Ate, pemer a ot oe : : - o Uno) = fa) = fas Gx etn cs u, ly web ‘nisially (420), diacantn . Ye fot) = Ug 420 Sa Lyk obter Sali insersal toe a Smouts funchinn dae dfs 8H. 4) = ons vm = 5x) cae be Bene finn dn c = — c rn) Sie.niin dn + 2 (uy -Ua) (1 ‘ Bi fut obtained value in 6 but)» Ula 4) = Ox t) + Use) ue IE + 2 mee Ubro) = f(x) jlo, t= Uo # UCh4)= Wy 8G4,4) = UW Cet) = Us Ce) 2) y+ dy = 0 40 obtain: Us60). on™ c Converted tp > ped te jj BH)0)= $60 = Usd J Cot 0 Oett=0 [Filly bomeg. syste) Us 0) = Ue Ue We T_Pivichles srepe_oc 7 @ scanned with OKEN Scannerel 2023 eo du] =0 du} 2.0 _y-t78 > dex eL wdat= XOOTUD a: ] ot Ces casicx cosine] matt fu = ke Sink 4G Covkx’] UGye) = Fee) = tag Ap Gos nx n=e = ———s Tr ‘ a2 T f Foo ces need *#——Se et Soa. dx uG= ot Fa, o% Ores - | 7 4 3 t6) = Ufis ia ora uf +s Ex] Usénst. rr seer Bee | ACE Sol» uly t)= uf ae fite cos fix} infinite domain -e
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