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    Partial DE

    Uploaded by

    Osman Tolhildan
    This document discusses partial differential equations (PDEs). It defines PDEs as differential equations involving partial derivatives. The order of a PDE is defined as the order of the highest derivative. Several examples of forming PDEs from functions and physical systems are provided. Common methods for solving PDEs discussed include direct integration, separation of variables, and using the Laplace transform. The error function, which arises in solving certain PDEs, is also defined.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Partial DE

    Uploaded by

    Osman Tolhildan
    331 views62 pages
    This document discusses partial differential equations (PDEs). It defines PDEs as differential equations involving partial derivatives. The order of a PDE is defined as the order of the highest derivative. Several examples of forming PDEs from functions and physical systems are provided. Common methods for solving PDEs discussed include direct integration, separation of variables, and using the Laplace transform. The error function, which arises in solving certain PDEs, is also defined.

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    PartialDE (1)

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    This document discusses partial differential equations (PDEs). It defines PDEs as differential equations involving partial derivatives. The order of a PDE is defined as the order of the highest derivative. Several examples of forming PDEs from functions and physical systems are provided. Common methods for solving PDEs discussed include direct integration, separation of variables, and using the Laplace transform. The error function, which arises in solving certain PDEs, is also defined.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    331 views62 pages

    Partial DE

    Uploaded by

    Osman Tolhildan
    This document discusses partial differential equations (PDEs). It defines PDEs as differential equations involving partial derivatives. The order of a PDE is defined as the order of the highest derivative. Several examples of forming PDEs from functions and physical systems are provided. Common methods for solving PDEs discussed include direct integration, separation of variables, and using the Laplace transform. The error function, which arises in solving certain PDEs, is also defined.

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    CHAPTER FIVE

    Partial Differential Equations


    A differential equation in which partial derivatives occur is called a partial differential equation (PDE). For example, the following are PDEs
    ex1

    ex2

    ex3

    ex4

    ex5

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    Definition : The order of a PDE is the order of the highest order derivative in the equation
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    Example: Show that

    satisfies the one-dimensional wave equation and the conditions a) a given initial displacement

    b) zero initial velocity,

    Solution: Clearly the condition (a) is a satisfied by inspection. If we now partially differentiate u with respect to t,

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    so that at t=0 we have

    and (b) is satisfied.

    Using the standard subscript notation for partial derivatives,

    so that the equation is indeed satisfied.


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    HOW TO FORM PDE: 1) Eliminating the constant


    Example: form the partial differential equation from Solution We make one of x or y constant

    Substituting eq(1) and eq(2) in

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    Example: form the partial differential equation from Solution We make z dependent variable x and y are independent variables

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    2) Eliminating the function


    Example: form the partial differential equation from

    Solution Let

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    3) Physically form of PDE


    Suppose we have a transmission line

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    Apply second Kirchhoffs law

    + lim 0

    = lim [ ] 0

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    Apply first Kirchhoffs law

    ( + ) + = +
    ( + ) + = +

    + ( + ) = +
    + () = () + = + ()
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    + = [ + ] [ + ] +

    + 2 lim = lim [ ] 0 0

    2 =

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    Equations (1) and (2) are called T.L. or Telephone equations. In case of coaxial cables G = zero and L = zero

    Telegraph equations similar to Heat equation for one dimension


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    In case of high frequency R = zero and G = zero

    High frequency T.L. equations similar to Wave equation for one dimension

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    Methods of Solution Partial Differential Equations

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    1) Direct Integration
    Example: Solve the PDE

    Subject to Solution:

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    Example: Solve the PDE Subject to Solution

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    Integration w.r.t. x

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    The solution is

    H.W. Solve the PDE

    Subject to

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    2) Method of Separation of Variables [ or Product Method]


    Example: Solve the PDE

    Subject to

    Solution:
    Let

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    Case 1 if c = 0

    not given solution

    Case 2 if c > 0

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    D=8 c = -12 but c > 0 not given solution Case 3 if c < 0 let c = -

    D=8 = 12 c = -12

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    Let Example: Solve the PDE

    Subject to

    Solution:
    Let

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    Case 1 if c = 0

    which is not given a solution

    Case 2 if c > 0

    D=6 c = -3 but c > 0 so that is not given a solution


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    Case 3 if c < 0 let c = -

    D=6 =3 c = -3

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    Separation of variables; and combine it with Fourier series


    Example: Solve the PDE (Heat Equation)

    Subject to

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    Solution:

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    not given solution


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    Example: Solution of One Dimension Wave Equation

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    Solution:

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    3) Method of Laplace Transform

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    Example: Solve the PDE


    Subject to

    Solution:

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    Example

    Solution

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    Example: solve the pde

    Solution

    The first term is

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    In mathematics, the error function (also called the Gauss error function or probability integral) is a special function (non-elementary) of sigmoid shape which occurs in probability, statistics and partial differential equations.. It is defined as:

    erf 0 = 0 erf = 1

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