What is Partial Differential Equations?
Transcript of What is Partial Differential Equations?
What is Partial Differential Equations?
Again by myself
Content
β’ Introduction
β’ Wave Equation and Example
β’ Modeling : Vibrating String, Wave Equations
β Step One :Separation of Variables Use Fourier Series
β Step Two :Satisfying the Boundary Conditions
β Step Three : Solution of the entire problem. Fourier Series
β’ Laplaceβs Equation for PDE
β Example
Introduction
β’ Partial Differential Equations (PDE) are a type of differential equation, i.e., a relation involving an unknown function (or functions) of several independent variables and their partial derivatives with respect to those variables.
β’ We can see this phenomena such as sound or heat, electrostatics, electrodynamics, fluid flow, and elasticity.
Wave Equation
β’ An equation involving one or more partial derivatives of a function of two or more independent variables called a partial differential equation.
β’ The order of the highest derivative is called the order of the equation.
β’ Any PDE is linear if it is of the first degree in the dependent variable and its partial derivatives.
β’ If each term of such an equation contains either the dependent variable or one of its partial derivatives, the equation is said to be homogeneous. Otherwise, it is said to be nonhomogeneous.
Let see what is PDE in non-sentence manner
π4π’
ππ₯4+ π’2 = π₯
Is a differential equation for the function U(x) depending on a single variable x only, but
ππ’
ππ‘β
π2π’
ππ₯2β
π2π’
ππ¦2+ π’ = 0
Is a differential equation involving a function u(t,x,y) of three variables
Wave Equations β The Problem
1. I want to place a string and stretch it into length L
Wave Equations β The Problem
1. I want to place a string and stretch it into length L
0 L
Wave Equations β The Problem
1. Wait, I want to distort it a little bit. Ok aaa
0 L
Wave Equations β The Problem
1. And then, at the some instant, say t = 0, I release this so called elastic string and of course there is a vibration going through it
0 L
Wave Equations β The Problem
1. So, we actually need to find the vibrations of the string. Is to find the deflection at u(x,t) at any point x and at any time t >0 from the equilibrium position.
0 L
Wave Equations β The Problem
1. equilibrium position�What is that.
0 L
Definitions of equilibrium on the Web: - a stable situation in which forces cancel one another - balance: equality of distribution
Wave Equations β The Problem
1. Is to find the deflection at u(x,t) at any point x and at any time t >0 from the equilibrium position.
0 L π₯ π₯ + βπ₯
βπ₯ is very small yet we still want to calculate it Why? Because that is research Even the thinnest thing we still to research it. That is why during my master, Iβve just improve at least 25% improvement or 11 seconds improvement of Collision detection method
Learn English
Definitions of deflection on the Web:
β’ In physics deflection is the event where an object collides and bounces against a plane surface
β’ the amount by which a propagating wave is bent
β’ the movement of the pointer or pen of a measuring instrument from its zero position
Wave Equations β The Problem
Assumption:-
1. Mass of the string is constant. Perfectly elastic
2. The tension (ketegangan) is very large and thus we neglected gravitational force
3. It also perform a small traverse motions
Wave Equations β Understand it
Assumption:-
1. The string is perfectly flexible and offers no resistance to bending. Thus we apply Newtonβs 2nd Law for a small portion of the string between x and x+βπ₯. The equation is derived
2. Let π1πππ π2 be a tension at the end points P and Q of this portion of the string
Wave Equations β The Problem
0 L π₯ π₯ + βπ₯
π π
πΌ
π½
π1
π2
Wave Equations β Understand it
Assumption:- 1. The points on the string move only in the vertical
direction, no motion in the horizontal direction. Thus the sum of the forces in the horizontal direction must be zero
Before that, remember this formula? .
A
B
C
tan πΎ =π΄
π΅
sin πΎ =π΄
πΆ
cos πΎ =π΅
πΆ
πΎ
Wave Equations β The Problem
Since we are getting the horizontal direction, thus
βπ1 cos πΌ + π2 cos π½ = 0
0 L π₯ π₯ + βπ₯
π π
πΌ
π½
π1
π2
We assume that to the right is force in positive direction, that is why π1 is negative
Wave Equations β The Problem
But since we know that both cancel is other, so meaning that both share the same T value, thus
π1 cos πΌ = π2 cos π½ = π = ππππ π‘πππ‘
0 L π₯ π₯ + βπ₯
π π
πΌ
π½
π1
π2
ππ»ππ βπ1 cosπΌ + π2 cosπ½ = 0
Let say π1 cos πΌ = 40π = π2 cos π½ Then, β40π + 40π = 0
Wave Equations β The Problem
Now we need to calculate the vertical components . Take upward direction as a positive
.
0 L π₯ π₯ + βπ₯
π π
πΌ
π½
π1
π2
π΅π¦ π’π πππ πππ€π‘ππ 2ππ πΏππ€ πΉ = ππ΄ , π‘ππ’π
π2 sin π½ β π1 sin πΌ = πβπ₯ π2π’
ππ‘2
Wave Equations β The Problem
Now we need to calculate the vertical components . Take upward direction as a positive
.
0 L π₯ π₯ + βπ₯
π π
πΌ
π½
π1
π2
π2 sin π½ β π1 sin πΌ Is because we want to get the force for that region between P and Q. So the upward direction T2 is minus with T1 in order to get the force between P and Q
Wave Equations β The Problem
0 L π₯ π₯ + βπ₯
π π
πΌ
π½
π1
π2
π΅π¦ π’π πππ πππ€π‘ππ 2ππ πΏππ€ πΉ = ππ΄ , π‘ππ’π
π2 sin π½ β π1 sin πΌ = πβπ₯ π2π’
ππ‘2
π actually is a each point of mass during that so called equilibrium state at βπ₯ where the π is actually a small density during that βπ₯
πππ π ππππ ππ‘π¦, π =πππ π ππ ππππ πππππ‘
βπ₯
ππ, πππ π ππ ππππ πππππ‘ = πβπ₯
Definitions of density on the Web: the amount per unit size concentration: the spatial property of being crowded together
Wave Equations β Get the PDE
So, given that we have now:- π1 cos πΌ = π2 cosπ½ = π
And
π2 sin π½ β π1 sin πΌ = πβπ₯ β βπ₯π2π’
ππ‘2
Next, we are going to divide it
π2 sin π½
π2 cos π½β
π1 sin πΌ
π1 cosπΌ=
πβπ₯2
π
π2π’
ππ‘2
Why we divide it? because we want to get the π1 πππ π2 of the slopes. By simplify it
tanπ½ β tan πΌ =πβπ₯2
π
π2π’
ππ‘2
Wave Equations β Get the PDE
tan π½ β tan πΌ =πβπ₯2
π
π2π’
ππ‘2
And now, we are going to replace both tangent with their partial derivatives.
tan π½ =ππ’(π₯, π‘)
ππ‘
And
tan πΌ =ππ’(π₯ + βπ₯, π‘)
ππ‘
Where did I get that? - Remember the tangent rules?
Wave Equations β Understand it
Before that, remember this formula?
.
A
B
C
tan πΎ =π΄
π΅
sin πΎ =π΄
πΆ
cos πΎ =π΅
πΆ
πΎ
Wave Equations β Get the PDE
tan πΎ =π΄
π΅
Where A is the vertical slope And B is the horizontal slope At location P. The equation actually is still u(x,t) But, it is just portion of it. A small value from u(x,t). Just a piece of it. So, we will have a differentiation of u(x,t) at the length x On P slope,
π
ππ‘π’ π₯, π‘ =
ππ’ π₯, π‘
ππ‘
And on slope Q π
ππ‘π’ π₯ + βπ₯, π‘ =
ππ’ π₯ + βπ₯, π‘
ππ‘
Wave Equations β Get the PDE
ππ, ππ’ π₯ + βπ₯, π‘
ππ‘β
ππ’ π₯, π‘
ππ‘=
πβπ₯2
π
π2π’
ππ‘2
Now, we are taking the limit as βπ₯ β 0
limβπ₯β0
1
βπ₯2
ππ’
ππ₯ π₯+βπ₯
βππ’
ππ₯ π₯
=π2π’
ππ₯2
Because we must have both equation that is continuous function of two variables, x and t
Wave Equations β Get the PDE
But the discrete formulation of the equation of state with a finite number of mass point is just the suitable one for a numerical propagation of the string motion. The boundary conditions that we know is:-
π’ 0, π‘ = 0, π’ πΏ, π‘ = 0 Where L is the length of the string takes in the discrete formulation the for form that for the outermost points , the equation of motion is:-
π2π’
ππ‘2 =π
βπ₯
2
π’ π₯ + βπ₯, π‘ β π’ π₯, π‘
Where
π =π
π
Wave Equations β Get the PDE
ππ, By using the limit we can obtain finally the equation
π2π’
ππ₯2=
π
π
π2π’
ππ‘2
Arrange it back:- π2π’
ππ‘2=
π
π
π2π’
ππ₯2
Thus π2π’
ππ‘2= π2
π2π’
ππ₯2
Where π =π
π
This is one-dimensional wave equation, which is 2nd order, homogeneous and hyperbolic type.
Letβs solve PDE
Given the equation of:- π2π’
ππ‘2= π2
π2π’
ππ₯2
From above, we can clearly say that
βIt has two independentsβ, So the function is:- π’(π₯, π‘)
Letβs solve PDE
By looking at the graph, we have a string fixed at x = 0, and x = L. Remember, t is still equal to zero.
Thus:- π’ 0, π‘ = 0, π’ πΏ, π‘ = 0
For all t
X is zero and L, so the function is actually equal to zero because we still donβt release it yet
Letβs solve PDE
However, we will have:- initial deflection (at t = 0) initial velocity Now we need to denote them by giving them some notation:- Where:-
π’ π₯, 0 = π π₯ And
ππ’
ππ‘ π‘=0
= π π₯
g(x) is a velocity (initial velocity) And f(x) is the deflection
Letβs solve PDE
Step 1:
We now proceed with the very first step (Separation of variables) to obtain two ordinary differential equations
Step 2:
Determine solutions of those two ODE that satisfy the boundary conditions
Step 1: Letβs Solve PDE
We have what? A function π’(π₯, π‘)
What we are going to do with it?
It is stated that we are going to make it separable:-
π’ π₯, π‘ = π π₯ π π‘
And this is how PDE define βMake It Separableβ
Remember that
Step 1: Letβs Solve PDE
Now we need to substitute the: π’ π₯, π‘ = π π₯ π π‘
Or perhaps π(π₯) => π, πππ π(π‘) => π
into-> π2π’
ππ‘2= π2
π2π’
ππ₯2
Thus is become π2 ππ
ππ‘2= π2
π2 ππ
ππ₯2
Step 1: Letβs Solve PDE
π2 ππ
ππ‘2= π2
π2 ππ
ππ₯2
But, remember that T is always want to βstickβ with their friends. So, put aside X from the equation at the LHS equation and Put aside T from the RHS equation. Thus become
π2 π
ππ‘2π = π2
π2 π
ππ₯2π
Step 1: Letβs Solve PDE
π2 π
ππ‘2π = π2
π2 π
ππ₯2π
Right now each want to go to their βhometownβ So, we let them:-
π2 π
ππ‘2β
1
π= π2
π2 π
ππ₯2β
1
π
We are going to simplify this two fellas π2 π
ππ‘2 = πβ²β² and π2 π
ππ‘2 = πβ²β²
Thus πβ²β²
π=
π2πβ²β²
π
Step 1: Letβs Solve PDE
πβ²β²
π=
π2πβ²β²
π
Right now, that c power of two want to go the left. We let them go
πβ²β²
π2π=
πβ²β²
π
Step 1: Letβs Solve PDE
Both side right now at their own βhouseβ.
But wait, both equation want to declare themselves as equal to some constant, they always like a letter βkβ because that is why they want it. Again, we let them.
πβ²β²
π2π=
πβ²β²
π= π
However, they want to become separate and thenβ¦
Step 1: Letβs Solve PDE
πβ²β²
π2π=
πβ²β²
π= π
However, they want to become separate and thenβ¦
πβ²β²
π2π= π
πβ²β² = ππ2π πβ²β² β ππ2π = 0
Wow, now Iβm an ODE. Iβm No.1
πβ²β²
π= π
πβ²β² = ππ πβ²β² β ππ = 0
Wow, now Iβm also an ODE. Iβm no.2
Step 2: Letβs Solve PDE
Since we already convert their way of life to X(x) and T(t). So we must make sure that u=XT satisfies the boundary condition. Err..do you know what Iβm talking about? THIS!!!
π’ 0, π‘ = 0, π’ πΏ, π‘ = 0 So, That means, Remember this one?
π’ π₯, π‘ = π π₯ π π‘ Just change it to:-
0 = π’ 0, π‘ = π 0 π π‘ , π€ππππ π€π π€πππ πππ‘ π 0 = 0 0 = π’ πΏ, π‘ = π πΏ π π‘ , π€ππππ π€π π€πππ πππ‘ π πΏ = 0
Because?See the red circles.No matter what the T(t), we will get X(0)=X(L)=0
Step 2: Letβs Solve PDE
It can be shown that for π β₯ 0, only trivial solutions exists.
Trivial Solutions? What is that stuff?
Well, letβs go to the next slide
Step 2: Letβs Solve PDE
β’ A solution or example that is ridiculously simple and of little interest. Often, solutions or examples involving the number 0 are considered trivial. Nonzero solutions or examples are considered nontrivial.
β’ For example, the equation x + 5y = 0 has the trivial solution x = 0, y = 0. Nontrivial solutions include x = 5, y = β1 and x = β2, y = 0.4.
Step 2: Letβs Solve PDE
So, got the idea of trivial solution?We just donβt want it the solution to become absolute zero,why? Because that is mathematician want. So, back again
πβ²β² β ππ = 0
So, for non trivial solutions, in this PDE, we consider π = βπ2 < 0
Then the solution for it becomes:-
πβ²β² + π2π = 0
Step 2: Letβs Solve PDE
Solve using ODE πβ²β² + π2π = 0 π2 + π2 = 0
Thus π2 = β π2
π = Β±ππ From the table we have
π π₯ = π΄πππ ππ₯ + π΅π ππ (ππ₯) Remember that:- If m is complex number, then from the result,
πΌ = 0, π½ = π Thus
π π₯ = π0 π΄πππ ππ₯ + π΅π ππ ππ₯ = π΄πππ ππ₯ + π΅π ππ (ππ₯)
Step 2: Letβs Solve PDE
π π₯ = π΄πππ ππ₯ + π΅π ππ (ππ₯) Right now we have:-
π 0 = 0 πππ π πΏ = 0 So,
π 0 = 0 = π΄πππ 0 + π΅π ππ 0 = π΄ And
π πΏ = 0 = π΄πππ ππΏ + π΅π ππ ππΏ = 0 But given that π΄ = 0, Thus
π πΏ = 0 = π΅π ππ ππΏ = 0 And B is never equal to zero and we need some value here just like the X(0). So,
π ππ ππΏ = 0 And we know that π ππ ππ = 0, thus
ππΏ = ππ
Step 2: Letβs Solve PDE
But given that π΄ = 0, Thus π πΏ = 0 = π΅π ππ ππΏ = 0
And B is never equal to zero and we need some value here just like the X(0). So,
π ππ ππΏ = 0 Because π΅ Γ 0 = 0. ππ‘ ππππ π‘ π΅ ππ’π π‘ πππ£π π πππ π£πππ’π And we know that π ππ ππ = 0, thus
ππΏ = ππ Conclude:
π =ππ
L, for n = 1,2,3, β¦ .
Step 2: Letβs Solve PDE
We now can obtain infinitely many solutions
π π₯ = sinπππ₯
πΏ π = 1,2,β¦ . .
Above equation is born from
π π₯ = π΅π ππ (ππ₯), putting h = ππ
L.
And for any x, A is zero. And for any B, is still equal to zero as long as π΅ > 0
And we have boundary condition π’ 0, π‘ = 0, π’ πΏ, π‘ = 0
Step 2: Letβs Solve PDE
Now we are going to solve πβ²β² β ππ2π = 0
Right now we already choose π = βπ2 < 0
And from we have :-
π =ππ
L
Thus:-
π = βππ
L
2
Step 2: Letβs Solve PDE
Now we are going to solve πβ²β² β ππ2π = 0
where
π = βππ
L
2
Thus
πβ²β² +ππ
L
2
π2π = πβ²β² +πππ
L
2
π
Let say πππ
L
2
= π
Then
Step 2: Letβs Solve PDE
Solve using ODE πβ²β² + π π = 0 π2 + π = 0
Thus π2 = β π π = Β± π π
From the table we have π π‘ = π΄πππ π π‘ + π΅π ππ ( π π‘)
Step 2: Letβs Solve PDE
π π‘ = π΄πππ π π‘ + π΅π ππ ( π π‘) But wait, we have only T(t) data So,
π π‘ = π΄πππ πππ
L
2
π‘ + π΅π ππ πππ
L
2
π‘
SImplify,
π π‘ = π΄πππ πππ
Lπ‘ + π΅π ππ
πππ
Lπ‘
πππ π€π πππ ππππ ππππ π‘πππ‘ ππ‘ πππ π π‘ππ π πππ πππ πππ¦ π
ππ π‘ = π΄ππππ πππ
Lπ‘ + π΅ππ ππ
πππ
Lπ‘
Step 2: Letβs Solve PDE
πππ π€π πππ ππππ ππππ π‘πππ‘ ππ‘ πππ π π‘ππ π πππ πππ πππ¦ π
ππ π‘ = π΄ππππ πππ
Lπ‘ + π΅ππ ππ
πππ
Lπ‘
And right now, we already know that π’ π₯, π‘ = π π₯ π π‘
Just convert it to support for any βnβ π’π π₯, π‘ = ππ π₯ ππ π‘
So, for any n we can combine X(x) with T(t)
π’π π₯, π‘ = sinπππ₯
πΏπ΄ππππ
πππ
Lπ‘ + π΅ππ ππ
πππ
Lπ‘
β
π=1
And FYI π΄π ππππ΅π πππ ππ πππ‘πππππππ π’π πππ ππππ‘πππ ππππππ‘πππ
Step 3: Getting into answer β Where the initial displacement is given
(deflection t = 0) π’π π₯, π‘ = sin
πππ₯
πΏπ΄ππππ
πππ
Lπ‘ + π΅ππ ππ
πππ
Lπ‘
β
π=1
And FYI π΄π ππππ΅π πππ ππ πππ‘πππππππ π’π πππ ππππ‘πππ ππππππ‘πππ
Remember that:- π’ π₯, 0 = π π₯
So, we going to put t=0
π’π π₯, 0 = π π₯ = sinπππ₯
πΏπ΄π
β
π=1
= π΄πsinπππ₯
πΏ
β
π=1
Wow, a fourier series. Guess what? It is Half Range Fourier Series. Where the x is from 0 until L. Remember the graph? And
π΄π =2
πΏ π(π₯)
πΏ
0
sinπππ₯
πΏππ₯, π€ππππ π = 1,2,3, β¦ .
Step 3: Getting into answer β Where initial velocity is given
Remember that:- ππ’
ππ‘ π‘=0
= π π₯
So, we going to differentiate
π’π π₯, π‘ = sinπππ₯
πΏπ΄ππππ
πππ
Lπ‘ + π΅ππ ππ
πππ
Lπ‘
β
π=1
Hence
ππ’
ππ‘= sin
πππ₯
πΏβπ΄π
πππ
Lπ ππ
πππ
Lπ‘ + π΅π
πππ
Lπππ
πππ
Lπ‘
β
π=1
Put t = 0
π π₯ =ππ’
ππ‘ π‘=0
= sinπππ₯
πΏπ΅π
πππ
L
β
π=1
= π΅π
πππ
Lsin
πππ₯
πΏ
β
π=1
Step 3: Getting into answer β Where initial velocity is given
Simplify it Put t = 0
π π₯ =ππ’
ππ‘ π‘=0
= sinπππ₯
πΏπ΅π
πππ
L
β
π=1
= π΅π
πππ
Lsin
πππ₯
πΏ
β
π=1
Then
π΅π
πππ
L= πππ‘ π ππ¦ π½π
And it is also a Half Range Fourier Series
Step 3: Getting into answer β Where initial velocity is given
Because in fourier We suppose to have
π΅π =2
πΏ π(π₯)
πΏ
0
sinπππ₯
πΏππ₯
SO, right no, we replacing π΅π = π½π
And π π₯ = π π₯
So, what we have is
π½π =2
πΏ π(π₯)
πΏ
0
sinπππ₯
πΏππ₯
And replacing back the π½π, we will have
π΅π
πππ
L=
2
πΏ π(π₯)
πΏ
0
sinπππ₯
πΏππ₯
Step 3: Getting into answer β Where initial velocity is given
Simplify it
π΅π
πππ
L=
2
πΏ π(π₯)
πΏ
0
sinπππ₯
πΏ
π΅π =2
πππ π(π₯)
πΏ
0
sinπππ₯
πΏππ₯
Step 3: Getting into answer
We going to recalled back the equation
π’π π₯, π‘ = sinπππ₯
πΏπ΄ππππ
πππ
Lπ‘ + π΅ππ ππ
πππ
Lπ‘
β
π=1
Where
π΄π =2
πΏ π(π₯)
πΏ
0
sinπππ₯
πΏππ₯, π€ππππ π = 1,2,3, β¦ .
And
π΅π =2
πππ π(π₯)
πΏ
0
sinπππ₯
πΏππ₯, π€ππππ π = 1,2,3, β¦ .
THE TOTAL SOLUTION EXISTS WHEN
We know (or assume) that 1: When: π’ π₯, 0 = π π₯ β 0
And ππ’
ππ‘ π‘=0
= π π₯ = 0
Thus
π’π π₯, π‘ = sinπππ₯
πΏπ΄ππππ
πππ
Lπ‘
β
π=1
Where we need to find just π΄π
THE TOTAL SOLUTION EXISTS WHEN
We know (or assume) that 2: When: π’ π₯, 0 = π π₯ = 0
And ππ’
ππ‘ π‘=0
= π π₯ β 0
Thus
π’π π₯, π‘ = sinπππ₯
πΏπ΅ππ ππ
πππ
Lπ‘
β
π=1
Where we need to find just π΅π