Lecture 3: September 2, 2014

Summary of essage fro last class: For a linear PDE - study the beahvior of
the plane wave e
ix
We found that the ansatz u(x, t) = e
i(x+t)
yields a dispersion relation of to .
The wave e
ix
is transformed by growth factor e
i()t
.
Recall for the heat equation u
t
= ku
xx
we found the dispersion relation = ik
2
.
u(x, t) = e
i(x
+ ik
2
t) = e
k
2
t
e
kx
Notes to myself:
Start with the original solution u(x, t) = e
i(x+t)
. Break this apart:
e
ix
e
it
The part of the formula with the omega value is the growth factor.
How is this related to Fourier analysis?
Example: Advection Equation with Dispersion relation:
First, recall the advection equation: u
t
= au
x
Where a is the wave speed. Let u(x, t) = e
i(x+t)
. Then we get the following
when we inset it into the equation:
d
dt
e
i(x+t)
= a
d
dx
e
i(x+t)
which produces
ie
i(+t)
= aie
i(+t)
i = ia
= a R
Steps:
1
1. Insert in the general solution containing xi and omega values into the
actual equation.
2. Follow through with derivatives, cancel out the exponential terms.
3. Find omega in terms of xi and put it back into the exponential solution
used at the beginning of the problem
4. Consider the eect of time on the function. If time doesnt matter, then
the equation is conservative.
5. Find the real part of the solution which will be a trig function. For the
example of the advection equation we get R
e
(u(x, t)) = cos((x + at)).
End Section
Our goal:
Approximate the partial derivatives by using nitely many function values.:
d
k
u
dx
k

m
i=0
a
i
u(x
i
)
First consider u as a function of only one variable: x. We will evaluate it
using forward dierences:
u

(x) D
t
u(x)
u( x + h) u( x
h
This is a method which is rst order accurate which means that it will only
work for linear equations.
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