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Differential Equations
(PDEs)
Introduction
› Partial Differential Equations (PDEs)
– An equation that contains partial derivatives of an unknown
function that depends on at least two variables (usually in space:
x, y, z or space and time: x, y, z, t
– Used to describe/model most physical processes
𝜕2𝑢 2
𝜕 2𝑢 𝜕2𝑢
+
= 𝑐
𝜕𝑡2 𝜕𝑥2 𝜕𝑦2
Two- dimensional wave
equation
Common PDEs
𝜕𝑢 𝜕 2𝑢
= 𝑐2
𝜕𝑡 𝜕𝑥2
Discriminant: 𝐵2 − 4𝐴𝐶 =
0 − 4 −𝑐 2 × 0 = 0
Parabolic
One dimensional Heat Equation
𝜕𝑢 𝜕 2𝑢 𝜕2𝑢
= 𝑐2 +
𝜕𝑡 𝜕𝑥2 𝜕𝑦2 2D Heat Equation
Two dimensional Heat Equation
Common PDEs
𝜕2𝑢 𝜕2𝑢
2
+ 2=0
𝜕𝑥 𝜕𝑦
Discriminant: 𝐵2 − 4𝐴𝐶 =
0 − 4 1 × 1 = −4 < 0
Elliptic
Two dimensional Laplace equation
𝜕2𝑢 𝜕2𝑢 𝜕2𝑢
2
+ 2+ 2 =0
𝜕𝑥 𝜕𝑦 𝜕𝑧
Three dimensional Laplace equation
Solution of PDEs
› A solution of a PDE in some region R of the space of the
independent variables is a function that has all the partial
derivatives appearing in some domain D containing R, and
satisfies the PDE anywhere in R
› Given a Laplace equation,
𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 0
These are the solutions that satisfy the equation, not unique
𝑢 𝑥, 𝑦 = 𝑥 2 − 𝑦 2 𝑢 𝑥, 𝑦 = sin 𝑥 cosh 𝑦
𝑢 𝑥, 𝑦 = 𝑒 𝑥 cos 𝑦 𝑢 𝑥, 𝑦 = ln(𝑥 2 + 𝑦 2 )
Solution of PDEs
› To obtain a unique solution to the PDE, additional conditions
are needed to be imposed on the general solution
› Depends on the physical problem being described by the PDE
› Existence of boundary and initial conditions
› Example of BC: The displacement of a vibrating string
supported at each end is zero
𝑢 0, 𝑡 = 0 𝑢 𝐿, 𝑡 = 0
› Example of IC: Temperature distribution on a rod over its length
at t=0 is given by a function, f(x)
𝑢 𝑥, 0 = 𝑓(𝑥)
Solution of PDEs
› Types of linear boundary conditions:
–Dirichlet
› The value of the function at the boundary is specified:
𝑢@ 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 = 𝑓(𝑥, 𝑦)
–Neumann
› The value of the normal derivative of function is specified
𝑢𝑥 @ 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 = 𝑓(𝑥, 𝑦)
–Robin
› The sum of the function and its normal derivative is
specified
𝑢 + 𝑢𝑥 @ 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 = 𝑓(𝑥, 𝑦)
Solution of PDEs
› Boundary Value Problem
› Given a Laplace equation,
𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 0
These are the solutions that satisfy the equation
𝑢 𝑥, 𝑦 = 𝑥 2 − 𝑦 2 𝑢 𝑥, 𝑦 = sin 𝑥 cosh 𝑦
𝑢 𝑥, 𝑦 = 𝑒 𝑥 cos 𝑦 𝑢 𝑥, 𝑦 = ln(𝑥 2 + 𝑦 2 )
𝑢𝑥𝑥 − 𝑢 = 0
𝑢𝑥𝑦 + 𝑢𝑥 = 0