Partial Dierential Equations I Tim Meagher 11/4/2010 Section 2.

2 Problem 3: Show that u = k u + Q(u, x, t) is linear if Q = (x, t)u + (x, t) t x2 and is homogeneous if beta(x, t) = 0 = k u + Q(u, x, t) x2 2 u = k x2 + (x, t)u + (x, t) 2 (x, t) = k u u + (x, t)u x2 t To test Linearity replace u with c1 u1 + c2 u2 and see if L(c1 u1 + c2 u2 ) = L(c1 u1 ) + (c2 u2 ) 2 +c (x, t) = k (c1 u1 +c2 u2 ) (c1 u1t 2 u2 ) + (x, t)(c1 u1 + c2 u2 ) x2
u t u t u 1u (x, t) = k (c12 1 ) (ct 1 ) + (x, t)(c1 u1 ) + k x Therefore linear, and if beta(x, t) = 0 2 0 = k u u + (x, t)u x2 t Then it is homogenous.
2 2 2 2

(c2 u2 ) x2

2u (ct 2 ) + (x, t)(c2 u2 )

Section 2.3 Problem 2: Consider the dierential equation 2 x2 + = 0 Determine the eigenvalues (and the corresponding eigenfunctions) if satises the following boundary conditions. Analyze three case ( > 0, = 0, < 0). You may assume that eigenvalues are real. b) (0) = 0 and (1) = 0
2 x2

+ = 0 has the characteristics equation k 2 = 0

= 0 (x)c1 x + c2 Apply boundary conditions (0) = 0 and (1) = 0 (0) = 0 c1 (0) + c2 = 0 c2 = 0 (1) = 0 c1 (1) = 0 c1 = 0 This means u = 0 therefore cant be we are looking for nonzero solutions.

 t [e(x, t)Ax] = (x, t)A (x + x)A + Q Since Q=0 t [e(x, t)Ax] = (x, t)A (x + x)A therefore the A t [e(x, t)x] = (x, t) (x + x) e(x,t) = (x,t) t x To test Linearity replace u with c1 u1 + c2 u2 and see L(c1 u1 ) + (c2 u2 ) e(x,t) = (x,t) t x

cancel

if L(c1 u1 + c2 u2 ) =

b) Consider the total thermal energy between x=a and x=b

b t [ a e(x, t)Adx] = (a, t)A (b, x)A + Q Since Q=0 b t [ a e(x, t)Adx] = (a, t)A (b, x)A b (x,t) b e(x,t) t Adx = a x Adx Since A is a constant a b (x,t) b e(x,t) t dx = a x dx a

Thermal energy e(x, t) = c(x)p(x)u(x, t) (x, t) = k u(x,t) x

b 2 u(x,t) b u(x,t) t dx = a k x2 dx a 2 cp u(x,t) = k u(x,t) t x2

cp

Since and b are arbitrary

Problem 3: Derive the heat equation for a rod assuming constant thermal properties with variable cross-section area A(x) assuming no sources by considering the total thermal energy between x=a and x=b From the last problem we have: energy e(x, t) = c(x)p(x)u(x, t) (x, t) = k u(x,t) x cp
b e(x,t) t A(x)dx a

b (x,t) x A(x)dx a

Thermal

b u(x,t) b 2 u(x,t) A(x) t A(x)dx = a k x2 x dx a 2 u(x,t) A(x) u(x,t) cp t = k x2 x

Since and b are arbitrary

Problem 8: If u(x, t) is known, give an expression for the total thermal energy contained in a rod (0 < x < L). Thermal energy e(x, t) = c(x)p(x)u(x, t) then one must sum it over the total length time it area. b Total Thermal Energy= a c(x)p(x)u(x, t)Adx Section 1.3 Problem 2: Two one-dimensional rods of dierent materials joined at x = x0 are said to be in perfect thermal contact of the temperature is continuous at 2

x = x0 : u(x0 , t) = u(x0 +, t) and no heat energy is lost at x = x0 What mathematical equation represents the latter condition at x = x0 ? Under what special condition is u/x continuous at x = x0 ? (x0 , t) = (x0 +, t) and for this will be continuous if k u(x0 ,t) = k+ u(x0 +,t) x x Problem 3: consider a bath containing a uid of specic heat cf and mass density f that surrounds the end x=L of a one-dimensional rod. Suppose that the bath is rapidly stirred in a manner such that the bath temperature is approximately uniform throughout, equaling the temperature at x=L, u(L, t). Assume the rod is thermally insulated except at it perfect thermal contact with the rod, where bath may be heated or cooled by the rod. Determine an equation for the temperature in the bath. Let V be the volume of the bath. Therefore the Thermal energy of the bath= V cf pf u(L, t) since the bath has the same temperature as the rod. The change of this in time is equal to the ux acrossed the boundary. V cf pf u(L,t) = (L, t)A t V cf pf u(L,t) = K0 u(x,t) A t x Section 1.4 Problem 1: Determine the equilibrium temperature distribution for a onedimensional rod with constant thermal properties with the following sources and boundary conditions: a) Q = 0, u(0) = 0, u(L) = T We have: ODE: 2 u(x,t) =0 x2 BC: u(0) = 0 u(0) = T The Solution to the ODE is a u(x) = c1 x + c2 then apply boundary conditions: u(0) = c1 (0) + c2 = 0 c2 = 0 u(L) = c1 L + c2 = T c2 = T L therefore u(x) = T x L d) Q = 0, u(0) = T, u/x(L) =

We have: ODE: 2 u(x,t) =0 x2 BC: u(0) = T u/x(L) = The Solution to the ODE is a u(x) = c1 x + c2 then apply boundary conditions: u(0) = c1 x + c2 = T c2 = T u/x(L) = = c1 c1 = therefore u(x) = T + x

h) Q = 0, u/x(0) u(0) + T = 0, u/x(L) = We have: ODE: 2 u(x,t) =0 x2 BC: u/x(L) = u/x(0) u(0) + T = 0 The Solution to the ODE is a u(x) = c1 x + c2 then apply boundary conditions: u/x(L) = = c1 c1 = u/x(0) = u(0) T = (0) + c2 T c2 = T + therefore u(x) = T + (x + 1)

Problem 2: Consider the equilibrium temperature distribution for a uniform one-dimensional rod with Q/K0 = x of thermal energy, subject to the boundary conditions u(0)=0 and u(L)=0. a) Determine the heat energy generated per unit time inside the entire rod. Sum the energy generated over the whole rod. L Energy produce per unit time= 0 Qdx L Energy produce per unit time= 0 K0 xdx 2 Energy produce per unit time= K0 L 2 b) Determine the heat energy owing out of the rod per unit time at x=0 and at x=L. (x, t) = K0 u(x,t) and x We have: ODE: 2 u(x,t) = K0 (x) x2 BC:

u(0) = 0 u(0) = 0 The Solution to the ODE is a u(x) = K0 x3 + c1 x + c2 then apply boundary 6 conditions: u(0) = c0 (0) + c2 = 0 c2 = 0 u(L) = c1 L + c2 = 0 c2 = 0 therefore u(x) = K0 x3 6 2 So (x, t) = K0 u(x,t) = K0 x x 2 c) What relationships should exist between the answers in part (a) and part (b). These quantities should be equal, which is the case here, for the heat in the rod should ow out of the rod at unless the rod heats up to innity, which is impossible. Problem 4: If both ends of a rod are insulated, derive from the partial differential equation that the total thermal energy in the rod is constant.
L t [ 0 e(x, t)Adx] L t [ 0 e(x, t)Adx] L t [ 0 e(x, t)Adx] e(x,t) =0 t

= (0, t)A (L, x)A + Q Since Q=0 = (0, t)A (L, x)A + Q Since (0, t) = 0 and (0, t) = 0 =0

e(x, t) = K for some constant K. Problem 11: Suppose u = u + x, u(x, 0) = f (x), u (0, t) = , u (L, t) = 7. t x2 x x a) calculate the total thermal energy in the one-dimensional rod (as a function of time). e(x, t)Adx] = (0, t)A (L, x)A + Q Since in this case Q=x we have e(x, t)Adx] = (0, t)A (L, x)A + x A is constant e(x, t)dx] = (0, t) (L, x) + x Plug in boundary conditions. e(x, t)dx] = 7 + x e(x, t)dx = ( 7 + x)t + C use other boundary condition. L e(x, t)dx = ( 7 + x)t + f (x) 0 b) From part (a), determine a value of for which an equilibrium exists. For this value of , determine limt u(x, t). Let = 7 x therefore solution dont depend on time, there fore it will hit a equilibrium. Section 1.5 Problem 2: For conduction of thermal energy, the heat ux vector is =
t [ t [ t [ t [ L 0 L 0 L 0 L 0 L 0
2

K0 u. If in addition the molecules move at an average velocity V, a process called convection, then briey explain why = K0 u + cpuV. Derive the corresponding equation for heat ow, including both conduction and convection of thermal energy. cp u(x,t) = + Q since no Q t cp u(x,t) = = K0 u + cpuV. t cp u(x,t) = (K0 u + cpuV ) t cp u(x,t) = K0 2 u cpu V cp u V ) t u(x,t) = k 2u u V u V ) t u(x,t) + u V = k 2 u u V ) t Problem 5: Assume that the temperature is circularly symmetric: u=u(r,t), where r2 = x2 + y 2 . We will derive the heat equation for this problem. Consider any circular annulus a r b. b a) Show that the total heat energy is 2 a cpurdr. heatenergy = heatenergy = heatenergy =
b cpurddr a b d a cpurdr b 2 a cpurdr

b) Show that the ow of heat energy per unit time out of the annulus at r=b is 2K0 u/r|r=b . A similar results holds at r=a. = K0 circumf erence u(x,t) t circumf erence = 2r = K0 2r u(x,t) t c) Use parts (a) and (b) to derive the circularly symmetric heat equation without sources:
b t 2 a cpurdr = r b u(x,t) t 2 a cpurdr = r (K0 2r r ) b u(x,t) t a urdr = k r ( r ) u(x,t) r t u = k r ( r ) u k t = r r (r r )

Problem 9: Determine the equilibrium temperature distribution inside a circular annulus (r1 r r2 ) : a) If the outer radius is at temperature T2 and the inner at T1

We have: ODE: k r r (r r )=0 BC: u(r1 ) = T1 u(r2 ) = T2 The Solution to the ODE is a u = c1 ln(r) + c2 then apply boundary conditions: u(r1 ) = T1 c1 ln(r1 ) + c2 = T1 c2 = c1 ln(r1 ) T1 u(r2 ) = T2 c1 ln(r2 ) + c2 = T2 c1 ln(r2 ) + c1 ln(r1 ) T1 = T2 c1 =
T2 +T1 ln(r2 )ln(r1 ) c2 = ln(rT2 +T1 1 ) ln(r1 ) T1 2 )ln(r u(x) = ln(rT2 +T1 1 ) ln(r) + ln(rT2 +T1 1 ) ln(r1 ) 2 )ln(r 2 )ln(r

T1

b) If the outer radius is insulated and the inner radius is at temperature T1 . We have: ODE: k r r (r r ) = 0 BC: u(r1 ) =0 r u(r2 ) = T1 The Solution to the ODE is a u = c1 ln(r) + c2 then apply boundary conditions: u(r1 ) = 0 c1 = 0 r u(r2 ) = T1 c2 = T2 u(r) = T1

Problem 15: Derive the heat equation in three dimension assuming constant thermal properties and no sources. heatenergy = cpudV cpudV = nds apply the divergence theorem t cpudV = dV apply the Fouriers law of heat conduction. t = K0 u cpudV = K0 udV t cpu = K0 2 udV t 2 udV t u = k