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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