Pre-Lecture Announcements: CN5010 Mathematical Methods in Chemical Engineering

CN5010 Mathematical Methods in Chemical Engineering
Pre-lecture announcements
Week 13 arrangement:
6:10pm 8:10pm (120 min) computer-based test, arrive at 6pm!
Location: IT units PC 3-5 (E2-03-06/07/08)
Coverage: ODE45, ODE15S, BVP4C, PDEPE, varying
parameters to study a system and discuss the results
Policies: can use example codes or your own prepared ones
(on USB drive), on your own risk, cannot communicate with
anyone except your assigned partners
Seat assignments: sent by email later
8:10pm 8:30pm break, arrive normal classroom at 8:30pm
8:30pm 9:00pm Recap and coverage of final exam, sample
questions and discussion
Copyright 2013, Y. Long, NUS, CN5010
Pre-lecture announcements
Computer test group lucky draw
You cannot reform your group, but you may choose to work alone with
decreased workload, but let me know by this Friday midnight
This Saturday, Ali will continue to talk about pdepe and past-year
computer papers (E2 computer lab)
Lecture 12: Solving PDE (SOV, Laplace)

Agenda:
Recap: solving PDE by separation of variables
Analysis by Laplace transform
Solving PDE
Small-time behavior
Past-year exam discussion
Fourier transform (for further reading of interested students only)
Recap: Bessel ODE and solution

y 0,
x y + x ( a + 2bx ) y + c + dx b (1 a r ) x + b x=
2
2s
1 a
2
=
Has
the solution y ( x ) x e
d >0
bx r
r
2r
(r , s 0)
s
s
c1Z p
x + c2 Z p
x
s
d <0
Zp (z) Ip (z)
Zp ( z) J p ( z)
Z p ( z ) Yp ( z )
For any p!
or J p ( z ) if p integer
1 1 a
=
p
where
c
s 2
Z p ( z ) K p ( z )
For any p!
or I p ( z ) if p integer
A useful identity:
I n ( z ) = i n J n (iz )
4
Recap: PDE: Separation of Variables

Modeling
Solving
Interpret Results
Further Analysis
Shell balance --- Governing equation

--- Constraints (IC, BCs, etc.)
y=0
2h
SV =+
a bT , a > 0, b 0
Find T(y,t)
T
T
= 2 + A + BT
t
y
2
A = a C p
where B = b C p
= k C p
IC : t 0,=
T ( y,0 ) T0
=
BC1: t > 0, T ( h, t ) =
T0
BC 2 : t > 0,
let T =
( y, t ) Tss ( y ) + Tt ( y, t )
T
y
0
=
y =0
5

T
T
= 2 + A + BT
t
y
2
IC : t 0,=
T ( y,0 ) T0
=
BC1: t > 0, T ( h, t ) =
T0
BC 2 : t > 0,
y =0
Tt
2Tt
= 2 + BTt
t
y
d 2Tss
=
0
+ A + BTss
2
dy
BC
IC
0
=
Tt ( y, t ) satisfies
Tss ( y ) satisfies
y 0,=
=
Tss 0
=
, Tss To
y h=
T
y
Tt
( 0, t ) = 0
y
Tt ( h, t ) = 0
Tt ( y,0=
) T0 Tss ( y )

Tt
2Tt
= 2 + BTt
t
y
Let Tt ( y, t ) = ( t ) Y ( y )
B
1
= Y + Y =
2
Y

= 2 =c1 exp( 2t )
T part
IC : Tt ( y,0=
) T0 Tss ( y )
BC1:
Tt
y
=0
BC1: Y (0) = 0
B
2
Y + + Y =
0
BC 2 : Y ( h ) = 0
y =0
BC 2 : Tt ( t , h ) = 0
Y ( y) =
c2 cos( y ) (By applying BC1)
B
n = (n 1/ 2) = + n 2
h
c2 cos( h) =
0 n h =
(n 1/ 2) , n =
1, 2,3...
For the system to be stable (steady state exists)
n = n = (n 1/ 2) > 0

h
2
B 2 B
= (1 1/ 2) =
>0
2
h 4h
h B / < / 2
2
1
Heat conduction with heat source

SV =+
a bT , a > 0, b 0
2r0
Find T(r,t)
T T
=
r
+ A + BT
t r r r
A = a C p
where B = b C p
= k C p
=
IC : t 0,=
T ( r ,0 ) T0
BC1: t > 0, T ( r0 , t ) =
T0
BC 2 : t > 0,
T
r
0
=
r =0
Transform the PDE and BCs into the Laplace space:
{ }
T0
T
d dT A
T
=
L
L
r
+
A
+
BT
r
T (r ,0)
+ + BT
sT =
t
r dr dr s
r r r
Heat conduction problem with heat source

sT T0
=
d dT A
r
+ + BT
r dr dr s
BC1: T ( r0 ) = T0 / s
dT
BC 2 :
dr
T0 A
1 d dT B s
r
+
T
=
r dr dr
sB
sB
=
T h c1 I 0 r
+
c
K
2 0 r
,

=0
T0 + A / s
T p =
sB
r =0
0, BC2
s B T0 + A / s
sB
s B T0 + A / s
c1 I 0 r
=
=
T c1 I 0 r
+
+ c2 K 0 r
+
sB

sB
Apply BC1:
s B T0 + A / s T0
BT0 + A
+
=
T (r0 ) =
c1 I 0 r0
c
1
s( s B)
s
B
s
sB
I 0 r0

sB
I0 r
+
BT
A
T0 + A / s
0

+
T=
sB
sB
s( s B)
I 0 r0
sB
I0 r
( A + sT ) ( A + BT )
=
0
0
s(s B)
s B
I 0 r0
Invert!
10

Small-time behavior of the heat flux at the surface:
T
1 dT
2 r0 L =
H=
k
2 r0 Lk L
r r = r0
dr
2
x3 x5
7
+
+
:
(
)
~
(
)
Aside
erf
x
x
O
x
3 3
r = r0
1 erf Bt
sB
s B L1
=
I
r
1 0
B
s s B
+
A
BT
0
= 2 r0 Lk L1
s( s B)
sB
Bt Bt
1 2
I
r
~
Bt

0 0
A + BT0 s B
= 2 r0 Lk L
(
)
s
s
B
2 r0 Lk
A + BT0
1
L
s s B
1
B 2t 2 Bt
7/2
+
+ O(t )
10
2 1/2 B 3/2 B 2 5/2

7/2
~
t + t + t + O(t )
3
10
11

sB
I0 r
sT + A
( BT0 + A )
+ 0
T=
s B s( s B)
s ( s B ) I 0 r0
f 1 (s)
sT0 + A P ( s )
=
f 2 (s) =
s( s B) Q( s)
f 2 (s)
Q( s ) = s ( s B ) = 0 r1 = 0, r2 = B
Q( s=
) 2s B
P (r1 ) r1t P (r2 ) r2t

A A + BT0 Bt A Bt
(e 1) + T0 e Bt
f 2 (t ) =
e +
e =
+
e =
Q(r1 )
Q(r2 )
B
B
B
12

f 1 ( s)
sB
2
2 sB
4 ( s B)
4
I0 r
r
r
O
s
+
+
+
1
(
)
2
P( s)
4
64
=
=
2
Q( s)
sB
2 sB
4 ( s B)
4
+
+
+
s
s
B
r
r
O
s
(
)
1
(
)
s ( s B ) I 0 r0
0
0
2
4
64
sB
Q (=
s ) s ( s B ) I 0 r0
sB
= s ( s B ) J 0 ir0
s1= 0, s2= B
n =
ir0
sn + 2 B
sn + 2 =
B
n 2
r0 2
n is the n-th root of J 0 ( x) = 0
s B r0 s s B
sB
(2 s B ) I 0 r0
+
Q( s ) =
I
r
1 0
13

B
B
n = 1, s1 = 0, P ( s1 ) = I 0 r
J
r
,
Q
(
s
)
BJ
r
=
=
0
1
0 0
n 2,=
s2 B, P (=
s2 ) I 0=
(0) 1, Q(=
s2 ) B
=
s B r0 s s B
sB
(2 s B ) I 0 r0
Q( s ) =
I1 r0
+
For n 3, sn =
B
n 2 2
r0 2
s B
r
=
=
, P( sn ) =
I0 r n
I
i
J
0
n2
n2 ,
0

r0
r0
n 2 2
n 2
=
Q( sn )
B
J1 ( n 2 )
2
r0
2
J 0 ( x) =
J 0 ( x), J1 ( x) =
J1 ( x )
14

r
n 2 2
)t
J 0 n 2 exp ( B
2
r0
r0
1 J 0 (r B / ) 1 Bt
+ e +
f1 (t ) =
2
B J 0 (r0 B / ) B
n 2
n =3
n2
J1 ( n 2 )
r 2 B
0
2
n is the n-th root of J 0 ( x) = 0
15
Homework
CN5010 HW Problem Set: 33, 34 (a-e).
Relevant extra problem for interested learners: 48.
Objectives: practicing solving PDE by Laplace Transform and
Separation-of-variables method; Use properties of Laplace
Transform to analyze problems.
HARDCOPY due on Week 13 class (6pm 9 November 2016)
Copyright 2013,Y. Long, NUS, CN5010
16
Fourier transform is not included in the exam or HW

For augmenting your knowledge and future use
17
Fourier integral transforms

Motivation: heat transfer in an infinitely long rod
+
x=0
=
IC : t 0=
, T ( x, 0 ) f ( x )
( f ( x=)
f ( x ))
BCs : x , T 0
x , T 0
BC (alternative)
T
,
0
=
x 0=
x
T
2T
X
= 2
=
T ( x, t ) = X ( x ) ( t ) ?
t
x
X
18

X ( 0 ) = 0
X + X =
0
X ( ) =0
2
Not a Sturm-Louiville system
=
X ( x ) A cos ( x ) + B sin ( x )
X (0) = 0 B =
0
X ( ) =0 ???
Consider Sturm-Louiville Problem

y (0) = 0
n
n x
2
y + y =
0
yn ( x ) = sin
n = l (n = 1, 2,3, )
l
y ( l ) = 0
n ( l1 ) n ( l2 )
l2 = 2l1
Any piecewise continuous function over (0,l) can be written

as a weighted sum of discrete eigenfunctions
19

Consider orthogonality property
sin ( 2 1 ) l sin ( 2 + 1 ) l
, 1 2
2 + 1 ) l
(
2 l
( 2 1 ) l
sin ( 1 x ) sin ( 2 x ) dx =
0
l
1 sin 21l , =
1
2
21l
Orthogonality still applies as l since the first limit on RHS 0
for 1 2 and second limit =
on RHS 1 for 1 2
Any piecewise continuous function over (0,) can be written
as an integral of weighted eigenfunctions
20

In the discrete case ( l < ) , we can write
n x
An cos l
f ( x) =
n x
0 < x <l
n
Bn sin
l
Fourier Series
An 2 l
= 0
Bn l
n x
cos l

f ( x)
dx
sin n x
l
as l
f ( x) =
0< x<
A ( u ) cos ( ux )
du
B ( u ) sin ( ux )
Fourier Integral
A ( u ) 2
cos ( ux )
= 0 f ( x )
dx
B ( u )
sin ( ux )
21

suppose < x <
A ( u ) 1
=
B ( u )
f ( x)
< x<
cos ( ux )
f ( x)
dx
sin ( ux )
Fourier integral
transform pair
A ( u ) cos ( ux ) + B ( u ) sin ( ux ) du
More compact (conventional) way to express above is

1
i x
1
=
f ( x)
f
e
d
f ( )
(
)
=
f ( )
f ( x ) e i x dx
piecewise-continuous,
+
-
{ f ( x )}
f ( x ) dx exists as |x|
22
Fourier cosine and sine integral transforms
C { f ( x )} fC ( ) =
0 f ( x ) cos x dx
f ( x ) =
f C ( )
=
0 f C ( ) cos x d
C
1
S { f ( x )} fS ( ) =
0 f ( x ) sin x dx
=
f ( x ) =
f S ( )
0 f S ( ) sin x d
1
S
23
Properties of Fourier integral transforms

1. Linear { f + g=
} { f } + { g}
2. Transform of nth derivative
( n 1)
( n2 )
f
x
,
f
if
( )
( x ) ,... f ( x ) 0 as x ,
n
(n)
then { f ( x )} = ( i ) f ( )
3. Fourier convolution:
Define: f ( x ) *=
g ( x ) f ( x ) g ( ) d
then { f * g} = f g
4.
n
(n)
ix
f
x
=
f
(
)
(
)
( )
{
}
{
}
e f ( x)
{ f ( a )} =
5. 1 e ia f (=
) f ( x a)
6. 1
iax
24
Properties of Fourier integral transforms

=
7. if h ( x ) f ( ) d and h 0 as x ,
then {h ( x )} = f( )/ (i ) = i f( )/
x
8. Transform of delta function:

{ ( x a )} =
e ia
9. Fourier Cosine and Sine Transforms of Derivatives
C { f ( x )}
S { f ( x )}
f ( x =0 ) + S { f ( x )}
c { f ( x )}
Derivative
df
dx
d2 f
dx 2
df
2
2
f
=
x
0
S { f ( x )}
=
x
0
f
x
(
)
(
)
C { ( )}
dx
25
Fourier integral transforms: Example

T
2T
= 2
t
x
T ( x,0 ) = f ( x )
T ( x , t ) 0
Take Fourier transform with respect to x

T dT
=
t dt
where T = {T }
2T
2
2 = ( i ) T = 2T
x
dT
2
2t
=
T
T =
Ae
dt
t 0=
Apply initial condition T (=
) { f ( x )=
} f
2t
T (t ) =
fe
=
T ( x, t )
{}
T ( x, t ) =
1 T
Use convolution property
f (u )
{e
2t
; x u du
26
Fourier cos/sin integral transforms: Example

C =0
C = C0
y
y=h
y=0
C =0
y = h
2
2
C
C
2
C =0 = 2 + 2=
x 0=
, C C0
y 0=
,
0=
x
y
y
Find C ( x, y )
x , C 0
=
y h=
, C 0
Use Fourier Integral Transform

From BC at x = 0, Fourier sine transform with respect to x
27
Fourier cos/sin integral transforms: Example

2
2
C
2
C =0 = 2 + 2
x
y
C
x 0=
, C C0
=
y 0=
,
0=
y
x , C 0
y h=
, C 0
=
2
d
CS
2C 2C
2
0
C
C
+
=
S 2 + 2 =
0
0
S
2
dy
y
w/r/t x x
dC
S
Transform BCs
y h=
) 0
y 0=
(=
) 0 C S ( =
dy
C S ( y ) 1 1 cosh ( y )
=
Solve ODE to find

C0
cosh ( h )
Apply inversion formula

C ( y, x )
C0
= 1
cosh ( y )
cosh ( h )
sin ( x ) d
28

Pre-Lecture Announcements: CN5010 Mathematical Methods in Chemical Engineering

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CN5010 Mathematical Methods in Chemical Engineering

CN5010 Mathematical Methods in Chemical Engineering

Copyright 2013, Y. Long, NUS, CN5010

CN5010 Mathematical Methods in Chemical Engineering

Lecture 12: Solving PDE (SOV, Laplace)

CN5010 Mathematical Methods in Chemical Engineering

Recap: Bessel ODE and solution

Copyright 2013, Y. Long, NUS, CN5010

CN5010 Mathematical Methods in Chemical Engineering

Recap: PDE: Separation of Variables

Shell balance --- Governing equation

Copyright 2013, Y. Long, NUS, CN5010

CN5010 Mathematical Methods in Chemical Engineering

Recap: PDE: Separation of Variables

CN5010 Mathematical Methods in Chemical Engineering

Recap: PDE: Separation of Variables

For the system to be stable (steady state exists)

Copyright 2013, Y. Long, NUS, CN5010

CN5010 Mathematical Methods in Chemical Engineering

Heat conduction with heat source

Transform the PDE and BCs into the Laplace space:

Copyright 2013, Y. Long, NUS, CN5010

CN5010 Mathematical Methods in Chemical Engineering

Heat conduction problem with heat source

Copyright 2013, Y. Long, NUS, CN5010

CN5010 Mathematical Methods in Chemical Engineering

Heat conduction problem with heat source

CN5010 Mathematical Methods in Chemical Engineering

Heat conduction problem with heat source

Copyright 2013, Y. Long, NUS, CN5010

2 1/2 B 3/2 B 2 5/2

CN5010 Mathematical Methods in Chemical Engineering

Heat conduction problem with heat source

P (r1 ) r1t P (r2 ) r2t

CN5010 Mathematical Methods in Chemical Engineering

Heat conduction problem with heat source

Copyright 2013, Y. Long, NUS, CN5010

n is the n-th root of J 0 ( x) = 0

CN5010 Mathematical Methods in Chemical Engineering

Heat conduction problem with heat source

Copyright 2013, Y. Long, NUS, CN5010

CN5010 Mathematical Methods in Chemical Engineering

Heat conduction problem with heat source

n is the n-th root of J 0 ( x) = 0

Copyright 2013, Y. Long, NUS, CN5010

CN5010 Mathematical Methods in Chemical Engineering

HARDCOPY due on Week 13 class (6pm 9 November 2016)

Copyright 2013,Y. Long, NUS, CN5010

CN5010 Mathematical Methods in Chemical Engineering

Fourier transform is not included in the exam or HW

Copyright 2013, Y. Long, NUS, CN5010

CN5010 Mathematical Methods in Chemical Engineering

Fourier integral transforms

CN5010 Mathematical Methods in Chemical Engineering

Fourier integral transforms

Not a Sturm-Louiville system

Consider Sturm-Louiville Problem

Any piecewise continuous function over (0,l) can be written

CN5010 Mathematical Methods in Chemical Engineering

Fourier integral transforms

Copyright 2013, Y. Long, NUS, CN5010

CN5010 Mathematical Methods in Chemical Engineering

Fourier integral transforms