Term paper of numerical analysis

Mth-204
TOPIC:- Boundary conditions in solving differential equations

SUBMITTED TO~ SUBMITTED BY~

Rohit Gandhi sir nitin ranjan
B.TECH(IT).LPU
ROLL~B35
SECTION~c2802
REG.NO~10805970

DIFFERENTIAL EQUATIONS

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A differential equation is an equation which contains the derivatives of a variable, such as the
equation

Here x is the variable and the derivatives are with respect to a second variable t. The

letters a, b, c and d are taken to be constants here. This equation would be described as a

second order, linear differential equation with constant coefficients. It is second order

because of the highest order derivative present, linear because none of the derivatives are

raised to a power, and the multipliers of the derivatives are constant. If x were the

position of an object and t the time, then the first derivative is the velocity, the second the

acceleration, and this would be an equation describing the motion of the object. As

shown, this is also said to be a non-homogeneous equation, and in solving physical

problems, one must also consider the homogeneous equation.

Differential equations arise in many areas of science and technology, specifically whenever

a deterministic relation involving some continuously varying quantities (modeled by functions)

and their rates of change in space and/or time (expressed as derivatives) is known or

postulated. This is illustrated in classical mechanics, where the motion of a body is described by

its position and velocity as the time varies. Newton's laws allow one to relate the position,

velocity, acceleration and various forces acting on the body and state this relation as a

differential equation for the unknown position of the body as a function of time

A differential equation is a mathematical equation for an unknown function of one or

several variables that relates the values of the function itself and its derivatives of various

orders. Differential equations play a prominent role in engineering, physics, economics, and

other disciplines.

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Differential equations arise in many areas of science and technology, specifically whenever

a deterministic relation involving some continuously varying quantities (modeled by functions)

and their rates of change in space and/or time (expressed as derivatives) is known or

postulated. This is illustrated in classical mechanics, where the motion of a body is described by

its position and velocity as the time varies. Newton's laws allow one to relate the position,

velocity, acceleration and various forces acting on the body and state this relation as a

differential equation for the unknown position of the body as a function of time. In some cases,

this differential equation (called an equation of motion) may be solved explicitly.

BOUNDARY CONDITIONS

A boundary value problem is a differential equation together with a set of additional

restraints, called the boundary conditions. A solution to a boundary value problem is a

solution to the differential equation which also satisfies the boundary conditions.

Boundary value problems arise in several branches of physics as any physical

differential equation will have them. Problems involving the wave equation, such as the

determination of normal modes, are often stated as boundary value problems. A large

class of important boundary value problems are the Sturm–Liouville problems. The

analysis of these problems involves the eigen functions of a differential operator.

To be useful in applications, a boundary value problem should be well posed. This

means that given the input to the problem there exists a unique solution, which depends

continuously on the input. Much theoretical work in the field of partial differential

equations is devoted to proving that boundary value problems arising from scientific and

engineering applications are in fact well-posed.

Among the earliest boundary value problems to be studied is the Dirichlet problem, of

finding the harmonic functions (solutions to Laplace's equation); the solution was given

by the Dirichlet's principle.

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The boundary conditions on a differential equation are the constraining values of the

Function at some particular value of the independent variable. For example, if the

Equation involves the velocity, the boundary condition might be the initial velocity, the

Velocity at time t=0. In order to have a complete solution, there must be a boundary

Condition for each order of the equation - two boundary conditions for a second order

Equation, only one necessary for a first order differential equation. If a solution to a

Differential equation is found which satisfies all the boundary conditions, then it is the

Only solution to that equation - this is called the uniqueness theorem. Therefore, a

Reasonable approach to finding solutions to differential equations in physical problems

Is to use a trial solution and try to force it to fit the boundary conditions. If successful,

The boundary curve accomodates three important types of boundary conditions.

1. Dirichlet conditions: is specified at each point of the boundary.

2. Neumann conditions: , the normal componet of the graident of is

specified at each point of the boundary.

3. Cauchy conditions: and are specified at each point of the boundary. The
parameter is usually a time parameter. Consequently, Cauchy conditions are also

called intial value conditions or initial value data or simply Cauchy data.

There exist also the mixed Dirichlet-Neumann conditions. They are intermediate between the

Dirichlet and the Neumann boundary conditions, and they are given by

Here , , and are understood to be given on the boundary.

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We recall that in the theory of ordinary second order differential equations, a unique solution
was

obtained once the solution and its derivative were specified at a point. The generalization of
this

condition to partial differential equations consists of the Cauchy boundary conditions.

Consequently, we now inquire whether the solution of the partial differential equation is

uniquely determined by specifying Cauchy boundary conditions on the boundary .

DIRICHLET  BOUNDARY CONDITION 

The Dirichlet (or first-type) boundary condition is a type of boundary condition, named

after Johann Peter Gustav Lejeune Dirichlet (1805-1859)[1]. When imposed on an ordinary or

a partial differential equation, it specifies the values a solution needs to take on

the boundary of the domain. The question of finding solutions to such equations is known as

the Dirichlet problem.

In the case of an ordinary differential equation such as:

on the interval [0,1] the Dirichlet boundary conditions take the form:

where α₁ and α₂ are given numbers.

For a partial differential equation on a domain Ω⊂ℝⁿ such as:

where ∇² denotes the Laplacian, the Dirichlet boundary condition takes the form:

where f is a known function defined on the boundary ∂Ω.

Dirichlet boundary conditions are perhaps the easiest to understand but there are many other

conditions possible. For example, there is the Cauchy boundary condition or the mixed

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boundary condition which is a combination of the Dirichlet and Neumann conditions.

NEUMANN  BOUNDARY CONDITION
The Neumann (or second-type) boundary condition is a type of boundary condition, named

after Carl Neumann. When imposed on an ordinary or a partial differential equation, it specifies

the values that the derivative of a solution is to take on the boundary of the domain.

In the case of an ordinary differential equation, for example such as:

on the interval [0,1] the Neumann boundary conditions take the form:

where α₁ and α₂ are given numbers.

For a partial differential equation on a domain   such as:

where ∇² denotes the Laplacian, the Neumann boundary condition takes the form:

Here, n denotes the (typically exterior) normal to the boundary ∂Ω and f is a given scalar

function. The normal derivative which shows up on the left-hand side is defined as :

where ∇ is the gradient (vector) and the dot is the inner product with the (unit) normal

vector n.
CAUCHY  BOUNDARY CONDITION
The Cauchy  boundary condition imposed on an ordinary differential equation or a partial

differential equation specifies both the values a solution of a differential equation is to take on

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the boundary of the domain and the normal derivative at the boundary. It corresponds to

imposing both a Dirichlet and a Neumann boundary condition. It is named after the prolific 19th

century French mathematical analyst Augustin Louis Cauchy.

Cauchy boundary conditions can be understood from the theory of second order, ordinary

differential equations, where to have a particular solution one has to specify the value of the

function and the value of the derivative at a given initial or boundary point, i.e.,

and

where   is a boundary or initial point.

Cauchy boundary conditions are the generalization of these type of conditions. Let us first recall

a simplified form for writing partial derivatives.

and let us now define a simple, second order, partial differential equation:

We have a two dimensional domain whose boundary is a boundary line, which in turn can be

described by the following parametric equations

hence, in a similar manner as for second order, ordinary differential equations, we now need to

know the value of the function at the boundary, and its normal derivative in order to solve the

partial differential equation, that is to say, both

and

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are specified at each point on the boundary of the domain of the given partial differential

equation (PDE), where   is the gradient of the function. It is sometimes said that Cauchy

boundary conditions are a weighted average of imposing Dirichlet boundary

conditions and Neumann boundary conditions. This should not be confused with statistical

objects such as the weighted mean, the weighted geometric mean or the weighted harmonic

mean, since no such formulas are used upon imposing Cauchy boundary conditions. Rather, the

term weighted average means that while analyzing a given boundary value problem, one

should bear in mind all available information for its well-posedness and subsequent successful

solution.

Since the parameter   is usually time, Cauchy conditions can also be called initial value

conditions or initial value data or simply Cauchy data.

Notice that although Cauchy boundary conditions imply having both Dirichlet and Neumann

boundary conditions, this is not the same at all as having Robin or impedance boundary

condition, a mixture of Dirichlet and Neumann boundary conditions are given by

where  and  are understood to be given on the boundary (this contrasts to the term mixed

boundary conditions, which is generally taken to mean boundary conditions of different

types on different subsets of the boundary). In this case the function and its derivative must

fulfill a condition within the same equation for the boundary condition.

ROBIN  BOUNDARY CONDITION
The Robin boundary condition is a type of boundary condition, named

after Victor Gustave Robin (1855–1897) who lectured in mathematical physics at the Sorbonne

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in Paris and worked in the area of thermodynamics[1]. When imposed on an ordinary or a partial

differential equation, it is a specification of a linear combination of the values of

a function and the values of its derivative on the boundary of the domain.

Robin boundary conditions are a weighed combination of Dirichlet boundary

conditions and Neumann boundary conditions. This contrasts to mixed boundary conditions,

which are boundary conditions of different types specified on different subsets of the

boundary. Robin boundary conditions are also called impedance boundary conditions, from

their application in electromagnetic problems.

If Ω is the domain on which the given equation is to be solved and ∂Ω denotes its boundary, the

Robin boundary condition is:

for some non-zero constants a and b and a given function g defined on ∂Ω. Here, u is the

unknown solution defined on Ω and ∂u/∂n denotes the normal derivative at the boundary.

More generally, a and b are allowed to be (given) functions, rather than constants.

In one dimension, if, for example, Ω = [0, 1], the Robin boundary condition becomes the

conditions:

notice the change of sign in front of the term involving a derivative: that is because the normal

to [0, 1] at 0 points in the negative direction, while at 1 it points in the positive direction.

Robin boundary conditions are commonly used in solving Sturm–Liouville problems which

appear in many contexts in science and engineering.

In addition, the Robin boundary condition is a general form of the insulating boundary

condition for convection–diffusion equations. Here, the convective and diffusive fluxes at the

boundary sum to zero:

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where D is the diffusive constant, u is the convective velocity at the boundary and c is the

concentration. The first term is a result of Fick's law of diffusion.

REFERENCES:-
1) http://tutorial.math.lamar.edu/Classes/DE/DE.aspx

2) http://en.wikipedia.org/wiki/Dirichlet_boundary_condition

3) . http://en.wikipedia.org/wiki/Cauchy_boundary_condition

4) http://en.wikipedia.org/wiki/Robin_boundary_condition

5) http://www-ssc.igpp.ucla.edu/personnel/russell/ESS265/Ch10/ylwang/node25.html

6) http://www.thedailyreviewer.com/compsys/view/solving-a-differential-equation-
initial-value-and-boundary-condition-109617262

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