Mae502 2012 Firstday PDF
Mae502 2012 Firstday PDF
Course website
http://www.public.asu.edu/~hhuang38/MAE502.html
Updated schedule
Homework assignments/solutions
Supplementary slides
Matlab examples
Course Outline
( See syllabus )
Textbook:
Applied Partial Differential Equation, by R. Haberman, Required
Additional lecture notes/slides will be provided by instructor
Remarks on textbook ...
A useful 2nd reference:
Partial differential equations for scientists and engineers,
Stanley J. Farlow, Dover Publications
This book is well written and cheap (under $10)
- a great "Cliffs Notes" on the subject
u
u
Heat (or diffusion) equation: t = x 2 , describes the diffusion of temperature or the
density of a chemical constituent from an initially concentrated distribution (e.g., a "hot spot" on a metal
rod, or a speck of pollutant in the open air)
A typical solution (when the initial distribution of u is a "spike"):
(Exercise: Verify that this solution satisfies the PDE)
1
x2
u x , t =
exp
4t
t
The figure in next page shows this solution at a few different times. As time increases, u(x) becomes
broader, its maximum decreases, but its "center of mass" does not move. These features characterize a
"diffusion process".
Solution of the heat equation at different times. The three curves are
u(x, 1), u(x, 3), and u(x,10)
u
u
=c
t
x , describes the constant movement of an initial
distribution of u with a "speed" of c along the x-axis. The distribution moves while preserving its shape.
A typical solution: u(x, t) = F() , x+ct ; F can be any function that depends only on x+ct.
(Exercise: Verify that this is indeed a solution of the original equation.)
The following figure illustrates the behavior of the solution with c = 1. The initial condition, u(x, t = 0), is a
"top hat" structure. At later times, this structure moves to the left with a "speed" of x/t = 1 while
preserving its shape. (The x and t here are the increments in space and time in the following diagrams.)
Linear wave
u
2 u
equation: t 2 = c x2 , describes wave motion
For example, a simple traveling sinusoidal structure, u(x, t) = sin(x + ct), as illustrated below, is a solution
of the equation. (While at this solution is similar to the solution of the linear advection equation, more
complicated behavior would emerge when we consider the superposition of different sinusoidal "modes",
and when more complicated boundary conditions are introduced for the wave equation.)
Remark: Different types of PDEs often need to be matched with different types of boundary
conditions in order for their solutions to exist and be unique.
u
u
u
=
2
2
t
x
y
2
(2-D)
2
u
u
u u
=
2
2
2
t
x
y
z
(3-D)
The behavior of the solutions of these equations is similar to that of the 1-D heat equation. An initially
concentrated distribution in u will spread in space as t increases.
For a closed domain with u specified on the "walls", the solution may reach "equilibrium" as t . At
this limit, u ceases to change further so u/t 0. Then, the heat equation is reduced to Laplace's equation.
In other words, Laplace's equation describes the equiribrium solution (or "steady state solution") of the heat
transfer or diffusion problem.
Where to begin?
If you can't solve a problem, then there's an easier problem that you can solve. Find it.
-- G. Polya
PDE
Solution of PDE
Set of ODEs
Solutions of the
transformed set
of ODEs
PDE
Solution of PDE
Set of algebraic
equations
Solutions of the
set of algebraic
equations