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CH 3

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14 vues13 pages

CH 3

mmm

Transféré par

411patel Ankit
Copyright
© All Rights Reserved
Nous prenons très au sérieux les droits relatifs au contenu. Si vous pensez qu’il s’agit de votre contenu, signalez une atteinte au droit d’auteur ici.
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Téléchargez aux formats PDF ou lisez en ligne sur Scribd
Chapter 3 Partial Differential Equations = Fourier series "= Heat equation Fourier SERIES Periodic Function A function f(x) is said to be periodic if flx + a) = lx) for all x. The least value of a is called the period of i) Example: sinx, cos are periodic functions with period 2n. 1. fe) and g() are periodic functions with petiod & then af{x) + g(x) is also a periodic function with period k. 2. IEf(x) is periodic fiction with period f, then the k period of flax) is = 3. Ifthe periods of fanctions f(x), g(x) and h(x) are a, 3, «respectively, then the period of f(x) + g(3) + h(G) is the lem of a,b and c Euler’s Formula for the Fourier Coefficients Let f(s) isa petiodic function whose period is 2x and is integrable over a petiod. Then f(s) can be tepresented by trigonometric series + Jee. cosnr-+ 4, sinm) wt where a, a,,b, ate called Foutier coefficients and these are obtained by’ 2 T reocosmadcform=1, 2.3, LF reosinmas torn 1.2.3, ‘SOLVED EXAMPLES Example 4 Obtain the Fourier series expansion of f(x) = e*in (0, 20) Solution Vs wae ! Sls) - Lye ae -tel! Leryn a F(x) eos nxds ‘e* cos md we know hat fet os a =[acosbx+bsinby] (cosmx + sin ns) | (cos2n)-— | ir J reosinmadc = # fer sinma = Let(sinme—noosms]i* x Ten B {os Jom sinbxde Josiah -bsosny 1 (n-e* ncos2an) ae mde) =e cos nn) F(a) = 24° (a, cosns +b, sinms) L (ie ye ery, (e%* cos 2en—1)4 ~e** cos2an) | 0 Even and Odd Functions Even function: A function f(s) is said tobe even iff) = 1.6) forall Example: osx Odd function: A function f(x) is suid to be odd if fix) =f) for allx Example: sin x 1. The sum of two odd functions is odd. 2. The product of an odd function and an even function is odd, 3. Product of two odd functions is even. Chapter 3 m Partial Diferental Equations | 2.59 Fourier Series for Odd Function and Even Function Case 1: Let f(2) is an even function in (1, 2), Then the Fourier series of the even function contains only cosine terms and is known as Fourier cosine series and itis foa)= 24 Sa, osm, where 4-2 [posina, 2 [pepnemais Case 2: If(x) is an odd function, then the Fourier series of an odd function contains only sine terms, and is known as, Fourier sine series wee post Example 2 Expand the fimetion f(x)= the interval (x, n) Solution J (s) 18 an even function I@)=2+F°a, cosm 2% 2x? ay == [fends ule (es) 2.60 | Part Il " Engineering Mathematics 22x sinny aes on -4 = 5 (xeosnm) where &, iy cosinE dx, Hacr RANGE EXPANSION the period 22, In the pervious examples we define the function f(x) with Suppose f(x) is not periodic function and defined in half in the interval say (0, Z) of lengths L. such expansions are known as halfrange expansions or half range Fourier series a A econne).n =1,2,3, Fone) n= 12,3, In particular a half range expansion containing only cosine series of 3) in the interval (0, L) in a similar way half range con Fourier sine series contains only sine terms, To find the Fourier series of fx) which is neither periodic nor even nor odd we obtain Fourier cosine series and Fourier sine series of fx) as follows. We define a function g(x) such that g(x) = F(2) inthe interval from (0, Z) and g(x) is an even function in -L, L) andis periodie with period 2L and g(x) is obtained by previous methods wisich are discussed earlier. Similarly ‘we can obtain a fourier sine series as follows. Assume f(x) = ‘iG in (0, L) and f(x) isan odd function in the interval (-L, L) with period 2 and evaluate h(x) by pervious methods Function of Any Period (P = 2L) ‘which ae discussed earlier 1f the function fis of period P = 2L has a Fourier series, shen f() can be expressed 25, Example 3 If fly) = 1 -x in 0 0 Examples: 1, Consider the one-dimensional heat equation: ‘Comparing it with Eq. (1), we have A=e,B=and C=0 BW44C=0'-4 x ex 0=0 ‘One dimensional heat equation is parabolic Similarly it can be easily observed that 2. One-dimensional wave equation: is hyperbolic (B*— 44C > 0) and o 3. The Laplace equation ou om oF Oy is elliptic (B - 44C < 0) Chapter 3 m Partial Diferental Equations | 2.63, Method of Separation of Variables Consider a PDE involving a dependent variable w and two independent variables x and y. In the method of separation of variables, we find a solution of the PDE in the form of a product ofa function of and a function of y, ie., we write u(x, ») =X) - Yo) ay Then oe > ae #X y. 0 Hew eae Substituting these in the given PDE, separating X and its erivatives from ¥ and its derivatives, finding solutions for -vand y and substituting them in Eq, (1), we get the solution of the given PDE. ‘This is best explained through the examples given below: Example 9 Solve xp + yg =0 by the method of separation of variables. Solution For the PDE, xp+yg=0 ao Let 2230): Yo) @ bbe the solution 2 xy and = ’ Substituting these in Eq. (1) xX'Y 4 y XY" 8) In Eq, (3), as LHS is a function of x alone and RHS is a fanction of y alone, they are equal only if each of them is equal to some constant co) Where Fis a constant x From Eq. (9, x55 2.64 | Part Il Engineering Mathematics inerting on bot ses we bv “i hfe ely + lep=Floge toe S eraine se 3 X=cx © ‘Again from Eq, (4), =y negating on bth sides, a IF logy =_ Fog ton C, = log Y=log y* = roy my «JE © Substtting Eqs. (5) and (6) in Eq, (2), we get the solution of Eq, (1) a8, Ce Cy =CCxy" | where C= 6,0; Example 10 Solve the PDE u,+u,= 3u; u(0, 2) = 4e" by the method of separation of variables. Solution Let w= X(x). 1) a be the solution ofthe PDE +4, @ wear > u-MoxT andy Substituting these in Eq, (2), we get XT + XT! =31T Dividing throughout by XT, we have @). Gay) From Eq. (3), a Which is a linear equation with its auxiliary equation being 0 => m=k Hence its solution is. X= C, e 6 to 2 Again from Eq. 3), 23 8 4 3k r Fz T = M=G-br = T'-G-bT=0 ©) Which is a linear equation with its auxiliary equation being m-G—-H=0 = m=3-k The solution of Eq. (6) is T= C, e-"" o Substituting Egs. (5) and (7) in Eq. (1), we get the general solution of given PDE (2) as weak. T= (Ce) (Ce) =Cc ene u(x, 1) = ce™o-8" . ®) Given u0, = 4¢ From Eq, (8), (0, 1) = ee = det Comparing on both sides, we get C=4,3-k=1 > a4; k= Substituting these in Eg. (8), we get the required solution of Eq, Q)as u(y, = 4e" One Dimensional Diffusion Equation The diffusion equation is a partial differential equation that describes density fluctuations in a material undergoing diffusion, The partial differential equation representing the one dimensional diffusion equation is a where u(x is the density of the diffusing material at time ¢ and D is diffusion coellicient Example 11 Find the solution ofthe one dimensional diffsion equation Mu _ py tu et ex? condition on the interval xe[0,£] with inital 4 @,0)=f([Link][0,L] and Dirichlet’s boundary conditions (0, )=u(L, H=0 VI>O Solution ‘We will solve the one-dimensional difTusion equation eu a My au eas ao by the method of separation of variables. Let u(x, 2) =X) 11) @ be the solution of Eq, (1) Substiting hese in Ba (h =DXx"T ait x pT x ® ‘As the left hand side depends only on the variable rand the right hand side depends only on the variable x, both sides are equal to some constant say — A. (Negative sign is taken for convenience reason) irxt From Ea. (3), 55 = 5 and + AX=0 © Clearly Bqs. (4) and (5) are linear ordinary differential equations involving the variables ¢ and x respectively. Solving (4), we get T= Ce © Solving Eq, (5). we get different possible solutions depend- ing on the value of Aas given below. Asin Ax) + Beos( Vax); for A >0 iy) =} Ae + Biel; for <0 Ate+ BY for 1=0 Given boundary conditions are (0, )=0 and ui, )=0 From Eq. 2), (0,9 =X(0) N= 0 =X) =0 L) TW) = 0 => XW) Taking into account, the boundary conditions X(0) = 0 and X(L) = 0, the values of X(x) for 2.=0 and 4.< 0 leads to only the trivial solutions and hence we take the value X(2) given for 4> 0, which on application of the boundary conditions becomes, and Lt X@)= sin ("= : U and Eq. (6) becomes, where B, isa constant Substituting the values of X(x) and 7() in Eq. 2), We get u(x, 8) Chapter 3 m Partial Diferental Equations | 2.65 ( Saal ™locol pf = Es s}oo| 0% o where 4, = Constant (= B,C,) Given intial condition ia u(x, 0) = f(x) ie, Sa oo( Zs} = f(%) From Eq. (7) (8) By writing f(x) as a half range Fourier sine series in [0,1 ‘we have FQa)= Lh (5) 24 (nx {f@rol TZ Eq, (8) becomes, Substituting the value of 4, in Eq. (7), we get the solution of Bq, (1) as 1G) Heat Equation The heat Now in a body of homogencous material is gov- emned by the heat equation k where ¢ = and w (x,y. 2) is the temperature in’a » y Ps body, kis the thermal conduetivity, ois specific heat of the body, p is the density of the material and c the constant is called the diffusivity of the body. If the heat flow is in sxedirection only then w depends on x and J, then the heat Which is known as one- exon canes (24) dimensional heat equation, Wave Equation ‘The one-dimensional wave equation of a vibrating elastic string is given by, 2.66 | Part Il = Engineering Mathematics Laplace Equation ‘When the temperature ina homogeneous materials in steady state and the temperature does not vary with time then the hheat conduction equation becomes 2Y. ou and this is known as a a a Laplace's equation in cartesian system While solving the boundary value problems the following results may be used Iu, isa function of x and £ 1 u(x, s)~ u(x, 0) 2 W(x, 8) —su(x, 0)—1 (x, 0) 3 4 Fa nee L (u(x 9 . SF where Lu 0) Example 49 Solve the one dimensional heat equation sat. isfying the boundary conditions u (0, f) (x, 0)= 8sin 2x Solution Taking Laplace transform on both sides of the equation = ADK, Be Bx _ a , 7 (4,5) =0 Solving we get A= B= 0 From (1) we have = #52 Example 50 Solve the wave equation of a stretched string given by satisfying the boundary conditions « (x, 0) = ta 0)-0.>0an #(.9°F0, nan.) B20 a a Taking Laplace transform on both sides of the equation with the boundary conditions we have {Ze arf or (3) —s0 (x, 0) (8,0) few oft} Also 7(0,8)= [Fetal =F andu(a.s)=025x-9 ‘The general solution Eq. of (1) is 7 (x, 5) = Ge tee and 7 (9) and 7(0, 8) = Hence, Ts, 3)= F 6) oF ux)=E flses asl (Fo) = FO), | ork ; ‘when expressed in terms of Heaviside's unit step function, ux, 8) Chapter 3 m Paral Diferental Equations | 2.67 wet bese ‘Which is a periodic function with period 2p, then a, = wt OF OF Oz 2. The value ofthe fourier coefficient a, for n > 2 for fs) =xsinx in (-a, mis (a) cos S98 (B) cos 08 mx ne 1 o> fot DE oD] md 3. Iff(s) =2" in (a, 7) then the value of bis (&) Zier ® 2eoune [6—n?n?] (© A 06-41 @) [O40 4, Find the Fourier series of /(x) which is defined as follows: f@)=2 excl leve2 w Diet Fb ig QHD ®) Saal 2H yt ar (D) None of these oO Direction for questions 5 and 6: Let f= inthe interval (0, 2) 5, ‘The Fourier series of f(x) is c0s2x , cos3x Os S08 (A) osx + “w > sin2x | sin3x singe @®) sinx- SE sindx _ sin3x ©) sinx +m © sinxt 7 (D) None of these 6. The value of ~ is 4 la (a) epee Direction for questions 7 and 8: Let ix) = 3° in the interval 7,2) 7. The Fourier series of tx) is. w-4> B) Lr Scoom © Sewn 2.68 | Part Il Engineering Mathematics 9. 10. ML. n B. re 1. 16. The value of © is 10 (D) None of these 18. The halfrange sine series of f(x) =e in 0 (D) None of these The order and degree of the 72+339/ =Sare wit @ 1,2 ©21 ©) 22 The differential equation whose solution is 2 = (¢~ a) o-dis (A) pg=2z (B) pq=z © p=2sq ©) p=39 Form a PDE of = (x—y) 6-4) (A) pr-sg=2 @) pytsg= ©) px+yg (D) px-yq=, The solution of xp +°g = (&+y)2i8 P (ty) 5 20. () for,x=9)=0. w (RAE | (C) fiex,z-x)=0 (D) None of these Solve (2p +1) ¢=pe (A) aloge— a) =x- ay +b () 2a loge+a)=ay+b (©) 2a loge-a)=»+ay+b (D) alogts +a) =3x+ay+b The solution of yx (1 +») = py* is (A) z=a(l+y) ®) z= > -a(lty)+b © Seas n ©) se Blea Solve pgz= 4" yp + 4°) + pag +P’). oe (A) ta ansbye ye (B) z=ar-by ©) s=artby+ S44 (© s=artbys S45 (D) None of these In the process of solving the partial differential equation +5 <%= by the method of separation e of variables, the linear differential equation involv- ing the independent variable “X" is_. (Here k is a constant) dx ~k 22k x) =0 tex) 2 2u The second order pata differential equation 3x? (A) elliptic equation (B) parabolic equation (©) hyperbolic equation (D) depends on the value of x and y Which of the following partial differential equations represents the one-dimensional diffusion equation? w fede @ In the one-dimensional diffusion equation, eu ‘u(x, 1) and D represent respectively 2, 23, (A) density of and difusion coefficient. () diffusion and density coefficient (©) viscosity and diffusion coefhicient. (D) diffusion and viscosity coeficient. Which of the following pair can be represented by the same partial differential equation? (Except pos- sibly a change in the constant multiplying the partial derivatives) (A) The one-dimensional wave equation and the one dimensional heat equation. (B) The one-dimensional wave equation and the two ~imensional Laplace equation. (©) The one-dimensional heat equation and the two- 0.1 0 satisfying the boundary con tion w(, 1) = 1, u(x,0)=0is and the one- "4 A) B) en & etfs & e| © e{+) D) en{2 ? ag) ONT &h &h 1. The equation K, Thx, Zh = o can be trans a at at -0 by substituting, (GATE, 2008] K @ =e 2. The partial differential equation that can be formed & from z= ax + by + ab has the form (with p= = and a -& (GATE, 2010] ca) K 1 (A) e=prtay (@) e=prtpg (© e=ptay+pa ©) =9+p4 Chapter 3 m Parl Diferental Equations | 2.69 24, A siting is stretched between two fixed points follows » the equation <2 » ‘quation SE (> 0,x> 0) satisfying the boundary conditions y(x, 0) = 0, x > 0 and y(0, Lt__y(a,1)=0, 12 0, Find y(x, 1) in terms of Heaviside's unit step function (A =) H0-8) (©) xa) IKt— xa) (D) None of these 25, The one dimensional wave equation is wy ANF a Peete 3. The Fourier series ofthe function, I) =n-x. O

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