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PARTIAL DIFFERENTIAL EQUATIONS (PDE) 機械工程學系 白明憲 教授
79

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Page 1: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

PARTIAL DIFFERENTIAL EQUATIONS (PDE)

機械工程學系

白明憲

教授

MingsianMingsian R R BaiBai2

Physical systems (with ldquodistributedrdquo parameters) depend on not only the ldquotime variablerdquo but also the ldquospace variablerdquorarr Governing equations are PDErsquos cf ODE for ldquolumprdquo parameters 1 independent variable t

Modeling governing equations see examples in Sec 112

Define problem apply physical laws PDE solution

2

MingsianMingsian R R BaiBai33

Vibrating string

( )( )

Assumptions 1 motions constrained in one plane plane

2 small deflection 3 equal tension at both ends4 small slope

x y

y x tT

minus

( ) f x y y tamp

x

y T

T1α

T tension force

MingsianMingsian R R BaiBai44

2

1

mass per unit length (density)( ) distributed force per unit length

sin sin | tan |Transverse force ( small slope)

sin sin | tan |

Newtons law F

( )

x x x x

x x

m xf x y y t

T T TT T T

ma

x

ρ ρ

α α αα α α

ρ

+Δ +Δ⎧⎨⎩

Δ = Δ

==

uarr + =

partΔ

sum

amp

Q

2

2

2

2

2

2

tan | tan | ( )

tan | tan |( ) ( )

( 0) (tan ) ( )

( ) ( )

( )

xx x

xx x

y T T f x y y t xt

y T f x y y tt x

x T f x y y tx

yT f x y y tx xyT f x y y t

x

α α

α αρ

α

= minus + Δpart

minuspart = +part Δ

partΔ rarr = +partpart part= +part partpart= +part

amp

amp

amp

amp

amp

( ) f x y y tamp

x

yT

T1α

MingsianMingsian R R BaiBai55

2 2

2 2

2

22 2

2

Thus we obtain the following wave equation (1D)1 ( )

or

where wave speed (1D wave equation)

Extension For a membrane one has the 2D wa

y y

y T y f x y y

ct

Tc

x

tt x

fρ ρ

ρ

ρ

part part

part partminuspart

+

=

=

=part part

part

amp

2 2 2 22 2 2

2 2 2 2

2 2 2 2 22 2 2

2 2 2 2 2

ve equation ( )

0

Sound wave 3D wave equation ( )

0

z z x y tz z z zc c z

t x y tp p x y z t

p p p p pc c pt x y z t

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

part part part partminus + = minus nabla =part part part part

=

part part part part partminus + + = minus nabla =part part part part part

MingsianMingsian R R BaiBai66

2 22

2 2

For the wave equation with 0

---------(1)

Le

homogeneou

t ( ) ( )

s

x ct

y yf

y x t y

x x x

c ct t t

c

x

t

ct

x

ζ ηζ η

ζ η ζ ηζ η

ζ η ζ η

ζ η= minus

=

rarrpart part part part part part part= + = +part part part part part part partpart part part

part part

part part part part= + = minus +part part part part part part

part part

= +

part

=

drsquoAlembert solution and method of characteristics

2 22 22 2

2 2

2

(1)

y yc c y c c yx t

c

ζ η ζ η⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

part part part part part part= rArr + = minuspart part part partpart part

2

2ζpartpart

2

2

22

ηζ ηpartpart

part+ +part part

2y c⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=2

2ζpartpart

2

2

22

ηζ ηpartpart

partminus +part part

y⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

MingsianMingsian R R BaiBai77

24 0 ( )

( ) ( ) ( ) ( ) ( )

---------(( ) ( ) ( ) 2)y x t F x ct G x c

y y f

y f d G

t

G F

ζζ η ζ

ζ η ζ ζ η ζ η

= minus +

part partrArr = rArr =part part part

rArr = + = +

rArr +int

2 22

2 2

Consider an string

( 0 )

initial displacement ( 0) ( ) initial velocity ( 0) ( )

( ) ( ) ( ) ( ) (

infini

0) ( ) ( )

te

ICs

y yc x tx t

yy x p x x q xt

y x t F x ct G x ctp x y x F x G x

part part= minusinfin lt lt infin lt lt infinpart part

part= =part

= minus + +there4 = = +Q

0

0

(3)( ) ( ) ( ) ( ) ( ) ( 0)

( ) ( )

( )( ) ( )( ) ( ) ( ) (4)t

t

F x ct x ct G x ct x ctq x y xt x ct t x ct t

F x ct c G x ct c cF x cG x=

==

minusminusminusminusminusminusminusminusminus

part part minus part minus part + part += = +part part minus part part + part

prime prime prime prime= minus minus + + minus + minusminus

MingsianMingsian R R BaiBai88

0

0

0

1

(4) ( ) ( ) (0) ( ) (0)

( ) ( ) (0) (0) ( ) (5)

(3)(5) ( ) ( ) ( )

( ) ( ) (0) (0) ( )

( ) 1 ( ) (2 2

x

x

x

c

q x dx cF x cF cG x cG

cF x cG x cF cG q x dx

F x G x p x

F x G x F G q x dx

p xF x q xc

prime prime = minus + + minus

prime primerArr minus = minus minus minusminusminusminusminus

+ =

prime primeminus = minus minus

primerArr = minus

intint

int

0

0

0

(0) (0)) (6)2

( ) 1 (0) (0) ( ) ( ) (7)2 2 2

(2)(6)(7) ( ) ( ) ( )( ) 1 (0) (0) ( )

2 2 2

x

x

x ct

F Gdx

p x F GG x q x dxc

y x t F x ct G x ctp x ct F Gq x dx

cminus

minusprime+ minusminusminusminusminus

minusprime prime= + minus minusminusminusminusminus

= minus + +

minus minusprime prime= minus +

int

int

int

0

( ) 1 (0) (0) ( )2 2 2

x ctp x ct F Gq x dxc

+

+

+ minusprime prime+ minusint

MingsianMingsian R R BaiBai99

Thus ( ) ( ) 1( ) ( )2 2

x ct

x ct

p x ct p x cty x t q x dxc

+

minus

minus + + prime prime= + int(drsquoAlembert solution)Ex ( ) 0

( ) ( ) ( )2

q x

p x ct p x cty x trarr larr

=

minus + +=P

( )p x

x

x

t

cc

P

2P

1 c

The general waveform is a superposition of two waves traveling in oppositedirections with the constant speed c (phase speed) Without any energy loss the wave is ideally lsquonon-dispersiversquo meaning the waveform would not change as it travels throughout the time

MingsianMingsian R R BaiBai10

Classification of second-order PDE

10

2 2 2

2

2

2

2 2

2

are constants

Try the solution form ( )( ) 2 ( ) ( ) 0

( 2 ) ( ) 0 2 0 for nontrivi

2 0

al

Let

A B C

u f x yAf x y B f x y C f x yA B C f x y C B A u

u u uA B Cx x y y

B

λλ λ λ λ λλ λ λ λ λ

part part part+ +

= +primeprime primeprime primeprime+ + + + + =

primeprime+ + + = hArr

=part part part part

+ + =

Δ =2 2

22 2

22

2

2 2

2

if 0 eg 0 (wave equation)

if 0 eg 0 (heat equation

hyperbolic

parabolic

el

)

if liptic 0 eg

ACu uc

x tu ua

x tu u

x

minuspart partΔ gt minus =part partpart partΔ = minus =part partpart partΔ lt +part part 2 0 (Laplace equation)

y=

MingsianMingsian R R BaiBai1111

21 2

1 1 2 2

1 1 2 22

2

characteriLet and be two roots of 2 0 and are termed the Note 1 1

1 1( ) 2 2

st

ic

s

i ii i

C B Ax y c x y c

y y

A y By C A B C

λ λ λ λλ λ

λ λ

λ λ⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

+ + =+ = + =

prime prime= minus = minus

minus minusprime primerArr minus + = minus +

2

2

2

Thus the characteristics satisfy the following ODE ( ) 2 0

( 2 ) 0 12i i

i

A y By C

A B C iλ λλ

prime primeminus + =

+ += = =

This should give you two independent solutions

MingsianMingsian R R BaiBai1212

2 2 2

2 2

1 2

Wylie p696Consider the equation

( ) 2 ( ) ( ) ( )

Let ( ) and ( ) be two indepen

(More generally are f

dent sol

unct

u

ions of ( ) )

u u u u uA x y B x y C x y g u x yx

A B C x

x y y x yx y c x y c

y

φ ψ

part part part part part+ + =part part part part part part= =

Thm

2

2

tions of

( )( ) 2 ( ) ( ) 0 Then

a ( ) ( ) ( )

(most useful

hyperbolic

ca

dyA x y y B x y y C x y ydx

u u ur x y s x y G u r sr s r s

φ ψ

prime prime primeminus + = =

part part part= = rarr =part part part part

2

2

2 2

2 2

se)

b ( ) ( )

( ) ( ) (

para

) ( )c 2 2

bolic

elli

( )

p ic

t

u u ur x s x y G u r sr r s

x y x y x y x yr si

u u u uG u r sr s r s

φ

φ ψ φ ψ

part part part= = rarr =part part part

+ minus= =

part part part partrarr + =part part part part

MingsianMingsian R R BaiBai1313

2 2

2

2 2

2

2

2

Ex 0 Find the solution

Sol

hyperbo0 0 PDE2 4

( ) 2 0 ( ) 0 ( ) 0

0

li

0

0 cyC

u u ux yx x y x

y yA x B

A y By Cx y yy y xy y

yxy y

⎛ ⎞minus⎜ ⎟⎝ ⎠

⎧⎨⎩

part part partminus + =part part part part

= = minus rArr Δ = minus = gt

prime primeminus + =prime prime prime prime+ = rArr + =

prime =rArr rArr

prime+

=

=

11

2

1

2

ln ln ln0

characteristic( )

Hyperbolic PDE Let

s

y c y cdy dx y x cy x

y cxy

r y

c

s xy

⎧⎧⎪ ⎪

⎨ ⎨⎪⎩⎪

⎩⎧⎨⎩

= =rArr

+ =+ =

=rArr

there4 = =

=

Q

MingsianMingsian R R BaiBai1414

u u rx

s xy

r

r

x

ypart part

=

part=part

=

part part2 2

2

u s uys x s

u u u u ry y yx x s x s r s x

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

part part part+ =part part part

part part part part part part part= = =part part part part part part part part

2 22

2 2

2 2 2 2 2

2 2

22

2

Substituting the above expressions into the given PDE leads to

u s uys x s

u u u u r u s u u uy y y xyy x y s s r s y s y s r s s

ux ys

⎡ ⎤⎢ ⎥⎣ ⎦

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠ ⎣ ⎦

⎡ ⎤⎢ ⎥⎣ ⎦

part part part+ =part part part

part part part part part part part part part part part= = + + = + +part part part part part part part part part part part part part part

partpart

uyspartminuspart

2 2

2u uy xy

r s spart part+ +part part part

uys

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+part

2 22

0

0 or 0

( ) ( ) ( ) ( ) ( ) ( )

u uyr s r s

u r s f r g su x y f y g xy

=

part partrArr minus = =part part part part

rArr = +rArr = +

2 2

2 0u u ux yx x y xpart part partminus + =part part part part

MingsianMingsian R R BaiBai15

Separation of Variables

15

2 22

2 2

By using this method PDE ODEsFor example t can be described bythe followi

orsng

0

where is angular displacement

ionally vwave equatio

ibrating shaftn

s

a x lt xEa

θ θ

θρ

rarr

part part= le lepart part

=

shear modulus mass per unit volume

( 0) ( ) and ( 0) (ICs )

sE

x f x x g xt

ρθθ part= =part

(0 ) ( ) 0t l tθ θ= =Fixed-fixed

Fixed-free

Free-free (0 ) ( ) 0t l tx xθ θpart part

= =part part

(0 ) ( ) 0t l txθθ part

= =part

0 lBCs

MingsianMingsian R R BaiBai1616

2 22

2 2

2

2

2

Trial solution ( ) ( ) ( )

( ) ( ) ( ) ( )( ) ( ) separation con ( )( ) ( )

indep of

st

indep of

( ) ( )

ant

and ( ) ( )

x t X x T t

at xX x T t a X x T tT t X xaT t X x

x t

T t T t X x X xa

θθ θ

μ

μμ

=part part=part part

primeprime primeprimerArr =primeprime primeprimerArr = =

rArr = =

2

22

2

Let 0 without loss of generality

( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time

(

physically impo

1)

ssib

0t

t t x a x a

x a x a t t

e

T T X Xa

T t Ae Be X x Ce Dex t X x T t Ce De Ae Be

λ

λ λ λ λ

λ λ λ λ

μ λλ

μλ

λ

θ

plusmn

minus minus

minus minus

= gt

primeprime primeprime= =

rArr = + = += + +

rarr

gt

=

Q 對稱

le

MingsianMingsian R R BaiBai1717

2

22

2

0 0 ( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time physically impossibl

(2)

e

Let 0

( ) ( ) ( ) ( )

( ) cos

sin

0

(3) 0

(

T XT t At B X x Cx D

x t X x T t Cx D At B

T t T t X x X xa

T t A t B t X x

θ

μλλ

λ λ

μλ

μ

λ

primeprime primeprime= =rArr = + = +rArr = = + +rarr

= minus gt

primeprime primeprime= minus =

= +

=

minus

rArr

lt

) cos sin

( ) ( ) ( ) cos sin ( cos sin )

2 Sinu motion in time soidal frequency periwith od

C x D xa a

x t X x T t C x D x A t B ta a

t

λ λ

λ λθ λ λ

πλλ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= +

= = + +

rarr = =

MingsianMingsian R R BaiBai1818

Determination of unknown parameters For example for ends BC (0 ) ( ) 0BC1 (0 ) 0 ( c

fos sin ) 0

If 0 then ( ) 0 Thu

ixed-fixe

s 0

( ) ( in )(

d

s

BCs C D ICs A Bt l t

t C A t B tA B x t trial

C

x t D xa

λθ θ

θ λ λθ

λθ

rarr rarr= =

= rArr + == = equiv rArr

equiv

rArr = cos sin )

BC2 ( ) 0 ( sin )( cos sin )

If 0 then ( ) 0 If 0 then ( ) 0

Thus sin 0 or ie 1 23

(n

n

A t B t

l t D l A t B ta

A B x t trivialD x t trivia

n al

lll n n

a aπ

λ λ

λθ λ λ

θθ

λ λ λπ

θ

+

equiv = +

= = equiv rarr= rarr

=

equiv

equiv = =

sin ) ( ) ( ) ( cos sin )

periodic in time are satisfied

nn n n n n n nx

an ax t X x T t A t B t

lBCs

λ πλ λ λ⎛ ⎞⎜ ⎟⎝ ⎠

= = + =

rarr

(eigenvalues)

(前面已限制λgt0)(eigenfunction) (Dn is absorbed)

MingsianMingsian R R BaiBai1919

1

Note that no single ( ) can satisfy the arbitrary

( 0) ( ) and ( 0) ( )

However we hope the infinite sum ( ) which also satisfies

the BCs will satisfy the given arbit

n

nn

x t

x f x x g

ICs

xt

x t

θθθ

θinfin

=

part= =part

sum

1 1

1

rary That is

( ) ( ) sin ( cos sin )

IC1 (initial displacement)

( 0) ( ) si

Fourier

n

half-range that approximates si ( ) over ne serie (s 0 )

n n nn n

nn

n

ICs

n x n at n atx t x t A Bl l l

n xx f x Al

f x l

A

π π πθ θ

πθ

infin infin

= =

infin

=

= = +

= =

rarr

sum sum

sum

0

2 ( )sin (see Thm2 74)l n xf x dx

l lπ= int 章節

MingsianMingsian R R BaiBai2020

1

1

Fourier si

IC2 (initial velocity)

( ) sin sin cos

( 0) ( ) sin

half-range that approximates ( ) over (0 )

ne series

n nn

nn

n

n x n at n at n ax t A Bt l l l l

n a n xx g x Bt l l

g x ln a B

l

θ π π π π

θ π π

π

infin

=infin

=

⎛ ⎞⎜ ⎟⎝ ⎠⎛ ⎞⎜ ⎟⎝ ⎠

part = minus +partpart = =partrarr

sum

sum

1

0 0

0

0

2 ( )sin

2or ( )sin

Up to this point ( ) is completely determined

(

where

) sin ( cos sin )

2 2( )s

Note Sim

in ( )sin

l

ln

n nn

l ln n

n x n at n atx t A Bl l l

n x n xA f x dx

n xg x dxl l

n xB g x dxn a

B g x dxl l n a l

lx t

π π πθ

π ππ

π

ππ

θinfin

=

=

=

= +

= =

sum

int

int

int

int( )ilar reasoning can be applied to the other see p495-502BC s

MingsianMingsian R R BaiBai21

Orthogonal Expansion and the Sturm-Liouville Theory

21

Separation of Variables

eigenvalueseigenfuncti

PDE

ons

ODEs

BCs ICs expansion n

n

λφ

⎯⎯⎯⎯⎯⎯⎯rarr

⎧⎨⎩

rarr rarr

Recall the example of the torsionally vibrating shaft

ICs expansion Fourier sine seriess( in sin)

n

nn

n al

x n xa l

x

λ

φ

π

λ π

⎫⎪⎪⎬⎪⎪⎭

=rarr

= =

Sturm - Liouville TheoryFourier coefficients are obtained based on

Not a coincidence Fourier sincos series is not the only way of expansion Other orthogonal func

orthogona

tions Be

lity

ssel

rarr Q

Legendre Chebyshev

MingsianMingsian R R BaiBai2222

Ex 1-D Boundary Value Problem (BVP) 0 (0 ) BC (0) ( ) 0 (nontrivial solution eigenvalue problem)

y y x ly y lλprimeprime+ = lt lt

= =rarr

Sol

cos sin if 0The general solution ( ) if 0

If 0 applying (0) 0

0 ( ) 0 trivial 0 is not an eigenvalue( ) 0

A x B xy xC Dx

BC sy C

C D y xy l C Dl

λ λ λλ

λ

λ

⎧⎪⎨⎪⎩

⎫⎬⎭

+ ne=+ =

== =

rArr = = rArr equiv rArr == = +

If 0 applying (0) 0

sin 0 (characteristic equation)( ) 0 cos sin

If 0 then ( ) 0 trivial solution

BC sy A

B ly l A l B lB y x

λ

λλ λ

⎫⎪⎬⎪⎭

ne= =

rArr == = += equiv rArr

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
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  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
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  • 投影片編號 27
  • 投影片編號 28
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  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
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  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
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Page 2: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai2

Physical systems (with ldquodistributedrdquo parameters) depend on not only the ldquotime variablerdquo but also the ldquospace variablerdquorarr Governing equations are PDErsquos cf ODE for ldquolumprdquo parameters 1 independent variable t

Modeling governing equations see examples in Sec 112

Define problem apply physical laws PDE solution

2

MingsianMingsian R R BaiBai33

Vibrating string

( )( )

Assumptions 1 motions constrained in one plane plane

2 small deflection 3 equal tension at both ends4 small slope

x y

y x tT

minus

( ) f x y y tamp

x

y T

T1α

T tension force

MingsianMingsian R R BaiBai44

2

1

mass per unit length (density)( ) distributed force per unit length

sin sin | tan |Transverse force ( small slope)

sin sin | tan |

Newtons law F

( )

x x x x

x x

m xf x y y t

T T TT T T

ma

x

ρ ρ

α α αα α α

ρ

+Δ +Δ⎧⎨⎩

Δ = Δ

==

uarr + =

partΔ

sum

amp

Q

2

2

2

2

2

2

tan | tan | ( )

tan | tan |( ) ( )

( 0) (tan ) ( )

( ) ( )

( )

xx x

xx x

y T T f x y y t xt

y T f x y y tt x

x T f x y y tx

yT f x y y tx xyT f x y y t

x

α α

α αρ

α

= minus + Δpart

minuspart = +part Δ

partΔ rarr = +partpart part= +part partpart= +part

amp

amp

amp

amp

amp

( ) f x y y tamp

x

yT

T1α

MingsianMingsian R R BaiBai55

2 2

2 2

2

22 2

2

Thus we obtain the following wave equation (1D)1 ( )

or

where wave speed (1D wave equation)

Extension For a membrane one has the 2D wa

y y

y T y f x y y

ct

Tc

x

tt x

fρ ρ

ρ

ρ

part part

part partminuspart

+

=

=

=part part

part

amp

2 2 2 22 2 2

2 2 2 2

2 2 2 2 22 2 2

2 2 2 2 2

ve equation ( )

0

Sound wave 3D wave equation ( )

0

z z x y tz z z zc c z

t x y tp p x y z t

p p p p pc c pt x y z t

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

part part part partminus + = minus nabla =part part part part

=

part part part part partminus + + = minus nabla =part part part part part

MingsianMingsian R R BaiBai66

2 22

2 2

For the wave equation with 0

---------(1)

Le

homogeneou

t ( ) ( )

s

x ct

y yf

y x t y

x x x

c ct t t

c

x

t

ct

x

ζ ηζ η

ζ η ζ ηζ η

ζ η ζ η

ζ η= minus

=

rarrpart part part part part part part= + = +part part part part part part partpart part part

part part

part part part part= + = minus +part part part part part part

part part

= +

part

=

drsquoAlembert solution and method of characteristics

2 22 22 2

2 2

2

(1)

y yc c y c c yx t

c

ζ η ζ η⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

part part part part part part= rArr + = minuspart part part partpart part

2

2ζpartpart

2

2

22

ηζ ηpartpart

part+ +part part

2y c⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=2

2ζpartpart

2

2

22

ηζ ηpartpart

partminus +part part

y⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

MingsianMingsian R R BaiBai77

24 0 ( )

( ) ( ) ( ) ( ) ( )

---------(( ) ( ) ( ) 2)y x t F x ct G x c

y y f

y f d G

t

G F

ζζ η ζ

ζ η ζ ζ η ζ η

= minus +

part partrArr = rArr =part part part

rArr = + = +

rArr +int

2 22

2 2

Consider an string

( 0 )

initial displacement ( 0) ( ) initial velocity ( 0) ( )

( ) ( ) ( ) ( ) (

infini

0) ( ) ( )

te

ICs

y yc x tx t

yy x p x x q xt

y x t F x ct G x ctp x y x F x G x

part part= minusinfin lt lt infin lt lt infinpart part

part= =part

= minus + +there4 = = +Q

0

0

(3)( ) ( ) ( ) ( ) ( ) ( 0)

( ) ( )

( )( ) ( )( ) ( ) ( ) (4)t

t

F x ct x ct G x ct x ctq x y xt x ct t x ct t

F x ct c G x ct c cF x cG x=

==

minusminusminusminusminusminusminusminusminus

part part minus part minus part + part += = +part part minus part part + part

prime prime prime prime= minus minus + + minus + minusminus

MingsianMingsian R R BaiBai88

0

0

0

1

(4) ( ) ( ) (0) ( ) (0)

( ) ( ) (0) (0) ( ) (5)

(3)(5) ( ) ( ) ( )

( ) ( ) (0) (0) ( )

( ) 1 ( ) (2 2

x

x

x

c

q x dx cF x cF cG x cG

cF x cG x cF cG q x dx

F x G x p x

F x G x F G q x dx

p xF x q xc

prime prime = minus + + minus

prime primerArr minus = minus minus minusminusminusminusminus

+ =

prime primeminus = minus minus

primerArr = minus

intint

int

0

0

0

(0) (0)) (6)2

( ) 1 (0) (0) ( ) ( ) (7)2 2 2

(2)(6)(7) ( ) ( ) ( )( ) 1 (0) (0) ( )

2 2 2

x

x

x ct

F Gdx

p x F GG x q x dxc

y x t F x ct G x ctp x ct F Gq x dx

cminus

minusprime+ minusminusminusminusminus

minusprime prime= + minus minusminusminusminusminus

= minus + +

minus minusprime prime= minus +

int

int

int

0

( ) 1 (0) (0) ( )2 2 2

x ctp x ct F Gq x dxc

+

+

+ minusprime prime+ minusint

MingsianMingsian R R BaiBai99

Thus ( ) ( ) 1( ) ( )2 2

x ct

x ct

p x ct p x cty x t q x dxc

+

minus

minus + + prime prime= + int(drsquoAlembert solution)Ex ( ) 0

( ) ( ) ( )2

q x

p x ct p x cty x trarr larr

=

minus + +=P

( )p x

x

x

t

cc

P

2P

1 c

The general waveform is a superposition of two waves traveling in oppositedirections with the constant speed c (phase speed) Without any energy loss the wave is ideally lsquonon-dispersiversquo meaning the waveform would not change as it travels throughout the time

MingsianMingsian R R BaiBai10

Classification of second-order PDE

10

2 2 2

2

2

2

2 2

2

are constants

Try the solution form ( )( ) 2 ( ) ( ) 0

( 2 ) ( ) 0 2 0 for nontrivi

2 0

al

Let

A B C

u f x yAf x y B f x y C f x yA B C f x y C B A u

u u uA B Cx x y y

B

λλ λ λ λ λλ λ λ λ λ

part part part+ +

= +primeprime primeprime primeprime+ + + + + =

primeprime+ + + = hArr

=part part part part

+ + =

Δ =2 2

22 2

22

2

2 2

2

if 0 eg 0 (wave equation)

if 0 eg 0 (heat equation

hyperbolic

parabolic

el

)

if liptic 0 eg

ACu uc

x tu ua

x tu u

x

minuspart partΔ gt minus =part partpart partΔ = minus =part partpart partΔ lt +part part 2 0 (Laplace equation)

y=

MingsianMingsian R R BaiBai1111

21 2

1 1 2 2

1 1 2 22

2

characteriLet and be two roots of 2 0 and are termed the Note 1 1

1 1( ) 2 2

st

ic

s

i ii i

C B Ax y c x y c

y y

A y By C A B C

λ λ λ λλ λ

λ λ

λ λ⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

+ + =+ = + =

prime prime= minus = minus

minus minusprime primerArr minus + = minus +

2

2

2

Thus the characteristics satisfy the following ODE ( ) 2 0

( 2 ) 0 12i i

i

A y By C

A B C iλ λλ

prime primeminus + =

+ += = =

This should give you two independent solutions

MingsianMingsian R R BaiBai1212

2 2 2

2 2

1 2

Wylie p696Consider the equation

( ) 2 ( ) ( ) ( )

Let ( ) and ( ) be two indepen

(More generally are f

dent sol

unct

u

ions of ( ) )

u u u u uA x y B x y C x y g u x yx

A B C x

x y y x yx y c x y c

y

φ ψ

part part part part part+ + =part part part part part part= =

Thm

2

2

tions of

( )( ) 2 ( ) ( ) 0 Then

a ( ) ( ) ( )

(most useful

hyperbolic

ca

dyA x y y B x y y C x y ydx

u u ur x y s x y G u r sr s r s

φ ψ

prime prime primeminus + = =

part part part= = rarr =part part part part

2

2

2 2

2 2

se)

b ( ) ( )

( ) ( ) (

para

) ( )c 2 2

bolic

elli

( )

p ic

t

u u ur x s x y G u r sr r s

x y x y x y x yr si

u u u uG u r sr s r s

φ

φ ψ φ ψ

part part part= = rarr =part part part

+ minus= =

part part part partrarr + =part part part part

MingsianMingsian R R BaiBai1313

2 2

2

2 2

2

2

2

Ex 0 Find the solution

Sol

hyperbo0 0 PDE2 4

( ) 2 0 ( ) 0 ( ) 0

0

li

0

0 cyC

u u ux yx x y x

y yA x B

A y By Cx y yy y xy y

yxy y

⎛ ⎞minus⎜ ⎟⎝ ⎠

⎧⎨⎩

part part partminus + =part part part part

= = minus rArr Δ = minus = gt

prime primeminus + =prime prime prime prime+ = rArr + =

prime =rArr rArr

prime+

=

=

11

2

1

2

ln ln ln0

characteristic( )

Hyperbolic PDE Let

s

y c y cdy dx y x cy x

y cxy

r y

c

s xy

⎧⎧⎪ ⎪

⎨ ⎨⎪⎩⎪

⎩⎧⎨⎩

= =rArr

+ =+ =

=rArr

there4 = =

=

Q

MingsianMingsian R R BaiBai1414

u u rx

s xy

r

r

x

ypart part

=

part=part

=

part part2 2

2

u s uys x s

u u u u ry y yx x s x s r s x

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

part part part+ =part part part

part part part part part part part= = =part part part part part part part part

2 22

2 2

2 2 2 2 2

2 2

22

2

Substituting the above expressions into the given PDE leads to

u s uys x s

u u u u r u s u u uy y y xyy x y s s r s y s y s r s s

ux ys

⎡ ⎤⎢ ⎥⎣ ⎦

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠ ⎣ ⎦

⎡ ⎤⎢ ⎥⎣ ⎦

part part part+ =part part part

part part part part part part part part part part part= = + + = + +part part part part part part part part part part part part part part

partpart

uyspartminuspart

2 2

2u uy xy

r s spart part+ +part part part

uys

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+part

2 22

0

0 or 0

( ) ( ) ( ) ( ) ( ) ( )

u uyr s r s

u r s f r g su x y f y g xy

=

part partrArr minus = =part part part part

rArr = +rArr = +

2 2

2 0u u ux yx x y xpart part partminus + =part part part part

MingsianMingsian R R BaiBai15

Separation of Variables

15

2 22

2 2

By using this method PDE ODEsFor example t can be described bythe followi

orsng

0

where is angular displacement

ionally vwave equatio

ibrating shaftn

s

a x lt xEa

θ θ

θρ

rarr

part part= le lepart part

=

shear modulus mass per unit volume

( 0) ( ) and ( 0) (ICs )

sE

x f x x g xt

ρθθ part= =part

(0 ) ( ) 0t l tθ θ= =Fixed-fixed

Fixed-free

Free-free (0 ) ( ) 0t l tx xθ θpart part

= =part part

(0 ) ( ) 0t l txθθ part

= =part

0 lBCs

MingsianMingsian R R BaiBai1616

2 22

2 2

2

2

2

Trial solution ( ) ( ) ( )

( ) ( ) ( ) ( )( ) ( ) separation con ( )( ) ( )

indep of

st

indep of

( ) ( )

ant

and ( ) ( )

x t X x T t

at xX x T t a X x T tT t X xaT t X x

x t

T t T t X x X xa

θθ θ

μ

μμ

=part part=part part

primeprime primeprimerArr =primeprime primeprimerArr = =

rArr = =

2

22

2

Let 0 without loss of generality

( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time

(

physically impo

1)

ssib

0t

t t x a x a

x a x a t t

e

T T X Xa

T t Ae Be X x Ce Dex t X x T t Ce De Ae Be

λ

λ λ λ λ

λ λ λ λ

μ λλ

μλ

λ

θ

plusmn

minus minus

minus minus

= gt

primeprime primeprime= =

rArr = + = += + +

rarr

gt

=

Q 對稱

le

MingsianMingsian R R BaiBai1717

2

22

2

0 0 ( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time physically impossibl

(2)

e

Let 0

( ) ( ) ( ) ( )

( ) cos

sin

0

(3) 0

(

T XT t At B X x Cx D

x t X x T t Cx D At B

T t T t X x X xa

T t A t B t X x

θ

μλλ

λ λ

μλ

μ

λ

primeprime primeprime= =rArr = + = +rArr = = + +rarr

= minus gt

primeprime primeprime= minus =

= +

=

minus

rArr

lt

) cos sin

( ) ( ) ( ) cos sin ( cos sin )

2 Sinu motion in time soidal frequency periwith od

C x D xa a

x t X x T t C x D x A t B ta a

t

λ λ

λ λθ λ λ

πλλ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= +

= = + +

rarr = =

MingsianMingsian R R BaiBai1818

Determination of unknown parameters For example for ends BC (0 ) ( ) 0BC1 (0 ) 0 ( c

fos sin ) 0

If 0 then ( ) 0 Thu

ixed-fixe

s 0

( ) ( in )(

d

s

BCs C D ICs A Bt l t

t C A t B tA B x t trial

C

x t D xa

λθ θ

θ λ λθ

λθ

rarr rarr= =

= rArr + == = equiv rArr

equiv

rArr = cos sin )

BC2 ( ) 0 ( sin )( cos sin )

If 0 then ( ) 0 If 0 then ( ) 0

Thus sin 0 or ie 1 23

(n

n

A t B t

l t D l A t B ta

A B x t trivialD x t trivia

n al

lll n n

a aπ

λ λ

λθ λ λ

θθ

λ λ λπ

θ

+

equiv = +

= = equiv rarr= rarr

=

equiv

equiv = =

sin ) ( ) ( ) ( cos sin )

periodic in time are satisfied

nn n n n n n nx

an ax t X x T t A t B t

lBCs

λ πλ λ λ⎛ ⎞⎜ ⎟⎝ ⎠

= = + =

rarr

(eigenvalues)

(前面已限制λgt0)(eigenfunction) (Dn is absorbed)

MingsianMingsian R R BaiBai1919

1

Note that no single ( ) can satisfy the arbitrary

( 0) ( ) and ( 0) ( )

However we hope the infinite sum ( ) which also satisfies

the BCs will satisfy the given arbit

n

nn

x t

x f x x g

ICs

xt

x t

θθθ

θinfin

=

part= =part

sum

1 1

1

rary That is

( ) ( ) sin ( cos sin )

IC1 (initial displacement)

( 0) ( ) si

Fourier

n

half-range that approximates si ( ) over ne serie (s 0 )

n n nn n

nn

n

ICs

n x n at n atx t x t A Bl l l

n xx f x Al

f x l

A

π π πθ θ

πθ

infin infin

= =

infin

=

= = +

= =

rarr

sum sum

sum

0

2 ( )sin (see Thm2 74)l n xf x dx

l lπ= int 章節

MingsianMingsian R R BaiBai2020

1

1

Fourier si

IC2 (initial velocity)

( ) sin sin cos

( 0) ( ) sin

half-range that approximates ( ) over (0 )

ne series

n nn

nn

n

n x n at n at n ax t A Bt l l l l

n a n xx g x Bt l l

g x ln a B

l

θ π π π π

θ π π

π

infin

=infin

=

⎛ ⎞⎜ ⎟⎝ ⎠⎛ ⎞⎜ ⎟⎝ ⎠

part = minus +partpart = =partrarr

sum

sum

1

0 0

0

0

2 ( )sin

2or ( )sin

Up to this point ( ) is completely determined

(

where

) sin ( cos sin )

2 2( )s

Note Sim

in ( )sin

l

ln

n nn

l ln n

n x n at n atx t A Bl l l

n x n xA f x dx

n xg x dxl l

n xB g x dxn a

B g x dxl l n a l

lx t

π π πθ

π ππ

π

ππ

θinfin

=

=

=

= +

= =

sum

int

int

int

int( )ilar reasoning can be applied to the other see p495-502BC s

MingsianMingsian R R BaiBai21

Orthogonal Expansion and the Sturm-Liouville Theory

21

Separation of Variables

eigenvalueseigenfuncti

PDE

ons

ODEs

BCs ICs expansion n

n

λφ

⎯⎯⎯⎯⎯⎯⎯rarr

⎧⎨⎩

rarr rarr

Recall the example of the torsionally vibrating shaft

ICs expansion Fourier sine seriess( in sin)

n

nn

n al

x n xa l

x

λ

φ

π

λ π

⎫⎪⎪⎬⎪⎪⎭

=rarr

= =

Sturm - Liouville TheoryFourier coefficients are obtained based on

Not a coincidence Fourier sincos series is not the only way of expansion Other orthogonal func

orthogona

tions Be

lity

ssel

rarr Q

Legendre Chebyshev

MingsianMingsian R R BaiBai2222

Ex 1-D Boundary Value Problem (BVP) 0 (0 ) BC (0) ( ) 0 (nontrivial solution eigenvalue problem)

y y x ly y lλprimeprime+ = lt lt

= =rarr

Sol

cos sin if 0The general solution ( ) if 0

If 0 applying (0) 0

0 ( ) 0 trivial 0 is not an eigenvalue( ) 0

A x B xy xC Dx

BC sy C

C D y xy l C Dl

λ λ λλ

λ

λ

⎧⎪⎨⎪⎩

⎫⎬⎭

+ ne=+ =

== =

rArr = = rArr equiv rArr == = +

If 0 applying (0) 0

sin 0 (characteristic equation)( ) 0 cos sin

If 0 then ( ) 0 trivial solution

BC sy A

B ly l A l B lB y x

λ

λλ λ

⎫⎪⎬⎪⎭

ne= =

rArr == = += equiv rArr

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
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  • 投影片編號 33
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  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
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  • 投影片編號 78
  • 投影片編號 79
Page 3: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai33

Vibrating string

( )( )

Assumptions 1 motions constrained in one plane plane

2 small deflection 3 equal tension at both ends4 small slope

x y

y x tT

minus

( ) f x y y tamp

x

y T

T1α

T tension force

MingsianMingsian R R BaiBai44

2

1

mass per unit length (density)( ) distributed force per unit length

sin sin | tan |Transverse force ( small slope)

sin sin | tan |

Newtons law F

( )

x x x x

x x

m xf x y y t

T T TT T T

ma

x

ρ ρ

α α αα α α

ρ

+Δ +Δ⎧⎨⎩

Δ = Δ

==

uarr + =

partΔ

sum

amp

Q

2

2

2

2

2

2

tan | tan | ( )

tan | tan |( ) ( )

( 0) (tan ) ( )

( ) ( )

( )

xx x

xx x

y T T f x y y t xt

y T f x y y tt x

x T f x y y tx

yT f x y y tx xyT f x y y t

x

α α

α αρ

α

= minus + Δpart

minuspart = +part Δ

partΔ rarr = +partpart part= +part partpart= +part

amp

amp

amp

amp

amp

( ) f x y y tamp

x

yT

T1α

MingsianMingsian R R BaiBai55

2 2

2 2

2

22 2

2

Thus we obtain the following wave equation (1D)1 ( )

or

where wave speed (1D wave equation)

Extension For a membrane one has the 2D wa

y y

y T y f x y y

ct

Tc

x

tt x

fρ ρ

ρ

ρ

part part

part partminuspart

+

=

=

=part part

part

amp

2 2 2 22 2 2

2 2 2 2

2 2 2 2 22 2 2

2 2 2 2 2

ve equation ( )

0

Sound wave 3D wave equation ( )

0

z z x y tz z z zc c z

t x y tp p x y z t

p p p p pc c pt x y z t

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

part part part partminus + = minus nabla =part part part part

=

part part part part partminus + + = minus nabla =part part part part part

MingsianMingsian R R BaiBai66

2 22

2 2

For the wave equation with 0

---------(1)

Le

homogeneou

t ( ) ( )

s

x ct

y yf

y x t y

x x x

c ct t t

c

x

t

ct

x

ζ ηζ η

ζ η ζ ηζ η

ζ η ζ η

ζ η= minus

=

rarrpart part part part part part part= + = +part part part part part part partpart part part

part part

part part part part= + = minus +part part part part part part

part part

= +

part

=

drsquoAlembert solution and method of characteristics

2 22 22 2

2 2

2

(1)

y yc c y c c yx t

c

ζ η ζ η⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

part part part part part part= rArr + = minuspart part part partpart part

2

2ζpartpart

2

2

22

ηζ ηpartpart

part+ +part part

2y c⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=2

2ζpartpart

2

2

22

ηζ ηpartpart

partminus +part part

y⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

MingsianMingsian R R BaiBai77

24 0 ( )

( ) ( ) ( ) ( ) ( )

---------(( ) ( ) ( ) 2)y x t F x ct G x c

y y f

y f d G

t

G F

ζζ η ζ

ζ η ζ ζ η ζ η

= minus +

part partrArr = rArr =part part part

rArr = + = +

rArr +int

2 22

2 2

Consider an string

( 0 )

initial displacement ( 0) ( ) initial velocity ( 0) ( )

( ) ( ) ( ) ( ) (

infini

0) ( ) ( )

te

ICs

y yc x tx t

yy x p x x q xt

y x t F x ct G x ctp x y x F x G x

part part= minusinfin lt lt infin lt lt infinpart part

part= =part

= minus + +there4 = = +Q

0

0

(3)( ) ( ) ( ) ( ) ( ) ( 0)

( ) ( )

( )( ) ( )( ) ( ) ( ) (4)t

t

F x ct x ct G x ct x ctq x y xt x ct t x ct t

F x ct c G x ct c cF x cG x=

==

minusminusminusminusminusminusminusminusminus

part part minus part minus part + part += = +part part minus part part + part

prime prime prime prime= minus minus + + minus + minusminus

MingsianMingsian R R BaiBai88

0

0

0

1

(4) ( ) ( ) (0) ( ) (0)

( ) ( ) (0) (0) ( ) (5)

(3)(5) ( ) ( ) ( )

( ) ( ) (0) (0) ( )

( ) 1 ( ) (2 2

x

x

x

c

q x dx cF x cF cG x cG

cF x cG x cF cG q x dx

F x G x p x

F x G x F G q x dx

p xF x q xc

prime prime = minus + + minus

prime primerArr minus = minus minus minusminusminusminusminus

+ =

prime primeminus = minus minus

primerArr = minus

intint

int

0

0

0

(0) (0)) (6)2

( ) 1 (0) (0) ( ) ( ) (7)2 2 2

(2)(6)(7) ( ) ( ) ( )( ) 1 (0) (0) ( )

2 2 2

x

x

x ct

F Gdx

p x F GG x q x dxc

y x t F x ct G x ctp x ct F Gq x dx

cminus

minusprime+ minusminusminusminusminus

minusprime prime= + minus minusminusminusminusminus

= minus + +

minus minusprime prime= minus +

int

int

int

0

( ) 1 (0) (0) ( )2 2 2

x ctp x ct F Gq x dxc

+

+

+ minusprime prime+ minusint

MingsianMingsian R R BaiBai99

Thus ( ) ( ) 1( ) ( )2 2

x ct

x ct

p x ct p x cty x t q x dxc

+

minus

minus + + prime prime= + int(drsquoAlembert solution)Ex ( ) 0

( ) ( ) ( )2

q x

p x ct p x cty x trarr larr

=

minus + +=P

( )p x

x

x

t

cc

P

2P

1 c

The general waveform is a superposition of two waves traveling in oppositedirections with the constant speed c (phase speed) Without any energy loss the wave is ideally lsquonon-dispersiversquo meaning the waveform would not change as it travels throughout the time

MingsianMingsian R R BaiBai10

Classification of second-order PDE

10

2 2 2

2

2

2

2 2

2

are constants

Try the solution form ( )( ) 2 ( ) ( ) 0

( 2 ) ( ) 0 2 0 for nontrivi

2 0

al

Let

A B C

u f x yAf x y B f x y C f x yA B C f x y C B A u

u u uA B Cx x y y

B

λλ λ λ λ λλ λ λ λ λ

part part part+ +

= +primeprime primeprime primeprime+ + + + + =

primeprime+ + + = hArr

=part part part part

+ + =

Δ =2 2

22 2

22

2

2 2

2

if 0 eg 0 (wave equation)

if 0 eg 0 (heat equation

hyperbolic

parabolic

el

)

if liptic 0 eg

ACu uc

x tu ua

x tu u

x

minuspart partΔ gt minus =part partpart partΔ = minus =part partpart partΔ lt +part part 2 0 (Laplace equation)

y=

MingsianMingsian R R BaiBai1111

21 2

1 1 2 2

1 1 2 22

2

characteriLet and be two roots of 2 0 and are termed the Note 1 1

1 1( ) 2 2

st

ic

s

i ii i

C B Ax y c x y c

y y

A y By C A B C

λ λ λ λλ λ

λ λ

λ λ⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

+ + =+ = + =

prime prime= minus = minus

minus minusprime primerArr minus + = minus +

2

2

2

Thus the characteristics satisfy the following ODE ( ) 2 0

( 2 ) 0 12i i

i

A y By C

A B C iλ λλ

prime primeminus + =

+ += = =

This should give you two independent solutions

MingsianMingsian R R BaiBai1212

2 2 2

2 2

1 2

Wylie p696Consider the equation

( ) 2 ( ) ( ) ( )

Let ( ) and ( ) be two indepen

(More generally are f

dent sol

unct

u

ions of ( ) )

u u u u uA x y B x y C x y g u x yx

A B C x

x y y x yx y c x y c

y

φ ψ

part part part part part+ + =part part part part part part= =

Thm

2

2

tions of

( )( ) 2 ( ) ( ) 0 Then

a ( ) ( ) ( )

(most useful

hyperbolic

ca

dyA x y y B x y y C x y ydx

u u ur x y s x y G u r sr s r s

φ ψ

prime prime primeminus + = =

part part part= = rarr =part part part part

2

2

2 2

2 2

se)

b ( ) ( )

( ) ( ) (

para

) ( )c 2 2

bolic

elli

( )

p ic

t

u u ur x s x y G u r sr r s

x y x y x y x yr si

u u u uG u r sr s r s

φ

φ ψ φ ψ

part part part= = rarr =part part part

+ minus= =

part part part partrarr + =part part part part

MingsianMingsian R R BaiBai1313

2 2

2

2 2

2

2

2

Ex 0 Find the solution

Sol

hyperbo0 0 PDE2 4

( ) 2 0 ( ) 0 ( ) 0

0

li

0

0 cyC

u u ux yx x y x

y yA x B

A y By Cx y yy y xy y

yxy y

⎛ ⎞minus⎜ ⎟⎝ ⎠

⎧⎨⎩

part part partminus + =part part part part

= = minus rArr Δ = minus = gt

prime primeminus + =prime prime prime prime+ = rArr + =

prime =rArr rArr

prime+

=

=

11

2

1

2

ln ln ln0

characteristic( )

Hyperbolic PDE Let

s

y c y cdy dx y x cy x

y cxy

r y

c

s xy

⎧⎧⎪ ⎪

⎨ ⎨⎪⎩⎪

⎩⎧⎨⎩

= =rArr

+ =+ =

=rArr

there4 = =

=

Q

MingsianMingsian R R BaiBai1414

u u rx

s xy

r

r

x

ypart part

=

part=part

=

part part2 2

2

u s uys x s

u u u u ry y yx x s x s r s x

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

part part part+ =part part part

part part part part part part part= = =part part part part part part part part

2 22

2 2

2 2 2 2 2

2 2

22

2

Substituting the above expressions into the given PDE leads to

u s uys x s

u u u u r u s u u uy y y xyy x y s s r s y s y s r s s

ux ys

⎡ ⎤⎢ ⎥⎣ ⎦

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠ ⎣ ⎦

⎡ ⎤⎢ ⎥⎣ ⎦

part part part+ =part part part

part part part part part part part part part part part= = + + = + +part part part part part part part part part part part part part part

partpart

uyspartminuspart

2 2

2u uy xy

r s spart part+ +part part part

uys

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+part

2 22

0

0 or 0

( ) ( ) ( ) ( ) ( ) ( )

u uyr s r s

u r s f r g su x y f y g xy

=

part partrArr minus = =part part part part

rArr = +rArr = +

2 2

2 0u u ux yx x y xpart part partminus + =part part part part

MingsianMingsian R R BaiBai15

Separation of Variables

15

2 22

2 2

By using this method PDE ODEsFor example t can be described bythe followi

orsng

0

where is angular displacement

ionally vwave equatio

ibrating shaftn

s

a x lt xEa

θ θ

θρ

rarr

part part= le lepart part

=

shear modulus mass per unit volume

( 0) ( ) and ( 0) (ICs )

sE

x f x x g xt

ρθθ part= =part

(0 ) ( ) 0t l tθ θ= =Fixed-fixed

Fixed-free

Free-free (0 ) ( ) 0t l tx xθ θpart part

= =part part

(0 ) ( ) 0t l txθθ part

= =part

0 lBCs

MingsianMingsian R R BaiBai1616

2 22

2 2

2

2

2

Trial solution ( ) ( ) ( )

( ) ( ) ( ) ( )( ) ( ) separation con ( )( ) ( )

indep of

st

indep of

( ) ( )

ant

and ( ) ( )

x t X x T t

at xX x T t a X x T tT t X xaT t X x

x t

T t T t X x X xa

θθ θ

μ

μμ

=part part=part part

primeprime primeprimerArr =primeprime primeprimerArr = =

rArr = =

2

22

2

Let 0 without loss of generality

( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time

(

physically impo

1)

ssib

0t

t t x a x a

x a x a t t

e

T T X Xa

T t Ae Be X x Ce Dex t X x T t Ce De Ae Be

λ

λ λ λ λ

λ λ λ λ

μ λλ

μλ

λ

θ

plusmn

minus minus

minus minus

= gt

primeprime primeprime= =

rArr = + = += + +

rarr

gt

=

Q 對稱

le

MingsianMingsian R R BaiBai1717

2

22

2

0 0 ( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time physically impossibl

(2)

e

Let 0

( ) ( ) ( ) ( )

( ) cos

sin

0

(3) 0

(

T XT t At B X x Cx D

x t X x T t Cx D At B

T t T t X x X xa

T t A t B t X x

θ

μλλ

λ λ

μλ

μ

λ

primeprime primeprime= =rArr = + = +rArr = = + +rarr

= minus gt

primeprime primeprime= minus =

= +

=

minus

rArr

lt

) cos sin

( ) ( ) ( ) cos sin ( cos sin )

2 Sinu motion in time soidal frequency periwith od

C x D xa a

x t X x T t C x D x A t B ta a

t

λ λ

λ λθ λ λ

πλλ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= +

= = + +

rarr = =

MingsianMingsian R R BaiBai1818

Determination of unknown parameters For example for ends BC (0 ) ( ) 0BC1 (0 ) 0 ( c

fos sin ) 0

If 0 then ( ) 0 Thu

ixed-fixe

s 0

( ) ( in )(

d

s

BCs C D ICs A Bt l t

t C A t B tA B x t trial

C

x t D xa

λθ θ

θ λ λθ

λθ

rarr rarr= =

= rArr + == = equiv rArr

equiv

rArr = cos sin )

BC2 ( ) 0 ( sin )( cos sin )

If 0 then ( ) 0 If 0 then ( ) 0

Thus sin 0 or ie 1 23

(n

n

A t B t

l t D l A t B ta

A B x t trivialD x t trivia

n al

lll n n

a aπ

λ λ

λθ λ λ

θθ

λ λ λπ

θ

+

equiv = +

= = equiv rarr= rarr

=

equiv

equiv = =

sin ) ( ) ( ) ( cos sin )

periodic in time are satisfied

nn n n n n n nx

an ax t X x T t A t B t

lBCs

λ πλ λ λ⎛ ⎞⎜ ⎟⎝ ⎠

= = + =

rarr

(eigenvalues)

(前面已限制λgt0)(eigenfunction) (Dn is absorbed)

MingsianMingsian R R BaiBai1919

1

Note that no single ( ) can satisfy the arbitrary

( 0) ( ) and ( 0) ( )

However we hope the infinite sum ( ) which also satisfies

the BCs will satisfy the given arbit

n

nn

x t

x f x x g

ICs

xt

x t

θθθ

θinfin

=

part= =part

sum

1 1

1

rary That is

( ) ( ) sin ( cos sin )

IC1 (initial displacement)

( 0) ( ) si

Fourier

n

half-range that approximates si ( ) over ne serie (s 0 )

n n nn n

nn

n

ICs

n x n at n atx t x t A Bl l l

n xx f x Al

f x l

A

π π πθ θ

πθ

infin infin

= =

infin

=

= = +

= =

rarr

sum sum

sum

0

2 ( )sin (see Thm2 74)l n xf x dx

l lπ= int 章節

MingsianMingsian R R BaiBai2020

1

1

Fourier si

IC2 (initial velocity)

( ) sin sin cos

( 0) ( ) sin

half-range that approximates ( ) over (0 )

ne series

n nn

nn

n

n x n at n at n ax t A Bt l l l l

n a n xx g x Bt l l

g x ln a B

l

θ π π π π

θ π π

π

infin

=infin

=

⎛ ⎞⎜ ⎟⎝ ⎠⎛ ⎞⎜ ⎟⎝ ⎠

part = minus +partpart = =partrarr

sum

sum

1

0 0

0

0

2 ( )sin

2or ( )sin

Up to this point ( ) is completely determined

(

where

) sin ( cos sin )

2 2( )s

Note Sim

in ( )sin

l

ln

n nn

l ln n

n x n at n atx t A Bl l l

n x n xA f x dx

n xg x dxl l

n xB g x dxn a

B g x dxl l n a l

lx t

π π πθ

π ππ

π

ππ

θinfin

=

=

=

= +

= =

sum

int

int

int

int( )ilar reasoning can be applied to the other see p495-502BC s

MingsianMingsian R R BaiBai21

Orthogonal Expansion and the Sturm-Liouville Theory

21

Separation of Variables

eigenvalueseigenfuncti

PDE

ons

ODEs

BCs ICs expansion n

n

λφ

⎯⎯⎯⎯⎯⎯⎯rarr

⎧⎨⎩

rarr rarr

Recall the example of the torsionally vibrating shaft

ICs expansion Fourier sine seriess( in sin)

n

nn

n al

x n xa l

x

λ

φ

π

λ π

⎫⎪⎪⎬⎪⎪⎭

=rarr

= =

Sturm - Liouville TheoryFourier coefficients are obtained based on

Not a coincidence Fourier sincos series is not the only way of expansion Other orthogonal func

orthogona

tions Be

lity

ssel

rarr Q

Legendre Chebyshev

MingsianMingsian R R BaiBai2222

Ex 1-D Boundary Value Problem (BVP) 0 (0 ) BC (0) ( ) 0 (nontrivial solution eigenvalue problem)

y y x ly y lλprimeprime+ = lt lt

= =rarr

Sol

cos sin if 0The general solution ( ) if 0

If 0 applying (0) 0

0 ( ) 0 trivial 0 is not an eigenvalue( ) 0

A x B xy xC Dx

BC sy C

C D y xy l C Dl

λ λ λλ

λ

λ

⎧⎪⎨⎪⎩

⎫⎬⎭

+ ne=+ =

== =

rArr = = rArr equiv rArr == = +

If 0 applying (0) 0

sin 0 (characteristic equation)( ) 0 cos sin

If 0 then ( ) 0 trivial solution

BC sy A

B ly l A l B lB y x

λ

λλ λ

⎫⎪⎬⎪⎭

ne= =

rArr == = += equiv rArr

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
  • 投影片編號 78
  • 投影片編號 79
Page 4: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai44

2

1

mass per unit length (density)( ) distributed force per unit length

sin sin | tan |Transverse force ( small slope)

sin sin | tan |

Newtons law F

( )

x x x x

x x

m xf x y y t

T T TT T T

ma

x

ρ ρ

α α αα α α

ρ

+Δ +Δ⎧⎨⎩

Δ = Δ

==

uarr + =

partΔ

sum

amp

Q

2

2

2

2

2

2

tan | tan | ( )

tan | tan |( ) ( )

( 0) (tan ) ( )

( ) ( )

( )

xx x

xx x

y T T f x y y t xt

y T f x y y tt x

x T f x y y tx

yT f x y y tx xyT f x y y t

x

α α

α αρ

α

= minus + Δpart

minuspart = +part Δ

partΔ rarr = +partpart part= +part partpart= +part

amp

amp

amp

amp

amp

( ) f x y y tamp

x

yT

T1α

MingsianMingsian R R BaiBai55

2 2

2 2

2

22 2

2

Thus we obtain the following wave equation (1D)1 ( )

or

where wave speed (1D wave equation)

Extension For a membrane one has the 2D wa

y y

y T y f x y y

ct

Tc

x

tt x

fρ ρ

ρ

ρ

part part

part partminuspart

+

=

=

=part part

part

amp

2 2 2 22 2 2

2 2 2 2

2 2 2 2 22 2 2

2 2 2 2 2

ve equation ( )

0

Sound wave 3D wave equation ( )

0

z z x y tz z z zc c z

t x y tp p x y z t

p p p p pc c pt x y z t

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

part part part partminus + = minus nabla =part part part part

=

part part part part partminus + + = minus nabla =part part part part part

MingsianMingsian R R BaiBai66

2 22

2 2

For the wave equation with 0

---------(1)

Le

homogeneou

t ( ) ( )

s

x ct

y yf

y x t y

x x x

c ct t t

c

x

t

ct

x

ζ ηζ η

ζ η ζ ηζ η

ζ η ζ η

ζ η= minus

=

rarrpart part part part part part part= + = +part part part part part part partpart part part

part part

part part part part= + = minus +part part part part part part

part part

= +

part

=

drsquoAlembert solution and method of characteristics

2 22 22 2

2 2

2

(1)

y yc c y c c yx t

c

ζ η ζ η⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

part part part part part part= rArr + = minuspart part part partpart part

2

2ζpartpart

2

2

22

ηζ ηpartpart

part+ +part part

2y c⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=2

2ζpartpart

2

2

22

ηζ ηpartpart

partminus +part part

y⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

MingsianMingsian R R BaiBai77

24 0 ( )

( ) ( ) ( ) ( ) ( )

---------(( ) ( ) ( ) 2)y x t F x ct G x c

y y f

y f d G

t

G F

ζζ η ζ

ζ η ζ ζ η ζ η

= minus +

part partrArr = rArr =part part part

rArr = + = +

rArr +int

2 22

2 2

Consider an string

( 0 )

initial displacement ( 0) ( ) initial velocity ( 0) ( )

( ) ( ) ( ) ( ) (

infini

0) ( ) ( )

te

ICs

y yc x tx t

yy x p x x q xt

y x t F x ct G x ctp x y x F x G x

part part= minusinfin lt lt infin lt lt infinpart part

part= =part

= minus + +there4 = = +Q

0

0

(3)( ) ( ) ( ) ( ) ( ) ( 0)

( ) ( )

( )( ) ( )( ) ( ) ( ) (4)t

t

F x ct x ct G x ct x ctq x y xt x ct t x ct t

F x ct c G x ct c cF x cG x=

==

minusminusminusminusminusminusminusminusminus

part part minus part minus part + part += = +part part minus part part + part

prime prime prime prime= minus minus + + minus + minusminus

MingsianMingsian R R BaiBai88

0

0

0

1

(4) ( ) ( ) (0) ( ) (0)

( ) ( ) (0) (0) ( ) (5)

(3)(5) ( ) ( ) ( )

( ) ( ) (0) (0) ( )

( ) 1 ( ) (2 2

x

x

x

c

q x dx cF x cF cG x cG

cF x cG x cF cG q x dx

F x G x p x

F x G x F G q x dx

p xF x q xc

prime prime = minus + + minus

prime primerArr minus = minus minus minusminusminusminusminus

+ =

prime primeminus = minus minus

primerArr = minus

intint

int

0

0

0

(0) (0)) (6)2

( ) 1 (0) (0) ( ) ( ) (7)2 2 2

(2)(6)(7) ( ) ( ) ( )( ) 1 (0) (0) ( )

2 2 2

x

x

x ct

F Gdx

p x F GG x q x dxc

y x t F x ct G x ctp x ct F Gq x dx

cminus

minusprime+ minusminusminusminusminus

minusprime prime= + minus minusminusminusminusminus

= minus + +

minus minusprime prime= minus +

int

int

int

0

( ) 1 (0) (0) ( )2 2 2

x ctp x ct F Gq x dxc

+

+

+ minusprime prime+ minusint

MingsianMingsian R R BaiBai99

Thus ( ) ( ) 1( ) ( )2 2

x ct

x ct

p x ct p x cty x t q x dxc

+

minus

minus + + prime prime= + int(drsquoAlembert solution)Ex ( ) 0

( ) ( ) ( )2

q x

p x ct p x cty x trarr larr

=

minus + +=P

( )p x

x

x

t

cc

P

2P

1 c

The general waveform is a superposition of two waves traveling in oppositedirections with the constant speed c (phase speed) Without any energy loss the wave is ideally lsquonon-dispersiversquo meaning the waveform would not change as it travels throughout the time

MingsianMingsian R R BaiBai10

Classification of second-order PDE

10

2 2 2

2

2

2

2 2

2

are constants

Try the solution form ( )( ) 2 ( ) ( ) 0

( 2 ) ( ) 0 2 0 for nontrivi

2 0

al

Let

A B C

u f x yAf x y B f x y C f x yA B C f x y C B A u

u u uA B Cx x y y

B

λλ λ λ λ λλ λ λ λ λ

part part part+ +

= +primeprime primeprime primeprime+ + + + + =

primeprime+ + + = hArr

=part part part part

+ + =

Δ =2 2

22 2

22

2

2 2

2

if 0 eg 0 (wave equation)

if 0 eg 0 (heat equation

hyperbolic

parabolic

el

)

if liptic 0 eg

ACu uc

x tu ua

x tu u

x

minuspart partΔ gt minus =part partpart partΔ = minus =part partpart partΔ lt +part part 2 0 (Laplace equation)

y=

MingsianMingsian R R BaiBai1111

21 2

1 1 2 2

1 1 2 22

2

characteriLet and be two roots of 2 0 and are termed the Note 1 1

1 1( ) 2 2

st

ic

s

i ii i

C B Ax y c x y c

y y

A y By C A B C

λ λ λ λλ λ

λ λ

λ λ⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

+ + =+ = + =

prime prime= minus = minus

minus minusprime primerArr minus + = minus +

2

2

2

Thus the characteristics satisfy the following ODE ( ) 2 0

( 2 ) 0 12i i

i

A y By C

A B C iλ λλ

prime primeminus + =

+ += = =

This should give you two independent solutions

MingsianMingsian R R BaiBai1212

2 2 2

2 2

1 2

Wylie p696Consider the equation

( ) 2 ( ) ( ) ( )

Let ( ) and ( ) be two indepen

(More generally are f

dent sol

unct

u

ions of ( ) )

u u u u uA x y B x y C x y g u x yx

A B C x

x y y x yx y c x y c

y

φ ψ

part part part part part+ + =part part part part part part= =

Thm

2

2

tions of

( )( ) 2 ( ) ( ) 0 Then

a ( ) ( ) ( )

(most useful

hyperbolic

ca

dyA x y y B x y y C x y ydx

u u ur x y s x y G u r sr s r s

φ ψ

prime prime primeminus + = =

part part part= = rarr =part part part part

2

2

2 2

2 2

se)

b ( ) ( )

( ) ( ) (

para

) ( )c 2 2

bolic

elli

( )

p ic

t

u u ur x s x y G u r sr r s

x y x y x y x yr si

u u u uG u r sr s r s

φ

φ ψ φ ψ

part part part= = rarr =part part part

+ minus= =

part part part partrarr + =part part part part

MingsianMingsian R R BaiBai1313

2 2

2

2 2

2

2

2

Ex 0 Find the solution

Sol

hyperbo0 0 PDE2 4

( ) 2 0 ( ) 0 ( ) 0

0

li

0

0 cyC

u u ux yx x y x

y yA x B

A y By Cx y yy y xy y

yxy y

⎛ ⎞minus⎜ ⎟⎝ ⎠

⎧⎨⎩

part part partminus + =part part part part

= = minus rArr Δ = minus = gt

prime primeminus + =prime prime prime prime+ = rArr + =

prime =rArr rArr

prime+

=

=

11

2

1

2

ln ln ln0

characteristic( )

Hyperbolic PDE Let

s

y c y cdy dx y x cy x

y cxy

r y

c

s xy

⎧⎧⎪ ⎪

⎨ ⎨⎪⎩⎪

⎩⎧⎨⎩

= =rArr

+ =+ =

=rArr

there4 = =

=

Q

MingsianMingsian R R BaiBai1414

u u rx

s xy

r

r

x

ypart part

=

part=part

=

part part2 2

2

u s uys x s

u u u u ry y yx x s x s r s x

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

part part part+ =part part part

part part part part part part part= = =part part part part part part part part

2 22

2 2

2 2 2 2 2

2 2

22

2

Substituting the above expressions into the given PDE leads to

u s uys x s

u u u u r u s u u uy y y xyy x y s s r s y s y s r s s

ux ys

⎡ ⎤⎢ ⎥⎣ ⎦

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠ ⎣ ⎦

⎡ ⎤⎢ ⎥⎣ ⎦

part part part+ =part part part

part part part part part part part part part part part= = + + = + +part part part part part part part part part part part part part part

partpart

uyspartminuspart

2 2

2u uy xy

r s spart part+ +part part part

uys

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+part

2 22

0

0 or 0

( ) ( ) ( ) ( ) ( ) ( )

u uyr s r s

u r s f r g su x y f y g xy

=

part partrArr minus = =part part part part

rArr = +rArr = +

2 2

2 0u u ux yx x y xpart part partminus + =part part part part

MingsianMingsian R R BaiBai15

Separation of Variables

15

2 22

2 2

By using this method PDE ODEsFor example t can be described bythe followi

orsng

0

where is angular displacement

ionally vwave equatio

ibrating shaftn

s

a x lt xEa

θ θ

θρ

rarr

part part= le lepart part

=

shear modulus mass per unit volume

( 0) ( ) and ( 0) (ICs )

sE

x f x x g xt

ρθθ part= =part

(0 ) ( ) 0t l tθ θ= =Fixed-fixed

Fixed-free

Free-free (0 ) ( ) 0t l tx xθ θpart part

= =part part

(0 ) ( ) 0t l txθθ part

= =part

0 lBCs

MingsianMingsian R R BaiBai1616

2 22

2 2

2

2

2

Trial solution ( ) ( ) ( )

( ) ( ) ( ) ( )( ) ( ) separation con ( )( ) ( )

indep of

st

indep of

( ) ( )

ant

and ( ) ( )

x t X x T t

at xX x T t a X x T tT t X xaT t X x

x t

T t T t X x X xa

θθ θ

μ

μμ

=part part=part part

primeprime primeprimerArr =primeprime primeprimerArr = =

rArr = =

2

22

2

Let 0 without loss of generality

( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time

(

physically impo

1)

ssib

0t

t t x a x a

x a x a t t

e

T T X Xa

T t Ae Be X x Ce Dex t X x T t Ce De Ae Be

λ

λ λ λ λ

λ λ λ λ

μ λλ

μλ

λ

θ

plusmn

minus minus

minus minus

= gt

primeprime primeprime= =

rArr = + = += + +

rarr

gt

=

Q 對稱

le

MingsianMingsian R R BaiBai1717

2

22

2

0 0 ( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time physically impossibl

(2)

e

Let 0

( ) ( ) ( ) ( )

( ) cos

sin

0

(3) 0

(

T XT t At B X x Cx D

x t X x T t Cx D At B

T t T t X x X xa

T t A t B t X x

θ

μλλ

λ λ

μλ

μ

λ

primeprime primeprime= =rArr = + = +rArr = = + +rarr

= minus gt

primeprime primeprime= minus =

= +

=

minus

rArr

lt

) cos sin

( ) ( ) ( ) cos sin ( cos sin )

2 Sinu motion in time soidal frequency periwith od

C x D xa a

x t X x T t C x D x A t B ta a

t

λ λ

λ λθ λ λ

πλλ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= +

= = + +

rarr = =

MingsianMingsian R R BaiBai1818

Determination of unknown parameters For example for ends BC (0 ) ( ) 0BC1 (0 ) 0 ( c

fos sin ) 0

If 0 then ( ) 0 Thu

ixed-fixe

s 0

( ) ( in )(

d

s

BCs C D ICs A Bt l t

t C A t B tA B x t trial

C

x t D xa

λθ θ

θ λ λθ

λθ

rarr rarr= =

= rArr + == = equiv rArr

equiv

rArr = cos sin )

BC2 ( ) 0 ( sin )( cos sin )

If 0 then ( ) 0 If 0 then ( ) 0

Thus sin 0 or ie 1 23

(n

n

A t B t

l t D l A t B ta

A B x t trivialD x t trivia

n al

lll n n

a aπ

λ λ

λθ λ λ

θθ

λ λ λπ

θ

+

equiv = +

= = equiv rarr= rarr

=

equiv

equiv = =

sin ) ( ) ( ) ( cos sin )

periodic in time are satisfied

nn n n n n n nx

an ax t X x T t A t B t

lBCs

λ πλ λ λ⎛ ⎞⎜ ⎟⎝ ⎠

= = + =

rarr

(eigenvalues)

(前面已限制λgt0)(eigenfunction) (Dn is absorbed)

MingsianMingsian R R BaiBai1919

1

Note that no single ( ) can satisfy the arbitrary

( 0) ( ) and ( 0) ( )

However we hope the infinite sum ( ) which also satisfies

the BCs will satisfy the given arbit

n

nn

x t

x f x x g

ICs

xt

x t

θθθ

θinfin

=

part= =part

sum

1 1

1

rary That is

( ) ( ) sin ( cos sin )

IC1 (initial displacement)

( 0) ( ) si

Fourier

n

half-range that approximates si ( ) over ne serie (s 0 )

n n nn n

nn

n

ICs

n x n at n atx t x t A Bl l l

n xx f x Al

f x l

A

π π πθ θ

πθ

infin infin

= =

infin

=

= = +

= =

rarr

sum sum

sum

0

2 ( )sin (see Thm2 74)l n xf x dx

l lπ= int 章節

MingsianMingsian R R BaiBai2020

1

1

Fourier si

IC2 (initial velocity)

( ) sin sin cos

( 0) ( ) sin

half-range that approximates ( ) over (0 )

ne series

n nn

nn

n

n x n at n at n ax t A Bt l l l l

n a n xx g x Bt l l

g x ln a B

l

θ π π π π

θ π π

π

infin

=infin

=

⎛ ⎞⎜ ⎟⎝ ⎠⎛ ⎞⎜ ⎟⎝ ⎠

part = minus +partpart = =partrarr

sum

sum

1

0 0

0

0

2 ( )sin

2or ( )sin

Up to this point ( ) is completely determined

(

where

) sin ( cos sin )

2 2( )s

Note Sim

in ( )sin

l

ln

n nn

l ln n

n x n at n atx t A Bl l l

n x n xA f x dx

n xg x dxl l

n xB g x dxn a

B g x dxl l n a l

lx t

π π πθ

π ππ

π

ππ

θinfin

=

=

=

= +

= =

sum

int

int

int

int( )ilar reasoning can be applied to the other see p495-502BC s

MingsianMingsian R R BaiBai21

Orthogonal Expansion and the Sturm-Liouville Theory

21

Separation of Variables

eigenvalueseigenfuncti

PDE

ons

ODEs

BCs ICs expansion n

n

λφ

⎯⎯⎯⎯⎯⎯⎯rarr

⎧⎨⎩

rarr rarr

Recall the example of the torsionally vibrating shaft

ICs expansion Fourier sine seriess( in sin)

n

nn

n al

x n xa l

x

λ

φ

π

λ π

⎫⎪⎪⎬⎪⎪⎭

=rarr

= =

Sturm - Liouville TheoryFourier coefficients are obtained based on

Not a coincidence Fourier sincos series is not the only way of expansion Other orthogonal func

orthogona

tions Be

lity

ssel

rarr Q

Legendre Chebyshev

MingsianMingsian R R BaiBai2222

Ex 1-D Boundary Value Problem (BVP) 0 (0 ) BC (0) ( ) 0 (nontrivial solution eigenvalue problem)

y y x ly y lλprimeprime+ = lt lt

= =rarr

Sol

cos sin if 0The general solution ( ) if 0

If 0 applying (0) 0

0 ( ) 0 trivial 0 is not an eigenvalue( ) 0

A x B xy xC Dx

BC sy C

C D y xy l C Dl

λ λ λλ

λ

λ

⎧⎪⎨⎪⎩

⎫⎬⎭

+ ne=+ =

== =

rArr = = rArr equiv rArr == = +

If 0 applying (0) 0

sin 0 (characteristic equation)( ) 0 cos sin

If 0 then ( ) 0 trivial solution

BC sy A

B ly l A l B lB y x

λ

λλ λ

⎫⎪⎬⎪⎭

ne= =

rArr == = += equiv rArr

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
  • 投影片編號 78
  • 投影片編號 79
Page 5: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai55

2 2

2 2

2

22 2

2

Thus we obtain the following wave equation (1D)1 ( )

or

where wave speed (1D wave equation)

Extension For a membrane one has the 2D wa

y y

y T y f x y y

ct

Tc

x

tt x

fρ ρ

ρ

ρ

part part

part partminuspart

+

=

=

=part part

part

amp

2 2 2 22 2 2

2 2 2 2

2 2 2 2 22 2 2

2 2 2 2 2

ve equation ( )

0

Sound wave 3D wave equation ( )

0

z z x y tz z z zc c z

t x y tp p x y z t

p p p p pc c pt x y z t

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

part part part partminus + = minus nabla =part part part part

=

part part part part partminus + + = minus nabla =part part part part part

MingsianMingsian R R BaiBai66

2 22

2 2

For the wave equation with 0

---------(1)

Le

homogeneou

t ( ) ( )

s

x ct

y yf

y x t y

x x x

c ct t t

c

x

t

ct

x

ζ ηζ η

ζ η ζ ηζ η

ζ η ζ η

ζ η= minus

=

rarrpart part part part part part part= + = +part part part part part part partpart part part

part part

part part part part= + = minus +part part part part part part

part part

= +

part

=

drsquoAlembert solution and method of characteristics

2 22 22 2

2 2

2

(1)

y yc c y c c yx t

c

ζ η ζ η⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

part part part part part part= rArr + = minuspart part part partpart part

2

2ζpartpart

2

2

22

ηζ ηpartpart

part+ +part part

2y c⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=2

2ζpartpart

2

2

22

ηζ ηpartpart

partminus +part part

y⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

MingsianMingsian R R BaiBai77

24 0 ( )

( ) ( ) ( ) ( ) ( )

---------(( ) ( ) ( ) 2)y x t F x ct G x c

y y f

y f d G

t

G F

ζζ η ζ

ζ η ζ ζ η ζ η

= minus +

part partrArr = rArr =part part part

rArr = + = +

rArr +int

2 22

2 2

Consider an string

( 0 )

initial displacement ( 0) ( ) initial velocity ( 0) ( )

( ) ( ) ( ) ( ) (

infini

0) ( ) ( )

te

ICs

y yc x tx t

yy x p x x q xt

y x t F x ct G x ctp x y x F x G x

part part= minusinfin lt lt infin lt lt infinpart part

part= =part

= minus + +there4 = = +Q

0

0

(3)( ) ( ) ( ) ( ) ( ) ( 0)

( ) ( )

( )( ) ( )( ) ( ) ( ) (4)t

t

F x ct x ct G x ct x ctq x y xt x ct t x ct t

F x ct c G x ct c cF x cG x=

==

minusminusminusminusminusminusminusminusminus

part part minus part minus part + part += = +part part minus part part + part

prime prime prime prime= minus minus + + minus + minusminus

MingsianMingsian R R BaiBai88

0

0

0

1

(4) ( ) ( ) (0) ( ) (0)

( ) ( ) (0) (0) ( ) (5)

(3)(5) ( ) ( ) ( )

( ) ( ) (0) (0) ( )

( ) 1 ( ) (2 2

x

x

x

c

q x dx cF x cF cG x cG

cF x cG x cF cG q x dx

F x G x p x

F x G x F G q x dx

p xF x q xc

prime prime = minus + + minus

prime primerArr minus = minus minus minusminusminusminusminus

+ =

prime primeminus = minus minus

primerArr = minus

intint

int

0

0

0

(0) (0)) (6)2

( ) 1 (0) (0) ( ) ( ) (7)2 2 2

(2)(6)(7) ( ) ( ) ( )( ) 1 (0) (0) ( )

2 2 2

x

x

x ct

F Gdx

p x F GG x q x dxc

y x t F x ct G x ctp x ct F Gq x dx

cminus

minusprime+ minusminusminusminusminus

minusprime prime= + minus minusminusminusminusminus

= minus + +

minus minusprime prime= minus +

int

int

int

0

( ) 1 (0) (0) ( )2 2 2

x ctp x ct F Gq x dxc

+

+

+ minusprime prime+ minusint

MingsianMingsian R R BaiBai99

Thus ( ) ( ) 1( ) ( )2 2

x ct

x ct

p x ct p x cty x t q x dxc

+

minus

minus + + prime prime= + int(drsquoAlembert solution)Ex ( ) 0

( ) ( ) ( )2

q x

p x ct p x cty x trarr larr

=

minus + +=P

( )p x

x

x

t

cc

P

2P

1 c

The general waveform is a superposition of two waves traveling in oppositedirections with the constant speed c (phase speed) Without any energy loss the wave is ideally lsquonon-dispersiversquo meaning the waveform would not change as it travels throughout the time

MingsianMingsian R R BaiBai10

Classification of second-order PDE

10

2 2 2

2

2

2

2 2

2

are constants

Try the solution form ( )( ) 2 ( ) ( ) 0

( 2 ) ( ) 0 2 0 for nontrivi

2 0

al

Let

A B C

u f x yAf x y B f x y C f x yA B C f x y C B A u

u u uA B Cx x y y

B

λλ λ λ λ λλ λ λ λ λ

part part part+ +

= +primeprime primeprime primeprime+ + + + + =

primeprime+ + + = hArr

=part part part part

+ + =

Δ =2 2

22 2

22

2

2 2

2

if 0 eg 0 (wave equation)

if 0 eg 0 (heat equation

hyperbolic

parabolic

el

)

if liptic 0 eg

ACu uc

x tu ua

x tu u

x

minuspart partΔ gt minus =part partpart partΔ = minus =part partpart partΔ lt +part part 2 0 (Laplace equation)

y=

MingsianMingsian R R BaiBai1111

21 2

1 1 2 2

1 1 2 22

2

characteriLet and be two roots of 2 0 and are termed the Note 1 1

1 1( ) 2 2

st

ic

s

i ii i

C B Ax y c x y c

y y

A y By C A B C

λ λ λ λλ λ

λ λ

λ λ⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

+ + =+ = + =

prime prime= minus = minus

minus minusprime primerArr minus + = minus +

2

2

2

Thus the characteristics satisfy the following ODE ( ) 2 0

( 2 ) 0 12i i

i

A y By C

A B C iλ λλ

prime primeminus + =

+ += = =

This should give you two independent solutions

MingsianMingsian R R BaiBai1212

2 2 2

2 2

1 2

Wylie p696Consider the equation

( ) 2 ( ) ( ) ( )

Let ( ) and ( ) be two indepen

(More generally are f

dent sol

unct

u

ions of ( ) )

u u u u uA x y B x y C x y g u x yx

A B C x

x y y x yx y c x y c

y

φ ψ

part part part part part+ + =part part part part part part= =

Thm

2

2

tions of

( )( ) 2 ( ) ( ) 0 Then

a ( ) ( ) ( )

(most useful

hyperbolic

ca

dyA x y y B x y y C x y ydx

u u ur x y s x y G u r sr s r s

φ ψ

prime prime primeminus + = =

part part part= = rarr =part part part part

2

2

2 2

2 2

se)

b ( ) ( )

( ) ( ) (

para

) ( )c 2 2

bolic

elli

( )

p ic

t

u u ur x s x y G u r sr r s

x y x y x y x yr si

u u u uG u r sr s r s

φ

φ ψ φ ψ

part part part= = rarr =part part part

+ minus= =

part part part partrarr + =part part part part

MingsianMingsian R R BaiBai1313

2 2

2

2 2

2

2

2

Ex 0 Find the solution

Sol

hyperbo0 0 PDE2 4

( ) 2 0 ( ) 0 ( ) 0

0

li

0

0 cyC

u u ux yx x y x

y yA x B

A y By Cx y yy y xy y

yxy y

⎛ ⎞minus⎜ ⎟⎝ ⎠

⎧⎨⎩

part part partminus + =part part part part

= = minus rArr Δ = minus = gt

prime primeminus + =prime prime prime prime+ = rArr + =

prime =rArr rArr

prime+

=

=

11

2

1

2

ln ln ln0

characteristic( )

Hyperbolic PDE Let

s

y c y cdy dx y x cy x

y cxy

r y

c

s xy

⎧⎧⎪ ⎪

⎨ ⎨⎪⎩⎪

⎩⎧⎨⎩

= =rArr

+ =+ =

=rArr

there4 = =

=

Q

MingsianMingsian R R BaiBai1414

u u rx

s xy

r

r

x

ypart part

=

part=part

=

part part2 2

2

u s uys x s

u u u u ry y yx x s x s r s x

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

part part part+ =part part part

part part part part part part part= = =part part part part part part part part

2 22

2 2

2 2 2 2 2

2 2

22

2

Substituting the above expressions into the given PDE leads to

u s uys x s

u u u u r u s u u uy y y xyy x y s s r s y s y s r s s

ux ys

⎡ ⎤⎢ ⎥⎣ ⎦

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠ ⎣ ⎦

⎡ ⎤⎢ ⎥⎣ ⎦

part part part+ =part part part

part part part part part part part part part part part= = + + = + +part part part part part part part part part part part part part part

partpart

uyspartminuspart

2 2

2u uy xy

r s spart part+ +part part part

uys

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+part

2 22

0

0 or 0

( ) ( ) ( ) ( ) ( ) ( )

u uyr s r s

u r s f r g su x y f y g xy

=

part partrArr minus = =part part part part

rArr = +rArr = +

2 2

2 0u u ux yx x y xpart part partminus + =part part part part

MingsianMingsian R R BaiBai15

Separation of Variables

15

2 22

2 2

By using this method PDE ODEsFor example t can be described bythe followi

orsng

0

where is angular displacement

ionally vwave equatio

ibrating shaftn

s

a x lt xEa

θ θ

θρ

rarr

part part= le lepart part

=

shear modulus mass per unit volume

( 0) ( ) and ( 0) (ICs )

sE

x f x x g xt

ρθθ part= =part

(0 ) ( ) 0t l tθ θ= =Fixed-fixed

Fixed-free

Free-free (0 ) ( ) 0t l tx xθ θpart part

= =part part

(0 ) ( ) 0t l txθθ part

= =part

0 lBCs

MingsianMingsian R R BaiBai1616

2 22

2 2

2

2

2

Trial solution ( ) ( ) ( )

( ) ( ) ( ) ( )( ) ( ) separation con ( )( ) ( )

indep of

st

indep of

( ) ( )

ant

and ( ) ( )

x t X x T t

at xX x T t a X x T tT t X xaT t X x

x t

T t T t X x X xa

θθ θ

μ

μμ

=part part=part part

primeprime primeprimerArr =primeprime primeprimerArr = =

rArr = =

2

22

2

Let 0 without loss of generality

( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time

(

physically impo

1)

ssib

0t

t t x a x a

x a x a t t

e

T T X Xa

T t Ae Be X x Ce Dex t X x T t Ce De Ae Be

λ

λ λ λ λ

λ λ λ λ

μ λλ

μλ

λ

θ

plusmn

minus minus

minus minus

= gt

primeprime primeprime= =

rArr = + = += + +

rarr

gt

=

Q 對稱

le

MingsianMingsian R R BaiBai1717

2

22

2

0 0 ( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time physically impossibl

(2)

e

Let 0

( ) ( ) ( ) ( )

( ) cos

sin

0

(3) 0

(

T XT t At B X x Cx D

x t X x T t Cx D At B

T t T t X x X xa

T t A t B t X x

θ

μλλ

λ λ

μλ

μ

λ

primeprime primeprime= =rArr = + = +rArr = = + +rarr

= minus gt

primeprime primeprime= minus =

= +

=

minus

rArr

lt

) cos sin

( ) ( ) ( ) cos sin ( cos sin )

2 Sinu motion in time soidal frequency periwith od

C x D xa a

x t X x T t C x D x A t B ta a

t

λ λ

λ λθ λ λ

πλλ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= +

= = + +

rarr = =

MingsianMingsian R R BaiBai1818

Determination of unknown parameters For example for ends BC (0 ) ( ) 0BC1 (0 ) 0 ( c

fos sin ) 0

If 0 then ( ) 0 Thu

ixed-fixe

s 0

( ) ( in )(

d

s

BCs C D ICs A Bt l t

t C A t B tA B x t trial

C

x t D xa

λθ θ

θ λ λθ

λθ

rarr rarr= =

= rArr + == = equiv rArr

equiv

rArr = cos sin )

BC2 ( ) 0 ( sin )( cos sin )

If 0 then ( ) 0 If 0 then ( ) 0

Thus sin 0 or ie 1 23

(n

n

A t B t

l t D l A t B ta

A B x t trivialD x t trivia

n al

lll n n

a aπ

λ λ

λθ λ λ

θθ

λ λ λπ

θ

+

equiv = +

= = equiv rarr= rarr

=

equiv

equiv = =

sin ) ( ) ( ) ( cos sin )

periodic in time are satisfied

nn n n n n n nx

an ax t X x T t A t B t

lBCs

λ πλ λ λ⎛ ⎞⎜ ⎟⎝ ⎠

= = + =

rarr

(eigenvalues)

(前面已限制λgt0)(eigenfunction) (Dn is absorbed)

MingsianMingsian R R BaiBai1919

1

Note that no single ( ) can satisfy the arbitrary

( 0) ( ) and ( 0) ( )

However we hope the infinite sum ( ) which also satisfies

the BCs will satisfy the given arbit

n

nn

x t

x f x x g

ICs

xt

x t

θθθ

θinfin

=

part= =part

sum

1 1

1

rary That is

( ) ( ) sin ( cos sin )

IC1 (initial displacement)

( 0) ( ) si

Fourier

n

half-range that approximates si ( ) over ne serie (s 0 )

n n nn n

nn

n

ICs

n x n at n atx t x t A Bl l l

n xx f x Al

f x l

A

π π πθ θ

πθ

infin infin

= =

infin

=

= = +

= =

rarr

sum sum

sum

0

2 ( )sin (see Thm2 74)l n xf x dx

l lπ= int 章節

MingsianMingsian R R BaiBai2020

1

1

Fourier si

IC2 (initial velocity)

( ) sin sin cos

( 0) ( ) sin

half-range that approximates ( ) over (0 )

ne series

n nn

nn

n

n x n at n at n ax t A Bt l l l l

n a n xx g x Bt l l

g x ln a B

l

θ π π π π

θ π π

π

infin

=infin

=

⎛ ⎞⎜ ⎟⎝ ⎠⎛ ⎞⎜ ⎟⎝ ⎠

part = minus +partpart = =partrarr

sum

sum

1

0 0

0

0

2 ( )sin

2or ( )sin

Up to this point ( ) is completely determined

(

where

) sin ( cos sin )

2 2( )s

Note Sim

in ( )sin

l

ln

n nn

l ln n

n x n at n atx t A Bl l l

n x n xA f x dx

n xg x dxl l

n xB g x dxn a

B g x dxl l n a l

lx t

π π πθ

π ππ

π

ππ

θinfin

=

=

=

= +

= =

sum

int

int

int

int( )ilar reasoning can be applied to the other see p495-502BC s

MingsianMingsian R R BaiBai21

Orthogonal Expansion and the Sturm-Liouville Theory

21

Separation of Variables

eigenvalueseigenfuncti

PDE

ons

ODEs

BCs ICs expansion n

n

λφ

⎯⎯⎯⎯⎯⎯⎯rarr

⎧⎨⎩

rarr rarr

Recall the example of the torsionally vibrating shaft

ICs expansion Fourier sine seriess( in sin)

n

nn

n al

x n xa l

x

λ

φ

π

λ π

⎫⎪⎪⎬⎪⎪⎭

=rarr

= =

Sturm - Liouville TheoryFourier coefficients are obtained based on

Not a coincidence Fourier sincos series is not the only way of expansion Other orthogonal func

orthogona

tions Be

lity

ssel

rarr Q

Legendre Chebyshev

MingsianMingsian R R BaiBai2222

Ex 1-D Boundary Value Problem (BVP) 0 (0 ) BC (0) ( ) 0 (nontrivial solution eigenvalue problem)

y y x ly y lλprimeprime+ = lt lt

= =rarr

Sol

cos sin if 0The general solution ( ) if 0

If 0 applying (0) 0

0 ( ) 0 trivial 0 is not an eigenvalue( ) 0

A x B xy xC Dx

BC sy C

C D y xy l C Dl

λ λ λλ

λ

λ

⎧⎪⎨⎪⎩

⎫⎬⎭

+ ne=+ =

== =

rArr = = rArr equiv rArr == = +

If 0 applying (0) 0

sin 0 (characteristic equation)( ) 0 cos sin

If 0 then ( ) 0 trivial solution

BC sy A

B ly l A l B lB y x

λ

λλ λ

⎫⎪⎬⎪⎭

ne= =

rArr == = += equiv rArr

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
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  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
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  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
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  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
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Page 6: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai66

2 22

2 2

For the wave equation with 0

---------(1)

Le

homogeneou

t ( ) ( )

s

x ct

y yf

y x t y

x x x

c ct t t

c

x

t

ct

x

ζ ηζ η

ζ η ζ ηζ η

ζ η ζ η

ζ η= minus

=

rarrpart part part part part part part= + = +part part part part part part partpart part part

part part

part part part part= + = minus +part part part part part part

part part

= +

part

=

drsquoAlembert solution and method of characteristics

2 22 22 2

2 2

2

(1)

y yc c y c c yx t

c

ζ η ζ η⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

part part part part part part= rArr + = minuspart part part partpart part

2

2ζpartpart

2

2

22

ηζ ηpartpart

part+ +part part

2y c⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=2

2ζpartpart

2

2

22

ηζ ηpartpart

partminus +part part

y⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

MingsianMingsian R R BaiBai77

24 0 ( )

( ) ( ) ( ) ( ) ( )

---------(( ) ( ) ( ) 2)y x t F x ct G x c

y y f

y f d G

t

G F

ζζ η ζ

ζ η ζ ζ η ζ η

= minus +

part partrArr = rArr =part part part

rArr = + = +

rArr +int

2 22

2 2

Consider an string

( 0 )

initial displacement ( 0) ( ) initial velocity ( 0) ( )

( ) ( ) ( ) ( ) (

infini

0) ( ) ( )

te

ICs

y yc x tx t

yy x p x x q xt

y x t F x ct G x ctp x y x F x G x

part part= minusinfin lt lt infin lt lt infinpart part

part= =part

= minus + +there4 = = +Q

0

0

(3)( ) ( ) ( ) ( ) ( ) ( 0)

( ) ( )

( )( ) ( )( ) ( ) ( ) (4)t

t

F x ct x ct G x ct x ctq x y xt x ct t x ct t

F x ct c G x ct c cF x cG x=

==

minusminusminusminusminusminusminusminusminus

part part minus part minus part + part += = +part part minus part part + part

prime prime prime prime= minus minus + + minus + minusminus

MingsianMingsian R R BaiBai88

0

0

0

1

(4) ( ) ( ) (0) ( ) (0)

( ) ( ) (0) (0) ( ) (5)

(3)(5) ( ) ( ) ( )

( ) ( ) (0) (0) ( )

( ) 1 ( ) (2 2

x

x

x

c

q x dx cF x cF cG x cG

cF x cG x cF cG q x dx

F x G x p x

F x G x F G q x dx

p xF x q xc

prime prime = minus + + minus

prime primerArr minus = minus minus minusminusminusminusminus

+ =

prime primeminus = minus minus

primerArr = minus

intint

int

0

0

0

(0) (0)) (6)2

( ) 1 (0) (0) ( ) ( ) (7)2 2 2

(2)(6)(7) ( ) ( ) ( )( ) 1 (0) (0) ( )

2 2 2

x

x

x ct

F Gdx

p x F GG x q x dxc

y x t F x ct G x ctp x ct F Gq x dx

cminus

minusprime+ minusminusminusminusminus

minusprime prime= + minus minusminusminusminusminus

= minus + +

minus minusprime prime= minus +

int

int

int

0

( ) 1 (0) (0) ( )2 2 2

x ctp x ct F Gq x dxc

+

+

+ minusprime prime+ minusint

MingsianMingsian R R BaiBai99

Thus ( ) ( ) 1( ) ( )2 2

x ct

x ct

p x ct p x cty x t q x dxc

+

minus

minus + + prime prime= + int(drsquoAlembert solution)Ex ( ) 0

( ) ( ) ( )2

q x

p x ct p x cty x trarr larr

=

minus + +=P

( )p x

x

x

t

cc

P

2P

1 c

The general waveform is a superposition of two waves traveling in oppositedirections with the constant speed c (phase speed) Without any energy loss the wave is ideally lsquonon-dispersiversquo meaning the waveform would not change as it travels throughout the time

MingsianMingsian R R BaiBai10

Classification of second-order PDE

10

2 2 2

2

2

2

2 2

2

are constants

Try the solution form ( )( ) 2 ( ) ( ) 0

( 2 ) ( ) 0 2 0 for nontrivi

2 0

al

Let

A B C

u f x yAf x y B f x y C f x yA B C f x y C B A u

u u uA B Cx x y y

B

λλ λ λ λ λλ λ λ λ λ

part part part+ +

= +primeprime primeprime primeprime+ + + + + =

primeprime+ + + = hArr

=part part part part

+ + =

Δ =2 2

22 2

22

2

2 2

2

if 0 eg 0 (wave equation)

if 0 eg 0 (heat equation

hyperbolic

parabolic

el

)

if liptic 0 eg

ACu uc

x tu ua

x tu u

x

minuspart partΔ gt minus =part partpart partΔ = minus =part partpart partΔ lt +part part 2 0 (Laplace equation)

y=

MingsianMingsian R R BaiBai1111

21 2

1 1 2 2

1 1 2 22

2

characteriLet and be two roots of 2 0 and are termed the Note 1 1

1 1( ) 2 2

st

ic

s

i ii i

C B Ax y c x y c

y y

A y By C A B C

λ λ λ λλ λ

λ λ

λ λ⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

+ + =+ = + =

prime prime= minus = minus

minus minusprime primerArr minus + = minus +

2

2

2

Thus the characteristics satisfy the following ODE ( ) 2 0

( 2 ) 0 12i i

i

A y By C

A B C iλ λλ

prime primeminus + =

+ += = =

This should give you two independent solutions

MingsianMingsian R R BaiBai1212

2 2 2

2 2

1 2

Wylie p696Consider the equation

( ) 2 ( ) ( ) ( )

Let ( ) and ( ) be two indepen

(More generally are f

dent sol

unct

u

ions of ( ) )

u u u u uA x y B x y C x y g u x yx

A B C x

x y y x yx y c x y c

y

φ ψ

part part part part part+ + =part part part part part part= =

Thm

2

2

tions of

( )( ) 2 ( ) ( ) 0 Then

a ( ) ( ) ( )

(most useful

hyperbolic

ca

dyA x y y B x y y C x y ydx

u u ur x y s x y G u r sr s r s

φ ψ

prime prime primeminus + = =

part part part= = rarr =part part part part

2

2

2 2

2 2

se)

b ( ) ( )

( ) ( ) (

para

) ( )c 2 2

bolic

elli

( )

p ic

t

u u ur x s x y G u r sr r s

x y x y x y x yr si

u u u uG u r sr s r s

φ

φ ψ φ ψ

part part part= = rarr =part part part

+ minus= =

part part part partrarr + =part part part part

MingsianMingsian R R BaiBai1313

2 2

2

2 2

2

2

2

Ex 0 Find the solution

Sol

hyperbo0 0 PDE2 4

( ) 2 0 ( ) 0 ( ) 0

0

li

0

0 cyC

u u ux yx x y x

y yA x B

A y By Cx y yy y xy y

yxy y

⎛ ⎞minus⎜ ⎟⎝ ⎠

⎧⎨⎩

part part partminus + =part part part part

= = minus rArr Δ = minus = gt

prime primeminus + =prime prime prime prime+ = rArr + =

prime =rArr rArr

prime+

=

=

11

2

1

2

ln ln ln0

characteristic( )

Hyperbolic PDE Let

s

y c y cdy dx y x cy x

y cxy

r y

c

s xy

⎧⎧⎪ ⎪

⎨ ⎨⎪⎩⎪

⎩⎧⎨⎩

= =rArr

+ =+ =

=rArr

there4 = =

=

Q

MingsianMingsian R R BaiBai1414

u u rx

s xy

r

r

x

ypart part

=

part=part

=

part part2 2

2

u s uys x s

u u u u ry y yx x s x s r s x

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

part part part+ =part part part

part part part part part part part= = =part part part part part part part part

2 22

2 2

2 2 2 2 2

2 2

22

2

Substituting the above expressions into the given PDE leads to

u s uys x s

u u u u r u s u u uy y y xyy x y s s r s y s y s r s s

ux ys

⎡ ⎤⎢ ⎥⎣ ⎦

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠ ⎣ ⎦

⎡ ⎤⎢ ⎥⎣ ⎦

part part part+ =part part part

part part part part part part part part part part part= = + + = + +part part part part part part part part part part part part part part

partpart

uyspartminuspart

2 2

2u uy xy

r s spart part+ +part part part

uys

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+part

2 22

0

0 or 0

( ) ( ) ( ) ( ) ( ) ( )

u uyr s r s

u r s f r g su x y f y g xy

=

part partrArr minus = =part part part part

rArr = +rArr = +

2 2

2 0u u ux yx x y xpart part partminus + =part part part part

MingsianMingsian R R BaiBai15

Separation of Variables

15

2 22

2 2

By using this method PDE ODEsFor example t can be described bythe followi

orsng

0

where is angular displacement

ionally vwave equatio

ibrating shaftn

s

a x lt xEa

θ θ

θρ

rarr

part part= le lepart part

=

shear modulus mass per unit volume

( 0) ( ) and ( 0) (ICs )

sE

x f x x g xt

ρθθ part= =part

(0 ) ( ) 0t l tθ θ= =Fixed-fixed

Fixed-free

Free-free (0 ) ( ) 0t l tx xθ θpart part

= =part part

(0 ) ( ) 0t l txθθ part

= =part

0 lBCs

MingsianMingsian R R BaiBai1616

2 22

2 2

2

2

2

Trial solution ( ) ( ) ( )

( ) ( ) ( ) ( )( ) ( ) separation con ( )( ) ( )

indep of

st

indep of

( ) ( )

ant

and ( ) ( )

x t X x T t

at xX x T t a X x T tT t X xaT t X x

x t

T t T t X x X xa

θθ θ

μ

μμ

=part part=part part

primeprime primeprimerArr =primeprime primeprimerArr = =

rArr = =

2

22

2

Let 0 without loss of generality

( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time

(

physically impo

1)

ssib

0t

t t x a x a

x a x a t t

e

T T X Xa

T t Ae Be X x Ce Dex t X x T t Ce De Ae Be

λ

λ λ λ λ

λ λ λ λ

μ λλ

μλ

λ

θ

plusmn

minus minus

minus minus

= gt

primeprime primeprime= =

rArr = + = += + +

rarr

gt

=

Q 對稱

le

MingsianMingsian R R BaiBai1717

2

22

2

0 0 ( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time physically impossibl

(2)

e

Let 0

( ) ( ) ( ) ( )

( ) cos

sin

0

(3) 0

(

T XT t At B X x Cx D

x t X x T t Cx D At B

T t T t X x X xa

T t A t B t X x

θ

μλλ

λ λ

μλ

μ

λ

primeprime primeprime= =rArr = + = +rArr = = + +rarr

= minus gt

primeprime primeprime= minus =

= +

=

minus

rArr

lt

) cos sin

( ) ( ) ( ) cos sin ( cos sin )

2 Sinu motion in time soidal frequency periwith od

C x D xa a

x t X x T t C x D x A t B ta a

t

λ λ

λ λθ λ λ

πλλ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= +

= = + +

rarr = =

MingsianMingsian R R BaiBai1818

Determination of unknown parameters For example for ends BC (0 ) ( ) 0BC1 (0 ) 0 ( c

fos sin ) 0

If 0 then ( ) 0 Thu

ixed-fixe

s 0

( ) ( in )(

d

s

BCs C D ICs A Bt l t

t C A t B tA B x t trial

C

x t D xa

λθ θ

θ λ λθ

λθ

rarr rarr= =

= rArr + == = equiv rArr

equiv

rArr = cos sin )

BC2 ( ) 0 ( sin )( cos sin )

If 0 then ( ) 0 If 0 then ( ) 0

Thus sin 0 or ie 1 23

(n

n

A t B t

l t D l A t B ta

A B x t trivialD x t trivia

n al

lll n n

a aπ

λ λ

λθ λ λ

θθ

λ λ λπ

θ

+

equiv = +

= = equiv rarr= rarr

=

equiv

equiv = =

sin ) ( ) ( ) ( cos sin )

periodic in time are satisfied

nn n n n n n nx

an ax t X x T t A t B t

lBCs

λ πλ λ λ⎛ ⎞⎜ ⎟⎝ ⎠

= = + =

rarr

(eigenvalues)

(前面已限制λgt0)(eigenfunction) (Dn is absorbed)

MingsianMingsian R R BaiBai1919

1

Note that no single ( ) can satisfy the arbitrary

( 0) ( ) and ( 0) ( )

However we hope the infinite sum ( ) which also satisfies

the BCs will satisfy the given arbit

n

nn

x t

x f x x g

ICs

xt

x t

θθθ

θinfin

=

part= =part

sum

1 1

1

rary That is

( ) ( ) sin ( cos sin )

IC1 (initial displacement)

( 0) ( ) si

Fourier

n

half-range that approximates si ( ) over ne serie (s 0 )

n n nn n

nn

n

ICs

n x n at n atx t x t A Bl l l

n xx f x Al

f x l

A

π π πθ θ

πθ

infin infin

= =

infin

=

= = +

= =

rarr

sum sum

sum

0

2 ( )sin (see Thm2 74)l n xf x dx

l lπ= int 章節

MingsianMingsian R R BaiBai2020

1

1

Fourier si

IC2 (initial velocity)

( ) sin sin cos

( 0) ( ) sin

half-range that approximates ( ) over (0 )

ne series

n nn

nn

n

n x n at n at n ax t A Bt l l l l

n a n xx g x Bt l l

g x ln a B

l

θ π π π π

θ π π

π

infin

=infin

=

⎛ ⎞⎜ ⎟⎝ ⎠⎛ ⎞⎜ ⎟⎝ ⎠

part = minus +partpart = =partrarr

sum

sum

1

0 0

0

0

2 ( )sin

2or ( )sin

Up to this point ( ) is completely determined

(

where

) sin ( cos sin )

2 2( )s

Note Sim

in ( )sin

l

ln

n nn

l ln n

n x n at n atx t A Bl l l

n x n xA f x dx

n xg x dxl l

n xB g x dxn a

B g x dxl l n a l

lx t

π π πθ

π ππ

π

ππ

θinfin

=

=

=

= +

= =

sum

int

int

int

int( )ilar reasoning can be applied to the other see p495-502BC s

MingsianMingsian R R BaiBai21

Orthogonal Expansion and the Sturm-Liouville Theory

21

Separation of Variables

eigenvalueseigenfuncti

PDE

ons

ODEs

BCs ICs expansion n

n

λφ

⎯⎯⎯⎯⎯⎯⎯rarr

⎧⎨⎩

rarr rarr

Recall the example of the torsionally vibrating shaft

ICs expansion Fourier sine seriess( in sin)

n

nn

n al

x n xa l

x

λ

φ

π

λ π

⎫⎪⎪⎬⎪⎪⎭

=rarr

= =

Sturm - Liouville TheoryFourier coefficients are obtained based on

Not a coincidence Fourier sincos series is not the only way of expansion Other orthogonal func

orthogona

tions Be

lity

ssel

rarr Q

Legendre Chebyshev

MingsianMingsian R R BaiBai2222

Ex 1-D Boundary Value Problem (BVP) 0 (0 ) BC (0) ( ) 0 (nontrivial solution eigenvalue problem)

y y x ly y lλprimeprime+ = lt lt

= =rarr

Sol

cos sin if 0The general solution ( ) if 0

If 0 applying (0) 0

0 ( ) 0 trivial 0 is not an eigenvalue( ) 0

A x B xy xC Dx

BC sy C

C D y xy l C Dl

λ λ λλ

λ

λ

⎧⎪⎨⎪⎩

⎫⎬⎭

+ ne=+ =

== =

rArr = = rArr equiv rArr == = +

If 0 applying (0) 0

sin 0 (characteristic equation)( ) 0 cos sin

If 0 then ( ) 0 trivial solution

BC sy A

B ly l A l B lB y x

λ

λλ λ

⎫⎪⎬⎪⎭

ne= =

rArr == = += equiv rArr

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
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  • 投影片編號 31
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  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
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  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
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Page 7: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai77

24 0 ( )

( ) ( ) ( ) ( ) ( )

---------(( ) ( ) ( ) 2)y x t F x ct G x c

y y f

y f d G

t

G F

ζζ η ζ

ζ η ζ ζ η ζ η

= minus +

part partrArr = rArr =part part part

rArr = + = +

rArr +int

2 22

2 2

Consider an string

( 0 )

initial displacement ( 0) ( ) initial velocity ( 0) ( )

( ) ( ) ( ) ( ) (

infini

0) ( ) ( )

te

ICs

y yc x tx t

yy x p x x q xt

y x t F x ct G x ctp x y x F x G x

part part= minusinfin lt lt infin lt lt infinpart part

part= =part

= minus + +there4 = = +Q

0

0

(3)( ) ( ) ( ) ( ) ( ) ( 0)

( ) ( )

( )( ) ( )( ) ( ) ( ) (4)t

t

F x ct x ct G x ct x ctq x y xt x ct t x ct t

F x ct c G x ct c cF x cG x=

==

minusminusminusminusminusminusminusminusminus

part part minus part minus part + part += = +part part minus part part + part

prime prime prime prime= minus minus + + minus + minusminus

MingsianMingsian R R BaiBai88

0

0

0

1

(4) ( ) ( ) (0) ( ) (0)

( ) ( ) (0) (0) ( ) (5)

(3)(5) ( ) ( ) ( )

( ) ( ) (0) (0) ( )

( ) 1 ( ) (2 2

x

x

x

c

q x dx cF x cF cG x cG

cF x cG x cF cG q x dx

F x G x p x

F x G x F G q x dx

p xF x q xc

prime prime = minus + + minus

prime primerArr minus = minus minus minusminusminusminusminus

+ =

prime primeminus = minus minus

primerArr = minus

intint

int

0

0

0

(0) (0)) (6)2

( ) 1 (0) (0) ( ) ( ) (7)2 2 2

(2)(6)(7) ( ) ( ) ( )( ) 1 (0) (0) ( )

2 2 2

x

x

x ct

F Gdx

p x F GG x q x dxc

y x t F x ct G x ctp x ct F Gq x dx

cminus

minusprime+ minusminusminusminusminus

minusprime prime= + minus minusminusminusminusminus

= minus + +

minus minusprime prime= minus +

int

int

int

0

( ) 1 (0) (0) ( )2 2 2

x ctp x ct F Gq x dxc

+

+

+ minusprime prime+ minusint

MingsianMingsian R R BaiBai99

Thus ( ) ( ) 1( ) ( )2 2

x ct

x ct

p x ct p x cty x t q x dxc

+

minus

minus + + prime prime= + int(drsquoAlembert solution)Ex ( ) 0

( ) ( ) ( )2

q x

p x ct p x cty x trarr larr

=

minus + +=P

( )p x

x

x

t

cc

P

2P

1 c

The general waveform is a superposition of two waves traveling in oppositedirections with the constant speed c (phase speed) Without any energy loss the wave is ideally lsquonon-dispersiversquo meaning the waveform would not change as it travels throughout the time

MingsianMingsian R R BaiBai10

Classification of second-order PDE

10

2 2 2

2

2

2

2 2

2

are constants

Try the solution form ( )( ) 2 ( ) ( ) 0

( 2 ) ( ) 0 2 0 for nontrivi

2 0

al

Let

A B C

u f x yAf x y B f x y C f x yA B C f x y C B A u

u u uA B Cx x y y

B

λλ λ λ λ λλ λ λ λ λ

part part part+ +

= +primeprime primeprime primeprime+ + + + + =

primeprime+ + + = hArr

=part part part part

+ + =

Δ =2 2

22 2

22

2

2 2

2

if 0 eg 0 (wave equation)

if 0 eg 0 (heat equation

hyperbolic

parabolic

el

)

if liptic 0 eg

ACu uc

x tu ua

x tu u

x

minuspart partΔ gt minus =part partpart partΔ = minus =part partpart partΔ lt +part part 2 0 (Laplace equation)

y=

MingsianMingsian R R BaiBai1111

21 2

1 1 2 2

1 1 2 22

2

characteriLet and be two roots of 2 0 and are termed the Note 1 1

1 1( ) 2 2

st

ic

s

i ii i

C B Ax y c x y c

y y

A y By C A B C

λ λ λ λλ λ

λ λ

λ λ⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

+ + =+ = + =

prime prime= minus = minus

minus minusprime primerArr minus + = minus +

2

2

2

Thus the characteristics satisfy the following ODE ( ) 2 0

( 2 ) 0 12i i

i

A y By C

A B C iλ λλ

prime primeminus + =

+ += = =

This should give you two independent solutions

MingsianMingsian R R BaiBai1212

2 2 2

2 2

1 2

Wylie p696Consider the equation

( ) 2 ( ) ( ) ( )

Let ( ) and ( ) be two indepen

(More generally are f

dent sol

unct

u

ions of ( ) )

u u u u uA x y B x y C x y g u x yx

A B C x

x y y x yx y c x y c

y

φ ψ

part part part part part+ + =part part part part part part= =

Thm

2

2

tions of

( )( ) 2 ( ) ( ) 0 Then

a ( ) ( ) ( )

(most useful

hyperbolic

ca

dyA x y y B x y y C x y ydx

u u ur x y s x y G u r sr s r s

φ ψ

prime prime primeminus + = =

part part part= = rarr =part part part part

2

2

2 2

2 2

se)

b ( ) ( )

( ) ( ) (

para

) ( )c 2 2

bolic

elli

( )

p ic

t

u u ur x s x y G u r sr r s

x y x y x y x yr si

u u u uG u r sr s r s

φ

φ ψ φ ψ

part part part= = rarr =part part part

+ minus= =

part part part partrarr + =part part part part

MingsianMingsian R R BaiBai1313

2 2

2

2 2

2

2

2

Ex 0 Find the solution

Sol

hyperbo0 0 PDE2 4

( ) 2 0 ( ) 0 ( ) 0

0

li

0

0 cyC

u u ux yx x y x

y yA x B

A y By Cx y yy y xy y

yxy y

⎛ ⎞minus⎜ ⎟⎝ ⎠

⎧⎨⎩

part part partminus + =part part part part

= = minus rArr Δ = minus = gt

prime primeminus + =prime prime prime prime+ = rArr + =

prime =rArr rArr

prime+

=

=

11

2

1

2

ln ln ln0

characteristic( )

Hyperbolic PDE Let

s

y c y cdy dx y x cy x

y cxy

r y

c

s xy

⎧⎧⎪ ⎪

⎨ ⎨⎪⎩⎪

⎩⎧⎨⎩

= =rArr

+ =+ =

=rArr

there4 = =

=

Q

MingsianMingsian R R BaiBai1414

u u rx

s xy

r

r

x

ypart part

=

part=part

=

part part2 2

2

u s uys x s

u u u u ry y yx x s x s r s x

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

part part part+ =part part part

part part part part part part part= = =part part part part part part part part

2 22

2 2

2 2 2 2 2

2 2

22

2

Substituting the above expressions into the given PDE leads to

u s uys x s

u u u u r u s u u uy y y xyy x y s s r s y s y s r s s

ux ys

⎡ ⎤⎢ ⎥⎣ ⎦

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠ ⎣ ⎦

⎡ ⎤⎢ ⎥⎣ ⎦

part part part+ =part part part

part part part part part part part part part part part= = + + = + +part part part part part part part part part part part part part part

partpart

uyspartminuspart

2 2

2u uy xy

r s spart part+ +part part part

uys

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+part

2 22

0

0 or 0

( ) ( ) ( ) ( ) ( ) ( )

u uyr s r s

u r s f r g su x y f y g xy

=

part partrArr minus = =part part part part

rArr = +rArr = +

2 2

2 0u u ux yx x y xpart part partminus + =part part part part

MingsianMingsian R R BaiBai15

Separation of Variables

15

2 22

2 2

By using this method PDE ODEsFor example t can be described bythe followi

orsng

0

where is angular displacement

ionally vwave equatio

ibrating shaftn

s

a x lt xEa

θ θ

θρ

rarr

part part= le lepart part

=

shear modulus mass per unit volume

( 0) ( ) and ( 0) (ICs )

sE

x f x x g xt

ρθθ part= =part

(0 ) ( ) 0t l tθ θ= =Fixed-fixed

Fixed-free

Free-free (0 ) ( ) 0t l tx xθ θpart part

= =part part

(0 ) ( ) 0t l txθθ part

= =part

0 lBCs

MingsianMingsian R R BaiBai1616

2 22

2 2

2

2

2

Trial solution ( ) ( ) ( )

( ) ( ) ( ) ( )( ) ( ) separation con ( )( ) ( )

indep of

st

indep of

( ) ( )

ant

and ( ) ( )

x t X x T t

at xX x T t a X x T tT t X xaT t X x

x t

T t T t X x X xa

θθ θ

μ

μμ

=part part=part part

primeprime primeprimerArr =primeprime primeprimerArr = =

rArr = =

2

22

2

Let 0 without loss of generality

( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time

(

physically impo

1)

ssib

0t

t t x a x a

x a x a t t

e

T T X Xa

T t Ae Be X x Ce Dex t X x T t Ce De Ae Be

λ

λ λ λ λ

λ λ λ λ

μ λλ

μλ

λ

θ

plusmn

minus minus

minus minus

= gt

primeprime primeprime= =

rArr = + = += + +

rarr

gt

=

Q 對稱

le

MingsianMingsian R R BaiBai1717

2

22

2

0 0 ( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time physically impossibl

(2)

e

Let 0

( ) ( ) ( ) ( )

( ) cos

sin

0

(3) 0

(

T XT t At B X x Cx D

x t X x T t Cx D At B

T t T t X x X xa

T t A t B t X x

θ

μλλ

λ λ

μλ

μ

λ

primeprime primeprime= =rArr = + = +rArr = = + +rarr

= minus gt

primeprime primeprime= minus =

= +

=

minus

rArr

lt

) cos sin

( ) ( ) ( ) cos sin ( cos sin )

2 Sinu motion in time soidal frequency periwith od

C x D xa a

x t X x T t C x D x A t B ta a

t

λ λ

λ λθ λ λ

πλλ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= +

= = + +

rarr = =

MingsianMingsian R R BaiBai1818

Determination of unknown parameters For example for ends BC (0 ) ( ) 0BC1 (0 ) 0 ( c

fos sin ) 0

If 0 then ( ) 0 Thu

ixed-fixe

s 0

( ) ( in )(

d

s

BCs C D ICs A Bt l t

t C A t B tA B x t trial

C

x t D xa

λθ θ

θ λ λθ

λθ

rarr rarr= =

= rArr + == = equiv rArr

equiv

rArr = cos sin )

BC2 ( ) 0 ( sin )( cos sin )

If 0 then ( ) 0 If 0 then ( ) 0

Thus sin 0 or ie 1 23

(n

n

A t B t

l t D l A t B ta

A B x t trivialD x t trivia

n al

lll n n

a aπ

λ λ

λθ λ λ

θθ

λ λ λπ

θ

+

equiv = +

= = equiv rarr= rarr

=

equiv

equiv = =

sin ) ( ) ( ) ( cos sin )

periodic in time are satisfied

nn n n n n n nx

an ax t X x T t A t B t

lBCs

λ πλ λ λ⎛ ⎞⎜ ⎟⎝ ⎠

= = + =

rarr

(eigenvalues)

(前面已限制λgt0)(eigenfunction) (Dn is absorbed)

MingsianMingsian R R BaiBai1919

1

Note that no single ( ) can satisfy the arbitrary

( 0) ( ) and ( 0) ( )

However we hope the infinite sum ( ) which also satisfies

the BCs will satisfy the given arbit

n

nn

x t

x f x x g

ICs

xt

x t

θθθ

θinfin

=

part= =part

sum

1 1

1

rary That is

( ) ( ) sin ( cos sin )

IC1 (initial displacement)

( 0) ( ) si

Fourier

n

half-range that approximates si ( ) over ne serie (s 0 )

n n nn n

nn

n

ICs

n x n at n atx t x t A Bl l l

n xx f x Al

f x l

A

π π πθ θ

πθ

infin infin

= =

infin

=

= = +

= =

rarr

sum sum

sum

0

2 ( )sin (see Thm2 74)l n xf x dx

l lπ= int 章節

MingsianMingsian R R BaiBai2020

1

1

Fourier si

IC2 (initial velocity)

( ) sin sin cos

( 0) ( ) sin

half-range that approximates ( ) over (0 )

ne series

n nn

nn

n

n x n at n at n ax t A Bt l l l l

n a n xx g x Bt l l

g x ln a B

l

θ π π π π

θ π π

π

infin

=infin

=

⎛ ⎞⎜ ⎟⎝ ⎠⎛ ⎞⎜ ⎟⎝ ⎠

part = minus +partpart = =partrarr

sum

sum

1

0 0

0

0

2 ( )sin

2or ( )sin

Up to this point ( ) is completely determined

(

where

) sin ( cos sin )

2 2( )s

Note Sim

in ( )sin

l

ln

n nn

l ln n

n x n at n atx t A Bl l l

n x n xA f x dx

n xg x dxl l

n xB g x dxn a

B g x dxl l n a l

lx t

π π πθ

π ππ

π

ππ

θinfin

=

=

=

= +

= =

sum

int

int

int

int( )ilar reasoning can be applied to the other see p495-502BC s

MingsianMingsian R R BaiBai21

Orthogonal Expansion and the Sturm-Liouville Theory

21

Separation of Variables

eigenvalueseigenfuncti

PDE

ons

ODEs

BCs ICs expansion n

n

λφ

⎯⎯⎯⎯⎯⎯⎯rarr

⎧⎨⎩

rarr rarr

Recall the example of the torsionally vibrating shaft

ICs expansion Fourier sine seriess( in sin)

n

nn

n al

x n xa l

x

λ

φ

π

λ π

⎫⎪⎪⎬⎪⎪⎭

=rarr

= =

Sturm - Liouville TheoryFourier coefficients are obtained based on

Not a coincidence Fourier sincos series is not the only way of expansion Other orthogonal func

orthogona

tions Be

lity

ssel

rarr Q

Legendre Chebyshev

MingsianMingsian R R BaiBai2222

Ex 1-D Boundary Value Problem (BVP) 0 (0 ) BC (0) ( ) 0 (nontrivial solution eigenvalue problem)

y y x ly y lλprimeprime+ = lt lt

= =rarr

Sol

cos sin if 0The general solution ( ) if 0

If 0 applying (0) 0

0 ( ) 0 trivial 0 is not an eigenvalue( ) 0

A x B xy xC Dx

BC sy C

C D y xy l C Dl

λ λ λλ

λ

λ

⎧⎪⎨⎪⎩

⎫⎬⎭

+ ne=+ =

== =

rArr = = rArr equiv rArr == = +

If 0 applying (0) 0

sin 0 (characteristic equation)( ) 0 cos sin

If 0 then ( ) 0 trivial solution

BC sy A

B ly l A l B lB y x

λ

λλ λ

⎫⎪⎬⎪⎭

ne= =

rArr == = += equiv rArr

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
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  • 投影片編號 30
  • 投影片編號 31
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  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
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  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
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Page 8: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai88

0

0

0

1

(4) ( ) ( ) (0) ( ) (0)

( ) ( ) (0) (0) ( ) (5)

(3)(5) ( ) ( ) ( )

( ) ( ) (0) (0) ( )

( ) 1 ( ) (2 2

x

x

x

c

q x dx cF x cF cG x cG

cF x cG x cF cG q x dx

F x G x p x

F x G x F G q x dx

p xF x q xc

prime prime = minus + + minus

prime primerArr minus = minus minus minusminusminusminusminus

+ =

prime primeminus = minus minus

primerArr = minus

intint

int

0

0

0

(0) (0)) (6)2

( ) 1 (0) (0) ( ) ( ) (7)2 2 2

(2)(6)(7) ( ) ( ) ( )( ) 1 (0) (0) ( )

2 2 2

x

x

x ct

F Gdx

p x F GG x q x dxc

y x t F x ct G x ctp x ct F Gq x dx

cminus

minusprime+ minusminusminusminusminus

minusprime prime= + minus minusminusminusminusminus

= minus + +

minus minusprime prime= minus +

int

int

int

0

( ) 1 (0) (0) ( )2 2 2

x ctp x ct F Gq x dxc

+

+

+ minusprime prime+ minusint

MingsianMingsian R R BaiBai99

Thus ( ) ( ) 1( ) ( )2 2

x ct

x ct

p x ct p x cty x t q x dxc

+

minus

minus + + prime prime= + int(drsquoAlembert solution)Ex ( ) 0

( ) ( ) ( )2

q x

p x ct p x cty x trarr larr

=

minus + +=P

( )p x

x

x

t

cc

P

2P

1 c

The general waveform is a superposition of two waves traveling in oppositedirections with the constant speed c (phase speed) Without any energy loss the wave is ideally lsquonon-dispersiversquo meaning the waveform would not change as it travels throughout the time

MingsianMingsian R R BaiBai10

Classification of second-order PDE

10

2 2 2

2

2

2

2 2

2

are constants

Try the solution form ( )( ) 2 ( ) ( ) 0

( 2 ) ( ) 0 2 0 for nontrivi

2 0

al

Let

A B C

u f x yAf x y B f x y C f x yA B C f x y C B A u

u u uA B Cx x y y

B

λλ λ λ λ λλ λ λ λ λ

part part part+ +

= +primeprime primeprime primeprime+ + + + + =

primeprime+ + + = hArr

=part part part part

+ + =

Δ =2 2

22 2

22

2

2 2

2

if 0 eg 0 (wave equation)

if 0 eg 0 (heat equation

hyperbolic

parabolic

el

)

if liptic 0 eg

ACu uc

x tu ua

x tu u

x

minuspart partΔ gt minus =part partpart partΔ = minus =part partpart partΔ lt +part part 2 0 (Laplace equation)

y=

MingsianMingsian R R BaiBai1111

21 2

1 1 2 2

1 1 2 22

2

characteriLet and be two roots of 2 0 and are termed the Note 1 1

1 1( ) 2 2

st

ic

s

i ii i

C B Ax y c x y c

y y

A y By C A B C

λ λ λ λλ λ

λ λ

λ λ⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

+ + =+ = + =

prime prime= minus = minus

minus minusprime primerArr minus + = minus +

2

2

2

Thus the characteristics satisfy the following ODE ( ) 2 0

( 2 ) 0 12i i

i

A y By C

A B C iλ λλ

prime primeminus + =

+ += = =

This should give you two independent solutions

MingsianMingsian R R BaiBai1212

2 2 2

2 2

1 2

Wylie p696Consider the equation

( ) 2 ( ) ( ) ( )

Let ( ) and ( ) be two indepen

(More generally are f

dent sol

unct

u

ions of ( ) )

u u u u uA x y B x y C x y g u x yx

A B C x

x y y x yx y c x y c

y

φ ψ

part part part part part+ + =part part part part part part= =

Thm

2

2

tions of

( )( ) 2 ( ) ( ) 0 Then

a ( ) ( ) ( )

(most useful

hyperbolic

ca

dyA x y y B x y y C x y ydx

u u ur x y s x y G u r sr s r s

φ ψ

prime prime primeminus + = =

part part part= = rarr =part part part part

2

2

2 2

2 2

se)

b ( ) ( )

( ) ( ) (

para

) ( )c 2 2

bolic

elli

( )

p ic

t

u u ur x s x y G u r sr r s

x y x y x y x yr si

u u u uG u r sr s r s

φ

φ ψ φ ψ

part part part= = rarr =part part part

+ minus= =

part part part partrarr + =part part part part

MingsianMingsian R R BaiBai1313

2 2

2

2 2

2

2

2

Ex 0 Find the solution

Sol

hyperbo0 0 PDE2 4

( ) 2 0 ( ) 0 ( ) 0

0

li

0

0 cyC

u u ux yx x y x

y yA x B

A y By Cx y yy y xy y

yxy y

⎛ ⎞minus⎜ ⎟⎝ ⎠

⎧⎨⎩

part part partminus + =part part part part

= = minus rArr Δ = minus = gt

prime primeminus + =prime prime prime prime+ = rArr + =

prime =rArr rArr

prime+

=

=

11

2

1

2

ln ln ln0

characteristic( )

Hyperbolic PDE Let

s

y c y cdy dx y x cy x

y cxy

r y

c

s xy

⎧⎧⎪ ⎪

⎨ ⎨⎪⎩⎪

⎩⎧⎨⎩

= =rArr

+ =+ =

=rArr

there4 = =

=

Q

MingsianMingsian R R BaiBai1414

u u rx

s xy

r

r

x

ypart part

=

part=part

=

part part2 2

2

u s uys x s

u u u u ry y yx x s x s r s x

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

part part part+ =part part part

part part part part part part part= = =part part part part part part part part

2 22

2 2

2 2 2 2 2

2 2

22

2

Substituting the above expressions into the given PDE leads to

u s uys x s

u u u u r u s u u uy y y xyy x y s s r s y s y s r s s

ux ys

⎡ ⎤⎢ ⎥⎣ ⎦

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠ ⎣ ⎦

⎡ ⎤⎢ ⎥⎣ ⎦

part part part+ =part part part

part part part part part part part part part part part= = + + = + +part part part part part part part part part part part part part part

partpart

uyspartminuspart

2 2

2u uy xy

r s spart part+ +part part part

uys

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+part

2 22

0

0 or 0

( ) ( ) ( ) ( ) ( ) ( )

u uyr s r s

u r s f r g su x y f y g xy

=

part partrArr minus = =part part part part

rArr = +rArr = +

2 2

2 0u u ux yx x y xpart part partminus + =part part part part

MingsianMingsian R R BaiBai15

Separation of Variables

15

2 22

2 2

By using this method PDE ODEsFor example t can be described bythe followi

orsng

0

where is angular displacement

ionally vwave equatio

ibrating shaftn

s

a x lt xEa

θ θ

θρ

rarr

part part= le lepart part

=

shear modulus mass per unit volume

( 0) ( ) and ( 0) (ICs )

sE

x f x x g xt

ρθθ part= =part

(0 ) ( ) 0t l tθ θ= =Fixed-fixed

Fixed-free

Free-free (0 ) ( ) 0t l tx xθ θpart part

= =part part

(0 ) ( ) 0t l txθθ part

= =part

0 lBCs

MingsianMingsian R R BaiBai1616

2 22

2 2

2

2

2

Trial solution ( ) ( ) ( )

( ) ( ) ( ) ( )( ) ( ) separation con ( )( ) ( )

indep of

st

indep of

( ) ( )

ant

and ( ) ( )

x t X x T t

at xX x T t a X x T tT t X xaT t X x

x t

T t T t X x X xa

θθ θ

μ

μμ

=part part=part part

primeprime primeprimerArr =primeprime primeprimerArr = =

rArr = =

2

22

2

Let 0 without loss of generality

( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time

(

physically impo

1)

ssib

0t

t t x a x a

x a x a t t

e

T T X Xa

T t Ae Be X x Ce Dex t X x T t Ce De Ae Be

λ

λ λ λ λ

λ λ λ λ

μ λλ

μλ

λ

θ

plusmn

minus minus

minus minus

= gt

primeprime primeprime= =

rArr = + = += + +

rarr

gt

=

Q 對稱

le

MingsianMingsian R R BaiBai1717

2

22

2

0 0 ( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time physically impossibl

(2)

e

Let 0

( ) ( ) ( ) ( )

( ) cos

sin

0

(3) 0

(

T XT t At B X x Cx D

x t X x T t Cx D At B

T t T t X x X xa

T t A t B t X x

θ

μλλ

λ λ

μλ

μ

λ

primeprime primeprime= =rArr = + = +rArr = = + +rarr

= minus gt

primeprime primeprime= minus =

= +

=

minus

rArr

lt

) cos sin

( ) ( ) ( ) cos sin ( cos sin )

2 Sinu motion in time soidal frequency periwith od

C x D xa a

x t X x T t C x D x A t B ta a

t

λ λ

λ λθ λ λ

πλλ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= +

= = + +

rarr = =

MingsianMingsian R R BaiBai1818

Determination of unknown parameters For example for ends BC (0 ) ( ) 0BC1 (0 ) 0 ( c

fos sin ) 0

If 0 then ( ) 0 Thu

ixed-fixe

s 0

( ) ( in )(

d

s

BCs C D ICs A Bt l t

t C A t B tA B x t trial

C

x t D xa

λθ θ

θ λ λθ

λθ

rarr rarr= =

= rArr + == = equiv rArr

equiv

rArr = cos sin )

BC2 ( ) 0 ( sin )( cos sin )

If 0 then ( ) 0 If 0 then ( ) 0

Thus sin 0 or ie 1 23

(n

n

A t B t

l t D l A t B ta

A B x t trivialD x t trivia

n al

lll n n

a aπ

λ λ

λθ λ λ

θθ

λ λ λπ

θ

+

equiv = +

= = equiv rarr= rarr

=

equiv

equiv = =

sin ) ( ) ( ) ( cos sin )

periodic in time are satisfied

nn n n n n n nx

an ax t X x T t A t B t

lBCs

λ πλ λ λ⎛ ⎞⎜ ⎟⎝ ⎠

= = + =

rarr

(eigenvalues)

(前面已限制λgt0)(eigenfunction) (Dn is absorbed)

MingsianMingsian R R BaiBai1919

1

Note that no single ( ) can satisfy the arbitrary

( 0) ( ) and ( 0) ( )

However we hope the infinite sum ( ) which also satisfies

the BCs will satisfy the given arbit

n

nn

x t

x f x x g

ICs

xt

x t

θθθ

θinfin

=

part= =part

sum

1 1

1

rary That is

( ) ( ) sin ( cos sin )

IC1 (initial displacement)

( 0) ( ) si

Fourier

n

half-range that approximates si ( ) over ne serie (s 0 )

n n nn n

nn

n

ICs

n x n at n atx t x t A Bl l l

n xx f x Al

f x l

A

π π πθ θ

πθ

infin infin

= =

infin

=

= = +

= =

rarr

sum sum

sum

0

2 ( )sin (see Thm2 74)l n xf x dx

l lπ= int 章節

MingsianMingsian R R BaiBai2020

1

1

Fourier si

IC2 (initial velocity)

( ) sin sin cos

( 0) ( ) sin

half-range that approximates ( ) over (0 )

ne series

n nn

nn

n

n x n at n at n ax t A Bt l l l l

n a n xx g x Bt l l

g x ln a B

l

θ π π π π

θ π π

π

infin

=infin

=

⎛ ⎞⎜ ⎟⎝ ⎠⎛ ⎞⎜ ⎟⎝ ⎠

part = minus +partpart = =partrarr

sum

sum

1

0 0

0

0

2 ( )sin

2or ( )sin

Up to this point ( ) is completely determined

(

where

) sin ( cos sin )

2 2( )s

Note Sim

in ( )sin

l

ln

n nn

l ln n

n x n at n atx t A Bl l l

n x n xA f x dx

n xg x dxl l

n xB g x dxn a

B g x dxl l n a l

lx t

π π πθ

π ππ

π

ππ

θinfin

=

=

=

= +

= =

sum

int

int

int

int( )ilar reasoning can be applied to the other see p495-502BC s

MingsianMingsian R R BaiBai21

Orthogonal Expansion and the Sturm-Liouville Theory

21

Separation of Variables

eigenvalueseigenfuncti

PDE

ons

ODEs

BCs ICs expansion n

n

λφ

⎯⎯⎯⎯⎯⎯⎯rarr

⎧⎨⎩

rarr rarr

Recall the example of the torsionally vibrating shaft

ICs expansion Fourier sine seriess( in sin)

n

nn

n al

x n xa l

x

λ

φ

π

λ π

⎫⎪⎪⎬⎪⎪⎭

=rarr

= =

Sturm - Liouville TheoryFourier coefficients are obtained based on

Not a coincidence Fourier sincos series is not the only way of expansion Other orthogonal func

orthogona

tions Be

lity

ssel

rarr Q

Legendre Chebyshev

MingsianMingsian R R BaiBai2222

Ex 1-D Boundary Value Problem (BVP) 0 (0 ) BC (0) ( ) 0 (nontrivial solution eigenvalue problem)

y y x ly y lλprimeprime+ = lt lt

= =rarr

Sol

cos sin if 0The general solution ( ) if 0

If 0 applying (0) 0

0 ( ) 0 trivial 0 is not an eigenvalue( ) 0

A x B xy xC Dx

BC sy C

C D y xy l C Dl

λ λ λλ

λ

λ

⎧⎪⎨⎪⎩

⎫⎬⎭

+ ne=+ =

== =

rArr = = rArr equiv rArr == = +

If 0 applying (0) 0

sin 0 (characteristic equation)( ) 0 cos sin

If 0 then ( ) 0 trivial solution

BC sy A

B ly l A l B lB y x

λ

λλ λ

⎫⎪⎬⎪⎭

ne= =

rArr == = += equiv rArr

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
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  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
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  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
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  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
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  • 投影片編號 55
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  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 9: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai99

Thus ( ) ( ) 1( ) ( )2 2

x ct

x ct

p x ct p x cty x t q x dxc

+

minus

minus + + prime prime= + int(drsquoAlembert solution)Ex ( ) 0

( ) ( ) ( )2

q x

p x ct p x cty x trarr larr

=

minus + +=P

( )p x

x

x

t

cc

P

2P

1 c

The general waveform is a superposition of two waves traveling in oppositedirections with the constant speed c (phase speed) Without any energy loss the wave is ideally lsquonon-dispersiversquo meaning the waveform would not change as it travels throughout the time

MingsianMingsian R R BaiBai10

Classification of second-order PDE

10

2 2 2

2

2

2

2 2

2

are constants

Try the solution form ( )( ) 2 ( ) ( ) 0

( 2 ) ( ) 0 2 0 for nontrivi

2 0

al

Let

A B C

u f x yAf x y B f x y C f x yA B C f x y C B A u

u u uA B Cx x y y

B

λλ λ λ λ λλ λ λ λ λ

part part part+ +

= +primeprime primeprime primeprime+ + + + + =

primeprime+ + + = hArr

=part part part part

+ + =

Δ =2 2

22 2

22

2

2 2

2

if 0 eg 0 (wave equation)

if 0 eg 0 (heat equation

hyperbolic

parabolic

el

)

if liptic 0 eg

ACu uc

x tu ua

x tu u

x

minuspart partΔ gt minus =part partpart partΔ = minus =part partpart partΔ lt +part part 2 0 (Laplace equation)

y=

MingsianMingsian R R BaiBai1111

21 2

1 1 2 2

1 1 2 22

2

characteriLet and be two roots of 2 0 and are termed the Note 1 1

1 1( ) 2 2

st

ic

s

i ii i

C B Ax y c x y c

y y

A y By C A B C

λ λ λ λλ λ

λ λ

λ λ⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

+ + =+ = + =

prime prime= minus = minus

minus minusprime primerArr minus + = minus +

2

2

2

Thus the characteristics satisfy the following ODE ( ) 2 0

( 2 ) 0 12i i

i

A y By C

A B C iλ λλ

prime primeminus + =

+ += = =

This should give you two independent solutions

MingsianMingsian R R BaiBai1212

2 2 2

2 2

1 2

Wylie p696Consider the equation

( ) 2 ( ) ( ) ( )

Let ( ) and ( ) be two indepen

(More generally are f

dent sol

unct

u

ions of ( ) )

u u u u uA x y B x y C x y g u x yx

A B C x

x y y x yx y c x y c

y

φ ψ

part part part part part+ + =part part part part part part= =

Thm

2

2

tions of

( )( ) 2 ( ) ( ) 0 Then

a ( ) ( ) ( )

(most useful

hyperbolic

ca

dyA x y y B x y y C x y ydx

u u ur x y s x y G u r sr s r s

φ ψ

prime prime primeminus + = =

part part part= = rarr =part part part part

2

2

2 2

2 2

se)

b ( ) ( )

( ) ( ) (

para

) ( )c 2 2

bolic

elli

( )

p ic

t

u u ur x s x y G u r sr r s

x y x y x y x yr si

u u u uG u r sr s r s

φ

φ ψ φ ψ

part part part= = rarr =part part part

+ minus= =

part part part partrarr + =part part part part

MingsianMingsian R R BaiBai1313

2 2

2

2 2

2

2

2

Ex 0 Find the solution

Sol

hyperbo0 0 PDE2 4

( ) 2 0 ( ) 0 ( ) 0

0

li

0

0 cyC

u u ux yx x y x

y yA x B

A y By Cx y yy y xy y

yxy y

⎛ ⎞minus⎜ ⎟⎝ ⎠

⎧⎨⎩

part part partminus + =part part part part

= = minus rArr Δ = minus = gt

prime primeminus + =prime prime prime prime+ = rArr + =

prime =rArr rArr

prime+

=

=

11

2

1

2

ln ln ln0

characteristic( )

Hyperbolic PDE Let

s

y c y cdy dx y x cy x

y cxy

r y

c

s xy

⎧⎧⎪ ⎪

⎨ ⎨⎪⎩⎪

⎩⎧⎨⎩

= =rArr

+ =+ =

=rArr

there4 = =

=

Q

MingsianMingsian R R BaiBai1414

u u rx

s xy

r

r

x

ypart part

=

part=part

=

part part2 2

2

u s uys x s

u u u u ry y yx x s x s r s x

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

part part part+ =part part part

part part part part part part part= = =part part part part part part part part

2 22

2 2

2 2 2 2 2

2 2

22

2

Substituting the above expressions into the given PDE leads to

u s uys x s

u u u u r u s u u uy y y xyy x y s s r s y s y s r s s

ux ys

⎡ ⎤⎢ ⎥⎣ ⎦

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠ ⎣ ⎦

⎡ ⎤⎢ ⎥⎣ ⎦

part part part+ =part part part

part part part part part part part part part part part= = + + = + +part part part part part part part part part part part part part part

partpart

uyspartminuspart

2 2

2u uy xy

r s spart part+ +part part part

uys

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+part

2 22

0

0 or 0

( ) ( ) ( ) ( ) ( ) ( )

u uyr s r s

u r s f r g su x y f y g xy

=

part partrArr minus = =part part part part

rArr = +rArr = +

2 2

2 0u u ux yx x y xpart part partminus + =part part part part

MingsianMingsian R R BaiBai15

Separation of Variables

15

2 22

2 2

By using this method PDE ODEsFor example t can be described bythe followi

orsng

0

where is angular displacement

ionally vwave equatio

ibrating shaftn

s

a x lt xEa

θ θ

θρ

rarr

part part= le lepart part

=

shear modulus mass per unit volume

( 0) ( ) and ( 0) (ICs )

sE

x f x x g xt

ρθθ part= =part

(0 ) ( ) 0t l tθ θ= =Fixed-fixed

Fixed-free

Free-free (0 ) ( ) 0t l tx xθ θpart part

= =part part

(0 ) ( ) 0t l txθθ part

= =part

0 lBCs

MingsianMingsian R R BaiBai1616

2 22

2 2

2

2

2

Trial solution ( ) ( ) ( )

( ) ( ) ( ) ( )( ) ( ) separation con ( )( ) ( )

indep of

st

indep of

( ) ( )

ant

and ( ) ( )

x t X x T t

at xX x T t a X x T tT t X xaT t X x

x t

T t T t X x X xa

θθ θ

μ

μμ

=part part=part part

primeprime primeprimerArr =primeprime primeprimerArr = =

rArr = =

2

22

2

Let 0 without loss of generality

( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time

(

physically impo

1)

ssib

0t

t t x a x a

x a x a t t

e

T T X Xa

T t Ae Be X x Ce Dex t X x T t Ce De Ae Be

λ

λ λ λ λ

λ λ λ λ

μ λλ

μλ

λ

θ

plusmn

minus minus

minus minus

= gt

primeprime primeprime= =

rArr = + = += + +

rarr

gt

=

Q 對稱

le

MingsianMingsian R R BaiBai1717

2

22

2

0 0 ( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time physically impossibl

(2)

e

Let 0

( ) ( ) ( ) ( )

( ) cos

sin

0

(3) 0

(

T XT t At B X x Cx D

x t X x T t Cx D At B

T t T t X x X xa

T t A t B t X x

θ

μλλ

λ λ

μλ

μ

λ

primeprime primeprime= =rArr = + = +rArr = = + +rarr

= minus gt

primeprime primeprime= minus =

= +

=

minus

rArr

lt

) cos sin

( ) ( ) ( ) cos sin ( cos sin )

2 Sinu motion in time soidal frequency periwith od

C x D xa a

x t X x T t C x D x A t B ta a

t

λ λ

λ λθ λ λ

πλλ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= +

= = + +

rarr = =

MingsianMingsian R R BaiBai1818

Determination of unknown parameters For example for ends BC (0 ) ( ) 0BC1 (0 ) 0 ( c

fos sin ) 0

If 0 then ( ) 0 Thu

ixed-fixe

s 0

( ) ( in )(

d

s

BCs C D ICs A Bt l t

t C A t B tA B x t trial

C

x t D xa

λθ θ

θ λ λθ

λθ

rarr rarr= =

= rArr + == = equiv rArr

equiv

rArr = cos sin )

BC2 ( ) 0 ( sin )( cos sin )

If 0 then ( ) 0 If 0 then ( ) 0

Thus sin 0 or ie 1 23

(n

n

A t B t

l t D l A t B ta

A B x t trivialD x t trivia

n al

lll n n

a aπ

λ λ

λθ λ λ

θθ

λ λ λπ

θ

+

equiv = +

= = equiv rarr= rarr

=

equiv

equiv = =

sin ) ( ) ( ) ( cos sin )

periodic in time are satisfied

nn n n n n n nx

an ax t X x T t A t B t

lBCs

λ πλ λ λ⎛ ⎞⎜ ⎟⎝ ⎠

= = + =

rarr

(eigenvalues)

(前面已限制λgt0)(eigenfunction) (Dn is absorbed)

MingsianMingsian R R BaiBai1919

1

Note that no single ( ) can satisfy the arbitrary

( 0) ( ) and ( 0) ( )

However we hope the infinite sum ( ) which also satisfies

the BCs will satisfy the given arbit

n

nn

x t

x f x x g

ICs

xt

x t

θθθ

θinfin

=

part= =part

sum

1 1

1

rary That is

( ) ( ) sin ( cos sin )

IC1 (initial displacement)

( 0) ( ) si

Fourier

n

half-range that approximates si ( ) over ne serie (s 0 )

n n nn n

nn

n

ICs

n x n at n atx t x t A Bl l l

n xx f x Al

f x l

A

π π πθ θ

πθ

infin infin

= =

infin

=

= = +

= =

rarr

sum sum

sum

0

2 ( )sin (see Thm2 74)l n xf x dx

l lπ= int 章節

MingsianMingsian R R BaiBai2020

1

1

Fourier si

IC2 (initial velocity)

( ) sin sin cos

( 0) ( ) sin

half-range that approximates ( ) over (0 )

ne series

n nn

nn

n

n x n at n at n ax t A Bt l l l l

n a n xx g x Bt l l

g x ln a B

l

θ π π π π

θ π π

π

infin

=infin

=

⎛ ⎞⎜ ⎟⎝ ⎠⎛ ⎞⎜ ⎟⎝ ⎠

part = minus +partpart = =partrarr

sum

sum

1

0 0

0

0

2 ( )sin

2or ( )sin

Up to this point ( ) is completely determined

(

where

) sin ( cos sin )

2 2( )s

Note Sim

in ( )sin

l

ln

n nn

l ln n

n x n at n atx t A Bl l l

n x n xA f x dx

n xg x dxl l

n xB g x dxn a

B g x dxl l n a l

lx t

π π πθ

π ππ

π

ππ

θinfin

=

=

=

= +

= =

sum

int

int

int

int( )ilar reasoning can be applied to the other see p495-502BC s

MingsianMingsian R R BaiBai21

Orthogonal Expansion and the Sturm-Liouville Theory

21

Separation of Variables

eigenvalueseigenfuncti

PDE

ons

ODEs

BCs ICs expansion n

n

λφ

⎯⎯⎯⎯⎯⎯⎯rarr

⎧⎨⎩

rarr rarr

Recall the example of the torsionally vibrating shaft

ICs expansion Fourier sine seriess( in sin)

n

nn

n al

x n xa l

x

λ

φ

π

λ π

⎫⎪⎪⎬⎪⎪⎭

=rarr

= =

Sturm - Liouville TheoryFourier coefficients are obtained based on

Not a coincidence Fourier sincos series is not the only way of expansion Other orthogonal func

orthogona

tions Be

lity

ssel

rarr Q

Legendre Chebyshev

MingsianMingsian R R BaiBai2222

Ex 1-D Boundary Value Problem (BVP) 0 (0 ) BC (0) ( ) 0 (nontrivial solution eigenvalue problem)

y y x ly y lλprimeprime+ = lt lt

= =rarr

Sol

cos sin if 0The general solution ( ) if 0

If 0 applying (0) 0

0 ( ) 0 trivial 0 is not an eigenvalue( ) 0

A x B xy xC Dx

BC sy C

C D y xy l C Dl

λ λ λλ

λ

λ

⎧⎪⎨⎪⎩

⎫⎬⎭

+ ne=+ =

== =

rArr = = rArr equiv rArr == = +

If 0 applying (0) 0

sin 0 (characteristic equation)( ) 0 cos sin

If 0 then ( ) 0 trivial solution

BC sy A

B ly l A l B lB y x

λ

λλ λ

⎫⎪⎬⎪⎭

ne= =

rArr == = += equiv rArr

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
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  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
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  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
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  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
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Page 10: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai10

Classification of second-order PDE

10

2 2 2

2

2

2

2 2

2

are constants

Try the solution form ( )( ) 2 ( ) ( ) 0

( 2 ) ( ) 0 2 0 for nontrivi

2 0

al

Let

A B C

u f x yAf x y B f x y C f x yA B C f x y C B A u

u u uA B Cx x y y

B

λλ λ λ λ λλ λ λ λ λ

part part part+ +

= +primeprime primeprime primeprime+ + + + + =

primeprime+ + + = hArr

=part part part part

+ + =

Δ =2 2

22 2

22

2

2 2

2

if 0 eg 0 (wave equation)

if 0 eg 0 (heat equation

hyperbolic

parabolic

el

)

if liptic 0 eg

ACu uc

x tu ua

x tu u

x

minuspart partΔ gt minus =part partpart partΔ = minus =part partpart partΔ lt +part part 2 0 (Laplace equation)

y=

MingsianMingsian R R BaiBai1111

21 2

1 1 2 2

1 1 2 22

2

characteriLet and be two roots of 2 0 and are termed the Note 1 1

1 1( ) 2 2

st

ic

s

i ii i

C B Ax y c x y c

y y

A y By C A B C

λ λ λ λλ λ

λ λ

λ λ⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

+ + =+ = + =

prime prime= minus = minus

minus minusprime primerArr minus + = minus +

2

2

2

Thus the characteristics satisfy the following ODE ( ) 2 0

( 2 ) 0 12i i

i

A y By C

A B C iλ λλ

prime primeminus + =

+ += = =

This should give you two independent solutions

MingsianMingsian R R BaiBai1212

2 2 2

2 2

1 2

Wylie p696Consider the equation

( ) 2 ( ) ( ) ( )

Let ( ) and ( ) be two indepen

(More generally are f

dent sol

unct

u

ions of ( ) )

u u u u uA x y B x y C x y g u x yx

A B C x

x y y x yx y c x y c

y

φ ψ

part part part part part+ + =part part part part part part= =

Thm

2

2

tions of

( )( ) 2 ( ) ( ) 0 Then

a ( ) ( ) ( )

(most useful

hyperbolic

ca

dyA x y y B x y y C x y ydx

u u ur x y s x y G u r sr s r s

φ ψ

prime prime primeminus + = =

part part part= = rarr =part part part part

2

2

2 2

2 2

se)

b ( ) ( )

( ) ( ) (

para

) ( )c 2 2

bolic

elli

( )

p ic

t

u u ur x s x y G u r sr r s

x y x y x y x yr si

u u u uG u r sr s r s

φ

φ ψ φ ψ

part part part= = rarr =part part part

+ minus= =

part part part partrarr + =part part part part

MingsianMingsian R R BaiBai1313

2 2

2

2 2

2

2

2

Ex 0 Find the solution

Sol

hyperbo0 0 PDE2 4

( ) 2 0 ( ) 0 ( ) 0

0

li

0

0 cyC

u u ux yx x y x

y yA x B

A y By Cx y yy y xy y

yxy y

⎛ ⎞minus⎜ ⎟⎝ ⎠

⎧⎨⎩

part part partminus + =part part part part

= = minus rArr Δ = minus = gt

prime primeminus + =prime prime prime prime+ = rArr + =

prime =rArr rArr

prime+

=

=

11

2

1

2

ln ln ln0

characteristic( )

Hyperbolic PDE Let

s

y c y cdy dx y x cy x

y cxy

r y

c

s xy

⎧⎧⎪ ⎪

⎨ ⎨⎪⎩⎪

⎩⎧⎨⎩

= =rArr

+ =+ =

=rArr

there4 = =

=

Q

MingsianMingsian R R BaiBai1414

u u rx

s xy

r

r

x

ypart part

=

part=part

=

part part2 2

2

u s uys x s

u u u u ry y yx x s x s r s x

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

part part part+ =part part part

part part part part part part part= = =part part part part part part part part

2 22

2 2

2 2 2 2 2

2 2

22

2

Substituting the above expressions into the given PDE leads to

u s uys x s

u u u u r u s u u uy y y xyy x y s s r s y s y s r s s

ux ys

⎡ ⎤⎢ ⎥⎣ ⎦

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠ ⎣ ⎦

⎡ ⎤⎢ ⎥⎣ ⎦

part part part+ =part part part

part part part part part part part part part part part= = + + = + +part part part part part part part part part part part part part part

partpart

uyspartminuspart

2 2

2u uy xy

r s spart part+ +part part part

uys

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+part

2 22

0

0 or 0

( ) ( ) ( ) ( ) ( ) ( )

u uyr s r s

u r s f r g su x y f y g xy

=

part partrArr minus = =part part part part

rArr = +rArr = +

2 2

2 0u u ux yx x y xpart part partminus + =part part part part

MingsianMingsian R R BaiBai15

Separation of Variables

15

2 22

2 2

By using this method PDE ODEsFor example t can be described bythe followi

orsng

0

where is angular displacement

ionally vwave equatio

ibrating shaftn

s

a x lt xEa

θ θ

θρ

rarr

part part= le lepart part

=

shear modulus mass per unit volume

( 0) ( ) and ( 0) (ICs )

sE

x f x x g xt

ρθθ part= =part

(0 ) ( ) 0t l tθ θ= =Fixed-fixed

Fixed-free

Free-free (0 ) ( ) 0t l tx xθ θpart part

= =part part

(0 ) ( ) 0t l txθθ part

= =part

0 lBCs

MingsianMingsian R R BaiBai1616

2 22

2 2

2

2

2

Trial solution ( ) ( ) ( )

( ) ( ) ( ) ( )( ) ( ) separation con ( )( ) ( )

indep of

st

indep of

( ) ( )

ant

and ( ) ( )

x t X x T t

at xX x T t a X x T tT t X xaT t X x

x t

T t T t X x X xa

θθ θ

μ

μμ

=part part=part part

primeprime primeprimerArr =primeprime primeprimerArr = =

rArr = =

2

22

2

Let 0 without loss of generality

( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time

(

physically impo

1)

ssib

0t

t t x a x a

x a x a t t

e

T T X Xa

T t Ae Be X x Ce Dex t X x T t Ce De Ae Be

λ

λ λ λ λ

λ λ λ λ

μ λλ

μλ

λ

θ

plusmn

minus minus

minus minus

= gt

primeprime primeprime= =

rArr = + = += + +

rarr

gt

=

Q 對稱

le

MingsianMingsian R R BaiBai1717

2

22

2

0 0 ( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time physically impossibl

(2)

e

Let 0

( ) ( ) ( ) ( )

( ) cos

sin

0

(3) 0

(

T XT t At B X x Cx D

x t X x T t Cx D At B

T t T t X x X xa

T t A t B t X x

θ

μλλ

λ λ

μλ

μ

λ

primeprime primeprime= =rArr = + = +rArr = = + +rarr

= minus gt

primeprime primeprime= minus =

= +

=

minus

rArr

lt

) cos sin

( ) ( ) ( ) cos sin ( cos sin )

2 Sinu motion in time soidal frequency periwith od

C x D xa a

x t X x T t C x D x A t B ta a

t

λ λ

λ λθ λ λ

πλλ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= +

= = + +

rarr = =

MingsianMingsian R R BaiBai1818

Determination of unknown parameters For example for ends BC (0 ) ( ) 0BC1 (0 ) 0 ( c

fos sin ) 0

If 0 then ( ) 0 Thu

ixed-fixe

s 0

( ) ( in )(

d

s

BCs C D ICs A Bt l t

t C A t B tA B x t trial

C

x t D xa

λθ θ

θ λ λθ

λθ

rarr rarr= =

= rArr + == = equiv rArr

equiv

rArr = cos sin )

BC2 ( ) 0 ( sin )( cos sin )

If 0 then ( ) 0 If 0 then ( ) 0

Thus sin 0 or ie 1 23

(n

n

A t B t

l t D l A t B ta

A B x t trivialD x t trivia

n al

lll n n

a aπ

λ λ

λθ λ λ

θθ

λ λ λπ

θ

+

equiv = +

= = equiv rarr= rarr

=

equiv

equiv = =

sin ) ( ) ( ) ( cos sin )

periodic in time are satisfied

nn n n n n n nx

an ax t X x T t A t B t

lBCs

λ πλ λ λ⎛ ⎞⎜ ⎟⎝ ⎠

= = + =

rarr

(eigenvalues)

(前面已限制λgt0)(eigenfunction) (Dn is absorbed)

MingsianMingsian R R BaiBai1919

1

Note that no single ( ) can satisfy the arbitrary

( 0) ( ) and ( 0) ( )

However we hope the infinite sum ( ) which also satisfies

the BCs will satisfy the given arbit

n

nn

x t

x f x x g

ICs

xt

x t

θθθ

θinfin

=

part= =part

sum

1 1

1

rary That is

( ) ( ) sin ( cos sin )

IC1 (initial displacement)

( 0) ( ) si

Fourier

n

half-range that approximates si ( ) over ne serie (s 0 )

n n nn n

nn

n

ICs

n x n at n atx t x t A Bl l l

n xx f x Al

f x l

A

π π πθ θ

πθ

infin infin

= =

infin

=

= = +

= =

rarr

sum sum

sum

0

2 ( )sin (see Thm2 74)l n xf x dx

l lπ= int 章節

MingsianMingsian R R BaiBai2020

1

1

Fourier si

IC2 (initial velocity)

( ) sin sin cos

( 0) ( ) sin

half-range that approximates ( ) over (0 )

ne series

n nn

nn

n

n x n at n at n ax t A Bt l l l l

n a n xx g x Bt l l

g x ln a B

l

θ π π π π

θ π π

π

infin

=infin

=

⎛ ⎞⎜ ⎟⎝ ⎠⎛ ⎞⎜ ⎟⎝ ⎠

part = minus +partpart = =partrarr

sum

sum

1

0 0

0

0

2 ( )sin

2or ( )sin

Up to this point ( ) is completely determined

(

where

) sin ( cos sin )

2 2( )s

Note Sim

in ( )sin

l

ln

n nn

l ln n

n x n at n atx t A Bl l l

n x n xA f x dx

n xg x dxl l

n xB g x dxn a

B g x dxl l n a l

lx t

π π πθ

π ππ

π

ππ

θinfin

=

=

=

= +

= =

sum

int

int

int

int( )ilar reasoning can be applied to the other see p495-502BC s

MingsianMingsian R R BaiBai21

Orthogonal Expansion and the Sturm-Liouville Theory

21

Separation of Variables

eigenvalueseigenfuncti

PDE

ons

ODEs

BCs ICs expansion n

n

λφ

⎯⎯⎯⎯⎯⎯⎯rarr

⎧⎨⎩

rarr rarr

Recall the example of the torsionally vibrating shaft

ICs expansion Fourier sine seriess( in sin)

n

nn

n al

x n xa l

x

λ

φ

π

λ π

⎫⎪⎪⎬⎪⎪⎭

=rarr

= =

Sturm - Liouville TheoryFourier coefficients are obtained based on

Not a coincidence Fourier sincos series is not the only way of expansion Other orthogonal func

orthogona

tions Be

lity

ssel

rarr Q

Legendre Chebyshev

MingsianMingsian R R BaiBai2222

Ex 1-D Boundary Value Problem (BVP) 0 (0 ) BC (0) ( ) 0 (nontrivial solution eigenvalue problem)

y y x ly y lλprimeprime+ = lt lt

= =rarr

Sol

cos sin if 0The general solution ( ) if 0

If 0 applying (0) 0

0 ( ) 0 trivial 0 is not an eigenvalue( ) 0

A x B xy xC Dx

BC sy C

C D y xy l C Dl

λ λ λλ

λ

λ

⎧⎪⎨⎪⎩

⎫⎬⎭

+ ne=+ =

== =

rArr = = rArr equiv rArr == = +

If 0 applying (0) 0

sin 0 (characteristic equation)( ) 0 cos sin

If 0 then ( ) 0 trivial solution

BC sy A

B ly l A l B lB y x

λ

λλ λ

⎫⎪⎬⎪⎭

ne= =

rArr == = += equiv rArr

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
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  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
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  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
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  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
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  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 11: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai1111

21 2

1 1 2 2

1 1 2 22

2

characteriLet and be two roots of 2 0 and are termed the Note 1 1

1 1( ) 2 2

st

ic

s

i ii i

C B Ax y c x y c

y y

A y By C A B C

λ λ λ λλ λ

λ λ

λ λ⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

+ + =+ = + =

prime prime= minus = minus

minus minusprime primerArr minus + = minus +

2

2

2

Thus the characteristics satisfy the following ODE ( ) 2 0

( 2 ) 0 12i i

i

A y By C

A B C iλ λλ

prime primeminus + =

+ += = =

This should give you two independent solutions

MingsianMingsian R R BaiBai1212

2 2 2

2 2

1 2

Wylie p696Consider the equation

( ) 2 ( ) ( ) ( )

Let ( ) and ( ) be two indepen

(More generally are f

dent sol

unct

u

ions of ( ) )

u u u u uA x y B x y C x y g u x yx

A B C x

x y y x yx y c x y c

y

φ ψ

part part part part part+ + =part part part part part part= =

Thm

2

2

tions of

( )( ) 2 ( ) ( ) 0 Then

a ( ) ( ) ( )

(most useful

hyperbolic

ca

dyA x y y B x y y C x y ydx

u u ur x y s x y G u r sr s r s

φ ψ

prime prime primeminus + = =

part part part= = rarr =part part part part

2

2

2 2

2 2

se)

b ( ) ( )

( ) ( ) (

para

) ( )c 2 2

bolic

elli

( )

p ic

t

u u ur x s x y G u r sr r s

x y x y x y x yr si

u u u uG u r sr s r s

φ

φ ψ φ ψ

part part part= = rarr =part part part

+ minus= =

part part part partrarr + =part part part part

MingsianMingsian R R BaiBai1313

2 2

2

2 2

2

2

2

Ex 0 Find the solution

Sol

hyperbo0 0 PDE2 4

( ) 2 0 ( ) 0 ( ) 0

0

li

0

0 cyC

u u ux yx x y x

y yA x B

A y By Cx y yy y xy y

yxy y

⎛ ⎞minus⎜ ⎟⎝ ⎠

⎧⎨⎩

part part partminus + =part part part part

= = minus rArr Δ = minus = gt

prime primeminus + =prime prime prime prime+ = rArr + =

prime =rArr rArr

prime+

=

=

11

2

1

2

ln ln ln0

characteristic( )

Hyperbolic PDE Let

s

y c y cdy dx y x cy x

y cxy

r y

c

s xy

⎧⎧⎪ ⎪

⎨ ⎨⎪⎩⎪

⎩⎧⎨⎩

= =rArr

+ =+ =

=rArr

there4 = =

=

Q

MingsianMingsian R R BaiBai1414

u u rx

s xy

r

r

x

ypart part

=

part=part

=

part part2 2

2

u s uys x s

u u u u ry y yx x s x s r s x

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

part part part+ =part part part

part part part part part part part= = =part part part part part part part part

2 22

2 2

2 2 2 2 2

2 2

22

2

Substituting the above expressions into the given PDE leads to

u s uys x s

u u u u r u s u u uy y y xyy x y s s r s y s y s r s s

ux ys

⎡ ⎤⎢ ⎥⎣ ⎦

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠ ⎣ ⎦

⎡ ⎤⎢ ⎥⎣ ⎦

part part part+ =part part part

part part part part part part part part part part part= = + + = + +part part part part part part part part part part part part part part

partpart

uyspartminuspart

2 2

2u uy xy

r s spart part+ +part part part

uys

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+part

2 22

0

0 or 0

( ) ( ) ( ) ( ) ( ) ( )

u uyr s r s

u r s f r g su x y f y g xy

=

part partrArr minus = =part part part part

rArr = +rArr = +

2 2

2 0u u ux yx x y xpart part partminus + =part part part part

MingsianMingsian R R BaiBai15

Separation of Variables

15

2 22

2 2

By using this method PDE ODEsFor example t can be described bythe followi

orsng

0

where is angular displacement

ionally vwave equatio

ibrating shaftn

s

a x lt xEa

θ θ

θρ

rarr

part part= le lepart part

=

shear modulus mass per unit volume

( 0) ( ) and ( 0) (ICs )

sE

x f x x g xt

ρθθ part= =part

(0 ) ( ) 0t l tθ θ= =Fixed-fixed

Fixed-free

Free-free (0 ) ( ) 0t l tx xθ θpart part

= =part part

(0 ) ( ) 0t l txθθ part

= =part

0 lBCs

MingsianMingsian R R BaiBai1616

2 22

2 2

2

2

2

Trial solution ( ) ( ) ( )

( ) ( ) ( ) ( )( ) ( ) separation con ( )( ) ( )

indep of

st

indep of

( ) ( )

ant

and ( ) ( )

x t X x T t

at xX x T t a X x T tT t X xaT t X x

x t

T t T t X x X xa

θθ θ

μ

μμ

=part part=part part

primeprime primeprimerArr =primeprime primeprimerArr = =

rArr = =

2

22

2

Let 0 without loss of generality

( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time

(

physically impo

1)

ssib

0t

t t x a x a

x a x a t t

e

T T X Xa

T t Ae Be X x Ce Dex t X x T t Ce De Ae Be

λ

λ λ λ λ

λ λ λ λ

μ λλ

μλ

λ

θ

plusmn

minus minus

minus minus

= gt

primeprime primeprime= =

rArr = + = += + +

rarr

gt

=

Q 對稱

le

MingsianMingsian R R BaiBai1717

2

22

2

0 0 ( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time physically impossibl

(2)

e

Let 0

( ) ( ) ( ) ( )

( ) cos

sin

0

(3) 0

(

T XT t At B X x Cx D

x t X x T t Cx D At B

T t T t X x X xa

T t A t B t X x

θ

μλλ

λ λ

μλ

μ

λ

primeprime primeprime= =rArr = + = +rArr = = + +rarr

= minus gt

primeprime primeprime= minus =

= +

=

minus

rArr

lt

) cos sin

( ) ( ) ( ) cos sin ( cos sin )

2 Sinu motion in time soidal frequency periwith od

C x D xa a

x t X x T t C x D x A t B ta a

t

λ λ

λ λθ λ λ

πλλ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= +

= = + +

rarr = =

MingsianMingsian R R BaiBai1818

Determination of unknown parameters For example for ends BC (0 ) ( ) 0BC1 (0 ) 0 ( c

fos sin ) 0

If 0 then ( ) 0 Thu

ixed-fixe

s 0

( ) ( in )(

d

s

BCs C D ICs A Bt l t

t C A t B tA B x t trial

C

x t D xa

λθ θ

θ λ λθ

λθ

rarr rarr= =

= rArr + == = equiv rArr

equiv

rArr = cos sin )

BC2 ( ) 0 ( sin )( cos sin )

If 0 then ( ) 0 If 0 then ( ) 0

Thus sin 0 or ie 1 23

(n

n

A t B t

l t D l A t B ta

A B x t trivialD x t trivia

n al

lll n n

a aπ

λ λ

λθ λ λ

θθ

λ λ λπ

θ

+

equiv = +

= = equiv rarr= rarr

=

equiv

equiv = =

sin ) ( ) ( ) ( cos sin )

periodic in time are satisfied

nn n n n n n nx

an ax t X x T t A t B t

lBCs

λ πλ λ λ⎛ ⎞⎜ ⎟⎝ ⎠

= = + =

rarr

(eigenvalues)

(前面已限制λgt0)(eigenfunction) (Dn is absorbed)

MingsianMingsian R R BaiBai1919

1

Note that no single ( ) can satisfy the arbitrary

( 0) ( ) and ( 0) ( )

However we hope the infinite sum ( ) which also satisfies

the BCs will satisfy the given arbit

n

nn

x t

x f x x g

ICs

xt

x t

θθθ

θinfin

=

part= =part

sum

1 1

1

rary That is

( ) ( ) sin ( cos sin )

IC1 (initial displacement)

( 0) ( ) si

Fourier

n

half-range that approximates si ( ) over ne serie (s 0 )

n n nn n

nn

n

ICs

n x n at n atx t x t A Bl l l

n xx f x Al

f x l

A

π π πθ θ

πθ

infin infin

= =

infin

=

= = +

= =

rarr

sum sum

sum

0

2 ( )sin (see Thm2 74)l n xf x dx

l lπ= int 章節

MingsianMingsian R R BaiBai2020

1

1

Fourier si

IC2 (initial velocity)

( ) sin sin cos

( 0) ( ) sin

half-range that approximates ( ) over (0 )

ne series

n nn

nn

n

n x n at n at n ax t A Bt l l l l

n a n xx g x Bt l l

g x ln a B

l

θ π π π π

θ π π

π

infin

=infin

=

⎛ ⎞⎜ ⎟⎝ ⎠⎛ ⎞⎜ ⎟⎝ ⎠

part = minus +partpart = =partrarr

sum

sum

1

0 0

0

0

2 ( )sin

2or ( )sin

Up to this point ( ) is completely determined

(

where

) sin ( cos sin )

2 2( )s

Note Sim

in ( )sin

l

ln

n nn

l ln n

n x n at n atx t A Bl l l

n x n xA f x dx

n xg x dxl l

n xB g x dxn a

B g x dxl l n a l

lx t

π π πθ

π ππ

π

ππ

θinfin

=

=

=

= +

= =

sum

int

int

int

int( )ilar reasoning can be applied to the other see p495-502BC s

MingsianMingsian R R BaiBai21

Orthogonal Expansion and the Sturm-Liouville Theory

21

Separation of Variables

eigenvalueseigenfuncti

PDE

ons

ODEs

BCs ICs expansion n

n

λφ

⎯⎯⎯⎯⎯⎯⎯rarr

⎧⎨⎩

rarr rarr

Recall the example of the torsionally vibrating shaft

ICs expansion Fourier sine seriess( in sin)

n

nn

n al

x n xa l

x

λ

φ

π

λ π

⎫⎪⎪⎬⎪⎪⎭

=rarr

= =

Sturm - Liouville TheoryFourier coefficients are obtained based on

Not a coincidence Fourier sincos series is not the only way of expansion Other orthogonal func

orthogona

tions Be

lity

ssel

rarr Q

Legendre Chebyshev

MingsianMingsian R R BaiBai2222

Ex 1-D Boundary Value Problem (BVP) 0 (0 ) BC (0) ( ) 0 (nontrivial solution eigenvalue problem)

y y x ly y lλprimeprime+ = lt lt

= =rarr

Sol

cos sin if 0The general solution ( ) if 0

If 0 applying (0) 0

0 ( ) 0 trivial 0 is not an eigenvalue( ) 0

A x B xy xC Dx

BC sy C

C D y xy l C Dl

λ λ λλ

λ

λ

⎧⎪⎨⎪⎩

⎫⎬⎭

+ ne=+ =

== =

rArr = = rArr equiv rArr == = +

If 0 applying (0) 0

sin 0 (characteristic equation)( ) 0 cos sin

If 0 then ( ) 0 trivial solution

BC sy A

B ly l A l B lB y x

λ

λλ λ

⎫⎪⎬⎪⎭

ne= =

rArr == = += equiv rArr

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
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  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
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  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
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  • 投影片編號 78
  • 投影片編號 79
Page 12: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai1212

2 2 2

2 2

1 2

Wylie p696Consider the equation

( ) 2 ( ) ( ) ( )

Let ( ) and ( ) be two indepen

(More generally are f

dent sol

unct

u

ions of ( ) )

u u u u uA x y B x y C x y g u x yx

A B C x

x y y x yx y c x y c

y

φ ψ

part part part part part+ + =part part part part part part= =

Thm

2

2

tions of

( )( ) 2 ( ) ( ) 0 Then

a ( ) ( ) ( )

(most useful

hyperbolic

ca

dyA x y y B x y y C x y ydx

u u ur x y s x y G u r sr s r s

φ ψ

prime prime primeminus + = =

part part part= = rarr =part part part part

2

2

2 2

2 2

se)

b ( ) ( )

( ) ( ) (

para

) ( )c 2 2

bolic

elli

( )

p ic

t

u u ur x s x y G u r sr r s

x y x y x y x yr si

u u u uG u r sr s r s

φ

φ ψ φ ψ

part part part= = rarr =part part part

+ minus= =

part part part partrarr + =part part part part

MingsianMingsian R R BaiBai1313

2 2

2

2 2

2

2

2

Ex 0 Find the solution

Sol

hyperbo0 0 PDE2 4

( ) 2 0 ( ) 0 ( ) 0

0

li

0

0 cyC

u u ux yx x y x

y yA x B

A y By Cx y yy y xy y

yxy y

⎛ ⎞minus⎜ ⎟⎝ ⎠

⎧⎨⎩

part part partminus + =part part part part

= = minus rArr Δ = minus = gt

prime primeminus + =prime prime prime prime+ = rArr + =

prime =rArr rArr

prime+

=

=

11

2

1

2

ln ln ln0

characteristic( )

Hyperbolic PDE Let

s

y c y cdy dx y x cy x

y cxy

r y

c

s xy

⎧⎧⎪ ⎪

⎨ ⎨⎪⎩⎪

⎩⎧⎨⎩

= =rArr

+ =+ =

=rArr

there4 = =

=

Q

MingsianMingsian R R BaiBai1414

u u rx

s xy

r

r

x

ypart part

=

part=part

=

part part2 2

2

u s uys x s

u u u u ry y yx x s x s r s x

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

part part part+ =part part part

part part part part part part part= = =part part part part part part part part

2 22

2 2

2 2 2 2 2

2 2

22

2

Substituting the above expressions into the given PDE leads to

u s uys x s

u u u u r u s u u uy y y xyy x y s s r s y s y s r s s

ux ys

⎡ ⎤⎢ ⎥⎣ ⎦

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠ ⎣ ⎦

⎡ ⎤⎢ ⎥⎣ ⎦

part part part+ =part part part

part part part part part part part part part part part= = + + = + +part part part part part part part part part part part part part part

partpart

uyspartminuspart

2 2

2u uy xy

r s spart part+ +part part part

uys

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+part

2 22

0

0 or 0

( ) ( ) ( ) ( ) ( ) ( )

u uyr s r s

u r s f r g su x y f y g xy

=

part partrArr minus = =part part part part

rArr = +rArr = +

2 2

2 0u u ux yx x y xpart part partminus + =part part part part

MingsianMingsian R R BaiBai15

Separation of Variables

15

2 22

2 2

By using this method PDE ODEsFor example t can be described bythe followi

orsng

0

where is angular displacement

ionally vwave equatio

ibrating shaftn

s

a x lt xEa

θ θ

θρ

rarr

part part= le lepart part

=

shear modulus mass per unit volume

( 0) ( ) and ( 0) (ICs )

sE

x f x x g xt

ρθθ part= =part

(0 ) ( ) 0t l tθ θ= =Fixed-fixed

Fixed-free

Free-free (0 ) ( ) 0t l tx xθ θpart part

= =part part

(0 ) ( ) 0t l txθθ part

= =part

0 lBCs

MingsianMingsian R R BaiBai1616

2 22

2 2

2

2

2

Trial solution ( ) ( ) ( )

( ) ( ) ( ) ( )( ) ( ) separation con ( )( ) ( )

indep of

st

indep of

( ) ( )

ant

and ( ) ( )

x t X x T t

at xX x T t a X x T tT t X xaT t X x

x t

T t T t X x X xa

θθ θ

μ

μμ

=part part=part part

primeprime primeprimerArr =primeprime primeprimerArr = =

rArr = =

2

22

2

Let 0 without loss of generality

( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time

(

physically impo

1)

ssib

0t

t t x a x a

x a x a t t

e

T T X Xa

T t Ae Be X x Ce Dex t X x T t Ce De Ae Be

λ

λ λ λ λ

λ λ λ λ

μ λλ

μλ

λ

θ

plusmn

minus minus

minus minus

= gt

primeprime primeprime= =

rArr = + = += + +

rarr

gt

=

Q 對稱

le

MingsianMingsian R R BaiBai1717

2

22

2

0 0 ( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time physically impossibl

(2)

e

Let 0

( ) ( ) ( ) ( )

( ) cos

sin

0

(3) 0

(

T XT t At B X x Cx D

x t X x T t Cx D At B

T t T t X x X xa

T t A t B t X x

θ

μλλ

λ λ

μλ

μ

λ

primeprime primeprime= =rArr = + = +rArr = = + +rarr

= minus gt

primeprime primeprime= minus =

= +

=

minus

rArr

lt

) cos sin

( ) ( ) ( ) cos sin ( cos sin )

2 Sinu motion in time soidal frequency periwith od

C x D xa a

x t X x T t C x D x A t B ta a

t

λ λ

λ λθ λ λ

πλλ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= +

= = + +

rarr = =

MingsianMingsian R R BaiBai1818

Determination of unknown parameters For example for ends BC (0 ) ( ) 0BC1 (0 ) 0 ( c

fos sin ) 0

If 0 then ( ) 0 Thu

ixed-fixe

s 0

( ) ( in )(

d

s

BCs C D ICs A Bt l t

t C A t B tA B x t trial

C

x t D xa

λθ θ

θ λ λθ

λθ

rarr rarr= =

= rArr + == = equiv rArr

equiv

rArr = cos sin )

BC2 ( ) 0 ( sin )( cos sin )

If 0 then ( ) 0 If 0 then ( ) 0

Thus sin 0 or ie 1 23

(n

n

A t B t

l t D l A t B ta

A B x t trivialD x t trivia

n al

lll n n

a aπ

λ λ

λθ λ λ

θθ

λ λ λπ

θ

+

equiv = +

= = equiv rarr= rarr

=

equiv

equiv = =

sin ) ( ) ( ) ( cos sin )

periodic in time are satisfied

nn n n n n n nx

an ax t X x T t A t B t

lBCs

λ πλ λ λ⎛ ⎞⎜ ⎟⎝ ⎠

= = + =

rarr

(eigenvalues)

(前面已限制λgt0)(eigenfunction) (Dn is absorbed)

MingsianMingsian R R BaiBai1919

1

Note that no single ( ) can satisfy the arbitrary

( 0) ( ) and ( 0) ( )

However we hope the infinite sum ( ) which also satisfies

the BCs will satisfy the given arbit

n

nn

x t

x f x x g

ICs

xt

x t

θθθ

θinfin

=

part= =part

sum

1 1

1

rary That is

( ) ( ) sin ( cos sin )

IC1 (initial displacement)

( 0) ( ) si

Fourier

n

half-range that approximates si ( ) over ne serie (s 0 )

n n nn n

nn

n

ICs

n x n at n atx t x t A Bl l l

n xx f x Al

f x l

A

π π πθ θ

πθ

infin infin

= =

infin

=

= = +

= =

rarr

sum sum

sum

0

2 ( )sin (see Thm2 74)l n xf x dx

l lπ= int 章節

MingsianMingsian R R BaiBai2020

1

1

Fourier si

IC2 (initial velocity)

( ) sin sin cos

( 0) ( ) sin

half-range that approximates ( ) over (0 )

ne series

n nn

nn

n

n x n at n at n ax t A Bt l l l l

n a n xx g x Bt l l

g x ln a B

l

θ π π π π

θ π π

π

infin

=infin

=

⎛ ⎞⎜ ⎟⎝ ⎠⎛ ⎞⎜ ⎟⎝ ⎠

part = minus +partpart = =partrarr

sum

sum

1

0 0

0

0

2 ( )sin

2or ( )sin

Up to this point ( ) is completely determined

(

where

) sin ( cos sin )

2 2( )s

Note Sim

in ( )sin

l

ln

n nn

l ln n

n x n at n atx t A Bl l l

n x n xA f x dx

n xg x dxl l

n xB g x dxn a

B g x dxl l n a l

lx t

π π πθ

π ππ

π

ππ

θinfin

=

=

=

= +

= =

sum

int

int

int

int( )ilar reasoning can be applied to the other see p495-502BC s

MingsianMingsian R R BaiBai21

Orthogonal Expansion and the Sturm-Liouville Theory

21

Separation of Variables

eigenvalueseigenfuncti

PDE

ons

ODEs

BCs ICs expansion n

n

λφ

⎯⎯⎯⎯⎯⎯⎯rarr

⎧⎨⎩

rarr rarr

Recall the example of the torsionally vibrating shaft

ICs expansion Fourier sine seriess( in sin)

n

nn

n al

x n xa l

x

λ

φ

π

λ π

⎫⎪⎪⎬⎪⎪⎭

=rarr

= =

Sturm - Liouville TheoryFourier coefficients are obtained based on

Not a coincidence Fourier sincos series is not the only way of expansion Other orthogonal func

orthogona

tions Be

lity

ssel

rarr Q

Legendre Chebyshev

MingsianMingsian R R BaiBai2222

Ex 1-D Boundary Value Problem (BVP) 0 (0 ) BC (0) ( ) 0 (nontrivial solution eigenvalue problem)

y y x ly y lλprimeprime+ = lt lt

= =rarr

Sol

cos sin if 0The general solution ( ) if 0

If 0 applying (0) 0

0 ( ) 0 trivial 0 is not an eigenvalue( ) 0

A x B xy xC Dx

BC sy C

C D y xy l C Dl

λ λ λλ

λ

λ

⎧⎪⎨⎪⎩

⎫⎬⎭

+ ne=+ =

== =

rArr = = rArr equiv rArr == = +

If 0 applying (0) 0

sin 0 (characteristic equation)( ) 0 cos sin

If 0 then ( ) 0 trivial solution

BC sy A

B ly l A l B lB y x

λ

λλ λ

⎫⎪⎬⎪⎭

ne= =

rArr == = += equiv rArr

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
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  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
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  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
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  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
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  • 投影片編號 55
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  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
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  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 13: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai1313

2 2

2

2 2

2

2

2

Ex 0 Find the solution

Sol

hyperbo0 0 PDE2 4

( ) 2 0 ( ) 0 ( ) 0

0

li

0

0 cyC

u u ux yx x y x

y yA x B

A y By Cx y yy y xy y

yxy y

⎛ ⎞minus⎜ ⎟⎝ ⎠

⎧⎨⎩

part part partminus + =part part part part

= = minus rArr Δ = minus = gt

prime primeminus + =prime prime prime prime+ = rArr + =

prime =rArr rArr

prime+

=

=

11

2

1

2

ln ln ln0

characteristic( )

Hyperbolic PDE Let

s

y c y cdy dx y x cy x

y cxy

r y

c

s xy

⎧⎧⎪ ⎪

⎨ ⎨⎪⎩⎪

⎩⎧⎨⎩

= =rArr

+ =+ =

=rArr

there4 = =

=

Q

MingsianMingsian R R BaiBai1414

u u rx

s xy

r

r

x

ypart part

=

part=part

=

part part2 2

2

u s uys x s

u u u u ry y yx x s x s r s x

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

part part part+ =part part part

part part part part part part part= = =part part part part part part part part

2 22

2 2

2 2 2 2 2

2 2

22

2

Substituting the above expressions into the given PDE leads to

u s uys x s

u u u u r u s u u uy y y xyy x y s s r s y s y s r s s

ux ys

⎡ ⎤⎢ ⎥⎣ ⎦

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠ ⎣ ⎦

⎡ ⎤⎢ ⎥⎣ ⎦

part part part+ =part part part

part part part part part part part part part part part= = + + = + +part part part part part part part part part part part part part part

partpart

uyspartminuspart

2 2

2u uy xy

r s spart part+ +part part part

uys

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+part

2 22

0

0 or 0

( ) ( ) ( ) ( ) ( ) ( )

u uyr s r s

u r s f r g su x y f y g xy

=

part partrArr minus = =part part part part

rArr = +rArr = +

2 2

2 0u u ux yx x y xpart part partminus + =part part part part

MingsianMingsian R R BaiBai15

Separation of Variables

15

2 22

2 2

By using this method PDE ODEsFor example t can be described bythe followi

orsng

0

where is angular displacement

ionally vwave equatio

ibrating shaftn

s

a x lt xEa

θ θ

θρ

rarr

part part= le lepart part

=

shear modulus mass per unit volume

( 0) ( ) and ( 0) (ICs )

sE

x f x x g xt

ρθθ part= =part

(0 ) ( ) 0t l tθ θ= =Fixed-fixed

Fixed-free

Free-free (0 ) ( ) 0t l tx xθ θpart part

= =part part

(0 ) ( ) 0t l txθθ part

= =part

0 lBCs

MingsianMingsian R R BaiBai1616

2 22

2 2

2

2

2

Trial solution ( ) ( ) ( )

( ) ( ) ( ) ( )( ) ( ) separation con ( )( ) ( )

indep of

st

indep of

( ) ( )

ant

and ( ) ( )

x t X x T t

at xX x T t a X x T tT t X xaT t X x

x t

T t T t X x X xa

θθ θ

μ

μμ

=part part=part part

primeprime primeprimerArr =primeprime primeprimerArr = =

rArr = =

2

22

2

Let 0 without loss of generality

( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time

(

physically impo

1)

ssib

0t

t t x a x a

x a x a t t

e

T T X Xa

T t Ae Be X x Ce Dex t X x T t Ce De Ae Be

λ

λ λ λ λ

λ λ λ λ

μ λλ

μλ

λ

θ

plusmn

minus minus

minus minus

= gt

primeprime primeprime= =

rArr = + = += + +

rarr

gt

=

Q 對稱

le

MingsianMingsian R R BaiBai1717

2

22

2

0 0 ( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time physically impossibl

(2)

e

Let 0

( ) ( ) ( ) ( )

( ) cos

sin

0

(3) 0

(

T XT t At B X x Cx D

x t X x T t Cx D At B

T t T t X x X xa

T t A t B t X x

θ

μλλ

λ λ

μλ

μ

λ

primeprime primeprime= =rArr = + = +rArr = = + +rarr

= minus gt

primeprime primeprime= minus =

= +

=

minus

rArr

lt

) cos sin

( ) ( ) ( ) cos sin ( cos sin )

2 Sinu motion in time soidal frequency periwith od

C x D xa a

x t X x T t C x D x A t B ta a

t

λ λ

λ λθ λ λ

πλλ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= +

= = + +

rarr = =

MingsianMingsian R R BaiBai1818

Determination of unknown parameters For example for ends BC (0 ) ( ) 0BC1 (0 ) 0 ( c

fos sin ) 0

If 0 then ( ) 0 Thu

ixed-fixe

s 0

( ) ( in )(

d

s

BCs C D ICs A Bt l t

t C A t B tA B x t trial

C

x t D xa

λθ θ

θ λ λθ

λθ

rarr rarr= =

= rArr + == = equiv rArr

equiv

rArr = cos sin )

BC2 ( ) 0 ( sin )( cos sin )

If 0 then ( ) 0 If 0 then ( ) 0

Thus sin 0 or ie 1 23

(n

n

A t B t

l t D l A t B ta

A B x t trivialD x t trivia

n al

lll n n

a aπ

λ λ

λθ λ λ

θθ

λ λ λπ

θ

+

equiv = +

= = equiv rarr= rarr

=

equiv

equiv = =

sin ) ( ) ( ) ( cos sin )

periodic in time are satisfied

nn n n n n n nx

an ax t X x T t A t B t

lBCs

λ πλ λ λ⎛ ⎞⎜ ⎟⎝ ⎠

= = + =

rarr

(eigenvalues)

(前面已限制λgt0)(eigenfunction) (Dn is absorbed)

MingsianMingsian R R BaiBai1919

1

Note that no single ( ) can satisfy the arbitrary

( 0) ( ) and ( 0) ( )

However we hope the infinite sum ( ) which also satisfies

the BCs will satisfy the given arbit

n

nn

x t

x f x x g

ICs

xt

x t

θθθ

θinfin

=

part= =part

sum

1 1

1

rary That is

( ) ( ) sin ( cos sin )

IC1 (initial displacement)

( 0) ( ) si

Fourier

n

half-range that approximates si ( ) over ne serie (s 0 )

n n nn n

nn

n

ICs

n x n at n atx t x t A Bl l l

n xx f x Al

f x l

A

π π πθ θ

πθ

infin infin

= =

infin

=

= = +

= =

rarr

sum sum

sum

0

2 ( )sin (see Thm2 74)l n xf x dx

l lπ= int 章節

MingsianMingsian R R BaiBai2020

1

1

Fourier si

IC2 (initial velocity)

( ) sin sin cos

( 0) ( ) sin

half-range that approximates ( ) over (0 )

ne series

n nn

nn

n

n x n at n at n ax t A Bt l l l l

n a n xx g x Bt l l

g x ln a B

l

θ π π π π

θ π π

π

infin

=infin

=

⎛ ⎞⎜ ⎟⎝ ⎠⎛ ⎞⎜ ⎟⎝ ⎠

part = minus +partpart = =partrarr

sum

sum

1

0 0

0

0

2 ( )sin

2or ( )sin

Up to this point ( ) is completely determined

(

where

) sin ( cos sin )

2 2( )s

Note Sim

in ( )sin

l

ln

n nn

l ln n

n x n at n atx t A Bl l l

n x n xA f x dx

n xg x dxl l

n xB g x dxn a

B g x dxl l n a l

lx t

π π πθ

π ππ

π

ππ

θinfin

=

=

=

= +

= =

sum

int

int

int

int( )ilar reasoning can be applied to the other see p495-502BC s

MingsianMingsian R R BaiBai21

Orthogonal Expansion and the Sturm-Liouville Theory

21

Separation of Variables

eigenvalueseigenfuncti

PDE

ons

ODEs

BCs ICs expansion n

n

λφ

⎯⎯⎯⎯⎯⎯⎯rarr

⎧⎨⎩

rarr rarr

Recall the example of the torsionally vibrating shaft

ICs expansion Fourier sine seriess( in sin)

n

nn

n al

x n xa l

x

λ

φ

π

λ π

⎫⎪⎪⎬⎪⎪⎭

=rarr

= =

Sturm - Liouville TheoryFourier coefficients are obtained based on

Not a coincidence Fourier sincos series is not the only way of expansion Other orthogonal func

orthogona

tions Be

lity

ssel

rarr Q

Legendre Chebyshev

MingsianMingsian R R BaiBai2222

Ex 1-D Boundary Value Problem (BVP) 0 (0 ) BC (0) ( ) 0 (nontrivial solution eigenvalue problem)

y y x ly y lλprimeprime+ = lt lt

= =rarr

Sol

cos sin if 0The general solution ( ) if 0

If 0 applying (0) 0

0 ( ) 0 trivial 0 is not an eigenvalue( ) 0

A x B xy xC Dx

BC sy C

C D y xy l C Dl

λ λ λλ

λ

λ

⎧⎪⎨⎪⎩

⎫⎬⎭

+ ne=+ =

== =

rArr = = rArr equiv rArr == = +

If 0 applying (0) 0

sin 0 (characteristic equation)( ) 0 cos sin

If 0 then ( ) 0 trivial solution

BC sy A

B ly l A l B lB y x

λ

λλ λ

⎫⎪⎬⎪⎭

ne= =

rArr == = += equiv rArr

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
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  • Classification of second-order PDE
  • 投影片編號 11
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  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
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  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
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  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
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  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
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  • 投影片編號 55
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  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 14: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai1414

u u rx

s xy

r

r

x

ypart part

=

part=part

=

part part2 2

2

u s uys x s

u u u u ry y yx x s x s r s x

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

part part part+ =part part part

part part part part part part part= = =part part part part part part part part

2 22

2 2

2 2 2 2 2

2 2

22

2

Substituting the above expressions into the given PDE leads to

u s uys x s

u u u u r u s u u uy y y xyy x y s s r s y s y s r s s

ux ys

⎡ ⎤⎢ ⎥⎣ ⎦

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠ ⎣ ⎦

⎡ ⎤⎢ ⎥⎣ ⎦

part part part+ =part part part

part part part part part part part part part part part= = + + = + +part part part part part part part part part part part part part part

partpart

uyspartminuspart

2 2

2u uy xy

r s spart part+ +part part part

uys

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+part

2 22

0

0 or 0

( ) ( ) ( ) ( ) ( ) ( )

u uyr s r s

u r s f r g su x y f y g xy

=

part partrArr minus = =part part part part

rArr = +rArr = +

2 2

2 0u u ux yx x y xpart part partminus + =part part part part

MingsianMingsian R R BaiBai15

Separation of Variables

15

2 22

2 2

By using this method PDE ODEsFor example t can be described bythe followi

orsng

0

where is angular displacement

ionally vwave equatio

ibrating shaftn

s

a x lt xEa

θ θ

θρ

rarr

part part= le lepart part

=

shear modulus mass per unit volume

( 0) ( ) and ( 0) (ICs )

sE

x f x x g xt

ρθθ part= =part

(0 ) ( ) 0t l tθ θ= =Fixed-fixed

Fixed-free

Free-free (0 ) ( ) 0t l tx xθ θpart part

= =part part

(0 ) ( ) 0t l txθθ part

= =part

0 lBCs

MingsianMingsian R R BaiBai1616

2 22

2 2

2

2

2

Trial solution ( ) ( ) ( )

( ) ( ) ( ) ( )( ) ( ) separation con ( )( ) ( )

indep of

st

indep of

( ) ( )

ant

and ( ) ( )

x t X x T t

at xX x T t a X x T tT t X xaT t X x

x t

T t T t X x X xa

θθ θ

μ

μμ

=part part=part part

primeprime primeprimerArr =primeprime primeprimerArr = =

rArr = =

2

22

2

Let 0 without loss of generality

( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time

(

physically impo

1)

ssib

0t

t t x a x a

x a x a t t

e

T T X Xa

T t Ae Be X x Ce Dex t X x T t Ce De Ae Be

λ

λ λ λ λ

λ λ λ λ

μ λλ

μλ

λ

θ

plusmn

minus minus

minus minus

= gt

primeprime primeprime= =

rArr = + = += + +

rarr

gt

=

Q 對稱

le

MingsianMingsian R R BaiBai1717

2

22

2

0 0 ( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time physically impossibl

(2)

e

Let 0

( ) ( ) ( ) ( )

( ) cos

sin

0

(3) 0

(

T XT t At B X x Cx D

x t X x T t Cx D At B

T t T t X x X xa

T t A t B t X x

θ

μλλ

λ λ

μλ

μ

λ

primeprime primeprime= =rArr = + = +rArr = = + +rarr

= minus gt

primeprime primeprime= minus =

= +

=

minus

rArr

lt

) cos sin

( ) ( ) ( ) cos sin ( cos sin )

2 Sinu motion in time soidal frequency periwith od

C x D xa a

x t X x T t C x D x A t B ta a

t

λ λ

λ λθ λ λ

πλλ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= +

= = + +

rarr = =

MingsianMingsian R R BaiBai1818

Determination of unknown parameters For example for ends BC (0 ) ( ) 0BC1 (0 ) 0 ( c

fos sin ) 0

If 0 then ( ) 0 Thu

ixed-fixe

s 0

( ) ( in )(

d

s

BCs C D ICs A Bt l t

t C A t B tA B x t trial

C

x t D xa

λθ θ

θ λ λθ

λθ

rarr rarr= =

= rArr + == = equiv rArr

equiv

rArr = cos sin )

BC2 ( ) 0 ( sin )( cos sin )

If 0 then ( ) 0 If 0 then ( ) 0

Thus sin 0 or ie 1 23

(n

n

A t B t

l t D l A t B ta

A B x t trivialD x t trivia

n al

lll n n

a aπ

λ λ

λθ λ λ

θθ

λ λ λπ

θ

+

equiv = +

= = equiv rarr= rarr

=

equiv

equiv = =

sin ) ( ) ( ) ( cos sin )

periodic in time are satisfied

nn n n n n n nx

an ax t X x T t A t B t

lBCs

λ πλ λ λ⎛ ⎞⎜ ⎟⎝ ⎠

= = + =

rarr

(eigenvalues)

(前面已限制λgt0)(eigenfunction) (Dn is absorbed)

MingsianMingsian R R BaiBai1919

1

Note that no single ( ) can satisfy the arbitrary

( 0) ( ) and ( 0) ( )

However we hope the infinite sum ( ) which also satisfies

the BCs will satisfy the given arbit

n

nn

x t

x f x x g

ICs

xt

x t

θθθ

θinfin

=

part= =part

sum

1 1

1

rary That is

( ) ( ) sin ( cos sin )

IC1 (initial displacement)

( 0) ( ) si

Fourier

n

half-range that approximates si ( ) over ne serie (s 0 )

n n nn n

nn

n

ICs

n x n at n atx t x t A Bl l l

n xx f x Al

f x l

A

π π πθ θ

πθ

infin infin

= =

infin

=

= = +

= =

rarr

sum sum

sum

0

2 ( )sin (see Thm2 74)l n xf x dx

l lπ= int 章節

MingsianMingsian R R BaiBai2020

1

1

Fourier si

IC2 (initial velocity)

( ) sin sin cos

( 0) ( ) sin

half-range that approximates ( ) over (0 )

ne series

n nn

nn

n

n x n at n at n ax t A Bt l l l l

n a n xx g x Bt l l

g x ln a B

l

θ π π π π

θ π π

π

infin

=infin

=

⎛ ⎞⎜ ⎟⎝ ⎠⎛ ⎞⎜ ⎟⎝ ⎠

part = minus +partpart = =partrarr

sum

sum

1

0 0

0

0

2 ( )sin

2or ( )sin

Up to this point ( ) is completely determined

(

where

) sin ( cos sin )

2 2( )s

Note Sim

in ( )sin

l

ln

n nn

l ln n

n x n at n atx t A Bl l l

n x n xA f x dx

n xg x dxl l

n xB g x dxn a

B g x dxl l n a l

lx t

π π πθ

π ππ

π

ππ

θinfin

=

=

=

= +

= =

sum

int

int

int

int( )ilar reasoning can be applied to the other see p495-502BC s

MingsianMingsian R R BaiBai21

Orthogonal Expansion and the Sturm-Liouville Theory

21

Separation of Variables

eigenvalueseigenfuncti

PDE

ons

ODEs

BCs ICs expansion n

n

λφ

⎯⎯⎯⎯⎯⎯⎯rarr

⎧⎨⎩

rarr rarr

Recall the example of the torsionally vibrating shaft

ICs expansion Fourier sine seriess( in sin)

n

nn

n al

x n xa l

x

λ

φ

π

λ π

⎫⎪⎪⎬⎪⎪⎭

=rarr

= =

Sturm - Liouville TheoryFourier coefficients are obtained based on

Not a coincidence Fourier sincos series is not the only way of expansion Other orthogonal func

orthogona

tions Be

lity

ssel

rarr Q

Legendre Chebyshev

MingsianMingsian R R BaiBai2222

Ex 1-D Boundary Value Problem (BVP) 0 (0 ) BC (0) ( ) 0 (nontrivial solution eigenvalue problem)

y y x ly y lλprimeprime+ = lt lt

= =rarr

Sol

cos sin if 0The general solution ( ) if 0

If 0 applying (0) 0

0 ( ) 0 trivial 0 is not an eigenvalue( ) 0

A x B xy xC Dx

BC sy C

C D y xy l C Dl

λ λ λλ

λ

λ

⎧⎪⎨⎪⎩

⎫⎬⎭

+ ne=+ =

== =

rArr = = rArr equiv rArr == = +

If 0 applying (0) 0

sin 0 (characteristic equation)( ) 0 cos sin

If 0 then ( ) 0 trivial solution

BC sy A

B ly l A l B lB y x

λ

λλ λ

⎫⎪⎬⎪⎭

ne= =

rArr == = += equiv rArr

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
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  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
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  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
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  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
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  • 投影片編號 70
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Page 15: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai15

Separation of Variables

15

2 22

2 2

By using this method PDE ODEsFor example t can be described bythe followi

orsng

0

where is angular displacement

ionally vwave equatio

ibrating shaftn

s

a x lt xEa

θ θ

θρ

rarr

part part= le lepart part

=

shear modulus mass per unit volume

( 0) ( ) and ( 0) (ICs )

sE

x f x x g xt

ρθθ part= =part

(0 ) ( ) 0t l tθ θ= =Fixed-fixed

Fixed-free

Free-free (0 ) ( ) 0t l tx xθ θpart part

= =part part

(0 ) ( ) 0t l txθθ part

= =part

0 lBCs

MingsianMingsian R R BaiBai1616

2 22

2 2

2

2

2

Trial solution ( ) ( ) ( )

( ) ( ) ( ) ( )( ) ( ) separation con ( )( ) ( )

indep of

st

indep of

( ) ( )

ant

and ( ) ( )

x t X x T t

at xX x T t a X x T tT t X xaT t X x

x t

T t T t X x X xa

θθ θ

μ

μμ

=part part=part part

primeprime primeprimerArr =primeprime primeprimerArr = =

rArr = =

2

22

2

Let 0 without loss of generality

( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time

(

physically impo

1)

ssib

0t

t t x a x a

x a x a t t

e

T T X Xa

T t Ae Be X x Ce Dex t X x T t Ce De Ae Be

λ

λ λ λ λ

λ λ λ λ

μ λλ

μλ

λ

θ

plusmn

minus minus

minus minus

= gt

primeprime primeprime= =

rArr = + = += + +

rarr

gt

=

Q 對稱

le

MingsianMingsian R R BaiBai1717

2

22

2

0 0 ( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time physically impossibl

(2)

e

Let 0

( ) ( ) ( ) ( )

( ) cos

sin

0

(3) 0

(

T XT t At B X x Cx D

x t X x T t Cx D At B

T t T t X x X xa

T t A t B t X x

θ

μλλ

λ λ

μλ

μ

λ

primeprime primeprime= =rArr = + = +rArr = = + +rarr

= minus gt

primeprime primeprime= minus =

= +

=

minus

rArr

lt

) cos sin

( ) ( ) ( ) cos sin ( cos sin )

2 Sinu motion in time soidal frequency periwith od

C x D xa a

x t X x T t C x D x A t B ta a

t

λ λ

λ λθ λ λ

πλλ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= +

= = + +

rarr = =

MingsianMingsian R R BaiBai1818

Determination of unknown parameters For example for ends BC (0 ) ( ) 0BC1 (0 ) 0 ( c

fos sin ) 0

If 0 then ( ) 0 Thu

ixed-fixe

s 0

( ) ( in )(

d

s

BCs C D ICs A Bt l t

t C A t B tA B x t trial

C

x t D xa

λθ θ

θ λ λθ

λθ

rarr rarr= =

= rArr + == = equiv rArr

equiv

rArr = cos sin )

BC2 ( ) 0 ( sin )( cos sin )

If 0 then ( ) 0 If 0 then ( ) 0

Thus sin 0 or ie 1 23

(n

n

A t B t

l t D l A t B ta

A B x t trivialD x t trivia

n al

lll n n

a aπ

λ λ

λθ λ λ

θθ

λ λ λπ

θ

+

equiv = +

= = equiv rarr= rarr

=

equiv

equiv = =

sin ) ( ) ( ) ( cos sin )

periodic in time are satisfied

nn n n n n n nx

an ax t X x T t A t B t

lBCs

λ πλ λ λ⎛ ⎞⎜ ⎟⎝ ⎠

= = + =

rarr

(eigenvalues)

(前面已限制λgt0)(eigenfunction) (Dn is absorbed)

MingsianMingsian R R BaiBai1919

1

Note that no single ( ) can satisfy the arbitrary

( 0) ( ) and ( 0) ( )

However we hope the infinite sum ( ) which also satisfies

the BCs will satisfy the given arbit

n

nn

x t

x f x x g

ICs

xt

x t

θθθ

θinfin

=

part= =part

sum

1 1

1

rary That is

( ) ( ) sin ( cos sin )

IC1 (initial displacement)

( 0) ( ) si

Fourier

n

half-range that approximates si ( ) over ne serie (s 0 )

n n nn n

nn

n

ICs

n x n at n atx t x t A Bl l l

n xx f x Al

f x l

A

π π πθ θ

πθ

infin infin

= =

infin

=

= = +

= =

rarr

sum sum

sum

0

2 ( )sin (see Thm2 74)l n xf x dx

l lπ= int 章節

MingsianMingsian R R BaiBai2020

1

1

Fourier si

IC2 (initial velocity)

( ) sin sin cos

( 0) ( ) sin

half-range that approximates ( ) over (0 )

ne series

n nn

nn

n

n x n at n at n ax t A Bt l l l l

n a n xx g x Bt l l

g x ln a B

l

θ π π π π

θ π π

π

infin

=infin

=

⎛ ⎞⎜ ⎟⎝ ⎠⎛ ⎞⎜ ⎟⎝ ⎠

part = minus +partpart = =partrarr

sum

sum

1

0 0

0

0

2 ( )sin

2or ( )sin

Up to this point ( ) is completely determined

(

where

) sin ( cos sin )

2 2( )s

Note Sim

in ( )sin

l

ln

n nn

l ln n

n x n at n atx t A Bl l l

n x n xA f x dx

n xg x dxl l

n xB g x dxn a

B g x dxl l n a l

lx t

π π πθ

π ππ

π

ππ

θinfin

=

=

=

= +

= =

sum

int

int

int

int( )ilar reasoning can be applied to the other see p495-502BC s

MingsianMingsian R R BaiBai21

Orthogonal Expansion and the Sturm-Liouville Theory

21

Separation of Variables

eigenvalueseigenfuncti

PDE

ons

ODEs

BCs ICs expansion n

n

λφ

⎯⎯⎯⎯⎯⎯⎯rarr

⎧⎨⎩

rarr rarr

Recall the example of the torsionally vibrating shaft

ICs expansion Fourier sine seriess( in sin)

n

nn

n al

x n xa l

x

λ

φ

π

λ π

⎫⎪⎪⎬⎪⎪⎭

=rarr

= =

Sturm - Liouville TheoryFourier coefficients are obtained based on

Not a coincidence Fourier sincos series is not the only way of expansion Other orthogonal func

orthogona

tions Be

lity

ssel

rarr Q

Legendre Chebyshev

MingsianMingsian R R BaiBai2222

Ex 1-D Boundary Value Problem (BVP) 0 (0 ) BC (0) ( ) 0 (nontrivial solution eigenvalue problem)

y y x ly y lλprimeprime+ = lt lt

= =rarr

Sol

cos sin if 0The general solution ( ) if 0

If 0 applying (0) 0

0 ( ) 0 trivial 0 is not an eigenvalue( ) 0

A x B xy xC Dx

BC sy C

C D y xy l C Dl

λ λ λλ

λ

λ

⎧⎪⎨⎪⎩

⎫⎬⎭

+ ne=+ =

== =

rArr = = rArr equiv rArr == = +

If 0 applying (0) 0

sin 0 (characteristic equation)( ) 0 cos sin

If 0 then ( ) 0 trivial solution

BC sy A

B ly l A l B lB y x

λ

λλ λ

⎫⎪⎬⎪⎭

ne= =

rArr == = += equiv rArr

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
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  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
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  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
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  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
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  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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  • 投影片編號 66
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Page 16: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai1616

2 22

2 2

2

2

2

Trial solution ( ) ( ) ( )

( ) ( ) ( ) ( )( ) ( ) separation con ( )( ) ( )

indep of

st

indep of

( ) ( )

ant

and ( ) ( )

x t X x T t

at xX x T t a X x T tT t X xaT t X x

x t

T t T t X x X xa

θθ θ

μ

μμ

=part part=part part

primeprime primeprimerArr =primeprime primeprimerArr = =

rArr = =

2

22

2

Let 0 without loss of generality

( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time

(

physically impo

1)

ssib

0t

t t x a x a

x a x a t t

e

T T X Xa

T t Ae Be X x Ce Dex t X x T t Ce De Ae Be

λ

λ λ λ λ

λ λ λ λ

μ λλ

μλ

λ

θ

plusmn

minus minus

minus minus

= gt

primeprime primeprime= =

rArr = + = += + +

rarr

gt

=

Q 對稱

le

MingsianMingsian R R BaiBai1717

2

22

2

0 0 ( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time physically impossibl

(2)

e

Let 0

( ) ( ) ( ) ( )

( ) cos

sin

0

(3) 0

(

T XT t At B X x Cx D

x t X x T t Cx D At B

T t T t X x X xa

T t A t B t X x

θ

μλλ

λ λ

μλ

μ

λ

primeprime primeprime= =rArr = + = +rArr = = + +rarr

= minus gt

primeprime primeprime= minus =

= +

=

minus

rArr

lt

) cos sin

( ) ( ) ( ) cos sin ( cos sin )

2 Sinu motion in time soidal frequency periwith od

C x D xa a

x t X x T t C x D x A t B ta a

t

λ λ

λ λθ λ λ

πλλ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= +

= = + +

rarr = =

MingsianMingsian R R BaiBai1818

Determination of unknown parameters For example for ends BC (0 ) ( ) 0BC1 (0 ) 0 ( c

fos sin ) 0

If 0 then ( ) 0 Thu

ixed-fixe

s 0

( ) ( in )(

d

s

BCs C D ICs A Bt l t

t C A t B tA B x t trial

C

x t D xa

λθ θ

θ λ λθ

λθ

rarr rarr= =

= rArr + == = equiv rArr

equiv

rArr = cos sin )

BC2 ( ) 0 ( sin )( cos sin )

If 0 then ( ) 0 If 0 then ( ) 0

Thus sin 0 or ie 1 23

(n

n

A t B t

l t D l A t B ta

A B x t trivialD x t trivia

n al

lll n n

a aπ

λ λ

λθ λ λ

θθ

λ λ λπ

θ

+

equiv = +

= = equiv rarr= rarr

=

equiv

equiv = =

sin ) ( ) ( ) ( cos sin )

periodic in time are satisfied

nn n n n n n nx

an ax t X x T t A t B t

lBCs

λ πλ λ λ⎛ ⎞⎜ ⎟⎝ ⎠

= = + =

rarr

(eigenvalues)

(前面已限制λgt0)(eigenfunction) (Dn is absorbed)

MingsianMingsian R R BaiBai1919

1

Note that no single ( ) can satisfy the arbitrary

( 0) ( ) and ( 0) ( )

However we hope the infinite sum ( ) which also satisfies

the BCs will satisfy the given arbit

n

nn

x t

x f x x g

ICs

xt

x t

θθθ

θinfin

=

part= =part

sum

1 1

1

rary That is

( ) ( ) sin ( cos sin )

IC1 (initial displacement)

( 0) ( ) si

Fourier

n

half-range that approximates si ( ) over ne serie (s 0 )

n n nn n

nn

n

ICs

n x n at n atx t x t A Bl l l

n xx f x Al

f x l

A

π π πθ θ

πθ

infin infin

= =

infin

=

= = +

= =

rarr

sum sum

sum

0

2 ( )sin (see Thm2 74)l n xf x dx

l lπ= int 章節

MingsianMingsian R R BaiBai2020

1

1

Fourier si

IC2 (initial velocity)

( ) sin sin cos

( 0) ( ) sin

half-range that approximates ( ) over (0 )

ne series

n nn

nn

n

n x n at n at n ax t A Bt l l l l

n a n xx g x Bt l l

g x ln a B

l

θ π π π π

θ π π

π

infin

=infin

=

⎛ ⎞⎜ ⎟⎝ ⎠⎛ ⎞⎜ ⎟⎝ ⎠

part = minus +partpart = =partrarr

sum

sum

1

0 0

0

0

2 ( )sin

2or ( )sin

Up to this point ( ) is completely determined

(

where

) sin ( cos sin )

2 2( )s

Note Sim

in ( )sin

l

ln

n nn

l ln n

n x n at n atx t A Bl l l

n x n xA f x dx

n xg x dxl l

n xB g x dxn a

B g x dxl l n a l

lx t

π π πθ

π ππ

π

ππ

θinfin

=

=

=

= +

= =

sum

int

int

int

int( )ilar reasoning can be applied to the other see p495-502BC s

MingsianMingsian R R BaiBai21

Orthogonal Expansion and the Sturm-Liouville Theory

21

Separation of Variables

eigenvalueseigenfuncti

PDE

ons

ODEs

BCs ICs expansion n

n

λφ

⎯⎯⎯⎯⎯⎯⎯rarr

⎧⎨⎩

rarr rarr

Recall the example of the torsionally vibrating shaft

ICs expansion Fourier sine seriess( in sin)

n

nn

n al

x n xa l

x

λ

φ

π

λ π

⎫⎪⎪⎬⎪⎪⎭

=rarr

= =

Sturm - Liouville TheoryFourier coefficients are obtained based on

Not a coincidence Fourier sincos series is not the only way of expansion Other orthogonal func

orthogona

tions Be

lity

ssel

rarr Q

Legendre Chebyshev

MingsianMingsian R R BaiBai2222

Ex 1-D Boundary Value Problem (BVP) 0 (0 ) BC (0) ( ) 0 (nontrivial solution eigenvalue problem)

y y x ly y lλprimeprime+ = lt lt

= =rarr

Sol

cos sin if 0The general solution ( ) if 0

If 0 applying (0) 0

0 ( ) 0 trivial 0 is not an eigenvalue( ) 0

A x B xy xC Dx

BC sy C

C D y xy l C Dl

λ λ λλ

λ

λ

⎧⎪⎨⎪⎩

⎫⎬⎭

+ ne=+ =

== =

rArr = = rArr equiv rArr == = +

If 0 applying (0) 0

sin 0 (characteristic equation)( ) 0 cos sin

If 0 then ( ) 0 trivial solution

BC sy A

B ly l A l B lB y x

λ

λλ λ

⎫⎪⎬⎪⎭

ne= =

rArr == = += equiv rArr

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
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  • Classification of second-order PDE
  • 投影片編號 11
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  • Separation of Variables
  • 投影片編號 16
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  • 投影片編號 19
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  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
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  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
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  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
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  • 投影片編號 55
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  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 17: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai1717

2

22

2

0 0 ( ) ( ) ( ) ( ) ( ) ( )( ) Not periodic in time physically impossibl

(2)

e

Let 0

( ) ( ) ( ) ( )

( ) cos

sin

0

(3) 0

(

T XT t At B X x Cx D

x t X x T t Cx D At B

T t T t X x X xa

T t A t B t X x

θ

μλλ

λ λ

μλ

μ

λ

primeprime primeprime= =rArr = + = +rArr = = + +rarr

= minus gt

primeprime primeprime= minus =

= +

=

minus

rArr

lt

) cos sin

( ) ( ) ( ) cos sin ( cos sin )

2 Sinu motion in time soidal frequency periwith od

C x D xa a

x t X x T t C x D x A t B ta a

t

λ λ

λ λθ λ λ

πλλ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= +

= = + +

rarr = =

MingsianMingsian R R BaiBai1818

Determination of unknown parameters For example for ends BC (0 ) ( ) 0BC1 (0 ) 0 ( c

fos sin ) 0

If 0 then ( ) 0 Thu

ixed-fixe

s 0

( ) ( in )(

d

s

BCs C D ICs A Bt l t

t C A t B tA B x t trial

C

x t D xa

λθ θ

θ λ λθ

λθ

rarr rarr= =

= rArr + == = equiv rArr

equiv

rArr = cos sin )

BC2 ( ) 0 ( sin )( cos sin )

If 0 then ( ) 0 If 0 then ( ) 0

Thus sin 0 or ie 1 23

(n

n

A t B t

l t D l A t B ta

A B x t trivialD x t trivia

n al

lll n n

a aπ

λ λ

λθ λ λ

θθ

λ λ λπ

θ

+

equiv = +

= = equiv rarr= rarr

=

equiv

equiv = =

sin ) ( ) ( ) ( cos sin )

periodic in time are satisfied

nn n n n n n nx

an ax t X x T t A t B t

lBCs

λ πλ λ λ⎛ ⎞⎜ ⎟⎝ ⎠

= = + =

rarr

(eigenvalues)

(前面已限制λgt0)(eigenfunction) (Dn is absorbed)

MingsianMingsian R R BaiBai1919

1

Note that no single ( ) can satisfy the arbitrary

( 0) ( ) and ( 0) ( )

However we hope the infinite sum ( ) which also satisfies

the BCs will satisfy the given arbit

n

nn

x t

x f x x g

ICs

xt

x t

θθθ

θinfin

=

part= =part

sum

1 1

1

rary That is

( ) ( ) sin ( cos sin )

IC1 (initial displacement)

( 0) ( ) si

Fourier

n

half-range that approximates si ( ) over ne serie (s 0 )

n n nn n

nn

n

ICs

n x n at n atx t x t A Bl l l

n xx f x Al

f x l

A

π π πθ θ

πθ

infin infin

= =

infin

=

= = +

= =

rarr

sum sum

sum

0

2 ( )sin (see Thm2 74)l n xf x dx

l lπ= int 章節

MingsianMingsian R R BaiBai2020

1

1

Fourier si

IC2 (initial velocity)

( ) sin sin cos

( 0) ( ) sin

half-range that approximates ( ) over (0 )

ne series

n nn

nn

n

n x n at n at n ax t A Bt l l l l

n a n xx g x Bt l l

g x ln a B

l

θ π π π π

θ π π

π

infin

=infin

=

⎛ ⎞⎜ ⎟⎝ ⎠⎛ ⎞⎜ ⎟⎝ ⎠

part = minus +partpart = =partrarr

sum

sum

1

0 0

0

0

2 ( )sin

2or ( )sin

Up to this point ( ) is completely determined

(

where

) sin ( cos sin )

2 2( )s

Note Sim

in ( )sin

l

ln

n nn

l ln n

n x n at n atx t A Bl l l

n x n xA f x dx

n xg x dxl l

n xB g x dxn a

B g x dxl l n a l

lx t

π π πθ

π ππ

π

ππ

θinfin

=

=

=

= +

= =

sum

int

int

int

int( )ilar reasoning can be applied to the other see p495-502BC s

MingsianMingsian R R BaiBai21

Orthogonal Expansion and the Sturm-Liouville Theory

21

Separation of Variables

eigenvalueseigenfuncti

PDE

ons

ODEs

BCs ICs expansion n

n

λφ

⎯⎯⎯⎯⎯⎯⎯rarr

⎧⎨⎩

rarr rarr

Recall the example of the torsionally vibrating shaft

ICs expansion Fourier sine seriess( in sin)

n

nn

n al

x n xa l

x

λ

φ

π

λ π

⎫⎪⎪⎬⎪⎪⎭

=rarr

= =

Sturm - Liouville TheoryFourier coefficients are obtained based on

Not a coincidence Fourier sincos series is not the only way of expansion Other orthogonal func

orthogona

tions Be

lity

ssel

rarr Q

Legendre Chebyshev

MingsianMingsian R R BaiBai2222

Ex 1-D Boundary Value Problem (BVP) 0 (0 ) BC (0) ( ) 0 (nontrivial solution eigenvalue problem)

y y x ly y lλprimeprime+ = lt lt

= =rarr

Sol

cos sin if 0The general solution ( ) if 0

If 0 applying (0) 0

0 ( ) 0 trivial 0 is not an eigenvalue( ) 0

A x B xy xC Dx

BC sy C

C D y xy l C Dl

λ λ λλ

λ

λ

⎧⎪⎨⎪⎩

⎫⎬⎭

+ ne=+ =

== =

rArr = = rArr equiv rArr == = +

If 0 applying (0) 0

sin 0 (characteristic equation)( ) 0 cos sin

If 0 then ( ) 0 trivial solution

BC sy A

B ly l A l B lB y x

λ

λλ λ

⎫⎪⎬⎪⎭

ne= =

rArr == = += equiv rArr

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
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  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
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  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
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  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
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  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 18: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai1818

Determination of unknown parameters For example for ends BC (0 ) ( ) 0BC1 (0 ) 0 ( c

fos sin ) 0

If 0 then ( ) 0 Thu

ixed-fixe

s 0

( ) ( in )(

d

s

BCs C D ICs A Bt l t

t C A t B tA B x t trial

C

x t D xa

λθ θ

θ λ λθ

λθ

rarr rarr= =

= rArr + == = equiv rArr

equiv

rArr = cos sin )

BC2 ( ) 0 ( sin )( cos sin )

If 0 then ( ) 0 If 0 then ( ) 0

Thus sin 0 or ie 1 23

(n

n

A t B t

l t D l A t B ta

A B x t trivialD x t trivia

n al

lll n n

a aπ

λ λ

λθ λ λ

θθ

λ λ λπ

θ

+

equiv = +

= = equiv rarr= rarr

=

equiv

equiv = =

sin ) ( ) ( ) ( cos sin )

periodic in time are satisfied

nn n n n n n nx

an ax t X x T t A t B t

lBCs

λ πλ λ λ⎛ ⎞⎜ ⎟⎝ ⎠

= = + =

rarr

(eigenvalues)

(前面已限制λgt0)(eigenfunction) (Dn is absorbed)

MingsianMingsian R R BaiBai1919

1

Note that no single ( ) can satisfy the arbitrary

( 0) ( ) and ( 0) ( )

However we hope the infinite sum ( ) which also satisfies

the BCs will satisfy the given arbit

n

nn

x t

x f x x g

ICs

xt

x t

θθθ

θinfin

=

part= =part

sum

1 1

1

rary That is

( ) ( ) sin ( cos sin )

IC1 (initial displacement)

( 0) ( ) si

Fourier

n

half-range that approximates si ( ) over ne serie (s 0 )

n n nn n

nn

n

ICs

n x n at n atx t x t A Bl l l

n xx f x Al

f x l

A

π π πθ θ

πθ

infin infin

= =

infin

=

= = +

= =

rarr

sum sum

sum

0

2 ( )sin (see Thm2 74)l n xf x dx

l lπ= int 章節

MingsianMingsian R R BaiBai2020

1

1

Fourier si

IC2 (initial velocity)

( ) sin sin cos

( 0) ( ) sin

half-range that approximates ( ) over (0 )

ne series

n nn

nn

n

n x n at n at n ax t A Bt l l l l

n a n xx g x Bt l l

g x ln a B

l

θ π π π π

θ π π

π

infin

=infin

=

⎛ ⎞⎜ ⎟⎝ ⎠⎛ ⎞⎜ ⎟⎝ ⎠

part = minus +partpart = =partrarr

sum

sum

1

0 0

0

0

2 ( )sin

2or ( )sin

Up to this point ( ) is completely determined

(

where

) sin ( cos sin )

2 2( )s

Note Sim

in ( )sin

l

ln

n nn

l ln n

n x n at n atx t A Bl l l

n x n xA f x dx

n xg x dxl l

n xB g x dxn a

B g x dxl l n a l

lx t

π π πθ

π ππ

π

ππ

θinfin

=

=

=

= +

= =

sum

int

int

int

int( )ilar reasoning can be applied to the other see p495-502BC s

MingsianMingsian R R BaiBai21

Orthogonal Expansion and the Sturm-Liouville Theory

21

Separation of Variables

eigenvalueseigenfuncti

PDE

ons

ODEs

BCs ICs expansion n

n

λφ

⎯⎯⎯⎯⎯⎯⎯rarr

⎧⎨⎩

rarr rarr

Recall the example of the torsionally vibrating shaft

ICs expansion Fourier sine seriess( in sin)

n

nn

n al

x n xa l

x

λ

φ

π

λ π

⎫⎪⎪⎬⎪⎪⎭

=rarr

= =

Sturm - Liouville TheoryFourier coefficients are obtained based on

Not a coincidence Fourier sincos series is not the only way of expansion Other orthogonal func

orthogona

tions Be

lity

ssel

rarr Q

Legendre Chebyshev

MingsianMingsian R R BaiBai2222

Ex 1-D Boundary Value Problem (BVP) 0 (0 ) BC (0) ( ) 0 (nontrivial solution eigenvalue problem)

y y x ly y lλprimeprime+ = lt lt

= =rarr

Sol

cos sin if 0The general solution ( ) if 0

If 0 applying (0) 0

0 ( ) 0 trivial 0 is not an eigenvalue( ) 0

A x B xy xC Dx

BC sy C

C D y xy l C Dl

λ λ λλ

λ

λ

⎧⎪⎨⎪⎩

⎫⎬⎭

+ ne=+ =

== =

rArr = = rArr equiv rArr == = +

If 0 applying (0) 0

sin 0 (characteristic equation)( ) 0 cos sin

If 0 then ( ) 0 trivial solution

BC sy A

B ly l A l B lB y x

λ

λλ λ

⎫⎪⎬⎪⎭

ne= =

rArr == = += equiv rArr

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
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  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
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  • 投影片編號 55
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  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
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Page 19: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai1919

1

Note that no single ( ) can satisfy the arbitrary

( 0) ( ) and ( 0) ( )

However we hope the infinite sum ( ) which also satisfies

the BCs will satisfy the given arbit

n

nn

x t

x f x x g

ICs

xt

x t

θθθ

θinfin

=

part= =part

sum

1 1

1

rary That is

( ) ( ) sin ( cos sin )

IC1 (initial displacement)

( 0) ( ) si

Fourier

n

half-range that approximates si ( ) over ne serie (s 0 )

n n nn n

nn

n

ICs

n x n at n atx t x t A Bl l l

n xx f x Al

f x l

A

π π πθ θ

πθ

infin infin

= =

infin

=

= = +

= =

rarr

sum sum

sum

0

2 ( )sin (see Thm2 74)l n xf x dx

l lπ= int 章節

MingsianMingsian R R BaiBai2020

1

1

Fourier si

IC2 (initial velocity)

( ) sin sin cos

( 0) ( ) sin

half-range that approximates ( ) over (0 )

ne series

n nn

nn

n

n x n at n at n ax t A Bt l l l l

n a n xx g x Bt l l

g x ln a B

l

θ π π π π

θ π π

π

infin

=infin

=

⎛ ⎞⎜ ⎟⎝ ⎠⎛ ⎞⎜ ⎟⎝ ⎠

part = minus +partpart = =partrarr

sum

sum

1

0 0

0

0

2 ( )sin

2or ( )sin

Up to this point ( ) is completely determined

(

where

) sin ( cos sin )

2 2( )s

Note Sim

in ( )sin

l

ln

n nn

l ln n

n x n at n atx t A Bl l l

n x n xA f x dx

n xg x dxl l

n xB g x dxn a

B g x dxl l n a l

lx t

π π πθ

π ππ

π

ππ

θinfin

=

=

=

= +

= =

sum

int

int

int

int( )ilar reasoning can be applied to the other see p495-502BC s

MingsianMingsian R R BaiBai21

Orthogonal Expansion and the Sturm-Liouville Theory

21

Separation of Variables

eigenvalueseigenfuncti

PDE

ons

ODEs

BCs ICs expansion n

n

λφ

⎯⎯⎯⎯⎯⎯⎯rarr

⎧⎨⎩

rarr rarr

Recall the example of the torsionally vibrating shaft

ICs expansion Fourier sine seriess( in sin)

n

nn

n al

x n xa l

x

λ

φ

π

λ π

⎫⎪⎪⎬⎪⎪⎭

=rarr

= =

Sturm - Liouville TheoryFourier coefficients are obtained based on

Not a coincidence Fourier sincos series is not the only way of expansion Other orthogonal func

orthogona

tions Be

lity

ssel

rarr Q

Legendre Chebyshev

MingsianMingsian R R BaiBai2222

Ex 1-D Boundary Value Problem (BVP) 0 (0 ) BC (0) ( ) 0 (nontrivial solution eigenvalue problem)

y y x ly y lλprimeprime+ = lt lt

= =rarr

Sol

cos sin if 0The general solution ( ) if 0

If 0 applying (0) 0

0 ( ) 0 trivial 0 is not an eigenvalue( ) 0

A x B xy xC Dx

BC sy C

C D y xy l C Dl

λ λ λλ

λ

λ

⎧⎪⎨⎪⎩

⎫⎬⎭

+ ne=+ =

== =

rArr = = rArr equiv rArr == = +

If 0 applying (0) 0

sin 0 (characteristic equation)( ) 0 cos sin

If 0 then ( ) 0 trivial solution

BC sy A

B ly l A l B lB y x

λ

λλ λ

⎫⎪⎬⎪⎭

ne= =

rArr == = += equiv rArr

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
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  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
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  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
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  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
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  • 投影片編號 55
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  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 20: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai2020

1

1

Fourier si

IC2 (initial velocity)

( ) sin sin cos

( 0) ( ) sin

half-range that approximates ( ) over (0 )

ne series

n nn

nn

n

n x n at n at n ax t A Bt l l l l

n a n xx g x Bt l l

g x ln a B

l

θ π π π π

θ π π

π

infin

=infin

=

⎛ ⎞⎜ ⎟⎝ ⎠⎛ ⎞⎜ ⎟⎝ ⎠

part = minus +partpart = =partrarr

sum

sum

1

0 0

0

0

2 ( )sin

2or ( )sin

Up to this point ( ) is completely determined

(

where

) sin ( cos sin )

2 2( )s

Note Sim

in ( )sin

l

ln

n nn

l ln n

n x n at n atx t A Bl l l

n x n xA f x dx

n xg x dxl l

n xB g x dxn a

B g x dxl l n a l

lx t

π π πθ

π ππ

π

ππ

θinfin

=

=

=

= +

= =

sum

int

int

int

int( )ilar reasoning can be applied to the other see p495-502BC s

MingsianMingsian R R BaiBai21

Orthogonal Expansion and the Sturm-Liouville Theory

21

Separation of Variables

eigenvalueseigenfuncti

PDE

ons

ODEs

BCs ICs expansion n

n

λφ

⎯⎯⎯⎯⎯⎯⎯rarr

⎧⎨⎩

rarr rarr

Recall the example of the torsionally vibrating shaft

ICs expansion Fourier sine seriess( in sin)

n

nn

n al

x n xa l

x

λ

φ

π

λ π

⎫⎪⎪⎬⎪⎪⎭

=rarr

= =

Sturm - Liouville TheoryFourier coefficients are obtained based on

Not a coincidence Fourier sincos series is not the only way of expansion Other orthogonal func

orthogona

tions Be

lity

ssel

rarr Q

Legendre Chebyshev

MingsianMingsian R R BaiBai2222

Ex 1-D Boundary Value Problem (BVP) 0 (0 ) BC (0) ( ) 0 (nontrivial solution eigenvalue problem)

y y x ly y lλprimeprime+ = lt lt

= =rarr

Sol

cos sin if 0The general solution ( ) if 0

If 0 applying (0) 0

0 ( ) 0 trivial 0 is not an eigenvalue( ) 0

A x B xy xC Dx

BC sy C

C D y xy l C Dl

λ λ λλ

λ

λ

⎧⎪⎨⎪⎩

⎫⎬⎭

+ ne=+ =

== =

rArr = = rArr equiv rArr == = +

If 0 applying (0) 0

sin 0 (characteristic equation)( ) 0 cos sin

If 0 then ( ) 0 trivial solution

BC sy A

B ly l A l B lB y x

λ

λλ λ

⎫⎪⎬⎪⎭

ne= =

rArr == = += equiv rArr

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
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  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
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  • 投影片編號 28
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  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
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  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
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  • 投影片編號 76
  • 投影片編號 77
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Page 21: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai21

Orthogonal Expansion and the Sturm-Liouville Theory

21

Separation of Variables

eigenvalueseigenfuncti

PDE

ons

ODEs

BCs ICs expansion n

n

λφ

⎯⎯⎯⎯⎯⎯⎯rarr

⎧⎨⎩

rarr rarr

Recall the example of the torsionally vibrating shaft

ICs expansion Fourier sine seriess( in sin)

n

nn

n al

x n xa l

x

λ

φ

π

λ π

⎫⎪⎪⎬⎪⎪⎭

=rarr

= =

Sturm - Liouville TheoryFourier coefficients are obtained based on

Not a coincidence Fourier sincos series is not the only way of expansion Other orthogonal func

orthogona

tions Be

lity

ssel

rarr Q

Legendre Chebyshev

MingsianMingsian R R BaiBai2222

Ex 1-D Boundary Value Problem (BVP) 0 (0 ) BC (0) ( ) 0 (nontrivial solution eigenvalue problem)

y y x ly y lλprimeprime+ = lt lt

= =rarr

Sol

cos sin if 0The general solution ( ) if 0

If 0 applying (0) 0

0 ( ) 0 trivial 0 is not an eigenvalue( ) 0

A x B xy xC Dx

BC sy C

C D y xy l C Dl

λ λ λλ

λ

λ

⎧⎪⎨⎪⎩

⎫⎬⎭

+ ne=+ =

== =

rArr = = rArr equiv rArr == = +

If 0 applying (0) 0

sin 0 (characteristic equation)( ) 0 cos sin

If 0 then ( ) 0 trivial solution

BC sy A

B ly l A l B lB y x

λ

λλ λ

⎫⎪⎬⎪⎭

ne= =

rArr == = += equiv rArr

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
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  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
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  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
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  • 投影片編號 33
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  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
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  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
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  • 投影片編號 74
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  • 投影片編號 79
Page 22: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai2222

Ex 1-D Boundary Value Problem (BVP) 0 (0 ) BC (0) ( ) 0 (nontrivial solution eigenvalue problem)

y y x ly y lλprimeprime+ = lt lt

= =rarr

Sol

cos sin if 0The general solution ( ) if 0

If 0 applying (0) 0

0 ( ) 0 trivial 0 is not an eigenvalue( ) 0

A x B xy xC Dx

BC sy C

C D y xy l C Dl

λ λ λλ

λ

λ

⎧⎪⎨⎪⎩

⎫⎬⎭

+ ne=+ =

== =

rArr = = rArr equiv rArr == = +

If 0 applying (0) 0

sin 0 (characteristic equation)( ) 0 cos sin

If 0 then ( ) 0 trivial solution

BC sy A

B ly l A l B lB y x

λ

λλ λ

⎫⎪⎬⎪⎭

ne= =

rArr == = += equiv rArr

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
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  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
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  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
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  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
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  • 投影片編號 55
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  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 23: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai2323

2 2

2

0

sin

If sin 0 123( 0 0 trivial)

( ) sin ie ( ) sin

0 ( ) ( ) functionorthogona

2l s

0

n

n

n n

ln

n

m

x

l l n n n nn

ln x n xy x B x

l lm n

x x dx l m n

λ

λ λ ππλ

π πφ

φ φ

λ

=

⎧⎪⎨⎪⎩

= rArr = = = lt

rArr =

= =

ne= rArr

ne =

isin

int

matriNot a coincidence Sturm-Liouville theorem (SLT)

finite ( ) algebraic ifunction nf

xEigenvalue pro

inite ( ) transceblem

ndentaln

n

λ λλ λ

⎧⎨⎩

rarrΔ

rarrΔ

Q

Elements of an eigenvalue problem finite boundary and homogeneous problem (homogeneous equation and boundary conditions)

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
  • 投影片編號 78
  • 投影片編號 79
Page 24: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai2424

Greenberg p497

( ) ( ) ( ) 0 ( )BC ( ) ( ) 0 ( ) ( ) 0 where are continuous on [ ]

( ) 0 ( ) 0 on [ ] are o

n t

p x y q x y r x y a x by a y a y b y ba b p p q r a b

p x r x a b

λα β γ δ

α β

prime⎡ ⎤⎣ ⎦prime + + = lt ltprime prime+ = + =

primelt infingt gt

Sturm - Liouville Problem

both 0 are not both zero a b p q rγ δ α β γ δ isin

1

(function space)

where is complex conjugate ( ) is the weight function

cf in the vec

(

Inne

)

to

( ) ( )

r s

r produ

pa

c

ce

t

n

j jj

b

au v u x v x r x

u v

d

x

x

r

=

minus

sdot sum

intDef

u v

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
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  • 投影片編號 7
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  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
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  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
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  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
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  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
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  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
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Page 25: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai2525

2 0

Orthogonality 0 orthogonal

Norm ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

b

ab

ab

a

u v

u u u u x r x dx

u v u x v x r x dx u v

u v u x v x r x dx u v

α α α

α α α

ge

= hArr

= =

= =

= =

int

intint

Define the differential operator

The SLP 0 can be rewri

eigenva

1

tten a

lue prob

s

e l m

d dL p qr dx dx

Ly

py

y

qy ry

λ

λ⎡

⎡ ⎤⎛ ⎞⎢ ⎥⎜

⎤⎣

⎟⎝ ⎠ ⎦

primeprime + + =

rarr

minus +

=

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
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  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
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  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
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  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
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  • 投影片編號 55
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  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 26: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai2626

0 (Lagranges identity) = ie The operator of self-adjoint is

Lu v u LvL SLP

Thmcf Hermitian matrix = HA A

pf 1 = ( ) [( ) ]

where are twice-differentiable and satisfy at ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0 ( ) ( ) 0

b b

a aLu v pu qu vr dx pu qu v dx

ru v BCs x a b

u a u a v a v au b u b v b v b

α β α βγ δ γ δ

⎡ ⎤⎣ ⎦minus prime prime prime prime+ = minus +

=prime prime+ = + =prime prime+ = + =

int int

Integration by parts

( ) ( )

[ ( )] [( ) ]

b

a

bba a

bLu v pu v pv u quv dx

a

p uv u v pv qv u dx

⎡ ⎤⎣ ⎦prime prime prime= minus + minus

prime prime prime= minus minus +

int

int

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
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  • Classification of second-order PDE
  • 投影片編號 11
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  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
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  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
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  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
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  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
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  • 投影片編號 55
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  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 27: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai27

( )

( ) ( ) 0 ( ) ( ) 0If 0

( ) ( ) ( ) ( )

0

If 0 ( ) 0 ( ) 0 ( ) 0 ( ) 0

Hence ( ) 0

Simi

x b x b

x b

x b

u v u v

BC su b u b v b v b

u b u b v b v b

uv u v

y b u b v b uv u v

uv u v

δ δγ γ

γ δ γ δγ

δ δγ γ

γ

= =

=

=

⎡ ⎤⎛ ⎞prime prime prime primeminus minus minus⎢ ⎥⎜ ⎟⎝ ⎠⎣ ⎦

prime prime+ = + =ne

prime prime= minus = minus

prime primerArr minus = =

=prime prime prime prime prime= rArr = = rArr minus =

prime primeminus equiv

larly ( ) 01Thus 0 [( ) ] [( ) ]

QED

Note the self-adjointness hinges on not only the operator but also on the

x a

b b

a a

b

a

uv u v

Lu v pv qv u dx pv qv ur dxr

u Lv r dx u Lv

L

=prime primeminus equivminusprime prime prime prime= minus + = +

= =

lowast

int int

int

BCs (cf A hermitian matrix has only to do with the operator)27

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
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Page 28: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai28

2

2

2

Thm 1 All of the SLP are

Pf (also see Wylies pf p514 Wronskin)

(1)

(2)

(1) (2) ( )

eigenvalues r

0 (

eal

L

L

L

L L

φ λφ

φ φ λφ φ λ φ φ λ φ

φ φ φ λφ λ φ φ λ φ

φ φ φ φ λ λ φ

λ

=

= = =

= = =

minus minus = minus

= 2

2

) ( Lagrange identity)

0 (eigenfunction must be nontrivial)

0 ie QED

λ φ

φ

λ λ λ

minus

ne

there4 minus = isin

Q

Q

28

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
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  • 投影片編號 7
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  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
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  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
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  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
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  • 投影片編號 55
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  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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  • 投影片編號 66
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Page 29: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai29

Thm 2 corresponding to distinct eigenvalues of the SLP are Pf Let and be two distinct eigenvalues

orthogEig

oenfu

nctio

sal

nn

j k

j j j k k k

j j j j jk k k

L L

L

λ λφ λ φ φ λ φ

φ φ φ λ φ λ φ φ

= =

= = (1)

(2)

(2) (1) ( )

0 ( ) ( Lagrange identity)

0 ( Thm1)

0 ( )j

j j jk k k k k

j j j jk k k k

j jk k

j jk k

jk

L

L L

x

φ φ λ φ φ λ φ φ

φ φ φ φ λ λ φ φ

λ λ φ φ

λ λ λ λ

φ φ φ

minus minus minus minusminus

= = minusminusminusminusminus

minus

minus = minus

= minus

minus = minus ne

primethere4 =

Q

Q Q

are orthogonal QED

29

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
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  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
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  • 投影片編號 30
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  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
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  • 投影片編號 55
  • 投影片編號 56
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  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 30: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai30

Thm 3 Eigenvalues are simple (no multiple values)Thm 4 (Generalized Fourier Series) Let ( ) be the eigenfunctions of the SLP and ( ) and

Eigenfunction Expans( ) be

piecewise continuou

ionn x f x f xφ prime

1

1 1

1

s on Then ( ) constitute an (close and comp

(lete Wylie) and

Pf Let ( ) ( )

o

orthogonal basi) ( ) ( )

2

s n

n nn

m n n m n n m m m mn

nn

n n

n

n

ff x

a b x

f x x

f x c x

f c c c

φ

φ

φ φ φ φ φ φ

φφ φ

φ

φ

infin

=infin infin

= =

+ minus infin

=

⎡ ⎤⎣ ⎦

=

= = =

+ =

sum

sum

sum

sum Q( )

2

disco

rthogo

ntinui

nality

t

(generalized Fourier coefficient)

At this series converges to the mean (non-uniform convergence)

ies

m mm

m m m

f fc

φ φφ φ φ

rArr = =

30

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
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  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
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  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
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  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
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  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
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  • 投影片編號 78
  • 投影片編號 79
Page 31: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai31

Many kinds of eg trigonometric function Bessel function Legendre Hermite Chebyshev etc all fall into the class of Sturm-Liouville Proble orth

spec

ogon

ial fun

alitm ho

ct

ld

io

s Ex

ns

y

lowast

rarr

2 2

2

For the previous 1D wave equation 0 (0 ) (0) ( ) 0 ( )

( ) sin for 123

Comparing the problem above with the SLP ( ) + 0 or

n n

y y x l st y y l BCn n xx n

l l

py qy ry py

λπ πλ φ

λ

primeprime+ = lt lt = =

rArr = = =

prime prime primeprime+ = + 0 ( ) ( ) 0 ( ) ( ) 0 one has 1 0 1 0 1 0 standard SLP

p y qy ryBC y a y a y b y b

p q r a b l

λα β γ δ

α γ β δ

prime prime+ + =prime prime+ = + =

= = = = = = = = = rarr

0

Thus (Thm1) are simple (Thm3)

0 ( ) ( ) sin sin (Thm2)

2

λλ

π πφ φ φ φ⎧⎪⎨⎪⎩

isin

ne= = =

=int int

n

n

b lm n m na

m nm x n xx x r dx dx ll l m n

31

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
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  • 投影片編號 79
Page 32: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai32

( )

2

21

0

0

2 1

1 1

2

To show eigenfunction expansion in Thm 4 for example ( )

sin ( 1)

sin

( 1)( ) ( ) sin

2

l nn

ln n

nn

nn nn n

l

f x xn x lf x dx

l nn x dx

ll nf n xf x x

l l

πφπ

πφ φ

πφ πφφ φ

+

+infin infin

= =

= =

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

=

= = minus

minus= =

int

int

sum sum1

1

2 ( 1) sin

Half-range expansion of Fourier-sine series

n

n

l n xn l

ππ

+infin

=

minus=

rarr

sum

0l

x

( )f x( )f x x=

nonuniformconvergence

32

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
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  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
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  • 投影片編號 78
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Page 33: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai33

2 42

2 4

2

2

Ex Bending Vibration of a Beam - Modal Analysis systematic

( ) ()

st BC Simply supported

(0 ) 0 (0 ) 0

(

X

0

part part+ = minusminusminusminusminuspart part

=

part= = =part

比前例

u ua F x tt x

EIa m

uu t M EI tx

u2

2 ) 0 ( ) 0

IC ( 0) ( )

( 0) ( )

part= = =part

=part =part

ut M EI l tx

u x f xu x g xt

moment

x

0x= x l=u

F

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
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  • 投影片編號 7
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  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
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  • 投影片編號 29
  • 投影片編號 30
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  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
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Page 34: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai34

2 42

2 4

2 (4)

(4)4

2

2 4 2

1 2

Sol ( ) ( ) ( )

homo PDE 0

01 =gt

=gt 0 ( ) cos sin

φ

φ φφ βφ

β ωω ω

=part part+ =part part

+ =minus= =

+ + == +

ampamp

ampamp

ampamp ampamp

代入

u x t x g tu ua

t xg a g

ga g

g a g g gg t C t C t

(4) 4

2

2

2

2

=gt SHM Eigen-value prob 0 =gt ( ) cos sin cosh sinh

(0 ) (0) ( ) 0 (0 ) (0) ( ) 0 BC

(must be homo

( ) ( ) ( ) 0

prob)

φ β φ φ β β β β

φ φ

φ

minus = = + + +

part primeprime= = = =partpart= =part

x A x B x C x D xuu t g t t g t

xuu l t l g t

x( ) ( ) ( ) 0

or (0) 0 (0) 0 ( ) 0 ( ) 0

φ

φ φφ φ

⎧⎪⎪⎨⎪⎪⎩

primeprime= =

primeprime= =primeprime= =

l t l g t

l l

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
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  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
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  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
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  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
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  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
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  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
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  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 35: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai35

( )

(4)4

4

(4)4

4

(4) (3)4 4

4 300

is not exactly SL operator But it can be proved

to be a self-adjoint operator

pf ( )

l

l

ddx

d x Ldx

d u d uLu v u vdx v u v u v uvdx dx

β

β φ φ

β β

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

minus

minus =

primeprime prime primeprime primeprime= minus = minus + minusint

( )

( )

40 0

(4)4

40

40

2

so

is self adjoint ( ) ( )

BC (0) 0 (1) (0) 0 cos

l l

l

l

i i j

dx u v uv dx

d vu Lv u v dxdx

u v v u u Lv v u vu dx

Lu v u Lv L x x

A CA x C

β

β

β

λ φ φ

φ

φ β β β

⎛ ⎞⎜ ⎟⎝ ⎠

primeprime primeprime= minus

= minus

primeprime primeprimerarr rarr = minus

= rArr isin perp

= = + minusminus

primeprime = = minus +

int int

int

int

代入

2 20

cosh ( ) (2)x

x A Cβ β== minus minus minusminus

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
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  • 投影片編號 70
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Page 36: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai36

2 2

2

From (1) (2) 0 ( ) sin sinh ( ) 0 sin sinh (3) ( ) 0 sin sinh (4)From (3) (4) 0 ( (3) (4) 0 sinh 0)

φ β βφ β βφ β β β β

β β

= == += = + minusminusminusminus

primeprime = = minus + minusminusminusminus= + = neQ

A Cx B x D xl B l D ll B l D l

D l

2

sin 0 12

(natrual freq) (e-value)

2 natural modes ( ) sin (mode shape) (e-func)

2 sin( )

β β ππβ ω β

φ β

π

⎧⎪⎪⎪⎨⎪⎪⎪⎩

= rArr = =

rArr = =

=

=

n

n n n

n n

B l l n nn al

x xl

n xl l

1 normalizationφ =n1=n

2=n

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
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  • Classification of second-order PDE
  • 投影片編號 11
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  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
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  • 投影片編號 18
  • 投影片編號 19
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  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
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  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
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  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
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  • 投影片編號 55
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  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 37: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai37

04

(4) 4 440 0

1

1

Orthogonality It can be shown that

Eigenfuction expansion ( ) ( ) ( )

(

(modal analysis

)

)

φ φ φ φ δ

φφ φ φ φ β φ β δ

φ

φ

infin

=infin

=

= =

= = =

=

+

int

int int

sum

sum ampamp代入

lm n m n mn

l lnm n m m n n m mn

n nn

n nn

dx

d dx dxdx

u x t x g t

g a

2

2 (4)

1

2 (4)

1 1

2 (4)

1 12 4

( )

decoupled (ODE)

φ

ω

φ

φ φ φ φ φ

φ φ φ φ

β

infin

=

infin infinlt gt

= =

infin infin

= =

=

=

rarr + =lt gt

+ =

+ = rArr

sum

sum sum

sum sum

123

ampamp

ampamp

ampamp

m

m

n nn

m n n m n n m mn n

m n n m n n mn n

m m m m

g F x t

g a g F Q

g a g Q

g a g Q

mode shapes

modal coordinates

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
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  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
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  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
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  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
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  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
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  • 投影片編號 55
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  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 38: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai38

1

1

1

12

IC ( 0) (0) ( )

(0) (0)

( 0) (0) ( )

(0) (0)

Solve ( ) ( ) ( ) 12

st

φ

φ φ φ

φ

φ φ φ

ω

infin

=

infin

=

infin

=

infin

=

= =

rArr = =

part = =part

rArr = =

+ = =

sum

sum

sum

sum

amp

amp amp

ampamp

n nn

m m n n mn

n nn

m m n n mn

m m m

u x g f x

f g g

u x g g xt

g g g

g t g t Q t m

1

(0) ICs is modal space for ( ) (0)

Complete solution ( ) ( ) ( )

φ

φ

φinfin

=

⎫⎪⎬⎪⎭

=

=

=sum

amp

m mm

m m

m mm

g fg t

g g

u x t x g t

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
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  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
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  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
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  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
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  • 投影片編號 55
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  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 39: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai39

Non-homogeneous Problemnonzero equation andor BCrsquos

2 21 2

1 2

1 22

2 22

2 2

0 st 0 st

2-D Poissons Eq st on a rectangular boundary

+ (Laplace equation)

Satisfies (1) (2)01 Laplace equation wi

st

u Q uu u

u uu Q ux

u u u PDE Cu

y

B s

u

α

α

α

nabla = nabla == =

part partnabla = + =

rarr

= +

part

=

=part

rarrnabla =

2 2

2 2

1

2

1

2

1 2 3 4

th non-homogeneous BCs

For example a 2-D problem (Cartesian coordinates)

0

(0 ) ( ) nonseparable ( ) ( ) ( 0) ( ) ( ) ( )

u ux y

st u y g yu L y g yu x f xu x H f x

u u u u u

⎫⎪⎪⎬⎪⎪⎭

part part+ =part part

====

= + + + (We need BCs to yield eigenhomogeneo functus ions)1u f=

2u f=

1u g=2u g=

xy

2 0unabla =

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
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  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 40: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai40

Homogeneous problem (equation BCs) FiEigenfunc nite bountion s daryrarr

2 24 4

2 2

4 1 4

4 4

Solving one of the sub-problems as follows

0

st (0 ) ( ) ( ) 0 ( 0) 0 ( ) 0

u ux yu y g y u L yu x u x H

part part+ =part part

= == =

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
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  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
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  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
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  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
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  • 投影片編號 55
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  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 41: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai41

4

4 4 4

(Why)

Separation of variables ( ) ( ) ( )( ) 0 ( 0) 0 ( ) 0

( ) 0 (0) 0 ( ) 0 ( ) ( ) ( ) ( ) 0( ) ( )( ) ( )

( ) ( ) 0( ) ( ) 0

In the -directio

φ

φ φφ φ

φ λφλ

φ λφ⎧⎨⎩

== = =

rArr = = =primeprime primeprime+ =

primeprime primeprime= minus =

primeprime minus =rArr

primeprime + =

u x y h x yu L y u x u x H

h L Hy h x h x y

h x yh x y

h x h xy y

y

2 2

2

n ( only homogeneous BCs can yield eigenfunctions)( ) ( ) 0 (1D SLT problem)

st (0) 0 ( ) 0

( ) sin 123

φ λφφ φ

πλ

πφ

⎧⎪⎪⎨

⎛ ⎞⎪ ⎜ ⎟⎪ ⎝ ⎠⎩

primeprime + == =

=rArr

= =

n

n

y yH

nH

n yy nH

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
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  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
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  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
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  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 42: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai42

1 2

1 2 1 2

2 2

In the -direction ( ) ( ) 0 st ( ) 0cosh

( ) cosh sinhsinh 2

sinh( ) 0 cosh sinh 0

cosh

sinh( ) cosh sinh

cosh

z z

x h x h x h Lzn n e eh x a x a xzH H

n Ln n Hh L a L a L a anH H LH

n L n nHh x a x a xn H HLH

λπ π

ππ π

π

ππ π

π

minus⎛ ⎞⎜ ⎟⎝ ⎠

primeprime minus = =plusmn= + =

= rArr + = rArr = minus

rArr = minus +

( )

( )

( )

22 2

41 1

2

Let ( ) sinhcosh

Thus ( ) ( ) ( ) sin sinh

sinhcosh

n n nn n

a na h x a x Ln HLH

n y nu x y A y h x A x LH H

a n x Ln HLH

ππ

π πφ

ππ

infin infin

= =

prime prime= rArr = minus

= = minus

= minus

sum sum

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
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  • Classification of second-order PDE
  • 投影片編號 11
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  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
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  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
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  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
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  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
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  • 投影片編號 55
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  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 43: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai43

( )

( )

4 1

11

10

10

1 2 3

BC (0 ) ( )

sin sinh ( )

Fourier-sine series in 2sinh ( )sin

2 ( )sinsinh

Similar procedure can be applied to fund

nn

Hn

Hn

u y g yn y nA L g yH H

yn n yA L g y dyH H H

n yA g y dyn L HHH

u u u u u

π π

π π

ππ

infin

=

=

rArr minus =

rarr

rArr minus =

minusrArr =

rArr =

sum

int

int

1 2 3 4u u u+ + +

21

1

2 st 0 on the boundary

nabla ==

u Qu

12

1 1 1

1

0

0 0 0

=

= nabla = ==

u

u u Q uu

43

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
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  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
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  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
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  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 44: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai44

11

222

1 21

22

21

X dependent eigenfunction sin( )

Let ( ) ( )sin

sin sin

sin

ππ

π π π

π π

infin

=

infin

=

infin

=

⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦⎡ ⎤⎛ ⎞⎢ ⎥⎜ ⎟

⎝ ⎠⎢ ⎥⎣ ⎦

minus

=

nabla = rArr minus =

rArr minus

sum

sum

nn

nn

n

nn

n

x n x Ln xu x y b yL

d b n x n n xu Q b Qdy L L L

d b n n xbdy L L

0

22

2 0

st (0) 0 ( )variation of par

0By

( ) ( ) (

ame

) sinh ( )sinh sinh (

te

sinh

rs

)

2Fourier-sine series ( )sin ( )

π πξ π π ξξ ξ ξ ξ

π π⎛ ⎞⎜ ⎟⎝ ⎠

= =

minus minus= +

=

minus =

int int

sum

intn n

y H

n n ny

Lnn n

b b H

n H y n n y n Hb y q d q dL L L L

Q

d b n n xb Q x y dx q ydy L L L

1

(Differentiation is allowed here because both and sin satisfy homo )n xu BC

44

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
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  • Classification of second-order PDE
  • 投影片編號 11
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  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
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  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
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  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
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  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
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  • 投影片編號 55
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  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 45: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai45

2

2

2 2

Alternative method 2-D eigenfunction p 273-275 Haberman st 0

Consider the related 2D eigenfunctions ( )( ) ( ) st ( ) 0 on the boundary

mn

mn

u Q ux y

x y x y x y

n mL H

φφ λφ φ

π πλ

φ

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

nabla = =

nabla = minus =

rArr = +

1 1 1 1

1

( ) sin sin ( )

Let ( ) ( ) sin sin

Substitution of the above equation into Poissons equation yields the following eige

Why

nfunction expansion

mn mn mnn m n m

m

n x n yx yL H

n x n yu x y b x y bL H

π π

π πφinfin infin infin infin

= = = =

infin

=

=

= =sumsum sumsum

( ) ( )1 1 1

sin sin or ( )mn mn mn mn mnn n m

n x n yb Q b x y QL Hπ πλ λ φ

infin infin infin

= = =minus = minus =sumsum sumsum

45

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
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  • Classification of second-order PDE
  • 投影片編號 11
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  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
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  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
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  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
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  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
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  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 46: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai46

The Laplacian can be evaluated by term-by-term differentiation since both and satisfy the same homogeneous boundary conditions This is a generalized Fourier series The eigenfunctions are ort

φmnu

( )

0 0

2 2

0 0

0 0

1 1

hogonal in a 2D sense

Thus

sin( )sin( )

sin ( )sin ( )

sin( )sin( )

4

( ) sin s

φλ

φ φ

π π

λ π π

π π

λπinfin infin

= =

minus =

rArr =minus

=minus

=

int int

int int

int int

sumsum

mnmn mn

mn mnH L

mn H L

mn

H L

mn

mnn m

Qb

Q n x L n y H dx dyb

n x L n y H dx dy

Q n x L n y H dx dy

LHn xu x y bL

in

Note Sometimes boundedness and periodicity can be used as BCs too

πn yH

46

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
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  • Classification of second-order PDE
  • 投影片編號 11
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  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
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  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
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  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
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  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
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  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
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  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 47: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai47

HW (PDE Wylie)

11-3 3 1511-4 1 4(d)11-5 4 6 11(b) 3111-6 4 5 40

Midterm Exam GH 513 (Wed)Vector calculusPDE

47

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
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  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
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  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
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  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
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  • Integral Transforms applied to PDE (infinite domain problems)
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Page 48: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai48

Eigenfunction expansion for non-homogeneous problems

Greens identity and eigenfunction expancf Greens fun

sion ction method

rarr

2 22

2 2

non-separable

( )

BC (0 ) ( ) ( ) ( ) (moving boundary)

IC ( 0) ( )

( 0) ( )

Non-homogeneous BCs(1) Subtracting reference function(2) Eigenfunction expansion amp Gr

u uc Q x tt x

u t A t u L t B t

u x f xu x g xt

part part= +part part

= =

=part =part

lowast

eens identity

48

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
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  • 投影片編號 7
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  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
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  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
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  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
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  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 49: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai49

2 2 Finite boundary2

2 2(free vibration)

2

2

Homogeneous Problem

Eigenval

0 key pt homo prob

st (0 ) ( ) 0Let ( ) ( ) ( )

0( ) 1 (( ( )

e

)

u

)

nu uct x

u t u L tu x t x b tb c b

x b tx c b t

φ

φφ φφ λφ

part partminus = rarrpart part

= ==

primeprimerArr minus =

primeprimerArr = = minus

rarr

rarr

ampamp

ampamp

只有 才找的到

2

2

2

( ) ( ) 0

st (0) ( ) 0 ( (0) ( ) ( ) (

P

) 0)

orthogona( ) sin lit (

rob

y

lem

2

)n n m n mn

d x xdx

L b t L b t

n n x LxL L

φ λ φ

φ φ φ φ

π πλ φ φ φ δ⎛ ⎞⎜ ⎟⎝ ⎠

+ =

= = = equiv

rArr = = rArr =

Q

49(Natural modes)

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
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  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
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  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
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  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
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  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
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  • 投影片編號 55
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  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
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  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 50: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai50

22 22

2 2 21

2 22 2

2 22 0

2

1 modal coo( )

( ) ( ) ( )

( )( )

( ) ( )

Eigenfunction expansion ( ) ( ) ( ) rdinatesm

mm

m

n

m

n

m

n

m

nn

b t

d b tu ux c Q x tt dt x

u uc Q x c Qx x

u x t b t

b tdt x x

x

d

φ

φ

φφ

φ φ

infin

infin

=

=

⎡ ⎤ ⎡ ⎤⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

part part= = +part part

part +part

=

=

part +part

=

sum

sum

uuuuuuur 20

02

02

22 20

2 20

1

( )

( )

Let

( ) ( ) ( )

( )

( )( )

( )

( ) ( ) ( )

Ln

Ln

Lnn

n n Ln n n

Ln

m mm

nn L

n

x dx

x dx

Q x t x dxQq t

x dx

uc x dxd b xq tdt x dx

Q x t q t x

φ

φ

φφφ

φ φ

φ

φ

φ

φ

infin

=

=

partpart= +

=

=

int

int

intint

intint

sum

uuuuuuur

50

Problematic differentiation

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
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  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
  • 投影片編號 78
  • 投影片編號 79
Page 51: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai51

= cannot be justified at 0 since ( ) satisfies the homogeneous BC while ( ) does not The term - by - term

of ( ) wrt is not justifie

differentiatio d since ( ) and ( ) do not

Note

n

n

n

x L xu x t

u x t x u x t x

φ

φ

=

22 2

2 2 21 1

satisfy the same BC ie ( ) ( ) ( ) ( )

(only when is satisfuniform convergenc ied differentiation and summation are interchang

homoge

ea

neous

ble)e

nn n n

n n

d xu b t x b tx x dx

φφinfin infin

= =

part part= nepart part sum sum

以方波為反例

2

200 0

20

nd

2

0 0

Key to undo the difficulty 1-D (proved by integration by p

Greens 2 identits)

yart

LL Ln

n n

LL Ln n n

u u udx dxx x x x

uu dx u dxx x x x

φφ φ

φ φ φ

rarr

partpart part part= minuspart part part part

part part partpart= minuspart part part part

int int

int int51

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
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  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
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  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
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  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
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  • 投影片編號 70
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Page 52: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai52

22

2 20 00

2 2

22

20

2 20

20

( 0)

LL L n n

n n

Ln n n

LL n n

n n

n n

u udx u dx ux x x x

u u d

u

xx x

uu dx ux x x x

φ φφ φ

φ φ φ

φ

λ

φ

φ

φ φ part partpart part⎛ ⎞rArr⎛ ⎞ ⎛ ⎞ = minus + minus⎜ ⎟part part⎜ part part⎝ ⎠

+ =

⎟ ⎜ ⎟⎝ ⎠⎝ ⎠

part partpart partminus = minuspart part

part part primeprime=part part

part

= minus

part int intint

int

1

0

( ) ( )

( )

mmm

Ln n

b t

n

t

Lu dxφ

φλ φinfin

==

+

sumint ( ) ( ) ( ) (0)n

nu L t u L t Lx x

φ φ⎡ ⎤⎢ ⎥⎣ ⎦

minuspartpart minuspart part

2

0

0 ( 1)

2

2

( ) sin

(0

( ) co

( ) (

s

) ( ) cos

Hence

) (0 ) (0)

( ) co

)

s ||

(

n

n

Ln n n

nn

x L

n

x

u t u tx x

n nn n xB tn xxL

n nb t dx A t B t n

xA

L L

d b q tdt

Lt

L LLπφ

π πλ φ

ππ π

π

φ

π

= minus

==

⎧ ⎫⎨ ⎬⎩

⎡ ⎤⎢ ⎥⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜

⎟⎝⎝

⎟⎜⎠⎠

==

= minus + minus

= +

partpart minuspart part

=

int

22

220 2

20

( ) 2( ) ( ) ( ) ( )( 1)( )

Ln

nn n nL

n

uc x dx c nx q t c b t A t B tL Lx dx

φ πλφ

⎡ ⎤⎣ ⎦

partpart = minus + minus minus

intint

52L2

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
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  • 投影片編號 7
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  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
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  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
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  • 投影片編號 43
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  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
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  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
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  • 投影片編號 70
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Page 53: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai53

2 22

2 2

1

This leads to a time-domain initial value problem decsribed by the ODE( ) 2+ ( )= ( ) ( ) ( )( 1)

IC (modal space) ( 0) ( ) (0) ( )

(1)nnn n n

source BC

n nn

d b t c nc b t q t A t B tdt L

u x f x b x

πλ

φinfin

=

⎡ ⎤⎣ ⎦+ minus minus

= =sum

144424443

Q

02

0

021

0

( ) ( ) (0)

( )

( ) ( )( 0) ( ) (0) ( ) (0)

( )

Find ( ) from the ODE in Eq(1) subject to the ICs in

3)

E

(2)

(

Ln

n Ln

Ln

n n n Ln n

n

f x x dxb

x dx

g x x dxu x g x b x bt x dx

b t

φ

φ

φφ

φ

infin

=

there4 =

part prime prime= = there4 =part

intint

intsumint

1

qs (2) and (3)

Finally we arrive at the solution ( ) ( ) ( )n nn

u x t b t xφinfin

==sum

53

No non-uniform convergence problem)

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
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  • 投影片編號 7
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  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
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  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
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  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
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  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
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  • 投影片編號 70
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Page 54: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai54

2

20 0

Ex approach for solving BVPs

(Poisson equation) st ( ) ( ) on

Define the

nonhomogeneous

free-spa Gce

impulse

reens fu

Greens funct

nction ( ) ( ) c

o

f

i n

uu Q u f g Sn

G δ

partnabla = = =part

nabla = minus

r r

r r r r

0nd

2 20 0 0 0 0

0 0

function (time-domain Greens func)

position vector of the position vector of the By Greens 2 identit

response

y[ ( ) ( ) (

field source point p

) ( )] ( )

[ ( ) (

oint

V

u G G u dV

u δ

nabla minus nabla

= minus

int

r r

r r r r r r r

r r r 0 0 0

0 0 0 0 0

0 0 0 0 0 0 0 0

) ( ) ( )] ( )

[ ( ) ( ) ( ) ( )] ( )

( ) ( ) ( ) ( ) [ ( ) ( ) ( ) ( )] ( )

V

S

V S

G Q dV

G uu G dSn n

G uu G Q dV u G dSn n

minus

part part= minuspart part

part partrArr minus = minuspart part

int

int

int int

r r r r

r r r r r r r

r r r r r r r r r r r r

st implicit BC at infin

=f =g

V2u Qnabla =

u f=S

u gnpart

=part

54

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
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  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
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  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
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  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
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  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
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Page 55: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai55

0 0 0 0 0

00

0 0 0

Thus

3D problem becomes 2D problem (BEM)

( ) ( ) ( ) ( ) [ ( ) (

for the 3D space will be shown next

(Free-space GF a po

) ( ) ( )]

i

(

1)4

)

nt

(

V S

G

Gu G Q dV f G g dSn

πminus

part= +

rarr

=

part

rArr

minus

minusint intr r r r r r r r r r r r

r rr r

source with -6 dBoct decay)

Physical interpretation monopole dipoleGGn

partpart

BCssource

55

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
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  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
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  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
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  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
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  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
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  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
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Page 56: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai56

20 0

202

( ) ( ) ---------(1)Due to spherical symmetry the solution has no angular dependenc

Free-spa

e ie( )

1 ( ) 0

ce Greens function (Laplace equati

0

on)G

G G rd dG rr r

r dr dr

δ

⎛ ⎞⎜ ⎟⎝ ⎠

nabla = minus

=

= = minus ne

r r r r

r r

12

2

By the divergence theorem

( ) -----------(2)

We will determine the constants that account for the singularity at the source by integrating Eq (1) around a small sphere

1V

cG r cr

GdV

= +

nabla =int

2 ˆ ( ) 1V V S

GdV G dV n GdSnabla = nabla nabla = nabla =int int int

r

0r ( )0rr minusδ

0r

n

56

Spherical coordinates

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
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  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
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  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
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  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
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  • 投影片編號 55
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  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
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Page 57: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai57

2 20

2 2 11 120 0

ˆ (directional derivative at the radial direction)

1ˆ (4 ) 1 or lim -------------(3)4

From (2) and (3)1 1 lim lim ( )

4 4

Thu

rS

r r

G Gn Gn r

G Gn GdS r rr r

cGr r c cr r

ππ

π π

rarr

rarr rarr

part partnabla = =part part

part partnabla = = =part part

minuspart = = minus = rArr = minuspart

int

2

2

(point source)

1s ( )4

For simplicity we let 01

This free-space Greens function satisfies the radiation

con

1 ( )4

X

dition at infinit

Sommerfel

y li

d

mr

G r

G r cr

c

r

uur

r

r

π

π

rarrinfin

minus

minus=

=

part

=

+

+part

0⎞⎜ ⎟

⎠=

57

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
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  • Classification of second-order PDE
  • 投影片編號 11
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  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
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  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
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  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
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  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
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  • 投影片編號 55
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  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
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Page 58: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai58

Connection between Greenrsquos functions and eigenfunctions2

2

We consider the related eigenfunctions that satisfy the homogeneous problem ( )

eigenfunction expansio st homogeneous BCs

Apply the to the Greens function

n

u Q

G

φ λφ

nabla =

nabla = r

0

20 0

2 20

0

00 0

( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) ( )

m

n nn

n n n n n n nn n n

m n n n mn

mm m m m m m m

m m mV

a

Ga a a

a

a dV a

φ

φ

δφ φ λ φ δ

φ λ φ φ δ

φλ φ φ φ δ φλ φ φ

sdot

=

nabla = minus

nabla = nabla = = minus

rarr = minus

= minus = rArr =

sum

sum sum sum

sum

int

r r r

r r r rr r r r r

r r

rr r r r r

58

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
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  • 投影片編號 7
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  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
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  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
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  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
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Page 59: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai59

( )

2

02

Note

Thus ( ) bilinear expansion

1 symmetric ( is self-adj

( ) ( )( )

Reciprocitoint ) 2 cf EVD of symmetric matrices in linear

( )alg

( )ebra

y

n n

n nn n

n n

G

G

a

G

φλ

φ φφ

= =

nabla=

sumsum0

0 0r

r rr r

r r r

r

Q

Greens function for finite - boundary problems

Usally only one condition of and is given on the boundary since these

two are not independent and must satisfy compatibility condtion on

Xpartpartuu Sn

S1 ( ) ( ) (Integral eq of the 2nd kind)2

part part= minuspart partint

S

G uu u G dSn n

r

59

V

S

2 0unabla =

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
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  • 投影片編號 75
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Page 60: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai60

2

1 on Let

1 free - space GF (provide singularity) 4

homogeneous term due to boundary effect

Dirichilet problem

satisfies 0 (homo)

π

== +

minus=

nabla =

T

u f SG G H

G Gr

HH

H

( )2 2

0 0 02 2 2

st 0 on ( on ) By Greens 2nd indentity

( )

δ

δ

= = = = =

⎛ ⎞⎜ ⎟⎝ ⎠

⎡ ⎤ ⎛ ⎞⎢ ⎥ ⎜ ⎟

⎝ ⎠⎣ ⎦

= = minus

part partnabla minus nabla = minuspart part

part partnabla +nabla minus nabla = minuspart part

part=

int int

int int

int

T

TT T T

V S

fT

T TV S

V

G S H G S

G uu G G u dV u G dSn n

G uu G H G u dV u G dSn n

u dV f ( ) partrArr =part partint intT T

S S

G GdS u f dSn n

r

60

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
  • 投影片編號 78
  • 投影片編號 79
Page 61: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai61

2

2 on

Choose to satisfy

0 st 0 on ( on )

In this

How

case

Neumann probl

it can be s

to f

hown ( ) (Rayleighs integ

in

)

e

al

m

d

r

part =part

part part partnabla = = = minuspart part part

= int

T

TS

u g Sn

HG H GH S Sn n

u

H

ng G dSr

For simple geometries eg planes spheres the homogeneous term can be found by using t method of imahe Omi

g

esttedrarr

61

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
  • 投影片編號 78
  • 投影片編號 79
Page 62: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai62

Integral Transforms applied to PDE (infinite domain problems)

boundary discrete spectrum transf Fourier

FiniteSemi-infiniteInfinit

sinecosine transfIntegral transform

transf continuous spectru

Fourier seri

e

esLaplaceFourie mr

n nλ φ⎫⎬⎭

rarr rarrrarrrarr rarr

Finite boundary problem

Semi-infinite problem infin

Infinite domain problem infinminusinfin

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
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  • 投影片編號 7
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  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
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  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
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  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
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  • 投影片編號 66
  • 投影片編號 67
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Page 63: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai63

( )( )

( 1)

1 transform domain1 ( ) ( ) ( ) ( )

2 ( ) ( )

if lim ( ) ( ) ( ) 0

Ex Heat conduction in an rod diffusioninfinite hea

Fourier infin

t e

ite

xFi x i x

nnx

nx

F f x e dx f x F e d

F f x i F

f x f x f x

ω ωω ω ωπ

ω ω

infin infinminus

minusinfin minusinfin

minus

rarrplusmninfin

larr⎯rarr

rarr

= =

=

prime rarr

int int

L

( )

( )

22

2

quation ( ) temperature

0

( 0) ( ) (IC)

thermal conductivity mass density specific hea

t

u x t

x t

st u x f x x

k

u ux

ck

t

c

αρ

ρ

α minusinfin lt lt infin lt lt infin

= minusinfin

part part=part part

lt lt infin

=

63

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
  • 投影片編號 78
  • 投影片編號 79
Page 64: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai64

( )2

22 22

Sol This is an infinite domain problem ( ) Requiring 0 or (also uniform convergence)

( ) ( ) ( )

and are inter

α α ω ω ω ω⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

minusinfin lt ltinfinpart part rarr rarrplusmninfin

part part part= rArr = =part part part

part partQ

x x

x

xu x u x

u u dF F i U t U t U tx t t dt

F t( )

2 2

2 2

2 2 st

changable parameter variable

0 (1 -order const coef ODE)

( ) ( )

IC ( 0) ( ) ( ) ( 0) ( ) ( ) ( )

( ) ( )

α ω

α ω

ω

α ω

ω ω

ωω ωω ω

ω ω

minus

minus

rArr + =

rArr =

= =rArr =

=

rArr =

t

x x

t

td U UdtU t A e

F u x F f x FU F

A F

U t F e

64

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
  • 投影片編號 78
  • 投影片編號 79
Page 65: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai65

1 2 2

2 2

2 2

1 1

4

( ) 4

( ) ( ) ( )

1 ( ) (look up math table)2

1 ( )2

convolution theoremα ω

α

ξ α

ω

α π

ξ ξα π

minus minus minus minus

minus

infin minus minus

minusinfindarr

⎯⎯⎯rarr

⎛ ⎞⎜ ⎟⎝ ⎠

= lowast

= lowast

= int 14243

xF tx x

x t

x t

u x t F F F e

f x et

f e dt

(Gauss distribution)

Diffusion is a smoothing process

65

ξ

x

1

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
  • 投影片編號 78
  • 投影片編號 79
Page 66: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai66

( ) 1 ( 1)

I

0

Cs

( ) ( )

semi

2 transform domain

1( ) ( )2

( ) ( ) (0) (0)

Ex Heat conduction in

Unilateral Laplace transfoLaplace semi-infi

rmnite

a -

st a iL sta i

n n n n

F s f t e dt f t F s e dsi

L f t s F s s f f

ω

ωπ+

minus

minus

infin

minus

minus larr⎯rarr

rarr

=

= minus minus minus

= intint

14444244443L

( )2

22

rod

0 0

(0 ) ( ) 0 (BC) ( 0) 0 0 (IC)

need 2 end conditions Sol or Use

nee

infin

d 1 end condition

ite

xx t t

t

u u x tx t

u t h t tu x x

LL L L

L

α

⎫⎬⎭

part part= lt lt infin lt lt infinpart part

= lt lt infin= lt lt infin

rarr

66

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
  • 投影片編號 78
  • 投影片編號 79
Page 67: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai67

22

2

22

2

( ) ( ) ( 0)

t tu uL L

x t

U x s sU x s u xx

α

α

⎧ ⎫ ⎧ ⎫⎨ ⎬ ⎨ ⎬

⎩ ⎭⎩ ⎭

part part=part part

partrArr = minuspart

22

2

impl

0

( ) ( ) ( )Impose lim ( ) 0

or lim ( ) 0 0

0 ( ) lim ( ) l

( )

icit B

im

C

t

s sx x

x

x

s sx x

x x

d U sUdx

U x s A s e B s eu x t

U x s L

A s e B s e

α α

α α

α

minus

rarrinfin

rarrinfin

minus

rarrinfin rarrinfin

rArr minus =

rArr = +=

= =

rArr = sdot + sdot ( ) 0

Hence ( ) ( )s x

A s

U x s B s e αminus

rArr =

=

67

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
  • 投影片編號 78
  • 投影片編號 79
Page 68: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai68

0

1

( )

convolution t

On the other hand for another BC (0 ) ( ) (0 ) ( )

(0 ) ( ) ( )

( ) ( )Thus

( ) ( ) ( heore )m

s x

x

t t

s x

x s

B s e

L u t L h tU s H s

U s B s H s

U x s H s e

u x t h t L e

α

α

α

minus

=

minus

minus minus

=

==

rArr = =

rArr = sdot

= lowast2 2

2 2

4

32

4

3 20

( ) (look up math table)2

( ) 2

HW Greenberg sec144 9(a) 11(a) Greenberg Appendix BC

x t

xt

xeh tt

x eh t d

α

α τ

α π

τ ττα π

minus

minus

= lowast

= minus

rarr

int

X68

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
  • 投影片編號 78
  • 投影片編號 79
Page 69: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai69

0

Ex problem (Laplace transform) A string is initially at rest Its left end is fixed A force ( ) moves with

semi-infiniteconcentrated constant velocit

beginn

Movi

ing

ng source

at 0 at ty

hF v v

t =

0 0

0 0

e point 0 Find the vertical displacement ( )

Note

( ) ( )

xy x t

xf x t F v x vt F v v tv

xF v v t F vv

δ δ

δ

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠

=

= minus = minus minus

= minus = 1v

xtv

δ ⎛ ⎞⎜ ⎟⎝ ⎠minus

69

x0x =

0xF tv

δ ⎛ ⎞minus⎜ ⎟⎝ ⎠v

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
  • 投影片編號 78
  • 投影片編號 79
Page 70: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai70

2 22

2 2

( )

0

Sol

(wave speed in the string)

st (0 ) 0 ( ) as (BC)

( 0) 0 ( 0) 0 (IC)

Taking Laplace tran

1f x t

y y Ta at x

y t y x t x

xF

xt

t

yy x

ρ ρ⎛ ⎞⎜ ⎟⎝ ⎠

part part= minus =part part

= lt infin rarrinfinpart= =part

minus

64748

2

sform wrt time ( ) ( )

( ) ( 0)

tt Y x s L y x t

s Y x s s y x

=

minus ( 0)y xt

partminuspart

22 0

2

2 20

2 2 2

(1)

( )

(time shifting property)

Complimentary solution ( ) ( ) ( )

x sv

s xv

s sx xa a

c

Fd Ya x s edx

Fd Y s Y edx a a

Y x s A s e B s e

ρ

ρ

minus

minus

minus

= minus

rArr minus =

rArr = +

70

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
  • 投影片編號 78
  • 投影片編號 79
Page 71: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai71

2

2

1 If ( or cases)

Particular solution ( ) ( ) Substituting this into Eq(1) leads to

subsonic supersoni

(

c

)

s xv

p

s xv

Y x s K s e

s K s ev

v aminus

minus

=

ne

2

2 ( )s x

vs K s ea

minus

minus 02

s xvF e

minus

=

20

2 2 2

20

2 2 2

( )( )

( )( )

Thus ( ) ( ) ( ) ( ) ( ) ( )BCs ( ) as or ( ) as ( )

implicit BC ( ) 0

s xv

p

s s sx x xa a v

c p

v FK sa v s

v FY x s ea v s

Y x s Y x s Y x s A s e B s e K s ey x t x Y x s x

B x

ρ

ρ

minus

minus minus

rArr =minus

rArr =minus

= + = + +

lt infin rarrinfin ltinfin rarrinfinrArr equiv

( ) ( ) ( )s sx x

a vY x s A s e K s eminus minus

rArr = +71

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
  • 投影片編號 78
  • 投影片編號 79
Page 72: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai72

( )

0

20

2 2 2

(0 ) ( ) ( )

(

(0 ) 0 or (0 ) 0

( ) ( ) 0 ( ) ( )

Hence

( ) ( ) ( )

( )

( )

s sx xa v

x

t

s sx xa v

sx v sx a

s sx xv a

Y s A s e K s e

L t

y t Y s

A s K s A s K s

Y x s K s e K s e

K s e e

v F e ea v sρ

minus minus

=

minus minus

minus minus

minus minus

= +

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

= =

rArr = + = rArr = minus

= minus +

= minus

= minusminus

Q 2

21 0

2 2

1) ( )

( ) ( )

where ( ) is the unit step function

s

t

u t es

v F x x x xL y x t t u t t u ta v v v a a

u t

ττ τ

ρ

minus

minus

⎛ ⎞minus minus =⎜ ⎟⎝ ⎠

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎣ ⎦

= minus minus minus minus minusminusuuur

72

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
  • 投影片編號 78
  • 投影片編號 79
Page 73: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai73

2 20

2 2 2

2 When ( case p768Wylie) resonance

annihilator Laplace transform variation of param

tr

e

(

ansonic

)

s

) ( )

ter

(

s xa

s sx xa a

Fd Y s Y edx a

v a

a

Y x s A s e B s e

ρ

minus

minus

=

minus =

rarr

= +

lim ( )

0

by variation of parameters

0

0

2

BC (0 ) 0 ( ) 0

( ) 2

Thus ( ) 2

Note the discontinuity at

xY x s

s xa

s xa

F x eas

Y s A sFY x s x e v a

asF xy x t x u t

a ax at

ρ

ρ

ρ

rarrinfinltinfin

minus

minus

⎛ ⎞⎜ ⎟⎝ ⎠

minus sdot

= rArr =

rArr = minus sdot =

= minus sdot minus

=

Q64748

1442443

73

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
  • 投影片編號 78
  • 投影片編號 79
Page 74: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai7474

x

x

x

y

0F

( )3 subsonic4

v a=

( ) transonicv a=

( )5 supersonic4

v a=

0F

0F

discontinuous

Illustration of the results

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
  • 投影片編號 78
  • 投影片編號 79
Page 75: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai75

Note case ( ) is acrossTransonic sound barrier

Shock th

wavdis

e contin

N-wavee

uou

Sonic boom

sy x t

rarr

Cone of shock

Ex Concord jet 協和式客機

75

Moving source

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
  • 投影片編號 78
  • 投影片編號 79
Page 76: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai76

It is easier to visualize the wave form by writing1 1 as (

H

) ( )

1 1Also note th

ow to p

at

lot

( ) ( ) ( ( ))

⎡ ⎤⎛ ⎞ ⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎢ ⎥⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎣ ⎦

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

rarr

minus minusminus minus minus minus

minus minus= minus minus = minus minus

x xt u t x vt u x vtv v v v

u x u x u x vt u x vtv v

76

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
  • 投影片編號 78
  • 投影片編號 79
Page 77: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai77

1 (subsonic)v alt 2 (transonic)v a=

x

x1 xvminus

x1

vminus

1u xvminus⎛ ⎞

⎜ ⎟⎝ ⎠

x

xu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

xat

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
  • 投影片編號 78
  • 投影片編號 79
Page 78: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai78

1 1x u xv vminus minus⎛ ⎞ ⎛ ⎞

⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

x

x x

x

( ) ( )1 1x v t u x v tv vminus minus⎡ ⎤ ⎡ ⎤minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

1vminus

vt

xxu ta

⎛ ⎞minus⎜ ⎟⎝ ⎠

3 (supersonic)v agtx xt u tv v

⎛ ⎞ ⎛ ⎞minus minus⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

vt

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • Classification of second-order PDE
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • Separation of Variables
  • 投影片編號 16
  • 投影片編號 17
  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
  • 投影片編號 23
  • 投影片編號 24
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • 投影片編號 36
  • 投影片編號 37
  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • 投影片編號 52
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
  • 投影片編號 78
  • 投影片編號 79
Page 79: PARTIAL DIFFERENTIAL EQUATIONS (PDE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch06.pdf · partial differential equations (pde) 機械工程學系 白明憲 教授

MingsianMingsian R R BaiBai79

( ) ( )1 1x a t u x a ta aminus minus⎡ ⎤ ⎡ ⎤minus minus minus⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x x x xt u t t u tv v a a

⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞minus minus minus minus minus⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

x

x

x

x

atat

1a

oF

( ) ( ) 0tu t tu tminus equiv oF

  • PARTIAL DIFFERENTIAL EQUATIONS (PDE)
  • 投影片編號 2
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
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  • Classification of second-order PDE
  • 投影片編號 11
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  • Separation of Variables
  • 投影片編號 16
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  • 投影片編號 18
  • 投影片編號 19
  • 投影片編號 20
  • Orthogonal Expansion and the Sturm-Liouville Theory
  • 投影片編號 22
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  • 投影片編號 38
  • Non-homogeneous Problem nonzero equation andor BCrsquos
  • 投影片編號 40
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  • 投影片編號 46
  • HW (PDE Wylie)
  • Eigenfunction expansion for non-homogeneous problems
  • 投影片編號 49
  • 投影片編號 50
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  • Connection between Greenrsquos functions and eigenfunctions
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • Integral Transforms applied to PDE (infinite domain problems)
  • 投影片編號 63
  • 投影片編號 64
  • 投影片編號 65
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  • 投影片編號 79