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Mathematical Modelling LectureNote - 2

M modelling

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28 views7 pages

Mathematical Modelling LectureNote - 2

M modelling

Uploaded by

claraehis2
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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1

MATHEMATICAL MODELLING AND


OPERATIONS RESEARCH:
SEPARATION OF VARIABLES

Dr. E.O. Diemuodeke


Department of Mechanical Engineering
University of Port Harcourt
Consult:
Oko, C.O.C Mathematical Modelling and Operations
Research
2

Application example 2
Given the following PDE
2
𝜕𝐶 2
𝜕 𝐶
=𝛼
𝜕𝑡 𝜕𝑥 2
Boundary conditions
𝐶 0, 𝑡 = 0; 0 < 𝑡 < ∞
𝐶 1, 𝑡 = 0; 0 < 𝑡 < ∞
Initial condition
𝐶 𝑥, 0 = 𝜙 𝑥 ; 0 ≤ 𝑥 ≤ 1
3

Step 1: Find elementary solutions to the PDE


Let 𝐶 𝑥, 𝑡 = 𝑋 𝑥 𝑇(𝑡), substitute same in the PDE to obtain
𝑑𝑇 𝑑 2𝑋
𝑋(𝑥) = 𝛼 2 2 𝑇(𝑡)
𝑑𝑡 𝑑𝑥
Separate to have
𝑑𝑇
+ 𝜆2 𝛼 2 𝑇 = 0
𝑑𝑡
𝑑2 𝑋 2𝑋 = 0
+ 𝜆
𝑑𝑥 2
Solving the ODEs, and multiply to give the fundamental solution
2𝛼2𝑡
𝑇 𝑡 = 𝐴𝑒 −𝜆 (A an arbitrary constant)

𝑋 𝑥 = 𝐴 sin(𝜆𝑥) + 𝐵 cos(𝜆𝑥) (A, B arbitrary)


2𝛼2𝑡
𝐶 𝑥, 𝑡 = 𝑒 −𝜆 [𝐴 sin 𝜆𝑥 + 𝐵 cos 𝜆𝑥 ]
4

Step 2: Finding solutions to the PDE and BCs


Subject the fundamental solution to the BCs

With BC (1): 𝐶 0, 𝑡 = 0; 0 < 𝑡 < ∞


2 2 2𝛼2𝑡
𝑒 −𝜆 𝛼 𝑡 𝐴 sin 𝜆0 + 𝐵 cos 𝜆0 = 0 ⇒ 𝐵𝑒 −𝜆 = 0; 𝐵 = 0

With BC (2): 𝐶 1, 𝑡 = 0; 0 < 𝑡 < ∞


2 2 2 2
𝑒 −𝜆 𝛼 𝑡 𝐴 sin 𝜆 + 𝐵(= 0) cos 𝜆 = 𝐴𝑒 −𝜆 𝛼 𝑡 sin(𝜆) = 0 ⇒ sin(𝜆) = 0

𝐴 ≠ 0, otherwise the whole eqn will be reduced to zero. BC (2) is


constrained 𝜆 ≠ 0. Therefore, 𝜆 are roots of sin(𝜆).
𝜆 = ±𝜋, ±2𝜋, ±3𝜋, …
Hence
𝜆𝑛 = ±𝑛𝜋, n = 1, 2, 3, …
2
Thus, 𝐶𝑛 𝑥, 𝑡 = 𝐴𝑛 𝑒 −(𝑛𝜋𝛼) 𝑡 sin 𝑛𝜋𝑥 ; n = 1, 2, 3, …
5

Step 3: Finding solutions to the PDE, BCs, and the IC


This step is the most interesting from a mathematical point of view

Add up the fundamental solutions


∞
−(𝑛𝜋𝛼) 2𝑡
𝐶 𝑥, 𝑡 = 𝐴𝑛 𝑒 sin 𝑛𝜋𝑥
𝑛=1
We pick the coefficient 𝐴𝑛 that satisfies the IC 𝐶 𝑥, 0 = 𝜙 𝑥 ; 0 ≤ 𝑥 ≤ 1.
Thus, at 𝑡 = 0, we obtained
∞

𝜙 𝑥 = 𝐴𝑛 sin 𝑛𝜋𝑥
𝑛=1
Invoking the orthogonality
1
0 𝑚≠𝑛
sin 𝑚𝜋𝑥 sin 𝑛𝜋𝑥 𝑑𝑥 = 1
𝑚=𝑛
0 2
6
1
Multiply the IC imposed equation by 0
sin 𝑚𝜋𝑥 𝑑𝑥

1 1

𝜙(x)sin 𝑚𝜋𝑥 𝑑𝑥 = 𝐴𝑛 sin 𝑚𝜋𝑥 sin 𝑛𝜋𝑥 𝑑𝑥


0 0
The RHS holds for 𝑚 = 𝑛
Thus,
1 1
2
1
𝜙(x)sin 𝑚𝜋𝑥 𝑑𝑥 = 𝐴𝑚 𝑠𝑖𝑛 𝑚𝜋𝑥 = 𝐴𝑚
2
0 0
which gives
1

𝐴𝑚 = 2 𝜙(x)sin 𝑚𝜋𝑥 𝑑𝑥
0
There solution of the PDE becomes
∞ 1
2
𝐶 𝑥, 𝑡 = 2 𝑒 −(𝑛𝜋𝛼) 𝑡 sin 𝑛𝜋𝑥 𝜙(x)sin 𝑛𝜋𝑥 𝑑𝑥
𝑛=1 0
7

For a special case of 𝜙 𝑥 = 10

Therefore,
1 1

𝐴𝑚 = 2 10𝑠𝑖𝑛 𝑚𝜋𝑥 𝑑𝑥 = 20 𝑠𝑖𝑛 𝑚𝜋𝑥 𝑑𝑥


0 0
⇒ 𝐴𝑚 = 20 1 − cos(𝑚𝜋)
Thus,
∞
−(𝑛𝜋𝛼)2 𝑡
𝐶 𝑥, 𝑡 = 20 1 − cos(𝑛𝜋) 𝑒 sin 𝑛𝜋𝑥
𝑛=1

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