[Chap.

12] PDE
[12.1] Basic Concept
[12.2] Modeling

hot dT
T? 평균온도 : Vc P
dt

 hA T  Tc 
상세온도 :

T 1   2 T 
Tc  c2 r 
t 2 r r
r  

r
[One-Dimensional Heat Transfer Example]

heat
Heat Transfer Rate ?
hot:Th cold:Tc
T?

V

L dT  dT   dT 
0 Vc P  kA   kA 
x x+x dt  dx x  dx  x  x

T k  2T

t c P x 2
One Dimensional Heat Equation:

2
T  T
 c2
t x 2

Initial Condition : T ( x ,0 )  To ( x )
Boundary Condition : T ( 0,t )  Th , T ( L ,t )  Tc
[12.3] Vibrating String, Wave Equation

 2u 2  2u
c
2
t x 2 u(x,t)

0 L
Boundary Condition :
u( 0 ,t )  0 , u( L ,t )  0

Initial Condition :
u( x ,0 )
u( x ,0 )  f ( x ),  g( x )
t

ut ( x ,0 )  g ( x )
Separating Variables Method

u( x ,t )  F ( x )G( t )

 2u  ,  2u
 FG  F' ' G
2 2
t x

FG   c 2 F' ' G
G F' '

c 2G F


G F' '
 k
c 2G F

F' '  kF  0
  c 2 kG  0
G
Fn(x): Boundary Condition

u( 0,t )  F ( 0 )G( t )  0 , u( L ,t )  F ( L )G( t )  0

F' '  kF  0 , F ( 0 )  F ( L )  0
 F ( x )  A cos px  B sin px , p 2   k
n
 A  0 , p 
L
n
 Fn ( x )  sin x, n  1,2,
L

Gn(x):
  c 2 kG  G
G   c 2 p 2G  0

cn
 Gn ( t )  Bn cos n t  B *n sin n t , n  cp 
L
Solution:
u n ( x ,t )  Fn ( x )Gn ( t )
n
 ( Bn cos n t  B *n sin n t ) sin x
L


n
u( x , t )   ( Bn cos n t  B *n sin n t ) sin
L
x
n 1

Initial Conditions: Bn and B*n


n
ut ( x ,0 )   B *n n sin x  g( x )
n 1
L
 n Bn : Fourier sin e series of g ( x )
[Examples]

u(x,t)

0 L

8k  1  1 3 1 5 
f(x)  sin x  sin x sin x  
 2  12 L 32 L 52 L 
g( x )  0

8k  1  c 1 3 3c 
u( x , t )   sin x cos t  sin x cos t   
2 2 L L 2 L L
 1 3 
[12.4] D’Alembert’s Solution
 2u 2  2u
c
2
t x 2

v  x  ct
w  x  ct

u x  uv v x  u w wx  u v  u w ut  u v vt  u w wt  cuv  cu w )
u xx  uvv  2uvw  u ww utt  c 2 ( uvv  2uvw  u ww )

 2 u( v , w ) u
 h( v ), u( v , w )   h( v )dv   ( w )
u vw  0
vw v

u( x ,t )   ( x  ct )   ( x  ct )
Classifications of PDE

Au xx  2 Bu xy  Cu yy  F ( x , y ,u ,u x ,u y )

Type Example
Hyperbolic AC-B2 <0 Wave
Parabolic AC-B2 =0 Heat
Elliptic AC-B2 >0 Laplace
[12.5] Heat Equation

2 insulated
u 2  u
c
t x 2 0 x=L

Boundary Condition :
u( 0,t )  0, u( L ,t )  0

Initial Condition :
u( x ,0 )  f ( x )
Separating Variables Method

u( x ,t )  F ( x )G( t )

u  2u
 FG ,  F' ' G
t 2
x

FG  c 2 F' ' G

G F' '
 k
c 2G F

F' '  kF  0
G  c 2 kG  0
Fn(x): Boundary Condition

u( 0,t )  F ( 0 )G( t )  0 , u( L ,t )  F ( L )G( t )  0

F' '  kF  0 , F ( 0 )  F ( L )  0
 F ( x )  A cos px  B sin px , p 2   k
n
 A  0 , p 
L
n
 Fn ( x )  sin x, n  1,2,
L

Gn(x):
G  c 2 kG  G  c 2 p 2G  0

2
 n t cn
 Gn ( t )  Bn e , n  cp 
L
Solution:
u n ( x ,t )  Fn ( x )Gn ( t )
n 2
n t
 Bn sin x e
L


n 2
 n t cn
u( x , t )  Bn sin
L
xe , n 
L
n 1

Initial Conditions: Bn

n
u( x ,0 )   Bn sin x  f(x)
n 1
L
 Bn : Fourier sin e series of f ( x )
[Examples]

u(x,0)

0 L

4L   1 3 
f(x)  sin x  sin x   
2  L 9 L 

  c 
2
 c 3 
2

8L     t
1 3   t 
 L   L 
u( x , t )   sin x e  sin xe   
2 L 9 L
  
 
[12.11] Laplace Transformation Method

2w 2 2w
c
2
t x 2
x
Boundary Condition :
w( 0 ,t )  f ( t ), w(  ,t )  0

Initial Condition :
w( x ,0 )
w( x ,0 )  0 , 0
t
Solution:
0 0
2
  w   2 
2  w
L  s Lw sw( x ,0 )  wt ( x ,0 )  c L 
2
2  2 
 t   x 

2  2W ( x , s )
c  s 2W ( x , s )
x 2
W ( x , s )  Ae sx / c  Be  sx / c

W ( 0, s )  F ( s )
W ( ,s )  0

W ( x , s )  F ( s )e  sx / c

 x  x
w( x ,t )  f  t  u  t  
 c  c
Heat Conduction Problem (Problems 8-10, P. 597):

2 w=f(t) w=0
w 2  w
c
t x 2
x

Boundary Condition :
w( 0 ,t )  f ( t ), w(  ,t )  0

Initial Condition :
w( x,0)  0
Solution:
0
 w   2 
2  w
L    sLw w( x ,0 )  c L 
t 2 
   x 

2  2W ( x , s )
c  sW ( x , s )
2
x
W ( x , s )  Ae s x / c  Be  s x / c

W ( 0, s )  F ( s )
W ( ,s )  0

W ( x , s )  F ( s )e  s x / c

w( x ,t )  L1 W ( x , s )
[PDE 예 : Diffusion Process 1]
• Slab
q ( x, t )  2 q ( x, t )

t x 2 q(x,t)
1
q (t )  0 q( x, t )dx : average
f(t)
q ( x ,0 )  0
q( x, t )
 0, q (1, t )  f (t )
x x 0

x=0 1
2
d Q( x) dQ
2
 sQ( x )  0,  0, Q(1)  F ( s )
dx dx x 0

2  s  0
 s
s
sx  sx 1 1 e  e s
tanh( s )
Q( x)  c1e  c2 e Q   Q( x)dx  G ( s ) F ( s ), G ( s )  
s
0 s e  e s s
• General Geometry:
q  2 q  q
 
t x 2 x x
q( x,0)  0
q ( x, t )
 0, q(1, t )  f (t ) f(t)
x x 0

1
q (t )  (  1) x  q ( x, t )dx
0
: shape factor (0: slab, 1:cylinder, 2: sphere)

1
Q  (  1)  x  Q ( x)dx  G ( s ) F ( s)
0

(  1) I ( 1) / 2 ( s )
G (s) 
s I ( 1) / 2 ( s )
[Diffusion Process 2]
• Slab
q ( x, t )  2 q ( x, t )

t x 2 q(x,t
q (t )  q (0, t ) )
f(t)
q ( x ,0 )  0
q( x, t )
 0, q (1, t )  f (t )
x x 0

x=0 1

2 1
Q  G ( s ) F ( s), G ( s )  
s
e  e s cosh( s )
[Diffusion Process 3]
• Heat transfer
T  2T
 2
t x T(0,t)=f(t)
T (0, t )  f (t )
T ( , t )  0
x
2
d T
sT  
dx 2
 2 s 0

 
1
s
T(t,L)


G( s)  e  ks