AbS

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AbS
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  • A first order IVP

    This is an example of as advection equation of the form

    $$u_t + cu_x +au = f(x,t)$$

    $$u(x,0) = u_0,$$

    where $c = 1$, $a = -3$, $f(x,t) = 0$, and $u_0 = x^2$. To solve this equation, we rewrite $u(x,t)$ as $U(\xi,\tau)$, where $\xi = x-ct = x-t$ and $\tau = t.$ By applying the chain rule, the PDE becomes

    $$(U_{\xi}(-1) + U_{\tau}(1)) + U_{\xi}(1) = 3U.$$

    SImplifying, we get

    $$U_{\tau} = 3U$$

    or

    $$\frac{\partial U}{\partial \tau} = 3U.$$

    We move all $U$ and $\tau$ terms to one side,

    $$\frac{dU}{U} = 3d\tau,$$

    and integrate:

    $$lnU = 3\tau + \phi(\xi),$$

    where $\phi$ is an unknown function of $\xi$. We then solve for U by raising $e$ to both sides:

    $$U = e^{3\tau + \phi(\xi)}.$$

    We simplify the right hand side using a technique familiar to students of calculus and ordinary differential equations:

    $$e^{3\tau + \phi(\xi)} = e^{ \phi(\xi)}e^{3\tau} = \phi(\xi)e^{3\tau},$$

    where we abuse $\phi$ to represent $e^{\phi}$ as is done with constants $C$ in calculus. it may seem odd that we can seemingly just transform an exponential function of $\xi$ into a regular one. Recall, however, that we do not yet know what the original $\phi(\xi)$ is, and it could very well be a logarithmic function, canceling out the exponential. We will get the same answer regardless when we plug in our initial conditions.

    Hence our formula for U is

    $$U(\xi,\tau) = \phi(\xi)e^{3\tau}.$$

    Now we rewrite our equation in terms of $x$ and $t$:

    $$u(x,t) = \phi(x-t)e^{3t}.$$

    Finally, we plug in our initial values to solve for $\phi$:

    $$u(x,0) = \phi(x) = x^2.$$

    Our final solution, then, is

    $$u(x,t) = (x-t)^2e^{3t}.$$

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  • Burgers equation

    Recall our basic conservation law expressed as a PDE:

    $$u_t + \varphi_x = f.$$

    Here we assume the source $f = 0$ and the flux $\varphi = \frac{1}{2}u^2$. Taking the derivative of the flux with respect to $x$ by using the chain rule, we find $\varphi_x = uu_x$. Plugging these variables back into the original equation, we get

    $$u_t + uu_x = 0.$$

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  • Steady state heat flow with source

    Heat flow with a constant internal heat source is governed by

    $$u_t = 2u_{xx} + 6, u(0,t) = -1, u(1,t) = 4.$$

    For a steady state temperature distribution, $u(x,t)$ does not change with respect to time, so $u_t = 0$. Hence, $2u_{xx} + 6 = 0$. Solving this equation for $u_{xx}$ yields $u_{xx} = -3$, and then integrating twice gives the solution

    $$u(x,t) = -\frac{3}{2}x^2 +Cx + D$$

    where C and D are constants. By setting $u(0,t) = -1$ and $u(1,t) = 4$, I was able to solve for C and D, and get a final solution of

    $$u(x,t) = -\frac{3}{2}x^2 +\frac{13}{2}x - 1.$$

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  • A random vibration problem

    The displacement of the midpoint from equilibrium at time t=1.1s is 0.010.


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