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BOUNDARY VALUE OF PROLEMS DIFFERENTIAL EQUATIONS

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WEBSITE : http://maths-minhthe.violet.vn BOUNDARY VALUE PROBLEMS OF DIFFERENTIAL EQUATIONS 5390 The Minh Tran --- 1... Draw the dividing waves shocks, rarefactions ,.... Draw the wa

Trang 1

WEBSITE : http://maths-minhthe.violet.vn

BOUNDARY VALUE PROBLEMS OF DIFFERENTIAL EQUATIONS

(5390)

The Minh Tran

-

1 Solution

a) Because u (x)'' = 1 , so we have the genaral form of u(x) : u x ( ) x2 ax b

2

= + +

'

'

From the condition boundary : u(0) 2u (0) 1 ; u(1) 0

We have

a u(0) 2u (0) 1

2 1

a b u(1) 0

b 2 2

+ =

+ = −

=

b)

Solution :

We have the equation :

( ) ( ) ( )

1

N 0

u x = ∫ G x, f ξ ξ d ξ + u (x)

We see that

Trang 2

1

1

d

dx

We compute L to both sides of the equation so

1

0

2

write out as:

d

dx

From the condition boundary, the Green’s function G(x, )ξ satisfies :

2

' 2

d

We have

G x, ( ) a bx , x

c dx , x

+ < ξ

ξ = 

+ > ξ

The constant a, b,c,d are different

Where x< ξ :

'

G(0, ) 2G (0, ) 1ξ + ξ = ⇒ +a 2b= ⇒1 a= −1 2b

Where x> ξ :

G(1, )ξ =0⇒ + = ⇒ = − c d 0 c d

Hence,

( ) 1 2b bx , x

(1) G x,

d dx , x

− + < ξ

ξ = 

− + > ξ

We continue to check at x= ξ

( )

From (1) and (2) we have :

From (2) and (3) we have :

− =

Trang 3

Soving the equation system

Thus

1 2 x 2 , x

G x,

 − − ξ − < ξ

ξ = 

− ξ − > ξ



The representation :

( ) ( ) ( )

1

0

u x = ∫ G x, f ξ ξ d ξ − 2(1 x) −

- c) We have the equation :

( ) = ∫1 ( ξ ) ( ) ξ ξ

0

u x G x, f d with 0 < < x 1

We have the condition boundary :

,

( )

u (x) x u (0) u(0) 2u (0) 1

u(0) 2

1 3

2 2

= − = α

0

We have the function G x ( , ξ ) as the formula below :

1 2 x 2 , x

G x,

 − − ξ − < ξ

ξ = 

− ξ − > ξ



with u x f ξ

Trang 4

( ) ( ) ( ) ( )

0

2

x

= ξ −  ξ −  −  + ξ −  − − −

Thus, ( )

2

We see two solutions from the above are the same

-

2

( ) ( )

( ) ( )

2

2

2

2

We assum that u(x,t) x G t

where x is only a function of x and G t is a function of t

We will get first partial derivetive of u(x,t) with respect to t and the fourth

partial derivative with respect to x

dG t

u

x

u

x

= φ φ

= φ

=

( ) ( )

2

2

2 2

d

G(t)

dx

dG t d

φ

φ

Trang 5

( )

2

We can separate var iable by dividing both sides of (1) by x G(t)

dG t

We can not solve by the method of separation of var iables

because the presence of a terms like sin 5x is forbidden

φ φ

"

2 n

n 1

'

n 1

2

n 1

2

=

=

=

φ + λφ =

π

n 1

5

n 1

n

2

2

We see that C (t)

=

=

π

=

The initial condition is u(x,0)=0=sin0= 2φ1(x)

π

The fourier expantion is

n 1

n

2

2

n 0

B (0)

=

π

=

= π

Trang 6

t xx

n

From the equation u u sin5x and the formula from the above

The differential equation :

B (t) n B (t) C (t)

We can solve :

2

B (t) n B (t)

2

n 0 with B (0)

=

'

0

0 0

Case 1 : n 0

B (0) 0

2

B (0) 2

B (0)

=

π

=

π

'

5 5

Case 2 : n 5

2

25

B (0) 0

=

π

π

n

n

=



n 1

Finally ,the solution is :

25

=

-

3 Solve the following two types of problems :

a) − u = λ u subject to u 0 = 0 u 1 =

We have the equation form :

Trang 7

( )

( )

( )

2

2s

0

We have the auxiliary equation : r 0 (*)

d

dx

A B 0 and so

dx

There are no

φ + λφ =

+ λ =

λ <

⇔ + λ = ⇔ = −λ > ⇔ = ± −λ = ±

φ

=



λ

( )

( )

( )

( )

2

d

d

dx

x A const is an eigenfunction

λ =

φ

=



φ



( )

( )

( )

Case 3 : 0

x A cos x B sin x

d

d

1 0

dx

when n 0 dim 2

λ >

⇔ + λ = ⇔ = −λ < ⇒ = ± λ

φ

=



φ



⇔ λ = π ∈ ⇒ λ = π

> ⇒ =



( ) ( )

b) − u = λ u subject to u 0 = 0 ; u 1 = 1

We have the equation form :

Trang 8

( )

( )

( )

"

2

s 2s

0

We have the auxiliary equation : r 0 (*)

Case 1 : 0

d

e

s(e 1) d

1 1

dx

When 0 the solution is Ae Be , where A,B is the same as the a

φ + λφ =

+ λ =

λ <

⇔ + λ = ⇔ = −λ > ⇔ = ± −λ = ±

φ

=



− φ



( )

( )

( )

2

Case 2 : 0

x A Bx

d

0 0 A 0; B 0

dx

d

1 1 A 0; B 1

dx

There is no 0

λ =

φ



φ



λ =

( )

( )

( )

( )

x A cos x B sin x

d

dx

d

dx

1

A

sin

1

sin

1

sin

λ >

⇔ + λ = ⇔ = −λ < ⇒ = ± λ

φ



φ



=

Trang 9

Condition :

The problem a) is an eigenvalue prolem

-

( ) ( )

( ) ( )

( ) ( ) ( ) ( )

tt

xx

1

2

1

2

4

We have u(x,t) e

and u cu

u cu

Re turn the problem which is given

c for x 0

We see that u cu where c(x)

c for x 0

k c for x 0

k c for x

−ω

−ω

−ω

=

=

<

>

<

ω =

>

ikx t

0

u (x,0) ( i)e g(x)

−ω





x

x

<

ω

ω

Trang 10

( )

1

1

tki c it

1

1 x

x

c

−ω

x

x

2

2

For x 0

u(x,t) Q(x c t) P(x c t)

x c t : h(t) Q( c t) P(c t) where x 0

z Q(z) h( ) P( z) , z 0

c

x u(x,t) h(t

c

>

ω

ω

2

x

i t c

) e

=

( )

x

We continue to use the continuity of u at x 0

u (0 ,t) u (0 ,t)

Setting x 0 we have

f ( c t) h (t) f c t h (t)

2c f( c t)

h(t)

=

=

=

+

Trang 11

1 2 2

c

ik ( x c t ) c

2

Thus

x 0

x 0

u(x,t) f(x c t) f( c t x)

>

<

+

+

-

tt

i t

tt

i t

tt

2

2

5

u u , [0,L] [0,L] : the boundary

From the data is given

u(x, y,t) e u(x,y)

u (i ) e u(x,y) (1)

u e u(x, y) (2)

(1)& (2) u e u(x,y) e u(x,y) where i 1

u(x, y) u(x,y)

u(x,y) u(

∧ ω

∧ ω

∧ ω

=

2

mn

x,y)

u u , where

u 0 on

mn

2

mn

Trang 12

In physics ,the equation from above is called Maxwell ' s wave equation

E

t





-

6

2

s1

s2

s1

Answer :

From the quation , we have

Solving for the shock velocity

dx q(4) q(2) 16 4

6

dx q(2) q(1) 4 1

3

dx q(4) q(1) 16 1

5

<

ρ

ρ

s2

s3

The intersection of waves :

1 6t 3t c where t c 1 x 3t c 3t 1

3 1 6t 3t 1 t

3

Thus, the formulas for the shock waves

1

x 6t ; x 3t 1; x 5t

3

= + => =

Trang 13

Draw the three shock waves

-

7

2

s1

Answer :

From the quation ,we have

Solving for the shock velocity

3

<

ρ

Trang 14

0

dx

dt

We have : (x,t)

<

>

2

s2

1

ln t 2 1

ln t

s2

2

x

q( ) q(2)

From derivativing :

< < ⇒ < ρ <

 

 

1

ln t 2

s2

s2

s2

s2

dx

dt

We have int er sec tion of the equations :

=

=

Trang 15

Draw the dividing waves ( shocks, rarefactions , ) on the x-t place

-

8

t

Answer :

=

Trang 16

2 0

Generally, we have two cases

d

dt

t (x,t) p(x ) p(x ) with (x,0) p(x) f(x)

2

ω

2

2 0

2

t

2

t Thus, (x,t) f(x )

2 d

t

2 t

x

2

d

(x,t) (x ,t)e where (x ,t) is the value of (x,t) at t 0

dt

t From the initial condition (x,0) f(x) (x ,0) f(x ) f(x )

2 Thus, (x,t) f(x

= + >

⇒ > −

ω

2 t

t )e 2 +

-

2 0

2

t

2 t

x

2

⇒ < −

t

2

2

0

2 2

0

t

d

(x,t) (x ,t)e where (x ,t) is the value of (x,t) at x 0;t t

dt

t

2

t

x

2

From the initial condition (0,t) t

(0,t) (x ,t)e t

ω

= − +

= −



( )

t 0

t t

(x ,t) t e (x,t) t e e t e , where t t 2x

=

Trang 17

Draw the waves

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