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CN5010 Mathematical Methods in Chemical Engineering

Pre-lecture announcements
Week 13 arrangement:
6:10pm 8:10pm (120 min) computer-based test, arrive at 6pm!
Location: IT units PC 3-5 (E2-03-06/07/08)
Coverage: ODE45, ODE15S, BVP4C, PDEPE, varying
parameters to study a system and discuss the results
Policies: can use example codes or your own prepared ones
(on USB drive), on your own risk, cannot communicate with
anyone except your assigned partners
Seat assignments: sent by email later
8:10pm 8:30pm break, arrive normal classroom at 8:30pm
8:30pm 9:00pm Recap and coverage of final exam, sample
questions and discussion
Copyright 2013, Y. Long, NUS, CN5010

CN5010 Mathematical Methods in Chemical Engineering

Pre-lecture announcements
Computer test group lucky draw

You cannot reform your group, but you may choose to work alone with
decreased workload, but let me know by this Friday midnight

This Saturday, Ali will continue to talk about pdepe and past-year
computer papers (E2 computer lab)

Copyright 2013, Y. Long, NUS, CN5010

CN5010 Mathematical Methods in Chemical Engineering

Lecture 12: Solving PDE (SOV, Laplace)


Agenda:
Recap: solving PDE by separation of variables
Analysis by Laplace transform
Solving PDE

Small-time behavior
Past-year exam discussion
Fourier transform (for further reading of interested students only)
Copyright 2013, Y. Long, NUS, CN5010

CN5010 Mathematical Methods in Chemical Engineering

Recap: Bessel ODE and solution


y 0,
x y + x ( a + 2bx ) y + c + dx b (1 a r ) x + b x=
2

2s

1 a
2

=
Has
the solution y ( x ) x e

d >0

bx r
r

2r

(r , s 0)

s
s
c1Z p
x + c2 Z p
x
s

d <0

Zp (z) Ip (z)

Zp ( z) J p ( z)

Z p ( z ) Yp ( z )

For any p!

or J p ( z ) if p integer
1 1 a
=
p
where

c
s 2

Z p ( z ) K p ( z )

For any p!

or I p ( z ) if p integer

Copyright 2013, Y. Long, NUS, CN5010

A useful identity:

I n ( z ) = i n J n (iz )
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CN5010 Mathematical Methods in Chemical Engineering

Recap: PDE: Separation of Variables


Modeling
Solving
Interpret Results
Further Analysis

Shell balance --- Governing equation


--- Constraints (IC, BCs, etc.)

y=0

2h

SV =+
a bT , a > 0, b 0
Find T(y,t)

T
T
= 2 + A + BT
t
y
2

Copyright 2013, Y. Long, NUS, CN5010

A = a C p
where B = b C p
= k C p

IC : t 0,=
T ( y,0 ) T0
=
BC1: t > 0, T ( h, t ) =
T0
BC 2 : t > 0,

let T =
( y, t ) Tss ( y ) + Tt ( y, t )

T
y

0
=
y =0
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CN5010 Mathematical Methods in Chemical Engineering

Recap: PDE: Separation of Variables


T
T
= 2 + A + BT
t
y
2

IC : t 0,=
T ( y,0 ) T0
=
BC1: t > 0, T ( h, t ) =
T0
BC 2 : t > 0,

y =0

Tt
2Tt
= 2 + BTt
t
y

d 2Tss
=
0
+ A + BTss
2
dy
BC
IC
Copyright 2013, Y. Long, NUS, CN5010

0
=

Tt ( y, t ) satisfies

Tss ( y ) satisfies

y 0,=
=
Tss 0

=
, Tss To
y h=

T
y

Tt
( 0, t ) = 0
y
Tt ( h, t ) = 0
Tt ( y,0=
) T0 Tss ( y )

CN5010 Mathematical Methods in Chemical Engineering

Recap: PDE: Separation of Variables


Tt
2Tt
= 2 + BTt
t
y

Let Tt ( y, t ) = ( t ) Y ( y )

B
1
= Y + Y =
2
Y

= 2 =c1 exp( 2t )
T part

IC : Tt ( y,0=
) T0 Tss ( y )
BC1:

Tt
y

=0

BC1: Y (0) = 0
B

2
Y + + Y =
0

BC 2 : Y ( h ) = 0

y =0

BC 2 : Tt ( t , h ) = 0

Y ( y) =
c2 cos( y ) (By applying BC1)
B

n = (n 1/ 2) = + n 2
h

c2 cos( h) =
0 n h =
(n 1/ 2) , n =
1, 2,3...

For the system to be stable (steady state exists)

n = n = (n 1/ 2) > 0

h
2

Copyright 2013, Y. Long, NUS, CN5010

B 2 B

= (1 1/ 2) =
>0
2
h 4h

h B / < / 2
2
1

CN5010 Mathematical Methods in Chemical Engineering

Heat conduction with heat source


SV =+
a bT , a > 0, b 0
2r0
Find T(r,t)
T T
=
r
+ A + BT
t r r r

A = a C p
where B = b C p

= k C p

=
IC : t 0,=
T ( r ,0 ) T0
BC1: t > 0, T ( r0 , t ) =
T0
BC 2 : t > 0,

T
r

0
=
r =0

Transform the PDE and BCs into the Laplace space:

{ }

T0
T
d dT A
T

=
L
L
r
+
A
+
BT
r
T (r ,0)
+ + BT
sT =

t
r dr dr s
r r r

Copyright 2013, Y. Long, NUS, CN5010

CN5010 Mathematical Methods in Chemical Engineering

Heat conduction problem with heat source


sT T0
=

d dT A

r
+ + BT

r dr dr s

BC1: T ( r0 ) = T0 / s
dT
BC 2 :
dr

T0 A
1 d dT B s
r
+
T
=

r dr dr

sB
sB
=
T h c1 I 0 r
+
c
K
2 0 r
,

=0

T0 + A / s
T p =
sB

r =0

0, BC2

s B T0 + A / s
sB
s B T0 + A / s
c1 I 0 r
=
=
T c1 I 0 r
+
+ c2 K 0 r
+
sB



sB

Apply BC1:

s B T0 + A / s T0
BT0 + A
+
=

T (r0 ) =
c1 I 0 r0
c

1
s( s B)

s
B
s

Copyright 2013, Y. Long, NUS, CN5010

sB
I 0 r0

CN5010 Mathematical Methods in Chemical Engineering

Heat conduction problem with heat source


sB
I0 r

+
BT
A
T0 + A / s
0

+
T=

sB
sB
s( s B)
I 0 r0

sB
I0 r

( A + sT ) ( A + BT )
=
0
0
s(s B)

s B
I 0 r0

Invert!
Copyright 2013, Y. Long, NUS, CN5010

10

CN5010 Mathematical Methods in Chemical Engineering

Heat conduction problem with heat source


Small-time behavior of the heat flux at the surface:

T
1 dT
2 r0 L =
H=
k
2 r0 Lk L
r r = r0
dr

2
x3 x5
7

+
+
:
(
)
~
(
)
Aside
erf
x
x
O
x

3 3

r = r0

1 erf Bt

sB
s B L1
=

I
r

1 0
B
s s B

+
A
BT

0
= 2 r0 Lk L1
s( s B)

sB
Bt Bt
1 2
I
r

~
Bt


0 0

A + BT0 s B
= 2 r0 Lk L

(
)
s
s
B

2 r0 Lk

A + BT0

1
L
s s B
1

Copyright 2013, Y. Long, NUS, CN5010

B 2t 2 Bt
7/2
+
+ O(t )
10

2 1/2 B 3/2 B 2 5/2


7/2
~
t + t + t + O(t )

3
10

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CN5010 Mathematical Methods in Chemical Engineering

Heat conduction problem with heat source


sB
I0 r

sT + A

( BT0 + A )
+ 0
T=

s B s( s B)
s ( s B ) I 0 r0

f 1 (s)

sT0 + A P ( s )
=
f 2 (s) =
s( s B) Q( s)

f 2 (s)

Q( s ) = s ( s B ) = 0 r1 = 0, r2 = B
Q( s=
) 2s B

P (r1 ) r1t P (r2 ) r2t


A A + BT0 Bt A Bt
(e 1) + T0 e Bt
f 2 (t ) =
e +
e =
+
e =
Q(r1 )
Q(r2 )
B
B
B
Copyright 2013, Y. Long, NUS, CN5010

12

CN5010 Mathematical Methods in Chemical Engineering

Heat conduction problem with heat source


f 1 ( s)

sB
2
2 sB
4 ( s B)
4
I0 r

r
r
O
s
+
+
+
1
(
)
2

P( s)

4
64
=
=
2
Q( s)

sB
2 sB
4 ( s B)
4

+
+
+
s
s
B
r
r
O
s
(
)
1
(
)
s ( s B ) I 0 r0
0
0
2

4
64

sB
Q (=
s ) s ( s B ) I 0 r0

sB
= s ( s B ) J 0 ir0

s1= 0, s2= B

Copyright 2013, Y. Long, NUS, CN5010

n =
ir0

sn + 2 B

sn + 2 =
B

n 2
r0 2

n is the n-th root of J 0 ( x) = 0

s B r0 s s B
sB
(2 s B ) I 0 r0
+
Q( s ) =
I
r

1 0

13

CN5010 Mathematical Methods in Chemical Engineering

Heat conduction problem with heat source


B
B

n = 1, s1 = 0, P ( s1 ) = I 0 r
J
r
,
Q
(
s
)
BJ
r
=
=

0
1
0 0

n 2,=
s2 B, P (=
s2 ) I 0=
(0) 1, Q(=
s2 ) B
=

s B r0 s s B
sB
(2 s B ) I 0 r0
Q( s ) =
I1 r0
+

For n 3, sn =
B

n 2 2
r0 2

s B
r

=
=

, P( sn ) =
I0 r n
I
i
J
0
n2
n2 ,
0

r0

r0

n 2 2
n 2
=

Q( sn )
B
J1 ( n 2 )

2
r0
2

Copyright 2013, Y. Long, NUS, CN5010

J 0 ( x) =
J 0 ( x), J1 ( x) =
J1 ( x )

14

CN5010 Mathematical Methods in Chemical Engineering

Heat conduction problem with heat source


r

n 2 2
)t
J 0 n 2 exp ( B
2

r0
r0
1 J 0 (r B / ) 1 Bt

+ e +
f1 (t ) =
2
B J 0 (r0 B / ) B

n 2

n =3
n2
J1 ( n 2 )
r 2 B
0
2

n is the n-th root of J 0 ( x) = 0

Copyright 2013, Y. Long, NUS, CN5010

15

CN5010 Mathematical Methods in Chemical Engineering

Homework
CN5010 HW Problem Set: 33, 34 (a-e).
Relevant extra problem for interested learners: 48.
Objectives: practicing solving PDE by Laplace Transform and
Separation-of-variables method; Use properties of Laplace
Transform to analyze problems.

HARDCOPY due on Week 13 class (6pm 9 November 2016)

Copyright 2013,Y. Long, NUS, CN5010

16

CN5010 Mathematical Methods in Chemical Engineering

Fourier transform is not included in the exam or HW


For augmenting your knowledge and future use

Copyright 2013, Y. Long, NUS, CN5010

17

CN5010 Mathematical Methods in Chemical Engineering

Fourier integral transforms


Motivation: heat transfer in an infinitely long rod
+

x=0
=
IC : t 0=
, T ( x, 0 ) f ( x )

( f ( x=)

f ( x ))

BCs : x , T 0
x , T 0

BC (alternative)
T
,
0
=
x 0=
x
T
2T
X
= 2
=
T ( x, t ) = X ( x ) ( t ) ?
t
x
X
Copyright 2013, Y. Long, NUS, CN5010

18

CN5010 Mathematical Methods in Chemical Engineering

Fourier integral transforms


X ( 0 ) = 0
X + X =
0
X ( ) =0
2

Not a Sturm-Louiville system

=
X ( x ) A cos ( x ) + B sin ( x )

X (0) = 0 B =
0
X ( ) =0 ???

Consider Sturm-Louiville Problem


y (0) = 0
n
n x

2
y + y =
0
yn ( x ) = sin
n = l (n = 1, 2,3, )
l
y ( l ) = 0

n ( l1 ) n ( l2 )

l2 = 2l1

Any piecewise continuous function over (0,l) can be written


as a weighted sum of discrete eigenfunctions
Copyright 2013, Y. Long, NUS, CN5010

19

CN5010 Mathematical Methods in Chemical Engineering

Fourier integral transforms


Consider orthogonality property
sin ( 2 1 ) l sin ( 2 + 1 ) l
, 1 2

2 + 1 ) l
(
2 l
( 2 1 ) l
sin ( 1 x ) sin ( 2 x ) dx =

0
l
1 sin 21l , =
1
2

21l
Orthogonality still applies as l since the first limit on RHS 0
for 1 2 and second limit =
on RHS 1 for 1 2
Any piecewise continuous function over (0,) can be written
as an integral of weighted eigenfunctions

Copyright 2013, Y. Long, NUS, CN5010

20

CN5010 Mathematical Methods in Chemical Engineering

Fourier integral transforms


In the discrete case ( l < ) , we can write

n x
An cos l

f ( x) =

n x
0 < x <l
n
Bn sin

l
Fourier Series
An 2 l
= 0
Bn l

n x
cos l

f ( x)
dx
sin n x
l

Copyright 2013, Y. Long, NUS, CN5010

as l

f ( x) =
0< x<

A ( u ) cos ( ux )

du
B ( u ) sin ( ux )

Fourier Integral
A ( u ) 2
cos ( ux )

= 0 f ( x )
dx
B ( u )
sin ( ux )
21

CN5010 Mathematical Methods in Chemical Engineering

Fourier integral transforms


suppose < x <
A ( u ) 1

=
B ( u )
f ( x)

< x<

cos ( ux )
f ( x)
dx
sin ( ux )

Fourier integral
transform pair

A ( u ) cos ( ux ) + B ( u ) sin ( ux ) du

More compact (conventional) way to express above is


1
i x
1
=
f ( x)
f

e
d

f ( )

(
)

=
f ( )

f ( x ) e i x dx

piecewise-continuous,
Copyright 2013, Y. Long, NUS, CN5010

+
-

{ f ( x )}

f ( x ) dx exists as |x|
22

CN5010 Mathematical Methods in Chemical Engineering

Fourier cosine and sine integral transforms

C { f ( x )} fC ( ) =
0 f ( x ) cos x dx

f ( x ) =
f C ( )
=
0 f C ( ) cos x d
C
1

S { f ( x )} fS ( ) =
0 f ( x ) sin x dx

=
f ( x ) =
f S ( )
0 f S ( ) sin x d
1
S

Copyright 2013, Y. Long, NUS, CN5010

23

CN5010 Mathematical Methods in Chemical Engineering

Properties of Fourier integral transforms


1. Linear { f + g=
} { f } + { g}
2. Transform of nth derivative
( n 1)
( n2 )
f
x
,
f
if
( )
( x ) ,... f ( x ) 0 as x ,
n
(n)
then { f ( x )} = ( i ) f ( )
3. Fourier convolution:

Define: f ( x ) *=
g ( x ) f ( x ) g ( ) d
then { f * g} = f g
4.

n
(n)

ix
f
x
=
f
(
)
(
)
( )
{
}

{
}
e f ( x)
{ f ( a )} =

5. 1 e ia f (=
) f ( x a)
6. 1

Copyright 2013, Y. Long, NUS, CN5010

iax

24

CN5010 Mathematical Methods in Chemical Engineering

Properties of Fourier integral transforms


=
7. if h ( x ) f ( ) d and h 0 as x ,
then {h ( x )} = f( )/ (i ) = i f( )/
x

8. Transform of delta function:


{ ( x a )} =
e ia
9. Fourier Cosine and Sine Transforms of Derivatives
C { f ( x )}

S { f ( x )}

f ( x =0 ) + S { f ( x )}

c { f ( x )}

Derivative
df
dx
d2 f
dx 2

df
2
2

f
=
x
0

S { f ( x )}
=

x
0
f
x
(
)
(
)
C { ( )}
dx

Copyright 2013, Y. Long, NUS, CN5010

25

CN5010 Mathematical Methods in Chemical Engineering

Fourier integral transforms: Example


T
2T
= 2
t
x

T ( x,0 ) = f ( x )
T ( x , t ) 0

Take Fourier transform with respect to x


T dT
=
t dt

where T = {T }

2T
2
2 = ( i ) T = 2T
x

dT
2
2t

=
T
T =
Ae
dt
t 0=
Apply initial condition T (=
) { f ( x )=
} f
2t

T (t ) =
fe

=
T ( x, t )
Copyright 2013, Y. Long, NUS, CN5010

{}

T ( x, t ) =
1 T

Use convolution property

f (u )

{e

2t

; x u du
26

CN5010 Mathematical Methods in Chemical Engineering

Fourier cos/sin integral transforms: Example


C =0
C = C0
y

y=h
y=0

C =0

y = h

2
2

C
C
2
C =0 = 2 + 2=
x 0=
, C C0
y 0=
,
0=
x
y
y
Find C ( x, y )
x , C 0
=
y h=
, C 0

Use Fourier Integral Transform


From BC at x = 0, Fourier sine transform with respect to x
Copyright 2013, Y. Long, NUS, CN5010

27

CN5010 Mathematical Methods in Chemical Engineering

Fourier cos/sin integral transforms: Example


2
2

C
2
C =0 = 2 + 2
x
y

C
x 0=
, C C0
=
y 0=
,
0=
y
x , C 0
y h=
, C 0
=

2
d
CS
2C 2C
2
0
C
C

+
=
S 2 + 2 =
0
0
S
2
dy
y
w/r/t x x

dC
S
Transform BCs
y h=
) 0
y 0=
(=
) 0 C S ( =
dy
C S ( y ) 1 1 cosh ( y )
=

Solve ODE to find


C0
cosh ( h )

Apply inversion formula


Copyright 2013, Y. Long, NUS, CN5010

C ( y, x )
C0

= 1

cosh ( y )

cosh ( h )

sin ( x ) d
28