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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
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)

## 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

## 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 )
4

## 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
5

## 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 )

## 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

B 2 B

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

h B / < / 2
2
1

## 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

{ }

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

## 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

sB
I 0 r0

## 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

## 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

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

11

## 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

## 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

n =
ir0

sn + 2 B

sn + 2 =
B

n 2
r0 2

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

1 0

13

## 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

## 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

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.

16

## Fourier transform is not included in the exam or HW

For augmenting your knowledge and future use

17

## 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

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

## 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

20

## 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

## 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

## 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

23

## 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

iax

24

## 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

25

## 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

f (u )

{e

2t

; x u du
26

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

## 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 )
=

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