Chemical Engineering Mathematics

CHEMICAL ENGINEERING
MATHEMATICS II
ALI ALTWAY
REFERENCES
Richard G.Rice, Duong D.Do,Applied Mathematics and Modeling for chemical Engineers,
John Wiley,New York
Mickley, Reed, Sherwood,Applied Mathematics in Chemica Engineering,MsGraw-Hill
Jenson and Jeffrey,Mathematical Methods in Chemical Engineering,Academic Press
Course Outline
1. Mathematical Formulation of Physicochemical Problems
2. Analytical Series Solution of Ordinary Differential Equation and Special Functions
3. Analytical Solution of Partial Differential Equation
Course Objective
Students have capability to apply mathematics to solve Physicochemical Problems.
Evaluation
Assignment 20%
QUIZ
40%
Exam
40%
------100%
MATHEMATICAL FORMULATION OF
PHYSICOCHEMICAL PROBLEMS
Objective: Students have capability to develop mathematical

formulation of Physicochemical problems and solve the
mathematical problems using known mathematical methods.
MATHEMATICAL FORMULATION
The mathematical treatment of engineering problems involves three basic
steps: the expression of the problem in mathematical language, the solution of
mathematical problems, and the interpretation of the results.
Physicochemical Problems
Assumption
Law
Mathematical Formulation
Solution of Mathematical Formulation
Conservation
Rate
Equilibrium
Analytical
Numerical
Interpretation
FUNDAMENTAL LAWS
There are three basic physical and chemical law, they are: Conservation law,
Rate expression, and Equilibrium relation.
CONSERVATION LAWS
Mass, Overall:
Rate of mass accumulation in system = Rate of mass in Rate of mass out
Mass, Component:
Rate of mass accumulation of component i in system = Rate of mass of
Component i in Rate of mass of component i out +Rate of mass generation
of Component i
Energy
Rate of Energy Accumulation = Rate of Energy in Rate of Energy out +
Rate of Energy Generation
Momentum
Rate of Momentum Accumulation = Rate of Momentum in Rate of Momentum
Out + Rate of Momentum Generation
Body Force
Surface Force
FUNDAMENTAL LAWS
RATE EXPRESSION
Heat Transfer
T
x
Convection (Interface Transport) q hA (Ts Tf )
Conduction
q x kA
Mass Transfer
Diffusion :
N Ax D A S
C A
x
N A k C S(C AS C Ab )
Convection (Interface Transport):

Momentum Transfer
Molecular (Newtonian) :
Interface Transport
xy
U y
x
K.f
Chemical Reaction
aA bB cC
rA kC A C B
FUNDAMENTAL LAWS
EQUILIBRIUM RELATION
Phase Equilibrium : Vapor-liquid ------- Raoult Law
Liquid-liquid
Gas/vapor-solid
Liquid-solid
Chemical Equilibrium
aA bB cC
C cC
K a b
CACB
LUMP PARAMETER AND DISTRIBUTED

PARAMETER MODELS
Mathematical models can be classified into two distinct types: Lump parameter and
Distributed parameter models. The first type is characterized by the uniformity of the
parameter value in the system such as mixed flow reactor, while the second type is
characterized by the variability of the variable/parameter value in the system such
as plug flow reactor. The distributed parameter model is usually called Transport
Phenomena models, because it involves the phenomena of heat, mass or
momentum transport. For the distributed parameter models, we have to consider
more specifically on the boundary condition of the system.
GENERAL TYPE OF BOUNDRY

CONDITION
HEAT TRANSFER
1. The temperature at a surface may be specified
2. The heat flux at a surface may be given, e.g. q=qo. When a surface is assumed
completely isolated, then the heat flux at that surface is equal to zero.
3. At solid-fluid interface the heat flux may related to the difference between the
temperature at the interface and that in the fluid, thus
q h T Tfluid
h=heat transfer coefficient
4. At solid-solid interface, the continuity of temperature and the normal

component of the heat flux may be specified.
5. At plane, axes or point of symmetry, the heat flux is equal to zero, except
the symmetry is treated as the heat source.

CONDITION
MASS TRANSPORT
1. The concentration at a surface can be specified.
2. The mass flux at a surface can be specified.
3. If diffusion is occurring in a solid, it may happen that at the solid surface
substance A is lost to a surrounding fluid stream according to the relation,
N A0 k c C A0 C Af
kc = mass transfer coefficient
4. The rate of chemical reaction at the surface can be specified. For example,
if a substance A disappears at a surface by a first-order chemical reaction,
N A0 k1"C A
5. At the plane, axes, or point of symmetry the mass flux is equal to zero.

CONDITION
MOMENTUM TRANSPORT
1. At solid-fluid interfaces the fluid velocity equals the velocity with which the
surface itself is moving.
2. At liquid-gas interface, the momentum flux (hence the velocity gradient)
is equal to zero.
3. At liquid-liquid interfaces the momentum flux perpendicular to the interface,
and the velocity, are continuous across the interface.
4. At the plane, axes, or point of symmetry the momentum flux is equal to zero.
Gas-liquid interface
liquid
Solid-Liquid interface
GENERAL STEPS
1. Draw the sketch of the system to be modeled and label/define the various
geometric, physical and chemical quantities.
2. Carefully select the important variables, and list the parameters that are expected
to be important
3. Establish a control volume for a differential or finite element of the system to
be modeled.
4. Write the conservation law on the control volume and use the necessary rate
expression and equilibrium relation to derive equations describing the system.
5. Write boundary and initial condition
6. Solve the equations
7. Interpret the solution
ILLUSTRATIVE EXAMPLES (1)

Two tanks each contains 100 liters salt solution (20 gr/lit). A stream of water is fed
into the first tank at a rate of 5 liters/min. The liquid flows from the tank to the
second tank at a rate of 8 liters/min. The liquid flows from the second tank at a rate
of 8 liters/min where part of it (3 liters/min) is directed to the first tank and the
balance flows to some points out of the system. Determine the salt concentration
(gr/lit) in the first and second tank as a function of time. Assume is constant in all
streams.
SOLUTION
5 lt/min
8 lt/min
5 lt/min

Tank I:
Consevation of mass (overall)
d
V 5 3 8 0
dt
dV1
0
V1= const = 100
dt
Conservation of mass (salt)

d
V1C1 5,0 3C2 8C1
dt
100
dC1
3C 2 8C1
dt
(1)
Tank II
Consevation of mass (overall)
d
V2 8 8 0
dt
dV2
0
dt
V2 = const = 100
Conservation of mass (salt)

d
V2 C 2 8C1 8C 2
dt
100
dC 2
8C1 8C 2
dt
C1 C 2 12.5
dC 2
dt
(2)

Initial Condition:
t=0
C1=20,
Eq (2) is differentiated with respected to t:
dC1 dC 2
d 2C2
12.5 2
dt
dt
dt
(3)
C2=20
C2 = 20 = K1 + K2
dC 2
d 2C2
dC
100
1250 2 3C 2 8C 2 100 2
dt
dt
dt
d 2C2
dC
250 2 40 2 3C 2 0
dt
dt
; m2 = - 0.129
C 2 K 1e 0.031t K 2 e 0.129 t
Initial Condition:
t=0
Eq. (2) is substituted into Eq. (1):
m1 = - 0.031
C2 = 20
0 = - 0.031 K1 0.129 K2
dC 2
0
dt
K1 = 26.33
K2 = - 6.33
C 2 26.3261e 0.31t 6.33e 0.129t
C1 16.125e 0.031t 3.875e 0.129t
(4)
dC 2
0.031K 1e 0.031t 0.129 K 2 e 0.129 t
dt
(5)

(a) A container is maintained at a constant temperature of 800o F and is fed with a
pure gas A at a steady rate of 1 lbmole/min; the gas product gas stream is
withdrawn from the container at the rate necessary to keep the total pressure
constant at a value of 3 atm. The container contents are vigorously agitated, and
the gas mixture is always well mixed. The following irreversible second order gas
phase reaction occurs in the container:
2A B
At a temperature of 800 oF, the reaction rate constant for the reaction has the
numerical value of 1000 ft3 /(lbmole min ). Both A and B are perfect gases.
Because of their low temperature, no reaction occurs in the lines to and from the
vessel. If under steady state condition, the product stream is to contain 33 1/3
mole % B, how large ( in cubic feet ) should be the volume of the reaction container ?
(b) After the steady state of a) has been attained, the valve on the exit pipe of
isothermal vessel is abruptly closed. The feed rate is controlled so that the total tank
pressure is maintained at 3 atm. If the mixing is still perfect, how many minutes will it
take (after the instant of closing the valve) for the tank content to be 90 mole % B. The
feed rate is controlled so that the total tank pressure is maintained at 3 atm.

Solution
a)
Mass Balance:
Feed
P = 3 atm
T = 800oC
Product
A, B
0 1 0.5 k
2
A
2
n
V
V
A:
n 2A
0 1 FAf k 2 V
V
B:
1 n 2A
0 1 FBf k 2 V
2 V
nA
PA V y A PV
RT
RT
2
yA
3
0 1 FAf 2FBf
0 1 FAf FAf
2 FBf FAf
FAf 0.5
(2 / 3) 2 32 V
0 1 0.5 (1000)
R 2T 2
n 2A
2FBf k 2 V
V
FBf
1
FAf FBf 3
(0.5)(0.7302) 2 (1260) 2
V
105.8
2
2
(1000)(2 / 3) (3)

Solution
b) Mass Balance:
A:
B:
dn A
n 2A
FAo k
dt
V
dnB
k n A2
0
dt
2V
2
A
dn
kn
FA0
0
dt
2V
FA0
dn A
n 2A
2
k
dt
V
k n A2
2V
t=0
dn A
k
n 2 2Vdt
A
1
k
tK
nA
2V
nA
PA V y A PV (2 / 3) * 3 *105.8
0.2287 0.23
(0.7302)(1260)
RT
RT
1
4.726t 4.348
0.0345
t=5.213
1
0K
0.23
t=? nA = 0.0345
nA
0.1* 3 *105.8
0.0345
(0.7302)(1260)
K 4.348
1
1000
t 4.348
nA
2 * (105.8)
1
4.726t 4.348
nA

The apparatus shown diagrammatically in fig 1 is to be used for the continuous
extraction of benzoic acid from toluene, using water as the extracting solvent
the two stream are fed into a tank A where they are stirred vigorously, and the
mixture is then pumped into tank B where it is allowed to settle into two layers.
The upper toluene layer and the lower water layer are discharged separately
and the problem is to find what proportion of the benzoic acid has passed into
the solvent phase.
Toluene + benzoic acid
water
Toluene + benzoic acid

Water+ benzoic acid

Solution:
R m3/s
Toluene
X kg/m3 benzoic acid
R m3/s
Toluene
C kg/m3 benzoic acid
S m3/s
S m3/s
water
Y kg/m3 benzoic acid
water
The mixture is so efficient that the two stream leaving the stage are always in
equilibrium with one another. This can be expressed mathematically : y = m x
Mass balance
:
Benzoic acid
:
R.C+S.0 = R.X+S.Y
R.C
= R.X+S.mX
Proportion of benzoic acid extracted is :
X=
RC
R Sm
SY
mS
E
RC R Sm

Two Stages
The above eample will now be reconsidered, but two stages will be used for the
extraction.
R
Stage 1
Stage 2
X1
X2
Y1
Y2
Mass balance
:
Stage 1 :
Stage 2 :
R C + S Y2 = R X1 + S Y1
R C + S m X2 = R X1 + S m X1 (1)
R X1 + S 0 = R X2 + S Y2
= R X2 + S m X2 (2)
From Eq.(1), we obtain, X2=((R+Sm)X1-RC)/Sm
And from EQ.(2), we obtain , X2=RX1/(R+Sm)
From the last two equations we obtain, X1=RC(R+Sm)/(R2+RSm+S2m2)
And the proportion of Benzoic acid extracted is,
E=Sm(R+Sm)/(R2+RSm+S2m2)

No gram of solid material was placed in W gram of water at time to . The liquid
was continuously stirred and maintained at a constant temperature. At the
end of t1 second, N1 gram of solid remained undissolved. At the end of very
long period of time, N2 gram of solid remained undissolved. Set up the
differential equation required to determined the rate of solution of the solid in
term of No, N1, N2, and to, t1 . Do not integrate your expression.
Notes:
It is assumed that the rate of solution is proportional to (1) the surface area of
the material and (2) the concentration driving force , where the concentration
is expressed as gram of solid per gram of water. The original solid consisted
of S sphere each of initial diameter Do ft.

Solution:
Mass balance:
System solid
C*
6
3
No N2
W
6N o
D
No

D 3o
6
3
o
D Do 3 N / No
d
[ N] 0 k c .A[C * C]
dt
No N
W
D 3 N o
N
x
6
D 3o
C
2
A = D2 S = ()(D o )
A = D2 S ;
N
D3
3
No Do
(N / N o ) 2 S
dN
No N2 No N
23
2
K c D o ( N / N o ) S
dt
W
W

Consider the case of starting the equilibrium still. The still
is initially charged with 20 lb mole of feed stock of
composition xF =0.32 mole fraction of benzene. Feed is
supplied at the rate of 10 lb mole/hr, and the heat input is
adjusted so that the total mole of liquid in the still remain
constant at 20 . It is desired to estimate the time required
for the composition of overhead product YD to fall to 0.4
moles fraction of benzene. Benzene and toluene may be
assumed to follow Raoults law, and the relative volatility
may be taken as constant at an average value of 2.48.

Solution:
Mass balance
Total
Benzene
10 D
dW
0
dt
D = 10
(10)(0.32)-DYD =
dW.x W
dx
W W
dt
dt
Hub antara YD dan XW
Feed
Distillate
XF
PB = PB* XB
PT = PT* XT
Source of heat
P = PB + PT = PB* XB + PT* (1-XB)

PB*
YB
XB
P
1
X
(1 X B ) B
XB
PB*
X B
YB
XB
XB
P
1 ( 1)X B
(1 X B )
P
PB*
YD =
PT*
P PB*
* X B (1 X B ) *
*
PB PB
PB
.X W
1 ( 1).X W

3.2 5.92 X W 24.8 X W
dX
20 W
1 1.48 X W
dt
2.48 X W
dX W
20
1
.
48
X
dt
W
3.2 10
XW XW
t t
20(1 1.48 X W )
dX W dt
3.2 20.1X W
X W 0.32
t 0
t
20 dX W
29.6 X W
dX W
3.2 20.1 X W
3.2 20.1 X W
20
3.2
ln(3.2 20.1X W ) 29.6 W
ln(
3
.
2
20
.
1
(
0
.
32
)
K
2
20.1
20.1 (20.1)
for: t = 0 Xw = 0.32
K=
0.32
20
3 .2
ln(3.2 20.1 * 0.32) 29.6
ln(
3
.
2
20
.
1
*
0
.
32
)
K
2
20.1
20
.
1
(
20
.
1
)
0.32
20
3.2
ln(3.2 20.1 * 0.32) 29.6
ln(
3
.
2
20
.
1
*
0
.
32
)
2
20.1
20.1 (20.1)
X 0.32
3.2 20.1X W
3.2 20.1 X W
20
3.2
ln(
) 29.6 W
ln(
)
2
20.1 3.2 20.1 * 0.32
20.1
3.2 20.1 * 0.32
(20.1)
YD = 0.4 Xw = 0.21
At Xw = 0.21t = 1.58 hr

A jacketed vessel of A m2 heating surface is heated by steam
condensed at TS oC. The vessel is filled with M kg liquid [heat capacity =
C joule /(kg oC)] at To oC. The value of overall heat transfer coefficient is
U watt/ (m2 oC). Obtain the temperature of liquid in the tank as a function
of time.
Solution
Heat balance :
d
MCT UA TS T
dt
MC
dT
UA dt
TS T
TS T
ln
UAt
TS To
ln
T TS (TS To ) e
UAt
TS T
U A t
TS To
TS T
e UAt
TS To

Disk shaped catalyst is used to accelerate the following irreversible first-order reaction :
A B
The concentration of A at the catalyst surface is CAS. The effective diffusivity A trough the
catalyst is DA
a) Determine concentration distribution of A in the catalyst
b) Derive an equation to estimate the mass transfer rate of A into the catalyst
Solution
N AZ
N AZ
Z Z
Z Z Z
a)
CAS
Mass Balance:
0 N AZ
( N AZ
Z Z
N AZ
Z Z Z
Z Z Z
N AZ
Z Z
ZS
As Z0
CAS
0 (
1 dN AZ
kC A )
S dZ
kC A ZS
kC A ZS

0
1 d
dC A
DA S
kC A
S dZ
dZ
B.C.1:
B.C.2:
Z 0,
dC A
0
dZ
d 2 CA
k
CA 0
dZ 2
DA
Z B, C A C AS
b)
N AZ
dC A
D
S
Z B
A
dZ
k
B
DA
C AS
CA
k
B
DA
C A K1e
C AS
K1 K 2
k
B
DA
k
Z
DA
C AS
D AS
dC A
k
K1
e
dZ
DA
B
DA
Z B
k
Z
DA
k
B
DA
D AS C A S
k
DA
K2
k
Z
DA
k
DA
k
Z
DA
K 2e
B
DA
tanh
k
Z
DA
k
B
DA
k
Z
DA
Z B
k
Z
DA
k
e
DA
k
Z
DA

A copper fin L ft long is rectangular in cross section. It is W
ft thick and B ft wide. The base of this metal is maintained
at a constant temperature TB and the fin loses heat by
convection to the surrounding air which is at a temperature
To. The surface coefficient of heat transfer is h Btu/hr (ft2
o
F).
Determine the temperature distribution in the fin?
Derive the formula to estimate heat losses from the fin to
the surrounding air!

Solution:
Accumulation = Input output
x
qx
qx
0 q x x q x
x+x
x x x
x x
2hBx (T To )
q x
2hBx (T To )
for x 0
d
hBW dT 2hB(T To )
0
dx
dx
d T 2h
(T To )
2
kW
dx
= T-To
dq x
0
2hB(T To )
dx
d 2 2h
0
2
kW
dx

d 2h
0
2
kW
dx
2
General Solution
2h
kW
Ke x Ke x
BC 1:
x = 0 T = TB = TB To
BC 2:
x=L
d
0
dx
TB -To = K1 + K2
d
K 1 e x K 2 e x
dx
0 K 1 e L K 2 e L
TB To
2 L
T
K
e
K2
K1
B
o
1
1
2 L
1 e
TB To x
TB To x
TB To

e TB To
e
K 2 TB To
2 L
2 L
2 L
1 e
1 e
1 e
TB To e x e ( 2 L x )
1 e 2 L
K 1 e 2 L

b) Heat transfer rate
L
dq x 2hBdx (T To )
0
q x 2hB (T To )dx
0
2hB(TB To ) L x
( 2 L x )
e
dx
2 L
1 e
0
2hB(TB To ) 1 x
1 x
2 L
xe
e
2 L
1 e

2hB(TB To ) 1 L
1 L 1
1
2 L
Le
2 L
1 e

2hB(TB To ) 1 L
L
2 L
qx
e e
Le
2 L
1 e

SERIES SOLUTION OF ORDINARY DIFFERENTIAL

EQUATION AND SPESIAL FUNCTION
Objective:
1.Students have ability to get series solution of ordinary differential
equation with variable coefficients
2.Student has ability to identify special functions and have ability to
apply them in solving some physicochemical problems.
POWER SERIES
Form:
n
2
A
(
x
x
0)
A
(
x
x
0 ) A ( x x 0 ) ................
n
0
1
2
n 0
Convergence:
Such a series is said to converge if it is approaches a finite value as n
approaches infinity. The simplest test of convergence is the ratio test; if the
absolute value of the ratio of the (n+1)st term to the nth term in any infinite
series approaches a limit J as n , then the series converges for J<1,
diverges for J>1 , and the test fails for J =1.
lim
n
An 1
x x0 J L x x0 1
An
Properties:
1. Within the interval of convergence of the original power series, series
formed by termwise differentiation and integration of the original series is
convergent.
2. The product of two power series converges inside the common interval
of convergence of the original series.
3.The ratio of two power series converges inside the common interval of
convergence of the original series, provided that the devisor does not
vanish in common interval.
POWER SERIES
Taylor Series
The power series may be put into the useful form known as Taylor series
y f ( x)
n 0
f n ( x0 )
( x x 0) n
n!
A function which can be represented by a Taylor series or the completely

equivalent power series about xo is said to be regular at x = xo.
SOLUTION OF LINEAR HOMOGENEOUS SECOND

ORDER DIFFERENSIAL EQUATION WITH VARIABLE
COEFFICIENT
Standard form
d2y
dy
a
(
x
)
a1 ( x ) y 0
1
2
dx
dx
The behavior of the series solutions in the neighborhood of a point xo can be
predicted from the behavior of the functions a1(x) and a2 (x) near xo. It is
customary to classify the point xo as follows:
1. xo is termed an ordinary point of the differential equation if both a1(x)
and a2 (x) can be represented by convergent power series which include x =
xo in the interval of convergence, i.e., if a1(x) and a2(x) are regular at x =
xo.
2. xo is termed a singular point of the differential equation if either a1(x)
or a2(x) fails to prove regular at x = xo.
3. xo is termed a regular singular point of the differential equation if 2
holds but the products (x xo)a1(x) and (x - xo)2a2(x) both prove to be
regular at x = xo
4. xo is termed an irregular singular point of the differential equation if 2
holds but 3 fails.

COEFFICIENT
EXAMPLE 1 :
Locate and identify the singular points of the differential equation
d2y
dy
x (1 x )
2
x
(
1
x
)
y0
2
dx
dx
2
2 2
Solution :
d2y
2 x (1 x ) dy
1
y0
2
2
2 2
2
2 2
dx
x (1 x ) dx x (1 x )
d2y
2 x (1 x )
dy
1
y0
dx 2 x 2 (1 x ) 2 (1 x ) 2 dx x 2 (1 x 2 ) 2
d2y
2
dy
1
y0
dx 2 x (1 x 2 )(1 x ) dx x 2 (1 x 2 ) 2
2
a1( x)
x.(1 x 2 )(1 x)
1
a 2( x) 2
x (1 x 2 ) 2

COEFFICIENT
Solution (continued):
1. x0 = 0 : a1(x) and a2(x) : non regular
2
x a1( x)
.(1 x 2 )(1 x)
1
x a 2 ( x)
(1 x 2 ) 2
2
2
.x.(1 x) 2
x0 = 1 : regular singular point
x 1 a 2 ( x) 2 1 2
x .(1 x)
regular
: non regular
2
( x 1)a1( x)
x(1 x )(1 x )
x 1 a 2 ( x) 2 1 2
x (1 x)
2
regular
3. x0 =-1 : a1(x) and a2(x)
regular
2. x0 = 1 : a1(x) and a2(x) : non regular

( x 1)a1( x)
x0 = 0 : regular singular point
regular
x0 = -1 : irregular singular point
non regular
regular

COEFFICIENT
1.If xo is an ordinary point of (2-11), two linearly independent power-series
solutions which are regular at x = xo will be obtained. Each solution will be of
the form.
y An x x0
n 0
2. If xo is a regular singular point of (2-11), a power-series solution which is

regular at x = xo cannot be guaranteed. However, the method of the next section
will always generate at last one of the form.
y x x0
A x x
n 0
In which s is a number whose value is determined in the course of the analysis

3. If xo is an irregular singular point of (2-11), a power-series solution may or may not
exist.

COEFFICIENT
EXAMPLE 2
Obtain the general solution of the following differential equation, valid near x = 0.
d2y
dy
x
y0
2
dx
dx
Solution :
Function a1(x) = x and a2(x) = 1 are regular for xo, so point xo is ordinary, then
the power series solution as
y ( x) An ( x) n
n 0
dy
nAn ( x ) n1
dx n 0
n.( n 1). A . x
n
n 0
n 2
d2y
n( n 1) An ( x ) n 2
2
dx
n 0
x n. An . x
n 0
n 1
An . x n 0
n 0
[2A2 + 6A3.x + 12A4.x2 + 20A5.x3 + 30A6.x4 + 42A7.x5 + ...] + [A1.x + 2A2.x2 +

3A3.x3 + 4A4.x4 + 5A5.x5 + ...] + [A0 + A1.x + A2.x2 + A3.x3 + A4.x4 + A5.x5 + ...] = 0

COEFFICIENT
From identity :
2A2 + A0
6A3 + 2A1
12A4 + 3A2
20A5 + 4A3
30A6 + 5A4
42A7 + 6A5
A2 n
= 0
= 0
= 0
= 0
= 0
= 0
A2 = -1/2 A0
A3 = -1/3 A1
A4 = -1/4 A2 = 1/8 A0
A5 = -1/5 A3 = 1/15 A1
A6 = -1/6 A4 = -1/48 A0
A7 = -1/7 A5 = -1/105 A1
( 1) n
n
A0
2 . n!
(1) n 2 n
1
1
1 7
y ( x)` A0 n .x A1 . x x 3 x 5
x ...
3
15
105
n 0 2 .n!

COEFFICIENT
METHOD OF FROBENIUS.
The method proceeds to find solution which is valid in the region of the point x = 0,
Solution valid in the region of point x = xo may be obtained by transformation of
the differential equation by use of the new variable z = x xo. In the following
discussion it is assumed that such a transformation has already been
accomplished. The Standard Form:
d2y 1
dy 1
R x 2 P( x) 2 V ( x) y 0
x
dx x
dx
Assumtions:
1.R(0)=1
2.R(x), P(x), and V(x) are regular at x = 0
R x Rk x
k 0
P x Pk x
k 0
V x Vk x k
k 0

COEFFICIENT
Form of Solution:
Rk x
k 0

k
(n s).(n s 1) An x
yx
n
A
x
n
n 0
n s2
(n s).(n s 1) R
Pk x
k 0
n0
k 0 n 0
(n s) An x n s 2
n0

A x
n 0
(n s ) Pk Vk . An x k n s 2 0
( l s k ).( l s k 1) R
k 0

Vk x k
k 0

( l s k ). Pk Vk . Al k 0
for each fixed value of l between 0 and

l0
k 0 to 0
Indicial Equation
[s(s 1 ) R o + sPo + Vo] Ao = 0

s2 + (Po 1)s + Vo = 0
n s 2
k+n=l

COEFFICIENT
l 1 k 0 to 1
s ( s 1) R1 sP1 V1 V1
A1
Ao
( s 1) s ( s 1) Po Vo
n
l n k 0 to n
Recurrence Formula:
An
q k ( s n). An k
k 1
f ( s n)
f s s 2 P0 1 s V0
q k s Rk s k Pk Rk s k Vk
2
SOLUTION OF LINEAR HOMOGENEOUS SECOND ORDER

DIFFERENSIAL EQUATION WITH VARIABLE COEFFICIENT
Form of solution:
y x s An x n
n 0
Exceptional Cases
1. If s1 and s2 do not differ by zero or a real integer, two independent solution obtained.
2. If s1 = s2 only one solution is obtained.
3. If s1 - s2 =N, where N is a a real integer, use of the larger value of s (s1) will always
given one solution .
4. In all cases in which only one solution
y1 An x n s1 AO u1 ( x)
n 0
can be found, the second independent solution is of the form
y C.u1 ( x). ln( x) Bn .x

n 0
n s2
Substitution into the original

differential equation will determine
the coefficient Bn in terms of the
arbitrary constant C.

COEFFICIENT
EXAMPLE 3
Using method of Frobenius, obtain the general solution of the following differential
equation, valid near x = 0,
d2y
dy
2 x 2 (1 2 x )
y0
dx
dx
Solution :
The differential equation is changed to the Frobenius form:
d2y 1
dy
1
R( x ). 2 . P ( x )
2 .V ( x ). y 0
x
dx x
dx
d 2 y 1 1 2 x dy 1
.
2
x
2
dx x
dx
R(x)
= 1
R(0) = 1
1 2x 1
P( x)
x
2
2
1
. . x y 0
2
1
V ( x) x
2

COEFFICIENT
R0 1, R1 R2 .......... 0
R ( x) Rk .x k R0 x R1 x R2 x 2 ........... 1
n 0
1
P x Pk x P0 P1 x P2 x .......... x
2
k 0
k
1
V x Vk x k V0 V1 x V2 x 2 ............. x
2
k 0
Indicial Equation:
P0
s P0 1 s V0 0
2
1
, P1 1, P2 P3 ............ 0
2
1
V0 0, V1 x, V2 V3 .......... 0
2
1
1 s 0
2
s2
s1
1
, s2 0
2
Recurrsion Formula
An
q k ( s n). An k
k 1
f ( s n)
2
f s s 2 P0 1 s V0

COEFFICIENT
1
s s1
2
q1 1 A0
2
A1
1
f 1
2
3
3
q1 R1 1
2
2
n=1
3 3
f
2 2
A2
n=2
A2
Generalisasi:
6 3
3
0
4 2
2
[q1 (2,5). A1 q 2 (2,5). A0 ]

f (2,5)
5 5
f
2 2
3
1 1
1 V1 0 ( 1 0) 1
2
2 2
P1 R1
1
1
2
5
5
q1 R1 1
2
2
5
3 1
1 V1 0 (1 0) 2
2
2 2
P1 R1
20
1 5
1 0
5
4
2 2
5
0
2
q2
[2. A1 0] 2
22
A1
A0
5
5
3x5
[ 2. A1 0] 2
2n
An
A1
A0
5
5
1 x 3 x 5 x ........x (2n 1)
A1
A0 2
A0
3
3
2

COEFFICIENT
for s = s1 = 0 :
n=1
A1
[q1 (1). A0 ]
f (1)
q1 1 R1 1 1 P1 R1 1 1 V1 0 0
2
1
1
2
2
A1
[ 1 / 2. A0 ]
A0
1/ 2
1
1
1 1 0
2
2
f 1 1
2
A2
n=2
n=3
[q1 (2). A1 q 2 (2). A0 ]

f (2)
1
3
q1 2 R1 2 1 P1 R1 2 1 V1 0 (1 0)(1)
2
2
1
2
f 2 2 1 2 0 3
2
2
[q1 (3). A2 q 2 (3). A1 q 3 (3). A0 ]

A3
f (3)
Generalisasi:
An
1
. A0
n!
3
[ . A1 0]
A
A
2
A2
1 0
3
2
2
A3
[ 5 / 2. A1 ] 1
1
A2 A0
15 / 2
3
6

COEFFICIENT
2n
1 n
n
y ( x) y1 ( x) y 2 ( x) A0 x
x B0 x
n 0 1x3 x5 x......x ( 2 n 1)
n 0 n!
0.5
2
22 2
1 n
y ( x) A0 x . 1
x
x ............ B0 x
1.3
1.3.5
n 0 n!
0,5

COEFFICIENT
EXAMPLE 4 :
Using method of Frobenius obtain the general solution of the following
differential equation, valid near to x = 0
d2y
dy
x 2 2 xy 0
dx
dx
SOLUTION
d 2 y 2 dy x 2
2 y0
2
x dx x
dx
R( x ).
d y 1
dy
1
.
P
(
x
)
.V ( x ). y 0
dx x 2
dx 2 x
R ( x) Rk .x k R0 x R1 x R2 x 2 ........... 1
R0 1, R1 R2 .......... 0
n0
P x Pk x k P0 P1 x P2 x 2 .......... 2
k 0
V x Vk x k V0 V1 x V2 x 2 ............. x 2
k 0
P0 2, P1 P2 P3 ............ 0
V0 0, V1 0, V2 1, V3 .......... 0

COEFFICIENT
Indicial Equation:
s 2 2 1 s 0 0
P0 1 s V0 0
s1 0, s2 1
An
Recurrsion Formula
q k ( s n). An k
k 1
f ( s n)
2
for s = s1 = 0 :
A1
[q1 (1). A0 ]
f (1)
A1
[q1 (2). A1 q 2 (2). A0 ]

A2
f (2)
A3
A4
f s s 2 P0 1 s V0
[0. A0 ]
0
2
A2
[0.0 1. A0 ]
1
A0
6
6
[ 0. A2 10
. 0. A0 ] 0
0
12
12
[ 0. A3 1. A2 0. A1 0. A0 ]
A
A
2 0
20
20 120
( 1) n
A2 n
. A0
(2n 1)!
(1) n
(1) n 2 n
2n
y1( x) x .
A0 .x A0 .
x
(
2
n
1
)!
(
2
n
1
)!
n 0
n 0
0

COEFFICIENT
Second Solution:
y2 c. u1 ( x ).ln( x ) Bn . x n s2
n0
(1) n 2 n
u ( x) .
x
(
2
n
1
)!
n 0
s2=-1
( 1) n 2 n
y2 c.ln( x ).
x Bn . x n 1
n 0 ( 2n 1)!
n0
dy2
( 1) n .2n 2 n 1
( 1) n
2 n 1
c.ln( x ).
.x
c.
.x
Bn .(n 1). x n 2
dx
n 0 ( 2n 1)!
n 0 ( 2 n 1)!
n0
( 1) .(2n 1) 2 n 2
d 2 y2
( 1) n .2n.( 2n 1) 2 n 2
( 1) n .2n 2 n 2
c
.
.x
Bn .(n 1).(n 2). x n 3
c
.ln(
x
).
.
x
c
.
.
x
2
(2n 1)!
( 2n 1)!
dx
n0
n0
n0
n 0 ( 2n 1)!
( 1) .( 2n 1) 2 n 1
( 1) n .2n.(2n 1) 2 n 1
( 1) n .2n 2 n 1
c.
.x
Bn .(n 1).(n 2). x n 2
c.ln( x ).
.x
c.
.x
(2n 1)!
(2n 1)!
n0
n0
n0
n 0 ( 2 n 1)!
n
n
n
( 1) .4n 2 n 1
( 1) .2 2 n 1
( 1)
n 2
2 n 1
c.ln( x ).
.x
c.
.x
Bn .2.( n 1). x
c.ln( x ).
x
Bn . x n 0
n 0 ( 2n 1)!
n 0 ( 2n 1)!
n0
n 0 ( 2n 1)!
n0

COEFFICIENT
( 1) n .(4n 2 2n) 2 n 1
( 1) n .( 4n 1) 2 n 1
( 1) n 2 n 1
n2
c.ln( x ).
.x
c.
. x c.ln( x ).
x
Bn .(n 1). n. x Bn . x n 0
(2n 1)!
(2n 1)!
n0
n 0
n 0 ( 2n 1)!
n0
n0
x .ln( x ) . x .ln( x ) x .ln( x )

1 15
. . x 9. x 3 13. x 5
16
. . x.ln( x ) 120
. . x 3 .ln( x ) 142
. . x 5 .ln( x )
...
... c x.ln( x )
c
... c x
3!
5!
7!
3!
5!
7!
3!
5!
7!
[ 2 B2 6 B3 x 12 B4 x 2 20 B5 x 3 30 B6 x 4 42 B7 x 5 .......] [ B0 B1 x B2 x 2 B3 x 3 B4 x 4 B5 x 5 ...] 0
identity : - term : x-1

- term : x.ln(x)
- term : x3.ln(x)
so c = 0
- term : x0
- term : x1
- term : x2
- term : x3
c=0
c{-6/3! + 1] = 0
c(20/5! - 1/3!] = 0
0=0
0=0
2B2 + B0 = 0 B2 = -B0 /2
6B3 + B1 = 0 B3 = -B1 /6
12B4 + B2 = 0 B4 = -B2 /12 = B0 /24
20B5 + B3 = 0 B5 = -B3 /20 = B1 /120

COEFFICIENT
B2 n 1
( 1) n . B1
(2n 1)!
B2 n
( 1) n . B0
(2n)!
( 1) n 2 n 1
( 1) n
y 2 B0
.x
B1
. x 2n
n 0 ( 2n)!
n 0 ( 2n 1)!
( 1) n 2 n 1
( 1) n
( 1) n
2n
.x
B1
. x 2n
y A0 .
x B0
n 0 ( 2n)!
n 0 ( 2n 1)!
n 0 ( 2n 1)!
( 1) n 2 n 1
( 1) n
y B0
.x
( A0 B1 )
. x 2n
n 0 ( 2n)!
n 0 ( 2n 1)!
(1) n 2 n 1
(1) n
y B0
.x
C0
.x 2 n
n 0 ( 2n)!
n 0 ( 2n 1)!

COEFFICIENT
BESSEL EQUATION
d2y
dy
2
2
x
(
x
p
)y 0
2
dx
dx
2
p0
y C1 J P x C 2 J P x
integer
2k p
x
(1)
2
J p ( x)
k 0 k!( k p )!
p0
p Integer=n
2k p
x
(
1
)

2
J p ( x)
k 0 k !( k p)!
Bessel function of the first

kind of order p
y C1 J n x C 2Yn x
x
( n k 1)!
n 1
2
1
J n ( x)
2 k 0
k!
ln x
2 2
Yn ( x )
1
( 1) k 1 ( k ) ( k n)
2 k 0
2 k n
Bessels function of the second

kind of order n
2 k n
x

2
k !(n k )!
=0.5772157
Eulers constant
k
1
k , k 0
0 1
m
m 1

COEFFICIENT
d2y
dy
2
2
x
(
x
p
)y 0
2
dx
dx
2
p0
p integer
y C1 I P x C 2 I P x
2k p

2
I P ( x)
k 0 k!( k p )!
p0
p integer
y C1 I n x C 2 K n x
Kn x
n 1
i J n (ix ) i.Yn (ix )
2

COEFFICIENT
GENERALIZED FORM OF BESSELS EQUATION.
d2y
r dy
2s
r
2
2r
x
x
(
a
2
bx
)
(
c
dx
b
(
1
r
).
x
b
.
x
)y 0
2
dx
dx
2
General Solution:
yx
1 1 a
p
s 2
d /s
=real p 0
d /s
=real
d /s
=imaginer
d /s
p0
=imaginer
p integer
p integer=n
p0
p integer
p=0, p=integer=n
c1Z p
(1 a ) / 2 ( b. x r / r )
. x c2 Z p
Z P J P , Z P J P
Z P J n , Z P Yn
Z P I P , Z P I P
Z P I n , Z P K n
.x

s

s

COEFFICIENT
Example -5
Find general solution of the following equation:
d 2 y 1 dy 1
x
x
x y0
dx 2 2 dx 16
2
Solution
1
1
a 2bx r a , b 0
2
2
1
1
1
x c d x 2 s b1 a r x r b 2 x 2 r c 0, d , s
16
16
4
d
real
s
p 1
1
1
1
2
p
1/ 4 2
0 1
Z P J 1 , Z P Y1
yx
1 / 2
0
2
e c1 J 1
1
16 4
x c 2Y1

1
1
16 4
x
x 0.25 c1 J 1 x 0.25 c 2Y1 x 0.25

COEFFICIENT
Properties of Bessel Functions.
Form of Curve
K0(x)
I0(x)
1.0
1.0
-1.0
2.0
3.0
J0(x)
Y0(x)

COEFFICIENT
Approximation for small x value
J P ( x)
1
p
2 p!
.x
2 n (n 1)! n
Yn ( x)
x ,n 0
I P ( x)
1
2 p p!
.x p
K n ( x) 2 n 1 (n 1)! x n , n 0
1
J P ( x)
.x p
( p )!
Y0 ( x )
2
ln x
2p
I P ( x)
.x p
( p)!
K 0 ( x) ln x

COEFFICIENT
Approximation for very large x value
J P ( x)
2
p
cos x
.x
4
2
Yn ( x)
2
p
sin x
.x
4
2
I P ( x)
ex
2x
K n ( x)
x
.e
2x

COEFFICIENT
Bessel functions of order equal to half an odd integer
2
J 1 / 2 ( x)
sin x
x
I 1 / 2 ( x)
2
sinh x
x
J n 1 / 2 ( x)
J 1 / 2 ( x)
2
cos x
x
2
I 1 / 2 ( x)
cosh x
x
2n 1
J n 1 / 2 ( x) J n 3 / 2 ( x)
x
I n 1 / 2 ( x)
2n 1
I n 1 / 2 ( x) I n 3 / 2 ( x)
x

COEFFICIENT
Differentiation and Integration Properties of Bessel Function
x p Z p 1 (x ); Z J , Y , K
d p
x Z p (x )
p
dx
x Z p 1 (x ); Z I
x p Z p 1 (x ); Z J , Y , I
d p
x Z p (x )
p
dx
x Z p 1 (x ); Z K
d
Z p (x )
dx
Z
(
x
)
Z p (x ); Z J , Y , K
p
d
x
Z p (x )
dx
Z p 1 (x ) p Z p (x ); Z I
p
Z p 1 (x ) Z p (x ); Z J , Y , I
x
p
Z p 1 (x ) Z p (x ); Z K
x
d
2
I p (x ) I p 1 (x ) I p 1 (x )
dx
d
Kn (x) Kn1 (x) Kn1 (x)
dx

COEFFICIENT
Recursion Formula
x
Z p (x )
Z p 1 (x ) Z p 1 (x ) ; Z J , Y
2p
x
I p (x )
I p 1 (x ) I p 1 (x )
2p
K n (x )
x
K n 1 (x ) K n1 (x )
2p
J n (x ) (1) n J n (x )
I n (x ) I n (x )
K n (x ) K n ( x )
when n = 0 or integer

COEFFICIENT
Values of x for which
J0(x) = 0
Value of x for which

J1(x) = 0
2.4048
3.8317
5.5201
7.0156
8.6537
10.1735
11.7915
13.3237
14.9390
16.4706

COEFFICIENT
EXAMPLE 7
The Wedge-shaped Fin. The differential equation resulting from the analysis of
heat flow through and from a wedge-shaped fin was given below.
d 2 y dy 2h sec L
x 2
y0
dx
kw
dx
where
y = T - Ta
T = local fin temperature at x
Ta = temperature of surrounding air
h = heat transfer coefficient , Btu/hr.ft2.oF
k = thermal conductivity of fin material,
u/hr.ft.oF
L = total length of fin, (ft)
= half wedge angle of fin
(1)
Ta =1000 F
TL =2000 F, temperature at x = L
L = 1 ft
h = 2 Btu/(hr)(ft2 )(0F)
k = 220 Btu/(hr)(ft)(0F)
Sec =1
W = 1/12 ft
a. Prove equation (1)

b. Determine the temperature distribution in the fin
c. Determine total rate of heat transfer from the fin to the surrounding air

COEFFICIENT
Solution
Heat balance on an element of x thickness:
a)
0 qx
x x
qx
x x x
2 q conv q x
q conv
qx
B q
x x x x
qx
x x x
qx
x x
y T Ta
x x
qx
x x
2 h x sec W T T 0
a
2 h sec W T Ta 0
dq x
2 h sec W T Ta 0
dx
dT
q x k bW
dx
x x x
x
B
L
x
dT
d k BW
L
dx
2 h sec W T Ta 0
dx
dT
d x
dx 2h sec L T T 0
a
dx
kB
d 2 y dy 2h sec L
x 2
y0
dx
kB
dx

COEFFICIENT
b)
d 2 y dy 2h sec L
x 2
y0
dx
kB
dx
2 h L sec
kB
General Solution:
d2y
dy
x
x
x y 0
2
dx
dx
d 2 y dy
x 2 y 0
dx
dx
y T Ta c1 I 0 (2 x ) c 2 K 0 (2 x )
Boundary Condition:
BC1: x=0 y=finite
T Ta c1 I 0 (2 x )
K0 0
BC2: x=L=1 y = TL- Ta

=200-100=100
2.2.1.12
0.218
220.1.1
200 100 c1 I 0 2 0.218 c1 I 0 0.934 1.230c1
T 81.2 I o 0.934 x 100
c1 81.2

COEFFICIENT
c)
q h(T Ta )dA W h(T Ta )2 sec dx

L
q 2c1Wh sec [ I o (2 x )]dx

0
z 2 x
1 2 L
1
2
[I o (2 x )]dx 2 zI o (z)]dz 2 zI1 (z) 0
0
0
q
q
2c1Wh(sec ) L
I1 ( 2 L )
L
2c1Wh(sec ) L
I 1 ( 2 L )
(2)(81.2)(1)(2)(1)(1)
(0.218)(1)
L
L
I 1 ( 2 L )
0.934
I 1 2 (0.218)(1)
Special Function
Gamma Function
( n) t n1 e t dt , n 0
0
( n 1) n ( n)
( n 1) t e dt t
n
n t
(3.5)
n t e dt 0 n t n e t dt n ( n)
n
= 2.5(2.5) = 2.5 x 1.5(1.5) = 2.5 x 1.5 x 0.5(0.5); (0.5) = = 1.76

= 2.5 x 1.5 x 0.5 x 1.76 = 3.30; (0.5) = = 1.76 dan ; (1) = 1
(n) = n!
N
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
(n)
9.5
1
4.5
9
2.99
2.2
2
1.7
6
1.4
9
1.3
0
1.1
6
1.0
7
1.0
0
(n) = (n+1)/n
(-0.5) = (0.5)/-0.5 = -3.5222.
For n = 0 or negative integer, the value of (n) equal to infinite: (n) = ,

where for n = negative even number, (n) = and for n = negative odd number
: (n) = - .
Special Function
Beta Function
1
m, n x m 1 (1 x) n 1 dx
0
m, n
(m).(n)
( m n)
Bentuk bentuk Fungsi Betta:

m, n a
1 m n
m 1
n 1
y
(
a
y
)
dy
y= a x
m, n y
n 1
(1 y )
mn
dy
/2
m, n 2 cos 2 m 1 . sin 2 n 1 d
0
y
y 1
x sin 2
Special Function
Error Function
x > 2.8,
2
erf ( x)
n
e
dn
Er. f(x)
Er. f(x)
0.0
0.0000
1.6
0.9763
0.2
0.2227
1.8
0.9891
0.4
0.4284
2.0
0.9953
0.6
0.6039
2.2
0.9981
0.8
0.7421
2.4
0.9993
1.0
0.8427
2.6
0.9998
1.2
0.9103
2.8
0.9999
1.4
0.9523
erf ( x) 1
x2
e
1
1.3
1.3.5
1 2
2 2
2 3
2x
(2 x ) (2 x )
x
PARTIAL DIFEERENTIAL EQUATION

Partial differential equation is a differential equation containing an unknown
function ( or dependent variable) and several independent variables. So,
the partial differential equation involves partial derivatives
The order of a partial differential equation is the order of the highest
derivative appearing in the equation. A partial differential equation is
said to be linear if no powers or product of the dependent variable or
its partial derivatives are present.
If all terms in the partial differential equation have the same order
than the equation is said to be homogeneous
Linear second order partial differential equation with constant coefficients:
2u
2u
2u
u
u
A 2 2B
Cx 2 D E
Fu f ( x , y )
xy
x
y
x
y
Homogeneous linear second order partial differential equation with constant coefficients:
2u
2u
2u
u
u
A 2 2B
Cx 2 D E
Fu 0
xy
x
y
x
y

CLASSIFICATION OF PARTIAL DIFFERENSIAL EQUATION
The second order partial differential equation can be classified as :
- Elliptic, if B2-AC < 0
- Hyperbolic, if B2 - AC > 0
- Parabolic, if B2 - AC = 0
2u 2u
2 0
2
x
y
Two dimensional Laplace equation or Potential equation is Elliptic

A = 1, B = 0, and C = 1, therefore B2 - AC = 0 - 1.1 = -1 < 0.
2
u
2 u
c
t
x 2
2
2u
2 u
c
2t
x 2
One dimensional Heat equation is Parabolic

*A = c2 , B = 0, and C = 0, therefore B2 - AC = 0 c2 .0 = 0.
One dimensional Wave equation is Hyperbolic
A = C2, B = 0, and C = -1, therefore B2 - AC = 0 c2 (-1) = c2 > 0.

SOLUTION OF PARTIAL DIFFERENTIAL EQUATION
The solution of a partial differential equation in a region R of its

independent variables is a function where all the partial derivatives
are exist in this region and the function satisfies the equation at all
points in this region. The function has to be continue at boundary of
R. Such functions are very numerous. A unique solution is limited by
boundary condition and initial condition.
Theorem 1 : If u1 , u2 , ..., uk are the solution of Eq.(2) then u = c1u1 +
c2u2 + ... + ck uk , where c1 , c2 ,..., ck are constants , is also the
solution.
Theorem 2 : If u1 , u2 , ..., un , ... are the solution of Eq.(2) then
u Cn .u n
n 1
is also the solution.

TYPES OF PROBLEMS AND METHODS OF SOLUTION
There two kinds of problems: Initial value problems and

Boundary value problems. For the Boundary value
problem, the region is finite and the boundary condition is
set at all part of region boundary, while for initial value
problem, the region is not finite.
There are some methods to solve the partial
differential equation. The following are some of the
methods:
Laplace Transform.
Separation of Variables.
Combination of Variables.

Laplace Transform
Generally Laplace Transform method is used to solve Initial value Problems.
Steps of solution are:
1) Operate Laplace Transform on P.D.E and the boundary conditions using the
initial conditions. This operation results an ordinary differential equation of
dependent variable in Laplace domain.
2) Solve the equation in (1) to obtain an expression of dependent variable in
Laplace domain.
3) Operate inverse transform on the expression of dependent variable obtained in
(2).
Example 3.1:
Heat transfer in semi infinite wall.
A very thick slab (slab with infinite thick) initially at temperature of T0 through-out.
Suddenly one of the slab surface is contacted with hot liquid at temperature Ts.
Determine the temperature distribution in the slab.

Solution :
The heat transfer phenomena in the slab is described by the following partial
differential equation (Prove it!):
T
k 2T
t . C p x 2
2
T
2 T
t
x 2
(E1-1)
Initial condition:
T(x,0) = T0
Boundary conditions: 1. T(0,t) = Ts
2. T(,t) = T0
(E1-2)
(E1-3)
(E1-4)
Step 1 :
Operate Laplace trasform on Equation(E1-1):
2T
T
2
L
. L
2
d 2T
s. T T ( x ,0)
dx 2
2
T0
d 2T
s
.
T
dx 2 2
2
Operate Laplace transform on The boundary conditions ( Eq.(E1-3) and Eq.(E1-4)

1. L{T(0,t)} = L{Ts}
T ( 0, s)
Ts
s

T ( , s)
2. L{T(,t)} = L{T0}
T0
s
Step 2 :
The general solution of Eq.(E1-5) is:
T K1 . e
s
.x
K2 . e
s
.x
T0
s
From B.C.2 (Eq.(E1-7)) and Eq.(E1-8)) we obtain K1 = 0. Therefore Eq.(E1-8)

become:
T K2 . e
s
.x
T0
s
From BC.1 (Eq.(E1-6)) and Eq.(E1-9) the following equation is obtained:

Ts
T
T T0
K2 0 K2 s
s
s
s
Substitute Eq.(E1-10) into Eq.(E1-9),
Ts T0 s .x T0
T
.e
s
s

Step3 :
T ( x, t ) L1 T ( x, s )
1 s x
TS T0 L .e T0 L1 1
s
s
Ts T0
Erf
T0
2. . t
using boundary condition x = 0 erf(0) = 0 and x = erf() = 1 Eq.(E1-12) become:
x
T x, t TS T0 1 Erf
T0
2. . t

SEPARATION OF VARIABLES METHOD
For the application of this method the following conditions have to be satisfied:
1. The differential equation is homogeneous.
2. The boundary condition is homogeneous.
General steps:
1)Perform variable separation to obtain two ordinary differential equations.
2)Solve these two equations satisfying boundary conditions to obtain partial solutions.
3)Obtain total solution satisfying initial condition.
If the boundary conditions and differential equation are not homogeneous then before the
application of this method it is necessary to perform variable transformation so that the boundary
condition and the differential equation become homogeneous.
For non-homogeneous boundary conditions for instance U(0,t) = U0 and U(L,t) = UL perform
the following variable substitution (in case of Cartesian coordinate):
V
= U + a + bx
V(0,t)
= U(0,t) + a
0
= U0 + a a = -U0 ,
V(L,t)
= U(L,t) + a + bL
0
= UL + a + bL
U UL
0 UL U0 b L b 0
L
U U L
V U U0 0
x
L
U V U0
(See Example 3.5 for the explanation of this)
U0 U L
x
L

For non-homogeneous differential equation, dependent variable is expressed as
the summation of steady state solution ( function of only spatial coordinate) and
deviation variable ( function of time and spatial coordinate ).
For example consider the following partial differential equation:
2
T
2 T
g( x, t )
2
t
t
with initial condition : T(x,0) = f(x) and boundary condition: T(0,t) = T(L,t) = 0. First,
perform the following substitution: T(x,t) = V(x,t) - W(x,t). Then, the differential
equation becomes the following differential equations:
2
V
2 V
t
t 2
where V(x,0) = f(x) and V(0,t) = V(L,t) = 0

2
W
2 W
g( x, t )
t
t 2
where W(x,0) = 0 and W(0,t) = W(L,t) = 0.

Example 3.2 :
A rod with isolated side surfaces has initial temperature distribution: T(x,0) = f(x).
Suddenly (at t = 0), the two ends of the rod are contacted with iced water ( the
temperature is maintained at 0 oC ).
X
0 oC
0 C
Determine the temperature of the rod as function of x and t .

Solution:
Heat transfer phenomena in the rod can be described as :
2
T
2 T
t
t 2

Initial condition: T(x,0) = f(x)
(E2-2)
Boundary condition:
T(0,t) = 0 dan T(L,t) = 0
(E2-3)
Eq.(E2-1) is homogeneous partial differential equation and the boundary conditions
are also homogeneous. Then the method of separation variable can be applied.
Step 1 :
T(x,t) = F(x).G(t)
Substitute Eq.(E2-4) into Eq.(E2-1)
F . G ' F ". G
2
(E2-4)
G'
F'
2 .G F
It can be concluded that both sides of Eq.(E2-5) are constant:

G'
F'
C
2 .G F
Eq.(E2-6) can be decomposed into 2 equations
(E2-5)
(E2-6)
G 'C 2 G
(E2-7)
F " C F 0
(E2-8)

The constant C may have the following values:
a. C > 0 :
The solution of Eq.(E2-8) is:
From boundary conditions:
F ( x ) K1 . e
C .x
K2 . e
C .x
0 = K1 + K2
0 K1.e
CL
K 2 .e
C .L
then the values of K1 and K2 are: K1 = 0 and K2 = 0, there we get trivial solution.
b. C = 0 :
The solution of Eq.(E2-8) is : F ( x ) K1 K 2 . x
From the boundary conditions: 0 = K1
0 = K1 + K2.L
and the value of integration constants: K1 = 0 and K2 = 0, again we obtain trivial

solution.

c. C < 0 :
The solution of Eq.(E2-8) is:
From the boundary conditions:
F ( x ) K1 .cos( C . x ) K 2 .sin( C . x )
0 = K1
0 K1. cos( C .L) K 2 . sin( C L)
Then the value of integration constants: K1 = 0 dan K2 0. In this case we obtain

non-trivial solution, the solution we expected.
Therefore the value of C must be negative,for instance C = -p2.Then the Eq.(E28) become:
F " p2 F 0
G' p 2 2 G

Step 2 :
The solution of Eq.(E2-9) :
The general solution of Eq.(E2-9) is:
F(x) = K1.cos (px) + K2.sin (px)
From boundary condition: F(0) = 0 , we obtain: 0 = K1 + 0 or K1 = 0
Then the general solution becomes:F(x) = K2.sin (px), and using the other
boundary condition: 0 = K2.sin (pL), then sin (pL) = 0. so, pL = n. or p =
n./L, where n = 1,2,3, ... .. Finally, the solution of Eq.(E2-9) becomes:
Fn ( x ) K 2 n .sin
n. . x
L
*The solution of Eq.(E2-10):
G e p
Therefore:
Gn ( t ) e
. .t
n 1
n 1
n.
. 2 .t
T x, t Tn x, t Fn ( x).Gn (t )
n.
2
. .t
L
n. .x
T ( x, t ) K 2 n . sin
.e
L
n1
n. .x
A
.
sin
.e
n
L
n1
n.
2
. .t
L

Step 3 :
From initial condition: T ( x,0) f ( x)
n. .x
A
.
sin
n
L
n1
E2-11
It can be seen that f(x) is Sinus Fourier series where:

2
n. . x
An f ( x ).sin
dx
L0
L
L
E2-12
Therefore the overall solution is Eq.(E2-11) with constants An obtained from Eq. (E2-12).

Kombinasi Variabel.
An illustrative example of this method is heat transfer problem in semi infinite (very
thick) wall. We define new variable:
x
2. . t
Partial differential equation describing this heat transfer problem is:

2
T
2 T
t
x 2
Initial Condition:
t=0
0<x<~
T = T0
Boundary Condition: t > 0
x=0
T = Ts
t>0
x=~
T = T0

Solution:
T T t
x
T
.
.
t t t
4. . t . t
T T
1
T
.
x x 2. . t
1 T
2. . t
1
2T
.
x 4. 2 .. t 2
x
2T
x
x 2
Substitution :
2T
2. x
T
.
.
2
2
2. . t
1
2T
.
.
4. 2 ..t 2
x
T
.
4. . t . t
2 T R
T
R
R
R 2..
R
2.. R
T K . e
1
then:
R K1 . e
T K1 . . e K2
0
T
K1 . e

Kondisi-kondisi batas dalam variabel adalah :
=0
=
: T = Ts
: T = T0
(8)
(9)
dari kondisi batas pers. (8) dan pers. (7) :
Ts = 0 + K2 K2 = Ts, sehingga :
T K1 .
T K1 . . e Ts
2
Erf () Ts
2
dari kondisi batas pers. (9) dan pers. (11) :

T0 K1 .
.(1) Ts
2
K1 .
T0 Ts
2
Dengan kondisi batas x = 0 erf(0) = 0 dan x = erf() = 1, sehingga pers. (11)

menjadi :
x
T x, t TS T0 1 Erf
T0
2. . t

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CHEMICAL ENGINEERING

Objective: Students have capability to develop mathematical

Solution of Mathematical Formulation

Convection (Interface Transport):

LUMP PARAMETER AND DISTRIBUTED

GENERAL TYPE OF BOUNDRY

h=heat transfer coefficient

4. At solid-solid interface, the continuity of temperature and the normal

GENERAL TYPE OF BOUNDRY

kc = mass transfer coefficient

GENERAL TYPE OF BOUNDRY

ILLUSTRATIVE EXAMPLES (1)

ILLUSTRATIVE EXAMPLES (1)

Conservation of mass (salt)

Conservation of mass (salt)

ILLUSTRATIVE EXAMPLES (1)

Eq (2) is differentiated with respected to t:

Eq. (2) is substituted into Eq. (1):

C 2 26.3261e 0.31t 6.33e 0.129t

C1 16.125e 0.031t 3.875e 0.129t

ILLUSTRATIVE EXAMPLES (2)

ILLUSTRATIVE EXAMPLES (2)

ILLUSTRATIVE EXAMPLES (2)

ILLUSTRATIVE EXAMPLES (3)

Toluene + benzoic acid

ILLUSTRATIVE EXAMPLES (3)

Proportion of benzoic acid extracted is :

ILLUSTRATIVE EXAMPLES (3)

ILLUSTRATIVE EXAMPLES (4)

ILLUSTRATIVE EXAMPLES (4)

ILLUSTRATIVE EXAMPLES (5)

ILLUSTRATIVE EXAMPLES (5)

P = PB + PT = PB* XB + PT* (1-XB)

ILLUSTRATIVE EXAMPLES (5)

ILLUSTRATIVE EXAMPLES (6)

ILLUSTRATIVE EXAMPLES (7)

ILLUSTRATIVE EXAMPLES (7)

ILLUSTRATIVE EXAMPLES (8)

ILLUSTRATIVE EXAMPLES (8)

ILLUSTRATIVE EXAMPLES (8)

ILLUSTRATIVE EXAMPLES (8)

SERIES SOLUTION OF ORDINARY DIFFERENTIAL

A function which can be represented by a Taylor series or the completely

SOLUTION OF LINEAR HOMOGENEOUS SECOND

SOLUTION OF LINEAR HOMOGENEOUS SECOND

SOLUTION OF LINEAR HOMOGENEOUS SECOND

x0 = 1 : regular singular point

3. x0 =-1 : a1(x) and a2(x)

2. x0 = 1 : a1(x) and a2(x) : non regular

x0 = 0 : regular singular point

x0 = -1 : irregular singular point

SOLUTION OF LINEAR HOMOGENEOUS SECOND

2. If xo is a regular singular point of (2-11), a power-series solution which is

In which s is a number whose value is determined in the course of the analysis

SOLUTION OF LINEAR HOMOGENEOUS SECOND

[2A2 + 6A3.x + 12A4.x2 + 20A5.x3 + 30A6.x4 + 42A7.x5 + ...] + [A1.x + 2A2.x2 +

SOLUTION OF LINEAR HOMOGENEOUS SECOND

SOLUTION OF LINEAR HOMOGENEOUS SECOND

2.R(x), P(x), and V(x) are regular at x = 0

SOLUTION OF LINEAR HOMOGENEOUS SECOND

for each fixed value of l between 0 and

[s(s 1 ) R o + sPo + Vo] Ao = 0

SOLUTION OF LINEAR HOMOGENEOUS SECOND