Fourier Series in Solving PDEs - 15.2 | 15. Fourier Series Solutions to PDEs | Mathematics - iii (Differential Calculus) - Vol 2
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15.2 - Fourier Series in Solving PDEs

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Interactive Audio Lesson

Listen to a student-teacher conversation explaining the topic in a relatable way.

Introduction to Fourier Series in PDEs

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0:00
Teacher
Teacher

Welcome, class! Today we will explore how Fourier series can be used to solve partial differential equations. Does anyone know what a Fourier series is?

Student 1
Student 1

Isn't it a way to express a function as a sum of sine and cosine terms?

Teacher
Teacher

Exactly! Great answer. We use Fourier series especially in cases where the function is periodic. Can anyone tell me why using Fourier series is particularly helpful for solving PDEs?

Student 2
Student 2

It simplifies the problem into ordinary differential equations which are easier to solve?

Teacher
Teacher

Correct! We convert a PDE into an infinite set of ODEs. This approach is crucial for boundary value problems.

Solving the Heat Equation

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0:00
Teacher
Teacher

Now, let's look at the Heat Equation, which can be expressed as \( \frac{\partial u}{\partial t} = \alpha^2 \frac{\partial^2 u}{\partial x^2} \). What boundary conditions do we apply here?

Student 3
Student 3

We use \( u(0,t) = 0 \) and \( u(L,t) = 0 \) as the boundary conditions.

Teacher
Teacher

Right! The first step is to assume a solution of the form \( u(x,t) = X(x)T(t) \). Can anyone explain what happens next?

Student 4
Student 4

We separate the variables and get two ODEs that we can solve independently!

Teacher
Teacher

Exactly! After solving, we obtain the general solution which features an infinite series...

Wave Equation Application

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Teacher
Teacher

Next, let’s discuss the Wave Equation given by \( \frac{\partial^2 u}{\partial t^2} = c^2 \frac{\partial^2 u}{\partial x^2} \). What initial conditions do we have?

Student 1
Student 1

We start with \( u(x,0) = f(x) \) and the first derivative \( \frac{\partial u}{\partial t}(x,0) = g(x) \).

Teacher
Teacher

Exactly right! The solution includes both Fourier sine and cosine coefficients. Can anyone describe the importance of these coefficients?

Student 2
Student 2

They help determine how the initial conditions shape the wave over time.

Teacher
Teacher

Absolutely! The coefficients reflect how the initial shape and motion evolve. Let’s summarize this: Fourier series simplify the wave equation as well.

Laplace's Equation and Applications

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0:00
Teacher
Teacher

Finally, let’s talk about Laplace's Equation for steady state problems. This is given by \( \frac{\partial^2 u}{\partial x^2} + \frac{\partial^2 u}{\partial y^2} = 0 \). Why is this significant?

Student 3
Student 3

Because it describes steady-state heat conduction where temperatures do not change over time, right?

Teacher
Teacher

Exactly! And by applying Fourier series, we can express solutions based on the boundary conditions we set. Who can summarize the importance of Fourier series in solving PDEs?

Student 4
Student 4

They turn complex problems into simpler ODEs that can be solved more easily, especially with boundary conditions!

Teacher
Teacher

Great summary! We see that Fourier series are indeed vital in tackling various types of PDEs efficiently.

Introduction & Overview

Read a summary of the section's main ideas. Choose from Basic, Medium, or Detailed.

Quick Overview

This section covers the application of Fourier series in solving partial differential equations (PDEs), specifically focusing on the Heat Equation, Wave Equation, and Laplace's Equation.

Standard

Fourier series are integral in solving classical PDEs such as the Heat Equation, Wave Equation, and Laplace's Equation. The method transforms complex PDEs into simpler ordinary differential equations (ODEs), facilitating easier solutions. This section explores the essentials of Fourier series and their application in different PDEs.

Detailed

Fourier Series in Solving PDEs

Fourier series play an essential role in solving Partial Differential Equations (PDEs) prevalent in various physical phenomena such as heat conduction, wave motion, and fluid dynamics. Essentially, a Fourier series represents a periodic function as a sum of sine and cosine functions.

Overview of Fourier Series

In the context of PDEs, the Fourier series method is particularly powerful for handling boundary value problems in which the solution is expressed periodically.

Classical PDEs Addressed

The section revisits the following classical PDEs through the lens of Fourier series:

  1. Heat Equation : Given as \( \frac{\partial u}{\partial t} = \alpha^2 \frac{\partial^2 u}{\partial x^2} \), with boundary conditions \( u(0,t) = 0 \) and \( u(L,t) = 0 \) and initial conditions; the separation of variables technique leads us to the general solution featuring an infinite sum of sine functions.
  2. Wave Equation: Given as \( \frac{\partial^2 u}{\partial t^2} = c^2 \frac{\partial^2 u}{\partial x^2} \), with similar boundary conditions and separate initial conditions. The solution appears in the form of Fourier sine and cosine coefficients.
  3. Laplace's Equation: This form applies to steady-state heat conduction problems and can also be tackled using the Fourier series by separating variables appropriately.

In conclusion, the Fourier series method acts as a bridge, transforming complex PDEs into manageable ordinary differential equations, making it a vital tool in both theoretical and applied mathematics for B.Tech students.

Youtube Videos

But what is a partial differential equation?  | DE2
But what is a partial differential equation? | DE2

Audio Book

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Introduction to Classical PDEs

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We focus on solving three classical PDEs using Fourier series:
A. Heat Equation
B. Wave Equation
C. Laplace Equation

Detailed Explanation

This chunk introduces the main types of Partial Differential Equations (PDEs) that will be solved using Fourier series. These include the Heat Equation, which models heat distribution; the Wave Equation, which models wave motion; and the Laplace Equation, often used in steady-state problems.

By identifying these equations, we set the stage for applying Fourier series methods, which can simplify and provide solutions to complex problems in physics and engineering.

Examples & Analogies

Think of the Heat Equation in the context of cooling a cup of coffee. Initially, the coffee is hot, but over time it cools down to room temperature. The Heat Equation can help us predict how quickly the temperature changes over time, similar to measuring the temperature changes in your cup as it slowly cools.

Heat Equation - Form and Conditions

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Form:
βˆ‚π‘’/βˆ‚π‘‘ = 𝛼² βˆ‚Β²π‘’/βˆ‚π‘₯Β², 0 < π‘₯ < 𝐿, 𝑑 > 0
Boundary Conditions:
𝑒(0,𝑑) = 0, 𝑒(𝐿,𝑑) = 0
Initial Condition:
𝑒(π‘₯,0) = 𝑓(π‘₯)

Detailed Explanation

This chunk presents the mathematical formulation of the Heat Equation, which describes how heat evolves over time in a given space. The equation states that the rate of change of temperature with respect to time (βˆ‚u/βˆ‚t) relates to the second spatial derivative of temperature (βˆ‚Β²u/βˆ‚xΒ²), scaled by a constant (Ξ±Β²), which is related to the material properties.

The boundary conditions specify that the ends of the domain (at x=0 and x=L) are kept at zero temperature, while the initial condition gives the temperature distribution at time t=0. These constraints set up a well-defined problem that can be solved using Fourier series.

Examples & Analogies

Imagine a metal rod that is heated only in the middle; the ends are held in ice. The temperature at both ends will always remain at zero due to the ice, and how the temperature in the rod changes over time can be described by the Heat Equation. It allows us to predict how heat will flow and distribute along the rod.

Solution Approach for Heat Equation

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Solution Approach:
1. Separation of Variables: Assume 𝑒(π‘₯,𝑑) = 𝑋(π‘₯)𝑇(𝑑)
2. Substituting in the PDE and separating variables gives:
1/𝛼²𝑇(𝑑) d𝑇/d𝑑 = 1/𝑋(π‘₯) d²𝑋/dπ‘₯Β² = -πœ†
3. Solve two ODEs:...
4. General solution:
𝑒(π‘₯,𝑑) = βˆ‘π΅ sin(π‘›πœ‹π‘₯/𝐿)e^{-𝛼²(π‘›πœ‹/𝐿)²𝑑}

Detailed Explanation

In this chunk, we describe the method of separation of variables, which is a powerful technique for solving PDEs. We assume that the solution can be decomposed into two functions: one dependent on x and the other on t. This allows us to create two ordinary differential equations (ODEs) from the original PDE. After solving these ODEs, we combine the results to formulate the general solution which expresses the temperature distribution over time.

The final solution includes a series that uses sine functions to respect the boundary conditions and reflects how the initial temperature distribution evolves over time.

Examples & Analogies

Imagine you're playing two musical notes on a piano simultaneously, one for the x position of a string and another for the time. By breaking down the complex sounds (the PDE) into individual notes (the ODEs), you can easily play them one by one, eventually creating the full melody (the general solution).

Wave Equation - Overview

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Form:
βˆ‚Β²π‘’/βˆ‚π‘‘Β² = 𝑐² βˆ‚Β²π‘’/βˆ‚π‘₯Β²
Boundary Conditions:
𝑒(0,𝑑) = 𝑒(𝐿,𝑑) = 0
Initial Conditions:
𝑒(π‘₯,0) = 𝑓(π‘₯), βˆ‚π‘’/βˆ‚π‘‘ = 𝑔(π‘₯)

Detailed Explanation

The Wave Equation describes how waves propagate in a medium, whether it be sound waves, water waves, or vibrations in a string. It shows that the acceleration of a wave at a point in time and space is proportional to the spatial curvature of the wave profile.

The boundary conditions set that the ends of a string (or medium) are fixed, meaning that the wave must also be zero at those points. The initial conditions, given by two different functions, define the shape of the wave at the start and its initial velocity.

Examples & Analogies

Consider a guitar string. When you pluck it, the string vibrates, creating sound waves. The Wave Equation can help describe how that vibration travels along the string and how it starts at the moment you pluck it, just like registering where your finger is on the string and how quickly it moves at the beginning.

Laplace Equation - Steady State Heat

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Form (in 2D):
βˆ‚Β²π‘’/βˆ‚π‘₯Β² + βˆ‚Β²π‘’/βˆ‚π‘¦Β² = 0
Used in steady-state heat conduction problems. The method of separation of variables leads to Fourier sine or cosine series in one direction, depending on boundary conditions.

Detailed Explanation

The Laplace Equation is crucial in steady-state problems, including heat conduction over time when the system has stabilized and temperatures are no longer changing. The equation itself reflects that the sum of the second derivatives in two dimensions will equal zero, signifying a balance. By solving it, we often utilize separation of variables, leading to Fourier series solutions, either through sine or cosine functions, based on the problem's symmetry and boundary conditions.

Examples & Analogies

Think of a lake that, after a while, reaches a uniform temperature throughout its water without any new heat being added. The Laplace Equation describes how that even temperature state is achieved, and just like measuring the temperature at various points in the lake, we can use Fourier series to find out what those uniform temperatures would be across the surface and depth.

Definitions & Key Concepts

Learn essential terms and foundational ideas that form the basis of the topic.

Key Concepts

  • Fourier Series: A mathematical tool used to express functions as sums of sine and cosine, particularly useful in solving PDEs.

  • Heat Equation: A specific PDE describing heat distribution, solvable through separation of variables and Fourier series.

  • Wave Equation: A PDE for wave dynamics, employing Fourier series for its solution.

  • Laplace's Equation: A key equation in steady-state problems, solvable by Fourier techniques under given boundary conditions.

Examples & Real-Life Applications

See how the concepts apply in real-world scenarios to understand their practical implications.

Examples

  • The Heat Equation can be solved by assuming a solution of the form u(x,t) = X(x)T(t), which when separated transforms into two ordinary differential equations.

  • In solving the Wave Equation, the use of Fourier sine and cosine coefficients allows us to determine the wave's displacement over time given initial conditions.

Memory Aids

Use mnemonics, acronyms, or visual cues to help remember key information more easily.

🎡 Rhymes Time

  • Fourier series, oh so merry,

πŸ“– Fascinating Stories

  • Imagine a classroom where students represent parts of a wave. Each student (sine and cosine) harmonizes to create a beautiful tune (Fourier series) that perfectly describes their collective motion in waves.

🎯 Super Acronyms

H/W/L represents Heat, Wave, and Laplace equations, showing what Fourier can solve.

PDE to ODE - Remember

  • Solve the Problem (P)
  • Deconstruct into simpler forms (D)
  • Equate to proper equations (E) transitioning to Ordinary Differential Equations (ODE).

Flash Cards

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Glossary of Terms

Review the Definitions for terms.

  • Term: Fourier Series

    Definition:

    A way to represent a periodic function as an infinite sum of sine and cosine functions.

  • Term: PDE (Partial Differential Equation)

    Definition:

    An equation involving functions and their partial derivatives.

  • Term: ODE (Ordinary Differential Equation)

    Definition:

    A differential equation containing one or more functions of one independent variable and its derivatives.

  • Term: Heat Equation

    Definition:

    A PDE that describes the distribution of heat in a given region over time.

  • Term: Wave Equation

    Definition:

    A PDE that describes the propagation of waves through a medium.

  • Term: Laplace's Equation

    Definition:

    A second-order PDE that describes the behavior of electric, gravitational, and fluid potentials.

  • Term: Eigenfunctions

    Definition:

    Functions that are scaled by a linear transformation, commonly used in Fourier series context.