LectureNotesforEGN5422

EngineeringApplicationsofPartialDifferentialEquations
SummerandSpringSemesters
ArthurDavidSnider,ProfessorEmeritus

snider@usf.edu

ThecurrentsyllabusandthetakehomeexamsareavailablefromthecourseBlackboardsite.

CONTENTS

GenericSyllabus(DownloadacurrentversionfromtheBlackboardsite)

AccurateCalculations

SomeSolutions

SomeSuggestedAssignments

ReadingstoGowiththeLectures

TemplateforSolutionstoLaplace'sEquationinaSquare

Isotherms

D'Alembert'sSolution

AnswersforSection5.2

SomeFourierdemosites

SomeChapter7andChapter8SolutionsviaUSFKAD

Guidetothelecturemovies

LectureNotes
 GenericSyllabus:EGN5422orEEL6935ENGINEERINGAPPLICATIONSOFPARTIALDIFFERENTIALEQUATIONS

The5000and6000levelsectionsareidenticalincontent,butthe6000levelsectionisgradedatahigherstandard.Contact
theElectricalEngineeringDepartmentifyouwishtoenrollina6000levelsection.

Instructor:Prof.A.D.(Dave)Snider,ENB246A,8139744785,FAX:813/9745250snider@usf.edu

Officehours(seeBlackboard)

Text:PartialDifferentialEquations:SourcesandSolutions,A.D.Snider,DoverPublications,MineolaNY,2006,ISBN0486
453405,required.NOTE:Computeraccess(PC)isalsorequired.

Catalog Description: Power series solutions for ordinary differential equations, Sturm-Liouville theory, special functions.
Separation of variables for partial differential equations. Green's functions. Use of USFKAD software.

Course Prerequisites: MAP 2302 Differential Equations (solution methods for first order nonlinear and higher order linear
equations)

The lectures can be viewed (by anyone at any time) at

http://netcast.usf.edu/browse.php?page=Classes/engineering/snider/PartialDiffEqs

However, there is an error in the listings: there is NO movie "Lecture 48_3D

Examples". Simply skip it.

Welcometomyclasses,USFstudents!
You'retakinga"webonly"classfromme.Thatmeansyouwon'tseemelive;you'llwatchlecturesItapedinthepast,onthe
coursematerials.Iwillbeavailableinmyofficeforconsultationafewhoursperweek,andwecanSkype.I'llansweryour
emailspromptly,unlesstheyareaddressedinthesyllabusoratthecoursewebsiteinBlackboard,https://my.usf.edu.Thissite
containsclassannouncements,documents,oldandcurrentexams,assignments,etc.

Thinkaboutthis:you'retakingacoursefromaprofessorwhomyou'llhardlyeversee.Soyoudon'thavemuchchanceforan
"A"unlessyou

(1)buythetextbookand

(2)followthewebproceduresprecisely.

Besuretoreadthislongwindedsyllabusentirely.Thenprintitoutandstickitinthebackofyourtextbookforfuture
reference.

Youmayhavemisgivingsaboutnonlivelectures.LetmerelateafewobservationsthatIhavemadeoverthepastyearswith
thisprocess.
Firstofall,thisprocedurehasprovedquitesuccessfultomysurprise.Iwasleeryaboutitatfirst,butIsoonfoundoutthatthe
averagestudentperformanceontestswasslightlybetterthanithadbeenbefore,whenIwaslecturinglive.Ithinkthereasons
forthisareasfollows:
1.Youwillneverneedtomissalectureduetoillness,conflictingappointments,beingoutoftown,orsimplybeingtired.The
lecturesareatthewebsiteallsemesterlong,24/7.
2.Youcanrewatchanylecture,orpartofalecture,asmanytimesasyouneed.
3.Ifyouneedtotakeabreak(nostudenthaseverfallenasleepduringmylectures,ofcourse!!!),youcanstoptheplaybackand
resumewhenyoureturn.

Thelecturesarenumberedinorder(exceptforlecture51,Numerics,whichcanbewatchedanytimeafteryouhavemastered
thesoftwareandbeforeyouattemptthetakehome).Theyweretapedduringdifferentsemesters,soyouwillhavetofigureout
therightpacetogetyouthroughthemduringthetimeallottedinyourcurrentsemester.Ifyoucan'tdothis,pleasedropmy
classandretakeMTH101,payingparticularattentiontothelessonsonratioandproportion.

AnyadministrativeinstructionsthatIgiveinthelecturesareprobablyoutofdate.ConsultyouremailandBlackboardweekly
forupdatesfrommeonassignments,testdates,andproceduresingeneral.

Nowletmetakeoneparagraphtotrytotalkyououtoftakingthiscourse.Partialdifferentialequationsisaverydifficult
subject.InmybookandlecturesIhavetriedtomakeitassimpleaspossible;butstillEGN5422isthehardestcourseIteach.
Onlyabout5060%ofthestudentswhotakeitmakeanA;youneedtobeverygoodatmathematicstoachieveanA.Don'ttake
thiscourseifyoucan'taffordaBonyourtranscript;ifyouneedtoknowthesubject,considerauditingthecoursefornoncredit.

Besuretoreadthedocumentonaccuratecalculations.Rememberthesetipsinallyourclasses.InstructionsforusingMATLAB
toperformtheintegrationsforthetakehomeassignmentarecoveredinthisdocument.

Lecture notes replicating everything that appears on the blackboard during the lectures can be
purchased from

> Pro-Copy
> 5219 E. Fowler Ave.
> Tampa, Fl 33617
> procopy1@aol.com<mailto:procopy1@aol.com>
> (813) 988-5900
They can also be downloaded from Blackboard. (Ignore notes in the .xbk format.) If you download, print
out the lecture notes before you watch the lecture, and have them in front of you.

The software USFKAD can be downloaded from Blackboard. LaTeX software is required to run USFKAD. LaTeX (the
MiKTeX package) is available at www.miktex.org . Download LaTeX during the first week and read the notes at Blackboard for
installing it. Experience has shown that if you wait until midsemester to start working with LaTeX, you will sabotage any chance
of success in this course. Test your installation by trying to open and read the article CompPhys4.tex .

RequirementsandAssessment:

1.EachstudentmustemailProf.Sniderwiththefollowingdata:Lastname:______Firstname:_______Class:EGN5422,by
(seeBlackboard).I will not acknowledge these emails individually. Inoneweekyouwillreceivean
acknowledgement,byemail,fromme(Dr.Snider)thatyouareinhisclassemailaddresslist;ifyoudonotreceivethis
acknowledgement,emailmeagainuntilIacknowledgereceipt.Thereaftereachstudentisliableforallemailnotices
concerningtheclassfromProf.Snider.Studentswhowishtousedifferentemailboxesshouldemailthisdatafromeachbox.
Donotuseoneemailboxtorequestmailtoadifferentbox.


2.EachstudentmustsignacopyofthefinalpageofthissyllabusasindicatedbelowandsubmitittoDr.Sniderby(see
Blackboard).Youarenotofficiallyenrolledintheclassuntilyouhaveturnedinasignedsyllabus.PostalmailahardcopytoDr.
ADSnider,Dept.ofElectricalEngineering,UniversityofSouthFlorida,4202EastFowlerAvenueENB118,TampaFL33620;or
putacopyinmyEEDepartmentmailbox.Emailisnotacceptable. I will not acknowledge receipt of these syllabi
individually, but they can be regenerated later in the semester if a problem arises.

3.Certainhomeworkproblemswillberecommendedtothestudents,butnotgraded.Youshouldregardtheoldtestsasa
primesourceofhomeworkproblems;workthemduringthesemesterastheparticulartopiciscoveredinthelectures.Once
youhavemasteredtheUSFKADsoftware,youcanuseittoconfirmyouranswers.

4.Amidtermexamination(timeandplacetobearranged,basedonsection5.2only)andafinalwillbegiven.Notethat
answerstoalltheproblemsinSection5.2aregiveninBlackboard's"CourseDocuments"AtimeandplaceontheTampa
campuswillbearrangedforthesetests,buttheycanbetakenatremotesitesandmoreconvenienttimes(withinlimits)ifa
proctoragreementisworkedout;I'llnotifyyou.

Additionallyatakehometest,basedlecture#51"Numerics,"willbeassigned.Thetakehomeisheavilycomputationalandwill
becomputergradedwithnopartialcredit,butyouwillbeallowedfourattempts(with,however,differentnumerical
parameterseachtime).YouwillsubmityouranswersbyemailtotheTA,whowillshortlyrespondwithyourscore,atabulation
ofyourincorrectanswers,andthecorrectanswersfortheparametersyouused.Yourfirstattemptisassessedat(only)5%,the
secondat55%,thethirdat20%,andthefourthat20%.Eachattempthasadeadline.Ifyoumissadeadline,yoursubsequent
submissionwillalsocountasthemissedsubmission.Ifyoustopsubmittingatanytime,yourlastsubmissionwillcountforthe
subsequentones.ThetakehometestswillbeavailableatBlackboard,andtheycontainmoredetailedinstructions.

Timepermitting,youwillbeaskedtopresentanoraldefenseofyourtakehomeandexamsolutions.

Yourfinalgradewillbeaweightedaverageofthemidterm(20%),thetakehome(40%),andthefinal(40%).

IrecommendthatyoutakeatimedmidtermandatimedfinalfromBlackboardforpractice.Thesetestsareopenbook,closed
notes;youarenotpermittedtobringoldteststotheexams.(I'mnottryingtobetough;experiencehasshownthatoldtests
arecounterproductiveratherthanhelpful.)

5.An"incomplete"gradewillbeawardedifeithertheemail,syllabussignoff,midterm,takehome,orfinalarenotsubmitted.
IncompletescanbemadeupfollowingUSFpolicies;youareonyourowntofigureoutthesepolicies.Howeveryouneedto
knowthatIamretired,andonlyworkasanadjunctfaculty,soIcannotguaranteemyavailabilityafterthesemesterisover.If
youneedaflexible,cooperativeprofessorinsteadofacrankyoldcurmudgeon,youareadvisedtotakeanotherclass.

Please mail a copy of this page to Dr. Snider.

Academic Dishonesty - It is not acceptable to copy, plagiarize or otherwise make use of the work of others in completing
homework, project, exam or other course assignments. The minimum penalty for doing so is an automatic zero on the assignment
and an "F" in the course. I have read the syllabus for EGN 5422, Spring 2011, and agree to abide by its schedule and terms.

Printname:Signname:

AccuratecalculationsandevaluationofintegralsusingMATLAB.

Tipsoncalculating:

Sometestsinthiscourserequirealotofcalculation.Herearesomepointersthatyoumaynot
havepickedupyet:
1.Ifyourequireacertainnumberofsignificantdigitsinafinalanswer,youmustmaintainmoredigitsin
theintermediatecalculations.Forinstanceconsidertheaddition1/3+1/3=2/3.Thethreesignificant
digitexpressionfortheanswer,2/3,is.667.Butifyoufirstroundtheaddendstothreesignificantdigits
youget.333+.333=.666,whichisnotcorrectto3digits.Agoodruleofthumbistoretainatleasttwo
moredigitsthanrequired,inallintermediatecalculations.

2.Alwaysintroducesymbols(letters)whenyouevaluateaformula,especiallyonacalculator.For
instancesupposeyouwantedtoadd436and578onacalculator.Theworstwaytodoitistoenter436,
pressenter,press+,enter578,pressenter,andpress=.Because:supposeyougetanansweryouknow
iswrong,like23.Youdon'tknowwhetheryouenteredthe436wrong,orthe578,orthe+sign.You
havetoreenterallthedataagain.ThesmartwayistoletAequal436,letBequal578,andcallforA+B.
Iftheanswerisabsurd,youcanrecallA,B,andtheformula;andyoucancorrectonlytheonethat's
wrong.Thisisparticularlysignificantwhenyou'redealingwithhighdigitnumbers,andcomplicated
formulasthatmayrequireparentheses.

Rememberthesetipsinallyourclasses.

3.Toaddaninfiniteseries.Unlessyouknowalotabouttheseries,thereisnosurewaytotellwhenyou
haveachievedaspecifiedaccuracy.Here'swhatconservativeengineersdoinpractice:

Addupaselectednumberofterms5,10,whatever.Thendoublethenumberoftermsandadd
again.Comparethesecondtotaltothefirst;iftheyagreetowithintheprescribedaccuracy,you're
probablyOK.(Naturally,takethesecondtotalasyouranswer.)Iftherequiredaccuracyisexpressedasa
percentage,thedifferencebetweenthetwototalsmustbelessthanthespecifiedpercentageofthe
finaltotal.

Iftheydon'tagreesufficientlywell,doublethenumberoftermsandaddagain,andsoonuntilyou
getagreementintwoconsecutivesums,towithinthespecifiedaccuracy.

Ifyoucan'tgetagreementwithyourresources,you'regoingtoneedaprofessionalmathematician.

4.Note:ifyoudon'tknowMATLAB,youstillshouldbeabletouseittoevaluateintegrals;justopenit
(clickontheMATLABicon)andnoticehowfunctionsareenteredintothe"@"statementsbelow
multiplication,sines,exponentials,division,CORRECTNUMBEROFPARENTHESES.

2x 1
5.678

[e 2 x cos(4 x 7)
2
I.Onedimensionalintegrals.Tointegrate ] dx :
1.234 ( x 3) ( x 1)( x 2)
2

inMATLABtype

formatlong(Enter)

a=2(Enter)

b=4(Enter)

c=7(Enter)

d=2(Enter)

e=1(Enter)

f=3(Enter)

g=1(Enter)

h=2(Enter)

lower=1.234(Enter)

upper=5.678(Enter)

accuracy=1e8(Enter)(Ofcourseyoumaywantmoreorlessaccuracy.)

Nowentertheformulafortheintegrand,REGARDINGTHEVARIABLEOFINTEGRATION(x)ASAMATRIX.
Thatmeansinsertingtheperiodmark(.)infrontofallmultiplicationsigns*,divisionsigns/,and
exponentiationcarats^involvingx.

integrand=@(x)(exp(a*x.^2).*cos(b.*x+c)(d.*x+e)./((x+f).^2.*(x+g).*(x+h)))(Enter)


(You'llprobablygetsometypoerrormessagehere;retypecarefully,countingparenthesesandinserting
dots.Anerrormessagelike

"???Errorusing==>mtimes

Innermatrixdimensionsmustagree."

meansyouleftoutsomedots.Anerrormessagelike

"Error:Expressionorstatementisincorrectpossiblyunbalanced(,{,or[."

usuallymeansyourparenthesesarewrong.Ifyouchangethevaluesofanyoftheparameters,reenter
theintegrand=@...statement.)Nowtype

Q=quadl(integrand,lower,upper,accuracy)(Enter)

IgotananswerofQ=0.037041299610442.

 5 7

(u uv) dvdu :
2
II.Twodimensionalintegrals.Tointegrate
4 6

inMATLABtype

formatlong(Enter)

lowerv=6(Enter)

upperv=7(Enter)

loweru=4(Enter)

upperu=5(Enter)

accuracy=1e8(Enter)

integrand=@(u,v)(u.^2+u.*v)(Enter)

Q=dblquad(integrand,loweru,upperu,lowerv,upperv,accuracy,@quadl)(Enter)

IgotQ=49.583333333333329

3 5 7
III.Threedimensionalintegrals.Tointegrate uvw dw dv du :
2 4 6

inMATLABtype

formatlong(Enter)

loww=6(Enter)

highw=7(Enter)
lowv=4(Enter)

highv=5(Enter)

lowu=2(Enter)

highu=3(Enter)

accuracy=1e8(Enter)

integrand=@(u,v,w)(u.*v.*w)(Enter)

Q=triplequad(integrand,lowu,highu,lowv,highv,loww,highw,accuracy,@quadl)(Enter)

IgotQ=73.124999999999986.

Tobeconservative,tryoutyourcodewithintegrandsthatyoucandobyhand,tocheck.

SomeSolutions
 1

x1+O(x0)

Assignments. Don't hand in.

1. One solution of the equation

y'' - 4y = sin x

is -0.2 sin x . Use shifted cosh and sinh to find a solution meeting the initial conditions y(3) = 2, y'(3) = 1 .

Hand in your answer on one sheet of paper.

Answer

y(x) = [2 + .2 sin 3] cosh 2(x-3) + 0.5 [1 + .2 cos 3] sinh 2(x-3) - .2 sin x

or 2.0282 cosh 2(x-3) + .401 sinh 2(x-3) - .2 sin x

If you got

2.0105 cosh 2(x-3) + .599 sinh 2(x-3) - .2 sin x ,

you used degrees, not radians.

2. Page 15, # 1[a,b,c,e,f], #2

Page 30 #10[a,b,c]

Page 82 #2

3. Use the software to solve

Example 1, p. 311

Example 1, p. 311, with the Neumann conditions changed to Dirichlet conditions

Laplace's equation in a square, homogen. Dirichlet on the left and bottom, homog. Neumann on the right,
nonhomog. Dirichlet on the top.

Example 1, p. 333

4.#1 on page 303. (This equation is not included in USFKAD.)

For those of you who are curious about the nonexistence of a steady state solution to the Neumann
problem, it is discussed at length in #10, page 304. It can be really nasty in engineering situations!

5.Page 315: 1 and 3

Page 303: 4.

ReadingsforEGN5422,fromPDEs:SourcesandSolutionsbyADSnider

ReadingstoGowiththeLectures

Jan6(Week1A):1.1

Jan8(Week1B):1.1

Jan13(Week2A):1.2

Jan15(Week2B):2.2,2.3;alsoNagel,Saff,andSnider,FundamentalsofDEs,"Qualitative
ConsiderationsforVariableCoefficientandNonlinearEquations"

Jan20(Week3A):2.4,2.5

Jan22(Week3B):2.5,3.13.4

Jan27:3.5,4.3

Jan29:4.3

Feb3:4.34.5

Feb5:4.6

Feb10:5.1

Feb12:5.2

Feb24:5.2,5.3

Feb26:5.3

Mar2:6.1

Mar4:6.2

Mar16:6.3

Mar18:6.2,6.3

Mar23:6.3

Mar25:6.3,6.4

Mar30:6.4

Apr1:7.1
Apr6:7.2

Apr8:7.3

Apr13:1.3,1.4,8.1,8.2

Apr15:8.2

TemplateforsolutionstoLaplace'sequationinasquare,in2dimensions.

[a1coshkx+a2sinhkx][d1cosky+d2sinky]

[b1+b2x][e1+e2y]

[c1coskx+c2sinkx][f1coshky+f2sinhky]

Isotherms
 50

Dave's
Solution
50

25

0 10 75 100 100

125

140

150

50

60

70 Philip's
Solution
80
25 50

90

60
0 75 100
70

80
90

100

125

150

D'Alembert'sSolution

AnswersforSection5.2

sinh3

SomeFourierDemoSites

http://www.math.ethz.ch/~lanford/MMP/Fourier/demo3.html

http://www.falstad.com/fourier/

http://www.jhu.edu/~signals/fourier2/

http://www.math.ubc.ca/~feldman/demos/demo3.html

http://homepages.gac.edu/~huber/fourier/

Some Solutions from Chapters 7 and 8, via USFKAD

page 439

          


        


       



           
            
          

 
     
     
 
                        
   

   



 
     

 

   

  


       
          



          
          
            

  

 

    

 
      

     

  


       

       





          
           
           

 
     
      
 
                        
   

   


  
     

   


   




        

       



           
            
          

 
     
     
 
                        
   

   

 
     
 

   

  


       
  
     



          
          
            

  

 

    


  
      

     

  


        

       



          
           
          

 
     
     
 
                        
   

   


  
     
   


   




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