偏微分方程代写 Elements of Partial Differential Equations|MAP 4305 University of Florida Assignment

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Partial Differential Equations (PDEs) are mathematical equations that describe the behavior of systems in which multiple independent variables are involved, and their change is dependent on their mutual interactions. PDEs are widely used in physics, engineering, and mathematics to describe phenomena that involve continuous media, such as fluids, electromagnetic fields, and heat flow.

In general, a PDE involves a function of multiple variables and its partial derivatives with respect to each of those variables. The function is typically a scalar or vector field that describes the physical quantity of interest, and the partial derivatives describe how the function changes with respect to each of its independent variables.

偏微分方程代写 Elements of Partial Differential Equations|MAP 4305 University of Florida Assignment

问题 1.

Find all solutions u of the heat equation on [0, 1] × [0, ∞) with the u = 0 on ({0} ∪ {1}) × [0, ∞)

证明 .

The heat equation on the domain [0, 1] × [0, ∞) with boundary condition u = 0 on ({0} ∪ {1}) × [0, ∞) is given by:

∂u/∂t = ∂²u/∂x²

To solve this equation, we assume that the solution has a separable form:

u(x, t) = X(x)T(t)

Substituting this into the heat equation, we get:

X(x)T'(t) = X”(x)T(t)/

Dividing both sides by X(x)T(t) gives:

T'(t)/T(t) = X”(x)/X(x)

Since the left-hand side only depends on t and the right-hand side only depends on x, both sides must be equal to a constant, say -λ²:

T'(t)/T(t) = -λ² = X”(x)/X(x)

Solving for T(t), we get:

T(t) = e^(-λ²t)

Solving for X(x), we get:

X”(x) + λ²X(x) = 0

This is a standard second-order linear homogeneous differential equation, and its solutions are:

X(x) = Acos(λx) + Bsin(λx)

where A and B are constants that depend on the initial conditions.

Using the boundary condition that u = 0 on ({0} ∪ {1}) × [0, ∞), we get:

X(0) = A = 0 X(1) = B*sin(λ) = 0

Since sin(λ) = 0, we must have λ = nπ for some integer n > 0. Therefore, the solutions are:

u_n(x, t) = sin(nπx)e^(-n²π²t)

where n = 1, 2, 3, …

The general solution is a linear combination of these solutions:

u(x, t) = ∑[n=1 to ∞] c_n*u_n(x, t)

where the coefficients c_n are determined by the initial condition u(x, 0).

Therefore, the solutions of the heat equation on [0, 1] × [0, ∞) with the boundary condition u = 0 on ({0} ∪ {1}) × [0, ∞) are given by:

u(x, t) = ∑[n=1 to ∞] c_n*sin(nπx)e^(-n²π²t)

where the coefficients c_n are determined by the initial condition u(x, 0).


问题 2. The heat equation for a function u: $\mathbb{R} \times[0, \infty)$ is $\frac{\partial^2 u}{\partial x^2}=\frac{\partial u}{\partial t}$. Find all solutions of the form $u=$ $f(\mathrm{t}) \mathrm{g}(\mathrm{x})$.

证明 .

We can start by plugging the given form of the solution, $u=f(t)g(x)$, into the heat equation:

\begin{align*} \frac{\partial^2 u}{\partial x^2} &= \frac{\partial}{\partial x} \frac{\partial u}{\partial x} \ &= \frac{\partial}{\partial x} \left(\frac{\partial}{\partial x} (f(t) g(x))\right) \ &= \frac{\partial}{\partial x} \left(f(t) \frac{\partial g(x)}{\partial x}\right) \ &= f(t) \frac{\partial^2 g(x)}{\partial x^2} \end{align*}

Similarly, we have

\begin{align*} \frac{\partial u}{\partial t} &= \frac{\partial}{\partial t} (f(t) g(x)) \ &= \frac{\partial f(t)}{\partial t} g(x) \end{align*}

Plugging these expressions into the heat equation, we get

\begin{align*} f(t) \frac{\partial^2 g(x)}{\partial x^2} &= \frac{\partial f(t)}{\partial t} g(x) \ \frac{1}{g(x)} \frac{\partial^2 g(x)}{\partial x^2} &= \frac{1}{f(t)} \frac{\partial f(t)}{\partial t} \ \end{align*}

The left-hand side only depends on $x$, and the right-hand side only depends on $t$. Therefore, both sides must be constant, say $-k^2$, where $k$ is a constant. This gives us two separate ordinary differential equations:

\begin{align*} \frac{\partial^2 g(x)}{\partial x^2} + k^2 g(x) &= 0 \ \frac{\partial f(t)}{\partial t} + k^2 f(t) &= 0 \ \end{align*}

The first equation is the well-known differential equation for harmonic oscillation, and its solutions are of the form $g(x) = A\cos(kx) + B\sin(kx)$, where $A$ and $B$ are constants determined by the initial/boundary conditions.

The second equation is a first-order linear differential equation, and its solutions are of the form $f(t) = Ce^{-k^2t}$, where $C$ is a constant determined by the initial/boundary conditions.

Combining the solutions for $g(x)$ and $f(t)$, we get

\begin{align*} u(x,t) &= f(t) g(x) \ &= Ce^{-k^2t} (A\cos(kx) + B\sin(kx)) \end{align*}

where $A$, $B$, $C$, and $k$ are constants determined by the initial/boundary conditions.

Therefore, all solutions of the form $u=f(t)g(x)$ to the heat equation $\frac{\partial^2 u}{\partial x^2}=\frac{\partial u}{\partial t}$ are linear combinations of functions of the form $Ce^{-k^2t} (A\cos(kx) + B\sin(kx))$.

问题 3.

A Green’s function on $\mathbb{R}^n$ is a harmonic function on $\mathbb{R}^n \backslash{0}$ which depends only on the radius (for example $\log r$ on $\mathbb{R}^2$ ). Find nontrivial Green’s functions for all dimensions.

证明 .

Let $G(x)$ be a Green’s function for $\mathbb{R}^n$. Then, by definition, $G(x)$ is harmonic on $\mathbb{R}^n\backslash{0}$ and depends only on the radius $r=|x|$.

For $n=1$, there is no nontrivial Green’s function, since any non-constant harmonic function on $\mathbb{R}\backslash{0}$ is periodic and hence cannot depend only on the radius.

For $n=2$, we can take $G(x)=\log |x|$ as a Green’s function. To see that $G$ is harmonic, note that for $r=|x|>0$, $$\frac{\partial^2}{\partial x_1^2}G(x) + \frac{\partial^2}{\partial x_2^2}G(x) = \frac{\partial^2}{\partial r^2}\log r + \frac{1}{r}\frac{\partial}{\partial r}\left(r\frac{\partial}{\partial r}\log r\right) = 0,$$ where we have used the fact that $\frac{\partial}{\partial r}\log r = \frac{1}{r}$ and $\frac{\partial^2}{\partial r^2}\log r = -\frac{1}{r^2}$. It is clear that $G(x)$ depends only on $r=|x|$.

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