Partial differential equations, Laplace transform technique

The general method for solving Eqs. (11) consists of transforming the partial differential equations with the help of Fourier-Laplace transformations into a set of linear algebraic equations that can be solved by the standard techniques of matrix algebra. The roots of the secular equation are the normal modes. They yield the laws for the decays in time of all perturbations and fluctuations which conserve the stability of the system. The power-series expansion in the reciprocal space variables of the normal modes permits identification of relaxation, migration, and diffusion contributions. The basic information provided by the normal modes is that the system escapes the perturbation by any means at its disposal, regardless of the particular physical or chemical reason for the decay. 

The Laplace transform technique also allows the reduction of the partial differential equation in two variables to one of a single variable In the present case. 

The statement cA = c0/ (1 + K) in Eqs. (157a and b) above is tantamount to saying that cA + cB = Co, where c0 is the total concentration of both species of the dissolved solute. If the diffusivities SDA8 and DBs are assumed to be equal, then cB can be eliminated from Eqs. (155) and (156) and a fourth-order, linear partial-differential equation is obtained. The solution of this equation consistent with the conditions in Eq. (157) is obtainable by Laplace transform techniques (S9). Sherwood and Pigford discuss the results in terms of the behavior of the liquid-film mass transfer coefficient. 

Fick s second law (Eq. 18-14) is a second-order linear partial differential equation. Generally, its solutions are exponential functions or integrals of exponential functions such as the error function. They depend on the boundary conditions and on the initial conditions, that is, the concentration at a given time which is conveniently chosen as t = 0. The boundary conditions come in different forms. For instance, the concentration may be kept fixed at a wall located atx0. Alternatively, the wall may be impermeable for the substance, thus the flux at x0 is zero. According to Eq. 18-6, this is equivalent to keeping dC/dx = 0 at x0. Often it is assumed that the system is unbounded (i.e., that it extends from x = - °o to + °°). For this case we have to make sure that the solution C(x,t) remains finite when x -a °°. In many cases, solutions are found only by numerical approximations. For simple boundary conditions, the mathematical techniques for the solution of the diffusion equation (such as the Laplace transformation) are extensively discussed in Crank (1975) and Carslaw and Jaeger (1959). 

The Laplace transform method is a powerful technique for solving a variety of partial-differential equations, particularly time-dependent boundary condition problems and problems on the semi-infinite domain. After a Laplace transform is performed on the original boundary-value problem, the transformed equation is often easily solved. The transformed solution is then back-transformed to obtain the desired solution. 

Partial differential equations are generally solved by finding a transformation tiiat allows the partial differential equation to be converted into two ordinary differential equations. A number of techniques are available, including separation of variables, Laplace transforms, and the method of characteristics. 

Transient heat conduction or mass transfer in solids with constant physical properties (diffusion coefficient, thermal diffusivity, thermal conductivity, etc.) is usually represented by a parabolic partial differential equation. For steady state heat or mass transfer in solids, potential distribution in electrochemical cells is usually represented by elliptic partial differential equations. In this chapter, we describe how one can arrive at the analytical solutions for linear parabolic partial differential equations and elliptic partial differential equations in semi-infinite domains using the Laplace transform technique, a similarity solution technique and Maple. In addition, we describe how numerical similarity solutions can be obtained for nonlinear partial differential equations in semi-infinite domains. 

Parabolic partial differential equations are solved using the Laplace transform technique in this section. Diffusion like partial differential equations are first order... 

In this chapter, analytical solutions were obtained for parabolic and elliptic partial differential equations in semi-infinite domains. In section 4.2, the given linear parabolic partial differential equations were converted to an ordinary differential equation boundary value problem in the Laplace domain. The dependent variable was then solved in the Laplace domain using Maple s dsolve command. The solution obtained in the Laplace domain was then converted to the time domain using Maple s inverse Laplace transform technique. Maple is not capable of inverting complicated functions. Two such examples were illustrated in section 4.3. As shown in section 4.3, even when Maple fails, one can arrive at the transient solution by simplifying the integrals using standard Laplace transform formulae. 

Both the Laplace transform and the similarity solution techniques are powerful techniques for partial differential equations in semi-infinite domains. The Laplace transform technique can be used for all linear partial differential equations with all possible boundary conditions. The similarity solution can be used only if the independent variables can be combined and if the boundary conditions in x and t can be converted to boundary conditions in the combined variable. In addition, unlike the Laplace transform technique, the similarity solution technique cannot handle partial differential equations in which the dependent variable appears explicitly. The Laplace transform cannot handle elliptic or nonlinear partial differential equations. The similarity solution can be used for elliptic and for a few nonlinear partial differential equations as shown in section 4.6. There are thirteen examples in this chapter. 

Laplace Transform Technique for Partial Differential Equations... 

Linear first order hyperbolic partial differential equations are solved using Laplace transform techniques in this section. Hyperbolic partial differential equations are first order in the time variable and first order in the spatial variable. The method involves applying Laplace transform in the time variable to convert the partial differential equation to an ordinary differential equation in the Laplace domain. This becomes an initial value problem (IVP) in the spatial direction with s, the Laplace variable, as a parameter. The boundary conditions in x are converted to the Laplace domain and the differential equation in the Laplace domain is solved by using the techniques illustrated in chapter 2.1 for solving linear initial value problems. Once an analytical solution is obtained in the Laplace domain, the solution is inverted to the time domain to obtain the final analytical solution (in time and spatial coordinates). This is best illustrated with the following example. 

In section 8.1.5, q(s) had only distinct roots. Some times when partial differential equations are solved using the Laplace transform technique, the polynomial q(s) has multiple roots in addition to the infinite number of distinct roots. In this section, we consider q(s) as having an infinite number of distinct roots and a different root s = pO repeated twice. Even though one can invert when q(s) has any number of roots repeated any number of times, for most of the practical problems we will encounter roots being repeated only twice. In this case, the solution obtained in the Laplace domain can be expressed as ... 

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