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Introduction to Linear Algebra with Mathematica
Glossary
Heat Equation; Dirichlet BC
We conside a general initial boundary value porlem for general linear heat equation with Dirichlet boundary conditions:
Alex: 1) Eq(4) needs LaTeX ,/p> 2) Eq(6) needs clean up
3) remove comments at right and write explanation explicitly over here!!!! 4) you need to explain where regularity conditions came from!!!We further impose the conditions listed below that result from a later application of Green's theorem on the half-strip: \begin{align} \label{eq:heatgreencont} u, u_t, u_x, u_{xt}, u_{xx} &\in C(U) & &&\text{Continuity}\\ \label{eq:heatgreenpt0} u(x,t) \text{ and } u_x(x,t) &\xrightarrow[x \to \infty]{} 0 \text{ pointwise on } [0,T] & &&\text{Pointwise-convergence to zero}\\ \label{eq:heatgreenunibound} \abs{u(x,t)}, \:\: \abs{u_x(x,t)}& \leq c_0 &t\in[0,T], \: c_0 > 0,\: x \text{ large enough} &&\text{Uniform boundedness}\\ \label{eq:heatgreenregcondu} u, u_t, u_{xx} &\in L^1(R_T) & &&\text{Regularity condition on $u$}\\ \label{eq:heatgreenregcondf} f &\in L^1(R_T) & &&\text{Regularity condition on $f$} \end{align}
Alex: 1) explain wherre all these conditions came from; Eq(8) not clear written
2) explain L¹ Lebegue space and make reference 3) what is \abs ????where U ⊂ ℝ² is some open set containing the infinite half-strip \( \displaystyle \quad \overline{R_T} , \) which is described in \ref{eq:heatrectangle}. \\ \\
Alex: Describe RT exlicitly---repetition is crucial.Some immediate consequences of the continuity conditions \ref{eq:heatgreencont} are that
- \( \displaystyle \quad \lim_{t\to 0} g(t) = g(0) = u(0,0) = u_0(0) = \lim_{x\to 0} u_0(x) ; \)
- \( \displaystyle \quad \lim_{t\to 0} g'(t) = g'(0) = u_t(0,0) ; \)
- \( \displaystyle \quad \lim_{x\to 0} u_0'(x) = u_0'(0) = u_x(0,0) . \)
Local relation
Our initial objective is to express the differential equation in divergence form,
where j is a unit imaginary vector on complex plane ℂ, so j² = −1.
and then make repeated use of the product rule. The term involving ut on the left-hand side yields \begin{align*} e^{\omega (k)t+ikx} u_t &= \left(e^{\omega (k)t+ {\bf j}kx} u\right)_t - \omega (k)e^{\omega (k)t+ {\bf j}kx} u \end{align*} while the uxx term on the right becomes \begin{align*} \alpha e^{\omega (k)t+ikx} u_{xx} &= \left(\alpha e^{\omega (k)t+ {\bf j}kx} u_x\right)_x - \alpha {\bf j}k \, e^{\omega (k)t+ {\bf j}kx}u_x \\ &= \left(\alpha e^{\omega (k)t+ {\bf j}kx} u_x\right)_x - \left(\alpha {\bf j}k \, e^{\omega (k)t+ {\bf j}kx}u\right)_x - \alpha k^2 e^{\omega (k)t+ {\bf j}kx}u\:. \end{align*} We substitute these terms back into the equation. \[ \left(e^{\omega (k)t+ {\bf j}kx} u\right)_t - \left(e^{\omega (k)t+ {\bf j}kx} \alpha (u_x- {\bf j}ku)\right)_x - e^{\omega (k)t+ {\bf j}kx} f(x,t) = \left[ \omega (k) - (\alpha k^2 + \gamma) \right] e^{\omega (k)t+ {\bf j}kx} u . \] The expression on the right implies that the dispersion relation: \begin{align} \label{eq:disprelation} \quad \quad \quad \quad \quad \quad \quad \quad \quad \quad \quad \quad \quad \quad \quad \quad \quad \quad \omega (k) &= \alpha k^2 + \gamma\:. \quad \quad \quad \quad &&\text{Dispersion relation} \end{align}
Alternatively, we could have deduced the dispersion relation by searching for a solution of the form u = e−ω (k) −jkx $u = e^{-\omega (k)-ikx}$. However, the method we used additionally produces the local relation: \begin{align} \label{eq:localrelation} \quad \quad \left(e^{\omega (k)t+ikx} u\right)_t - \left(e^{\omega (k)t+ikx} \alpha (u_x-iku)\right)_x - e^{\omega (k)t+ikx} f(x,t) &= 0\:. &&\text{Local relation} \end{align} This equation is therefore represented in divergence form \ref{eq:divform} with \[ p(x,t,k) \:=\: e^{\omega (k)t+ikx} u\:, \quad \quad q(x,t,k) \:=\: -e^{\omega (k)t+ikx} \alpha (u_x-iku)\:, \quad \quad r(x,t,k) \:=\: e^{\omega (k)t+ikx} f(x,t)\:. \]
Global relation
- Boyd, J.P. and Flyer, N., Compatibility conditions for time-dependent partial differential equations and the rate of convergence of Chebyshev and Fourier spectral methods, Computer Methods in Applied Mechanics and Engineering, 1999, Volume 175, Issues 3–4, Pages 281--309. https://doi.org/10.1016/S0045-7825(98)00358-2
- Davis, C.-I. R. and Fornberg, B., A spectrally accurate numerical implementation of the Fokas transform method for Helmholtz-type PDEs, Complex Variables and Elliptic Equations, 2014, Vol. 59, No. 4, pp. 564--577. doi: 10.1080/17476933.2013.766883
- Deconinck, B., Trogdon, T., Vasan, V., The method of Fokas for solving linear partial differential equations, SIAM Review, 56, 1 (2014), 159-186.
- Fokas, A.S., A unified transform method for solving linear and certain nonlinear PDEs, Proceedings of the Royal Society. Ser. A: Mathematical, Physical and Engineering Sciences, 453 (1997), 1411-1443.
- Fokas, A.S., On the integrability of linear and nonlinear partial differential equations, Journal of Mathematical Physics, 41, 6 (2000), 4188-4237.
- Fokas, A.S., A new transform method for evolution PDEs, IMA Journal of Applied Mathematics, 67, 6 (2002), 559-590.
- Reference list of publications on Fokas method/unified transform method.
- Fokas, A. S. and Gelfand, I. M., Surfaces on Lie groups, on Lie algebras, and their integrability, Communications in Mathematical Physics, 1996, Vol. 177, no. 1, 203--220. https://projecteuclid.org/euclid.cmp/1104286243
- Fokas, A.S., Pelloni, B., Unified Transform for Boundary Value Problems, CBMS-SIAM, 2008.
- Hashemzadeh, P., Fokas, A. S., Smitheman, S.A., A numerical technique for linear elliptic partial differential equations in polygonal domains, Proceedings of the Royal Society A, 2015, 741, 20140747; https://doi.org/10.1098/rspa.2014.0747
- Lopatinski Ya. B., A method of reduction of boundary-value problems for systems of differential equations of elliptic type to a system of regular integral equations (in Russian), Ukrainski Mathematical Journal, 1953, Vol. 5, pp. 123--151.
- Shapiro Z. Ja.,On general boundary problems for equations of elliptic type (in Russian), Izvestiya Akademii Nauk SSSR, Ser Mat, 1953, Vol. 17, pp. 539--562.
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