Normalizing the PDE to make BC's homogeous

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In summary, the author uses substitutions to normalize the PDE and make the boundary conditions homogeneous. This allows for simpler equations and easier analysis. The substitutions are chosen based on the physics of the problem, and the resulting PDE is an example of nondimensionalization.
  • #1
bugatti79
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Folks,

Given the pde ## \displaystyle k\frac{\partial^2 T}{\partial x^2}=\rho c_0 \frac{\partial T}{\partial t}## and the BC

##T(0,t)=T_\infty## and ##T(L,t)=T_\infty## for ##t>0## and the initial condition ##T(x,0)=T_0##

The author proceeds to 'normalize' the PDE in order to make the BC homogeneous. He has the following

## \displaystyle \alpha=\frac {k}{\rho c_0}##, ## \bar x = x/L##, ##\displaystyle \bar t = \frac {\alpha t}{L^2}##, ##\displaystyle u=\frac{T-T_\infty}{T_0-T_\infty}##

This leads to

##\displaystyle -\frac{\partial^2 u}{\partial x^2}+ \frac{\partial u}{\partial t}=0##

##u(0,t)=0##, ##u(1,t)=0## and ##u(x,0)=1##

1)How did he arrive at the first and third line from the bottom?

2) Why does he make the BC's homogeneous?
 
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  • #2
bugatti79 said:
Folks,

Given the pde ## \displaystyle k\frac{\partial^2 T}{\partial x^2}=\rho c_0 \frac{\partial T}{\partial t}## and the BC

##T(0,t)=T_\infty## and ##T(L,t)=T_\infty## for ##t>0## and the initial condition ##T(x,0)=T_0##

The author proceeds to 'normalize' the PDE in order to make the BC homogeneous. He has the following

## \displaystyle \alpha=\frac {k}{\rho c_0}##, ## \bar x = x/L##, ##\displaystyle \bar t = \frac {\alpha t}{L^2}##, ##\displaystyle u=\frac{T-T_\infty}{T_0-T_\infty}##

This leads to

##\displaystyle -\frac{\partial^2 u}{\partial x^2}+ \frac{\partial u}{\partial t}=0##

##u(0,t)=0##, ##u(1,t)=0## and ##u(x,0)=1##

1)How did he arrive at the first and third line from the bottom?
You mean, how did he choose those substitutions?
From the physics it's clear that T is the asymptotic temperature everywhere, so it's natural to work in terms difference from there. (You then expect a factor e-λt in the answer.) Replacing quantities that have dimension by a fraction of some natural unit of that dimension (like, fraction of the way along a rod) also helps to unclutter the algebra.
2) Why does he make the BC's homogeneous?
Just to simplify writing and reading the equations. The analysis thereafter could have been done without any of these substitutions, but it would have been a bit harder to follow.
 
  • #3
haruspex said:
You mean, how did he choose those substitutions?
From the physics it's clear that T is the asymptotic temperature everywhere, so it's natural to work in terms difference from there. (You then expect a factor e-λt in the answer.) Replacing quantities that have dimension by a fraction of some natural unit of that dimension (like, fraction of the way along a rod) also helps to unclutter the algebra.

Just to simplify writing and reading the equations. The analysis thereafter could have been done without any of these substitutions, but it would have been a bit harder to follow.

ok, I get the idea of what your are saying. Is there a mathematical procedure of where he arrived?

For instance, if I was given a different set of IC's and BC's I wouldn't know how to proceed..
Thanks
 
  • #4
Suppose
[tex]
k\frac{\partial^2 T}{\partial x^2} = \rho c_0 \frac{\partial T}{\partial t}
[/tex]
for [itex]a < x < b[/itex] and [itex]t > 0[/itex] subject to the boundary conditions [itex]T(a,t)=T_\infty[/itex] and [itex]T(b,t)=T_\infty[/itex] and the initial condition [itex]T(x,0) = T_0[/itex].

The idea is to set [itex]x = a + L\tilde x[/itex] so that [itex]\tilde x = 0[/itex] when [itex]x = a[/itex] and [itex]\tilde x = 1[/itex] when [itex]x = b[/itex]. Clearly this requires [itex]L = b - a[/itex].

We also set [itex]t = S\tilde t[/itex], where S is to be chosen later.

We now set [itex]T(x,t) = T_\infty + (T_0 - T_\infty)u(\tilde x, \tilde t)[/itex]. With these substitutions we have the boundary conditions that [itex]u(0,\tilde t) = u(1,\tilde t) = 1[/itex] and the initial condition [itex]u(\tilde x,0) = 0[/itex].

We have, by the chain rule,
[tex]
\frac{\partial T}{\partial t} = \frac{(T_0 - T_\infty)}{S}\frac{\partial u}{\partial \tilde t}, \\
\frac{\partial^2 T}{\partial x^2} = \frac{(T_0 - T_\infty)}{L^2}\frac{\partial^2 u}{\partial \tilde x^2}
[/tex]
so that, substituting these into our intital PDE,
[tex]
k \frac{(T_0 - T_\infty)}{L^2}\frac{\partial^2 u}{\partial \tilde x^2} = \rho c_0 \frac{(T_0 - T_\infty)}{S}\frac{\partial u}{\partial \tilde t}.
[/tex]
Now it is convenient to choose S so that
[tex]
k\frac{(T_0 - T_\infty)}{L^2} = \rho c_0 \frac{(T_0 - T_\infty)}{S}
[/tex]
which requires
[tex]S = \frac{\rho c_0 L^2}{k}[/tex]
and our PDE is now
[tex]
\frac{\partial^2 u}{\partial \tilde x^2} = \frac{\partial u}{\partial \tilde t}
[/tex]
At this point it is conventional to drop the tildes.

This is only possible because the boundary conditions at each end are equal; in general, if we have boundary conditions [itex]T(a,t) = T_1[/itex] and [itex]T(b,t) = T_2[/itex], then we can set [itex]T = T_{1} + (T_{0} - T_{1})u[/itex] as before, but our boundary conditions become [itex]u(0,t) = 1[/itex] and [itex]u(1,t) = \theta[/itex] where [itex]\theta = (T_2 - T_1)/(T_0 - T_1)[/itex].

This is an example of Nondimensionalization.
 
  • #5
pasmith said:
Suppose
[tex]
k\frac{\partial^2 T}{\partial x^2} = \rho c_0 \frac{\partial T}{\partial t}
[/tex]
for [itex]a < x < b[/itex] and [itex]t > 0[/itex] subject to the boundary conditions [itex]T(a,t)=T_\infty[/itex] and [itex]T(b,t)=T_\infty[/itex] and the initial condition [itex]T(x,0) = T_0[/itex].

The idea is to set [itex]x = a + L\tilde x[/itex] so that [itex]\tilde x = 0[/itex] when [itex]x = a[/itex] and [itex]\tilde x = 1[/itex] when [itex]x = b[/itex]. Clearly this requires [itex]L = b - a[/itex].

We also set [itex]t = S\tilde t[/itex], where S is to be chosen later.

We now set [itex]T(x,t) = T_\infty + (T_0 - T_\infty)u(\tilde x, \tilde t)[/itex]. With these substitutions we have the boundary conditions that [itex]u(0,\tilde t) = u(1,\tilde t) = 1[/itex] and the initial condition [itex]u(\tilde x,0) = 0[/itex].

We have, by the chain rule,
[tex]
\frac{\partial T}{\partial t} = \frac{(T_0 - T_\infty)}{S}\frac{\partial u}{\partial \tilde t}, \\
\frac{\partial^2 T}{\partial x^2} = \frac{(T_0 - T_\infty)}{L^2}\frac{\partial^2 u}{\partial \tilde x^2}
[/tex]
so that, substituting these into our intital PDE,
[tex]
k \frac{(T_0 - T_\infty)}{L^2}\frac{\partial^2 u}{\partial \tilde x^2} = \rho c_0 \frac{(T_0 - T_\infty)}{S}\frac{\partial u}{\partial \tilde t}.
[/tex]
Now it is convenient to choose S so that
[tex]
k\frac{(T_0 - T_\infty)}{L^2} = \rho c_0 \frac{(T_0 - T_\infty)}{S}
[/tex]
which requires
[tex]S = \frac{\rho c_0 L^2}{k}[/tex]
and our PDE is now
[tex]
\frac{\partial^2 u}{\partial \tilde x^2} = \frac{\partial u}{\partial \tilde t}
[/tex]
At this point it is conventional to drop the tildes.

This is only possible because the boundary conditions at each end are equal; in general, if we have boundary conditions [itex]T(a,t) = T_1[/itex] and [itex]T(b,t) = T_2[/itex], then we can set [itex]T = T_{1} + (T_{0} - T_{1})u[/itex] as before, but our boundary conditions become [itex]u(0,t) = 1[/itex] and [itex]u(1,t) = \theta[/itex] where [itex]\theta = (T_2 - T_1)/(T_0 - T_1)[/itex].

This is an example of Nondimensionalization.

Thanks for this excellent post. This nondimensionalisation I never heard before. Regards
 
  • #6
pasmith said:
We now set [itex]T(x,t) = T_\infty + (T_0 - T_\infty)u(\tilde x, \tilde t)[/itex]. With these substitutions we have the boundary conditions that [itex]u(0,\tilde t) = u(1,\tilde t) = 1[/itex] and the initial condition [itex]u(\tilde x,0) = 0[/itex].

This should read "we have the boundary conditions that [itex]u(0,\tilde t) = u(1,\tilde t) = 0[/itex] and the initial condition [itex]u(\tilde x,0) = 1[/itex]".

This is only possible because the boundary conditions at each end are equal; in general, if we have boundary conditions [itex]T(a,t) = T_1[/itex] and [itex]T(b,t) = T_2[/itex], then we can set [itex]T = T_{1} + (T_{0} - T_{1})u[/itex] as before, but our boundary conditions become [itex]u(0,t) = 1[/itex] and [itex]u(1,t) = \theta[/itex] where [itex]\theta = (T_2 - T_1)/(T_0 - T_1)[/itex].

This should read "our boundary conditions become [itex]u(0,t) = 0[/itex] and [itex]u(1,t) = \theta[/itex]".
 
  • #7
pasmith said:
This should read "we have the boundary conditions that [itex]u(0,\tilde t) = u(1,\tilde t) = 0[/itex] and the initial condition [itex]u(\tilde x,0) = 1[/itex]".



This should read "our boundary conditions become [itex]u(0,t) = 0[/itex] and [itex]u(1,t) = \theta[/itex]".

Noted. Thanks for the update.
 

1. What does it mean to "normalize" a PDE?

Normalizing a PDE (partial differential equation) involves dividing the entire equation by the coefficient of the highest order derivative term. This is done to simplify the equation and make it easier to solve.

2. Why is it important to make the boundary conditions homogeneous?

Making the boundary conditions homogeneous means that the boundary conditions are expressed in terms of the same variable as the PDE. This is important because it allows for a unique solution to be found. If the boundary conditions are not homogeneous, there may be multiple solutions or no solution at all.

3. Can any PDE be normalized?

Not all PDEs can be normalized. In order for a PDE to be normalized, it must be linear and have constant coefficients. Nonlinear or variable coefficient PDEs cannot be normalized.

4. What are the benefits of normalizing a PDE?

The main benefit of normalizing a PDE is that it simplifies the equation and allows for easier and more efficient solving. It also helps to ensure that a unique solution can be found when solving for the boundary conditions.

5. Are there any disadvantages to normalizing a PDE?

One potential disadvantage of normalizing a PDE is that it may lead to more complex boundary conditions. This can make it more difficult to determine the correct boundary conditions or to solve the equation. Additionally, if the PDE is not linear or has variable coefficients, it cannot be normalized and alternative methods must be used.

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