Practice_Problems_Weeks_2-13_2024
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Subject
Mathematics
Date
Apr 3, 2024
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Week 2 Practice Problems 1.
Given ln(9.0) = 2.1972, ln(9.5) = 2.2513 and ln(11) = 2.3979, use the method of Lagrange polynomials to estimate ln(9.2). 2.
Using least squares, fit a line to the points (-1, 1), (-0.1, 1.099), (0.2, 0.808), (1, 1). 3.
Given u
= x
2
– y
2
, calculate .
x
u
u
x
∂
∂
=
4.
Given u
= e
x cos(
y
), calculate u
y
.
5.
Show that the above two functions for u
are solutions to the equation u
xx
+ u
yy
= 0. Is the sum of the two functions also a solution? Substantiate your answer. 6.
Classify each of the following partial differential equations and describe its behaviour in time and space: (a)
u
tt
+ u
yy
= 0 (b)
u
xx
– u
t
= 0 (c)
u
xx
– u
tt
= 0 7.
For an arbitrary function 𝑢𝑢
(
𝑥𝑥
)
, plot the points (
𝑥𝑥
𝑖𝑖
,
𝑢𝑢
𝑖𝑖
)
, (
𝑥𝑥
𝑖𝑖−1
,
𝑢𝑢
𝑖𝑖−1
)
, (
𝑥𝑥
𝑖𝑖−2
,
𝑢𝑢
𝑖𝑖−2
)
, (
𝑥𝑥
𝑖𝑖+1
,
𝑢𝑢
𝑖𝑖+1
)
, (
𝑥𝑥
𝑖𝑖+2
,
𝑢𝑢
𝑖𝑖+2
)
, assuming all points are equally spaced by ∆𝑥𝑥
. Label the axes and all values on the 𝑥𝑥
and 𝑢𝑢
axes. 8.
The Taylor series allows you to express the value of a function at location B
in terms of the value of the function at location A
and the derivatives of the function at location A
. Write out the Taylor series expansion for the following function values, using 𝑥𝑥
=
𝑥𝑥
𝑖𝑖
as the reference location (i.e. location A
): (i)
𝑢𝑢
𝑖𝑖+1
(ii)
𝑢𝑢
𝑖𝑖+2
(iii)
𝑢𝑢
𝑖𝑖−1
(iv)
𝑢𝑢
𝑖𝑖−3
(v)
𝑢𝑢
𝑖𝑖
9.
Repeat Q8 but this time considering 𝑥𝑥
=
𝑥𝑥
𝑖𝑖+1
as the reference location. 10.
Suppose want to estimate the gradient of a function 𝑓𝑓
at the point 𝑥𝑥
=
𝑥𝑥
𝑖𝑖
using the function value at 𝑥𝑥
=
𝑥𝑥
𝑖𝑖
and the function value at 𝑥𝑥
=
𝑥𝑥
𝑖𝑖+1
. Mathematically we can write this as: 𝜕𝜕𝑓𝑓
𝜕𝜕𝑥𝑥
�
𝑖𝑖
≈ 𝐴𝐴𝑓𝑓
𝑖𝑖
+
𝐵𝐵𝑓𝑓
𝑖𝑖+1
Note a few things: •
We have used the ‘approximately equals’ sign (
≈
) rather than the equals sign (
=
) because this is an approximation to the gradient, it is not exact; •
The notation of the subscripted 𝑖𝑖
means this is at location 𝑥𝑥
=
𝑥𝑥
𝑖𝑖
. Similarly the subscripted 𝑖𝑖
+ 1
indicates that it is at location 𝑥𝑥
=
𝑥𝑥
𝑖𝑖+1
; •
We use 𝐴𝐴
and 𝐵𝐵
as the unknown weighting of each point – these are what we need to find. •
The linear combination of function values on the RHS is referred to as a ‘stencil’. We could use any stencil we want. Different stencils are different combinations of function values. In this particular case, our stencil is just the value of the function at the location where we are interested in computing the gradient (
𝑥𝑥
=
𝑥𝑥
𝑖𝑖
), and the value of the function at the next location (
𝑥𝑥
=
𝑥𝑥
𝑖𝑖+1
). This stencil is referred to as a ‘forward’ approximation since we are approximating the gradient at a point using the value at that point and the value forward
of that point. Use the Taylor Series to determine 𝐴𝐴
and 𝐵𝐵
.
11.
The stencil used in Q10 gives us an approximation to the gradient. However, we can write: 𝜕𝜕𝑓𝑓
𝜕𝜕𝑥𝑥
�
𝑖𝑖
=
𝐴𝐴𝑓𝑓
𝑖𝑖
+
𝐵𝐵𝑓𝑓
𝑖𝑖+1
+
𝜀𝜀
where 𝜀𝜀
is the residual error in our approximation (notice how when we account for 𝜀𝜀
the ≈
becomes =
). The Taylor series can give us the size of 𝜀𝜀
, which is very helpful because it tells us how accurate our approximation is. We obtain 𝜀𝜀
as the leading error term
in the Taylor series expansion of the stencil. Using your working from Q4, what is the leading error term in the approximation? 12.
Which one of the following stencils will give you a consistent estimate of the first derivative of 𝑓𝑓
at 𝑥𝑥
=
𝑥𝑥
𝑖𝑖
? A.
𝜕𝜕𝜕𝜕
𝜕𝜕𝜕𝜕
�
𝑖𝑖
≈
𝜕𝜕
𝑖𝑖−3
+2𝜕𝜕
𝑖𝑖−1
−3𝜕𝜕
𝑖𝑖+1
3Δ𝜕𝜕
B.
𝜕𝜕𝜕𝜕
𝜕𝜕𝜕𝜕
�
𝑖𝑖
≈
𝜕𝜕
𝑖𝑖−1
+2𝜕𝜕
𝑖𝑖+1
+𝜕𝜕
𝑖𝑖+2
2Δ𝜕𝜕
C.
𝜕𝜕𝜕𝜕
𝜕𝜕𝜕𝜕
�
𝑖𝑖
≈
𝜕𝜕
𝑖𝑖−2
−2𝜕𝜕
𝑖𝑖−1
+𝜕𝜕
𝑖𝑖+1
Δ𝜕𝜕
13.
For the function 𝑓𝑓
(
𝑥𝑥
) = ln (1
− 𝑥𝑥
)
, which of the following is the correct expression for 𝑓𝑓
(
𝑥𝑥
+
Δ𝑥𝑥
)
using a Taylor series expansion? A.
𝑓𝑓
(
𝑥𝑥
+
Δ𝑥𝑥
) = ln(1
− 𝑥𝑥
)
−
Δ𝜕𝜕
1−𝜕𝜕
−
(
Δ𝜕𝜕
)
2
2
!(
1−𝜕𝜕
)
2
−
2
(
Δ𝜕𝜕
)
3
3
!(
1−𝜕𝜕
)
3
−
6
(
Δ𝜕𝜕
)
4
4
!(
1−𝜕𝜕
)
4
+
⋯
B.
𝑓𝑓
(
𝑥𝑥
+
Δ𝑥𝑥
) = ln(1
− 𝑥𝑥
)
−
Δ𝜕𝜕
1−𝜕𝜕
−
(
Δ𝜕𝜕
)
2
2
!(
1−𝜕𝜕
)
2
−
(
Δ𝜕𝜕
)
3
3
!(
1−𝜕𝜕
)
3
−
(
Δ𝜕𝜕
)
4
4
!(
1−𝜕𝜕
)
4
+
⋯
C.
𝑓𝑓
(
𝑥𝑥
+
Δ𝑥𝑥
) = ln(1
− 𝑥𝑥
) +
Δ𝜕𝜕
1−𝜕𝜕
+
(
Δ𝜕𝜕
)
2
2
!(
1−𝜕𝜕
)
2
+
2
(
Δ𝜕𝜕
)
3
3
!(
1−𝜕𝜕
)
3
+
6
(
Δ𝜕𝜕
)
4
4
!(
1−𝜕𝜕
)
4
+
⋯
14.
Derive a stencil to calculate the derivative u
x
at point i
-2 using the known value of the points u
i
, u
i
-1
, u
i
-2
. 15.
Determine the truncation error of the stencil in Q14 and comment on the order of accuracy. 16.
Suppose we’ve collected some noisy experimental data points, shown as circles in the figure. We’ve then chosen an interpolation approach (blue line) which ensures we pass exactly through every point. The interpolation approach also ensures that at every point along the curve we can compute a first and second derivative. Which of the following best describes the interpolation shown in the figure? A.
We have fitted the underlying signal very well and can compute the gradient at any point we want. B.
We have fitted the noise rather than the underlying signal. C.
We have most likely used a second-order Lagrange polynomial fit. D.
None of the above.
17.
Suppose the interpolation shown in Q8 was obtained using a series of second-order Lagrange polynomial fits. For how many of the points would you expect there to be an undefined gradient? 18.
Which of the following statements is true (select any that apply): A.
Least squares fitting is very useful for fitting a line or low-order polynomial to noisy data in order to estimate the underlying signal. B.
Least squares fitting is typically not reliable for high-order fits to noisy data. C.
A low-order least squares fit is always a better option than a low-order (e.g. cubic) spline since it assumes data are noisy. D.
Piecewise constant, piecewise linear or second-order Lagrange interpolation would be perfectly fine if we only want to integrate a set of data points and are not interested in computing gradients. x
U
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Week 3: Fourier Series Examples and Practice To practice the concept of representing functions using Fourier series, we’ll start with several examples that you can check against the UoS data sheet. Then we’ll cover some further examples that have been simulated in the FOURIER DEMOS
you can download from our Canvas site – this will enable you to visualise the solutions you derive. Question 1 The odd function shown can be represented as a Fourier sine series. Use the appropriate Euler formula from the data sheet to calculate the Fourier coefficients of the sine series, and then verify your answer against the table on the data sheet. Question 2 The odd function shown can be represented as a Fourier sine series. Use the appropriate Euler formula from the data sheet to calculate the Fourier coefficients of the sine series, and then verify your answer against the table on the data sheet. Question 3 The odd function shown can be represented as a Fourier sine series. Use the appropriate Euler formula from the data sheet to calculate the Fourier coefficients of the sine series, and then verify your answer against the table on the data sheet.
Question 4 The even function shown can be represented as a Fourier cosine series. Use the appropriate Euler formula from the data sheet to calculate the Fourier coefficients of the cosine series. Question 5 The even function shown can be represented as a Fourier cosine series. Use the appropriate Euler formula from the data sheet to calculate the Fourier coefficients of the cosine series.
FURTHER EXAMPLES WITH SIMULATIONS Now that you’ve done a few examples to practice using the Euler formulae to obtain Fourier series coefficients for odd and even functions, we’ll demonstrate a few more examples; these examples are used in the FOURIER DEMOS
which you can download from our Canvas site. You’ll get the most out of these examples by running the FOURIER DEMOS
alongside so that you can visualise what is happening. EXAMPLE 1: Calculate the Fourier sine series representing the odd square wave shown in Figure 1
.
Figure 1
.
Odd square wave, amplitude 1. SOLUTION Since 𝑓𝑓
(
𝑥𝑥
)
is an odd function which is periodic over the interval [
−𝐿𝐿
,
𝐿𝐿
]
, it can be represented as a Fourier sine series. The Fourier coefficients for this series are given by the Euler formula on the data sheet: 𝐵𝐵
𝑛𝑛
=
1
𝐿𝐿
∫
𝑓𝑓
(
𝑥𝑥
). sin �
𝑛𝑛𝑛𝑛𝑛𝑛
𝐿𝐿
� 𝑑𝑑𝑥𝑥
𝐿𝐿
−𝐿𝐿
(1) where 𝑓𝑓
(
𝑥𝑥
)
is our square wave function shown in Figure 1. Since both 𝑓𝑓
(
𝑥𝑥
)
and sin �
𝑛𝑛𝑛𝑛𝑛𝑛
𝐿𝐿
�
are odd functions, the integrand is even (i.e. odd x odd = even). Whenever you integrate an even function over symmetric limits you can simplify the integral by integrating from 0 to L
and doubling the result, viz: 𝐵𝐵
𝑛𝑛
=
2
𝐿𝐿
∫ 𝑓𝑓
(
𝑥𝑥
). sin �
𝑛𝑛𝑛𝑛𝑛𝑛
𝐿𝐿
� 𝑑𝑑𝑥𝑥
𝐿𝐿
0
(2) Now we can go ahead and substitute 𝑓𝑓
(
𝑥𝑥
)
and perform the integration: 𝐵𝐵
𝑛𝑛
=
2
𝐿𝐿
∫
(1). sin �
𝑛𝑛𝑛𝑛𝑛𝑛
𝐿𝐿
� 𝑑𝑑𝑥𝑥
𝐿𝐿
/
2
0
+
2
𝐿𝐿
∫
(
−
1). sin �
𝑛𝑛𝑛𝑛𝑛𝑛
𝐿𝐿
� 𝑑𝑑𝑥𝑥
𝐿𝐿
𝐿𝐿
/
2
(3) =
−
2
𝑛𝑛𝑛𝑛
�
cos
�
𝑛𝑛𝑛𝑛𝑥𝑥
𝐿𝐿
��
0
𝐿𝐿
/
2
+
2
𝑛𝑛𝑛𝑛
�
cos
�
𝑛𝑛𝑛𝑛𝑥𝑥
𝐿𝐿
��
𝐿𝐿
/
2
𝐿𝐿
=
−
2
𝑛𝑛𝑛𝑛
�
cos
�
𝑛𝑛𝑛𝑛
2
� −
1
�
+
2
𝑛𝑛𝑛𝑛
�
cos(
𝑛𝑛𝑛𝑛
)
−
cos
�
𝑛𝑛𝑛𝑛
2
��
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=
4
𝑛𝑛𝑛𝑛
cos
�
𝑛𝑛𝑛𝑛
2
�
+
2
𝑛𝑛𝑛𝑛
cos(
𝑛𝑛𝑛𝑛
) +
2
𝑛𝑛𝑛𝑛
So we have derived the Fourier coefficients for this function as: 𝑩𝑩
𝒏𝒏
=
𝟒𝟒
𝒏𝒏𝒏𝒏
𝐜𝐜𝐜𝐜𝐜𝐜 �
𝒏𝒏𝒏𝒏
𝟐𝟐
�
+
𝟐𝟐
𝒏𝒏𝒏𝒏
𝐜𝐜𝐜𝐜𝐜𝐜
(
𝒏𝒏𝒏𝒏
) +
𝟐𝟐
𝒏𝒏𝒏𝒏
(4)
Let’s compute the first few coefficients to see what they are: 𝑛𝑛
= 1: 𝐵𝐵
1
= 0
−
2
2
𝑛𝑛
+
2
2
𝑛𝑛
= 0
𝑛𝑛
= 2: 𝐵𝐵
2
=
4
2
𝑛𝑛
+
1
𝑛𝑛
+
1
𝑛𝑛
=
4
𝑛𝑛
𝑛𝑛
= 3: 𝐵𝐵
3
= 0
−
2
3
𝑛𝑛
+
2
3
𝑛𝑛
= 0
𝑛𝑛
= 4: 𝐵𝐵
4
=
−1
𝑛𝑛
+
1
2𝑛𝑛
+
1
2𝑛𝑛
= 0
𝑛𝑛
= 5: 𝐵𝐵
5
= 0
−
2
5𝑛𝑛
+
2
5𝑛𝑛
= 0
𝑛𝑛
= 6: 𝐵𝐵
6
=
4
6𝑛𝑛
+
2
6𝑛𝑛
+
2
6𝑛𝑛
=
4
3𝑛𝑛
Figure 2
.
Using the Fourier Series Demo to replicate what we derived. Now use the FOURIER SERIES DEMO
to visualise the Fourier series for this function and to check the coefficients we just derived: 1.
Download and run the FOURIER SERIES DEMO
2.
Select the “Square Wave” example 3.
Adjust the number of terms to 1 and then increase the number of terms one at a time 4.
Watch the Fourier terms appear in the box underneath the plot and check that these terms match the ones we derived above. Note: You should see something like Figure 2
. 5.
Now you can try similarly with other functions in the Demo 6.
Now try out the PRACTICE EXERCISES for the FOURIER SERIES DEMO
(included at the end of this document) to make sure you understand how the Fourier series works EXAMPLE 2:
A heat equation problem has the initial condition shown in Figure 3
. If the analytical solution you’ve derived for this problem (i.e. after using the specific boundary conditions provided) is: 𝑇𝑇
(
𝑥𝑥
,
𝑡𝑡
) =
∑
𝐴𝐴
𝑛𝑛
cos
�
𝑛𝑛𝑛𝑛𝑛𝑛
𝐿𝐿
� 𝑒𝑒
−𝜆𝜆
𝑛𝑛
2
𝑡𝑡
∞
𝑛𝑛=0
, (5) compute the 𝐴𝐴
𝑛𝑛
coefficients in the solution.
Figure 3
.
Triangular initial condition, amplitude 1. SOLUTION To obtain the 𝐴𝐴
𝑛𝑛
coefficients we need to use the initial condition supplied. Substituting 𝑡𝑡
= 0
in (5), it’s clear that we must match our initial condition to a Fourier cosine
series. This means we are imagining that our initial condition in Figure 3
is part of a periodic even function, as shown in Figure 4
. Figure 4
.
Considering our initial condition on [0,
𝐿𝐿
]
as part of a periodic even
function on [
−𝐿𝐿
,
𝐿𝐿
]
. So, we cannot use the Fourier coefficients shown in the table on the data sheet because these coefficients correspond to a Fourier sine
series. A Fourier sine series treats our initial condition as if it is part of a periodic odd function, as shown in Figure 5
. Therefore, we must derive the 𝐴𝐴
𝑛𝑛
cosine coefficients using the Euler formulae on the data sheet. The relevant formulae to compute Fourier cosine coefficients are: 𝐴𝐴
0
=
1
2𝐿𝐿
∫
𝑓𝑓
(
𝑥𝑥
).
𝑑𝑑𝑥𝑥
𝐿𝐿
−𝐿𝐿
(6) 𝐴𝐴
𝑛𝑛
=
1
𝐿𝐿
∫
𝑓𝑓
(
𝑥𝑥
) cos
�
𝑛𝑛𝑛𝑛𝑛𝑛
𝐿𝐿
� 𝑑𝑑𝑥𝑥
𝐿𝐿
−𝐿𝐿
,
𝑛𝑛
= 1, 2, …
(7) L/2
Figure 5.
Considering our initial condition on [0,
𝐿𝐿
]
as part of a periodic odd
function on [
−𝐿𝐿
,
𝐿𝐿
]
. Because both 𝑓𝑓
(
𝑥𝑥
)
and cos
�
𝑛𝑛𝑛𝑛𝑛𝑛
𝐿𝐿
�
are even functions, these formulae simplify to: 𝐴𝐴
0
=
1
𝐿𝐿
∫ 𝑓𝑓
(
𝑥𝑥
).
𝑑𝑑𝑥𝑥
𝐿𝐿
0
(8) 𝐴𝐴
𝑛𝑛
=
2
𝐿𝐿
∫ 𝑓𝑓
(
𝑥𝑥
) cos
�
𝑛𝑛𝑛𝑛𝑛𝑛
𝐿𝐿
� 𝑑𝑑𝑥𝑥
𝐿𝐿
0
,
𝑛𝑛
= 1, 2, …
(9) The initial condition in Figure 3
is given by: 𝑓𝑓
(
𝑥𝑥
) =
�
2
𝐿𝐿
𝑥𝑥
0
≤ 𝑥𝑥
<
𝐿𝐿
2
−2𝑛𝑛
𝐿𝐿
+ 2 𝐿𝐿
2
≤ 𝑥𝑥 ≤ 𝐿𝐿
(10) Applying our initial condition to (8) and (9) gives: 𝐴𝐴
0
=
1
𝐿𝐿
∫
2𝑛𝑛
𝐿𝐿
𝑑𝑑𝑥𝑥
𝐿𝐿
/
2
0
+
1
𝐿𝐿
∫
�
−2𝑛𝑛
𝐿𝐿
+ 2
� 𝑑𝑑𝑥𝑥
𝐿𝐿
𝐿𝐿
/
2
=
1
𝐿𝐿
2
[
𝑥𝑥
2
]
0
𝐿𝐿
/
2
−
1
𝐿𝐿
2
[
𝑥𝑥
2
]
𝐿𝐿
/
2
𝐿𝐿
+
2
𝐿𝐿
[
𝑥𝑥
]
𝐿𝐿
/
2
𝐿𝐿
=
1
4
−
3
4
+ 1
=
1
2
𝐴𝐴
𝑛𝑛
=
2
𝐿𝐿
∫
2𝑛𝑛
𝐿𝐿
cos �
𝑛𝑛𝑛𝑛𝑛𝑛
𝐿𝐿
� 𝑑𝑑𝑥𝑥
𝐿𝐿
/
2
0
+
2
𝐿𝐿
∫
�
−2𝑛𝑛
𝐿𝐿
+ 2
�
. cos �
𝑛𝑛𝑛𝑛𝑛𝑛
𝐿𝐿
� 𝑑𝑑𝑥𝑥
𝐿𝐿
𝐿𝐿
/
2
(11) =
4
𝐿𝐿
2
�
𝑥𝑥
cos
�
𝑛𝑛𝑛𝑛𝑥𝑥
𝐿𝐿
�𝑑𝑑𝑥𝑥
𝐿𝐿
/
2
0
−
4
𝐿𝐿
2
� 𝑥𝑥
cos
�
𝑛𝑛𝑛𝑛𝑥𝑥
𝐿𝐿
�𝑑𝑑𝑥𝑥
𝐿𝐿
𝐿𝐿
2
+
4
𝐿𝐿
�
cos
�
𝑛𝑛𝑛𝑛𝑥𝑥
𝐿𝐿
�𝑑𝑑𝑥𝑥
𝐿𝐿
𝐿𝐿
2
The first two integrals here contain 𝑥𝑥
cos
�
𝑛𝑛𝑛𝑛𝑛𝑛
𝐿𝐿
�
and thus to solve them we need to use integration by parts. This is left as an exercise for you to try. Solving these integrals you should obtain:
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𝑨𝑨
𝒏𝒏
=
𝟖𝟖
𝒏𝒏
𝟐𝟐
𝒏𝒏
𝟐𝟐
𝐜𝐜𝐜𝐜𝐜𝐜 �
𝒏𝒏𝒏𝒏
𝟐𝟐
� −
𝟒𝟒
𝒏𝒏
𝟐𝟐
𝒏𝒏
𝟐𝟐
𝐜𝐜𝐜𝐜𝐜𝐜
(
𝒏𝒏𝒏𝒏
)
𝒏𝒏 −
𝟒𝟒
𝒏𝒏
𝟐𝟐
𝒏𝒏
𝟐𝟐
(12)
Let’s compute the first few coefficients to see what they are: 𝑛𝑛
= 1: 𝐴𝐴
1
=
4
𝑛𝑛
2
−
4
𝑛𝑛
2
= 0
𝑛𝑛
= 2: 𝐴𝐴
2
=
−
2
𝑛𝑛
2
−
1
𝑛𝑛
2
−
1
𝑛𝑛
2
=
−
4
𝑛𝑛
2
𝑛𝑛
= 3: 𝐴𝐴
3
=
4
9𝑛𝑛
2
−
4
9𝑛𝑛
2
= 0
𝑛𝑛
= 4: 𝐴𝐴
4
=
1
2𝑛𝑛
2
−
1
4𝑛𝑛
2
−
1
4𝑛𝑛
2
= 0
𝑛𝑛
= 5: 𝐴𝐴
5
=
4
25𝑛𝑛
2
−
4
25𝑛𝑛
2
= 0
𝑛𝑛
= 6: 𝐴𝐴
6
=
−
2
9𝑛𝑛
2
−
1
9𝑛𝑛
2
−
1
9𝑛𝑛
2
=
−4
9𝑛𝑛
2
Now use the INITIAL CONDITION DEMO
to visualise what we did in this example and confirm the solution we obtained (Figure 6): 1.
Download and run the INITIAL CONDITION DEMO
. 2.
Select the “Triangle Wave” example. 3.
Choose “Even” to treat this initial condition as part of an even function on [
−𝐿𝐿
,
𝐿𝐿
]
. You should see something like Figure 4. 4.
Adjust the number of terms to 1 and notice the value of the 𝐴𝐴
0
coefficient – does it agree with what we derived? 5.
Now increase the number of terms one at a time and verify that the terms appearing below the plot agree with the terms we derived. 6.
Now experiment with other functions in the Demo. Now try out the PRACTICE EXERCISES for the INITIAL CONDITION DEMO
(included at the end of this document). They are an excellent way to explore the capability of the demo and maximise your learning. Figure 6
.
Initial Condition Demo showing the result derived in example 2.
PRACTICE EXERCISES: FOURIER SERIES DEMO Note: When you click on the Fourier Series Demo Application, you’ll most likely be prompted with a security warning: •
If using Windows, select ‘Run anyway’ •
If using Mac, follow the instructions at the end of this document to enable the demo to run 1.
Select the “Sinusoid” function (i)
How many terms of the Fourier series are shown by default? (ii)
Why do the Fourier series and Exact representations overlay exactly? (iii)
Now adjust the Number of Terms slider to ‘1’. Why do the curves not overlay exactly now? 2.
Select the “Square” function (i)
What happens to the Fourier series representation as you increase the number of terms? (ii)
Start from a single term and, using the “+1” button, increment the number of terms one at a time. As you do this, observe the Fourier series terms being added in the box below the plot. Which terms are contributing to the Fourier series? Can you see any pattern? (iii)
See if you can derive these Fourier coefficients yourself for the square function using the Euler formula on the data sheet. 3.
Select the “Sawtooth” function (i)
What happens to the Fourier series representation as you increase the number of terms? (ii)
What do you notice happening at the sharpest parts of the function? Why do you think this occurs? (iii)
See if you can derive these Fourier coefficients yourself for the sawtooth function using the Euler formula on the data sheet. 4.
Select the “Triangle” function (i)
Starting from a single term and incrementing, what terms are appearing in the Fourier series and what terms are ‘0’? (ii)
Why are some of the Fourier coefficients 0? Hint: Consider whether the triangle function is odd or even. (iii)
See if you can derive these Fourier coefficients yourself for the triangle function using the Euler formula on the data sheet. 5.
Select the “Arbitrary” function (i)
Adjust the slider so that the Fourier series has only 1 term. Which part of the complete Fourier series (shown in the box below the plot) is responsible for the vertical offset of the sine wave? (ii)
How many terms do you estimate are required in order for the Fourier series approximation to be within 10% of the exact curve? (iii)
What happens to the Fourier series approximation as the number of terms increases?
PRACTICE EXERCISES: INITIAL CONDITION DEMO Note: When you click on the Initial Condition Demo Application, you’ll most likely be prompted with a security warning: •
If using Windows, select ‘Run anyway’ •
If using Mac, follow the instructions at the end of this document to enable the demo to run The Initial Condition Demo is designed to demonstrate how various initial conditions on the domain [0,
L
] can be represented as either a Fourier sine series or a Fourier cosine series. The following general instructions and practice exercises will help you to explore the functionality of the demo. GENERAL INSTRUCTIONS TO USE THE DEMO (i)
SELECT AN INITIAL CONDITION from the list of examples This will initialise a plot showing the chosen initial condition on the domain [0,
L
], with the functional form of the initial condition displayed at the top. (ii)
SELECT “ODD” OR “EVEN” This will represent your chosen initial condition as a Fourier sine or cosine series, with the first few terms of the Fourier series shown below the plot. (iii)
ADJUST THE NUMBER OF TERMS in the Fourier series using the slider and “+1”/”-1” This will demonstrate what happens to the Fourier series representation of the periodic initial condition as you allow more or less terms. PRACTICE EXERCISES 1.
Select each initial condition example in turn and verify that the functional form of the initial condition (shown at the top of the demo) corresponds to the plotted red curve. 2.
Choose one of the initial condition examples and select “Odd”. Notice how the initial condition on the domain [0,
L
] is being considered as part of a periodic odd function on the domain [-
L
,
L
]. Now select “Even” and notice how the initial condition on the domain [0,
L
] is being considered as part of a periodic even function on the domain [-
L
,
L
]. 3.
When you select “Odd”, which terms appear in the Fourier series representation? Why? Which terms appear in the Fourier series representation when you select “Even”? 4.
Select the different initial conditions and choose “Odd” or “Even”. Adjust the number of Fourier terms, starting from n
=1, and increase one term at a time. How does the Fourier approximation to the initial condition change as you add more terms? 5.
Select the “Sinusoid” initial condition and choose “Even”. Starting from n=1, increase the number of Fourier terms one at a time. Which parts of the initial condition show a good fit even with a small number of terms? Which part requires more terms to fit it exactly? Can you explain this behaviour? 6.
Select the different initial conditions and choose “Odd” or “Even”. Adjust the number of Fourier terms, starting from n
=1, and increase one term at a time. Which modes appear in the Fourier series? Can you explain why? 7.
Using the Euler formulae on the data sheet, see if you can derive the Fourier series for some of the odd/even representations of these initial conditions. (Refer to the pre-lecture video for Week 2 to see some examples of using the Euler formulae.)
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Week 4 Practice Problems 1.
Derive the analytical solution for the heat equation u
t = u
xx
given boundary conditions u
(0, t
) = u
(
L
, t
) = 0 and initial condition u
(
x
, 0) = 2.3sin(3
π
x
/
L
) + 10sin(6
π
x
/
L
), where L
= 1. 2.
Derive the analytical solution for the heat equation u
t
=
u
xx
given boundary conditions u
(0, t
) = u
(
L
, t
) = 0 and initial condition u
(
x
, 0) = 20sin(
π
x
/
L
) + 8sin(3
π
x
/
L
) + sin(67
π
x
/
L
) + 1002sin(10
4
π
x
/
L
), where L
= 1. 3.
Derive the analytical solution for the heat equation u
t
=
u
xx
given boundary conditions u
(0, t
) = 1, u
(
L
, t
) = 0 and initial condition u
(
x
, 0) = 20sin(
π
x
/
L
) + 8sin(3
π
x
/
L
) + sin(67
π
x
/
L
) + 1002sin(10
4
π
x
/
L
), where L
= 1. 4.
Consider an impermeable fluid compartment of length L
separated into two equal halves by a wall, as in Figure 1
. The concentration of a particular drug is initially C
0
in the left half of the compartment, and zero in the right half. At time t
= 0 s the wall is removed and the drug is allowed to diffuse through the entire compartment. Assuming the net diffusion of the drug in the y
and z
directions is zero, the concentration of the drug C
(
x
, t
) as a function of time t
and space dimension x
can be modelled using Fick’s second law: 𝜕𝜕𝜕𝜕
𝜕𝜕𝜕𝜕
=
𝐷𝐷
𝜕𝜕
2
𝜕𝜕
𝜕𝜕𝑥𝑥
2
(1)
where D
is the mass diffusivity, analogous to the thermal diffusivity ‘
c
2
’ in the heat equation (see lectures). Solve analytically for C
(
x
, t
), the concentration of the drug in space and time. Figure 1.
Initial state for our drug diffusion problem: a drug of uniform concentration is inside one half of the compartment and is separated from the other half of the compartment by a wall at x = L
/2. 0 L/2 L x
Week 5 Analytical Practice Problems 1.
What is the physical interpretation of the eigenfunctions of the heat equation? What is the physical meaning of a ‘high’ eigenvalue and how does it behave compared to a ‘low’ eigenvalue? 2.
When seasoning timber, water diffuses out of the timber into the atmosphere. This follows the equation: )
3
(
zz
t
Dc
c
=
where c
is the concentration, D
= 4.85 x 10
-12
m
2
/s is the diffusivity, 0 < z
< L
= 20 mm is the thickness of the plank of wood and the initial concentration of water is c
0
= 0.01. The concentration of water at the edge of the wood is: c
(0, t
) = c
(
L
, t
) = 0 The wood is considered to be cured when c
max
= c
0
/10. Knowing that the slowest decaying wavelength in the Fourier series is the first mode, determine how long it would take for the peak concentration to decay to c
0
/10. 3.
You have designed a prototype laser-based medical device for measuring blood oxygen concentration. Your prototype device generates a significant amount of heat so you have been using chilled water to cool the electronics. The electronics can be modelled as a 10 cm length of insulated copper wire heated to a uniform temperature of 350 K. Assume the ends of the wire are in iced water (
T
=273.15 K). The coefficient of heat diffusion in copper is c
= 1.0761 x 10
-2
m/s. (a)
Write the general solution T
(
x
, t
) as the sum of the Fourier series solutions and the steady-state solution. (b)
Calculate the magnitude of the first 10 eigenfunctions at x
= 0.05 for t
= 0, 0.1, 0.2, 0.4, 0.5 (use Matlab for this). Plot the magnitudes over time. Why are some of the eigenfunctions zero? What is an appropriate number of modes to use at t
= 0.5? What happens if you choose x
= 0.0167?
Week 6 Practice Problems
1.
Using
a
Taylor
Series
determine
if
the
expression
(
f
i
+1
-
3
*
f
i
+
f
i
-
1
+
f
i
-
2
)
/
Δ
x
2
a
consistent
approximation
to
d
2
f/dx
2
(
x
i
).
2.
Calculate
the
leading
truncation
error
of
the
following
approximation:
(
-
f
i
-
3
+
3
f
i
-
2
-
3
f
i
-
1
+
f
i
)
/
Δ
x
3
=
d
3
f/dx
3
+
where
is
the
error
.
3.
The
linear
advection
equation
u
t
+
au
x
=
0,
where
a
is
a
positive
constant
is
solved
using
the
following
scheme:
u
n
+1
i
=
u
n
i
-
Δ
ta
2Δ
x
(
u
n
i
+1
-
u
n
i
-
1
)
(4)
Apply von Neumann stability analysis to show that the scheme is unconditionally unstable.
Note that if
G
is composed of a real and imaginary part then
|
G
|
2
=
Re
[
G
]
2
+
Im
[
G
]
2
, e.g.
if
G
= cos
β
m
+
I
sin
β
m
then
|
G
|
2
= cos
2
β
m
+ sin
2
β
m
= 1
.
.
4. Using
von
Neumann
stability
analysis,
show
that
the
Backwards
in
Time
Central
in
Space
scheme
for
the
heat
diffusion
equation
is
stable
for
all
σ
=
D
Δ
t/
Δ
x
2
5. The instability in the Forward-Time Centred-Space scheme found in question 3. was corrected
for by Peter Lax, in a scheme known as the
Lax Method
. This approach modifies the FTCS
scheme by taking the spacial average of the
u
n
i
term on the RHS of (4), i.e.;
u
n
+1
i
=
1
2
(
u
n
i
-
1
+
u
n
i
+1
)
-
Δ
ta
2Δ
x
(
u
n
i
+1
-
u
n
i
-
1
)
(5)
Using the von Neumann stability analysis, determine the conditions for which the
Lax Method
is stable (
Note: the importance of this condition will appear in future lectures
).
.
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Week 7 Practice Problems
Figure
1:
Vertical
vibration
of
the
Tacoma
Narrows
Bridge
The
initial
instabilities
in
the
motion
of
the
Tacoma Narrows bridge
were
observed
in
the
vertical
motion
. T
his
occurred
even
at
low
wind
speeds
and is a
direct
result
of
the
physics
captured
by
the
wave
equation:
y
tt
=
c
2
y
xx
where
y
is
the
deflection
and
c
2
=
T/ρ
with
T
the
tension
in
the
cable
and
ρ
the
density
of
the
cable
per
unit
length.
The
Tacoma
Narrows
bridge
was
853.44m
long
(
L
)
from
tower
to
tower,
where
it
can
be
assumed
that
the
bridge
platform
was
fixed
at
the
two
towers
(y(0,t)=y(L,t)=0.).
The
mass
of
the
bridge
floor,
girders
and
cables
can
be
lumped
together
into
a
single
mass
per
unit
length
ρ
=
4630
.
5kg/m.
The
tension
in
the
cables
can
be
computed
from
the
free
body
diagram
giving
T
=
58
.
414MN.
The
initial
displacement
caused
by
a
gust
of
wind
is
of
the
form
y
(
x,
0)
=
0
.
125
sin(3
πx/L
).
1.
I
want
to
run
a
lab
experiment
to
reproduce
this
problem.
The
length
of
the
bridge
in
the
lab
is
1m,
and
I
use
copper
wire
with
ρ
=
0
.
401
×
10
-
3
kg/m.
What
is
the
required
tension
to
gain
the
same
fundamental
frequency
as
the
full
scale
Tacoma
Narrows
Bridge?
2
.
On
the
day
of
the
Tacoma
narrows
bridge
collapse,
the
high
winds
triggered
a
vertical
motion
initially. This then suddenly changed to a torsional mode with a node at midspan (Fourier
mode
n
= 2) and a period of 4s. The amplitudes
θ
reached 45
◦
shortly before collapse.
Given the governing equation for the deflection angle
θ
(
x, t
) in radians:
θ
tt
=
c
2
θ
xx
where
c
2
= 46923
.
1m
2
/
s
2
and is computed from the ratio of the torsional stiffness and the
mass polar moment of inertia. Derive the general solution for arbitrary initial conditions and
boundary conditions. Simplify the resulting equation by noting that
θ
(0
, t
) =
θ
(
L, t
) = 0,
and calculate the frequency and period of the second mode. How does this compare to the
actual measured frequency?
3.
The basilar membrane in the cochlea of the inner ear is critical for the transduction of incoming sound waves to electrochemical nerve signals that our brains can recognise and interpret. This membrane consists of many radial fibres which are barely coupled in the longitudinal direction. Therefore, it cannot be modelled as a vibrating string under tension, as in the guitar example. Instead, the longitudinal coupling that causes waves to propagate down the length of the basilar membrane comes from pressure changes in the surrounding fluid (Figure 1). Thus, deriving the wave equation for a component like the basilar membrane must take the hydrodynamics around the membrane into account. We will consider the following simplified model for the basilar membrane: 𝜕𝜕
2
ℎ
𝜕𝜕𝑡𝑡
2
=
𝑙𝑙𝑙𝑙
2
𝜌𝜌
𝜕𝜕
2
ℎ
𝜕𝜕𝑥𝑥
2
where h
(
x
, t
) is the displacement of the membrane as a function of position in one dimension x
and time t
, l
is the height of the surrounding fluid-filled compartments, K
is the membrane stiffness and ρ
is fluid density. For simplicity, we will assume the membrane is fixed at the base and apex – i.e. x
(0, t
)
= x
(
L
, t
)
= 0. Take L
= 35 mm, l = 1 mm, ρ
= 10
3
kg/m
3
and K
= 1 N/m. Suppose the initial displacement of the membrane caused by some pressure change in the fluid is of the form: h
(
x
, 0) = A
sin(2
π
x
/
L
) + B
sin(5
π
x
/
L
) + C
sin(19
π
x
/
L
) where A = 8 nm, B = 5 nm and C
= 1 nm. For a 35 mm length of copper wire (
ρ
= 0.401 x 10
3
kg/m
3
) fixed at both ends, what would the required tension be to gain the same fundamental frequency as the simplified basilar membrane model?
4.
Consider a basilar membrane of length 50 µ
m undergoing torsional motion with a node halfway along the length (Fourier mode n
=2) and period 4 s. The governing equation for the deflection angle θ
(
x
, t
) in radians is: 𝜃𝜃
𝑡𝑡𝑡𝑡
=
𝑐𝑐
2
𝜃𝜃
𝑥𝑥𝑥𝑥
where c
2
= 1.61045 x 10
-10
m
2
/s
2
and is computed from the ratio of the torsional stiffness and the mass polar moment of inertia. Derive the general solution for the arbitrary initial conditions and boundary conditions. Simplify the resulting equation by noting that θ
(0, t
) = θ
(
L
, t
) = 0, and calculate the frequency and period of the second mode. How does this compare to the actual measured frequency and period? 5.
Sketch the following functions and work out the Fourier Sine Series coefficients B
n
for each of them: (a)
L
x
L
x
x
f
≤
≤
−
=
for
)
(
(b)
≤
≤
+
≤
≤
−
−
−
=
L
x
x
x
L
x
x
f
0
if
1
0
if
1
)
(
2
2
(c)
≤
≤
−
≤
≤
−
≤
≤
−
+
−
=
L
x
L
L
x
L
k
L
x
L
L
kx
L
x
L
L
x
L
k
x
f
2
/
if
)
(
2
2
/
2
/
if
2
2
/
if
)
(
2
)
(
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Week 8 Practice Problems
1. Consider
T
1
=
y
and
T
2
=
y
+
e
x
siny
.
(a) Is
∇
2
T
1
= 0?
(b) Is
∇
2
T
2
= 0?
(c) Is
∇
2
(
T
1
+
T
2
) = 0? (Ans: yes,yes,yes)
2. Two infinite, grounded, metal plates lie parallel to the xz plane, one at
y
= 0, the other at
y
=
π
(see Figure 2). The electric potential is gained via a solution of the Laplace Equation
∇
2
V
= 0, where due to the large dimensions in the
z
direction this is a 2D problem.
The left end, at
x
= 0, is closed off with an infinite strip insulated from the two plates
and maintained at a specified potential
V
(
y
) =
V
0
.Note that the plates are assumed to be
infinitely long in the
x
direction.
Given that a grounded metal plate has potential
V
= 0 the boundary conditions are:
V
(
x,
0)
=
0
(1)
V
(
x, π
)
=
0
(2)
V
(0
, y
)
=
V
0
(3)
Finally,
V
→
0 as
x
→ ∞
.
These four conditions specify the problem completely.
Using
separation of variables and solving first for the variation in the
y
direction (e.g.
G
(
y
)), show
that the solution is of the form:
V
(
x, y
) =
∞
X
n
=1
A
*
n
e
-
nx
sin(
nπ
)
(4)
Which satisfies three of the four boundary conditions.
Enforce the boundary condtion
V
(0
, y
) =
V
0
to give:
A
*
n
=
2
π
Z
π
0
sin(
ky
)
V
0
(
y
)
dy
(5)
And derive the potential inside the slot:
Figure
1
:
Metal
plates
with
an
electric
potential
between
them
V
(
x, y
) =
4
V
0
π
X
∞
n
=1
,
3
,
5
...
1
n
e
-
nx
sin(
ny
)
(6)
3. An insulated two dimensional plate of dimension
a
×
b
= 1
×
1 where 0
≤
x
≤
a
and 0
≤
y
≤
b
is subject to the following thermal boundary conditions:
T
(
x,
0)
=
0
(7)
T
(
x, b
)
=
f
(
x
)
(8)
T
(0
, y
) =
T
(
a, y
)
=
0
(9)
where:
f
(
x
) =
75
x
if
0
< x
≤
2
/
3
150(1
-
x
)
if
2
/
3
≤
x
≤
1
(10)
Plot f(x) and derive the Fourier Series representation:
f
(
x
) =
450
π
2
∞
X
n
=1
sin
(
2
nπ
3
)
n
2
sin(
nπx
)
.
(11)
(hint - split the integral into two parts.).
Next, show that the steady state temperature
distribution in the plate is:
T
(
x, y
) =
450
π
2
∞
X
n
=1
sin
(
2
nπ
3
)
n
2
sinh
nπ
sin(
nπx
) sinh
nπy.
(12)
4. A flat, insulated, rectangular plate is maintained at 0
◦
C on three boundaries at
x
= 0,
x
=
a
, and
y
=
b
. The final boundary at
y
= 0 is fixed at
T
0
= 30
◦
C. Find the steady-state
temperature distribution of the plate.
5.
Solving for the steady-state concentration of a chemical species inside a biological compartment
(Note: This is the BMET tutorial problem for Week 8)
A biological ‘compartment’ is any distinct space within a biological system such as a sub-cellular
structure, a single cell or group of cells, or an entire organ or system such as the arterial vasculature.
Consider Figure 2 where we model a rectangular 2D biological compartment of width a
in the x
-
direction and height b
in the y
-direction.
Due to certain metabolic and cellular transport processes, the concentration of a particular chemical species is fixed at the four boundaries of the compartment as shown in Figure 2. Note that these are Dirichlet boundary conditions and together they completely determine the steady-state behaviour of the concentration of the chemical inside the compartment. The concentration of the chemical as a function of time and space can be modelled using Fick’s second law as: 𝐶𝐶
𝑡𝑡
=
𝐷𝐷
(
𝐶𝐶
𝑥𝑥𝑥𝑥
+
𝐶𝐶
𝑦𝑦𝑦𝑦
) (13)
where D
is the mass diffusivity (analogous to the thermal diffusivity ‘
c
2
’ in the heat equation). Note that (1) is simply the 2D version of the heat equation, which we are now very familiar with. By definition, steady-state
means no change with respect to time – that is, C
t
= 0. Substituting this condition into (1) gives the steady-state equation for the concentration of the chemical: 𝐶𝐶
𝑥𝑥𝑥𝑥
+
𝐶𝐶
𝑦𝑦𝑦𝑦
= 0 (14)
which is the Laplace equation. Derive the analytical solution to (2) for the boundary conditions shown in Figure 2.
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Week 9 Practice Problems 1.
Suppose a bomb containing a toxic gas was released in a narrow corridor in the Melbourne CBD during a
terrorist attack. If the initial condition describing the gas is:
𝑌𝑌
(
𝑥𝑥
, 0) =
𝑓𝑓
(
𝑥𝑥
) = 1 for −
10
𝑚𝑚
<
𝑥𝑥
<
10
𝑚𝑚
and zero elsewhere (1)
and there are no boundary conditions, derive the solution to the diffusion equation using the Fourier Integral approach. 2.
A very long uniform bar initially at 0 °
C is heated resistively at t
=0 to 25 °
C in a patch -
0.25 ≤ x
≤ 0.25.
Derive the temperature at x
= 0 and t
= 200 s. Assume the bar is copper and c
2
= 1.14 x 10
-4
m
2
/s.
3.
Given a function Q
(
x
) defined on the interval 0 ≤ x
≤ L
:
𝑄𝑄
(
𝑥𝑥
) =
⎩
⎪
⎨
⎪
⎧
−
4
𝑥𝑥
2
𝐿𝐿
2
+ 1 for
0
≤ 𝑥𝑥
<
𝐿𝐿
2
0 for
𝐿𝐿
2
≤ 𝑥𝑥 ≤ 𝐿𝐿
(2)
Derive coefficients so that Q
(
x
) may be represented as the Fourier series: 𝑄𝑄
(
𝑥𝑥
) =
𝐴𝐴
0
+
� 𝐴𝐴
𝑛𝑛
𝑐𝑐𝑐𝑐𝑐𝑐
𝑛𝑛𝑛𝑛𝑥𝑥
𝐿𝐿
+
𝐵𝐵
𝑛𝑛
∞
𝑛𝑛=1
𝑐𝑐𝑠𝑠𝑛𝑛
𝑛𝑛𝑛𝑛𝑥𝑥
𝐿𝐿
(3)
4.
A wire of length L
=1 m and density ρ
=0.5 kg/m
3
is under tension T
=80 N. Initially it has a velocity of:
𝑌𝑌
𝑡𝑡
(
𝑥𝑥
, 0) =
1
4
−
1
2
𝐿𝐿
�𝑥𝑥 −
𝐿𝐿
2
�
(4)
and no initial displacement. The ends of the wire are fixed at Y
(0, t
) = Y
(
L
, t
) = 0. Derive the Fourier series solution to the wave equation which governs the behaviour of the wire. Implement your solution in Matlab and animate one period of oscillation. 5.
Perform a Fourier transform of the equation f
(
x
) = 1-
x
2
over the domain 0 ≤ x
≤ 3 – i.e. compute the integral:
𝑓𝑓
̑
(
𝑤𝑤
) =
1
√
2
𝑛𝑛
� 𝑓𝑓
(
𝑥𝑥
)
𝑒𝑒𝑥𝑥𝑒𝑒
(
−𝑠𝑠𝑤𝑤𝑥𝑥
)
𝑑𝑑𝑥𝑥
3
0
(5)
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Week 10 Practice Problems
1. Find the Laplace transform of (i)
t
+ 4, (ii)
at
+
b
, (iii) 4
t
3
+
t
2
.
2. Find the inverse Laplace transform of (i)
1
s
2
+1
, (ii)
1
s
5
+
1
s
2
and (iii)
1
(
s
+1)(
s
+2)
3.
Using
Fourier
Integrals,
obtain
a
solution
to
the
heat
equation
on
a
domain
-∞
<
x
<
∞
with
initial
conditions
T
(
x,
0)
=
1
for
x
>
0
and
T
(
x,
0)
=
0
for
x
≤
0.
Hint:
Start
with
the
‘box
car’
problem
in
the
lecture
notes,
derive
the
solution
for
arbitrarily
locations
of
the
two
discontinuities
(say
x
1
and
x
2
),
and
then
consider
what
happens
as
the
location
of
one
of
them
tends
to
infinity.
4. [
Note:
You would not be asked to solve a heat equation question using the Fourier transform, but we include this example to demonstrate how it can be used instead of the Fourier integral] Solve
using
the
Fourier
Transform:
T
t
=
c
2
T
xx
(4)
for 0
≤
x
≤ ∞
and
t >
0. The initial condition is
T
(
x,
0) =
f
(
x
) and the boundary condition
is
T
(0
, t
) = 0. This boundary condition which passes through zero means that the resultant
function is odd. If the gradient was zero then it would be an even function. Thus, using the
Fourier sine transform obtain:
T
(
x, t
) =
2
π
Z
∞
0
f
(
v
)
Z
∞
0
sin
(
wv
)
sin
(
wx
)
e
-
c
2
w
2
t
dw
dv
(5)
Then use:
sin
1
2
(
a
+
b
) sin
1
2
(
a
-
b
) =
1
2
cos
a
+
1
2
cos
b
(6)
and
Z
∞
0
cos
(2
bs
)
e
-
s
2
ds
=
√
π
2
e
-
b
2
(7)
and a change in the integration basis using
m
= (
v
+
x
)
/τ
and
n
= (
v
-
x
)
/τ
to obtain
T
(
x, t
) =
1
√
π
"
Z
∞
-
x/τ
f
(
x
+
τn
)
e
-
n
2
dn
-
Z
∞
x/τ
f
(
-
x
+
τm
)
e
-
m
2
dm
#
(8)
where
τ
= 2
√
c
2
t
.
Setting
f
(
x
) = 1, obtain the final solution in terms of error functions (Ans:
T
(
x, t
) =
erf
(
x/τ
)).
Roughly sketch the solution for a range of times.
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Figure
1
. Two
types
of
vibrations
in
an
earthquake,
P-Waves
(top)
and
S-Waves
(bottom
In an earthquake there are two basic forms of wave, a primary P-wave and a secondary S-wave.
The P-wave is a stretching/compression of the surface in the longitudinal direction, whereas the
secondary waves, called S-waves, travel more slowly, but are more destructive as they move up and
down.
We need a quick crude estimate of how fast a stress wave generated by an earthquake travels.
To do this, we decide to model it as an isolated travelling longitudinal wave, with the governing
equation:
u
tt
=
λ
+ 2
μ
ρ
u
xx
,
(1)
where
u
is the displacement in the longitudinal direction (e.g.
squashing or extending of the
crust),
λ
+ 2
μ
= 90GPa is the modulus of elasticity of the Earth’s crust, and
ρ
= 2660kg/m
3
is
the density assuming it is granite. Given an initial disturbance at the epicentre of
u
(0
, t
) =
f
(
t
) =
0
.
1
sin
(2
πt/
10)
e
-
0
.
01
t
, calculate:
•
the solution to the governing equation for this specific forcing term following the example in
class
•
the time it takes for the disturbance to reach 100km from the epicentre
•
the speed the wave travels.
Implement your solution in Matlab and plot the variation in time of the longitudinal vibration. An
alternative name for the unit step function is the ‘Heaviside’ function. In Matlab, it is computed
using the command ‘y = heaviside(t-a)’ for example.
The equation governing displacement of the Earth’s surface due to S-waves is:
y
tt
=
μ
ρ
y
xx
(2)
where
μ
≈
30GPa. What is the velocity of the S-waves compared to the P-waves?
Week 11 Practice Problems 1. Wave Equation With Time-Varying BC: Earthquake Tremors (AMME2000 example)
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2.
Wave Equation With Time-Varying BC: Pressure Pulse in Blood (Biomed example) Cardiac pumping can cause pressure waves to propagate down blood vessels. Here the heart causes a time-varying disturbance that initiates the pressure wave along the vessel. We’ll assume the vessel is long (“semi-infinite”) and model this situation as an isolated travelling longitudinal wave with the governing equation: 𝑝𝑝
𝑡𝑡𝑡𝑡
=
𝐴𝐴
𝜌𝜌𝜌𝜌
𝑝𝑝
𝑥𝑥𝑥𝑥
(1)
where p
(
x
, t
) is the pressure distribution as a function of space (
x
) and time (
t
), A
is the cross-sectional area of the vessel (m
2
), ρ
is the density of blood (kg/m
3
), and C
is the compliance of the vessel (m
2
/Pa). The disturbance caused by the heart is equivalent to a time-varying boundary condition at x
=0. Assuming the pressure distribution in the vessel is initially 0 and at rest, and that the disturbance generated by the heart is given by: 𝑝𝑝
(0,
𝑡𝑡
) =
𝑓𝑓
(
𝑡𝑡
) =
𝑠𝑠𝑠𝑠𝑠𝑠 �
2
𝜋𝜋𝑡𝑡
0.004
�𝑒𝑒
−250𝑡𝑡
(2)
Derive the analytical solution for this problem using the Laplace transform, following the approach covered in the lectures.
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3. Heat Equation With Time-Varying BC: Thermal Heating of Soil
Figure 2 shows a series of heat pipes used to ensure that the frozen ground around an Alaskan
pipeline does not melt. A new pipeline is planned for installation and you need to decide whether heat pipes should also be installed. Assuming an average Summer daytime temperature of 20◦C in the pipeline location, that the pipes are buried at a depth of 1.5m, and that the soil is mostly composed of sand with a 0.5 volume fraction of water, how long it will take before the soil at a depth of 1.5 m will defrost, in days? The thermal diffusivity of soil types with varying volume fractions of water is plotted in Figure 2. Assume the soil is initially at 0
◦
C and is fully melted when it reaches 1
◦
C.
As an engineer, the first assumption should be to take the worst case scenario and assume that there is sun for 18 hours a day and that in the six hours of darkness there is no cooling of the soil. Make a recommendation as to whether heat pipes need to be installed.
Implement the solution to the governing equation in Matlab, and plot the variation of temperature with depth into the soil for day 1, 10 and 100.
Figure 2. Typical use of heat pipes to cool the soil around a buried pipeline (left-top), and a diagram of the heat pipes (left-bottom), and the thermal diffusivity of different soil types (right)
4. Inhomogeneous Heat Equation With Time-Varying BC: Thermal Heating of Soil
In our soil melting example above, how would the solution to the governing equation change if the answer was required in Kelvin?
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5.
Heat Equation With Time-Varying BC: Hypothermic Elephant You’ve managed to get a job as an engineer at Sydney’s Taronga Zoo where you consult on a range of animal-related issues. Today there is a situation where one of the elephants is suffering from hypothermia. The zoo staff are wondering how effective an active thermal blanket will be to restore the core temperature of this huge animal. Using the tools from AMME2000/BMET2960/BMET9960, you decide to get a quick estimate for them using the 1D heat equation: 𝑇𝑇
𝑡𝑡
=
𝑘𝑘
𝜌𝜌𝜌𝜌
𝑇𝑇
𝑥𝑥𝑥𝑥
(1)
where T
(
x
, t
) is the temperature distribution as a function of space (
x
) and time (
t
), and k
, ρ
and σ
are the thermal conductivity (W/m-K), tissue density (kg/m
3
) and tissue heat capacity (J/kg-K), respectively, all of which we’ll assume are constant. The elephant is lying on its side with the active thermal blanket draped over the main part of its body. You can assume that the elephant’s body temperature everywhere is initially steady at 34 °
C and that the blanket delivers heat to the body surface (at x
=0) according to: 𝑇𝑇
𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑡𝑡
=
𝑓𝑓
(
𝑡𝑡
) (2)
Using the Laplace Transform approach, determine the analytical solution T
(
x
,
t
) if f
(
t
) = 60
°
C.
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We
want
to
calculate
the
response
of
a
semi-infinite
wire
subjected
to
a
forcing
f
(
t
).
It
is clamped at x=0, but is free at the other end so the appropriate boundary condition as
x
→ ∞
is
y
x
(
∞
, t
) = 0. Initially the wire is at rest and has zero displacement. Thus, the
governing equation is:
y
tt
=
c
2
y
xx
+
f
(
t
)
(
1
)
subject to boundary conditions:
y
(0
, t
) = 0
,
y
x
(
∞
, t
) = 0
(
2
)
and the initial conditions:
y
(
x,
0) = 0
,
y
t
(
x,
0) = 0
(
3
)
Show that the Laplace transform of the governing equation gives the following inhomogeneous
ODE:
Y
xx
-
s
2
c
2
Y
=
-
F
(
s
)
c
2
(
4
)
where
L
{
y
}
=
Y
.
This
is
an
inhomogeneous
equation,
so
the
solution
must
be
gained
from
the
homogeneous
solution
Y
H
(where
F(s)=0)
plus
the
‘Particular
Integral’
Y
P
I
,
which
is
the
solution
of
the
above
equation.
The
full
solution
is
then
Y
=
Y
H
+
Y
P
I
.
The
particular
integral
is
gained
in
this
case
by
assuming
that
it
takes
the
form
Y
P
I
=
K
(
s
).
Substitute
this
into
Eqn
(
4
),
and
rearrange
to
gain
K
(
s
).
Show
thus
that
the
general
solution
is:
Y
(
x, s
) =
A
(
s
)
e
sx/c
+
B
(
s
)
e
-
sx/c
+
F
(
s
)
s
2
(
5
)
Apply the boundary conditions and initial conditions to show that:
Y
(
x, s
) =
F
(
s
)
s
2
-
F
(
s
)
s
2
e
-
sx/c
(
6
)
Given a constant forcing term
f
(
t
) =
f
0
, take the inverse Laplace transform to gain the
solution:
y
(
x, t
) =
f
0
2
t
2
-
t
-
x
c
2
u
t
-
x
c
(
7
)
Plot the variation of y as a function of x for several instants in time.
6. Wave Equation With Forcing in the Governing Equation
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Week 12 Practice Problems 1.
Solve u
xx
+ f
= 0 for 0 ≤ x
≤ 1, with u
(0) = 1 and u
x
(1) = 2 using two elements and given f
= 10. What is the
deflection u
(0.25)?
2.
Solve the above problem but for f
= x
2
.
3.
Derive the weak form of the governing equation T
t + t
= 0 for 0 ≤ x
≤ 1
.
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Week 13 Practice Problems
1.
Determine
the
analytical
solution
to
the
1D
Poisson
equation
u
xx
=
-
q
(
x
)
for
q
(
x
)
=
-
x
2
,
where
u
(0)
=
0
and
u
x
(
L
)
=
0.
(ans:
u
(
x
)
=
x
4
/
12
-
L
3
x/
3) 2 Steady
state
temperature
i n
a
one
dimensional
bar
of
l ength
L
heated
by
a
source
q
(
x
)
satisfies
the
equation
kT
xx
=
-
q
(
x
),
where
k
i s
the
the
thermal
conductivity
of
the
material.
Given Dirichlet boundary conditions at the first node at
x
= 0 of
T
0
= 273K and assuming
that the bar is insulated at
x
=
L
show that the finite element solution is given by solving
the following matrix problem:
k
l
e
2
-
1
0
· · ·
0
-
1
2
-
1
.
.
.
.
.
.
0
.
.
.
.
.
.
.
.
.
0
.
.
.
.
.
.
-
1
2
-
1
0
· · ·
0
-
1
1
T
ˆ
1
T
ˆ
2
.
.
.
T
ˆ
n
-
1
T
ˆ
n
=
l
e
6
q
ˆ
0
+ 4
q
ˆ
1
+
q
ˆ
2
q
ˆ
1
+ 4
q
ˆ
2
+
q
ˆ
3
.
.
.
q
ˆ
ne
-
2
+ 4
q
ˆ
n
-
1
+
q
ˆ
n
q
ˆ
ne
-
1
+ 2
q
ˆ
n
+
T
0
k/l
e
0
.
.
.
0
3.
Solve
the
above
problem
for
L
=
0
.
5m,
q
=
10W/m
3
and
k
=
401W/m-K
using
2
elements
to
estimate
the
temperature
at
the
end
of
the
bar
(
x
=
L
).
How
does
this
compare
to
the
analytical?
(ans:
analytical:
T
(
x
)
=
-
qx
(
x/
2
-
L
)
+
273,
numerical:
T
3
=
273
.
0031K
.
)
4.
Modify
your
Matlab
code
to
solve
this
with
an
arbitrary
number
of
elements.
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