Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... ·...

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logo1 Introduction Δ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates Separation of Variables – Bessel Equations Bernd Schr ¨ oder Bernd Schr¨ oder Louisiana Tech University, College of Engineering and Science Separation of Variables – Bessel Equations

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Page 1: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

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Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separation of Variables – BesselEquations

Bernd Schroder

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 2: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

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Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separation of Variables1. Solution technique for partial differential equations.

2. If the unknown function u depends on variables r,θ , t, weassume there is a solution of the form u = R(r)D(θ)T(t).

3. The special form of this solution function allows us toreplace the original partial differential equation withseveral ordinary differential equations.

4. Key step: If f (t) = g(r,θ), then f and g must be constant.5. Solutions of the ordinary differential equations we obtain

must typically be processed some more to give usefulresults for the partial differential equations.

6. Some very powerful and deep theorems can be used toformally justify the approach for many equations involvingthe Laplace operator.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 3: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separation of Variables1. Solution technique for partial differential equations.2. If the unknown function u depends on variables r,θ , t, we

assume there is a solution of the form u = R(r)D(θ)T(t).

3. The special form of this solution function allows us toreplace the original partial differential equation withseveral ordinary differential equations.

4. Key step: If f (t) = g(r,θ), then f and g must be constant.5. Solutions of the ordinary differential equations we obtain

must typically be processed some more to give usefulresults for the partial differential equations.

6. Some very powerful and deep theorems can be used toformally justify the approach for many equations involvingthe Laplace operator.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 4: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separation of Variables1. Solution technique for partial differential equations.2. If the unknown function u depends on variables r,θ , t, we

assume there is a solution of the form u = R(r)D(θ)T(t).3. The special form of this solution function allows us to

replace the original partial differential equation withseveral ordinary differential equations.

4. Key step: If f (t) = g(r,θ), then f and g must be constant.5. Solutions of the ordinary differential equations we obtain

must typically be processed some more to give usefulresults for the partial differential equations.

6. Some very powerful and deep theorems can be used toformally justify the approach for many equations involvingthe Laplace operator.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 5: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separation of Variables1. Solution technique for partial differential equations.2. If the unknown function u depends on variables r,θ , t, we

assume there is a solution of the form u = R(r)D(θ)T(t).3. The special form of this solution function allows us to

replace the original partial differential equation withseveral ordinary differential equations.

4. Key step: If f (t) = g(r,θ), then f and g must be constant.

5. Solutions of the ordinary differential equations we obtainmust typically be processed some more to give usefulresults for the partial differential equations.

6. Some very powerful and deep theorems can be used toformally justify the approach for many equations involvingthe Laplace operator.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 6: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separation of Variables1. Solution technique for partial differential equations.2. If the unknown function u depends on variables r,θ , t, we

assume there is a solution of the form u = R(r)D(θ)T(t).3. The special form of this solution function allows us to

replace the original partial differential equation withseveral ordinary differential equations.

4. Key step: If f (t) = g(r,θ), then f and g must be constant.5. Solutions of the ordinary differential equations we obtain

must typically be processed some more to give usefulresults for the partial differential equations.

6. Some very powerful and deep theorems can be used toformally justify the approach for many equations involvingthe Laplace operator.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 7: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separation of Variables1. Solution technique for partial differential equations.2. If the unknown function u depends on variables r,θ , t, we

assume there is a solution of the form u = R(r)D(θ)T(t).3. The special form of this solution function allows us to

replace the original partial differential equation withseveral ordinary differential equations.

4. Key step: If f (t) = g(r,θ), then f and g must be constant.5. Solutions of the ordinary differential equations we obtain

must typically be processed some more to give usefulresults for the partial differential equations.

6. Some very powerful and deep theorems can be used toformally justify the approach for many equations involvingthe Laplace operator.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 8: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

How Deep?

plus about 200 pages of reallyawesome functional analysis.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 9: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

How Deep?

plus about 200 pages of reallyawesome functional analysis.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 10: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

The Equation ∆u = k∂u∂ t

1. It’s the heat equation.2. Consideration in two dimensions may mean we analyze

heat transfer in a thin sheet of metal.3. It may also mean that we are working with a cylindrical

geometry in which there is no variation in the z-direction.(Heating a metal cylinder in a water bath.)

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 11: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

The Equation ∆u = k∂u∂ t

1. It’s the heat equation.

2. Consideration in two dimensions may mean we analyzeheat transfer in a thin sheet of metal.

3. It may also mean that we are working with a cylindricalgeometry in which there is no variation in the z-direction.(Heating a metal cylinder in a water bath.)

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 12: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

The Equation ∆u = k∂u∂ t

1. It’s the heat equation.2. Consideration in two dimensions may mean we analyze

heat transfer in a thin sheet of metal.

3. It may also mean that we are working with a cylindricalgeometry in which there is no variation in the z-direction.(Heating a metal cylinder in a water bath.)

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 13: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

The Equation ∆u = k∂u∂ t

1. It’s the heat equation.2. Consideration in two dimensions may mean we analyze

heat transfer in a thin sheet of metal.3. It may also mean that we are working with a cylindrical

geometry in which there is no variation in the z-direction.(Heating a metal cylinder in a water bath.)

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 14: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Temporal Part)

∂ 2u∂ r2 +

1r

∂u∂ r

+1r2

∂ 2u∂θ 2 = k

∂u∂ t

u(r,θ , t) = R(r)D(Θ)T(t) = R ·D ·T∂ 2

∂ r2 RDT +1r

∂ rRDT +

1r2

∂ 2

∂θ 2 RDT = k∂

∂ tRDT

R′′DT +1r

R′DT +1r2 RD′′T = kRDT ′

R′′D+ 1r R′D+ 1

r2 RD′′

RD= k

T ′

T= −λ

2

Constant is negative, becauseT ′

T=

ck

gives T = aeck t. Now

k > 0 forces c < 0, otherwise temperature would increaseexponentially with no energy input.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 15: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Temporal Part)

∂ 2u∂ r2 +

1r

∂u∂ r

+1r2

∂ 2u∂θ 2 = k

∂u∂ t

u(r,θ , t) = R(r)D(Θ)T(t) = R ·D ·T∂ 2

∂ r2 RDT +1r

∂ rRDT +

1r2

∂ 2

∂θ 2 RDT = k∂

∂ tRDT

R′′DT +1r

R′DT +1r2 RD′′T = kRDT ′

R′′D+ 1r R′D+ 1

r2 RD′′

RD= k

T ′

T= −λ

2

Constant is negative, becauseT ′

T=

ck

gives T = aeck t. Now

k > 0 forces c < 0, otherwise temperature would increaseexponentially with no energy input.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 16: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Temporal Part)

∂ 2u∂ r2 +

1r

∂u∂ r

+1r2

∂ 2u∂θ 2 = k

∂u∂ t

u(r,θ , t)

= R(r)D(Θ)T(t) = R ·D ·T∂ 2

∂ r2 RDT +1r

∂ rRDT +

1r2

∂ 2

∂θ 2 RDT = k∂

∂ tRDT

R′′DT +1r

R′DT +1r2 RD′′T = kRDT ′

R′′D+ 1r R′D+ 1

r2 RD′′

RD= k

T ′

T= −λ

2

Constant is negative, becauseT ′

T=

ck

gives T = aeck t. Now

k > 0 forces c < 0, otherwise temperature would increaseexponentially with no energy input.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 17: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Temporal Part)

∂ 2u∂ r2 +

1r

∂u∂ r

+1r2

∂ 2u∂θ 2 = k

∂u∂ t

u(r,θ , t) = R(r)D(Θ)T(t)

= R ·D ·T∂ 2

∂ r2 RDT +1r

∂ rRDT +

1r2

∂ 2

∂θ 2 RDT = k∂

∂ tRDT

R′′DT +1r

R′DT +1r2 RD′′T = kRDT ′

R′′D+ 1r R′D+ 1

r2 RD′′

RD= k

T ′

T= −λ

2

Constant is negative, becauseT ′

T=

ck

gives T = aeck t. Now

k > 0 forces c < 0, otherwise temperature would increaseexponentially with no energy input.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 18: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Temporal Part)

∂ 2u∂ r2 +

1r

∂u∂ r

+1r2

∂ 2u∂θ 2 = k

∂u∂ t

u(r,θ , t) = R(r)D(Θ)T(t) = R ·D ·T

∂ 2

∂ r2 RDT +1r

∂ rRDT +

1r2

∂ 2

∂θ 2 RDT = k∂

∂ tRDT

R′′DT +1r

R′DT +1r2 RD′′T = kRDT ′

R′′D+ 1r R′D+ 1

r2 RD′′

RD= k

T ′

T= −λ

2

Constant is negative, becauseT ′

T=

ck

gives T = aeck t. Now

k > 0 forces c < 0, otherwise temperature would increaseexponentially with no energy input.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 19: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Temporal Part)

∂ 2u∂ r2 +

1r

∂u∂ r

+1r2

∂ 2u∂θ 2 = k

∂u∂ t

u(r,θ , t) = R(r)D(Θ)T(t) = R ·D ·T∂ 2

∂ r2 RDT +1r

∂ rRDT +

1r2

∂ 2

∂θ 2 RDT = k∂

∂ tRDT

R′′DT +1r

R′DT +1r2 RD′′T = kRDT ′

R′′D+ 1r R′D+ 1

r2 RD′′

RD= k

T ′

T= −λ

2

Constant is negative, becauseT ′

T=

ck

gives T = aeck t. Now

k > 0 forces c < 0, otherwise temperature would increaseexponentially with no energy input.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 20: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Temporal Part)

∂ 2u∂ r2 +

1r

∂u∂ r

+1r2

∂ 2u∂θ 2 = k

∂u∂ t

u(r,θ , t) = R(r)D(Θ)T(t) = R ·D ·T∂ 2

∂ r2 RDT +1r

∂ rRDT +

1r2

∂ 2

∂θ 2 RDT = k∂

∂ tRDT

R′′DT

+1r

R′DT +1r2 RD′′T = kRDT ′

R′′D+ 1r R′D+ 1

r2 RD′′

RD= k

T ′

T= −λ

2

Constant is negative, becauseT ′

T=

ck

gives T = aeck t. Now

k > 0 forces c < 0, otherwise temperature would increaseexponentially with no energy input.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 21: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Temporal Part)

∂ 2u∂ r2 +

1r

∂u∂ r

+1r2

∂ 2u∂θ 2 = k

∂u∂ t

u(r,θ , t) = R(r)D(Θ)T(t) = R ·D ·T∂ 2

∂ r2 RDT +1r

∂ rRDT +

1r2

∂ 2

∂θ 2 RDT = k∂

∂ tRDT

R′′DT +1r

R′DT

+1r2 RD′′T = kRDT ′

R′′D+ 1r R′D+ 1

r2 RD′′

RD= k

T ′

T= −λ

2

Constant is negative, becauseT ′

T=

ck

gives T = aeck t. Now

k > 0 forces c < 0, otherwise temperature would increaseexponentially with no energy input.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 22: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Temporal Part)

∂ 2u∂ r2 +

1r

∂u∂ r

+1r2

∂ 2u∂θ 2 = k

∂u∂ t

u(r,θ , t) = R(r)D(Θ)T(t) = R ·D ·T∂ 2

∂ r2 RDT +1r

∂ rRDT +

1r2

∂ 2

∂θ 2 RDT = k∂

∂ tRDT

R′′DT +1r

R′DT +1r2 RD′′T

= kRDT ′

R′′D+ 1r R′D+ 1

r2 RD′′

RD= k

T ′

T= −λ

2

Constant is negative, becauseT ′

T=

ck

gives T = aeck t. Now

k > 0 forces c < 0, otherwise temperature would increaseexponentially with no energy input.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 23: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Temporal Part)

∂ 2u∂ r2 +

1r

∂u∂ r

+1r2

∂ 2u∂θ 2 = k

∂u∂ t

u(r,θ , t) = R(r)D(Θ)T(t) = R ·D ·T∂ 2

∂ r2 RDT +1r

∂ rRDT +

1r2

∂ 2

∂θ 2 RDT = k∂

∂ tRDT

R′′DT +1r

R′DT +1r2 RD′′T = kRDT ′

R′′D+ 1r R′D+ 1

r2 RD′′

RD= k

T ′

T= −λ

2

Constant is negative, becauseT ′

T=

ck

gives T = aeck t. Now

k > 0 forces c < 0, otherwise temperature would increaseexponentially with no energy input.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 24: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Temporal Part)

∂ 2u∂ r2 +

1r

∂u∂ r

+1r2

∂ 2u∂θ 2 = k

∂u∂ t

u(r,θ , t) = R(r)D(Θ)T(t) = R ·D ·T∂ 2

∂ r2 RDT +1r

∂ rRDT +

1r2

∂ 2

∂θ 2 RDT = k∂

∂ tRDT

R′′DT +1r

R′DT +1r2 RD′′T = kRDT ′

R′′D+ 1r R′D+ 1

r2 RD′′

RD

= kT ′

T= −λ

2

Constant is negative, becauseT ′

T=

ck

gives T = aeck t. Now

k > 0 forces c < 0, otherwise temperature would increaseexponentially with no energy input.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 25: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Temporal Part)

∂ 2u∂ r2 +

1r

∂u∂ r

+1r2

∂ 2u∂θ 2 = k

∂u∂ t

u(r,θ , t) = R(r)D(Θ)T(t) = R ·D ·T∂ 2

∂ r2 RDT +1r

∂ rRDT +

1r2

∂ 2

∂θ 2 RDT = k∂

∂ tRDT

R′′DT +1r

R′DT +1r2 RD′′T = kRDT ′

R′′D+ 1r R′D+ 1

r2 RD′′

RD= k

T ′

T

= −λ2

Constant is negative, becauseT ′

T=

ck

gives T = aeck t. Now

k > 0 forces c < 0, otherwise temperature would increaseexponentially with no energy input.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 26: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Temporal Part)

∂ 2u∂ r2 +

1r

∂u∂ r

+1r2

∂ 2u∂θ 2 = k

∂u∂ t

u(r,θ , t) = R(r)D(Θ)T(t) = R ·D ·T∂ 2

∂ r2 RDT +1r

∂ rRDT +

1r2

∂ 2

∂θ 2 RDT = k∂

∂ tRDT

R′′DT +1r

R′DT +1r2 RD′′T = kRDT ′

R′′D+ 1r R′D+ 1

r2 RD′′

RD= k

T ′

T= −λ

2

Constant is negative, becauseT ′

T=

ck

gives T = aeck t. Now

k > 0 forces c < 0, otherwise temperature would increaseexponentially with no energy input.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 27: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Temporal Part)

∂ 2u∂ r2 +

1r

∂u∂ r

+1r2

∂ 2u∂θ 2 = k

∂u∂ t

u(r,θ , t) = R(r)D(Θ)T(t) = R ·D ·T∂ 2

∂ r2 RDT +1r

∂ rRDT +

1r2

∂ 2

∂θ 2 RDT = k∂

∂ tRDT

R′′DT +1r

R′DT +1r2 RD′′T = kRDT ′

R′′D+ 1r R′D+ 1

r2 RD′′

RD= k

T ′

T= −λ

2

Constant is negative,

becauseT ′

T=

ck

gives T = aeck t. Now

k > 0 forces c < 0, otherwise temperature would increaseexponentially with no energy input.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

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Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Temporal Part)

∂ 2u∂ r2 +

1r

∂u∂ r

+1r2

∂ 2u∂θ 2 = k

∂u∂ t

u(r,θ , t) = R(r)D(Θ)T(t) = R ·D ·T∂ 2

∂ r2 RDT +1r

∂ rRDT +

1r2

∂ 2

∂θ 2 RDT = k∂

∂ tRDT

R′′DT +1r

R′DT +1r2 RD′′T = kRDT ′

R′′D+ 1r R′D+ 1

r2 RD′′

RD= k

T ′

T= −λ

2

Constant is negative, becauseT ′

T=

ck

gives T = aeck t.

Nowk > 0 forces c < 0, otherwise temperature would increaseexponentially with no energy input.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

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Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Temporal Part)

∂ 2u∂ r2 +

1r

∂u∂ r

+1r2

∂ 2u∂θ 2 = k

∂u∂ t

u(r,θ , t) = R(r)D(Θ)T(t) = R ·D ·T∂ 2

∂ r2 RDT +1r

∂ rRDT +

1r2

∂ 2

∂θ 2 RDT = k∂

∂ tRDT

R′′DT +1r

R′DT +1r2 RD′′T = kRDT ′

R′′D+ 1r R′D+ 1

r2 RD′′

RD= k

T ′

T= −λ

2

Constant is negative, becauseT ′

T=

ck

gives T = aeck t. Now

k > 0 forces c < 0,

otherwise temperature would increaseexponentially with no energy input.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 30: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

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Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Temporal Part)

∂ 2u∂ r2 +

1r

∂u∂ r

+1r2

∂ 2u∂θ 2 = k

∂u∂ t

u(r,θ , t) = R(r)D(Θ)T(t) = R ·D ·T∂ 2

∂ r2 RDT +1r

∂ rRDT +

1r2

∂ 2

∂θ 2 RDT = k∂

∂ tRDT

R′′DT +1r

R′DT +1r2 RD′′T = kRDT ′

R′′D+ 1r R′D+ 1

r2 RD′′

RD= k

T ′

T= −λ

2

Constant is negative, becauseT ′

T=

ck

gives T = aeck t. Now

k > 0 forces c < 0, otherwise temperature would increaseexponentially with no energy input.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

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Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Azimuthal Part)

R′′D+ 1r R′D+ 1

r2 RD′′

RD= −λ

2

R′′D+ 1r R′D

RD+λ

2 = −1r2 RD′′

RDr2R′′ + rR′

R+ r2

λ2 = −D′′

D= ν

2

The constant is nonnegative: −D′′

D= c leads to D′′ + cD = 0.

But D must be 2π-periodic. For negative c we get nonperiodicexponential solutions. Thus c = ν2, where ν is a nonnegativeinteger, because then D(θ) = c1 cos(νθ)+ c2 sin(νθ), which is2π-periodic.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

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logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Azimuthal Part)

R′′D+ 1r R′D+ 1

r2 RD′′

RD= −λ

2

R′′D+ 1r R′D

RD+λ

2 = −1r2 RD′′

RDr2R′′ + rR′

R+ r2

λ2 = −D′′

D= ν

2

The constant is nonnegative: −D′′

D= c leads to D′′ + cD = 0.

But D must be 2π-periodic. For negative c we get nonperiodicexponential solutions. Thus c = ν2, where ν is a nonnegativeinteger, because then D(θ) = c1 cos(νθ)+ c2 sin(νθ), which is2π-periodic.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 33: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Azimuthal Part)

R′′D+ 1r R′D+ 1

r2 RD′′

RD= −λ

2

R′′D+ 1r R′D

RD+λ

2 = −1r2 RD′′

RD

r2R′′ + rR′

R+ r2

λ2 = −D′′

D= ν

2

The constant is nonnegative: −D′′

D= c leads to D′′ + cD = 0.

But D must be 2π-periodic. For negative c we get nonperiodicexponential solutions. Thus c = ν2, where ν is a nonnegativeinteger, because then D(θ) = c1 cos(νθ)+ c2 sin(νθ), which is2π-periodic.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 34: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Azimuthal Part)

R′′D+ 1r R′D+ 1

r2 RD′′

RD= −λ

2

R′′D+ 1r R′D

RD+λ

2 = −1r2 RD′′

RDr2R′′ + rR′

R+ r2

λ2 = −D′′

D

= ν2

The constant is nonnegative: −D′′

D= c leads to D′′ + cD = 0.

But D must be 2π-periodic. For negative c we get nonperiodicexponential solutions. Thus c = ν2, where ν is a nonnegativeinteger, because then D(θ) = c1 cos(νθ)+ c2 sin(νθ), which is2π-periodic.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 35: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Azimuthal Part)

R′′D+ 1r R′D+ 1

r2 RD′′

RD= −λ

2

R′′D+ 1r R′D

RD+λ

2 = −1r2 RD′′

RDr2R′′ + rR′

R+ r2

λ2 = −D′′

D= ν

2

The constant is nonnegative: −D′′

D= c leads to D′′ + cD = 0.

But D must be 2π-periodic. For negative c we get nonperiodicexponential solutions. Thus c = ν2, where ν is a nonnegativeinteger, because then D(θ) = c1 cos(νθ)+ c2 sin(νθ), which is2π-periodic.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 36: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Azimuthal Part)

R′′D+ 1r R′D+ 1

r2 RD′′

RD= −λ

2

R′′D+ 1r R′D

RD+λ

2 = −1r2 RD′′

RDr2R′′ + rR′

R+ r2

λ2 = −D′′

D= ν

2

The constant is nonnegative:

−D′′

D= c leads to D′′ + cD = 0.

But D must be 2π-periodic. For negative c we get nonperiodicexponential solutions. Thus c = ν2, where ν is a nonnegativeinteger, because then D(θ) = c1 cos(νθ)+ c2 sin(νθ), which is2π-periodic.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 37: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Azimuthal Part)

R′′D+ 1r R′D+ 1

r2 RD′′

RD= −λ

2

R′′D+ 1r R′D

RD+λ

2 = −1r2 RD′′

RDr2R′′ + rR′

R+ r2

λ2 = −D′′

D= ν

2

The constant is nonnegative: −D′′

D= c leads to D′′ + cD = 0.

But D must be 2π-periodic. For negative c we get nonperiodicexponential solutions. Thus c = ν2, where ν is a nonnegativeinteger, because then D(θ) = c1 cos(νθ)+ c2 sin(νθ), which is2π-periodic.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 38: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Azimuthal Part)

R′′D+ 1r R′D+ 1

r2 RD′′

RD= −λ

2

R′′D+ 1r R′D

RD+λ

2 = −1r2 RD′′

RDr2R′′ + rR′

R+ r2

λ2 = −D′′

D= ν

2

The constant is nonnegative: −D′′

D= c leads to D′′ + cD = 0.

But D must be 2π-periodic.

For negative c we get nonperiodicexponential solutions. Thus c = ν2, where ν is a nonnegativeinteger, because then D(θ) = c1 cos(νθ)+ c2 sin(νθ), which is2π-periodic.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 39: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Azimuthal Part)

R′′D+ 1r R′D+ 1

r2 RD′′

RD= −λ

2

R′′D+ 1r R′D

RD+λ

2 = −1r2 RD′′

RDr2R′′ + rR′

R+ r2

λ2 = −D′′

D= ν

2

The constant is nonnegative: −D′′

D= c leads to D′′ + cD = 0.

But D must be 2π-periodic. For negative c we get nonperiodicexponential solutions.

Thus c = ν2, where ν is a nonnegativeinteger, because then D(θ) = c1 cos(νθ)+ c2 sin(νθ), which is2π-periodic.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 40: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Azimuthal Part)

R′′D+ 1r R′D+ 1

r2 RD′′

RD= −λ

2

R′′D+ 1r R′D

RD+λ

2 = −1r2 RD′′

RDr2R′′ + rR′

R+ r2

λ2 = −D′′

D= ν

2

The constant is nonnegative: −D′′

D= c leads to D′′ + cD = 0.

But D must be 2π-periodic. For negative c we get nonperiodicexponential solutions. Thus c = ν2, where ν is a nonnegativeinteger,

because then D(θ) = c1 cos(νθ)+ c2 sin(νθ), which is2π-periodic.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 41: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Azimuthal Part)

R′′D+ 1r R′D+ 1

r2 RD′′

RD= −λ

2

R′′D+ 1r R′D

RD+λ

2 = −1r2 RD′′

RDr2R′′ + rR′

R+ r2

λ2 = −D′′

D= ν

2

The constant is nonnegative: −D′′

D= c leads to D′′ + cD = 0.

But D must be 2π-periodic. For negative c we get nonperiodicexponential solutions. Thus c = ν2, where ν is a nonnegativeinteger, because then D(θ) = c1 cos(νθ)+ c2 sin(νθ), which is2π-periodic.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

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Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Radial Part)

r2R′′ + rR′

R+ r2

λ2 = ν

2

r2R′′ + rR′ + r2λ

2R = ν2R

r2R′′ + rR′ +(

λ2r2 −ν

2)

R = 0

and the last equation is called the parametric Bessel equation.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 43: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Radial Part)

r2R′′ + rR′

R+ r2

λ2 = ν

2

r2R′′ + rR′ + r2λ

2R = ν2R

r2R′′ + rR′ +(

λ2r2 −ν

2)

R = 0

and the last equation is called the parametric Bessel equation.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 44: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Radial Part)

r2R′′ + rR′

R+ r2

λ2 = ν

2

r2R′′ + rR′ + r2λ

2R = ν2R

r2R′′ + rR′ +(

λ2r2 −ν

2)

R = 0

and the last equation is called the parametric Bessel equation.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 45: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Radial Part)

r2R′′ + rR′

R+ r2

λ2 = ν

2

r2R′′ + rR′ + r2λ

2R = ν2R

r2R′′ + rR′ +(

λ2r2 −ν

2)

R = 0

and the last equation is called the parametric Bessel equation.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations

Page 46: Separation of Variables -- Bessel Equations › schroeder › slides › DE_slides › ... · 2008-11-06 · logo1 Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating

logo1

Introduction ∆ in a Rotationally Symmetric 2d Geometry Separating Polar Coordinates

Separating the Equation ∆u = k∂u∂ t

(Radial Part)

r2R′′ + rR′

R+ r2

λ2 = ν

2

r2R′′ + rR′ + r2λ

2R = ν2R

r2R′′ + rR′ +(

λ2r2 −ν

2)

R = 0

and the last equation is called the parametric Bessel equation.

Bernd Schroder Louisiana Tech University, College of Engineering and Science

Separation of Variables – Bessel Equations