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Solving the 1-D Heat/Diffusion PDE by Separation of Variables (Part 1/2) 

Faculty of Khan
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In this video, I introduce the concept of separation of variables and use it to solve an initial-boundary value problem consisting of the 1-D heat equation and a couple of homogenous Dirichlet boundary conditions.
Questions? Ask in the comments!
Prereqs: My ODEs stuff, and the PDEs stuff I've covered up till now.
Lecture Notes: drive.google.c...
Patreon Link: www.patreon.co...

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8 окт 2024

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Комментарии : 44   
@herrjonna2007
@herrjonna2007 5 лет назад
I have looked all over for videos on PDE's as good as these! Good job!
@seabasschukwu6988
@seabasschukwu6988 Месяц назад
I wish you didn't stop uploading bro :( but i am very appreciative for what you did upload thank you so much man!
@FacultyofKhan
@FacultyofKhan Месяц назад
@@seabasschukwu6988 I’m still uploading don’t worry! Just check out my Videos tab!
@_nines8270
@_nines8270 Год назад
So THAT's how that works! Unfortunately my engineering teachers often gloss over the actual mathematics behind the formulas and step-by-step processes they expect us to use to solve problems.
@cameronspalding9792
@cameronspalding9792 6 лет назад
It’s great how u can find functions that have special derivative relationships
@sumers9396
@sumers9396 Год назад
crystal clear exlanation!! keep up the good work!
@majormaki1495
@majormaki1495 7 лет назад
Hi. At 7:55 why did the solution for X involve hyperbolic trig functions? Would the solution not be a sum of two exponentials?
@FacultyofKhan
@FacultyofKhan 7 лет назад
sinh = 0.5*(exp(x)-exp(-x)), cosh = 0.5*(exp(x)+exp(-x)). They're the same thing in that cosh and sinh are just linear combinations of two exponentials. Hope that helps!
@tejpal6521
@tejpal6521 4 года назад
In case 1 There is some mistake , when constant is positive then solution for ODE in X will be exponential
@darren970906
@darren970906 7 лет назад
Doesn't heat equation usually have a constant term next to the second order derivative, or are you just treating it as 1? And if it does have a constant coefficient next to it, does that mean separation of variable would not work? Great work btw.
@FacultyofKhan
@FacultyofKhan 7 лет назад
Thank you! It usually does have a constant coefficient, like alpha/the thermal diffusivity (so your PDE would be u_t = alpha*u_xx). However, it's possible to nondimensionalize the heat equation (convert everything to dimensionless variables) to get rid of the alpha. My video just used the nondimensionalized/simplified form (i.e. I'm treating alpha as 1). Even with the alpha present, you can still do separation of variables, so it doesn't make a difference in how you solve the PDE. With separation of variables, the PDE/boundary conditions just have to be linear and homogeneous. A constant multiplying a term is okay, but a constant being added to a term is not. So if it were like u_t = u_xx + alpha, you can't directly use separation of variables there.
@fgblomqvist
@fgblomqvist 6 лет назад
How did you know 7:34? Is it an ODE thing? Is there a video explaining how you would know that it is equal to that function?
@FacultyofKhan
@FacultyofKhan 6 лет назад
I don't personally have a video on solving this first-order ODE, but yes, it's an ODE thing. The solution to dy/dx = k*y (k is a constant) is y = A*exp(k*x), where A is the constant of integration; this is just prerequisite knowledge I assume you know for this video.
@cadenryals9836
@cadenryals9836 4 года назад
Good stuff, I didn't see anyone else yet ask this in the comments but at x=L, shouldn't u=ABL+AC?
@cadenryals9836
@cadenryals9836 4 года назад
Wait now I see, you had defined AC=0 just prior due to the IC. Awesome.
@josephmcmahon7470
@josephmcmahon7470 2 года назад
Why would you ever assume the constant could be anything other than negative? SLT is only satisfied by a negative constant.
@diegocornejo4832
@diegocornejo4832 4 года назад
Is there a proof for the assumption that u(x,t) can be split as X(x)T(t) if the conditions that you mentioned are satisfied?
@batu9049
@batu9049 Год назад
it changes from equation to equation. every equation dont need to satisfies that u=x(x)t(t).
@200kkrishna
@200kkrishna 3 года назад
is this a homogenous bc, k1*ux = k2*ux at x= say l
@appandairajan3297
@appandairajan3297 4 года назад
Why did you take the solution to be a product of X(x) and T(t)? Why not sum i.e X(x)+T(t)?
@trickyabb
@trickyabb 4 года назад
when constant = 0, does it means lambda = 0, and in that case shouldn't "C*Sinh(lambda *x)" become 0 and X = B*x instead of X= B*x + C or is it just simple integration of x twice?
@infinity-and-regards
@infinity-and-regards 5 лет назад
Are you sure that you find the complete set of solutions when using separation of variables? I mean you only try a subset of possible sollutions, i.e. {f: f(x,t) = X(t)T(t)} ⊆ {f(x,t)} (if I understand this correctly). If not, how do you know this method is applicable. Moreover, is there any reason to use lambda squared, instead of just lambda? Thanks
@FacultyofKhan
@FacultyofKhan 5 лет назад
>Are you sure that you find the complete set of solutions when using separation of variables? Yes, I'm sure. This is because the solutions to the Sturm-Liouville Problem form an orthogonal basis (see: en.wikipedia.org/wiki/Sturm%E2%80%93Liouville_theory). If you watch part 2 of this solution (ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-5AkjTUD6TDw.html), you'll see that the ODE for X(x) represents a Sturm-Liouville Problem. Because the solutions form an orthogonal basis, pretty much any nice enough function (i.e. continuous, differentiable, etc.) can be expressed as a linear combination of the solutions to Sturm-Liouville. In this case, we've got sine functions as the solutions of the Sturm-Liouville Problem, and you probably know from Fourier's Theorem that any periodic function (or function over a finite interval) can be expressed as a sum of sines and cosines. That's why my solution works. It also works because it satisfies existence and uniqueness, so the solution I eventually find is indeed a unique solution. Finally, I use lambda squared because lambda^2 is guaranteed to be positive for a real lambda. As a result, I can force it to be either negative (-lambda^2) or positive (lambda^2) just by manipulating the sign out front. This is just a matter of convention though: if you end up using just lambda, it'll also work out, but you might have to deal with square roots in your final answer which can be a bit annoying. Hope that helps!
@apoorvmishra6992
@apoorvmishra6992 2 года назад
​@@FacultyofKhan the ODE for X becomes a sturm Liouville equation only when you assume the solution to be the product of X & T in the first place. But how we can assure that the solution to the PDE is in the form of the product of X & T? Do we simply experiment by taking such a form or is there any explanation for us taking such a form of the solution?
@pianoguy7793
@pianoguy7793 10 месяцев назад
Can someone explain how at 7:51 it is solved with hyperbolic trig. Couldn't it be solved with just exponentials?
@UnforsakenXII
@UnforsakenXII 7 лет назад
Ah. So that's why it was negative this whole time. I thought the choice was completely arbitrary They never went over it.
@michaelomeara8985
@michaelomeara8985 6 лет назад
You are the best!!!! Wow
@FacultyofKhan
@FacultyofKhan 6 лет назад
Thank you!
@kieranmoore3993
@kieranmoore3993 4 года назад
Great video, but unsure why at 10:14 u=0=ABL? If 0 = A(BL+C) 0 = ABL + AC Are you able to help me with this?
@benediktsmetana4902
@benediktsmetana4902 3 года назад
I have a problem with that too... @FacultyofKhan ?
@benediktsmetana4902
@benediktsmetana4902 3 года назад
I think i got it! its C=0, because AC=0 and A is not 0 and that would imply B=0, since AB=0.
@benediktsmetana4902
@benediktsmetana4902 3 года назад
*ABL=0 and if A isn´t 0 and L isn´t 0 then B=0.
@yihongzhu4238
@yihongzhu4238 2 года назад
In case 1 where we picked a positive constant, I solve X(x)=Be^(\lamda*x)+Ce^(-\lamda*x) using the methods I learned in school. Are there more than one solution to that DE in case 1?
@DeluxeSlayer
@DeluxeSlayer Год назад
He used the propertties of hyperbolic trig functions. e^x = cosh(x) + sinh(x) and e^-x = cosh(x) - sinh(x) so both solutions are the same
@GavEMusic
@GavEMusic 6 лет назад
Hi, This question might not be relevant to this heat eq video but I am very confused..Can there be more than one solution of an eq which we have solved by separation of variables..??
@FacultyofKhan
@FacultyofKhan 6 лет назад
Depends: if you've specified a set of boundary and initial conditions, then the solution is unique. Otherwise, there are many possible solutions.
@kellybrower7634
@kellybrower7634 6 лет назад
I play this and future funk to satiate the ADHD demon I was born fused to while I work on my PDEs ish. Bless.
@auxiruiz9624
@auxiruiz9624 4 года назад
Ut(x, t) - uxx(x, t) =ku??
@FacultyofKhan
@FacultyofKhan 4 года назад
Heat equation with convection? I'm working on that right now!
@BlakeCreate
@BlakeCreate 7 лет назад
Nope not following going elsewhere
@FacultyofKhan
@FacultyofKhan 7 лет назад
Interesting. Are there any parts that are difficult to follow?
@BlakeCreate
@BlakeCreate 7 лет назад
Faculty of Khan From searching Intro To PDE this video shows (having never seen PDE) Nothing explained the symbols and why operations performed were done. I found a more simplistic approach that gives more rudimentary supplement I need. Perhaps when I have a bit more understanding I'll watch these videos
@FacultyofKhan
@FacultyofKhan 7 лет назад
Ah okay. Though this video wasn't meant to be an intro to PDEs for newcomers. It's more of a lesson for solving equations by separation of variables. If you'd like to check out the intro to PDEs I made, this is the relevant video that might help you get up to speed: ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-O3ahEHAX-KU.html Also, if you want to follow things in sequence, then I recommend watching my PDE playlist in the order presented: ru-vid.com/group/PLdgVBOaXkb9Ab7UM8sCfQWgdbzxkXTNVD And thank you for the feedback! Hopefully it cleared up the confusion and I'm glad that you responded!
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