PH2130 Questions for contemplation Week 1 Why differential - - PDF document

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PH2130 Questions for contemplation Week 1 Why differential - - PDF document

PH2130 week 3, page 1 PH2130 Questions for contemplation Week 1 Why differential equations? Week 2 Why usually linear diff eq n s? Week 3 Why usually 2 nd order? PH2130 week 3, page 2 Aims of Wk 3 Lect 1 Recognise diffusion eq n and


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PH2130 week 3, page 1

PH2130

Questions for contemplation

Week 1

Why differential equations?

Week 2

Why usually linear diff eqns?

Week 3

Why usually 2nd order?

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PH2130 week 3, page 2

Aims of Wk 3 Lect 1

  • Recognise diffusion eqn

and wave eqn.

  • Know the type of

phenomena they describe

  • Know the meaning and

use of the ∇2 symbol

  • Understand the physical

meaning of the laplacian

  • perator
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PH2130 week 3, page 3

2.3.1 One dimension: x and t independent variables

∂ ∂ − ∂Ψ ∂ =

2 2

1 Ψ x D t Diffusion eqn describes diffusion, heat flow etc. D is the diffusion coefficient. ∂ ∂ − ∂ ∂ =

2 2 2 2 2

1 Ψ Ψ x v t Wave eqn describes vibrating string. v is the speed of propagation. Note different orders of time Connection with relativity.

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PH2130 week 3, page 4

2.3.2 Two dimensions: x, y and t independent variables

∂ ∂ + ∂ ∂ − ∂Ψ ∂ =

2 2 2 2

1 Ψ Ψ x y D t Diffn eqn describes diffusion, heat flow etc. in two dimensions D is the diffusion coefficient. ∂ ∂ + ∂ ∂ − ∂ ∂ =

2 2 2 2 2 2 2

1 Ψ Ψ Ψ x y v t Wave eqn describes vibrating sheet -- a drum for example. v is the speed of propagation.

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PH2130 week 3, page 5

2.3.3 Three dimensions: x, y, z and t independent variables

∂ ∂ + ∂ ∂ + ∂ ∂ − ∂Ψ ∂ =

2 2 2 2 2 2

1 Ψ Ψ Ψ x y z D t Diffn eqn describes diffusion, heat flow etc. in three dimensions D is the diffusion coefficient. ∂ ∂ + ∂ ∂ + ∂ ∂ − ∂ ∂ =

2 2 2 2 2 2 2 2 2

1 Ψ Ψ Ψ Ψ x y z v t Wave eqn describes vibrations in 3d -- sound waves for example. v is the speed of propagation.

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PH2130 week 3, page 6

2.3.4 The laplacian

Have seen ∂ ∂ + ∂ ∂ + ∂ ∂

2 2 2 2 2 2

x y z before. Recall vector calculus in PH1120 and the formula div grad = ∇2  The laplacian operator, denoted by ∇2, is given (in cartesian coordinates) by ∇ = ∂ ∂ + ∂ ∂ + ∂ ∂

2 2 2 2 2 2 2

x y z . Some books denote ∇2 by ∆; we don’t

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PH2130 week 3, page 7

Ubiquity of the laplacian The laplacian appears in many differential equations: Diffusion equation ∇ − ∂Ψ ∂

2

1 Ψ D t . Wave equation ∇ − ∂ ∂

2 2 2 2

1 Ψ Ψ v t . Even the Schrödinger equation − ∇ + = ∂Ψ ∂

  • 2

2

2m V i t Ψ Ψ recall from PH1530 Why is ∇2 so common?

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PH2130 week 3, page 8

2.3.5 Physical meaning of ∇2

The laplacian gives the ‘smoothness’ of a function. It measures the difference between the value of Ψ at a point and its mean value at surrounding points. A little to the left of x Ψ Ψ Ψ x a x a x a x − = − ∂Ψ ∂ + ∂ ∂ +

  • 2

2 2

2 ... while a little to the right

Ψ Ψ Ψ x a x a x a x − = + ∂Ψ ∂ + ∂ ∂ +

  • 2

2 2

2 ...

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PH2130 week 3, page 9

On taking the average Ψ Ψ Ψ Ψ Ψ = − + + = + ∂ ∂ 1 2 2

2 2 2

x a x a x a x

  • r

Ψ Ψ Ψ − = ∂ ∂ x a x

2 2 2

2 The argument can be extended to 2d and 3d. Thus we conclude: The deviation from the value of Ψ at a point and its mean value in the surrounding region is proportional to ∇2Ψ. In the Schrödinger equation bending Ψ costs kinetic energy.

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PH2130 week 3, page 10

2.3.6 Laplace’s equation

In the steady state i.e. ∂/∂t, ∂2/∂t2 etc. =

  • 0. Then both the wave equation and the

diffusion equation reduce to (another equation to spot) ∇ =

2

Ψ . Laplace’s equation Will see this in Electromagnetism PH2420. Physical interpretation of ∇2 implies: In a region where Laplace’s eqn holds, there can be no maxima or minima in Ψ.

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PH2130 week 3, page 11

2.3.7 The d’alembertian

kjhkjhkjhk

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PH2130 week 3, page 12

Aims of Wk 3 Lect 2

  • Understand separation of

variables method for solving PDEs

  • Use separation of

variables to convert PDEs into ODEs

  • Boundary conds and Initial

conds in solving real problems

  • Solve simple (2 indep.

vars) PDEs, given BCs and ICs

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PH2130 week 3, page 13

3 Separation of Variables

Look for solutions of PDEs which are a product of the independent variables. Converts PDEs into a number of ODEs.

  • So in 1d case : x, t indep. vars., look

for solutions like Ψ x t X x T t , =

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PH2130 week 3, page 14

3.1 1-d wave equation

∂ ∂ = ∂ ∂

2 2 2 2 2

1 Ψ Ψ x v t Writing Ψ x t X x T t , = Then ∂ ∂ =

2 2 2 2

Ψ x t x X x x T t , d d and ∂ ∂ =

2 2 2 2

Ψ x t t X x T t , d dt has total derivatives. Put in wave equation ⇒

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PH2130 week 3, page 15

d d d d

2 2 2 2 2

1 X x x T t v T t t = Divide by X x T t

, gives

1 1 1

2 2 2 2 2

X X x v T T t d d d d = LHS depends on x only RHS depends on t only But x and t are independent! So both sides must be constant Put const = − k2. Called separation constant.

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PH2130 week 3, page 16

Have 2 ODEs: d d d d

2 2 2 2 2 2 2

X x k X T t v k T + = + =

  • Have turned 1 PDE into 2 ODEs
  • Assuming k2 is positive, these are both

SHO equations.

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PH2130 week 3, page 17

3.1.1 Boundary conditions & Initial conditions

Need some physical information to solve real problems. E.g. Piano string, length L, where Ψ x t ,

is displacement of string.

  • Fixed at both ends:

Ψ Ψ , , t L t = = for all t. Restriction on Ψ by the boundary, so called boundary condition.

  • Initial shape: Ψ x

f x ,0 = , Restriction on Ψ by the initial state called initial condition.

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PH2130 week 3, page 18

The Boundary Condition helps solve the X equation. BC is X X L = = .

  • Gen. Soln of

d d

2 2 2

X x k X + = is X x A kx B kx = + sin cos . Recall from PH1110 BC X B

=

⇒ = BC X L

= 0 restricts allowed values

  • f k since sinkL must = 0; i.e kL

n = π for integer n. (See why k2 must be +ve now)

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PH2130 week 3, page 19

PICTURE of Piano string

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PH2130 week 3, page 20

Recall particle in a box in PH2530. There we saw you needed an integer no

  • f ½ waves to fill L. – Same thing.

n = 1 n = 2 n = 3 We label the allowed values of k: k Ln

n = π

Then X solutions are: X x A k x

n n n

= sin ↑ underermined as yet See that Boundary conditions ⇒ Quantisation

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PH2130 week 3, page 21

The Initial Condition helps solve the T equation d d

2 2 2 2

T t t k v T

+

= another SHO equation – since we know k2 is positive. Solution is T t P k vt Q k vt

n n n n n

  • =

+ cos sin . Solution for Ψ(x, t) for given n is then

Ψn

n n n n n n n

x t X x T t k x P k vt Q k vt , sin cos sin

  • =

= +

(have subsumed the An into the Pn, Qn)

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PH2130 week 3, page 22

Linearity allows us to write the general solution as a linear superposition

Ψ x t k x P k vt Q k vt

n n n n n n

, sin cos sin

  • =

+

again have subsumed coeffs into the Pn and Qn. Satisfying the initial condition will determine the Pn and Qn. Ψ x f x ,0 = so P k x f x

n n n

sin =

.

This is a Fourier sine series. Remember from PH1120

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PH2130 week 3, page 23

The Fourier components Pn are found from f x

using the inversion formula:

P L f x k x x

n n L

= 2

0 sin

d

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PH2130 week 3, page 24

So: Solution to vibrating string obeying ∂ ∂ = ∂ ∂

2 2 2 2 2

1 Ψ Ψ x v t and subject to: BC: Ψ Ψ , , t L t = = for all t (fixed at both ends) and IC: Ψ x f x ,0 = (shape at t = 0) Is Ψ x t P k x k vt

n n n n

, sin cos =∑ where k Ln

n = π

and P L f x k x x

n n L

= 2

0 sin

d .

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PH2130 week 3, page 25

Summary of S.V method: 1 Express Ψ as a product ⇒ ODEs plus separation constant 2 Solve ODEs 3 Boundary conditions determine allowed spatial solutions, values of separation constant 4 Make linear superposition of XnTn solutions. 5 Initial conditions allow determination

  • f superposition coefficients.