GEM 601

Advanced Engineering Mathematics 1

6:00-9:00 pm, Wed, LBCH2TC
6:00-9:00 pm, Fri, LBCH1TC

Luis K. Cabatingan
Department of Chemical Engineering
Telefax (032) 344 6783

uscmep201@gmail.com

Let’s get to know each other...

Name…
Educational background…
You and math…
Etc…

1
 Mathematics as a
TOOL…
 
  3 2 Et
1 2 2 n2  1    2 E  t  Do
PC  n 1    
3
  2L 
2
 
 1  2  D
 o    2 L 2 
2

n 2   1   
n 2 1 n 2    1
  Do  
  Do  

MATHEMATICAL MODELING

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MODELING
the use of mathematics as a tool to explain and
make predictions of natural phenomena

THE MODELING PROCESS

Occam’s Razor*

MODEL WORLD
REAL WORLD
Interpret and Test
(Validate)

Model Formulate Model

Results World Problem
Solutions,
Numerics

MATHEMATICAL MODEL
(Equations)

*Occams’s Razor:
“Entia non sunt multiplicanda praeter necessitatem.”
“Things should not be multiplied without good reason.”

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Components of the Model World
MODEL WORLD
Things whose effects are neglected

Things that affect the model but whose behavior

the model is not designed to study (exogenous or
independent variables)

Things the model is designed to study

(endogenous or dependent variables)

5 STAGES OF MODELING
1. Ask the question.
2. Select the modeling approach.
3. Formulate the model.
4. Solve the model. Validate if possible.
5. Answer the question.

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Another way of looking at modeling…

mathematical mathematical
problem solution

solve
“The purpose of computing is insight, not numbers.”
Richard Hamming
interpret
translate

physical (engineering) SOLUTION

problem

WHY ARE MODELS USEFUL?

• Formulating precise ideas
implicit assumptions less likely to ‘slip by’
• Mathematics = concise language that encourages
clarity of communication
• Mathematical theorems and computational
resources can be accessed
• Can safely test hypothesis, and confirm or reject
• Can predict system performance under untested
or untestable conditions

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HOW MODELS CAN BE LIMITED?
EASY MATH  UNREALISTIC MODEL

REALISTIC MODEL  TOO MANY PARAMETERS

CAUTION: Unrealistic conclusions possible

TYPES OF MODELS
• Deterministic vs. Stochastic Models
• Static vs. Dynamic Models
• Continuous vs. Discrete Models
• Individual vs. Structured Models
• Mechanistic vs. Statistical Models
• Qualitative vs. Quantitative Models

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 algebraic equation
ordinary differential equation
partial differential equation

solve
translate

interpret
• Method of separation of variables
• Method of transforms

physical (engineering) SOLUTION

problem

“What phenomenon did I have to

give primary concern in designing
the Tower? It was wind resistance.
Well, I hold that the curvature of
the monument’s four outer edges,
which is as the mathematical
calculations have dictated it should
be, will give a great impression of
strength and beauty.”
Alexandre Gustave Eiffel (1889)

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 The distinctive shape is designed so
that the maximum torque generated by
the wind is balanced by the torque from
the weight of the tower.

x 2 dt  x x f t dt  x tf t dt
0 f t 
af x 
0 0

f x  - width of the tower as a function of

distance x from its top

Which is a PDE?
4x2  2x 1  0
dy
x  2y
dx
4u 2u 2u
  u 0
x 2 y 2 x 2 y 2
2u 2 u
 0
2 2
x y
x 2 dy  y 2 dx  0

d3y d2y dy
4 5  3 y  sin x
dx 3 dx 2 dx

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Some PDE’s...
One-dimensional vibration of a string

2 y 2 2 y
a
t 2 x 2

… upon application of Newton’s Law of Motion

Some PDE’s...
Torsional vibration of a shaft

2  2 2 
a
t 2 x 2

… upon application of Newton’s Law of Motion

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Some PDE’s...
Conduction of heat in materials

2u 2u 2u u

   a2
x 2 y 2 z 2 t

… upon application of Fourier’s law of conduction

and the law of conservation of energy

Some PDE’s...
Flow of electricity in a transmission line

2 e 2e e
 LC  RC  GL   RGe
x 2 t 2 t

2 i 2 i i
 LC  RC  GL   RGi
x 2 t 2 t

… upon application of the circuit laws

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System of PDE’s...
CB CE
CE  CB 0
t t

C B CC CD
 CC  CB  K a ,HL 0
t t t

 q  C  q  C u CA
1   A  A    A  B  0
 C A t  C B t  z

 qB  C A  q  C  q  C  q  C E
    1   B  B  1   D  D  1   E 
 C A  t  C B  t  C D  t  C E  t
u CB u CD u CE
   0
 z  z  z

 q  CC  q  CD u CC u CD

1   C   1   D    0
 CC  t  CD  t  z  z

… upon application of Law of Mass Conservation

GENERAL METHODS OF
SOLVING EQUATIONS

ANALYTICAL METHODS
(Exact Methods)

(e.g.) quadratic formula

methods in elementary DE course

NUMERICAL METHODS
(Approximate Methods)
- Techniques by which mathematical problems
are formulated so that they can be solved with
arithmetic operations.

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 What I just wanted to say...
Equations are descriptions of relationships.

GEM 601 is about learning how to solve PDE’s.

Engineers use the language of mathematics as a

tool for analyzing systems.

The Organization of the Course

PDE Solution by Separation of Variables
Fourier Series Sturm-Liouville Theorem

4 5
Wave Equations
Power Series Method
Heat Conduction Equations 6 (ODE solution) 1
(Rectangular Coordinates)

Wave Equations
7 Bessel Functions
Heat Conduction Equations
(Cylindrical Coordinates)
2

Wave Equations 8 Legendre

Heat Conduction Equations
Polynomials
(Spherical Coordinates)
3

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The Organization of the Course
PDE Solution by Transform Method

Fourier Integral/Transform 9 Laplace Transform 11

10 Wave Equations
Heat conduction equations 12
(Rectangular Coordinates)

Prior knowledge required...

construct the graph of simple functions
solve a quadratic equation
integrate and differentiate elementary functions
integrate by parts
obtain the general solution of linear homogeneous
differential equations with constant coefficients
obtain the particular solution of non-homogeneous
differential equations with constant coefficients by
method of undetermined coefficients
perform partial differentiation

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 Will it be difficult?

Maybe, maybe not….

not….

REVIEW OF MATHEMATICAL CONCEPTS

Function Differential Equations

• Graphical Representation • Order, Degree, Types
• Domain & Limit • Initial-Value Problem
• Continuity • Solution of a DE
• Derivative • 1st-Order ODE
• Integral • 2nd-Order, Higher-Order ODE

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REVIEW: Solve the following...

y' ' 3 y' 2 y  3e x

d2y dy ex
2
2  y 
dx dx x

d2y dy
2
 4  6 e 3t
 3e t
, y 0   1, y' 0   1
dt dt

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