Partial Differential Equations

and Complex Analysis

Introduction

Dr. Ahmed Sayed AbdelSamea

Giza, Egypt, Fall 2022

aabdelsamea@zewailcity.edu.eg
Motivation

Mathematical modeling are developed to describe various

physical phenomena in engineering and science. Many of those
models contains DE such as:
𝒅
• Physics: free falling body (Newton’s 2nd law) 𝒎𝒗 = 𝒎𝒈 − 𝒄𝒗
𝒅𝒕
𝒅𝑷
• Biology: population growth model = 𝒓𝑷
𝒅𝒕
𝒅𝑨
• Chemistry: radioactive decay 𝒅𝒕
= −𝑨
𝟐
𝒅 𝒊 𝒅𝒊 𝟏 𝒅𝑬
• Circuits: RLC circuits 𝑳 𝟐 + 𝑹 + 𝒊 =
𝒅𝒕 𝒅𝒕 𝑪 𝒅𝒕
• Finance, Psychology, Vibrating spring, Pollution, etc….
Motivation
Motivation

Many diverse subject areas in engineering and the physical

sciences are dominated by the study of PDEs such as: acoustics,
aerodynamics, elasticity, electrodynamics, fluid dynamics,
geophysics, heat transfer, meteorology, oceanography, optics,
petroleum engineering, plasma physics, and quantum
mechanics.

• Heat Equation: 𝒖𝒕 = 𝜷 𝒖𝒙𝒙

• Wave Equation: 𝒖𝒕𝒕 = 𝒄𝟐 𝒖𝒙𝒙
• Laplace Equation: 𝛁𝟐 𝒖 = 𝟎
Motivation

Heat Equation

Wave Equation

Vibrating Circular Membrane

Notation
• Ordinary (ODE) / Partial DE (PDE)
ODEs involve only one independent variable, 𝒖 = 𝒇 𝒙 ,
PDEs involve more than one independent variable,
✓ One spatial dimension and time: 𝒖 = 𝒇 𝒙, 𝒕 ,
✓ Steady state two spatial dimensions: 𝒖 = 𝒇 𝒙, 𝒚 ,
✓ two spatial dimensions and time: 𝒖 = 𝒇 𝒙, 𝒚, 𝒕 .
• Order
The order of a DE is the order of the highest derivative in it.

𝝏𝟐 𝒖 𝝏𝟐𝒖
Example 𝟐 = 𝒄𝟐 𝟐 (2nd order PDE)
𝝏𝒕 𝝏𝒙
Notation
• Initial conditions (ICs) versus Boundary conditions (BCs)
❖ ICs are related with the time coordinate:
𝝏𝒖(𝒙, 𝒕)
𝒖𝒕 ≡ → 𝒖 𝒙, 𝟎 = 𝒇 𝒙
𝝏𝒕
𝝏𝟐 𝒖(𝒙, 𝒕)
𝒖𝒕𝒕 ≡ 𝟐
→ 𝒖 𝒙, 𝟎 = 𝒇 𝒙 , 𝒖𝒕 𝒙, 𝟎 = 𝒈(𝒙)
𝝏 𝒕
❖ BCs are related with the space coordinate(s):
𝝏𝟐 𝒖(𝒙, 𝒕)
𝒖𝒙𝒙 ≡ 𝟐
→ 𝒖 𝟎, 𝒕 = 𝑨 𝒕 , 𝒖 𝑳, 𝒕 = 𝑩(𝒕)
𝝏 𝒙
𝝏𝟐 𝒖(𝒙, 𝒚)
𝒖𝒙𝒙 ≡ 𝟐
→ 𝒖 𝟎, 𝒚 = 𝒇 𝒚 , 𝒖 𝒂, 𝒚 = 𝒈(𝒚)
𝝏 𝒙

𝝏𝟐 𝒖(𝒙, 𝒚)
𝒖𝒚𝒚 ≡ 𝟐
→ 𝒖 𝒙, 𝟎 = 𝒉 𝒙 , 𝒖 𝒙, 𝒃 = 𝒌(𝒙)
𝝏 𝒚
Notation
• Linear PDE versus Non-Linear PDE
Examples for linear PDE :
𝒖𝒕 = 𝜷 𝒖𝒙𝒙
𝒖𝒕𝒕 = 𝒄𝟐 𝒖𝒙𝒙
𝒖𝒙𝒙 + 𝒖𝒚𝒚 = 𝟎
Examples for nonlinear PDE :
𝒖𝒕 + 𝒖𝒖𝒙 = 𝟎
𝒖𝒕𝒕 + 𝒖𝒕 𝒖𝒙 = 𝒖𝒙𝒕
𝒖𝒕𝒕 − 𝒖𝒙𝒙 = 𝒖𝒕 𝟑
Notation
• Homogenous PDEs versus Non-Homogenous PDEs
Non-homogeneity are due to forcing term or non-homogenous BCs
Examples for Homogenous PDE :
𝒖𝒕 = 𝜷 𝒖𝒙𝒙 (𝐇𝐞𝐚𝐭 𝐄𝐪𝐮𝐚𝐭𝐢𝐨𝐧)
𝒖𝒕𝒕 = 𝒄𝟐 𝒖𝒙𝒙 (𝐖𝐚𝐯𝐞 𝐄𝐪𝐮𝐚𝐭𝐢𝐨𝐧)
𝛁𝟐 𝒖 = 𝟎 (𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐄𝐪𝐮𝐚𝐭𝐢𝐨𝐧)
Examples for Non-Homogenous PDE :
𝒖𝒕 = 𝜷 𝒖𝒙𝒙 + 𝑷(𝒙, 𝒕) (𝐇𝐞𝐚𝐭𝐢𝐧𝐠 𝐬𝐨𝐮𝐫𝐜𝐞)
𝒖𝒕𝒕 = 𝒄𝟐 𝛁𝟐 𝒖 + 𝑸 𝒙, 𝒕 (𝐅𝐨𝐫𝐜𝐞𝐝 𝐯𝐢𝐛𝐫𝐚𝐭𝐢𝐧𝐠 𝐦𝐞𝐦𝐛𝐫𝐚𝐧𝐞)
𝛁𝟐 𝒖 = 𝝆/𝜺 (𝐏𝐨𝐢𝐬𝐬𝐨𝐧 𝐄𝐪𝐮𝐚𝐭𝐢𝐨𝐧)
Notation
• Analytical solutions versus Numerical solutions for PDEs
Analytical Techniques
✓ Separation of variables.
✓ Laplace Transform / Fourier Transform.
✓ Green’s Functions .
✓ The Method of Characteristics .

Numerical Techniques
✓ Finite Difference (FD).
✓ Finite Elements (FE) / Finite Volume (FV).
✓ Finite-difference time-domain (FDTD).
✓ Method of Moments (MoM).
Mathematical Notation
• The “del” operator 𝛁 is defined as (3D case):
𝝏 𝝏 𝝏
𝛁= 𝒊+ 𝒋+ 𝒌.
𝝏𝒙 𝝏𝒚 𝝏𝒛
• The gradient vector of a scalar function 𝒇
𝒈𝒓𝒂𝒅 𝒇 ≡ 𝛁𝒇 = 𝒇𝒙 𝒊 + 𝒇𝒚 𝒋 + 𝒇𝒛 𝒌
• The divergence of a vector function 𝑭 = 𝑷𝒊 + 𝑸 𝒋 + 𝑹 𝒌
𝒅𝒊𝒗 𝑭 ≡ 𝛁 ∙ 𝑭 = 𝑷𝒙 + 𝑸𝒚 + 𝑹𝒛
• The Laplacian operator is denoted by 𝛁𝟐 and is given by:
𝛁𝟐 𝒖 = 𝛁 ∙ 𝛁𝒖 = 𝒖𝒙𝒙 + 𝒖𝒚𝒚 + 𝒖𝒛𝒛
Mathematical Notation
• The curl of a vector function 𝑭 = 𝑷𝒊 + 𝑸 𝒋 + 𝑹 𝒌

𝒊 𝒋 𝒌
𝝏 𝝏 𝝏
𝒄𝒖𝒓𝒍 𝑭 ≡ 𝛁 × 𝑭 =
𝝏𝒙 𝝏𝒚 𝝏𝒛
𝑷 𝑸 𝑹

𝝏𝑹 𝝏𝑸 𝝏𝑷 𝝏𝑹 𝝏𝑸 𝝏𝑷
= − 𝒊+ − 𝒋+ − 𝒌
𝝏𝒚 𝝏𝒛 𝝏𝒛 𝝏𝒙 𝝏𝒙 𝝏𝒚