SOLUTIONS MANUAL FOR

Applied Mathematical
Methods for
Chemical Engineers,
Second Edition

by
Norman W. Loney

9667.indd 1 4/12/07 2:28:46 PM

9667.indd 2 4/12/07 2:28:46 PM
 SOLUTIONS MANUAL FOR
Applied Mathematical
Methods for
Chemical Engineers,
Second Edition

by
Norman W. Loney

9667.indd 3 4/12/07 2:28:47 PM

 CRC Press
Taylor & Francis Group
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AM
 Solutions to Problems

Chapter 2

1-a

Organic phase benzoic acid concentration profile:

Starting with Eq. (2.4-3) and Fig. 2.1 pg. 24

(V1 + mV2 ) dx = RC A − (R + Sm )x
dt o

Subject to x = 0 at t = 0

Using the method of section 2.1

R + Sm R + Sm
R + Sm ∫ V1 + mV2 dt
μ (t ) = μ (t ) = e
t
V1 + mV2
such that =e
V1 + mV2

Therefore the differential equation becomes

'
⎡ VR++mV
Sm
t⎤ RC Ao
R + Sm
V1 + mV2
t
⎢ xe 1 2
⎥ = e
⎢⎣ ⎥⎦ V1 + mV2

R + Sm
RC Ao −
x(t ) =
t
V1 + mV2
which solves to + k1e
R + Sm

where k1 is an arbitrary constant to be determined by the initial condition.

That is at t = 0, x = 0:

RC A0 RC Ao
0= + k1 ⇒ k1 = −
R + Sm R + Sm

RC Ao ⎡ t⎤
R + Sm
−
Therefore x(t ) = ⎢1 − e
V1 + mV2
⎥
R + Sm ⎢⎣ ⎥⎦

is the organic phase concentration profile for benzoic acid.

 1-b

i) direct steady state solution to:

(V1 + mV2 ) dx = RC A − (R + Sm )x
dt o

RC Ao
= 0 . Therefore RC Ao = (R + Sm )x or
dx
means x=
dt R + Sm

RC Ao ⎡ t⎤
R + Sm
−
V1 + mV2
ii) by taking the limit as t → ∞ in x = ⎢1 − e ⎥ produce
R + Sm ⎢⎣ ⎥⎦

R + Sm
RC Ao − t
V1 + mV2
x= , sin ce lim e → 0.
R + Sm t →∞

1-c

yS RC Ao RC Ao
Let E = , then since x = and y = mx = m
RC Ao R + Sm R + Sm

RC Ao m 1 mS 1 1 R
Therefore E = S• = = = ,α=
R + Sm RC Ao R + Sm R
+1
α +1 mS
mS

1
i.e. E= for the steady-state process.
1+ α

2a.
 ⎧ y1 = mx1
Relationship for inter-stage concentration of acid: ⎨
⎩ y 2 = mx2

System Property T t + Δt
Stage 1 Stage 2 Stage 1 Stage 2
Flow rate of organic
R R R R
phase

Flow rate of aqueous

S S S S
phase

Volume of organic
V11 V12 V11 V12
phase

Volume of aqueous
V21 V22 V21 V22
phase
Input acid dx1
Concentration (Organic CA o x1 CA o x1 + Δt
phase) dt
Output acid dx1 dx 2
Concentration (Organic x1 x2 x1 + Δt x2 + Δt
phase) dt dt
Input acid dy 2
Concentration y2 0 y2 + Δt 0
(Aqueous phase) dt
Output acid dy1 dy 2
Concentration y1 y2 y1 + Δt y2 + Δt
(Aqueous phase) dt dt

Amount of acid in ⎛ dx ⎞ ⎛ dx ⎞
x1V11 x2V12 V11 ⎜ x1 + 1 Δt ⎟ V12 ⎜ x2 + 2 Δt ⎟
Organic phase ⎝ dt ⎠ ⎝ dt ⎠

Amount of acid in ⎛ dy ⎞ ⎛ dy ⎞
y1V21 y 2V22 V21 ⎜ y1 + 1 Δt ⎟ V22 ⎜ y 2 + 2 Δt ⎟
Aqueous phase ⎝ dt ⎠ ⎝ dt ⎠

R ⎛⎜ L ⎞ ⎛ kg ⎞
⎟, x 2 ⎜ ⎟
⎝ min ⎠ ⎝ L ⎠
CA O , R R , x1
Stage 1 Stage 2
S S
⎛ L ⎞
y1 ⎛kg⎞ S⎜ ⎟
y2⎜ ⎟ ⎝ min ⎠
⎝ L⎠
2-b

During a time interval Δt :

Stage 1 Stage 2

(
Input of acid = RC AO + Sy 2 Δt ) Rx1Δt

Output of acid = R⎛⎜ x1 + dx1 Δt ⎞⎟ + S ⎛⎜ y1 + dy1 Δt ⎞⎟Δt ⎛ dx ⎞ ⎛ dy ⎞

R⎜ x 2 + 2 Δt ⎟Δt + S ⎜ y 2 + 2 Δt ⎟Δt
⎝ dt ⎠ ⎝ dt ⎠ ⎝ dt ⎠ ⎝ dt ⎠

Accumulation
dx1 dy dx 2 dy
of = V11 Δt + V21 1 Δt V12 Δt + V22 2 Δt
dt dt dt dt
Acid

Therefore, for each stage:

⎛ dx1
⎜V11
dy ⎞
( ⎛ dx
)⎞ ⎛ dy ⎞
+ V21 1 ⎟Δt = RC AO + Sy 2 Δt − R⎜ x1 + 1 Δt ⎟Δt − S ⎜ y1 + 1 Δt ⎟Δt (I)
⎝ dt dt ⎠ ⎝ dt ⎠ ⎝ dt ⎠

⎛ dx2 dy ⎞ ⎛ dx ⎞ ⎛ dy ⎞
⎜V12 + V22 2 ⎟Δt = Rx1Δt − R⎜ x2 + 2 Δt ⎟Δt − S ⎜ y 2 + 2 Δt ⎟Δt (II)
⎝ dt dt ⎠ ⎝ dt ⎠ ⎝ dt ⎠

The simplifying and allowing Δt → 0 in the limiting process yields:

dx1 dy
V11 + V21 1 = RC AO + Sy 2 − Rx1 − Sy1 (IA)
dt dt

and

dx2 dy
V21 + V22 2 = Rx1 − Rx2 − Sy 2 (IIA)
dt dt

⎧ y1 = mx1
Employing ⎨
⎩ y 2 = mx2
Equations (IA) and (IIA) become:

⎛ V ⎞ dy ⎛ R⎞
⎜V21 + 11 ⎟ 1 = Smx2 − ⎜ S + ⎟ y1 + RC AO (1)
⎝ m ⎠ dt ⎝ m⎠

(V12 + mV22 ) dx2 =

R
y1 − (R + Sm )x2 (2)
dt m

⎧ y1 = 0 at t = 0
Subject to : ⎨
⎩ x2 = 0 at t = 0

2-c

Steady-State Solution:

⎛ R ⎞
Smx2 + RC AO = ⎜ S + y1 ⎟ (A)
⎝ m ⎠

and

m(R + Sm )
y1 = (R + Sm )x2
R
⇒ y1 = x2
m R

Substitute into (A) and simplify to get:

R 2 C AO
x2 =
R 2 + RmS + S 2 m 2

Then y1 can be restated as:

(R + Sm) m ⎡ R 2 C AO ⎤ m(R + Sm )RC AO

y1 = ⎢ 2 ⎥ =
⎣⎢ R + RmS + S m ⎦⎥ R + RmS + S m
2 2 2 2 2
R

2-d

Sy1 mRSC AO (R + Sm ) 1 mS (R + Sm ) RmS + m 2 S 2

If E = = • = =
RC AO R 2 + RmS + S 2 m 2 RC AO R 2 + RmS + S 2 m 2 R 2 + RmS + S 2 m 2
 RmS
+1
m 2 2
S α +1 α 2 −1 R
= = = ; α=
R 2
RmS α + α +1 α −1
2 3
mS
2 2
+ 2 2 +1
m S m S
3.
The differential equations are:

⎛ V ⎞ dy ⎛ R ⎞
⎜V21 + 11 ⎟ 1 = Smx2 − ⎜ S + y1 + RC AO ⎟ (1)
⎝ m ⎠ dt ⎝ m ⎠

(V12 + mV22 ) dx2 =

R
y1 − (R + Sm )x2 (2)
dt m

y1 = 0 at t = 0
Subject to
x2 = 0 at t = 0

The object is to replace either y1 or x2 in order to begin to solve for y1 or x2 :

Step 1.

Differentiate equation (2) to get:

d 2x
= (V12 + mV22 ) 2 2 + (R + Sm ) 2
dy1 m m dx
(3)
dt R dt R dt

Step 2.

Substitute equation (2) into equation (1) to get:

⎛ V ⎞ dy ⎛ R ⎞⎡ m ⎤
⎜V21 + 11 ⎟ 1 + ⎜ S + ⎟ ⎢ (V12 + mV22 ) 2 + (R + Sm )x2 ⎥ = Smx2 + RC AO
dx m
(4)
⎝ m ⎠ dt ⎝ m ⎠⎣ R dt R ⎦

Step 3.

Substitute Equation (3) into equation (4) to get:

⎛ V ⎞⎡ m d 2x dx ⎤ ⎛ R ⎞⎡ m ⎤
⎜V21 + 11 ⎟ ⎢ (V12 + mV22 ) 2 2 + (R + Sm ) 2 ⎥ + ⎜ S + ⎟ ⎢ (V12 + mV22 ) 2 + (R + Sm )x2 ⎥
m dx m (5)
⎝ m ⎠⎣ R dt R dt ⎦ ⎝ m ⎠ ⎣ R dt R ⎦
 = Smx2 + RC AO

Step 4.

Simplify to the form:

d 2 x2 dx
a 2 + b 2 + cx2 = k , a constant
dt dt

which is a second order constant coefficient and linear differential equation---discussed in

Chapter 3.

4.
CO + Cl 2 → COCl 2

The total moles of gas is given by:

3.00
273 K 1 mol
liter
= 0.12035
303.8 22.4 liter
K (STP)

The initial concentrations are:

0.60(0.12035) mol mol

CO : = 0.02407
3.00 liter liter
a)
0.40(0.12035) mol mol
Cl 2 : = 0.01605
3.00 liter liter

b) Balance on phosgene:

Accumulation = Generation

then
d (VC p )
= Rf ; V = 3.00 liter is constant.
dt

where C p = concentration of COCl 2 .

Since 1 mol COCl 2 is formed for each mol of reactant, then the concentration of CO at

time t is 0.02407 − C p (t ) and that of Cl 2 is 0.01605 − C p (t ) .

Therefore;

d (VC p ) 8.75(0.02407 − C p )(0.01605 − C p ) 8.75(0.02407 − C p )(0.01605 − C p )

= =
dt [1 + 58.6(0.01605 − C ) + 34.3C ]
p p
2
[(1.941 − 58.6C ) + 34.3C ]
p p
2

but V = 3.00 liters

8.75
dC p (0.02407 − C p )(0.01605 − C p ) 2.92(0.02407 − C p )(0.01605 − C p )
Thus, = 3 =
dt [
1.941 − 24.3C p
2
] (1.941 − 24.3C p )2
Subject to: C p = 0 at t = 0.

5. Let moles of CO2 in the liquid phase of any time be VC A . Then a balance on CO2 in

the liquid phase is:

Accumulation = Input

and symbolically:

d (VC A )
dt
(
= kS C A* − C A ) moles
sec

Divide by the constant volume V cm 3 to get ( ) dC A kS *

dt
=
V
(
CA − CA )
S = is the gas-liquid interfacial surface area

subject to
t = 0 , CA = 0

PA
Since PA = y A P is constant, then C A* = is constant.
H
 dC A kS du
Therefore = dt the left hand side is seen as − .
C − CA V
*
A u

u = C A* − C A is used to simplify the integrand. Such that the result is:

(
− ln C A* − C A =) kS
V
t + m , then at t = 0 , C A = 0 ⇒ − ln C A* = m

ln C A* − ln(C A* − C A ) =
kS
Thus, t
V
or
⎛ C * ⎞ kS
ln⎜⎜ * A ⎟⎟ = t
⎝ CA − CA ⎠ V
or
C A* − C A
kS
− t
*
=e V
CA

⎡ ⎛ kS ⎞⎤
C A = C A* ⎢1 − exp⎜ t ⎟⎥
⎣ ⎝ V ⎠⎦

6. Energy balance on iron bar.

dTb
mCV = Q +W
dt

Where W = 0 , Q = − UA(Tb − TW )

= −UA(Tb − TW )
dTb
Therefore mCV
dt

The mass m is given as δ V :

That is ( ⎛
) g ⎞
m = 60 cm 3 ⎜ 7.7 3 ⎟ = 462 g
cm ⎠
⎝
 J O
CV = 0.46 C , TW = 25 OC
g
J
U = 0.050 ⋅ cm 2 ⋅O C
min

A = 2[(2 )(3) + 2(10 ) + 3(10 )]cm 2 = 112 cm 2

Such that

O
dTb
= −0.02635(Tb − 25)
C
dt min

Subject to t = 0 , Tb = 95 OC

dTb
At steady-state, = 0 ⇒ Tb = 25 OC .
dt

Solving the initial value problem we get Tb (t ) = 25 + 70 exp(− 0.02635 t ) as the

temperature profile of the bar. Then at Tb = 30 OC , we have

5 ⎛ 5 ⎞
30 = 25 + 70 exp(− 0.02635 t ) or = e − 0.02635 t ⇒ ln⎜ ⎟ = − 0.02635 t
70 ⎝ 70 ⎠

or t = 100.15 minutes

7.

kg kg
12 12.0
min min
25O C T ( O
C )

⎛ kJ ⎞
Q⎜ ⎟ = UA (TSteam − T )
⎝ min ⎠
 C p (25 − T ) + UA(TSyeam − T )
dT kg
Energy Balance: mCV = 12
dt min

kJ O
Assuming that C p ≈ CV = 2.30 C
min

TSteam (Sat ' d ; 7.5 bars ) = 167.8 OC

kJ O
m = 760 kg UA = 11.5 C
min

760(2.30) = 12(2.30)(25 − T ) + 11.5(167.8 − T )

dT
then
dt

dT
which implies = 1.50 − 0.0224T ; t = 0 , T = 25 OC
dt

In order to calculate the time required to heat the solvent to an arbitrary temperature

Tf ( C ) , we must first solve the initial value problem:

O

dT
+ 0.0224 T = 1.50
dt

μ (t ) = e ∫
0.0224 dt
= e 0.0224 t is the integrating factor.

Then

dt
(
d 0.0224 t
e )
T = 1.50e 0.0224 t integrating both sides with respect to t:

1.50 0.0224 t 1.50

e 0.0224 t T = e +k or T (t ) = + k1e − 0.0224 t
0.0224 0.0224

Then at t = 0

1.50
25 = + k1 ⇒ k1 = − 41.96 ≈ − 42
0.0224

Thus, T (t ) = 66.96 − 41.96e − 0.0224 t

 ⎡ T f − 66.96 ⎤⎛ ⎞
then at T = T f ( O C ),
1
t = ln ⎢ ⎥⎜⎜ ⎟⎟
⎣ − 41.96 ⎦⎝ − 0.0224 ⎠

Chapter 3

1. Heat Balance on flange:

⎛ Btu O
F⎞
Given: k ⎜⎜ ⋅ ft ⋅
2
⎟
⎝ h ft ⎟⎠
( )
T1 O F
⎛ Btu 2 O ⎞
h⎜ ⋅ ft ⋅ F ⎟
⎝ h ⎠

⎛ 1 ⎞⎛ ft ⎞
= −(2πrL )k
dT dT dT
Heat input at r = − Ak = − 2π ⎜ in ⎟⎜⎜1 ⎟⎟ r k
dr dr ⎝ 2 ⎠⎝ 12 in ⎠ dr

⎛ 1 ⎞⎛ 1 ft ⎞ dT d ⎡ ⎛ 1 ⎞⎛ 1 ft ⎞ dT ⎤
Heat output at r + Δr = − 2π ⎜ in ⎟⎜⎜ ⎟⎟ r k − ⎢2π ⎜ in ⎟⎜⎜ ⎟⎟ r k ⎥ Δr
⎝ 2 ⎠⎝ 12 in ⎠ dr dr ⎣ ⎝ 2 ⎠⎝ 12 in ⎠ dr ⎦

Heat transfer to surroundings air: h(2πr )dr (T − T1 )

Therefore,
 ⎛ 1 ⎞⎛ 1 ⎞ dT ⎛ 1 ⎞⎛ 1 ⎞ dT d ⎡ 1 ⎛ 1 ⎞ dT ⎤ 2πr
− 2π ⎜ ⎟⎜ ⎟rk + 2π ⎜ ⎟⎜ ⎟rk + ⎢2π ⎜ ⎟rk ⎥ Δr − h ⋅ dr (T − T1 ) = 0
⎝ 2 ⎠⎝ 12 ⎠ dr ⎝ 2 ⎠⎝ 12 ⎠ dr dr ⎣ 2 ⎝ 12 ⎠ dr ⎦ 144

Reduces to:

d ⎡ πrk dT ⎤ h2πr
⎢ ⎥ Δr − Δr (T − T1 ) = 0
dr ⎣ 12 dr ⎦ 144

1 20
at r = : x = 0.5 = 0.065
2 6(200)

y = (200 − 60 ) = 140

dy
at r = 2 : x = 0.258 , =0
dx

Therefore, 140 = C1 I O (0.065) + C 2 K O (0.065) (i)

= C1 I O' (x ) + C 2 K O' ( x ) = C1 I 1 ( x ) + C 2 K1 (x )
dy
Also,
dx

Such that, 0 = C1 I1 (0.258) + C 2 K1 (0.258) (ii)

I O (0.065) = 1.0027 I 1 (0.258) = 0.12909⎫ by int erpolation

⎪
⎬ of values tabulated
K O (0.065) = 2.5336* K1 (0.258) = 3.7414 ⎪⎭ in Handbook

Thus:

C1 (1.0027 ) + C 2 (2.5336 ) = 140⎫ C1 = 152.94

⎬
C1 (0.12909 ) + C 2 (3.7414 ) = 0 ⎭ C 2 = − 5.277

* Value determined by first fitting a linear least square line thru the first four sets of points in
the table to get a best line.

d ⎡ πkr dT ⎤ πk dT 2πhr
+ − (T − T1 ) = 0
dr ⎢⎣ 12 dr ⎥⎦ 12 dr 144

or
 d 2T dT hr
r + − (T − T1 ) = 0
dr 2 dr 6k

dT
If the circular faces of the flanges are insulated then = 0 at r=2
dr

1
and T = 200 at r= .
2

In order to solve the differential equation, we employ the substitutions used in

h
Example 3.18, that is: Let y = T − T1 ; x=r
6k

d 2T dT hr 2
then r 2
+ − (T −T 1 ) = 0 becomes x 2 d y
2
dy
+ x − x2 y = 0
dr dr 6k dx dx

which solves to y = C1 I O ( x ) + C 2 K O ( x ) where I O (x ) and K O ( x ) are modified Bessel

functions. Therefore y = 152.94 I O ( x ) − 5.277 K O (x )

⎛ ⎞ ⎛ ⎞
⎜ ⎟ ⎜ ⎟
that is T − T1 = 152.94 I O ( x ) − 5.277 K O (x ) = 152.94 I O ⎜ r ⎟
− 5.277 K O ⎜ r ⎟
⎜ h ⎟ ⎜ h ⎟
⎜ ⎟ ⎜ ⎟
⎝ 6k ⎠ ⎝ 6k ⎠

⎛ ⎞ ⎛ ⎞
⎜ ⎟ ⎜ ⎟
Thus, T = 60 + 152.94 I O ⎜ r ⎟
− 5.277 K O ⎜ r ⎟
⎜ h ⎟ ⎜ h ⎟
⎜ ⎟ ⎜ ⎟
⎝ 6k ⎠ ⎝ 6k ⎠

Remark! The modified Bessel function K O ( x ) is tabulated as e x K O ( x ) and at x = 0 , e x K O ( x ) = ∞ ,

therefore interpolation is out of the question. Instead, we use the next four tabulated values for x.

x = 0.1, 0.2, 0.3, and 0.4 along with the corresponding values of e x K O ( x ) ≡ y to determine
the least square line y ≡ e x K O ( x ) = − 3.347 x + 2.9214 (I)

then at x = 0.065 , e x K O ( x ) = 2.7038 ⇒ K O ( x ) = 2.5336

2. Given:

Δz
y 2G
z1

⎛ dx d 2 x ⎞
D E Aδ Lδ F
dx DE Aδ Lδ F ⎜⎜ + 2 Δz ⎟⎟
dz ⎝ dz dz ⎠

⎛ dx ⎞
L⎜ x + Δz ⎟
z + Δz ⎝ dz ⎠

Δz
y1 G
z1

Input = Output

That is:
Δz ⎛ dx d 2 x ⎞ Δz dx ⎛ dx ⎞
Lx + y1G + D E Aδ Lδ F ⎜⎜ + 2 Δz ⎟⎟ − y 2 G − D E Aδ L δ F − L⎜ x + Δz ⎟ = 0
z1 ⎝ dz dz ⎠ z1 dz ⎝ dz ⎠

d 2x L dx ( y 2 − y1 ) G
which reduces to: DE − − =0
dz 2
Aδ Lδ F dz Aδ Lδ F z1

y − y1 y − y1
*
using E mV = =
y − y1 m x − x *
*
( ) at y 2 : y 2 − y1 = mEmV
*
(x − x* )

Therefore, following substitution into the differential equation we get:

d 2x
DE 2 − V
dz
dx mGV *
dz
−
Lz1
E mV x − x * = 0 ( )

L
where V = , y1 = mx * + b
Aδ Lδ F

3. Since T is symmetrical about the bolt head, the single variable r representing the radial

distance from the bolt center may be used to define position. Then the differential heat
balance on an annular surface element is as follows:

Rate of heat input, q at radius r is given by:

dT
q = − ka 2πr .
dr

At r + dr , the rate of heat output is:

dT d ⎛ dT ⎞
q + dq = − ka 2πr + ⎜ − ka 2πr ⎟dr + h(T − Ta )2πrdr .
dr dr ⎝ dr ⎠

For steady-state, the accumulation is zero. Though for constant thermal conductivity, k, and

metal thickness, a , we have:

d 2T 1 dT h(T − Ta )
+ − =0 (i)
dr 2 r dr ka

h
If we let y = T − Ta and β = , then Eq.(i) becomes:
ka
d2y dy
r 2 2 + r − βr 2 y = 0 (ii)
dr dr

( ) (
Whose solution is y = C1 I O r β + C 2 K O r β . )
Regarding boundary conditions

Notice that as r → ∞ , y = T − Ta = 0 , that is for very large r, the surrounding temperature,

Ta is achieved. Therefore, at r = ∞ : C1 = −
C2 K O r β ( ) → 0
IO r β ( )
( )
i.e. I O r β → ∞ as r → ∞ , such that C1 must be chosen as 0.

Thus, (
T − 70 = C 2 K O r β )
5
h 2.5
For β = = = 20.0 and the radius of the Bolt head = 8 ft = 0.026 ft
ka 25(0.005) 2(12 )

( )
150 − 70 = C 2 K O 0.026 20 = C 2 K O (0.116 ) = 2.25C 2 ⇒ C 2 = 35.6
Remark! The value of K O (0.116) is determined by use of Equation(I) in the remark of Problem
1.

Then
(
T − 70 = 35.6 K O r 20 . )
One can generate a table of values at various r-values:

( )
r ( ft ) ⋅ r 20 ⋅ K O r 20 ⋅ T OF

4.
dT
Given that q = − kA is the rate at which heat is conducted in the x-direction. Then an element of
dx

volume whose length is dx and UNIT width at the point a may be considered. The rate at which heat

is conducted into this element is:

dT w dT
input rate = − kA = −k x at x + dx , the rate of output by conduction is:
dx L dx

⎡ w dT d ⎛ w dT ⎞ ⎤
− ⎢k x + ⎜k x ⎟dx ⎥ .
⎣ L dx dx ⎝ L dx ⎠ ⎦

The rate at which heat passes from the fin surface to the

surroundings is: hS (T − Ta ) = h(2dx secθ )(T − Ta ) , where T − Ta > 0 .

Since the width is unity, the surface area in contact with the air, S, is equivalent to the

perimeter: 2dx secθ . At steady-state, Accumulation is zero.

d ⎛ w dT ⎞
Thus, ⎜k x ⎟ − h 2 secθ (T − Ta ) = 0 , following the substitution into input = output.
dx ⎝ L dx ⎠

5.
In general, the equation of continuity is given by:

∂δ ∂ ∂ ∂
+ (δw) + (δV ) + (δu ) = 0 (1)
∂t ∂x ∂y ∂z

equation of motion (z-component):

 ⎛ ∂u ∂u ∂u ∂u ⎞ ∂p ⎛ ∂ 2u ∂ 2u ∂ 2u ⎞
ρ⎜ + w + v + u ⎟ = − + μ ⎜ 2 + 2 + 2 ⎟ + ρ gz (2)
⎝ ∂t ∂x ∂y ∂z ⎠ ∂z ⎝ ∂x ∂y ∂z ⎠

DT
Equation of energy: δC p = k∇ 2T + Φ (3)
Dt

or

⎛ ∂T ∂T ∂T ∂T ⎞ ⎡∂2T ∂2T ∂2T ⎤ ⎧⎪⎛ ∂w⎞2 ⎛ ∂v⎞2 ⎛ ∂u ⎞2 ⎫⎪ ⎧⎪⎛ ∂w ∂v⎞2 ⎛ ∂w ∂u ⎞2 ⎛ ∂v ∂u ⎞2 ⎫⎪

ρCp ⎜ +w +v +u ⎟ = k ⎢ 2 + 2 + 2 ⎥ +2μ⎨⎜ ⎟ +⎜ ⎟ +⎜ ⎟ ⎬+μ⎨⎜ + ⎟ +⎜ + ⎟ +⎜ + ⎟ ⎬
⎝ ∂t ∂x ∂y ∂z ⎠ ⎣ ∂x ∂y ∂z ⎦ ⎪⎩⎝ ∂x ⎠ ⎝ ∂y ⎠ ⎝ ∂z ⎠ ⎪⎭ ⎪⎩⎝ ∂y ∂x ⎠ ⎝ ∂z ∂x ⎠ ⎝ ∂z ∂y ⎠ ⎪⎭

In our case, we have a steady-state flow, u = u ( y ) and T = T ( y ) . Therefore Equation (1), (2), and (3)

∂u
reduce to =0: Continuity (1A)
∂x

d 2u
μ 2 =0: Momentum (2A)
dy

2
d 2T ⎛ du ⎞
k 2 + μ ⎜⎜ ⎟⎟ = 0 : Energy (3A)
dy ⎝ dy ⎠

Now, we integrate Equation (2A) to get: u = C1 y + C 2

at y = − h , u = 0 ; at y = h , u = U

U U U U du U
that is C1 = and C 2 = . Therefore, u = y+ is the velocity profile. Then =
2h 2 2h 2 dy 2h

Substitute this result into Equation (3A) and carryout the integration results in the general solution:

μU 2 y 2
T =− + C3 y + C 4 at y = − h , T = TO and at y = h , T = T1
4kh 2 2

Evaluating the constant of integration and substituting into the above equation gives:

⎡ ⎤
⎢ T1 + TO T1 − TO y ⎥ μU 2 ⎛ y 2 ⎞
T =⎢
2
+
2 ⎥ + 8k ⎜⎜1 − 2 ⎟⎟
⎢ 14442444 3 ⎥ 144⎝24h4
h
3⎠
⎣ due to Conduction ⎦ due to viscous dissipation
 The shear stress at any point in the flow follows from

⎛ ∂u ∂v ⎞ du ⎛ U ⎞ μU
τ = μ ⎜⎜ + ⎟⎟ = μ ≡ μ⎜ ⎟ =
⎝ ∂y ∂x ⎠ dy ⎝ 2 h ⎠ 2h

which is constant.

6.
dc
Rate of input = − D ; D is diffusion coefficient and c is the gas concentration in the
dx
liquid at the point x. Since the concentration gradient is negative in the direction of flow, it is

necessary to place negative sign in front of the gradient in order to carry out the substitution without

sign changes in the material balance. The output of solute from the volume element of width dx is due

to:

1. The diffusional transport of matter from the element.

2. The consumption of the solute by the chemical reaction.

Therefore, the rate at which the solute diffuses out across a Unit area of a plane through

⎡ dc d ⎛ dc ⎞ ⎤
x + dx is − ⎢ D + ⎜ D ⎟dx ⎥ .
⎣ dx dx ⎝ dx ⎠ ⎦

Simultaneous to diffusion, material disappears by chemical reaction at a rate proportional to the

amount of material present. The volume of the element under consideration is dx

(due to Unit Area).

d (cdx )
The output rate due to chemical reaction is − = kcdx , k is the reaction-rate coefficient.
dt

At steady-state (assumed) the material balance reduces to:

input = output or
 dc ⎡ dc d ⎛ dc ⎞ ⎤
−D = − ⎢ D + ⎜ D ⎟dx ⎥ + kcdx ,
dx ⎣ dx dx ⎝ dx ⎠ ⎦

which reduces to:

d ⎛ dc ⎞
⎜ D ⎟ = kc
dx ⎝ dx ⎠

7.
The net rate of disappearance of A is given by

dN A
= −k1 N A + k 2 N B (1)
dt

and the net rate of disappearance of B is given by

= −(k 2 + k 3 )N B + k1 N A + k 4 N C
dN B
(2)
dt

But
N A + N B + NC = 1 (3)

Differentiating (1) with respect to t:

d 2NA dN A dN B
2
= −k1 + k2 (4)
dt dt dt

Substitute (2) into (4):

d 2NA
+ k 2 [− (k 2 + k 3 )N B + k1 N A + k 4 N C ] = −k1 − k 2 (k 2 + k 3 )N B + k1k 2 N A + k 2 k 4 N C
dN A dN A
2
= −k1
dt dt dt

1 dN A k1
From Equation (3) N C = 1 − N A − N B and from Equation (1) N B = + NA;
k 2 dt k2

Therefore,

d 2NA ⎛ 1 dN A k1 ⎞
− k 2 (k 2 + k 3 )⎜⎜ + N A ⎟⎟ + k1k 2 N A + k 2 k 4 (1 − N A − N B )
dN A
2
= −k1
dt dt ⎝ k 2 dt k2 ⎠

or
d 2NA
+ (k1 + k 2 + k 3 ) A = − k1 (k 2 + k 3 )N A + k1k 2 N A + k 2 k 4 − k 2 k 4 N A − k 2 k 4 N B
dN
2
dt dt

d 2NA ⎛ 1 dN A k1 ⎞
+ (k1 + k 2 + k 3 ) A = −k1 (k 2 + k 3 )N A + k1 k 2 N A + k 2 k 4 − k 2 k 4 N A − k 2 k 4 ⎜⎜
dN
+ N A ⎟⎟
dt dt ⎝ k 2 dt k2 ⎠

Which simplifies to:

d 2NA
+ (k1 + k 2 + k 3 + k 4 ) A + (k1k 3 + k 2 k 4 + k1k 4 )N A − k 2 k 4 = 0
dN
dt dt

a linear second order constant coefficient differential equation subject to:

N A (0) = 1 ,
dN A
= −k , at t = 0 , NB = 0
dt

8.

Consider the sketch:

z=0
J A (z )

z
R A ΔV

J A (z + Δz )

Also, R A = kC An

dC A
J A = −DA
dz

At steady-state:

AJ A − AJ A − R A AΔz = 0 :
z z + Δz

the material balance for dissolved oxygen.

Then:

JA − JA z + Δz
lim z
− RA = 0
Δz →0 Δz

becomes

d ⎛ dC A ⎞
⎜ ⎟ − kC A 1 = 0
n
DA
dz ⎝ dz ⎠

9.

If one plane is moving, then the boundary conditions are:

u = V at y = b
and u = 0 at y = −b .

Employing the integrated result:

Ay 2
u= + C1 y + C 2
∂μ

together with these boundary conditions produce:

u=
∂μ
(
A 2
)
V⎛y ⎞
y − b 2 + ⎜ + 1⎟ ;
2⎝b ⎠
C1 =
V
2b
C2 = −
Ab 2 V
2μ 2
+

10.

r R

L
1 ∂ 1 ∂ ∂
( ρ rυr ) + ( ρυθ ) + ( ρυ z ) = 0 (1)
r ∂r r ∂θ ∂z

is the steady-state form of the equation of continuity as given in Bird et. al. Also,

⎛ ∂v z υθ ∂v z ∂v ⎞ ∂p ⎡ 1 ∂ ⎛ ∂v z ⎞ 1 ∂ vz ∂ vz ⎤
2 2
ρ ⎜υr + + vz z ⎟ = − +μ⎢ ⎜r +
⎟ 2 + ⎥ + ρ gz
⎝ ∂r r ∂θ ∂z ⎠ ∂z ⎣ r ∂r ⎝ ∂r ⎠ r ∂θ
2
∂z 2 ⎦

∂P ⎡ 1 ∂ ⎛ ∂v z ⎞ 1 ∂ 2 v z ∂ 2 v z ⎤
=− +μ⎢ ⎜r ⎟+ 2 + 2 ⎥ (2)
∂z ⎣ r ∂r ⎝ ∂r ⎠ r ∂θ ∂z ⎦
2

is the steady-state form of the equation of motion (z-comp.).

Since the flow is in the z-direction, v z = u z ≠ 0 while vθ = υ r = 0

∂v z
Therefore Equation (1) reduces to =0 (1A)
∂z

⎛ ∂v z ⎞ ∂P ⎡ 1 ∂ ⎛ ∂v z ⎞⎤
Equation (2) is now reducible to: ρ ⎜ vz ⎟=− +μ⎢ ⎜r ⎟⎥
⎝ ∂z ⎠ ∂z ⎣ r ∂r ⎝ ∂r ⎠⎦

or

∂v z 1 ∂P μ ⎡ 1 ∂ ⎛ ∂v z ⎞⎤
vz =− + ⎟⎥ ,
ρ ∂z ρ ⎢⎣ r ∂r ⎜⎝ ∂r
r
∂z ⎠⎦
∂v z ∂2vz
but since =0= 2
∂z ∂z

1 dP μ ⎡ 1 d ⎛ du z ⎞⎤
we get: 0=− + (3)
ρ dz ρ ⎢⎣ r dr ⎜⎝ dr ⎟⎥
r
⎠⎦

Then if A is the pressure gradient,

A μ ⎡ 1 d ⎛ du z ⎞⎤
0=− + ⎢
ρ ρ ⎣ r dr ⎜⎝ dr ⎟⎥
r
⎠⎦

∂ 2u z
Note that = 0 since the fluid is not rotating in the pipe.
∂θ 2

Considering a parabolic velocity profile in the pipe:

(P − PL ) R 2 ⎛⎜ − r 2 ⎞⎟
uz = O (4)
4 μL ⎜1 R 2 ⎟
⎝ ⎠
 du z P − PL P − PL ⎛ R2 ⎞
Then =− O r also u z = O ⎜⎜ ⎟⎟ is the average velocity.
dr ∂μL μL ⎝ 8 ⎠

Therefore
PO − PL 8u z
= 2
μL R
such that
1 d ⎛ du z ⎞ 1 d ⎛ PO − PL 2 ⎞ P − PL 8u z
⎜r ⎟≡ ⎜⎜ − r ⎟⎟ = − O =− 2
r dr ⎝ dr ⎠ r dr ⎝ ∂μL ⎠ μL R

Therefore Equation (3) becomes:

dP 8μ u z 8μ u z
0=− − 2 or dP = − dz
dz R R2

11.

Substitute Equation (3) into Equation (1):

⎡ d 2 y1 ⎤ ⎡ d 2 y2 ⎤
⎢ 2 + f 1 ( x ) dy1
+ f 2 ( x ) y1 − r ( x )⎥ + μ ⎢ 2 + f1 ( x )
dy 2
+ f 2 (x )y2 ⎥ = 0
⎣ dx dx ⎦ ⎣ dx dx ⎦

Resulting in
d 2 y1
+ f1 ( x ) 1 + f 2 ( x ) y1 = r ( x )
dy
2
(i)
dx dx

and
d 2 y2
+ f1 ( x ) 2 + f 2 (x ) y 2 = 0
dy
2
(ii)
dx dx

Now consider the first boundary condition in Equation (2):

y1 ( a ) + μ y2 ( a ) = ya (iii)

which implies that

y1 (a ) = y a and y 2 (a ) = 0 (iii a,b)

Differentiating Equation (3) and setting x = a:

dy (a ) dy (a ) dy (a )
= +μ 2
dx dx dx
Then if
dy1 (a ) dy (a )
= 0 and 2 =1 (iva,b)
dx dx

dy (a )
therefore, =μ.
dx

Now we have Equations (i), (iii a), and (iv a):

d 2 y1
+ f1 ( x ) 1 + f 2 ( x ) y1 = r ( x )
dy
2
(i)
dx dx

y1 (a ) = y a (iiia)

dy1 (a )
=0 (iva)
dx

Also, Equations (ii), (iiib), and (ivb):

d 2 y2
+ f1 ( x ) 2 + f 2 (x ) y 2 = 0
dy
2
(ii)
dx dx

y 2 (a ) = 0 (iii b)

dy 2 (a )
=1 (iv b)
dx

The boundary condition at the second point is transformed to:

yb − y1 (b )
y1 (b ) + μy 2 (b ) = yb ⇒ μ= .
y 2 (b )

12.

Given that
⎛1 −1 ⎞
⎜ ⎟
A=⎜ ⎟ then
⎜1
⎝ 3 ⎟⎠
1− λ −1
det ( A − λI ) = = (λ − 2) = 0 ; such that λ = 2, 2
2

1 3−λ
Eigenvector corresponding to λ = 2:
 ⎛ p1 ⎞ ⎛ 0 ⎞ ⎡− 1 − 1⎤ ⎡ p1 ⎤ ⎡0⎤
( A − λI )⎜⎜
⎟⎟ = ⎜⎜ ⎟⎟ or ⎢ = ⇒ p 2 = − p1
⎝ p2 ⎠ ⎝ 0 ⎠ ⎣ 1 1⎥⎦ ⎢⎣ p 2 ⎥⎦ ⎢⎣0⎥⎦
Then for p1 = 1; p 2 = −1. Therefore an eigenvector is:

⎛ 1⎞ ⎛ 1⎞
p (1) = ⎜⎜ ⎟⎟ ⇒ x (1) (t ) = ⎜⎜ ⎟⎟e 2 t
⎝ − 1⎠ ⎝ − 1⎠
Letting

⎛ 1⎞ ⎛ u1 ⎞
x ( 2) ( t ) = ⎜⎜ ⎟⎟ te 2 t + ⎜⎜ ⎟⎟e 2 t
⎝ − 1⎠ ⎝u2 ⎠

then substituting into the given differential equation results in

⎛ 1 ⎞ 2t ⎛ 1⎞ ⎛u ⎞ ⎛ 1⎞ ⎛1 − 1 ⎞⎛ u 1 ⎞ 2 t
⎜⎜ ⎟⎟e + 2⎜⎜ ⎟⎟ te 2 t + 2⎜⎜ 1 ⎟⎟e 2 t = 2⎜⎜ ⎟⎟ te 2 t + ⎜⎜ ⎟⎜ ⎟e
⎝ − 1⎠ ⎝ − 1⎠ ⎝u2 ⎠ ⎝ − 1⎠ ⎝1 3 ⎟⎠⎜⎝ u 2 ⎟⎠

This reduces to

⎛ 1 ⎞ 2t ⎛u ⎞ ⎛u ⎞ ⎛ 1 ⎞
⎜⎜ ⎟⎟e = (A − 2I )⎜⎜ 1 ⎟⎟e 2 t ⇒ (A − 2I )⎜⎜ 1 ⎟⎟ = ⎜⎜ ⎟⎟ .
⎝ − 1⎠ ⎝u2 ⎠ ⎝ u 2 ⎠ ⎝ − 1⎠

Then

⎛−1 − 1⎞⎛ u 1 ⎞ ⎛ 1⎞
⎜⎜ ⎟⎜ ⎟ = ⎜ ⎟ ⇒ − u 1 − u 2 = 1 ; so if u 1 = k , where k is arbitrary, then u 2 = −k − 1.
⎝ 1 1⎟⎠⎜⎝ u 2 ⎟⎠ ⎜⎝ − 1⎟⎠

Therefore

⎛ 1⎞ ⎛ k ⎞ 2t ⎛ 1 ⎞ 2t ⎛ 0 ⎞ 2t ⎛ 1⎞
x ( 2 ) ( t ) = ⎜⎜ ⎟⎟ te 2 t + ⎜⎜ ⎟⎟e = ⎜⎜ ⎟⎟ te + ⎜⎜ ⎟⎟e + k ⎜⎜ ⎟⎟e 2 t
⎝ − 1⎠ ⎝−1− k ⎠ ⎝ − 1⎠ ⎝ − 1⎠ −1
1⎝42⎠4 3
x (1) ( t ) multiple

⎛ 1⎞ ⎛ 0⎞
= ⎜⎜ ⎟⎟ te 2 t + ⎜⎜ ⎟⎟e 2 t
⎝ − 1⎠ ⎝ − 1⎠

13.

⎛ −2 1 ⎞ ⎛ 2e − t ⎞
x′ = ⎜ ⎟ x + ⎜ ⎟ ≡ Ax + f (t )
⎝ 1 − 2⎠ ⎝ 3t ⎠
Step 1: Determine the complementary solution:

⎛ −2 1 ⎞
x′ = ⎜ ⎟x
⎝ 1 − 2⎠

the characteristic polynomial is given by

−2 − λ 1
= 0 ⇔ ( −2 − λ )( −2 − λ ) − 1 = 0
1 −2−λ

resulting in λ1 = −1, λ2 = −3.

The associated eigenvectors are, for λ = −1

⎛ −1 1 ⎞ ⎛ p1 ⎞ ⎛ 0 ⎞
⎜ ⎟ ⎜ ⎟ = ⎜ ⎟ ⇒ − p1 + p2 = 0
⎝ 1 − 1⎠ ⎝ p2 ⎠ ⎝ 0 ⎠

⎛ 1⎞
∴ p2 = p1 ; such that p (1) = ⎜ ⎟
⎝ 1⎠

⎛ 1⎞ ⎛ 1⎞ ⎛ 1⎞
For λ2 = −3, p (2) = ⎜ ⎟ ∴ x c (t ) = c1 ⎜ ⎟ e − t + c2 ⎜ ⎟ e−3t
⎝ −1⎠ ⎝ 1⎠ ⎝ −1 ⎠

The candidate particular solution is

x p = αte − t + βe − t + θt + γ ⇒ x′p = αe − t − αte− t − βe− t + θ

Then substituting into the differential equation

⎛ 2⎞ ⎛ 0⎞
αe − t − αte − t − βe− t + θ = Aαte − t + Aβe − t + Aθt + ⎜ ⎟ e− t + ⎜ ⎟ t
⎝0⎠ ⎝3⎠

This reduces to

⎛ α1 ⎞ − t ⎛ −1 1 ⎞ ⎛ β1 ⎞ − t ⎛ −1 1 ⎞ ⎛ α1 ⎞ − t
⎜ ⎟e −⎜ ⎟⎜ ⎟e −⎜ ⎟ ⎜ ⎟ te
⎝α2 ⎠ ⎝ 1 − 1⎠ ⎝ β 2 ⎠ ⎝ 1 − 1⎠ ⎝ α 2 ⎠
⎛ θ1 ⎞ ⎛ γ1 ⎞ ⎛ θ1 ⎞ ⎛ 2 ⎞ ⎛ 0⎞
+ ⎜ ⎟ − A ⎜ ⎟ − A ⎜ ⎟ t = ⎜ ⎟ e−t + ⎜ ⎟ t
⎝θ2 ⎠ ⎝γ 2 ⎠ ⎝θ2 ⎠ ⎝ 0 ⎠ ⎝3⎠
Equating Coefficients:
te −t :α1 − α 2 = 0 ⇒ α1 = α 2
⎧α1 + β1 − β 2 = 2
e−t : ⎨ ⇒ α 2 = 1 and α1 = 1
⎩ α 2 − β1 + β 2 = 0
⎧2θ1 − θ 2 = 0 ⎛1 ⎞
t :⎨ ⇒ 2θ1 = θ 2 ⇒ θ = ⎜ ⎟
⎩−θ1 + 2θ 2 = 3 ⎝ 2⎠
⎧1 + β1 − β 2 = 2
⎨ ⇒ β1 = 1 + β 2 ; if β 2 = 1 then β1 = 2
⎩ 1 − β1 + β 2 = 0
⎧ −2γ 1 + γ 2 = 1 ⎛ −4 / 3 ⎞
t 0 :⎨ ⇒γ=⎜ ⎟
⎩γ 1 − 2γ 2 = 2 ⎝ −5 / 3 ⎠

Therefore, x p = αte −t + βe − t + θt + γ becomes

⎛1⎞ ⎛1 ⎞ ⎛1 ⎞ ⎛ −4 / 3 ⎞
x p = ⎜ ⎟ te − t + ⎜ ⎟ e −t + ⎜ ⎟ t + ⎜ ⎟ . Note that the second term would be combined
⎝1⎠ ⎝ 2⎠ ⎝ 2 ⎠ ⎝ −5 / 3 ⎠

with the first term of the complementary solution to form the general solution.

14.

Since each of the columns of the fundamental matrix is a solution of the associated homogeneous

problem

x′ = Ax

Then the entire fundamental matrix satisfies the associated homogeneous problem:

X′(t ) = A(t ) X(t ) (i)

Also, the columns of the fundamental matrix are linearly independent which means that the general

solution of

x′ = Ax
is a linear combination of these columns or

x(t ) = X(t )c (ii)

where c is an arbitrary constant n-vector. Since the method of variation of parameters seeks a particular

solution to

x′ = Ax + f (t ) (3.8.8)

in the form of Equation (ii) by allowing c to depend on t; the candidate particular solution is

x p (t ) = X(t )c(t ) (iii)

In order to find c(t ) we substitute Equation (iii) into Equation 3.8.8 which results in

X′c + Xc′ = AXc + f (iv)

Substituting Equation (i) into Equation (iv) results in

Xc′ = f .

Therefore

c′(t ) = X −1 (t )f (t )

Upon integration yields

t
c(t ) = ∫ X −1 ( s )f ( s)ds.

Combining the result for c(t ) with Equation (iii) results in Equation 3.8.13.

15.

Starting with the complementary solution from Problem 13 above

⎛ 1⎞ ⎛ 1⎞
x c (t ) = c1 ⎜ ⎟ e −t + c2 ⎜ ⎟ e−3t
⎝ 1⎠ ⎝ −1⎠
the fundamental matrix is
 ⎡e −t e −3 t ⎤
⎢ ⎥
X(t ) = ⎢ ⎥
⎢e −t − e −3t ⎥⎦
⎣
Therefore
t
x p (t ) = X(t ) ∫ X −1 ( s )f ( s)ds.

Determine X −1 (see Appendix A section 2)

⎛ e−t e −3t M1 0⎞
Augmented matrix ⎜⎜ − t ⎟
⎝e − e −3 t M 0 1 ⎟⎠

⎛ e−t e −3t M1 0 ⎞ ⎛ e −2 t 1 M e 3t 0 ⎞
⎟⇒⎜ ⎟ R × e and R2 × −(e )
3t 3t
⎜⎜ − t
⎝e − e −3 t M 0 1 ⎟⎠ ⎜⎝ −e−2t 1 M0 3t ⎟ 1
−e ⎠

⇓
⎛ e 2t 1 M e3t 0 ⎞ ⎛1 0 M1/ 2et 1/ 2 et ⎞
⎜⎜ ⎟ ⇒ L ⇒ ⎜⎜ ⎟
⎝0 2 M e3t − e3t ⎟⎠ R + R ⎝0 1 M1/ 2e3t − 1/ 2e3t ⎟⎠
1 2

Therefore
⎛1/ 2 et 1/ 2 et ⎞
⎜ ⎟
X −1 = ⎜ ⎟.
⎜1/ 2 e3t − 1/ 2 e3t ⎟⎠
⎝

t t
⎛1/ 2 e s 1/ 2 e s ⎞ ⎛ 2e −2 s ⎞
∫ ∫ ⎜1/ 2 e3s − 1/ 2 e3s ⎟⎟ ⎜⎝ 3s ⎟⎠ ds
−1
Now X ( s )f ( s ) ds = ⎜
⎝ ⎠

t
⎛1/ 2 e s 1/ 2 e s ⎞ ⎛ 2e −2 s ⎞ t
⎛1 + 3 / 2 s e s ⎞ ⎛ t + 3 / 2 tet − 3 / 2 et ⎞
∫ ⎜⎜1/ 2 e3s − 1/ 2 e3s ⎟⎟ ⎜⎝ 3s ⎟⎠ ds = ∫ ⎜⎜ e2 s − 3 / 2 se3s ⎟⎟ ds = ⎜⎜1/ 2 e2t − 1/ 2 t e3t + 1/ 6 e3t ⎟⎟
⎝ ⎠ ⎝ ⎠ ⎝ ⎠
Finally

t
⎛ 1⎞ ⎛ 1⎞ ⎛1 ⎞ ⎛ −4 / 3 ⎞
x p (t ) = X(t ) ∫ X −1 ( s )f ( s)ds = ⎜ ⎟ te − t + 1/ 2 ⎜ ⎟ e− t + ⎜ ⎟ t + ⎜ ⎟.
⎝ 1⎠ ⎝ −1⎠ ⎝ 2 ⎠ ⎝ −5 / 3 ⎠

Chapter 4
1.

X"
=λ, X (0 ) = 0 , X (1) = 0
X

λ"−λX = 0 solves to: X ( x ) = C1e λ x

+ C2 e λx

X (0) = 0 = C1 + C 2 ⇒ C 2 = −C1
X (1) = 0 = C1e λ
+ C2 e − λ

or

(
C2 e − λ
−e λ
)= 0
For non trivial solutions C 2 ≠ 0

λ λ
So that e − −e = − Sin h λ = 0 ⇒ λ = 0 as a candidate if λ is real. If λ is complex,

then λ = iα ; α ≠ 0 produces Sin h(iα ) = i Sin(α ) = 0 ⇒ α = nπ , n = 1, 2,...

are also candidates i.e. λ = iα ⇒ λ = −α 2 = −n 2π 2 , n = 1, 2,...

Therefore all λ = − n 2π 2 , n = 0, 1, 2,... are the values that we seek.

2.
X "−λ X = 0 X (x ) = C1e λ x
+ C2 e − λ x

X (0) = 0 = C1 + C 2 ⇒ C 2 = − C1

X ' ( x ) = λ C1e λ x
− C2 λ e − λ x
= λ C1 e[ λ x
+ e− λ x
]
X ' (L ) = 0 = λ C1 e [ λL
+ e− λL
] for nontrivial solution C 1 ≠ 0 , but λ = 0 or

λ L λL
e + e− = 2 cos h λ L = 0 .

The condition is satisfied if λ = 0 . But in order for cos h λ L = 0 , λ L must be complex, that is:
 2
⎛α ⎞
λ L = iα ⇒ λ = − ⎜ ⎟ , α ≠ 0 ;
⎝L⎠
π
Therefore, cos h (iα ) = cos α = 0 ⇒ α = (2 n − 1) , n = 1, 2, ...
2

2
⎛ ∂n − 1 ⎞ π
2
and the values of λ are: 0, − ⎜ ⎟ , n = 1, 2, ...
⎝ L ⎠ 4

3.
X"
=λ ⇔ X "−λ X = 0
X

X ( x ) = C1e λ x
+ C2e − λ x

X (− L ) = C1e − λ L
+ C2e λL
= C1e λ L
+ C2e − λL

i.e. C2 e ( λ L
− e− λL
) = C (e
1
λL
− e− λ L
) ⇒ C 2 = C1

λL λL λL λL
Also, C1 λ e − − C2 λ e = C1 λ e − C2 λ e −

or

(e − λL
−e λL
)C 2 = C1 e( λL
− e− λL
) for C2 = C1 ≠ 0

λL λ L α2
2 e− −2e = 0 or Sinh( λ L) = 0 ⇒ λ L = iα , α ≠ 0 or λ = −
L2

but Sinh( λ L) = Sinh(iα ) = i Sinα = 0 ⇒ α = nπ , n = 1, 2, ...

n 2π 2
that is λ = − , n = 1, 2, ...
L2

for the case λ = 0 : X (x ) = ax + b ∴ X (− L ) = −aL + b = X (L ) = aL + b that is − aL + b = aL + b

or a = 0 , where a and b are the arbitrary constants. Thus, λ = 0 produces a constant.

n 2π 2
∴ λ =0, − , n = 1, 2, ...
L2

4.
 X ( x ) = C1e − λ x
+ C2e λ x

X ' (x ) = − λ C1e − λ x
+ C2 λ e λ x
[
= λ C2e − λ x
− C1e λ x
]
X ' (0) = 0 = C 2 − C1 ⇒ C 2 = C1

X ' (L ) = 0 = C 2 e − λ L
− C2 e λL
= C2 e − ( λ L
−e λL
)
∴ either C 2 = 0 or e− λL
−e λ L
= 0 that is −2Sinh( λ L) = 0 ⇒ λ L = 0 or λ L = iα

In which case Sinh(iα ) = iSinα = 0 ⇒ α = 0 or α = nπ , n = 1, 2, ...

α2 n 2π 2
Therefore, λ=− =− , n = 0, 1, 2, ...
L2 L2

∞
nπx
5. Given ∑ B Sinn = f (x ) , then for n ≥ 1 , Bn is given by:
n =1 L

⎛ mπx ⎞ ⎛ nπx ⎞ ⎛ mπx ⎞

L L

∫ f ( x )Sin⎜ ⎟dx = Bn ∫ Sin⎜ ⎟ Sin⎜ ⎟dx .

0 ⎝ L ⎠ 0 ⎝ L ⎠ ⎝ L ⎠

However, property 2 of Theorem 4.1 pg. 133:

⎛ nπx ⎞ ⎛ mπx ⎞
L

∫ Sin⎜⎝
0
⎟ Sin⎜
L ⎠ ⎝ L ⎠
⎟dx = 0 if n≠m

Therefore, only the case, n = m , need to be considered:

⎛ nπx ⎞ 2 ⎛ nπx ⎞
L L
i.e. ∫ f ( x )Sin⎜ ⎟dx = Bn ∫ Sin ⎜ ⎟dx
0 ⎝ L ⎠ 0 ⎝ L ⎠

Such that
⎛ nπx ⎞
L

∫ f (x )Sin⎜⎝ L ⎠
⎟dx 1 2
⎛ nπx ⎞
L
nπx
Bn = = ∫ ∫ Sin 2
0
Sin⎜ ⎟ dx dx
2 ⎛ nπx ⎞ ⎝ L ⎠ 0
L
L
∫0 Sin ⎜⎝ L ⎟⎠dx
0
 12
⎡ L nπ ⎤
⎢⎣− nπ cos L x ⎥⎦ 2⎡ L ⎛ ⎛ nπ ⎞ ⎞⎤
Bn = 0
= ⎢ ⎜⎜1 − cos⎜ ⎟ ⎟⎟⎥
⎡ nπx ⎤
L
L ⎣ nπ ⎝ ⎝ ∂L ⎠ ⎠⎦
⎢ x Sin 2 L ⎥
⎢ − L ⎥⎥
⎢2 4
⎣ nπ ⎦ 0

6.
∞
nπx
Given ∑A n cos = f (x ) ,
n=0 L

then for n ≥ 0 ; An is given by:

⎛ mπx ⎞ ⎛ nπx ⎞ ⎛ mπx ⎞

L L

∫ f ( x )cos⎜ ⎟dx = An ∫ cos⎜ ⎟ cos⎜ ⎟dx .

0 ⎝ L ⎠ 0 ⎝ L ⎠ ⎝ L ⎠

However, property 2 of Theorem 4.1 pg. 133:

⎛ nπx ⎞ ⎛ mπx ⎞
L

∫ cos⎜⎝
0
⎟ cos⎜
L ⎠ ⎝ L ⎠
⎟dx = 0 if n≠m.

Therefore, only the case, n = m , need to be considered:

⎛ mπx ⎞ 2 ⎛ nπx ⎞
L L
i.e. ∫ f ( x )cos⎜ ⎟dx = An ∫ cos ⎜ ⎟dx
0 ⎝ L ⎠ 0 ⎝ L ⎠

⎛ nπx ⎞
L

∫ f (x )cos⎜⎝ L ⎠
⎟dx
or An = 0
.
2 ⎛ nπx ⎞
L

∫0 cos ⎜⎝ L ⎟⎠dx
 12
⎛ nπx ⎞⎤
12
⎛ nπx ⎞ ⎡ L
∫0 cos⎜⎝ L ⎟⎠dx ⎢⎣ nπ Sin⎜⎝ L ⎟⎠⎥⎦ 0 2 ⎡ L ⎛ nπ ⎞⎤
for n ≥ 1 : An = L = = ⎢ Sin⎜ ⎟⎥ .
2 ⎛ nπx ⎞ ⎡ ⎛ π ⎞ ⎤
L
L ⎣ nπ ⎝ 2 L ⎠⎦
∫0 cos ⎜⎝ L ⎟⎠dx ⎢ x Sin 2⎜⎝ L ⎟⎠ ⎥
n x
⎢ + ⎥
⎢2 4
L ⎥
⎢ π ⎥
⎣ n ⎦0

L
2
f ( x )dx .
L ∫0
for n = 0 : AO =

7.

∞
⎛ ⎛ nπx ⎞ ⎛ nπx ⎞ ⎞
Given ∑ ⎜⎜ A n cos⎜ ⎟ + Bn Sin⎜ ⎟ ⎟⎟ = f (x )
n=0 ⎝ ⎝ 2 ⎠ ⎝ 2 ⎠⎠

Then for n ≥ 0 , we have:

⎛ mπ x ⎞
2

∫ f ( x ) cos ⎜⎝ 2 ⎟⎠ dx
−2

⎛ nπ x ⎞ ⎛ mπ x ⎞ ⎛ nπ x ⎞ ⎛ mπ x ⎞ ⎛ nπ x ⎞ ⎛ mπ x ⎞
2 2 2
= ∫ An cos ⎜ ⎟ cos ⎜ ⎟ dx + ∫ Bn Sin ⎜ ⎟ cos ⎜ ⎟ dx = ∫ An cos ⎜ ⎟ cos ⎜ ⎟ dx
−2 ⎝ 2 ⎠ ⎝ 2 ⎠ −2 ⎝ 2 ⎠ ⎝ 2 ⎠ −2 ⎝ 2 ⎠ ⎝ 2 ⎠

Since,

⎛ nπx ⎞ ⎛ mπx ⎞
2

∫ B Sin⎜⎝
−2
n ⎟ cos⎜
2 ⎠ ⎝ 2 ⎠
⎟dx = 0 (verify this).

However, property 2 of Theorem 4.1 pg. 133 says:

⎛ nπx ⎞ ⎛ mπx ⎞
2

∫ cos⎜⎝
−2
⎟ cos⎜
2 ⎠ ⎝ 2 ⎠
⎟dx = 0 .

Therefore,

⎛ nπx ⎞ ⎛ nπx ⎞ ⎛ nπx ⎞ 2 ⎛ nπx ⎞

2 0 2 2

∫−2 f (x )cos⎜⎝ 2 ⎟⎠dx ≡ −∫2− x cos⎜⎝ 2 ⎟⎠dx + ∫0 2 cos⎜⎝ 2 ⎟⎠dx = An −∫2cos ⎜⎝ 2 ⎟⎠dx
 2
⎧⎪ ⎡ 4 nπx 2 ⎛ nπx ⎞⎤
0
4 ⎛ nπx ⎞⎫⎪
⎨− ⎢ 2 2 cos + xSin⎜ ⎟⎥ + Sin⎜ ⎟⎬
⎪⎩ ⎣ n π 2 nπ ⎝ 2 ⎠ ⎦ − 2 nπ ⎝ 2 ⎠⎪⎭ 2
or An = 0
= (cos nπ − 1) ; for n ≥ 1 .
⎡ ⎛ nπx ⎞ ⎤
2
n π2
2

⎢ x Sin 2⎜ 2 ⎟ ⎥
⎢ + ⎝ ⎠⎥
⎢2 ⎛ 2 ⎞ ⎥
⎢ 4⎜ ⎟
⎣ ⎝ nπ ⎠ ⎥⎦ − 2

0 2 2
for n = 0 : − ∫ x dx + ∫ 2 dx = AO ∫ dx
−2 0 −2

6
or AO = .
4

Similarly, in order to determine Bn for n ≥ 1 .

⎛ mπ x ⎞
2

∫ f ( x ) Sin ⎜⎝ 2 ⎟⎠ dx
−2

⎛ nπ x ⎞ ⎛ mπ x ⎞ ⎛ nπ x ⎞ ⎛ mπ x ⎞ ⎛ nπ x ⎞ ⎛ mπ x ⎞
2 2 2
= ∫ An cos ⎜ ⎟ Sin ⎜ ⎟ dx + ∫ Bn Sin ⎜ ⎟ Sin ⎜ ⎟ dx = ∫ Bn Sin ⎜ ⎟ Sin ⎜ ⎟ dx
−2 ⎝ 2 ⎠ ⎝ 2 ⎠ −2 ⎝ 2 ⎠ ⎝ 2 ⎠ −2 ⎝ 2 ⎠ ⎝ 2 ⎠

⎛ nπx ⎞ ⎛ mπx ⎞
2
Since ∫A
−2
n cos⎜ ⎟ Sin⎜
⎝ 2 ⎠ ⎝ 2 ⎠
⎟dx = 0 (Verify it!)

Applying property 2 of Theorem 4.1 pg. 133 results in:

⎛ nπx ⎞ nπx ⎛ nπx ⎞

0 2 2
− ∫ xSin⎜ ⎟dx + ∫ 2Sin dx = Bn ∫ Sin 2 ⎜ ⎟dx
−2 ⎝ 2 ⎠ 0
2 −2 ⎝ 2 ⎠

2
∴ Bn = .
nπ

8.

Given ρ R " ( ρ ) + R ' ( ρ ) + λ 2 ρ R ( ρ ) = 0

Comparing to Equation (3.79):

 ⎛ 2a − 1 ⎞ ⎛ 2 2 2 c − 2 a − γ c ⎞
2 2 2
y"−⎜ ⎟ y '+⎜⎜ b c x + ⎟⎟ y = 0
⎝ x ⎠ ⎝ x2 ⎠

The given equation is restated in the form:

1
R" + R ' + λ2R = 0
ρ

Such that 2a − 1 = 1 ⇒ a = 0

a 2 − γ 2c 2 = 0 ⇒ γ 2c 2 = 0 ,

but 2c − 2 = 0 ⇒ c = 1

∴ γ 2 = 0 ⇒ γ = 0 and b 2 c 2 = λ2 ⇒ b 2 = λ2

Thus,

R ( ρ ) = C1 ρ 0 J 0 ( λρ ) + C2 ρ 0 J − 0 ( λρ ) = C1 J 0 ( λρ ) + C2Y0 ( λρ )

Where it is customary to use the notation Y0 ( • ) in place of

J −0 ( • ) ( J 0 (•) and Y0 ( • ) are Bessel functions )

Applying the bounded-ness condition: RO must be finite, eliminate YO (λ δ ) ; since YO (λ δ ) is

unbounded at ρ = 0 . That is, C 2 must be chosen as zero.

∴ R ( ρ ) = C1 J 0 ( λρ )

Then R ( C ) = 0 = C1 J 0 ( λ C ) ⇒ J 0 ( λ C ) = 0 for C1 ≠ 0 .

i.e. J 0 ( λ C ) = 0 defines yield the values of λ .

Chapter 5

1.

F { f " (t )} = iwF { f ' (t )} = (iw) F (w)

2
a) Show:
 ? ∞
Define F { f " (t )}= ∫ f "(t )e
− iwt
dt (i)
−∞

∞
Let F { f (t )} = F (w) = ∫ f (t )e
− iwt
dt .
−∞

Then applying integration by parts on Equation (i)

Let p = e − iwt and dq = f " (t )dt

dp = − iwe − iwt dt ; q = f ' (t )

∞ ∞ ∞ ∞

∫ f " (t )e f ' (t ) ∫ iw ∫ f ' (t )e dt = iw ∫ f ' (t )e − iwt dt ≡ iwF { f ' (t )}

− iwt − iwt − iwt
∴ dt = e
−∞ −∞ −∞ −∞

From Example 5.15: F { f ' (t )} = iwF (w)

∴ (w)F { f ' (t )} = iw(iw)F (w) = (iw)2 F (w)

Remark! Since f , f ' , f " and f ' ' ' are continuous and absolutely integrable on (− ∞ , ∞ ) , they vanish at

Both − ∞ and ∞ . Therefore the quantity;

∞
e− i w t f ' ( t ) = 0.
−∞

2.

∞
Given F (w) = ∫ f (t )e
−i wt
dt
−∞

Show: F ' (w) = F {− i t f (t )}

∞ ∞
F ' (w) =
d
∫
dw − ∞
f (t )e − i w t dt = ∫
∂
∂w
[
f (t )e − i w t dt ]
−∞

Using Leibniz’s rule

But
∂
∂w
[ ]
f (t )e − i w t = − i t f (t )e − i w t
 ∞ ∞
∴
∂
[
∫− ∞ ∂w f (t )e dt
−i wt
] = ∫ (− it ) f (t )e
−i wt
dt =F {− i t f (t )}.
−∞

3.

Fourier series for e − t on 0 p t p 1 is

aO ∞ ⎛ nπ t nπ t ⎞
e− t = + ∑ ⎜ a n cos + bn sin ⎟
2 n = 1⎝ L L ⎠

with
nπ t
L
1
an = ∫
L −L
e − t cos
L
dt n≥0

nπ t
L
1
bn = ∫ e − t sin( )dt n ≥1
L −L L

Then the error is:

2
⎡ 1
a 2 ⎤
E (aO , an , bn ) = ∫ ⎢e − t − O − ∑ (a n cos nπ t + bn sin nπ t )⎥ dt (i)
0⎣
2 n =1 ⎦

∂E ∂E ∂E
E (aO , a n , bn ) must satisfy =0, =0, =0
∂aO ∂an ∂bn
in order for this error to be a minimum (a necessary condition).

∂E aO 2b
From: =0 ⇒ = − 1 +1− e−1
∂aO 2 π

:
∂E
= 0 ⇒ an =
(
2 1 − e − 1 cos(nπ )
, n = 1, 2,L
)
∂an 1 + n 2π 2

:
∂E
= 0 ⇒ bn =
(
2nπ 1 − e − 1 cos(nπ ) aO ( cos(nπ ) − 1)
−
)
, n = 1, 2,L .
∂bn 1 + n 2π 2 nπ

4.

[ ]
1
E (a, b ) = ∫ e x − (a + bx ) dx
2

0
 [ ]
1 1
∂E ∂ x
=∫
∂a 0 ∂a
(
⎛
)
b ⎞
e − (a + bx ) dx = −2∫ e x − a − bx dx = − 2⎜ e − a − − 1⎟
2

2 ⎠
0 ⎝

[ ]
1
∂E ⎛ a b⎞
= ∫ 2 e x − a − bx (− x )dx = −2⎜1 − − ⎟
∂b 0 ⎝ 2 3⎠

∂E ∂E
But = 0 and = 0 for a minimum to occur.
∂a ∂b

⎫
b b ⎪
e − a − − 1 = 0 or a + = e − 1⎪
2 2 ⎪
⎪ b = 18 − 6e
∴ ⎬ Solve simultaneously to obtain:
and ⎪ a = 4e − 10
⎪
a b a b ⎪
1− − = 0 or + =1 ⎪
2 3 2 3 ⎭

Chapter 6

1.
∂T 1 ∂ 2T
a) =
∂t 2 ∂x 2

T (0, t ) = T (3, t ) = 0 ; T ( x, 0 ) = Sin πx ; 0p xp3

From Table 6.1 (pg. 201): case of “Fixed, homogeneous” boundary condition. Therefore, for

1 nπ ∞
; U ( x, t ) ≡ T (x, t ) = ∑ Bn e − k λn t Sin λn x
2
L = 3 , k = , we have λ =
2 3 n =1

Finding the Fourier Coefficients (see problems # 6 & 7 Chapter 4):

∞
nπ
f ( x ) = T ( x, 0 ) = Sin π x = ∑ Bn Sin x
n =1 3

nπ nπ
3 3
Then for n ≥ 1 : ∫ Sinπ x Sin x dx = Bn ∫ Sin 2 x dx
0
3 0
3
 3 3
⎡ ⎛ nπ ⎞ ⎛ nπ ⎞ ⎤ ⎡ 2nπ ⎤
⎢ Sin⎜ π − 3 ⎟ x Sin⎜ π + 3 ⎟ x ⎥ ⎢ x Sin x⎥
⎢ ⎝ ⎠ − ⎝ ⎠ ⎥ = Bn ⎢ − 3 ⎥
⎢ ⎛ n π ⎞ ⎛ n π ⎞ ⎥ ⎢2 ⎛ nπ ⎞ ⎥
⎢ 2⎜⎝ π − 3 ⎟⎠ 2⎜ π + ⎟ ⎥ ⎢ 4⎜ ⎟
⎣ ⎝ 3 ⎠ ⎦0 ⎣ ⎝ 3 ⎠ ⎥⎦ 0

⎛ n⎞ ⎛ n⎞
Sin⎜1 − ⎟3π Sin⎜1 + ⎟3π
⎝ 3⎠ − ⎝ 3⎠ 3
Simplifying to: = Bn
⎛ n⎞ ⎛ n⎞ 2
2π ⎜1 − ⎟ 2π ⎜1 + ⎟
⎝ 3⎠ ⎝ 3⎠

However, notice that the left hand side (L.H.S.) is zero for all n, except n = 3;

i.e. for n = 3, the denominator becomes zero. Therefore, for all n ≠ 3 , Bn = 0 .

For n = 3: We re-evaluate:

3π 3π
3 3

∫ Sin πx Sin
0
3
x dx = Bn ∫ Sin 2
0
3
x dx

3 3

∫ Sin πx dx = Bn ∫ Sin πx dx ⇒ Bn = 1 ≡ B3
2 2

0 0

1
− π2 t
∴ T ( x, t ) = e 2
Sin π x ; T ( x, t ) → 0 as t → ∞ .

Notice that property 2 of Theorem 4.1 is a much more efficient way to arrive at Bn = 1 for n = 3.

∂T ∂ 2T ∂T
b) = , (0, t ) = ∂T (π , t ) = 0
∂t ∂x 2 ∂x ∂x

T ( x, 0 ) = cos x , 0 p x p π

Insulated boundary condition case (Table 6.1).

∴ L = π , k =1

AO ∞
T ( x, t ) = + ∑ An e − n t cos n x
2

2 n =1

Then at t = 0 :
 AO ∞
+ ∑ An cos n x
cos x =
2 n =1
Similar to Problem 6 or 7 Chapter 4:

π
AO π π

∫0 cos x dx = 2 ∫0 dx + An ∫0 cos x dx which integrates to:

π π
π A Sin n x
Sin 0
= O x + An ⇒ AO = 0 , An is arbitrary.
2 0 n 0

Then in order to determine An for n ≥ 1 :

∞
cos( x) = ∑ An cos(n x) ,
n =1

then
π

π π ∫ cos ( x) cos (n x) dx
∫ cos ( x) cos (n x) dx = A ∫ cos (n x) dx An =
2 0
n or π
.
∫ cos (n x) dx
0 0 2

By property 2 of Theorem 4.1, the numerator is zero unless n = 1 , i.e. An = 0 for all n, except n = 1 .

∴ A1 = 1

∴ T ( x, t ) = e − t cos x

⎛x ⎞
Steady-state temperature at midpoint of the region is lim T ⎜ , t ⎟ = 0 .
t →∞
⎝2 ⎠

c) This is the “Periodic” boundary condition case in which L = π , k = 1 ⇒ λ = n and

AO ∞
T ( x, t ) = + ∑ [An cos n x + Bn Sin n x ] e − n t . In this case it is more efficient to use the formulations of
2

2 n =1

nπ x
L
1
Chapter 5, i.e. An = ∫ f ( x )cos dx , n≥0
L −L L

nπ x
L
1
Bn = ∫ f ( x )Sin dx , n ≥1
L −L L
 π
Such that for n = 0 : AO =
1
π ∫π (x + π )dx =
1
π
(2π )
2
= 2π
−

π
1
for n ≥ 1 : An =
π ∫ (x + π )cos n x dx = 0
−π

π
1 2 2
Bn =
π −
∫π(x + π )Sin n x dx = − cos n π
n
=
n
(− 1)n+1

∞
2
T ( x, t ) = π + ∑ (− 1)n+1 Sin(n x ) e − n t
2
∴
n =1 n

x ⎛x ⎞
Steady-state at x = : lim T ⎜ , t⎟ =π
2 t →∞ ⎝2 ⎠

1
d) This is a case of “Fixed, non homogeneous”, boundary condition, therefore L = 2 , k = .
2

⎛ 50 − 100 ⎞
V ( x ) = 100 + ⎜ ⎟ x = 100 − 50 x
⎝ 2 ⎠

f ( x ) − V ( x ) = 100 − 13 x − (100 − 50 x ) = 37 x

∞
nπ
∴ 37 x = ∑ Bn Sin x
n =1 2

That is
nπ nπ
2 2

∫ 37 xSin
0
2
x dx = Bn ∫ Sin 2
0
2
x dx

or
nπ ⎛ 4 ⎞
2

∫ 37 xSin x dx 37⎜⎜ ⎟⎟(− 1)n+1

2 nπ ⎠
Bn = 0
= ⎝
nπ
2
1
∫ Sin
2
x dx
0
2

Therefore
 2
1⎛ n π ⎞
ℵ
4 − ⎜ ⎟ t nπ
T ( x, t ) = 100 − 50 x + 37 ∑ (− 1)n+1 e 2 ⎝ 2 ⎠
Sin x.
n =1 n π 2

⎛x ⎞
lim T ⎜ , t ⎟ = 50 is the steady state temperature at the midpoint of the region.
t →∞
⎝2 ⎠

2.

Similar to Example 6.6 (pg. 214 of text).

∂T ∂ 2T
= −T
∂t ∂ x 2

can be reduced to:

∂w ∂ 2 w
=
∂t ∂x 2

by using the substitution:

T ( x, t ) = w( x, t ) e − t .

Also, the boundary conditions become:

T (0, t ) = 0 = w(0, t ) e − t ⇒ w(0, t ) = 0⎫ −t

⎪ e ≠0
⎬
for all t.
T (1, t ) = 0 = w(1, t ) e − t ⇒ w(1, t ) = 0 ⎪⎭

⎧ 1
⎪1 , 0 < x < 2
⎪
and the initial condition becomes T ( x, 0 ) = ⎨ = w ( x, 0 )
⎪ 1
⎪0 , < x < 1
⎩ 2

Therefore, the new problem (transformed problem) is:

 ⎧
⎪
⎪
⎪ ∂w ∂ 2 w
⎪ =
∂t ∂x 2
⎪
⎪
⎪⎪ w ( 0, t ) = 0 = w (1, t )
⎨
⎪
⎪ ⎧ 1
⎪ ⎪1 , 0 < x < 2
⎪ ⎪
⎪ w ( x, 0 ) = ⎨
⎪ ⎪
⎪ 1
⎪0 , < x < 1
⎪⎩ ⎩ 2

Using Table 6.1 for the fixed, homogeneous case result in:

∞
λ = n π , w(x, t ) = ∑ Bn e − (n π ) t Sin n π x
2

n =1

⎧ 1
⎪1 , 0 < x < 2
⎪ ∞
then at t = 0: ⎨ = ∑ Bn Sin n π x
⎪ 1
n =1
⎪0 , < x < 1
⎩ 2

or

12 1
n ≥ 1: ∫ Sin n π x dx = Bn ∫ Sin n π x dx ,
2

0 0

therefore
2 ⎛ nπ ⎞
Bn = ⎜1 − cos ⎟
nπ ⎝ 2 ⎠

2 ℜ
1⎛ n π ⎞ − (n π )2 t
Finally, T ( x, t ) = e − t ∑ ⎜1 − cos ⎟e Sin n x.
π n =1 n ⎝ 2 ⎠

3.

∂w ∂2w
Given: =k 2
∂t ∂x
w( x, 0 ) = h(x ) ; w(0, t ) = A
w(L, t ) = B

∞
Then w( x, t ) = ∑ bn (t )φn ( x ) (6.3-8)
n =1

Where
2
n πx ⎛nπ ⎞
φn (x ) = Sin , λn = ⎜ ⎟
L ⎝ L ⎠
is the given function resulting from the Sturn-Liovville

d 2φ n ⎫
+ λ φ = 0 ⎪
dx 2
n n
⎪
⎪
⎪
ϕ n (0) = 0 ⎬ boundary value problem.
⎪
⎪
φ n (L ) = 0 ⎪
⎪
⎭

∂2w
L

dbn ∫0 k ∂x 2 φn (x ) dx
= L
(6.70)
dt
∫ φ (x ) dx
2
n
0

nπ x
L L

∫ φ (x ) dx
L
2
n = ∫ Sin 2 dx =
0 0
L 2

∂2w
L
Using Equation (6.74) to determine ∫0 ∂x 2 φn (x ) dx :

⎛ ∂ 2v ∂2w ⎞ ⎡ ∂v ∂w ⎤ ∂v ∂w ∂v ∂w
L L

∫0 ⎜⎝ ∂x 2 ∂x 2 ⎟⎟⎠ dx = ⎢⎣w ∂x − v ∂x ⎥⎦ 0 = w(L, t ) ∂x L − v(L, t ) ∂x x = L − w(0, t ) ∂x

⎜ w − v
x=0
+ v(0, t )
∂x x = 0

nπ nπ nπ
=B cos n π − 0 − A +0= (B cos n π − A) .
L L L

∂v dφn ( x )
where v( x, t ) ≡ φn (x ) and ≡
∂x dx
 L
⎛ d 2φ n ∂2w ⎞ nπ
∴ ∫0 ⎜⎝ dx 2 n ∂x 2 ⎟⎟⎠dx = L (B cos n π − A)
⎜ w − φ

or

L
d 2φn nπ
L
∂2w
∫0 dx 2
w dx − ( B cos n π − A ) = ∫0 n ∂x 2 dx
φ
L

d 2φ n d 2φ n
But + λ nφ n = 0 ⇒ = − λnφ n
dx 2 dx 2

L
d 2φn L L
Therefore, ∫ w dx ≡ − ∫ wλnφn dx = − λn ∫ wφn dx
0
dx 2 0 0

L L
But Equation (6.78) says that bn (t )∫ φ n2 ( x ) dx = ∫ w( x, t ) φ n ( x ) dx
0 0

L
That is; ∫ w( x, t ) φ n ( x ) dx = bn (t ) ;
L
0
2
L
d 2φn λ L
Thus, ∫ w(x, t )
0
dx 2
dx = − n bn (t )
2

L
∂2w λ L nπ
and ∫ φn dx = − n bn (t ) − (B cos n π − A)
0
∂x 2
2 L

dbn kλ L nπ
∴ = − n bn (t ) − (B cos n π − A)
dt 2 L
or
dbn kλn L nπ
+ bn (t ) = − (B cos n π − A)
dt 2 L

Notice that the last equation is a first order linear type ( ⇒ integrating factor) Chapter 2.

k λn L
μ (t ) = e
t
2
. Therefore,
k λn L
nπ ⎛ 2 ⎞
⎟⎟[B cos n π − A] + m e 2
− t
bn = − ⎜⎜
L ⎝ k λn L ⎠

where m is the constant of integration.

 L

∫ h(x ) φ (x ) dx
n
2
L
nπ x
bn (0 ) = 0
L
= ∫ h(x )Sin dx
L0 L
∫ φ (x ) dx
2
n
0

nπ x 2nπ
L
2
∴ ∫ h( x )Sin dx = − [B cos n π − A] + M
L0 L k λn L2

2 ⎛ − k λ2n L t ⎞ 2 − k λ2n L t L nπ x
Finally, bn (t ) = [B cos n π − A] ⎜⎜ e − 1⎟⎟ + e ∫ h( x )Sin dx
k nπ ⎝ ⎠ L 0
L

∞
and w( x, t ) = ∑ bn (t ) φ n (x )
n =1

4.

∂u ∂ 2u
= v 2 ; at t = 0 , u = 0 , y = 0 , u = v (cons tan t ) , y=∞, u=0
∂t ∂y

by Laplace Transform; Let ʆ {u ( x, t )} = w( x, s ) , then the differential equation becomes

d 2w
(Equation (3.85)) s w( x, s ) − u ( x, 0 ) = v
dy 2

d 2w
i.e. v − s w = 0 subject to
dy 2

w(0, s ) = = ʆ {u (0, t )}
v
s
and w(∞, s ) is bounded since u = 0 at y = ∞ .

s s s
− −
∴ w( x, s ) = C1e becomes w( x, s ) = C 2 e
y y y
v
+ C2 e v v
(following application of the
Bounded-ness condition)

s
v −
and w( x, s ) = e
y
v
s
 ⎧ − yv ⎫ ⎛ y ⎞
s ⎜ ⎟
⎪e ⎪
⎬ = v erfc⎜⎜ ⎟ from Tables of Laplace Transform (standard).
v ʆ⎨ v
⎪ s ⎪ 2 t ⎟
⎩ ⎭ ⎜ ⎟
⎝ ⎠

5.

∂vz P0 − PL 1 ∂ ⎛ ∂vz ⎞
ρ = +μ ⎜r ⎟
∂t L r ∂r ⎝ ∂r ⎠

v z (r , 0 ) = 0

v z (0, t ) is finite

v z (R, t ) = 0

P0 − PL ⎡ d 2 y 1 dy ⎤
Using Laplace transform: ρ ⎡⎣ sy − vz ( r , 0 ) ⎤⎦ = +μ⎢ 2 + (i)
Ls ⎣ dr r dr ⎥⎦

where ʆ {v z (r , t )} = y (r , s )

d 2 y 1 dy ΔPμ
then Equation (i) becomes: 2
+ −μ ρ s y =− ; ΔP = P0 − PL
dr r dr L s

subject to: y (0, s ) is finite ≡ ʆ {v2 (0, t )} (ii)

y (R, s ) = 0 ≡ ʆ {v z (R, t )} (iii)

d 2 y 1 dy
The Associated homogeneous equation is + −μ ρ s y = 0 (iv)
dr 2 r dr

By comparison to Equation (3.79);

2a − 1 = − 1 ⇒ a = 0

2c − 2 = 0 ⇒ c = 1

b 2c 2 = − μ δ s ⇒ b 2 = − μ δ s ⇒ b = i μ δ s

a 2 − γ 2c 2 = 0 ⇒ γ = 0
The linear independent solutions (employing Equation (3.80) and Equation (3.81) are:

(
y1 = r O J O i μ δ s r ) and ( ) (
y 2 = r O J − O i μ δ s r = YO i μ δ s r )

The complimentary solution to Equation (i) is:

( )
y c = c1 J O i μ δ s r + c2YO i μ δ s r( )

The general solution to Equation (i) is:

( ) (
y = y c + y p = c1 J O i μ δ s r + c 2YO i μ δ s r + y p )
where a candidate for y p is A – a constant.

ΔPμ
Note! A constant is chosen for the particular solution y p because the quantity − is a constant
Ls

relative to the independent variable r.

In order to minimize the effort required to apply the Undetermined Coefficient Method here, we recall

that:
1 ΔPμ
y g = y c + y p must satisfy y " + y'−μ ρ s y = −
r Ls

1 ' ΔPμ
i.e. ys " + yg − μ ρ s yg = −
r Ls

1 ' ΔP μ
y"y + y"y +
r
( yc + y 'p ) − μ ρ s ( yc + y p ) = −
Ls

or
 1 1 ΔPμ
yc" + yc' − μ ρ s yc + y"p + y1p − μ ρ s y p = −
144 r 42444 3 r Ls
satisfies ( i )

ΔPμ ⎛ 1 ⎞ ΔP
∴ yp = A = ⋅⎜ ⎟=
L s ⎝ μ ρ s ⎠ L ρ s2

ΔP
∴ ( )
y = C1 J 0 i μρ s r + C2Y0 i μ ρ s r + ( ) Lρ s 2
.

Since y is finite at r = 0, then C 2 must be chosen zero, because the Bessel function YO (⋅) becomes

infinite as r → 0 .

ΔP
Then the solution reduces to: y = C1 J 0 i μ ρ s r + ( ) L ρ s2

ΔP ΔP
At r = R, y = 0 = C1 J 0 i μ ρ s R + ( ) ⇒ C1 = −
L ρ s2 (
Lρ s 2 J 0 i μ ρ s R )

∴ y=
ΔP
−
ΔP J 0 i μ ρ s r ( )
Lρ s 2 Lρ s 2 J 0 i μ ρ s R ( )
From a table of Laplace transform (such as M. R. Spiegel, Schaum’s outline Series, 1968):

λn2 t
− ⎛λ x⎞
ʆ-1ʆ
(
J0 i x s ) =
1 2
( x − a 2 ) + t + 2a 2 ∑
∞
e a2
J0 ⎜ n ⎟
⎝ a ⎠
(
s2 J0 i a s ) 4 n =1 λn J1 ( λn )
3

where λ1 , λ2 , ... are the positive roots of J 0 ( λ ) = 0

For x = μ δ r and a = μ δ R

λn t
⎧ ∞ −
⎛ r ⎞⎫
ΔP
⎪ 2 2
⎪R −r
∑e μ δ R2
J 0 ⎜ λn ⎟ ⎪
⎝ R ⎠⎪
Vz ( r , t ) =
n =1
μρ⎨ − 2R2 ⎬
Lρ ⎪ 4 λn J1 ( λn )
3
⎪
⎪ ⎪
⎩ ⎭
6.

x
W ( x, 0 ) = f ( x )

⎫
⎪
∂2w ∂2w ⎪
(1) 2 + 2 = 0 ⎪
∂x ∂y ⎪
⎪
⎬ Boundary value problem
( 2 ) W ( x, 0 ) = f ( x )⎪⎪
⎪
⎪
( 3) W ( x, y ) < M ⎪⎭

Let W ( x, y ) = X ( x ) Y ( y ) (4)

X" Y"
Substitute Equation (4) into Equation (1) and separate the variables to get: =− = − λ2
X Y

Such that we get:

X " + λ2 X = 0 and Y " − λ2Y = 0

From which

X ( x ) = C1 cos λ x + C 2 sin λ x and Y ( y ) = C3 e λ y + C 4 e − λ y

Then the solution using Equation (4) is

[
W ( x, y ) = [C1 cos λ x + C 2 sin λ x ] C3 e λ y + C 4 e − λ y ] (5)
 If λ > 0, the term e λ y → ∞ as y → ∞ ; therefore, in order for W ( x, y ) < M (bounded) to hold,

we must choose C3 = 0 . This leads to:

W ( x, y ) = e − λ y [ A cos λ x + B sin λ x ] (6)

Since there are no restriction on λ , we can replace A by A(λ ) and B by B(λ ) . Also, we can integrate

over λ to obtain:

∞
W ( x, y ) = ∫ e − λ y [A(λ )cos λ x + B(λ )sin λ x ] dx (7)
0

The condition given in Equation (2) yields:

∫ [A(λ )cos λ x + B(λ )Sin λ x] dλ = f (x ) ≡ W (x, 0)

0

which is Equation (5.55); where

1
∞
⎫
A(λ ) = ∫ f (x )cos λ x dx⎪
π −∞ ⎪
⎪
⎪⎪
and ⎬ (5.56)
⎪
⎪
1
∞
⎪
B(λ ) = ∫ f ( x )sin λ x dx ⎪
π −∞ ⎭⎪

Substitute for A(λ ) and B(λ ) in Equation (7) yields:

∞ ∞
1
W ( x, y ) = ∫ ∫ eλ
−λ y
f (u )cos λ (u − x )du dλ
π λ=0u =−

7.

Using the Laplace transform ʆ {T (r , t )} = y (r , s )

d 2 y 1 dy s
+ − y = 0 . By comparison to Equation (3.79)
dr 2 r dr k

2a − 1 = ⇒ a=0

s
2c − 2 = 0 ⇒ c = 1 ; b 2 c 2 = −
k
s
∴ b=i
k

a 2 − γ 2c 2 = 0 ⇒ γ = 0
⎛ s ⎞ ⎛ s ⎞
∴ y = C1 J O ⎜⎜ i r ⎟⎟ + C 2YO ⎜⎜ i r ⎟⎟ .
⎝ k ⎠ ⎝ k ⎠

In view of lim T (r , t ) is finite, C 2 must be chosen as zero since YO (⋅) → ∞ as r → 0 .

r→0

⎛ s ⎞
∴ y = C1 J O ⎜⎜ i r ⎟⎟
⎝ k ⎠

The
TO
ʆ {T (R, t )} = y (R, s ) = ʆ {TO } =
s

TO ⎛ s ⎞ TO
Thus, at r = R, y= = C1 J O ⎜⎜ i R ⎟⎟ ⇒ C1 =
s ⎝ k ⎠ ⎛ s ⎞
s J O ⎜⎜ i R ⎟⎟
⎝ k ⎠

⎛ s ⎞
J O ⎜⎜ i r ⎟⎟
T ⎝ k ⎠
∴ y= O
s ⎛ s ⎞
J O ⎜⎜ i R⎟
⎝ k ⎟⎠

R r
a= , x=
k k
λ2n t
− ⎛λ x⎞
( )
a2
e JO ⎜ n ⎟
⎧ JO i x s ⎫ ∞
⎝ a ⎠
-1 ⎨
(
ʆ sJ i a s ⎬
)= 1 − 2 ∑ λn J 1 (λn )
⎩ O ⎭ n =1
where λ1 , λ2 , ... are the positive roots of J O (λ ) = 0 . Therefore,

⎧ ⎛ λn r ⎞ ⎫
2
λ tk
− n2
⎪ ∞
e R
J O⎜ ⎟⎪
⎪ ⎝ R ⎠⎪
T (r , t ) = TO ⎨1 − 2∑ ⎬.
⎪ n = 1 λ n J 1 (λ n ) ⎪
⎪ ⎪
⎩ ⎭

8.

⎧ ∂u ∂ 2u ⎫ d2y s
ʆ {u (x, t )} = y ( x, s )
q
ʆ ⎨ = k 2 + q ⎬ becomes − y=− ;
⎩ ∂t ∂x 2
⎭ dx k sk

The solution to the resulting ordinary differential equation is as follows:

⎛ 2 s⎞ q
⎜D − ⎟y = −
⎝ k⎠ sk

⎛ s⎞
D⎜ D 2 − ⎟ y = 0 (See Example 3.7)
⎝ k⎠

s s
−
Then y ( x, s ) = C1e
x x
k
+ C2e k
+ C3 ≡ y c + y p

A candidate for y p = C3 ⇒ y 'p = y "p = 0

s q q
Thus − C3 = − ⇒ C3 =
k sk s2

s s
− x x q
∴ y = C1e k
+ C2e k
+
s2

Now C 2 must be chosen as zero, since e sx

→ ∞ as x → ∞ , but u (∞ , t ) is finite.

s
−
. But the condition ʆ {u (0, t )} = 0 = y (0, s ) results in C1 = − 2
x q q
∴ y = C1e k
+ 2
s s

s
q q − x
∴ y= 2 − 2e k
s s
Employing property 2 pg. 76:

⎧ − sx⎫
⎪q e k ⎪ ⎧ ⎛ −
-1 ⎪ 1 ⎜ q
s ⎞⎫⎪ t
⎛ ⎞
ʆ-1 {y ( x, s )} = q t − ʆ-1 ⎨ ⎟⎬ = q t − q erfc⎜ x ⎟ dt
x

s 2 ⎬ = q t − ʆ ⎨ ⎜ e
⎪⎩ s ⎝ s
k
⎟⎪ ∫ ⎜2 tk ⎟
⎪ ⎪ ⎠⎭ 0 ⎝ ⎠
⎩ ⎭

9.

d 2 u 1 du
For u = u (r ) ; the differential equation is simply + + ε 2 u = 0 an ordinary differential
dr 2 r dr

equation. Then by comparison to Equation (3.79):

2 a − 1 = −1 ⇒ a = 0

2c − 2 = 0 ⇒ c = 1; b 2 c 2 = ε 2 ⇒ b=ε

a 2 − υ 2c2 = 0 ⇒ υ = 0

∴ u ( r ) = C1 J 0 ( ε r ) + C2Y0 ( ε r )

but u (r ) is bounded at the origin ⇒ C 2 must be chosen as zero since YO (ε r ) → ∞ as r → 0

∴ u (r ) = C1 J O (ε r ) .

1
Then U 0 (1) = 1 ≡ u (1) = C1 J 0 ( ε ) ⇒ C1 =
J 0 (ε )

J 0 (ε r )
∴ u (r ) =
J 0 (ε r )

Chapter 7
1.

∂u ∂u ∂2u vU ∞
Starting with: u +v = v 2 and substituting u = U ∞ f ′ (η ) ; v = 1/ 2 (η f ′ − f ) ,
∂x ∂y ∂y x
results in

2
∂u dη ∂u dη ∂ 2 u ⎛ dη ⎞ dη U ∞ dη y U∞ η
= U ∞ f ′′ , = U ∞ f ′′ , = U ∞ f ′′′ ⎜ ⎟ ; = , = −1/ 2 = −1/ 2 .
∂x dx ∂y dy ∂y 2
⎝ dy ⎠ dy ν x dx x νx x

such that
η vU ∞ U U U
−1/ 2U ∞ U ∞ f ′f ′′ + 1/ 2 (η f ′ − f )U ∞ f ′′ ∞ = vU ∞ f ′′′ ∞ ; η = y ∞
x x vx vx vx

Or
ff ′′ + 2 f ′′′ = 0 subject to

(I)
η = ∞, f ′ = 1 ⇔ y = ∞, u = U ∞ Equation (7.106) and (7.108)
η = 0, f ′ = f = 0 ⇔ y = 0, u = v = 0 Equation (7.106) and (7.107)

The problem described by (I) can be solved by infinite series method (section 3.5).

2.
f f ′′′ f
Starting with ff ′′ + 2 f ′′′ = 0 ⇒
=− and substituting for in Equation (7.115)
2 f ′′ 2
2
2 d c A f dc A c A′′ f SA f ′′′ S A
+ = 0 ⇒ = − = .
S A dη 2 2 dη c A′ 2 2 f ′′ 2

Then integrating both sides with respect to η results in

1
c A′ = m1 f ′′S A / 2 and f ′(η R ) = 1 ⇒ m1 = .
f ′′(η R )
Therefore
1
c A′ = f ′′S A / 2
f ′′(η R )
Integrating again produces
 1
cA = ∫f ′′S A / 2 dη + m2
f (η R )
′′
But c A ≤ 1.0 according to Equation (7.110), and c A = 1 at η = 0

Then
η

∫ ( f ′′) dη
SA / 2

1 1
cA = ∫ f ′′S A / 2 dη + m2 ⇒ m2 = 1 and ∫ f ′′S A / 2 dη = η0 .
f ′′(η R ) f ′′(η R ) R

∫ ( f ′′) dη
SA / 2

0
Therefore
η

∫ ( f ′′) dη
SA / 2

cA = 1 − η 0
.
R

∫ ( f ′′) dη
SA / 2

f f ′′′
In order to develop Equation (7.118), substitute ff ′′ + 2 f ′′′ = 0 ⇒ =− in
2 f ′′

Equation (7.116) and follow the same steps above. However, notice that

1
cB′ = m3 f ′′SB / 2 and f ′(∞) = 1 ⇒ m3 = .
f ′′(∞)
Also notice that cB ≤ 1.0 according to Equation (7.110), and cB = 0 at η = η R such that

∫ ( f ′′) dη
SB / 2

1 1 η
cB = ∫ f ′′SB / 2 dη + m4 ⇒ m4 = 1 and ∫ f ′′SB / 2 dη = R
.
f ′′(η R ) f ′′(∞) ∞

∫ ( f ′′) dη
SB / 2

ηR

3.

⎧ f (0) = 1
ff ′′ + 2 f ′′′ = 0 subject to ⎨
⎩ f (η R ) = 0
Let

dw dw df dw
w = f ′, then f ′′ = = =w .
dη df dη df
 2
dw f SA f SA
The problem is now reduced to: =− , such that w = − + c1 ≡ f ′.
df 2 2 4 2
From this result

SA
c1 = f ′(0) + =α
8
Then
df 8α − S A f 2 1 ⎛ 8α + S A f ⎞ η
= ⇒ ln ⎜ ⎟ = + c2
dη 8 2 8α ⎜⎝ 8α − S A f ⎟⎠ 8

ηR
But f (η R ) = 0 ⇒ c2 = − .
8

4. This Procedure is exactly the same as the second part of Problem 2 above.

5.

∂ρ
Given: ε = −∇ ⋅ ρ u
∂t
κ
with u =− ∇p
μ
then an equation of state such as

ρ = ρ0 p m exp( β p), ρ 0 is fluid density at unit pressure

a) For an incompressible fluid, β = 0, and in this case m will be zero as the fluid is a liquid.
ρ = ρ0 , a constant.
Then
⎡ κ ⎤
0 = ∇ ⎢ ρ (− )∇p ⎥ = ∇ 2 p
⎣ μ ⎦
b) m = 1 , for an isothermal expansion such that the equation of state becomes

ρ = ρ0 p
ε μ ∂ρ
κ ∂t
(
= ∇ ⎡⎣ ρ∇p ⎤⎦ )
ρ 1
but, p = ⇒ ∇p = ∇ρ
ρ0 ρ0
Therefore
ε μ ∂ρ ⎡ 1 ⎤ ⎡1 ρ2 ⎤
κ ∂t
( )
= ∇ ⎡⎣ ρ∇p ⎤⎦ = ( ∇ ) ⎢ρ ∇ρ ⎥ = ∇ ⎢ ∇ ⎥=
1
∇2 ρ 2 .
⎣ ρ0 ⎦ ⎣ 2 ρ0 ⎦ 2 ρ0
6. Starting with:

⎛ ∂T ∂T vθ ∂T vφ ∂T ⎞ ⎡ 1 ∂ ⎛ 2 ∂T ⎞ 1 1 ∂ ⎛ ∂T ⎞ 1 ∂ 2T ⎤
ρ Cˆ p ⎜ + vr + + ⎟=k⎢ 2 ⎜ r ⎟ + ⎜ s in θ ⎟ + ⎥
⎝ ∂t ∂r r ∂θ r sin θ ∂φ ⎠ ⎣ r ∂r ⎝ ∂r ⎠ r sin θ ∂θ ⎝
2
∂θ ⎠ r 2 sin 2 θ ∂φ 2 ⎦
+ μ Θv .
Neglect the last term because the velocity gradients are zero. In fact all the velocities are zero since there
∂T
is no flow. Therefore, the left hand side of the equation reduces to ρ Cˆ p . Since we are only
∂t
⎛ ∂ 2T 2 ∂T ⎞
considering conduction in the radial direction, the right hand side reduces to ⎜ 2 + ⎟ . Finally we
⎝ ∂r r ∂r ⎠
get:

∂T ⎛ ∂ 2T 2 ∂T ⎞ k
=α⎜ 2 + ⎟; α = ˆ
∂t ⎝ ∂r r ∂r ⎠ ρCp
T = T0 at r = a, T = T1 at r = b.
Because this problem has fixed nonhomogeneous time-independent boundary conditions, we assume a

solution of the form

T ( t , r ) = w ( t , r ) + V (r ) (I) (see Equation 6.40)

Then Equation (I) transforms the problem into

∂w ⎛ ∂ 2 w 2 ∂w ⎞ ⎛ d 2V 2 dV ⎞
=α⎜ 2 + ⎟ + α ⎜ 2 + ⎟
∂t ⎝ ∂r r ∂r ⎠ ⎝ ∂r r ∂r ⎠
V = T0 at r = a, V = T1 at r = b.
w ( t , a ) = 0, w ( t , b ) = 0.
Therefore
⎛ d 2V 2 dV ⎞
⎜ 2 + ⎟=0
⎝ ∂r r ∂r ⎠ Problem 1A
V = T0 at r = a, V = T1 at r = b.
is Problem 1A, while Problem 1B is given as

∂w ⎛ ∂ 2 w 2 ∂w ⎞
=α⎜ 2 + ⎟
∂t ⎝ ∂r r ∂r ⎠ Problem 1B
w ( t , a ) = 0, w ( t , b ) = 0.
Soluitions

Problem 1A solves to
 c2 bT − aT0 ab (T0 − T1 )
V (r ) = − + c3 ⇒ V (r ) = 1 +
r b−a r b−a
V ′′ 2
Following the integration of: = − ⇒ ln V ′ = −2 ln r + c1 and the application of the boundary
V′ r
conditions. Problem 1B is solved by separation of variables into
1 Y′
α Y
(
= − β 2 ⇒ Y (t ) = k1 exp − β 2α t )
and
2
X ′′ + X ′ + β 2 X = 0, X (a) = 0, X (b) = 0.
r
The latter Sturm-Liouville boundary value problem was solved by comparing the differential equation

with Equation (3.79) and the solutions in terms of Equations (3.80)-(3.81) are

X (r ) = k2 r −1/ 2 J1/ 2 ( β r ) + k3 r −1/ 2 J −1/ 2 ( β r ).

Because the half-order Bessel functions can be represented in terms of trigonometric functions, we have

2 Sinβ r 2 Cos β r
X (r ) = k2 + k3 . .
π r π r
Imposing the boundary conditions for Problem 1B results in

⎛ Cos (bβ ) Cos (a β ) Sin(bβ ) ⎞

k2 ⎜ − ⎟ = 0; k2 ≠ 0 for non trivialsolution to exist
⎝ b Sin(a β ) Cos (bβ ) ⎠

⎛ Cos(bβ ) Cos(a β ) Sin(b β ) ⎞ Sin(a β )Cos (bβ ) Cos(a β ) Sin(bβ )

∴⎜ − ⎟=0⇔ − = Sinβ ( b − a ) = 0
⎝ b Sin(a β ) Cos (b β ) ⎠ b b
This will be true if

nπ
β= , n = 1, 2,L
b−a
Finally, the solution up to this point is

bT1 − aT0 ab (T0 − T1 ) ∞

( )
B
T (t , r ) = + + w(t , r ), w(t , r ) = ∑ n Sin ⎡⎣ β ( r − a ) ⎤⎦ exp − β 2α t .
b−a r b−a n =1 r
For any initial temperature distribution, say f (r ),
 bT1 − aT0 ab (T0 − T1 ) ∞ Bn
T (t , r ) =
b−a
+
r b−a
+ ∑ Sin ⎡⎣ β ( r − a ) ⎤⎦ exp − β 2α t becomes ( )
n =1 r

bT1 − aT0 ab (T0 − T1 ) ∞ Bn

f (r ) = + + ∑ Sin ⎡⎣ β ( r − a ) ⎤⎦
b−a r b−a n =1 r

Then

∞
Bn
w(0, r ) = f (r ) − V (r ) = ∑ Sin β (r − a )
n =1 r

In order to determine the Fourier coefficients, Bn , it is necessary to restate the ordinary differential
equation obtained by solving Problem 1B as

⎛ 2 ⎞ d ⎛ dX ⎞
r 2 ⎜ X ′′ + X ′ + β 2 X ⎟ = r 2 X ′′ + 2rX ′ + β 2 r 2 X = ⎜ r 2 ⎟+β r X = 0
2 2

⎝ r ⎠ dr ⎝ dr2444
1444 ⎠ 3
Sturm − Liouville form
2
From this one can determine the weighting function to be r .

Now the evaluation of Bn , becomes routine (as discussed in Chapters 5 and 6):

∫ [ f (r ) − V (r )] r Sin[ β ( r − a )] dr
2

a
b
= Bn n ≥ 1.
∫ r Sin [β ( r − a )] dr
2

8. See Example 7.9.

10. Firstly, transform the problem to dimensionless form:

∂u ⎡ 1 ∂ ⎛ ∂u ⎞⎤
= α⎢ ⎜⎜ y ⎟⎟⎥ − u
∂x ⎣ y ∂y ⎝ ∂y ⎠⎦

∂u
= 0 at y = 0, for all x : u = 1 at x = 0, for all y
∂y

∂u k w R k R
−= u = βu; β = w at y = 1
∂y D AB D AB
kz r C D
by using: x= , y = , u = A , α = AB2
v avg R CA 0 kR
Next, assume that

u (x , y ) = w (x , y )e − x

Then substitute into the differential equation to get:

∂w ⎡ 1 ∂ ⎛ ∂w ⎞⎤
= α⎢ ⎜⎜ y ⎟⎟⎥
∂x ⎣ y ∂y ⎝ ∂y ⎠⎦

One can now use the method of separation of variables: w = X( x )Y( y) to get the two ordinary

differential equations:

1 X′ 1
= −λ2 and Y′′ + Y′ + λ2 Y = 0.
αX y

The general solutions to the ordinary differential equations are

2x
X ( x ) = c 3e − α λ and Y( y) = c1J 0 (λy) + c 2 Y0 (λy)

Because the Bessel functions, Y0 (λy) and Y0′ (λy) → ∞ as y → 0 , the constant

∂u
c 2 must be chosen as zero in order to have a finite solution, as required by = 0. Resulting in
∂y

Y( y) = c1J 0 (λy)

Then by the principle of superposition

∞ ∞ 2
u (x , y ) = w e − x = X( x )Y( y)e − x = e − x ∑ X n Y n = ∑ A n J 0 (λ n y)e −( α λ n +1) x
n =1 n =1

Substituting the condition

∂u
− = β u ⇒ λ n J (λ n ) = β J 0 (λ n ) which defines the eigenvalues.
∂y

The Fourier coefficients are determined to be:

 1

∫ yJ 0 (λ n y) dy
An = 0
1
, n ≥ 1, using the condition u = 1 at x = 0. Returning to the original
∫ yJ (λ n y) dy
2
0
0

variables, gives the concentration profile:

∞ −⎛⎜ α λ2n +1 ⎞⎟ kz / v avg

C A ( z, r ) = C A 0 u ( x , y ) = C A 0 ∑ A n J 0 ( λ n r / R ) e ⎝ ⎠
n =1

Now, if we substitute the concentration profile into the given partial differential equation, we get

∂C A C ⎧∞ A λ A λ ⎫ −⎛⎜ α λ2n + 1 ⎞⎟⎠ x

v avg = D AB A20 ⎨∑ − A n λ2n J 0 (λ n y) + n n J 1 (λ n y) − n n J 1 (λ n y)⎬ e ⎝ − kC A 0 u
∂z R ⎩ n =1 y y ⎭
C
{ }
= D AB A20 − λ2n u − kC A 0 u
R
⎧D ⎫ ⎧D ⎫
= −C A 0 u ⎨ AB
2
λ2n + k ⎬ ≡ − ⎨ AB 2
λ2n + k ⎬C A .
⎩R ⎭ ⎩R ⎭

On the left hand side, the quantity

∂C A d dt 1 dC A
= (C A ) = ; t= z
∂z dt dz v avg dt v avg

Therefore substituting both the right and left hand results back into the original differential equation

result in

dC A ⎧D ⎫ D
= −⎨ AB2
λ2n + k ⎬C A = −(k d + k )C A ; k d = AB2
λ2n
dt ⎩ R ⎭ R

Notice that k d contains both the effects of the heterogeneous reaction and diffusion.

11. In order to determine the required “cup mixing” concentration we first need to determine the

concentration profile. Transform the given system to dimensionless form:

 (1 − u ) ∂∂xθ = α ⎡⎢ u1 ∂∂u ⎛⎜ u ∂∂uθ ⎞⎟⎤⎥ + θ
2

⎣ ⎝ ⎠⎦

∂θ
= 0 at u = 0, for all x : θ = 1 at x = 0, for all u
∂u

∂θ k w R k R
− = θ = wθ; w = w at u = 1
∂u D AB D AB

kz r C D
by using: x= , u = , θ = A , α = AB2
v0 R C A0 kR

Then assume that θ(x , u ) = y(x , u )e ± x the sign is chosen depending on whether or not species A is being

formed or consumed. This substitution reduces the system to:

(1 − u ) ∂∂xy = α ⎡⎢ u1 ∂∂u ⎛⎜ u ∂∂uy ⎞⎟⎤⎥

2

⎣ ⎝ ⎠⎦

∂y
= 0 at u = 0, for all x : y = 1 at x = 0, for all u
∂u

∂y
− = wy; at u = 1
∂u

Applying the method of separation of variables: y = X( x )f (u ) results in the ordinary differential

equations:

1 X′
α X
= −λ2 and ( )
u f ′′ + f ′ + λ2 u 1 − u 2 f = 0.

These differential equations solve to:

λ u2 ⎧⎪ − λ u 2 ⎫⎪
X( x ) = c 3 e − α λ2 x
and y(u ) = c1 e
−
2
[ ] [ ] ( )
1F1 1 / 2 − λ / 4;1; λu + c 2 ⎨e 2 1F1 1 / 2 − λ / 4;1; λu 2 log λu 2 + L⎬
2

⎪⎩ ⎪⎭

(See Example 7.4.1 regarding the Confluent Hypergeometric function 1F1[.])

Again, the arbitrary constant c2 must be chosen as zero since the log term and its derivative →∞ as u

⎛ ∂y ⎞
→0 which would violate the condition f ′(0) = 0 ⎜ = 0 at u = 0 ⎟. Therefore
⎝ ∂u ⎠

λ u2
y ( u ) = c1 e
−
[
2 1F1 1 / 2 − λ / 4;1; λu 2 ]c 2e
2x
−α λ

∂y
Then using the condition: − = wy; at u = 1 results in:
∂u

⎛1 λ ⎞
0 = −(w + λ n )1F1[1 / 2 − λ n / 4;1; λ n ] + 2λ n ⎜ − n ⎟ 1F1[3 / 2 − λ n / 4; 2; λ n ]; n ≥ 1 , which defines
⎝2 4 ⎠

the eigenvalues.

Note that
d
du
[ ⎛1 λ⎞
]
(1F1 1 / 2 − λ / 4;1; λu 2 ) = 2 λ u ⎜ − ⎟1F1 3 / 2 − λ / 4; 2; λu 2 [ ]
⎝2 4⎠

We next need to define the Fourier coefficient, that is,

1 λ u2
1 df
∫ u (1 − u ) e
−
2 2
1F1 ⎡⎣1/ 2 − λ / 4; 1; λ u 2 ⎤⎦du −
λn2 du u =1
Cn = 1
0
= 1

(
∫u 1− u e ) − λn u 2
( )
∫ u 1 − u e n (1F1 ⎡⎣1/ 2 − λ / 4; 1; λ u ⎤⎦) du
2
−λ u
2
(1F1 ⎡⎣1/ 2 − λ / 4; 1; λ u ⎤⎦ ) du
2 2 2 2 2

0 0

λ
− n

w e 2
1F1[1/ 2 − λn / 4; 1; λn ]
= 1

( )
−λn2 ∫ u 1 − u 2 e − λn u (1F1 ⎡⎣1/ 2 − λ / 4; 1; λ u 2 ⎤⎦ ) 2 du
2

Finally

λ u2
− n
[ ]
∞ 2
θ( x , u ) = e ± x ∑ C n e 2 1F1 1 / 2 − λ n / 4; 1; λ n u 2 e −α λ n x
n =1

and
 λ u2
[ ]
1
(
C A = 4∫ C n u 1 − u e 2
) − ( α λ2n ±1) x
e
− n
2
1F1 1 / 2 − λ n / 4; 1; λ n u 2 du
0

λ
− n
1F1[1 / 2 − λ n / 4; 1; λ n ]
2
C n e −( α λ n ±1) x w e 2
=4
− λ2n

12. Given

∂qi ⎡ ∂ 2 q 2 ∂qi ⎤
= D ⎢ 2i + ⎥
∂t ⎣ ∂r r ∂r ⎦
qi = 0 for t < 0, 0 < r < b and qi = qs , at r = b, t > 0
qs = A + Bt + Ct 2

Then using the method of Laplace transforms: L {q (r , t )} = u (r , s )

the differential equation and initial condition transform to

d 2 u 2 du s A B 2C
2
+ − u = 0 and the boundary condition becomes L {qs } = + 2 + 3 at r = b.
dr r dr D s s s

Comparing the transformed differential equation with Equations (3.79) – (3.81) results in

s s
u (r , s ) = c1 r −1/ 2 J1/ 2 (i r ) + c2 r −1/ 2 J −1/ 2 (i r) .
D D

Noting that the half-order Bessel functions can be restated in terms of the trigonometric functions

2 2
J1/ 2 ( x) = Sin( x) and J −1/ 2 ( x) = Cos( x)
πx πx

Then

2
1 s 2 1 s
u (r , s ) = c1 Sin(i r ) + c2 Cos (i r)
πi s D r D πi s D r D

But u ( r , s ) is expected to be bounded as r → 0. Therefore, c2 must be chosen as zero, since

Cos ( x) s
→ ∞ as x → 0 (check the series !) If we now let λ = i then s = −λ 2 D
x D
and

⎛ πλ ⎞
⎧ ⎫⎜ ⎟
2 1 b ⎪ B 2C ⎪⎜ 2 ⎟
u (r , s ) = c1 Sin(λ r ) and at r = b c1 = ⎨A + + 2 ⎬
πλ r −λ D ⎪
2

⎩
−λ D
2
−λ 2 D( ) ( ) ⎪⎭ ⎜ Sin(λ b) ⎟
⎜ ⎟
⎝ ⎠

Therefore

⎧ ⎫
b ⎪ B 2C ⎪ ⎛ Sin(λ r ) ⎞
u (r , s) = ⎨A + + 2 ⎬⎜ ⎟
−λ D r ⎪
2

⎩
(
−λ 2 D ) (
−λ 2 D ) ⎪⎭ ⎝ Sin(λ b) ⎠

b Sinh( s Dr ) ⎧ B 2C ⎫ 1
= ⎨A + + 2 ⎬
r Sinh( s D ) ⎩ s s ⎭s

The last form is convenient for inversion using a table of transforms, for example

Sinh( x s ) x 2 ∞ (−1) n r b
= + ∑ e xp(− n 2π 2 t / a 2 ) Sin(nπ x a), → x = ,a=
s Sinh(a s ) a π n =1 n D D
r 2 ∞ (−1) n
= + ∑ e xp(−n 2π 2 t D / b 2 ) Sin(nπ r b)
b π n =1 n

Similarly

Sinh( x s ) xt 2a 2 ∞
(−1) n r b
= + 3
s 2 Sinh(a s ) a π
∑
n =1 n
3
[1 − exp(−n 2π 2 t / a 2 )]Sin(nπ x a ), → x =
D
,a=
D
rt 2b 2 ∞ (−1) n
= + 3 ∑ 3 [1 − e xp(− n 2π 2 t D / b 2 )]Sin(nπ r b)
b π D n =1 n

The third term in u (r , s) can be inverted by using property 2 in section 3.6.3 (page 76). Therefore

2 Ab ∞ (−1) n ⎛ − n 2π 2 t D ⎞
qi (r , t ) = A + ∑
π r n =1 n
e xp ⎜
⎝ b 2 ⎟⎠
Sin(nπ r b) + Bt +

2 Bb3 ∞ (−1) n ⎛ − n 2π 2 t D ⎞
∑
π D r n =1 n
3 3
[1 − e xp ⎜
⎝ b 2 ⎟]Sin( nπ r b) + C t
⎠
2

4b3 C ∞ (−1) n ⎡ b2 ⎛ − n 2π 2 t D ⎞ ⎤ 4b5 C ∞ (−1) n

+ 3 ∑ t+
π D r n =1 n3 ⎢⎣ n 2π 2 D
exp ⎜
⎝ b 2 ⎟⎠ ⎥⎦
Sin(nπ r b) − 5 2 ∑ 5 Sin(nπ r b).
π D r n =1 n

The total amount of acid adsorbed per particle is

 ⎛ ∂q ⎞
t
w = ∫Dρ⎜ i ⎟
⎝ ∂r ⎠ r =b
(
4π b 2 dt ′ . )
0

C A − C A−
13. In order to simplify the analysis, let u = + . Then the boundary conditions are transformed to:
C A − C A−

∂u ( t , z )
= 0 at z = ± L. Using the method of separation of variables (Chap. 6)
∂z

1 T ′ Z ′′
u ( t , z ) = T (t ) Z ( z ) ⇒ = = −λ 2
DAB T Z

1 T′ Z ′′ 2
This results in two ordinary differential equations: = −λ 2 and = −λ 2 ⇒ T (t ) = k1e − λ DAB t
DAB T Z

The boundary value problem:

Z ′′ + λ 2 Z = 0
dZ
= 0 at z = ± L
dz

produces two solutions satisfying the given boundary conditions depending on the values of λ.

If

λ = 0; Z ( z ) = a, a constant.

Otherwise

dZ
Z ( z ) = k2 sin λ z + k3 cos λ z ⇒ = λ k2 cos λ z − λ k3 sin λ z
dz

Then

at z = L; k2 cos λ L = k3 sin λ L ⎫
⎬ ⇒ k3 = 0
while at z = − L; k2 cos λ L = − k3 sin λ L ⎭

Therefore for a non trivial solution to exist

π
k2 ≠ 0 while cos λ L = 0; ⇒ λ = ( 2n + 1) , n = 0,1, 2,L
2L
 By the superposition principle the solutions can be written as:

{ } πz
∞
u ( t , z ) = a + ∑ bn exp − ⎣⎡( 2n + 1) π 2 L ⎦⎤ DAB t sin ( 2n + 1)
2
: bn = k1k2,n
n =0 2L

In order to determine the values of the Fourier coefficients, the methods of Chapter 5 indicate that:

∞
πz
u ( 0, z ) = a + ∑ bn sin ( 2n + 1) ; −L< z< L
n =0 2L

Such that

L 0 L L
1
∫ u ( 0, z ) dz = ∫ u ( 0, z ) dz + ∫ u ( 0, z ) dz = a ∫ dz
−L −L 0 −L
⇒ a=
2
and
L L

∫ u ( 0, z ) sin ( 2n + 1) π z 2 L dz = b ∫ sin ( 2n + 1) π z 2L dz
2
n
−L −L

Giving

∫ sin ( 2n + 1) π z 2L dz 2
bn = 0
=
L
π ( 2n + 1)
∫ sin ( 2n + 1) π z 2 L dz
2

−L

u (t, z ) =
1 2 ∞ 1
+ ∑
2 π n = 0 2n + 1
{
exp − ⎣⎡( 2n + 1) π 2 L ⎦⎤ DAB t sin ( 2n + 1)
2
}
πz
2L

14.

∂cI ∂ 2 cI
Phase I: = D1 2
∂t ∂z
 ∂cII ∂2 cII
Phase II: = D1I
∂t ∂z2

Boundary conditions:

⎧⎪c II = mc I
at z = 0, ⎨
⎪⎩ DI ( ∂ cI ∂ z ) = DII ( ∂ cII ∂ z )

At z = - ∞ ∂ cI ∂z = 0

At z = + ∞ ∂ cII ∂z = 0

Initial conditions:

⎧⎪cI = cI 0
at t = 0, ⎨
⎪⎩cII = cII
0

Let L {cI ( t , z )} = u ( s, z ) and L {cII ( t , z )} = w ( s, z )

⎧ d 2u
⎪⎪ su − cI = DI 2
0
(i )
dz
Then the differential equations become: ⎨ 2
⎪ sw − c 0 = D d w (ii )
⎪⎩ II II
dz 2

Following the methods of Chapter 3, the general solutions are

⎛ s ⎞ ⎛ s ⎞
u ( s, z ) = k1 + k2 exp ⎜⎜ z ⎟⎟ + k3 exp ⎜⎜ − z ⎟⎟
⎝ DI ⎠ ⎝ DI ⎠
and
⎛ s ⎞ ⎛ s ⎞
w ( s, z ) = k4 + k5 exp ⎜⎜ z ⎟⎟ + k6 exp ⎜⎜ − z ⎟⎟
⎝ DI ⎠ ⎝ DI ⎠

Subject to
 ⎧ w ( s, 0 ) = m u ( s , 0 )
⎪
⎪ du ( s, 0 ) dw ( s, 0 )
⎪ DI = DII
⎪ dz dz
⎨ du
⎪ = 0 at z = −∞
⎪ dz
⎪ dw
⎪⎩ dz = 0 at z = +∞

noting that k1 and k2 are the particular solutions. That is

cI0 c0
k1 = and k4 = II , such that
s s

cI0 ⎛ s ⎞ ⎛ s ⎞
u ( s, z ) = + k2 exp ⎜⎜ z ⎟⎟ + k3 exp ⎜⎜ − z ⎟⎟
s ⎝ DI ⎠ ⎝ DI ⎠
and
cII0 ⎛ s ⎞ ⎛ s ⎞
w ( s, z ) = + k5 exp ⎜⎜ z ⎟⎟ + k6 exp ⎜⎜ − z ⎟⎟
s ⎝ DI ⎠ ⎝ DI ⎠

du
Application of the condition at z = −∞, = 0 ⇒ k3 must be chosen as zero resulting in
dz

cI0 ⎛ s ⎞
u ( s, z ) = + k2 exp ⎜⎜ z ⎟⎟ ; − ∞ < z < 0
s ⎝ DI ⎠

dw
Similarly, z = ∞, = 0 ⇒ k5 must be chosen as zero which results in
dz

cII0 ⎛ s ⎞
w ( s, z ) = + k6 exp ⎜⎜ − z ⎟⎟ ;0 < z < ∞
s ⎝ DI ⎠

cI0 ⎛ cI0 ⎞
Applying the condition: w ( s, 0 ) = + k6 = m u ( s, 0 ) = m ⎜ + k2 ⎟
s ⎝ s ⎠

du ( s, 0 ) dw ( s, 0 )
and DI = DII result in
dz dz
 ⎧ mcI0 − cII0
⎪ 6 k =
⎪ ⎛ DII ⎞
s ⎜⎜1 + m ⎟
DII ⎪⎪ ⎝ DI ⎟⎠
k 2 = − k6 ⇒⎨
⎪k = cII − mcI
0 0
DI
⎪ 2 ⎛ DII ⎞
⎪ s ⎜⎜1 + m ⎟
⎩⎪ ⎝ DI ⎟⎠

cI0 cII0 − mcI0 ⎛ s ⎞

u ( s, z ) = + exp ⎜ z ⎟ ; −∞ < z < 0
s ⎛ ⎞ ⎜ ⎟
s ⎜⎜1 + m
DII ⎝ DI ⎠
⎟⎟
⎝ DI ⎠
and
cII0 mcI0 − cII0 ⎛ s ⎞
w ( s, z ) = + exp ⎜ − z ⎟ ;0 < z < ∞
s ⎛ ⎞ ⎜ ⎟
s ⎜⎜1 + m
DII ⎝ DI ⎠
⎟⎟
⎝ DI ⎠

Using a table of Laplace transforms one can locate the transform

⎧⎪ e− a
−1
s ⎫⎪ ⎛ ⎞ ; such that
L ⎨ ⎬ = erfc ⎜ a ⎟
⎩⎪ s ⎭⎪ ⎝ 2 t⎠

⎧ z s ⎫
c − mc
0 0
DII −1 ⎪ e DI ⎪
L −1
{u ( s, z )} = c 0
+
⎛
II I
L ⎨ ⎬ or
DII ⎞
I
DI ⎪ s ⎪
⎜⎜ 1 + m ⎟ ⎩ ⎭
⎝ DI ⎟⎠
DII
cI − c 0
(
−erfc z 4 DI t ) ; z < 0.
( )
DI
=
I
erfc z 4 DI t =
cII0 − mcI0 ⎛ DII ⎞ ⎛ DI ⎞
⎜⎜1 + m ⎟⎟ ⎜⎜ + m⎟
⎟
⎝ DI ⎠ ⎝ DII ⎠

From the relationship:

erfc( x) + erf ( x) = 1 ⇒ erfc( x) = 1 − erf ( x) ≡ 1 + erf ( x)

because
erf (− x) = −erf ( x).

C I − C 0I
=
1 + erf z 4D I t (
Similarly
)
C II − mC I
0 0
( D I D II + m)
 ⎧ − Dz s ⎫
mc − c
0 0
⎪e I ⎪
L −1 {w ( s, z )} = cII0 + I II
L −1 ⎨ ⎬
⎛ DII ⎞ ⎪ s ⎪
⎜⎜1 + m ⎟⎟ ⎩ ⎭
⎝ DI ⎠
or

cII − cII0
=
(
erfc z 4 DII t
=
) (
1 − erf z 4 DII t
; 0 < z < ∞.
)
1 0 ⎛ 1 ⎞ ⎛ 1 ⎞
cI − cII
0
⎜⎜ +
D II
⎟⎟ ⎜⎜ +
DII
⎟⎟
m m D m D
⎝ I ⎠ ⎝ I ⎠

15. Starting with the z-component of the equation of motion:

⎛ ∂v z ∂v ∂v ∂v ⎞ ∂p ⎛ ∂2 v ∂2 vz ∂2 vz ⎞
ρ⎜ + v x z + v y z + v z z ⎟ = − + μ ⎜ 2z + + 2 ⎟ + ρ gz
⎝ ∂t ∂x ∂y ∂z ⎠ ∂z ⎝ ∂x ∂y 2 ∂z ⎠

Then applying the following assumptions,

∂v z
• Steady laminar flow ⇒ =0
∂t

• v z = v z ( x), v x = v y = 0, p = p( x)

reduces the equation of motion to

d 2 vz
0=μ + ρg .
dx 2

dv z ρg dv z
Then =− x + c1 , but = 0 at x = 0 ⇒ c1 = 0
dx μ dx

Integrating again leads to

ρg 2 ρg 2
vz = − x + c2 , at x = δ , v z = 0 ⇒ c2 = δ
2μ 2μ

ρg 2 ρg 2 ρg 2 ⎡ ⎛ x ⎞ ⎤
2

∴ vz = − x + δ = δ ⎢1 − ⎜ ⎟ ⎥
2μ 2μ 2μ ⎢⎣ ⎝ δ ⎠ ⎥⎦
 ρ gδ 2 ⎡ ⎛ x ⎞2 ⎤
Since v z , max occurs at x = 0 ⇒ v z , max = ∴ v z = v z , max ⎢1 − ⎜ ⎟ ⎥
2μ ⎣⎢ ⎝ δ ⎠ ⎦⎥

The average velocity, v z over a cross section of the film is

wδ

∫ ∫ v dxdy
z
1
δ
1 ρ gδ 2 ⎡ x3 ⎤
δ

vz = 0 0
= ∫ v z dx = ⎢ −
δ 2 ⎥⎦ 0
x
wδ
δ 0 δ 2μ ⎣
∫ ∫ dxdy
0 0

ρ gδ 2
= , w = film width
3μ

The mass rate of flow is

ρ 2 wδ 3 g 3Γμ
Γ = ρ wδ v z = such that δ = 3
3μ ρ 2 wg

4Γ μ Re 3Re μ 2
Then if Re = ⇒Γ= ⇒ δ == , w ≡ 1(unit width of wetted wall)
3
μ 4 4ρ 2 g

Now the differential equation describing the concentration of species A is

⎡ ⎛ x ⎞ 2 ⎤ ∂C A ∂2CA
v max ⎢1 − ⎜ ⎟ ⎥ = DAB
⎣⎢ ⎝ δ ⎠ ⎦⎥ ∂t ∂x 2

and is subject to:

∂C A
C A = C A0 at x = 0; =0 at x = δ ; C A = C A1 at z = 0.
∂x

In order to solve this problem we first transform to dimensionless form by using

C A − C A1 x DAB z
Θ= : ξ= and η = .
C A0 − C A1 δ δ 2 v max

Following the substitution of these dimensionless quantities into the differential equation and boundary

conditions we get
 ∂Θ ∂ 2 Θ dΘ
(1 − ξ )
2
=
∂η ∂ξ 2
; at ξ = 0, Θ = 1; at ξ = 1,
dξ
= 0; at η = 0, Θ = 0.

One approach to solving this dimensionless problem is to use the method of Laplace transforms, that is,

Let u ( s, ξ ) = L {Θ (η , ξ )}

Then the resulting ordinary differential equation and supporting boundary conditions are:

d 2u 1 du
dξ 2 ( )
− s 1 − ξ 2 u = 0; u ( s, 0 ) = ,
s dξ
= 0 at ξ = 1.

This variable coefficient problem can be solved by Taylor series expansion in the following way

Substitute

∞
u ( s, ξ ) = ∑ anξ n
n =0

into the differential equation, that is,

n =∞ ∞

∑ n ( n − 1) a ξ
n
n−2
(
− s 1−ξ 2 )∑ a ξ n
n
=0
n =0 n =0

Following multiplication and shifting the index of summation, we get the identity

n =∞ ∞ ∞

∑ ( n + 2 )( n + 1) a
n =0
n+2 ξ n − s ∑ anξ n + s ∑ an − 2ξ n =0 multiply then shifting index of summation
n =0 n=2

⇓
n =∞
⎧ ∞
⎫
∑ ⎨ ⎣(
n =0 ⎩
⎡ n + 2 )( ) n+ 2
n + 1 a − sa ⎤
n⎦ + s ∑
n=2
an − 2 ⎬ξ n = 0
⎭

This means that

n =∞
( 2 a2 − s a0 ) + [3 2 a3 − s a1 ]ξ + ∑ ⎡⎣( n + 2 )( n + 1) an+ 2 − san + s an−2 ⎤⎦ξ n = 0
n=2

resulting in

a0 a (an − an − 2 )
a2 = s , a3 = 1 s; an + 2 = s, n ≥ 2.
2 32 ( n + 2 )( n + 1)
Therefore

u ( s, ξ ) = a0 + a1ξ + a2ξ 2 + a3ξ 3 + a4ξ 4 + a5ξ 5 + L

⎪⎧ ξ 2 ⎛ s2 ⎞ ξ4 ⎪⎫ ⎧⎪ ξ 3 ⎛ s2 ⎞ ξ5 ⎫⎪
= ⎨1 + s + ⎜ − s⎟ + L⎬ a0 + ⎨ξ + s +⎜ − s⎟ + L⎬ a1
⎪⎩ 2 ⎝ 2 ⎠4 3 ⎪⎭ ⎪⎩ 3 2 ⎝3 2 ⎠5 4 ⎪⎭

Then

1 1 du
u ( s, 0 ) = ⇒ a0 = . Also, = 0 at ξ = 1
s s dξ
⎧ s2 s ⎫
− ⎨s + − + L⎬
⇒ a1 = ⎩ 32 3 ⎭ = f (s)
⎪⎧ s ⎛ s ⎞1 ⎪⎫
2

⎨1 + + ⎜ − s ⎟ + L⎬
⎩⎪ 2 ⎝ 3 2 ⎠4 ⎭⎪

Therefore

⎧⎪ ξ 2 ⎛ s2 ⎞ ξ4 ⎫⎪ 1 ⎧⎪ ξ 3 ⎛ s2 ⎞ ξ5 ⎫⎪
u ( s, ξ ) = ⎨1 + s + ⎜ − s⎟ + L⎬ + ⎨ξ + s +⎜ − s⎟ + L⎬ f ( s ).
⎪⎩ 2 ⎝ 2 ⎠4 3 ⎪⎭ s ⎪⎩ 3 2 ⎝3 2 ⎠5 4 ⎪⎭

In principle, one can now perform term-by-term inversion to arrive at Θ (η , ξ ) .

16. Following the transformation to dimensionless form we get:

∂u1 ∂2 u1 1 ∂u1
= + (13)
∂θ ∂ξ 2 ξ ∂ξ

D1 ∂u 2 ∂2 u 2 1 ∂u2
= + (14)
D2 ∂θ ∂ξ 2 ξ ∂ξ

u1( a b , θ) = m1,2 u 2 ( a b , θ) (15)

u1(0, θ) < ∞ (16)

D1 ∂u1( a b , θ) ∂u 2 ( a b , θ)
= (17)
D2 ∂ξ ∂ξ
 ∂u 2 (1, θ) ∂u (1, θ)
β =− 2 (18)
∂θ ∂ξ

u1(ξ, 0) = 1 (19)

u 2 (ξ, 0) = 0 (20)

where

Vw D1
β=
b m2 , w D 2 α 2

Using the technique of Laplace transform, we let

∞ ∞
u1( ξ , s) = ∫ u1( ξ , θ) e− s θ dθ and u2 ( ξ , s) = ∫ u 2 ( ξ , θ) e− s θ dθ (22)
0 0

then equations (13), (14), (19) and (20) transforms to the second order linear differential equations:

d 2 u1 1 du1
s u1 − 1 = + (23)
dξ 2 ξ dξ

and

D1 d 2 u2 1 du2
su = + (24)
D2 2 dξ 2 ξ dξ

subject to the transformed boundary conditions:

u1( a b , s) = m1,2 u2 ( a b , s) (25)

u1(0, s) < ∞ (26)

D1 d u1( a b , s) d u2 ( a b , s)
= (27)
D2 dξ dξ

d u2 (1, s)
β s u2 (1, s) = − (28)
dξ

The Residue theorem was then employed to carry out the inversion such that
 − ( a b) K
u 2 ( ξ , θ) = +
a a
b
( )
K 1 − m1,2 − ( K + 2β)
b
⎛ 1⎞
⎛ λn a ⎞ − ⎜ λ2n θ⎟

∞
J1⎜
⎝b K⎠
{[ ] [ ]
⎟ K Y1(λ n ) + β λ n Y0 (λ n ) J 0 ( λ n ξ) − K J1(λ n ) + β λ n J 0 (λ n ) Y0 ( λ nξ ) e ⎝
} K ⎠

2 K ∑
n =1 λ n M( λ n )

(29)

where

⎡ ⎛ a⎞ ⎛ a ⎞ ⎤
⎢ Y1 ⎜⎝ λ n b ⎟⎠ J 0 ⎜⎝ λ n ⎟ ⎥
[
M(λ n ) = KJ1′ (λ n ) + βJ 0 (λ n ) + βλ n J 0′ (λ n ) ] ⎢
⎢ ⎛ a⎞ ⎛
b K⎠ ⎥
a ⎞⎥
⎢− m1,2 Y0 ⎜⎝ λ n ⎟⎠ J1 ⎜ λ n ⎟⎥
⎣ b ⎝ b K⎠⎦
⎡ ′⎛ a⎞ ⎛ a ⎞ ⎛ a⎞ ⎛ a ⎞ ⎤
⎢ Y1 ⎜⎝ λ n b ⎟⎠ J 0 ⎜⎝ λ n ⎟ + Y1 ⎜ λ n ⎟ J 0′ ⎜ λ n ⎟ ⎥
b K⎠ ⎝ b⎠ ⎝ b K ⎠
[
+ KJ1(λ n ) + βλ n J 0 (λ n ) ] ⎢
⎢ ⎛ a⎞ ⎛ a ⎞ ⎛ a⎞ ⎛ a ⎞⎥
⎥
⎢− m1,2 Y0′ ⎜⎝ λ n ⎟⎠ J1 ⎜ λ n ⎟ − m1,2 Y0 ⎜ λ n ⎟ J1′ ⎜ λ n ⎟
⎣ b ⎝ b K⎠ ⎝ b ⎠ ⎝ b K ⎠ ⎥⎦

[ ⎡
] ⎛
+ KY1′ (λ n ) + βY0 (λ n ) + βλ n Y0′ (λ n ) ⎢ m1,2 KJ1⎜ λ n
⎣ ⎝ b K⎠
a ⎞ ⎛ a⎞ ⎛ a⎞⎤
⎟ − J 0 ⎜ λ n ⎟ J1 ⎜ λ n ⎟ ⎥
⎝ b⎠ ⎝ b⎠ ⎦
⎡ ′⎛ a ⎞ ⎛ a ⎞ ⎛ a⎞⎤
⎢ m1,2 KJ1 ⎜⎝ λ n ⎟ − J 0′ ⎜ λ n ⎟ J1 ⎜ λ n ⎟ ⎥
b K⎠ ⎝ b K ⎠ ⎝ b⎠
[
+ KY1(λ n ) + βλ n Y0 (λ n ) ⎢
⎢ ⎛
] a ⎞ ′⎛ a⎞
⎥
⎥
⎢− J 0 ⎜ λ n ⎟ J1 ⎜ λ n ⎟ ⎥
⎣ ⎝ b K ⎠ ⎝ b⎠ ⎦

1 1
J1′ ( z) = J 0 ( z) − J1( z) ; Y1′ ( z) = Y0 ( z) − Y1( z) (31)
z z

where the eigenvalues, λ n , are defined by

[K J1(λ n ) + β λ n J 0 (λ n )]⎧⎨⎩Y1⎛⎜⎝ λ n ab ⎞⎟⎠ J 0 ⎛⎜⎝ λ n b aK ⎞⎟⎠ − m,12 ⎛

KY0 ⎜ λ
⎝
a⎞ ⎛
⎟ J1⎜ λ n
b⎠ ⎝
a ⎞⎫
⎟⎬
b K⎠⎭
(32)
⎧ a⎞⎫
[
+ KY1(λ n ) + βλ n Y0 (λ n ) ]
⎩
⎛
⎨m1,2 KJ 1 ⎜ λ n
⎝
a ⎞ ⎛ a⎞ ⎛
⎟ J0⎜ λn ⎟ − J0⎜ λn
b K⎠ ⎝ b⎠ ⎝
a ⎞ ⎛
⎟ J1⎜ λ n ⎟ ⎬ = 0
b K⎠ ⎝ b⎠ ⎭
 K = D1 D2 . The functions J 0 ( .) , Y0 ( .) , J1( .) and Y1( .) are widely tabulated Bessel functions. Then

using Equation (11), the concentration profile of the agent at r = b can be predicted. Below illustrates a

result on the release of benzoic acid.

Figure 7.1 shows a comparison between actual experimental Benzoic Acid concentrations leaving the

membrane device. The diffusivities are D1 = 8.6 × 10-6 cm2/sec (calculated using the Wilke-Chang

method), D = 1.21 × 10-5 cm2/sec and the distribution coefficient, m1,2 = 88 . Both D and m1,2 were

experimentally determined by Farrell(a). Also an ε = 0.75 and a τ = 1.0 were used for this particular

geometry.

0.3

0.25
Benzoic Acid Released (mg/cm)

0.2

Theory
0.15
Experiment

0.1

0.05

0
0 20 40 60 80 100 120 140 160 180 200
Time (min)

Figure 7.1 Release Profile of Benzoic Acid from Octanol

(a) S. Farrell, Ph.D. Thesis, Department of Chemical Engineering, Chemistry & Environmental

Science, New Jersey Institute of Technology, 1996.

 9667

ISBN 0-849-39667-0

9667.indd 4 4/12/07 2:28:47 PM