1. 化工應用數學 授課教師： 郭修伯 Lecture 7 Partial Differentiation and Partial Differential Equations

2. Chapter 8 Partial differentiation and P.D.E.s –Problems requiring the specification of more than one independent variable. –Example, the change of temperature distribution within a system: The differentiation process can be performed relative to an incremental change in the space variable giving a temperature gradient, or rate of temperature rise.

3. Partial derivatives Figure 8.1 (contour map for u) –If x is allowed to vary whilst y remains constant then in general u will also vary and the derivate of u w.r.t. x will be the rate of change of u relative to x, or the gradient in the chosen direction :

4.  u is a vector along the line of greatest slope and has a magnitude equal to that slope. u will change by due to the change in x, and by due to the change in y: In general form : the “total differential” of u

5. Important fact concerning “partial derivative” The symbol “ “ cannot be cancelled out! The two parts of the ratio defining a partial derivative can never be separated and considered alone. –Marked contrast to ordinary derivatives where dx, dy can be treated separately

6. Changing the independent variables w.r.t. u In general form :

7. Independent variables not truly independent Vapour composition is a function of temperature, pressure and liquid composition: However, boiling temperature is a function of pressure and liquid composision: Therefore

8. Temperature increment of a fluid: Total time derivative A special case when the path of a fluid element is traversed Substantive derivate of element of fluid comparepartial derivate of element of space

9. Formulating P.D.Es Identify independent variables Define the control volume Allowing one independent variable to vary at a time Apply relevant conservation law

10. Unsteady-state heat conduction in one dimension L x T xx Considering the thermal equilibrium of a slice of the wall between a plane at distance x from the heated surface and a parallel plane at x+  x from the same surface gives the following balance. Rate of heat input at distance x and time t: Rate of heat input at distance x and time t +  t: Rate of heat output at distance x +  x and time t: Rate of heat output at distance x +  x and time t +  t:

11. Heat content of the element at time t is Heat content of the element at time t +  t is Accumulation of heat in time  t is Average heat input during the time interval  t is Average heat output during the time interval  t is Conservation law assuming k is constant

12. is the thermal diffusivity three dimensions

13. Mass transfer example A spray column is to be used for extracting one component from a binary mixture which forms the rising continuous phase. In order to estimate the transfer coefficient it is desired to study the detailed concentration distribution around an individual droplet of the spray. (using the spherical polar coordinate) During the droplet’s fall through the column, the droplet moves into contact with liquid of stronger composition so that allowance must be made for the time variation of the system. The concentration will be a function of the radial coordinate (r) and the angular coordinate (  )  r r 

14. A B D C Area of face AB is Area of face AD is Volume of element is  r r 

15. Output rate across CD Output rate across BC Accumulation rate Conservation Law: input - output = accumulation Material is transferred across each surface of the element by two mechanisms: Bulk flow and molecular diffusion Input rate across AB Input rate across AD

16. Dividing throughout by the volume

17. The continuity equation x z y xx zz yy A C B D E F G H Input rate through ABCD Input rate through ADHE Input rate through ABFE Output rate through EFGH Output rate through BCGF Output rate through CDHG Conservation Law: input - output = accumulation

18. Continuity equation for a compressible fluid

19. Boundary conditions O.D.E. –boundary is defined by one particular value of the independent variable –the condition is stated in terms of the behaviour of the dependent variable at the boundary point. P.D.E. –each boundary is still defined by giving a particular value to just one of the independent variables. –the condition is stated in terms of the behaviour of the dependent variable as a function of all of the other independent variables.

20. Boundary conditions for P.D.E. Function specified –values of the dependent variable itself are given at all points on a particular boundary Derivative specified –values of the derivative of the dependent variable are given at all points on a particular boundary Mixed conditions Integro-differential condition

21. Function specified Example 8.3.1 (time-dependent heat transfer in one dimension): The temperature is a function of both x and t. The boundaries will be defined as either fixed values of x or fixed values of t: –at t = 0, T = f (x) –at x = 0, T = g (t) Steady heat conduction in a cylindrical conductor of finite size: The boundaries will be defined as by keeping one of the independent variables constant: –at z = a, T = f (r,  ) –at r = r 0, T = g (z,  )

22. Derivative specified In some cases, (e.g., cooling of a surface and eletrical heating of a surface), the heat flow rate is known but not the surface temperature. The heat flow rate is related to the temperature gradient. Example: A F E D C B H G The surface at x = 0 is thermally insulated. x z

23. A F E D C B H G x z Input rate through ADHE Input rate through ABFE Output rate through BCGF Output rate through DCGH Output rate through EFGH Accumulation of heat in time  t is

24. Heat balance gives size  0  x  0 at x = 0 This is the required boundary condition.

25. Example A cylindrical furnace is lined with two uniform layers of insulting brick of different physical properties. What boundary conditions should be imposed at the junction between the layers? rr a  A D C B layer 1 layer 2 Due to axial symmetry, no heat will flow across the faces of the element given by  = constant but will flow in the z direction. One boundary condition: The rate of flow of heat just inside the boundary of the first layer is The rate of flow of heat into the element across the face CD is Input across CD = r = a

26. rr a  A D C B layer 1 layer 2 Input across CD = Output across AB = The heat flow rates in the z direction Input at face z = Output at face z +  z = Accumulation within the element

27. The complete heat balance on the element dividing by This is the second boundary condition. And...

28. Heat conduction in cylindrical polar coordinates with axial symmetry. If the heat balance is taken in either layer (say layer 1)

29. Mixed conditions The derivative of the dependent variable is related to the boundary value of the dependent variable by a linear equation. Example: surface rate of heat loss is governed by a heat transfer coefficient. rate at which heat is removed from the surface per unit area rate at which heat is conducted to the surface internally per unit area

30. Integro-differential boundary condition Frequently used in mass transfer –materials crossing the boundary either enters or leaves a restricted volume and contributes to a modified driving force. Example: a solute is to be leached from a collection of porous spheres by stirred them as a suspension in a solvent. Determine the correct boundary condition at the surface of one of the spheres.

31. The rate at which material diffuse to the surface of a porous sphere of radius a is: D is an effective diffusivity and c is the concentration within the sphere. If V is the volume of solvent and C is the concentration in the bulk of the solvent: N is the number of spheres. For continuity of concentration, c = C at r = a : at r = a, Boundary condition

32. Two boundary conditions are needed at fixed values of x and one at a fixed value of t. Initial value and boundary value problems Numer of conditions: –O.D.E. the number of B.C. is equal to the order of the differential equation –P.D.E. no rules, but some guild lines exist.

33. Initial value or boundary value? When only one condition is needed in a particular variable, it is specified at one fixed value of that variable. –The behaviour of the dependent variable is restricted at the beginning of a range but no end is specified. The range is “open”. When two or more conditions are needed, they can all be specified at one value of the variable, or some can be specified at one value and the rest at another value. –When conditions are given at both ends of a range of values of an independent variable, the range is “closed” by conditions at the beginning and the end of the range. –When all conditions are stated at one fixed value of the variable, the range is “open” as far as that independent variable is concerned. The range is closed for every independent variable: a boundary value problem (or, a jury problem). The range of any independent variable is open: an initial value problem (or, a marching problem).