MSc AMA/AESS Michel Fournié I-Introduction DNM Mathematics II-Time independent PDE AMA - AESS III-Time dependent PDE IV-Conclusion Michel Fournié References [email protected] 1/74 Presentation of the course MSc AMA/AESS Duration 16.25h during 6 days !!! (exam 05/10) Michel Fournié Contents Mathematical Modelisation I-Introduction Plan of the course II-Time independent 1- Introduction PDE Partial Differential Equation, Classification III-Time dependent 2- Time independent PDE PDE Laplace’s equation (exercice) IV-Conclusion 3- Time dependent PDE : Evolution equations References Heat equation Waves equation Maxwell equation (exercice) 4- Conclusion Numerical simulations 2/74 MSc AMA/AESS Michel Fournié I-Introduction P.D.E.,Notations Classification Standardmodels I - Introduction II-Time independent Partial Differential Equations PDE III-Time dependent PDE IV-Conclusion References 3/74 Mathematical modelisation MSc AMA/AESS Michel Fournié • The models are Partial Differential Equations (P.D.E.) i.e. I-Introduction differential equations with several variables (space and time P.D.E.,Notations for example) Classification Standardmodels II-Time independent • A limits problem is a problem formed by one or several PDE P.D.E. with boundary conditions given on the totality of the III-Time dependent boundary PDE IV-Conclusion • A Cauchy’s problem for an evolution problem (depending References on time) with an initial data in time 4/74 Notations MSc AMA/AESS Michel Fournié Vector, Matrix I-Introduction For some vectors u and v in IRN we denote P.D.E.,Notations Classification • u.v = (u,v) = (cid:80)N uv the scalar product Standardmodels N i=1 i i II-Time iPnDdeEpendent • (cid:107)u(cid:107)N = ((u,u)N)12 = ((cid:80)Ni=1ui2)12 the euclidian norm IdIIe-pTeinmdeent • u(cid:78)v ∈ IRN,N where (u(cid:78)v)ij = uivj, 1 ≤ i,j ≤ N PDE IV-Conclusion For some matrices σ and τ in IRN,N References • σ : τ = (cid:80)N σ τ i,j=1 ij ij 5/74 Differential operators MSc AMA/AESS Michel For a function u from IRN into IR Fournié Gradient I-Introduction P.D.E.,Notations (cid:18) ∂u ∂u (cid:19)t Classification grad(u) ∈ IRN = ∇u = (∂u) = ,··· , Standardmodels i 1≤i≤N ∂x ∂x 1 N II-Time independent Laplacian PDE III-Time (cid:88)N ∂2u dependent ∇2u = ∆u = PDE ∂x2 i=1 i IV-Conclusion References Remark : These operators must be considered for space variables (not time) 6/74 Differential operators MSc AMA/AESS For a function u from IRN into IRN Michel Fournié Gradient I-Introduction grad(u) ∈ IRN,N = ∇u = (∂u) P.D.E.,Notations j i 1≤i≤N Classification Standardmodels ∂1u1 ··· ∂Nu1 IinI-dTeipmeendent = ... ... PDE ∂ u ··· ∂ u III-Time 1 N N N dependent PDE Divergence IV-Conclusion div(u) ∈ IR = ∇.u = (cid:80)N ∂ui with u = (u ,··· ,u )t i=1 ∂x 1 N References i Laplacian ∆u ∈ IRN = ((cid:80)N ∂2ui) = div(grad(u)) = ∆u j=1 ∂x2 1≤i≤N j 7/74 Example 1 : The Laplace’s problem MSc AMA/AESS Michel • We consider an elastic membrane which occupies at rest Fournié the domain Ω included in the plan (O,x ,x ) 1 2 I-Introduction • The membrane is fixed on ∂Ω P.D.E.,Notations Classification • We apply a surfacic force f on the membrane Standardmodels • We denote u the vertical displacement in each point then II-Time independent u is solution of PDE III-Time (cid:26) dependent −∆u = f in Ω, PDE u = 0 on ∂Ω IV-Conclusion References We recall that ∆u = ∂2u + ∂2u ∂x2 ∂x2 1 2 8/74 Example 2 - The heat equation MSc AMA/AESS • We consider a material supposed homogeneous and Michel Fournié isotropic • c and k are physical constants (specific heat and thermal I-Introduction P.D.E.,Notations conductivity) depending on materials Classification Standardmodels • The temperature in the material is governed by II-Time independent PDE III-Time c∂T(t,x) −k∆T(t,x) = f(t,x), for (x,t) ∈ Ω×IR+ dependent ∂t ∗ PDE T(t,x) = 0, for (x,t) ∈ ∂Ω×IR+ boundary condition ∗ IV-Conclusion T(t = 0,x) = T (x), for (x,t) ∈ Ω initial condition 0 References Remark : The heat equation is linear in the sens that its solution depends linearly on the data (f,T ) 0 9/74 Example 3 : The Waves equation MSc AMA/AESS Michel Fournié • In the electromagnetic, the waves are governed by I-Introduction P.D.E.,Notations Classification ∂2u −∆u = f on Ω×IR+ Standardmodels ∂t2 ∗ II-Time u = 0 on ∂Ω×IR+ ∗ independent PDE u(t = 0) = u0 on Ω III-Time ∂u(t = 0) = u on Ω dependent ∂t 1 PDE IV-Conclusion References Remark : Take your courses to find other models !!! 10/74
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