1. Second Order-Partial Differential Equations
P M V Subbarao
Professor
Mechanical Engineering Department
I I T Delhi
Most Suitable Mathematical Framework to Understand Thermofluids …..

2. SO-PDEs
An equation is said to be of order two, if it involves at least one of the differential operators
Thus the general form of a second order Partial differential equation is
The most general linear partial differential equation of order two in two independent variables x and y with variable coefficients is of the form
where 𝑅, 𝑆, 𝑇, 𝑃, 𝑄, 𝑍, 𝐹 are functions of 𝑥 and 𝑦 only and not all 𝑅, 𝑆, 𝑇 are zero.

3. Geometric Interpretation of A Linear SO-PDE
Combine the lower order terms and rewrite the previous equation in the following form
Think geometrically.
Identify the solution T(x, y) with its graph,
This is a surface in xyT-space defined by T = f(x, y).
Geometric Interpretation:
If f(x, y, T) =0 is a solution of this equation, then this function describes the solution surface, or integral surface.
The shape of this surface is distinguished by the relative magnitude of coefficients of higher order differentials.

4. Characteristics of the Surface Defined by A Linear SO-PDE
The slope of characteristic curve is:
Theorem for Linear SO-ODE: The equation for the slope of the characteristic curve is
As the above is a quadratic equation, it has 2, 1, or 0 real solutions, depending on the sign of the discriminant.

5. Discriminant of A Linear SO-PDE
The nature of a Linear SO-PDE is distinguished by the relative magnitude of coefficients of higher order differentials.
Define discriminant of a Linear SO-ODE as:

6. Classification of second order linear PDEs
The classification of second order linear PDEs is given by the following definitions.
Definition 1: At the point (x0; y0) the second order linear PDE is called
Hyperbolic, if (x0; y0) > 0
Parabolic, if (x0; y0) = 0
Elliptic, if (x0; y0) < 0
Notice that in general a second order equation may be of one type at a specific point, and of another type at some other point.

7. Hyperbolic Linear So-PD Equations
If the discriminant  > 0, then there are two distinct families of characteristic curves.

8. Parabolic Linear SO-PD Equations
For parabolic equations = B2-4AC = 0.
There is only one family of characteristic curves.

9. Elliptic Linear SO Equations
Elliptic equations are due to  = B2-4AC < 0.
There are two complex conjugate solutions.

10. Summary
All the three types of equations can be reduced to canonical forms.
The Hyperbolic equations reduce to wave equation.
The parabolic equations reduce to the heat equation.
The Laplace's equation models the canonical form of elliptic equations.
Thus, the wave, heat and Laplace's equations serve as canonical models for all second order constant coefficient PDEs.
We will spend the rest of this course studying the solutions to the Laplace, heat and wave equations.

11. Heat Conduction in a Cube/Cuboid
General Conduction equation with heat generation.
For an isotropic and homogeneous material:

12. General conduction equation based on Polar Cylindrical Coordinates

13. Laplace Equation : Steady Conduction in A Rectangular PlateH
Boundary conditions:
x = 0 & 0 < y < H : T(0,y)= f0(y)
x = W & 0 < y < H : T(W,y)= fH(y)
y = 0 & 0 < x < W : T(x,o)= g0(x)
y = H & 0 < x < W : T(x,H)= gW(x) y W x

14. Method of Separation of Variables
Solutions to Laplace (partial) differential equations can be obtained using the technique known as separation of variables.
In separation of variables, it is assumed that the solution is of the separated form
Substitute this relation into the governing relation given by

15. Validity of Separation of Variables Method
If possible, move the x-terms to one side and the t-terms to the other.
If not possible, then this method will not work.
Correspondingly, it is said that the partial differential equation is not separable.
Once separated, the two sides of the equation must be constant : 

16. Generation of Simultaneous Linear ODEs
X is function of only x and Y is function of only y.
The form of solution of above depends on the sign and value of .
The only way that the correct form can be found is by an application of the boundary conditions.
Three possibilities will be considered:

17. First Possibility  = 0 Integrating above equations twice will give
The product of above equations should provide a solution to the Laplace equation:
Linear variation of temperature in both x and y directions.

18. Second Possibility  < 0 & =-2 Integration of above ODEs gives: &
 < 0 & =-2
Integration of above ODEs gives:
&
Solution to the Laplace equation is:
Asymptotic variation in x direction and harmonic variation
in y direction

19. Third Possibility  > 0 & = 2 Integration of above ODEs gives: &
 > 0 & = 2
Integration of above ODEs gives:
&
Solution to the Laplace equation is:
Harmonic variation in x direction and asymptotic variation
in y direction.

20. Summary of Possible Solutions

21. Steady conduction in a rectangular plate
2D SPACE – All Dirichlet Boundary Conditions
q = C
Define:
T = T2 H
T = T1
T = T1
Laplace Equation is:
q = 0
q = 0 y W x
T = T1
q = 0

22. l2=0 Solution

23. Feasibility of Solution
The solution corresponds to l2=0, is not a valid solution for this set of
Boundary Conditions!

24. l2 < 0 or l2 > 0 Solutions
q = C
l2 > 0 is a possible solution ! H
q = 0
q = 0 y W x
q = 0

25. Final Solution : l2 > 0 : x - Boundary Conditions
Substituting x - boundary conditions :

26. Final Solution : l2 > 0 : y - Boundary Conditions
Where n is an integer.
Solution domain is a superset of geometric domain !!!
Recognizing that

27. Series Solution
where the constants have been combined and represented by Cn
Using the final boundary condition:

28. Modification of Boundary Condition
Construction of a Fourier series expansion of the boundary values is facilitated by rewriting previous equation as:
where
Multiply f(x) by sin(mpx/W) and integrate to obtain

29. Substituting these Fourier integrals in to solution gives:

30. And hence
Substituting f(x) = T2 - T1 into above equation gives:

31. Computation of Coefficient
Therefore

32. Computation of Isotherms & Heat Flux Lines
Isotherms and heat flow lines are
Orthogonal to each other!

33. Linearly Varying Temperature B.C.
q = Cx H
q = 0
q = 0 y W x