MINOR RESEARCH PROJECT

YEAR(2023-2024)

TOPIC-“APPLICATION OF PARTIAL DIFFERENTIAL EQUATION OF

APPLIED SCIENCE”
Submitted To:
DEPARTMENT OF MATHEMATICS
RAJA MAHENDRA PRATAP SINGH STATE UNIVERSITYALIGARH (U.P.)

FOR THE AWARD OF THE DEGREE OF BACHELOR OF

RESEARCH/ M.Sc. IN MATHEMETICS

NAME OF THE STUDENT : Deepak Sharma

ROLL NO : 2410010531009

Under the supervision of:

Dr. Ashok Kumar
 ACKNOWLEDGEMENT

We would like to express our sincere thanks and gratitude to our

project Mentor Dr. ASHOK KUMAR for her sincere guidance and
advice to complete our project successfully.

we are also grateful to our parents for their constant support and
help throughout the project, without their encouragement and
support this project could not have been completed on time.
 CERTFICATE
This is to certify that this group of students have been enrolled in the
DEPARTMENT OF MATHEMATICS, RAJA MAHENDRA PRATAP SINGH STATE
UNIVERSITY, ALIGARH as a student of post graduate course in year 2023-24. I
allow him to submit a minor research project entitled as “APPLICATION OF
PARTIAL DIFFERENTIAL EQUATION OF APPLIED SCIENCE” under my supervision.

Submitted by-
Deepak Sharma
This project has not been submitted to any other institution for the award of a
degree.

Dr. Ashok Kumar

DEPARTMENT OF MATHEMATICS
RAJA MAHENDRA PRATAP SINGH STATE UNIVERSITY
ALIGARH
 ABSTRACT

 Introduction of PDEs

 History

 Model of Physical Phenomena

 Analytical and Numerical Method

 Litrature or Applications

 Result or Conclusion
 Introduction

Partial differential equations (PDEs) are fundamental mathematical tools used to

describe and analyze a wide range of phenomena in physics, engineering, finance,
biology, and other scientific disciplines. Unlike ordinary differential equations
(ODEs), which involve only one independent variable, PDEs involve multiple
independent variables and their partial derivatives.

The general form of a partial differential equation is typically expressed as:

𝝏𝒖 𝝏𝒖 𝝏𝟐 𝒖 𝝏𝟐 𝒖 𝝏m u
F(𝒙𝟏, 𝒙𝟐, . . . , 𝒙𝒏, 𝒖, , ,…., ,…, ,…, =0
𝝏𝒙𝟏 𝝏𝒙 𝝏𝒙𝟏𝟐 𝝏𝒙𝒏𝟐 𝝏𝒙𝟏𝒌𝝏𝒙𝟐𝒍…𝝏𝒙𝒏𝒑
𝟐

Here, µ is the unknown function of the independent variables (x1, x2,..., xn), and
F is a function that relates µ and its partial derivatives.

PDEs can be classified into several types based on their characteristics, including:

1. Order: The highest order of derivative appearing in the equation. For example,
a second-order PDE contains second-order partial derivatives.

2. Linearity: Whether the equation is linear or nonlinear with respect to the

dependent variable and its derivatives. Linear PDEs are generally more tractable
and have well-understood solution methods.
3. Homogeneity: Whether all terms in the equation contain the dependent variable
and its derivatives, or if there are additional functions of the independent variables
present.

4. Elliptic, Parabolic, or Hyperbolic: Based on the nature of the principal part

of the equation, which involves the highest-order derivatives. These
classifications are crucial in understanding the behavior of solutions and selecting
appropriate solution methods.

Solving PDEs typically involves finding a function u(x1, x2,..., xn) that satisfies
the given equation along with any prescribed boundary conditions or initial
conditions. The solutions to PDEs often represent physical quantities such as
temperature, pressure, displacement, concentration, or electromagnetic fields.

Various analytical and numerical methods are employed to solve PDEs, including
separation of variables, Fourier series, Laplace transforms, finite difference
methods, finite element methods, and spectral methods, among others. The choice
of method depends on factors such as the complexity of the problem, boundary
conditions, computational resources, and desired accuracy.

Partial differential equations play a crucial role in modeling diverse phenomena,

from fluid dynamics and heat transfer to quantum mechanics and image
processing. They provide a powerful framework for understanding and predicting
the behavior of complex systems in both natural and engineered environments.
The history of Partial Differential Equations (PDEs) is rich and spans several
centuries, with contributions from many mathematicians, physicists, and
engineers. Here's an overview of some key developments:
 History of Partial Differential Equations

1. 18th Century: The roots of PDE theory can be traced back to the 18th
century. Mathematicians like Leonhard Euler and Jean le Rond d'Alembert
made significant contributions to the theory of partial differential
equations. Euler, in particular, worked extensively on the wave equation
and heat equation.

2. 19th Century: The 19th century saw further developments in PDE theory.
Joseph Fourier introduced Fourier series, which revolutionized the solution of
partial differential equations, especially in problems involving heat conduction.
His work laid the foundation for Fourier transform methods used in solving PDEs.
3. 19th-20th Century: The study of PDEs became increasingly important in
physics and engineering. In the 19th century, James Clerk Maxwell formulated
his famous equations describing electromagnetism, which are a system of PDEs.
These equations were later refined and studied extensively in the context of PDE
theory.

4. 20th Century: The 20th century saw significant advances in the theory and
application of PDEs. Mathematicians like David Hilbert and Emmy Noether
made important contributions to the theory of PDEs, laying down the
mathematical foundations for their study.
5. Numerical Methods: With the advent of computers in the mid-20th century,
numerical methods for solving PDEs became increasingly important. Engineers
and scientists developed finite difference, finite element, and spectral methods
for approximating solutions to PDEs, enabling the simulation of complex
physical phenomena.

6. Modern Applications: Today, PDEs play a central role in many areas of

science and engineering, including fluid dynamics, electromagnetism, quantum
mechanics, and image processing. They are used to model and simulate a wide
range of phenomena, from weather forecasting to semiconductor device design.
.

Application of PDEs in Applied Science

Partial differential equations (PDEs) find numerous applications in various

branches of applied science. Here are some key areas where PDEs play a
significant role:

1. Fluid Dynamics: PDEs are extensively used to model the behavior of

fluids, including liquids and gases. Navier-Stokes equations, which are a
set of nonlinear PDEs, govern the motion of fluid flow and are foundational
in understanding phenomena such as turbulence, boundary layer flows, and
wave propagation in fluids. Applications include aerodynamics, weather
prediction, oceanography, and combustion dynamics.

2. Heat Transfer: PDEs are employed to study the distribution of heat within
solid objects and fluids. The heat equation, a diffusion-type PDE, describes
how temperature changes over time in a given medium. It is vital in
understanding processes such as conduction, convection, and radiation heat
transfer. Applications include thermal analysis in engineering design,
HVAC systems, and geothermal energy extraction.
 3. Electromagnetism: Maxwell's equations, a set of coupled PDEs, describe
the behavior of electric and magnetic fields. They are foundational in
understanding phenomena such as electromagnetic waves, transmission
lines, and radiation patterns of antennas. Applications include
telecommunications, electromagnetic compatibility analysis, and
designing electromagnetic devices.

4. Quantum Mechanics: The Schrödinger equation, a fundamental PDE in

quantum mechanics, describes the behavior of quantum particles, such as
electrons, in various potential fields. It is essential for understanding the
behavior of matter at the atomic and subatomic scales. Applications
include semiconductor device modeling, quantum chemistry calculations,
and the design of quantum computing algorithms.

5. Structural Mechanics: PDEs are used to analyze the behavior of

structures under mechanical loads, including stresses, strains, and
deformations. The elasticity equations govern the deformation of elastic
materials, while the wave equation describes the propagation of
mechanical waves. Applications include structural design, earthquake
engineering, and vibration analysis of mechanical systems.

6. Biomedical Engineering: PDEs are employed to model various

physiological processes, such as the diffusion of nutrients and drugs in
tissues, the propagation of electrical signals in the heart (e.g., in the
Bidomain model), and the spread of infectious diseases in populations.
Applications include drug delivery optimization, medical imaging, and the
design of prosthetic devices.

Finance and Economics: PDEs are used in mathematical finance to model the
evolution of financial instruments' prices over time. The Black-Scholes equation,
a well-known PDE, is used to price options and other derivatives. Applications
include risk management, portfolio optimization, and pricing complex financial
products.
 Modeling Physical Phenomena
Modeling physical phenomena with partial differential equations (PDEs) is a
cornerstone of applied mathematics and computational science. PDEs provide a
rigorous framework for describing the behavior of physical systems governed by
continuous variables, such as space and time. Here's how PDEs are used in
modeling various physical phenomena:

1. Transport Phenomena: PDEs are used to model the transport of quantities

such as mass, momentum, energy, and charge. Examples include the convection-
diffusion equation, which describes the combined effects of advection (transport
due to bulk motion) and diffusion (random molecular motion). Applications
include fluid flow, heat transfer, and mass transfer in chemical reactions.

2. Wave Propagation: PDEs are employed to model the propagation of waves

through various media. The wave equation is a classical example, describing the
behavior of waves such as sound waves, electromagnetic waves, and mechanical
waves. Applications include acoustics, optics, seismology, and structural
dynamics.

3. Mechanics of Solids and Structures: PDEs are used to model the mechanical
behavior of solid materials under stress and deformation. The elasticity equations
describe the relationship between stress and strain in elastic materials, while the
equations of motion govern the dynamic response of structures to external forces.
Applications include structural analysis, finite element simulations, and material
testing.

4. Electromagnetic Fields: Maxwell's equations are a set of coupled PDEs that

describe the behavior of electric and magnetic fields in vacuum and in matter.
They are fundamental to understanding phenomena such as electromagnetic wave
propagation, transmission line behavior, and the interaction of light with matter.
Applications include antenna design, electromagnetic compatibility analysis, and
optics.
5. Fluid Dynamics: PDEs play a central role in modeling the behavior of fluids,
including liquids and gases. The Navier-Stokes equations govern the motion of
viscous fluid flow, while the Euler equations describe inviscid flow. Applications
include aerodynamics, hydrodynamics, weather prediction, and computational
fluid dynamics.

6. Quantum Mechanics: The Schrödinger equation is a fundamental PDE in

quantum mechanics, describing the wave function of quantum particles and their
evolution over time. It is essential for understanding phenomena such as particle
tunneling, wave-particle duality, and quantum entanglement. Applications
include atomic and molecular physics, semiconductor device modeling, and
quantum computing.

7. Population Dynamics: PDEs are used to model the evolution of populations

over time, including the spatial distribution of individuals and the interactions
between different species. Examples include reaction-diffusion equations, which
describe how populations spread and interact with each other. Applications
include ecology, epidemiology, and evolutionary biology.

These are just a few examples of how PDEs are used to model physical
phenomena across various scientific disciplines. PDE-based models provide
valuable insights into the behavior of complex systems and are essential tools for
scientific research, engineering design, and predictive simulations.
 Solving PDEs Analytical and Numerical
Method

Let's consider solving the one-dimensional heat equation as an example using

both analytical and numerical methods.

 Heat Equation:

The one-dimensional heat equation is given by:

𝝏𝒖 𝝏𝟐𝒖
=α
𝝏𝒕 𝝏𝟐𝒙

where u(x, t) represents the temperature distribution in a material at position x

and time t, and α is the thermal diffusivity.

 Analytical Solution:

Analytical solutions are typically obtained through techniques like separation of

variables. However, let's consider a simple initial condition and boundary
conditions for this example:

- Initial condition: u(x, 0) = sin(pi x)

- Boundary conditions: u(0, t) = u(L, t) = 0
With these conditions, the analytical solution for the temperature distribution
u(x, t) can be quite complex and may not have a closed-form expression.

 Numerical Solution:

We can solve the heat equation numerically using finite difference methods
(FDM). Let's discretize the domain into N spatial grid points and M time steps.

The discretized heat equation can be written as:

𝒖𝒊𝒎 + 𝟏 − 𝒖𝒊𝒎 𝒖𝒎𝒊 + 𝟏 − 𝟐𝒖𝒊𝒎 + 𝒖𝒎𝒊 − 𝟏
=𝜶 ∆𝒙𝟐
∆𝒕

where uim represents the temperature at spatial grid point i and time step m , and
∆x and ∆t are the spatial and temporal discretization steps, respectively.

We can solve this equation iteratively for all spatial grid points and time steps
until we reach the desired time.

 Example:

Let's consider a specific example with the following parameters:

- Material length: L = 1
- Thermal diffusivity: α = 0.01
- Initial condition: u(x, 0) = sin(pi x)
- Boundary conditions: u(0, t) = u(L, t) = 0
- Number of spatial grid points: N = 100
- Number of time steps: M = 1000
We can then proceed to implement the numerical solution using finite difference
methods in a programming language like Python.

APPLICATIONS
 PDEs in Fluid Dynamics:
Partial Differential Equations (PDEs) play a fundamental role in describing the
behavior of fluids in motion, a field known as fluid dynamics. The Navier-Stokes
equations are the cornerstone of classical fluid dynamics, governing the motion
of viscous fluid substances. They describe how the velocity, pressure,
temperature, and density of a fluid change over time and space. The Navier-
Stokes equations are a set of nonlinear PDEs, and their solutions provide valuable
insights into phenomena like turbulence, laminar flow, and boundary layer
effects.

The Navier-Stokes equations for an incompressible fluid in Cartesian coordinates

are:

𝝏𝒖 𝟏
+ (𝒖 ∙ 𝛁)𝒖 = − 𝛁𝒑 + 𝒗𝛁𝟐𝒖 + 𝒇
𝝏𝒕 𝝆
where:
- u is the velocity vector field,
- t is time,
- p is the pressure,
- 𝝆 is the fluid density,
- 𝒗 is the kinematic viscosity,
- f represents external body forces per unit volume.

This equation represents conservation of momentum, where the left-hand side

describes the rate of change of velocity (inertia term), and the right-hand side
contains terms representing pressure, viscous forces, and external forces.
These equations are often supplemented with the continuity equation, expressing
conservation of mass:

𝛁 ∙u = 0
 PDEs in Electromagnetism and optics:
This equation ensures that the fluid is incompressible, meaning its density
remains constant.

Solving the Navier-Stokes equations analytically is extremely challenging, and

many problems require numerical methods for approximation. Computational
Fluid Dynamics (CFD) is a field dedicated to simulating fluid flow using
numerical methods to solve these equations on computers. CFD has become
indispensable in engineering design, allowing engineers to predict and optimize
the behavior of fluid systems in a wide range of applications, from aircraft design
to weather forecasting.

Partial Differential Equations (PDEs) are also crucial in describing

electromagnetic phenomena and optics. Maxwell's equations form the foundation
for understanding electromagnetism, describing how electric and magnetic fields
interact and propagate through space. In optics, Maxwell's equations are essential
for understanding the behavior of light.

Maxwell's equations in differential form are:

1. Gauss's Law for Electricity:

𝝆
𝛁 ∙ 𝑬 = 𝜺о
This equation states that the divergence of the electric field E is proportional to
the electric charge density 𝜌 with 𝜀0being the permittivity of free space.

2. Gauss's Law for Magnetism:

 𝛁 ∙B= 0
This equation states that the divergence of the magnetic field B is zero, indicating
that there are no magnetic monopoles.

3. Faraday's Law of Electromagnetic Induction:

𝝏𝑩
𝛁×𝑬=−
𝝏𝒕
This equation describes how a changing magnetic field induces an electric field.

4. Ampère's Law with Maxwell's Addition:

𝝏𝑬
𝛁 × 𝑩 = 𝝁𝟎𝑱 + 𝝁𝑶𝜺𝑶 𝝏𝒕
This equation relates the curl of the magnetic field B to the electric current density
J and the rate of change of the electric field E.

These equations describe the fundamental principles of electromagnetism and are

crucial for understanding phenomena such as electromagnetic waves,
propagation of light, and behavior of antennas and circuits.

In optics, additional equations may be used to describe phenomena like reflection,

refraction, and diffraction. For example, the wave equation describes how
electromagnetic waves propagate through a medium:

1 𝜕2𝐸
∇2𝐸 − =0
𝐶2 𝜕𝑡2
Here, E represents the electric field, c is the speed of light, and the Laplacian
operator ∇^2 represents the spatial variation of the electric field.
Solving these PDEs allows us to understand and predict the behavior of
electromagnetic fields and light waves, enabling the design of devices such as
antennas, optical fibers, and photonic devices.

 PDEs in Qantum Mechanics:

In quantum mechanics, Partial Differential Equations (PDEs) play a central role
in describing the behavior of quantum systems. The Schrödinger equation is the
fundamental PDE that governs the evolution of quantum states over time.

The time-dependent Schrödinger equation for a single non-relativistic particle in

one dimension is given by:

𝝏𝜳(𝒙, 𝒕) ђ𝟐 𝝏𝟐𝜳(𝒙,
𝒊ђ = − + 𝑽(𝒙, 𝒕)𝜳(𝒙, 𝒕)
𝝏𝒕 𝟐𝒎 𝒕)
Here: 𝝏𝒙𝟐
- 𝛹 (x, t) is the wavefunction, which contains all the information about the
quantum state of the particle at position x and time t.
- i is the imaginary unit.

- ђ is the reduced Planck constant.

- m is the mass of the particle.
- (V(x, t) is the potential energy function, which depends on both position and
time.
ђ𝟐 𝒅𝟐𝜳(𝒙
− + 𝑽(𝒙)𝜳(𝒙) = 𝑬𝜳(𝒙)
𝟐𝒎 )
𝒅𝒙𝟐

This equation essentially states that the rate of change of the wavefunction with
respect to time is proportional to its curvature in space (kinetic energy term) and
its interaction with the potential energy.
For time-independent systems, where the potential energy does not depend on
time (V(x, t) = V(x), the Schrödinger equation simplifies to the time-independent
Schrödinger equation:

HERE: - 𝜳 (x) is the spatial part of the wavefunction.

- E represents the total energy of the system.

Result
The result of Partial Differential Equations (PDEs) is the ability to describe and
understand complex physical phenomena mathematically. By solving PDEs,
researchers and engineers can:
 Predict the behavior of fluids in motion, such as airflow around an airplane
wing or water flow in a pipe.
 Model electromagnetic fields, allowing the design of antennas, electronic
circuits, and optical devices.
 Describe quantum mechanical systems, including the behavior of electrons
in atoms and molecules.
 Simulate heat transfer and diffusion processes, aiding in the design of
thermal systems and materials.
 Understand wave propagation in various media, from sound waves in air
to seismic waves in the Earth's crust.
 DECLARATION
We solemnly affirm that the work entitled " Application of Partial
Differential of Applied Science " under the guidance of PROF. Mr.
Subhnesh Goyal is our genuine work and the matter presented here is
authentic.

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 EVALUATION REPORT OF INTERNAL EXAMINAR

I proposed that this work entitled "Application of Partial Diffrential

Equation of Applied Science " under the guidance of PROF. Mr.
Subhnesh Goyal.
is a genuine and satisfactory work completed by the group of
students.
Or
Should be modified.

Marks awarded (Out of 50) ---------------------

Name and Signature of Internal Examiner

EVALUATION REPORT OF EXTERNAL EXAMINER

I proposed that this work entitled " Application of Partial
DifferentialEquation of Applied Science" under the guidance of
PROF. Mr. Subhnesh Goyal.
is a genuine and satisfactory work completed by the group of
students.
Or
Should be modified

Marks awarded (Out of 50) ---------------------

Name and Signature of External Examiner