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Laplace Transforms for Partial Differential Equations (PDEs)

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  • čas přidán 13. 01. 2018
  • In this video, I introduce the concept of Laplace Transforms to PDEs. A Laplace Transform is a special integral transform, and when it's applied to a differential equation, it effectively integrates out one of the independent variables to make the differential equation a simpler equation. Once we solve this simpler equation, we can take the inverse Laplace Transform (with the help of tables) and obtain the solution to the original differential equation.
    After introducing Laplace Transforms, I apply the method of Laplace Transforms to a simple example involving the heat equation on a semi-infinite domain. After some computation, we end up with a complimentary error function as our solution.
    I'm also pleased to announce that after several infuriating months of trying to find a way to display the cursor on my recording, I have finally achieved success. The cursor can be seen as the yellow dot, and I hope that it will make my videos easier to follow. Please be sure to congratulate me on this achievement by writing 'thank mr cursor' in the comments section.
    Prerequisites: Basic knowledge of Laplace Transforms from ODEs (though I've tried to give a sufficiently thorough review without getting too thorough) and the first 3 videos of this playlist: • Partial Differential E...
    Lecture Notes: drive.google.c...
    Patreon: www.patreon.co...
    Twitter: / facultyofkhan
    Special thanks to my Patrons:
    - Tom
    - Jennifer Helfman
    - Justin Hill
    - Jacob Soares
    - Yenyo Pal
    - Chi
    - Lisa Bouchard

Komentáře • 49

  • @FacultyofKhan
    @FacultyofKhan  Před 6 lety +38

    thank mr cursor

  • @huehue5286
    @huehue5286 Před 5 lety +54

    I'm glad someone can explain this in 12 minutes while my teacher couldn't do it in a month.

  • @beeckthurman4608
    @beeckthurman4608 Před 3 lety +8

    I love the efficiency of these videos! So much understanding in such a condensed form. I literally use them as an online reference guide whenever I get stuck while doing physics or chemistry. You're doing the world a great service Kahn.

  • @rubetz528
    @rubetz528 Před 4 lety +6

    Wow man, you really shine with the aid of Mr Cursor! Thank you both for the very lucid and informative lesson!

  • @sjat7299
    @sjat7299 Před 11 dny +1

    Really...well explained...very helpful

  • @michaelgich5047
    @michaelgich5047 Před 5 lety +4

    Thanks for this , I have gained more in 12 minutes than in 3 weeks of lecturing

  • @sumers9396
    @sumers9396 Před rokem

    best applied maths channel on YT !!

  • @juanucedaperez9614
    @juanucedaperez9614 Před 4 lety +1

    Thank you, very much. Now, I will be able to understand the mathematical calculus in unsteady diffusion and decay of a pulse.

  • @christoskettenis880
    @christoskettenis880 Před 2 lety +1

    Very useful method, cheers!

  • @tharindusathischandra9533

    simply explain!d a difficult content. Thank you sir.

  • @marcoskrupiczer6595
    @marcoskrupiczer6595 Před 2 lety +2

    Can you use Laplace transform in finite domian problems?

  • @crosby7319
    @crosby7319 Před 6 lety +4

    Cool video. Doing some videos on priori/energy estimates would be cool. Maybe harmonic analysis?

  • @hakeemcanonio3840
    @hakeemcanonio3840 Před 3 lety +1

    What if u(x,0) is not zero, leading to a non homogenous equation? Yp and Yc?

  • @rommelchinas4593
    @rommelchinas4593 Před 5 lety +2

    I've seen before the limits of integrations of the erf defined from 0 to y. Is there a reason for writing the limits from y to infinity in this case? Are both integrals equivalent?
    Greetings and thank you for uploading these excellent videos.

    • @Ottmar555
      @Ottmar555 Před 5 lety +1

      Because the error function is not the same as the complementary error function. The difference is precisely the integration limits.

  • @miguiaculiacan
    @miguiaculiacan Před 3 lety

    Best explanation found , thanks !

  • @nathanteig7108
    @nathanteig7108 Před 9 měsíci

    How did you know U(x,s) has to be bounded in x->infinity? I understand everything except how you would jump to knowing this, which leads to C1 being equal to zero.

  • @jiaxintan1010
    @jiaxintan1010 Před 4 lety +2

    Thank you so much! It helps a lot!!

  • @aligenc659
    @aligenc659 Před 5 lety +3

    What about the functions with 3 variables

  • @hjn4342
    @hjn4342 Před 3 měsíci

    Thank you sir

  • @ibrahimeltaleb3995
    @ibrahimeltaleb3995 Před 3 lety

    I have a similar problem with linear flow diffusivity equation but the inner boundary condition is (u_0) is unknown at zero? it goes zero but it's not defined at x=0

  • @aniap4644
    @aniap4644 Před 3 lety +1

    Is the table with Laplace Transform solutions and inverses available anywhere?

  • @ambershehzadi2346
    @ambershehzadi2346 Před 2 lety

    Can u provide this table? Laplace transform nd its inverse...

  • @ashwatkumar5342
    @ashwatkumar5342 Před 6 lety +2

    thank mr cursor (Y)

  • @ambershehzadi2346
    @ambershehzadi2346 Před 2 lety

    Great sir....

  • @hajramughal11
    @hajramughal11 Před 6 lety +3

    Assalamoalaikum Sir, kindly upload video regarding integral transform solution of partial differential equations (Fourier). please.

  • @antejurcevic5855
    @antejurcevic5855 Před 6 lety +3

    What's the name of the program he is writing equations in?

    • @FacultyofKhan
      @FacultyofKhan  Před 5 lety +1

      Smoothdraw; you can also just use MS Paint.

  • @gatoradeee
    @gatoradeee Před 6 lety

    3:05 I know how laplace transforms work, they translate your diffeq into a simpler alebraic equation that can be solved and inverted to find a solution. But, what do you mean by "integrating out"? As i understand it, integration creates independent variables whereas derivation eliminates them eg. f(x) = 4x, then f'(x) = 4, and f''(x) = 0.

    • @FacultyofKhan
      @FacultyofKhan  Před 6 lety

      When you solve a differential equation (DE), you basically 'integrate' it. That may not be technically true (i.e. you usually don't actually integrate the equation), but functionally, that's what happens. That's why you see arbitrary constants in the solution to your DE before applying boundary/initial conditions; those arbitrary constants are integration constants.
      What I'm trying to say in the video is that the Laplace transform is an *integral* transform, and you can intuitively think of it as *integrating* out one of the variables. For instance, when I apply the Laplace transform to du/dt = d^2 u/dx^2, it's as though I'm *integrating* out the t (i.e. solving the DE so that there's no more derivatives in t), resulting in a simple ODE in x. Does that clarify things?

    • @gatoradeee
      @gatoradeee Před 6 lety +1

      Faculty of Khan Yes, i realize my understanding is limit since we are talking about pde's instead of ode's. So how exactly does a laplace transform change a time domain singal to a frequency? I hear this in every explanation of an LT, yet i have little intuition about it.

    • @FacultyofKhan
      @FacultyofKhan  Před 6 lety +3

      It's because when you look at the formula for a Laplace Transform:
      L[f(t)] = integral f(t)e^(-st) dt,
      we can see the 's' next to the 't' in the exponential. Since the argument of the exponential must be dimensionless, 's' must have units of 1/time because it's multiplying the time t. That's why when we take the Laplace Transform, we go from an independent variable in time (i.e. t) to an independent variable in 1/time, or frequency (i.e. s). Hope that helps!

  • @nadaemad9103
    @nadaemad9103 Před 4 lety +1

    Thank you

  • @kuldeepmalik6288
    @kuldeepmalik6288 Před 2 lety

    Sir can we apply laplace on product of two function u(x,t).v(x,t)

  • @hassanaftab6219
    @hassanaftab6219 Před 2 lety

    On what type of PDEs we can use Laplace transform. Kindly explain

  • @RaOneK
    @RaOneK Před 2 lety

    Could you kindly share the table? Can’t seem to find on web

  • @za6551
    @za6551 Před 4 lety +1

    hi how so you solve this ODE how do you get the exponential

    • @meyden6829
      @meyden6829 Před 3 lety

      i think he used laplace boi to get a 2nd order ODE in the s variable world, solved for it thats why it has exponentials

    • @meyden6829
      @meyden6829 Před 3 lety

      sorry its not a good answer, u can use the rule directly for the 2nd order diff equations with a positive discriminant, or use laplace transform on a similar looking equation you will get an exponential like answer

  • @amandalauen9129
    @amandalauen9129 Před 2 lety

    Where did you get your table?

  • @alsymiya413
    @alsymiya413 Před 3 lety

    PDE用LT如果沒表的話太難了。

  • @W__Edits
    @W__Edits Před rokem +1

    you are khan?

  • @tyfyrb
    @tyfyrb Před 4 lety +5

    Thank god no Indian accent.

  • @Cyproterjoan
    @Cyproterjoan Před 5 lety

    thank mr cursor