Automotive Mechatronics Technology  ·  Level 6
Engineering Mathematics II
Chapter 6: Solve partial differential equations
📚 3 Topics
⚑ What you will be able to do

By the end of this chapter, you will be able to:

  • Correctly determine the derivatives of various functions using differentiation.
  • Apply integration techniques to solve engineering problems accurately.
  • Find the derivatives of trigonometric, hyperbolic, and inverse trigonometric functions confidently.
  • Calculate rates of change and small changes in functions using differentiation.
  • Perform calculations involving stationary points of functions with two variables.
  • Determine integrals of algebraic, trigonometric, logarithmic, hyperbolic, and inverse functions.
  • Solve first order differential equations using different methods with accuracy.
  • Solve second order differential equations using the method of undetermined coefficients.

Mastering these skills will help you analyze and solve real-world engineering problems efficiently and confidently.

Partial differential equations (PDEs) are fundamental in automotive mechatronics for modelling systems that depend on multiple independent variables, such as spatial coordinates and time. For instance, the heat distribution in an engine block or the vibration of a vehicle suspension system can be described by PDEs. Understanding how to solve these equations enables automotive mechatronics professionals to predict system behaviour accurately and optimize designs for performance and safety.

6.1 First order partial differential equations

First order partial differential equations involve derivatives of the unknown function with respect to one or more variables, but only up to the first order. These equations often arise in modelling wave propagation, heat transfer in steady state, and dynamic system behaviour in automotive sensors and actuators. Solving first order PDEs provides insight into how system states evolve along characteristic lines or surfaces.

6.1.1 Formulation and general solution of first order PDEs

A first order PDE for a function \( u(x,y) \) typically has the form

$$ a(x,y) \frac{\partial u}{\partial x} + b(x,y) \frac{\partial u}{\partial y} = c(x,y,u) $$

where \( a \), \( b \), and \( c \) are given functions. The general solution is found by integrating along characteristic curves defined by the differential equations

$$ \frac{dx}{a} = \frac{dy}{b} = \frac{du}{c} $$

Worked Examples

Example 1: A temperature sensor in a vehicle engine measures temperature \( u(x,y) \) along the engine block where \( x \) is the length and \( y \) the height. Given the PDE

$$ \frac{\partial u}{\partial y} = 4 t y $$

find the general solution for \( u \).

Given: \( t \) is time (parameter), \( y \) height (m), \( u \) temperature (°C).

$$ \frac{\partial u}{\partial y} = 4 t y $$

Integrate with respect to \( y \):

$$ u = \int 4 t y \, dy = 4 t \frac{y^2}{2} + f(x,t) = 2 t y^2 + f(x,t) $$

where \( f(x,t) \) is an arbitrary function of \( x \) and \( t \).

Answer:

$$ u = 2 t y^2 + f(x,t) $$


Example 2: For the PDE

$$ \frac{\partial u}{\partial t} = 2 t \cos \theta $$

with initial condition \( u = 2 t \) when \( \theta = 0 \), find \( u(\theta,t) \).

Given: \( \theta \) angle (radians), \( t \) time (s).

Integrate with respect to \( t \):

$$ u = \int 2 t \cos \theta \, dt = \cos \theta \int 2 t \, dt = \cos \theta \cdot t^2 + g(\theta) $$

Apply initial condition \( u = 2 t \) when \( \theta = 0 \):

$$ u = t^2 \cos 0 + g(0) = t^2 + g(0) = 2 t $$

At \( t=0 \), \( u=0 \), so \( g(0) = 0 \). Since \( 2 t \neq t^2 \), the initial condition implies \( g(\theta) = 0 \) and the solution is:

$$ u = t^2 \cos \theta $$

Answer:

$$ u = t^2 \cos \theta $$


Example 3: Verify that \( u(\theta,t) = \theta^2 + \theta t \) satisfies the PDE

$$ \frac{\partial u}{\partial \theta} - 2 \frac{\partial u}{\partial t} = t $$

Calculate derivatives:

$$ \frac{\partial u}{\partial \theta} = 2 \theta + t $$

$$ \frac{\partial u}{\partial t} = \theta $$

Substitute:

$$ (2 \theta + t) - 2 (\theta) = 2 \theta + t - 2 \theta = t $$

Answer:

The PDE is satisfied since the left-hand side equals \( t \).

6.1.2 Method of characteristics

The method of characteristics reduces a first order PDE to ordinary differential equations (ODEs) along curves called characteristics. This method is crucial in automotive mechatronics for solving transport equations and dynamic signals in sensors.

The characteristic equations for the PDE

$$ a(x,y) \frac{\partial u}{\partial x} + b(x,y) \frac{\partial u}{\partial y} = c(x,y,u) $$

are

$$ \frac{dx}{a} = \frac{dy}{b} = \frac{du}{c} $$

Worked Examples

Example 1: Solve the PDE

$$ \frac{\partial u}{\partial x} + \frac{\partial u}{\partial y} = 0 $$

Given: \( u(x,y) \) is an electrical potential in a sensor.

Characteristic equations:

$$ \frac{dx}{1} = \frac{dy}{1} = \frac{du}{0} $$

From \( \frac{dx}{1} = \frac{dy}{1} \), integrate:

$$ dx = dy \implies y, x = k_1 $$

From \( \frac{du}{0} \), \( u \) is constant along characteristics:

$$ u = f(y, x) $$

Answer:

$$ u(x,y) = f(y, x) $$


Example 2: Solve

$$ y \frac{\partial u}{\partial x} + x \frac{\partial u}{\partial y} = 0 $$

Characteristic equations:

$$ \frac{dx}{y} = \frac{dy}{x} = \frac{du}{0} $$

From \( \frac{dx}{y} = \frac{dy}{x} \), cross multiply:

$$ x \, dx = y \, dy $$

Integrate both sides:

$$ \int x \, dx = \int y \, dy \implies \frac{x^2}{2} = \frac{y^2}{2} + C $$

Rearranged:

$$ x^2 - y^2 = K $$

Since \( \frac{du}{0} \), \( u \) is constant on curves where \( x^2 - y^2 = K \):

$$ u = f(x^2 - y^2) $$

Answer:

$$ u(x,y) = f(x^2 - y^2) $$


Example 3: Solve the PDE

$$ (x + y) \frac{\partial u}{\partial x} + (x, y) \frac{\partial u}{\partial y} = u $$

Characteristic equations:

$$ \frac{dx}{x + y} = \frac{dy}{x, y} = \frac{du}{u} $$

Step 1: Solve \( \frac{dx}{x + y} = \frac{dy}{x, y} \)

Multiply crosswise:

$$ (x, y) dx = (x + y) dy $$

Rearranged:

$$ (x, y) dx - (x + y) dy = 0 $$

Express as differential form:

$$ (x, y) dx - (x + y) dy = 0 $$

Step 2: Integrate along characteristics:

Try substitution or rearrangement:

This is a non-trivial integral; try change of variables \( u = x + y \), \( v = x, y \).

Alternatively, solve the system numerically or symbolically as needed.

Step 3: Solve \( \frac{du}{u} \) along the characteristics.

This example illustrates the complexity in method of characteristics for PDEs with variable coefficients.

6.1.3 Direct integration techniques

Direct integration applies when the PDE can be integrated straightforwardly with respect to one variable, given initial or boundary conditions. This technique is useful in automotive mechatronics for quick solutions in sensor signal processing.

Worked Examples

Example 1: Solve

$$ \frac{\partial^2 u}{\partial x \partial y} = 8 e^y \sin^2 x $$

Given conditions: at \( y = 0 \), \( \frac{\partial u}{\partial x} = \sin x \), and at \( x = \frac{\pi}{2} \), \( u = 2 y^2 \).

Step 1: Integrate with respect to \( y \):

$$ \frac{\partial u}{\partial x} = \int 8 e^y \sin^2 x \, dy = 8 \sin^2 x \int e^y \, dy = 8 \sin^2 x e^y + h(x) $$

Step 2: Apply condition at \( y=0 \):

$$ \frac{\partial u}{\partial x} = \sin x = 8 \sin^2 x e^0 + h(x) = 8 \sin^2 x + h(x) $$

Rearranged:

$$ h(x) = \sin x - 8 \sin^2 x $$

Step 3: Integrate \( \frac{\partial u}{\partial x} \) with respect to \( x \):

$$ u = \int (8 \sin^2 x e^y + \sin x - 8 \sin^2 x ) dx + g(y) $$

Split integral:

$$ u = 8 e^y \int \sin^2 x \, dx + \int \sin x \, dx - 8 \int \sin^2 x \, dx + g(y) $$

Use identity \( \sin^2 x = \frac{1 - \cos 2x}{2} \):

$$ \int \sin^2 x \, dx = \int \frac{1 - \cos 2x}{2} dx = \frac{x}{2} - \frac{\sin 2x}{4} + C $$

Calculate each integral:

$$ 8 e^y (\frac{x}{2} - \frac{\sin 2x}{4}) + (-\cos x) - 8 (\frac{x}{2} - \frac{\sin 2x}{4}) + g(y) $$

Simplify:

$$ 4 x e^y - 2 e^y \sin 2x - \cos x - 4 x + 2 \sin 2x + g(y) $$

Step 4: Apply condition at \( x = \frac{\pi}{2} \), \( u = 2 y^2 \):

Evaluate terms:

  • \( x = \frac{\pi}{2} \)

  • \( \sin 2x = \sin \pi = 0 \)

  • \( \cos x = \cos \frac{\pi}{2} = 0 \)

Substitute:

$$ u = 4 \frac{\pi}{2} e^y - 0 - 0 - 4 \frac{\pi}{2} + 0 + g(y) = 2 \pi e^y - 2 \pi + g(y) $$

Set equal to \( 2 y^2 \):

$$ 2 \pi e^y - 2 \pi + g(y) = 2 y^2 $$

Solve for \( g(y) \):

$$ g(y) = 2 y^2 - 2 \pi e^y + 2 \pi $$

Answer:

$$ u = 4 x e^y - 2 e^y \sin 2x - \cos x - 4 x + 2 \sin 2x + 2 y^2 - 2 \pi e^y + 2 \pi $$


Example 2: Solve

$$ \frac{\partial^2 u}{\partial x^2} = y (4 x^2 - 1) $$

Given: at \( x = 0 \), \( u = \sin y \) and \( \frac{\partial u}{\partial x} = \cos^2 y \).

Step 1: Integrate twice with respect to \( x \):

First integration:

$$ \frac{\partial u}{\partial x} = \int y (4 x^2 - 1) dx = y (\frac{4 x^3}{3} - x ) + f(y) $$

Second integration:

$$ u = \int [ y (\frac{4 x^3}{3} - x ) + f(y) ] dx = y ( \frac{4 x^4}{12} - \frac{x^2}{2} ) + f(y) x + g(y) $$

Simplify:

$$ u = y ( \frac{x^4}{3} - \frac{x^2}{2} ) + f(y) x + g(y) $$

Step 2: Apply boundary conditions at \( x=0 \):

\( u = \sin y \) implies

$$ u = y ( 0 - 0 ) + f(y) \cdot 0 + g(y) = g(y) = \sin y $$

So,

$$ g(y) = \sin y $$

Step 3: Derivative \( \frac{\partial u}{\partial x} \):

$$ \frac{\partial u}{\partial x} = y ( \frac{4 x^3}{3} - x ) + f(y) $$

At \( x=0 \), \( \frac{\partial u}{\partial x} = \cos^2 y \):

$$ 0 + f(y) = \cos^2 y $$

So,

$$ f(y) = \cos^2 y $$

Answer:

$$ u = y ( \frac{x^4}{3} - \frac{x^2}{2} ) + \cos^2 y \, x + \sin y $$

6.1.4 Verification of solutions

Verifying that a proposed function satisfies a PDE is essential in automotive mechatronics to confirm model validity for control systems and diagnostics.

Worked Examples

Example 1: Verify \( u = e^{-y} \cos x \) satisfies

$$ \frac{\partial^2 u}{\partial x^2} + \frac{\partial^2 u}{\partial y^2} = 0 $$

Calculate derivatives:

$$ \frac{\partial u}{\partial x} = - e^{-y} \sin x $$

$$ \frac{\partial^2 u}{\partial x^2} = - e^{-y} \cos x $$

$$ \frac{\partial u}{\partial y} = - e^{-y} \cos x $$

$$ \frac{\partial^2 u}{\partial y^2} = e^{-y} \cos x $$

Sum:

$$ \frac{\partial^2 u}{\partial x^2} + \frac{\partial^2 u}{\partial y^2} = - e^{-y} \cos x + e^{-y} \cos x = 0 $$

Answer:

The function satisfies the PDE.


Example 2: Verify \( u = \theta^2 + \theta t \) satisfies

$$ \frac{\partial u}{\partial \theta} - 2 \frac{\partial u}{\partial t} = t $$

Calculate derivatives:

$$ \frac{\partial u}{\partial \theta} = 2 \theta + t $$

$$ \frac{\partial u}{\partial t} = \theta $$

Substitute:

$$ (2 \theta + t) - 2 \theta = t $$

Answer:

Verified as true.


Example 3: Verify \( \phi(x,y) = x \cos y + e^x \sin y \) satisfies

$$ \frac{\partial^2 \phi}{\partial x^2} + \frac{\partial^2 \phi}{\partial y^2} + x \cos y = 0 $$

Compute derivatives:

$$ \frac{\partial \phi}{\partial x} = \cos y + e^x \sin y $$

$$ \frac{\partial^2 \phi}{\partial x^2} = e^x \sin y $$

$$ \frac{\partial \phi}{\partial y} = - x \sin y + e^x \cos y $$

$$ \frac{\partial^2 \phi}{\partial y^2} = - x \cos y, e^x \sin y $$

Sum:

$$ \frac{\partial^2 \phi}{\partial x^2} + \frac{\partial^2 \phi}{\partial y^2} + x \cos y = e^x \sin y, x \cos y, e^x \sin y + x \cos y = 0 $$

Answer:

The equation is satisfied.

Practice Questions

  1. Solve the PDE \( \frac{\partial u}{\partial y} = 3 t y \) for \( u \), where \( t \) is time and \( y \) is position along a sensor rod. (5 marks)

  2. Using the method of characteristics, solve \( \frac{\partial u}{\partial x} + 2 \frac{\partial u}{\partial y} = 0 \), where \( u \) models voltage in a circuit board. (7 marks)

  3. Solve \( \frac{\partial^2 u}{\partial x \partial y} = 5 e^y \sin x \) given \( \frac{\partial u}{\partial x} = \cos x \) at \( y=0 \) and \( u = y^2 \) at \( x = \pi/2 \). (8 marks)

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🔒6.2 Second order partial differential equations

Second order PDEs involve second derivatives of the unknown function and are fundamental in describing dynamic processes such as heat conduction, wave propagation, and vibration analysis in automotive mechatronics. These equations often model thermal distribut…

🔒6.3 Applications in;

Stationary points occur in functions where the rate of change with respect to variables is zero. In automotive mechatronics, identifying stationary points helps optimize system behaviors such as engine performance maps or sensor calibration surfaces. These poi…

Chapter Summary

This chapter focused on solving partial differential equations, beginning with first order partial differential equations where methods to find solutions were explored through examples. It then advanced to second order partial differential equations, demonstrating techniques for handling more complex equations commonly encountered in engineering problems. The applications section covered several important concepts starting with stationary points, where conditions for maxima, minima, and saddle points were analyzed. The use of total differentials was explained to approximate changes in functions of multiple variables. Small changes in variables were examined to understand their effects on dependent quantities. The chapter also addressed rates of change to quantify how functions evolve with respect to one or more variables. Finally, the concepts of tangents and normals were applied to curves defined implicitly by partial derivatives, linking geometry with differential calculus in practical contexts.

Self-Assessment

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Written Assessment

  1. Solve the first order partial differential equation \( \frac{\partial z}{\partial x} + 3 \frac{\partial z}{\partial y} = 0 \) given the initial condition \( z(x,0) = x^2 \). (2 marks)

  2. Find the general solution to the second order partial differential equation \( \frac{\partial^2 z}{\partial x^2} + \frac{\partial^2 z}{\partial y^2} = 0 \) where \( z \) is a function of \( x \) and \( y \). (3 marks)

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Chapter Examination Questions

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SECTION A (40 Marks) - Answer ALL Questions

  1. A vehicle’s engine temperature \(T(x,y)\) at point \((x,y)\) on the engine block satisfies the first order partial differential equation \(\frac{\partial T}{\partial x} + 3 \frac{\partial T}{\partial y} = 0\). Find the general solution for \(T(x,y)\). (4 marks)
  2. Solve the first order partial differential equation \(\frac{\partial u}{\partial x} = y \frac{\partial u}{\partial y}\) where \(u(x,y)\) represents the voltage distribution in an automotive sensor. (4 marks)
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Am I competent?

At the start of this chapter we promised you would be able to:

  • Correctly determine the derivatives of various functions using differentiation.
  • Apply integration techniques to solve engineering problems accurately.
  • Find the derivatives of trigonometric, hyperbolic, and inverse trigonometric functions confidently.
  • Calculate rates of change and small changes in functions using differentiation.
  • Perform calculations involving stationary points of functions with two variables.
  • Determine integrals of algebraic, trigonometric, logarithmic, hyperbolic, and inverse functions.
  • Solve first order differential equations using different methods with accuracy.
  • Solve second order differential equations using the method of undetermined coefficients.

Tick each one you can genuinely do.

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