MIT-OCW-Transcripts / -D4GDdxJrpg.txt
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okay today I'm speaking about the first
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okay today I'm speaking about the first
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okay today I'm speaking about the first
of the three great partial differential
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of the three great partial differential
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of the three great partial differential
equation partial differential equations
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equation partial differential equations
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equation partial differential equations
so this one is called Laplace's equation
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so this one is called Laplace's equation
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so this one is called Laplace's equation
named after Laplace and you see partial
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named after Laplace and you see partial
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named after Laplace and you see partial
derivatives so we have I don't have time
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derivatives so we have I don't have time
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derivatives so we have I don't have time
this equation is in steady state I have
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this equation is in steady state I have
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this equation is in steady state I have
x and y I'm in the XY plane and I have
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x and y I'm in the XY plane and I have
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x and y I'm in the XY plane and I have
second derivatives in X and in Y so I'm
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second derivatives in X and in Y so I'm
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second derivatives in X and in Y so I'm
looking for solutions to that equation
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looking for solutions to that equation
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looking for solutions to that equation
and of course I'm given some boundary
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and of course I'm given some boundary
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and of course I'm given some boundary
values
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values
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values
so time is not here the boundary values
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so time is not here the boundary values
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so time is not here the boundary values
the boundary is in the XY plane maybe a
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the boundary is in the XY plane maybe a
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the boundary is in the XY plane maybe a
circle think about a circle in the XY
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circle think about a circle in the XY
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circle think about a circle in the XY
plane and on the circle I know the
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plane and on the circle I know the
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plane and on the circle I know the
solution U
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solution U
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solution U
so the boundary values around the circle
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so the boundary values around the circle
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so the boundary values around the circle
or give it and I have to find the
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or give it and I have to find the
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or give it and I have to find the
temperature you inside the circle so I
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temperature you inside the circle so I
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temperature you inside the circle so I
know the temperature on the boundary I
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know the temperature on the boundary I
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know the temperature on the boundary I
let it settle down and I want to know
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let it settle down and I want to know
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let it settle down and I want to know
the temperature inside and the beauty is
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the temperature inside and the beauty is
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the temperature inside and the beauty is
it solves that
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it solves that
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it solves that
basic partial differential equation so
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basic partial differential equation so
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basic partial differential equation so
let's find some solutions they might not
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let's find some solutions they might not
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let's find some solutions they might not
match the boundary values but we can use
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match the boundary values but we can use
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match the boundary values but we can use
them so u equal constant certainly
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them so u equal constant certainly
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them so u equal constant certainly
solves the equation u equal x the second
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solves the equation u equal x the second
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solves the equation u equal x the second
derivatives will be 0 u equal Y here's a
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derivatives will be 0 u equal Y here's a
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derivatives will be 0 u equal Y here's a
better one x squared minus y squared so
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better one x squared minus y squared so
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better one x squared minus y squared so
the second derivative in the x-direction
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the second derivative in the x-direction
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the second derivative in the x-direction
is 2 the second derivative in the
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is 2 the second derivative in the
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is 2 the second derivative in the
y-direction is minus 2 so I have 2 minus
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y-direction is minus 2 so I have 2 minus
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y-direction is minus 2 so I have 2 minus
2 it solves the equation or this one the
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2 it solves the equation or this one the
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2 it solves the equation or this one the
second derivative in X is 0 second
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second derivative in X is 0 second
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second derivative in X is 0 second
derivative in Y is 0 those are simple
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derivative in Y is 0 those are simple
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derivative in Y is 0 those are simple
solutions but those are only a few
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solutions but those are only a few
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solutions but those are only a few
solutions and we need an infinite
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solutions and we need an infinite
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solutions and we need an infinite
sequence because we're going to match
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sequence because we're going to match
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sequence because we're going to match
initial
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initial
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initial
conditions ok so is there a path pattern
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conditions ok so is there a path pattern
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conditions ok so is there a path pattern
here so this is degree zero constant
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here so this is degree zero constant
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here so this is degree zero constant
these are degree one linear these are
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these are degree one linear these are
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these are degree one linear these are
degree two quadratic so I hope for two
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degree two quadratic so I hope for two
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degree two quadratic so I hope for two
cubic ones and then I hope for two
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cubic ones and then I hope for two
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cubic ones and then I hope for two
fourth degree ones and that's the
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fourth degree ones and that's the
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fourth degree ones and that's the
pattern that's the pattern let me find
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pattern that's the pattern let me find
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pattern that's the pattern let me find
let me spot the
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let me spot the
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let me spot the
the cubic ones X cube if I start with X
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the cubic ones X cube if I start with X
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the cubic ones X cube if I start with X
cube of course the second X derivative
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cube of course the second X derivative
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cube of course the second X derivative
is probably 6 X
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is probably 6 X
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is probably 6 X
so I need the second Y derivative to be
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so I need the second Y derivative to be
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so I need the second Y derivative to be
minus 6x and I think minus 3x y squared
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minus 6x and I think minus 3x y squared
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minus 6x and I think minus 3x y squared
does it mine the second derivative of in
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does it mine the second derivative of in
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does it mine the second derivative of in
Y is 2 times the minus 3x is minus 6x
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Y is 2 times the minus 3x is minus 6x
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Y is 2 times the minus 3x is minus 6x
cancels the 6 X from that's from the
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cancels the 6 X from that's from the
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cancels the 6 X from that's from the
second derivative there and it works so
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second derivative there and it works so
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second derivative there and it works so
that fits the pattern but what is the
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that fits the pattern but what is the
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that fits the pattern but what is the
pattern ok here it is it's fantastic
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pattern ok here it is it's fantastic
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pattern ok here it is it's fantastic
it's I
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it's I
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it's I
get I get these
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get I get these
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get I get these
crazy polynomials from taking X plus iy
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crazy polynomials from taking X plus iy
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crazy polynomials from taking X plus iy
to the different powers here to the
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to the different powers here to the
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to the different powers here to the
first power if n is 1
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first power if n is 1
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first power if n is 1
and I just have X plus iy and I take the
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and I just have X plus iy and I take the
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and I just have X plus iy and I take the
real part that's X so I'll take a real
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real part that's X so I'll take a real
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real part that's X so I'll take a real
part of this
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part of this
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part of this
the real part of this when n is 1 the
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the real part of this when n is 1 the
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the real part of this when n is 1 the
real part is X
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real part is X
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real part is X
what about when n is 2 can you can you
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what about when n is 2 can you can you
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what about when n is 2 can you can you
square that in your head so we have x
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square that in your head so we have x
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square that in your head so we have x
squared and we have I squared Y squared
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squared and we have I squared Y squared
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squared and we have I squared Y squared
I squared be minus 1 so I have x squared
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I squared be minus 1 so I have x squared
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I squared be minus 1 so I have x squared
and I have minus y spread look the real
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and I have minus y spread look the real
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and I have minus y spread look the real
part of this when n is 2 the real part
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part of this when n is 2 the real part
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part of this when n is 2 the real part
of X plus I Y squared the real part is x
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of X plus I Y squared the real part is x
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of X plus I Y squared the real part is x
squared minus y squared and the
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squared minus y squared and the
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squared minus y squared and the
imaginary part
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imaginary part
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imaginary part
was the 2i X Y so the imaginary part
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was the 2i X Y so the imaginary part
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was the 2i X Y so the imaginary part
that multiplies I is the 2xy this is our
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that multiplies I is the 2xy this is our
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that multiplies I is the 2xy this is our
pattern when n is 2 and when n is 3 I
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pattern when n is 2 and when n is 3 I
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pattern when n is 2 and when n is 3 I
take X plus I Y cubed and that begins
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take X plus I Y cubed and that begins
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take X plus I Y cubed and that begins
with X cube like that and then I think
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with X cube like that and then I think
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with X cube like that and then I think
that the other real part would be a
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that the other real part would be a
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that the other real part would be a
minus 3 XY squared I think you should
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minus 3 XY squared I think you should
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minus 3 XY squared I think you should
check that and then there will be an
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check that and then there will be an
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check that and then there will be an
imaginary part well I think I could
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imaginary part well I think I could
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imaginary part well I think I could
figure out the imaginary part as I think
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figure out the imaginary part as I think
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figure out the imaginary part as I think
maybe something like minus is something
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maybe something like minus is something
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maybe something like minus is something
like
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like
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like
-
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yeah maybe maybe it's
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yeah maybe maybe it's
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yeah maybe maybe it's
3y x squared minus y cube something like
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3y x squared minus y cube something like
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3y x squared minus y cube something like
that
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that
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that
that would be the real part and that
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that would be the real part and that
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that would be the real part and that
would be the imaginary part when n is 3
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would be the imaginary part when n is 3
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would be the imaginary part when n is 3
and wonderfully wonderfully it works for
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and wonderfully wonderfully it works for
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and wonderfully wonderfully it works for
all
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all
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all
powers
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powers
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powers
exponents n
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exponents n
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exponents n
so I have now a sort of pretty big
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so I have now a sort of pretty big
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so I have now a sort of pretty big
family of solutions a list a double list
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family of solutions a list a double list
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family of solutions a list a double list
really the real parts and the imaginary
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really the real parts and the imaginary
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really the real parts and the imaginary
parts for every N so I can use those
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parts for every N so I can use those
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parts for every N so I can use those
to solve my find the solution U which
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to solve my find the solution U which
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to solve my find the solution U which
I'm looking for the the temperature
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I'm looking for the the temperature
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I'm looking for the the temperature
inside the circle right now of course I
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inside the circle right now of course I
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inside the circle right now of course I
have a linear equation so
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have a linear equation so
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have a linear equation so
if I have several solutions I can
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if I have several solutions I can
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if I have several solutions I can
combine them and I still have a solution
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combine them and I still have a solution
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combine them and I still have a solution
x plus 7y will be a solution plus 11x
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x plus 7y will be a solution plus 11x
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x plus 7y will be a solution plus 11x
squared minus y squared no problem Plus
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squared minus y squared no problem Plus
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squared minus y squared no problem Plus
56 times 2xy those are all solutions so
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56 times 2xy those are all solutions so
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56 times 2xy those are all solutions so
I'm going to find a solution
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I'm going to find a solution
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I'm going to find a solution
my final solution you will be a
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my final solution you will be a
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my final solution you will be a
combination of this this this this this
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combination of this this this this this
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combination of this this this this this
this this and all the others for higher
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this this and all the others for higher
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this this and all the others for higher
n that's going to be my solution and I
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n that's going to be my solution and I
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n that's going to be my solution and I
will need that infinite family see
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will need that infinite family see
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will need that infinite family see
partial differential equations we move
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partial differential equations we move
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partial differential equations we move
up to infinite family of solutions
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up to infinite family of solutions
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up to infinite family of solutions
instead of just a couple of null
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instead of just a couple of null
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instead of just a couple of null
solutions okay so let me take an example
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solutions okay so let me take an example
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solutions okay so let me take an example
let me take an example oh
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my we're taking the region to be a
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my we're taking the region to be a
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my we're taking the region to be a
circle
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circle
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circle
okay
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align:start position:0%
so in that circle
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so in that circle
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so in that circle
I'm looking for the solution U of x and
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I'm looking for the solution U of x and
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I'm looking for the solution U of x and
y and actually in a circle it's pretty
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y and actually in a circle it's pretty
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y and actually in a circle it's pretty
natural to use polar coordinates instead
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natural to use polar coordinates instead
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natural to use polar coordinates instead
of x and y inside a circle that that's
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of x and y inside a circle that that's
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of x and y inside a circle that that's
inconvenient in the xy-plane it's
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inconvenient in the xy-plane it's
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inconvenient in the xy-plane it's
equation is
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equation is
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equation is
involves x equals square root of 1 minus
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involves x equals square root of 1 minus
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involves x equals square root of 1 minus
y squared or something
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y squared or something
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y squared or something
I'll switch to polar coordinates R and
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I'll switch to polar coordinates R and
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I'll switch to polar coordinates R and
theta
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theta
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theta
well you might say
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well you might say
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well you might say
remember we had these nice family of
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remember we had these nice family of
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remember we had these nice family of
solutions
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solutions
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solutions
what is it still good in polar
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what is it still good in polar
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what is it still good in polar
coordinates well the fact is it's even
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coordinates well the fact is it's even
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coordinates well the fact is it's even
better so the solutions you will be the
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better so the solutions you will be the
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better so the solutions you will be the
real part and the imaginary part now
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real part and the imaginary part now
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real part and the imaginary part now
what is X plus I Y
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what is X plus I Y
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what is X plus I Y
in
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in
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in
R and theta well we all know X is R cos
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R and theta well we all know X is R cos
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R and theta well we all know X is R cos
theta plus
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theta plus
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theta plus
I R
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I R
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I R
sine theta and
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sine theta and
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sine theta and
that's R
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that's R
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that's R
times cos theta plus I sine theta the
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times cos theta plus I sine theta the
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times cos theta plus I sine theta the
one unforgettable complex
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align:start position:0%
Euler's formula e to the I theta
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Euler's formula e to the I theta
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Euler's formula e to the I theta
ok
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ok
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ok
now I need its nth power the nth power
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now I need its nth power the nth power
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now I need its nth power the nth power
of this is wonderful the real part and
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of this is wonderful the real part and
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of this is wonderful the real part and
imaginary part of the nth power is R to
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imaginary part of the nth power is R to
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imaginary part of the nth power is R to
the nth eetu the i N
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the nth eetu the i N
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the nth eetu the i N
see that's my X plus iy to the enth much
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see that's my X plus iy to the enth much
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see that's my X plus iy to the enth much
nicer in polar coordinates because I can
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nicer in polar coordinates because I can
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nicer in polar coordinates because I can
take the real part and the imaginary
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take the real part and the imaginary
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take the real part and the imaginary
part right away it's R to the n cos n
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part right away it's R to the n cos n
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part right away it's R to the n cos n
theta and
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theta and
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theta and
R to the N sine of theta
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R to the N sine of theta
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R to the N sine of theta
these are my solutions my long list of
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these are my solutions my long list of
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these are my solutions my long list of
solutions to Laplace's equation and it's
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solutions to Laplace's equation and it's
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solutions to Laplace's equation and it's
some combination of those some my final
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some combination of those some my final
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some combination of those some my final
thing is going to be some combination of
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thing is going to be some combination of
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thing is going to be some combination of
those some combination may be
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those some combination may be
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those some combination may be
coefficients a sub n sum I
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coefficients a sub n sum I
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coefficients a sub n sum I
can use these
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and I can use these so maybe B sub n R
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and I can use these so maybe B sub n R
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and I can use these so maybe B sub n R
to the N sine and theta
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to the N sine and theta
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to the N sine and theta
you may wonder what I'm doing but what
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you may wonder what I'm doing but what
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you may wonder what I'm doing but what
I'm achieving is to find the a big the
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I'm achieving is to find the a big the
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I'm achieving is to find the a big the
general solution of Laplace's equation
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general solution of Laplace's equation
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general solution of Laplace's equation
instead of two constants that we had for
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instead of two constants that we had for
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instead of two constants that we had for
an ordinary differential equation as C 1
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an ordinary differential equation as C 1
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an ordinary differential equation as C 1
and a C 2 here I have these guys go from
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and a C 2 here I have these guys go from
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and a C 2 here I have these guys go from
up to infinity and goes up to infinity
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up to infinity and goes up to infinity
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up to infinity and goes up to infinity
so I have many solutions and any
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so I have many solutions and any
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so I have many solutions and any
combination working so that's the
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combination working so that's the
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combination working so that's the
general solution that's the general
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general solution that's the general
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general solution that's the general
solution and I would have to match that
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solution and I would have to match that
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solution and I would have to match that
now here's the final step and not simple
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now here's the final step and not simple
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now here's the final step and not simple
not always simple I have to match this
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not always simple I have to match this
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not always simple I have to match this
to the boundary conditions that's what
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to the boundary conditions that's what
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to the boundary conditions that's what
will tell me the constants of course as
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will tell me the constants of course as
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will tell me the constants of course as
usual C 1 and C 2 came from the matching
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usual C 1 and C 2 came from the matching
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usual C 1 and C 2 came from the matching
the conditions now I don't have just C 1
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the conditions now I don't have just C 1
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the conditions now I don't have just C 1
and C 2 I have this infinite family of
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and C 2 I have this infinite family of
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and C 2 I have this infinite family of
A's infinite family of bees and I have a
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A's infinite family of bees and I have a
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A's infinite family of bees and I have a
lot more to match because on the
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lot more to match because on the
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lot more to match because on the
boundary here I have to match
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boundary here I have to match
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boundary here I have to match
u 0 which is given so I might be given
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u 0 which is given so I might be given
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u 0 which is given so I might be given
suppose I was given the u0 equal the
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suppose I was given the u0 equal the
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suppose I was given the u0 equal the
temperature was
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temperature was
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temperature was
equal one on the top half and on the
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equal one on the top half and on the
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equal one on the top half and on the
bottom half say the temperature is
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bottom half say the temperature is
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bottom half say the temperature is
minus one
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align:start position:0%
that's a typical problem I have a
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that's a typical problem I have a
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that's a typical problem I have a
circular region a
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circular region a
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circular region a
the top half is held at one temperature
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the top half is held at one temperature
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the top half is held at one temperature
the lower half is held at a different
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the lower half is held at a different
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the lower half is held at a different
temperature I reach equilibrium
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temperature I reach equilibrium
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temperature I reach equilibrium
everybody knows that along that line
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everybody knows that along that line
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everybody knows that along that line
probably the temperature would be zero
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probably the temperature would be zero
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probably the temperature would be zero
by symmetry but what's the temperature
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by symmetry but what's the temperature
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by symmetry but what's the temperature
they are halfway up knotti not so easy
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they are halfway up knotti not so easy
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they are halfway up knotti not so easy
or anywhere in there well the answer is
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or anywhere in there well the answer is
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or anywhere in there well the answer is
you in the middle U of R and theta
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you in the middle U of R and theta
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you in the middle U of R and theta
inside is given by
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inside is given by
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inside is given by
that formula
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that formula
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that formula
that formula and again the a ends and
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that formula and again the a ends and
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that formula and again the a ends and
the B ends come by matching the getting
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the B ends come by matching the getting
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the B ends come by matching the getting
the right answer on the boundary well
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the right answer on the boundary well
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the right answer on the boundary well
there's a big theory there how do I
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there's a big theory there how do I
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there's a big theory there how do I
match these that's called a Fourier
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match these that's called a Fourier
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match these that's called a Fourier
series that's called a Fourier series so
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series that's called a Fourier series so
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series that's called a Fourier series so
I'm finding the coefficients for a
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I'm finding the coefficients for a
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I'm finding the coefficients for a
Fourier series the A's and B's that
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Fourier series the A's and B's that
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Fourier series the A's and B's that
match a function around the boundary
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match a function around the boundary
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match a function around the boundary
and I could match any function and
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and I could match any function and
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and I could match any function and
Fourier series is another entirely
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Fourier series is another entirely
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Fourier series is another entirely
separate video this we've done the job
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separate video this we've done the job
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separate video this we've done the job
with Laplace's equation in a circle
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with Laplace's equation in a circle
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with Laplace's equation in a circle
we've reduced the problem to a Fourier
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we've reduced the problem to a Fourier
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we've reduced the problem to a Fourier
series problem we have found the general
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series problem we have found the general
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series problem we have found the general
solution and then to match it to a
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solution and then to match it to a
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solution and then to match it to a
specific given boundary value that's a
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specific given boundary value that's a
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specific given boundary value that's a
Fourier series problem so I'll have to
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Fourier series problem so I'll have to
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Fourier series problem so I'll have to
put that off to the Fourier series video
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put that off to the Fourier series video
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put that off to the Fourier series video
thank you