Chapter 3: Boundary-value Problems Review 1. Solutions to ordinary differential equations with constant coefficients (ODE) A.

First order ordinary differential equations:

Solution:

B. Second order ordinary differential equations:

Solution:

Case1: The roots are distinct and real (

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Chapter 3: Boundary-value Problems Case2: The roots are equal and real (

Case3: The roots are distinct and complex (

i.e

Example: Solve

Solution:

2. Superposition principle If y1, y2, ..., yk are solutions to a differential equations then the linear combination of these solutions

is also a solution also known as general solution.

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Chapter 3: Boundary-value Problems

Solving Partial Differential Equations (PDE) by Separation of Variables (Product solution) 1. Introduction The general form of

where if

, it is called homogeneous PDE otherwise it is called nonhomogeneous.

where if

, it is called homogeneous PDE otherwise it is called nonhomogeneous.

2. Classification of the homogeneous second order linear PDE The homogeneous second order linear PDE

where A,B, C, D, E, and F are real constants is said to be i) ii) iii) hyperbolic if parabolic if elliptic if

Example: Classify the equation.

Solution:

Therefore the PDE is parabolic.

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Chapter 3: Boundary-value Problems Therefore the PDE is hyperbolic.

Therefore the PDE is elliptic.

3. Solving PDE by separation of variables

Solution:

Note: Two functions of different variables (in this case x and y) can only be equal if and only if these functions are constant functions of the same constant. Since Case1: is a constant, there are three possible values for

Case2:

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Chapter 3: Boundary-value Problems

Case3: (for the rest of the chapter including the tests and final, only this case will be considered)

4.

One-dimensional Wave Equation

The wave equation is an important second-order linear partial differential equation that describes the propagation of a variety of waves, such as sound waves, light waves and water waves. It arises in fields such as acoustics, electromagnetics, and fluid dynamics. Historically, the problem of a vibrating string such as that of a musical instrument was studied by Jean le Rond d'Alembert, Leonhard Euler, Daniel Bernoulli, and Joseph-Louis Lagrange. Pythagoras could be called the first known string theorist. Pythagoras discovered this by looking and listening. Today that information is more precisely encoded into mathematics, namely the wave equation for a string with a tension T and a mass per unit length m. If the string is fixed at each end and has an unstretched length L, described in coordinates as in the drawing below.

U(x,t)

x is the distance along the string and U(x, t) is the height of the string or the displacement of the string at any point x and any time t, as the string oscillates in time t. In order for the wave equation to apply to the waves in a string, it must meet certain constraints. For an ideal string, it is assumed that

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Chapter 3: Boundary-value Problems The string is perfectly uniform with a constant mass per unit length, and is perfectly elastic with no resistance to bending. The string tension is presumed to be large enough so that gravity can be neglected. Small segments of the string are presumed to move transversely in a plane perpendicular to the string, and that the displacements and slopes of segments of the string are small.

These idealizations permit the development of a wave equation which describes well the vibrations of thin real strings. The one-dimensional wave equation for a plane wave traveling in the x direction is

where

is the ratio of the string tension to the string mass per unit length.

When solving the equations of motion, we need to know the "boundary conditions" of the string. Let's suppose that the string is fixed at each end and has an unstretched length L. Since the string is secured to the x-axis and for all time , this can be interpreted by the two boundary conditions

Since the solution depend on time t, we can prescribe what happens at , that is the intial conditions. If it is specify that the initial displacement (or shape) of the string is f(x) and the initial velocity is g(x), then the two initial conditions

U(x,t)

Now we are in position to solve the boundary-value problem of wave equation. The vertical displacement U(x, t) of the vibrating string of length L is determined by solving

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Chapter 3: Boundary-value Problems

Solution:

Therefore and

Therefore

The boundary condition

can be translated into

, thus

Rewrite the equation: The boundary condition can be translated into , thus

Note: if Rewrite the equation:

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Chapter 3: Boundary-value Problems

By superposition principle:

For the initial condition:

Since this is a Fourier sine series,

and the value of

can be obtained if f(x) is given

For the initial condition:

Again since this is a Fourier sine series,

and the value of

can be obtained if g(x) is given.

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Chapter 3: Boundary-value Problems Example: At the time t = 0, a string of length 2 unit is stretched on the x-axis with the initial position is given as in the following figure . For t > 0, both ends of the string and are secured on the x-axis. If the string starts vibrating from rest, find the vertical displacement

(1, 1)

Solution To determine U(x, t) is to solved the partial differential equation

subject to boundary conditions and (since both ends are secured on the x-axis) and intial conditions

Let

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Chapter 3: Boundary-value Problems

Therefore

The boundary condition

, thus

Rewrite the equation: The boundary condition , thus

Note: if Rewrite the equation:

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Chapter 3: Boundary-value Problems

For the initial condition:

Since this is a Fourier sine series,

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Chapter 3: Boundary-value Problems

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