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25.2

Introduction

In this Section we discuss briey some of the most important PDEs that arise in various branches

of science and engineering. We shall see that some equations can be used to describe a variety

of dierent situations.

Prerequisites

Before starting this Section you should . . .

There are no specic prerequisites for this

Section

Learning Outcomes

After completing this Section you should be

able to . . .

recognise the heat conduction equation,

wave equation and have some knowledge

of their spheres of application

The Key Point at the end of Section 1 by no means exhausts the types of PDE which are

important in applications. In this Section we will discuss the three PDEs in the Key Point in

more detail and briey discuss other PDEs over a wide range of applications: We will omit

detailed derivations.

1. Wave Equations

The simplest situation to give rise to the one-dimensional wave equation is the motion of a

stretched string - specically the transverse vibrations of a string such as the string of a

musical instrument. Assume that a string is placed along the xaxis, is stretched and then

xed at ends x = 0 and x = L; it is then deected and at some instant, which we call t = 0, is

released and allowed to vibrate. The quantity of interest is the deection u of the string at any

point x, 0 x L, and at any time t > 0. We write u = u(x, t). The diagram shows a possible

displacement of the string at a xed time t.

u=

u

x

u(x, t)

L

0

Subject to various assumptions

1. neglecting damping forces such as air resistance

2. neglecting the weight of the string

3. that the tension in the string is tangential to the curve of the string at any point

4. that the string performs small transverse oscillations i.e. every particle of the string moves

strictly vertically and such that its deection and slope as every point on the string is

small.

it can be shown, by applying Newtons Law of motion to a small segment of the string, that

u satises the PDE

2

u

t

2

= c

2

2

u

x

2

(1)

where c

2

=

T

, being the mass per unit length of the string and T being the (constant)

horizontal component of the tension in the string. To determine u(x, t) uniquely, we must also

know

1. the initial denition of the string at the time t = 0 at which it is released

2. the initial velocity of the string.

Thus we must be given initial conditions

u (x, 0) = f(x) 0 x L (Initial position)

u

t

(x, 0) = g(x) 0 x L (Initial velocity)

HELM (VERSION 1: March 18, 2004): Workbook Level 2

25.2: Applications of PDEs

2

where f(x) and g(x) are known. These two initial conditions are in addition to the two bound-

ary conditions

u(0, t) = u(L, t) = 0 for t 0

which indicate that the string is xed at each end. In the specic example discussed in the

previous Section we had

f(x) = u

0

sin

The PDE (1) is the (undamped) wave equation. We will discuss solutions of it for various

initial conditions later. More complicated forms of the wave equation would arise if some of the

assumptions were modied. For example:

(a)

2

u

t

2

= c

2

2

u

x

2

g if the weight of the string was allowed for,

(b)

2

u

t

2

= c

2

2

u

x

2

u

t

if a damping force proportional to the velocity of the string

(with damping constant ) was included.

(1) is referred to as the one-dimensional wave equation because only one space variable, x, is

present. The two-dimensional (undamped) wave equation is, in Cartesian coordinates,

2

u

t

2

= c

2

2

u

x

2

+

2

u

y

2

(2)

This arises for example when we model the transverse vibrations of a membrane. See Figures

below. Here u(x, y, t) is the denition of a point (x, y) on the membrane at time t. Again, a

boundary condition must be specied: commonly

u = 0 t 0

on the boundary of the membrane, if this is xed (clamped). Also initial conditions must be

given

u (x, y, 0) = f(x, y) (initial position)

u

t

(x, y, 0) = g(x, y) (initial velocity)

For a circular membrane, such as a drumhead, polar coordinates dened by x = r cos , y =

r sin would be more convenient than Cartesian. In this case (2) becomes

2

u

t

2

= c

2

2

u

r

2

+

1

r

u

r

+

1

r

2

2

u

0 r R, 0 2

3 HELM (VERSION 1: March 18, 2004): Workbook Level 2

25.2: Applications of PDEs

for a circular membrane of radius R.

y

x

a

b

y

x

R

2. Heat conduction Equations

Consider a long thin bar, or wire, of constant cross-section and of homogeneous material oriented

along the xaxis.

x

x=L

x=0

Imagine that the bar is thermally insulated laterally and is suciently thin that heat ows (by

conduction) only in the xdirection. Then the temperature u at any point in the bar depends

only on the xcoordinate of the point and the time t. By applying the principle of conservation

of energy it can be shown that u(x, t) satises the PDE

u

t

= k

2

u

x

2

0 x L

t > 0

(3)

where k is a positive constant. In fact k, sometimes called the thermal diusivity of the bar,

is given by

k =

s

where = thermal conductivity of the material of the bar

s = specic heat capacity of the material of the bar

= density of the material of the bar.

The PDE (3) is called the one-dimensional heat conduction equation (or, in other contexts where

it arises, the diusion equation).

What is the obvious dierence between the wave equation (1) and the heat

conduction equation (3)?

Your solution

HELM (VERSION 1: March 18, 2004): Workbook Level 2

25.2: Applications of PDEs

4

B o t h e q u a t i o n s i n v o l v e s e c o n d d e r i v a t i v e s i n t h e s p a c e v a r i a b l e x b u t w h e r e a s t h e w a v e e q u a t i o n

h a s a s e c o n d d e r i v a t i v e i n t h e t i m e v a r i a b l e t t h e h e a t c o n d u c t i o n e q u a t i o n h a s o n l y a r s t

d e r i v a t i v e i n t . T h i s m e a n s t h a t t h e s o l u t i o n s o f ( 3 ) a r e q u i t e d i e r e n t i n f o r m f r o m t h o s e o f

( 1 ) a n d w e s h a l l s t u d y t h e m s e p a r a t e l y l a t e r .

The fact that (3) is rst order in t means that only one initial condition at t = 0 is needed,

together with two boundary conditions, to obtain a unique solution. The usual initial condition

species the initial temperature distribution in the bar

u(x, 0) = f(x)

where f(x) is known. Various types of boundary conditions at x = 0 and x = L are possible.

For example:

(a) u(0, t) = T

1

and u(L, T) = T

2

(ends of the bar are at constant temperatures T

1

and

T

2

).

(b)

u

x

(0, t) =

u

x

(L, t) = 0 which are insulation conditions since they tell us that there

is no heat ow through the ends of the bar.

As you would expect, there are two-dimensional and three-dimensional forms of the heat con-

duction equation. The two dimensional version of (3) is

u

t

= k

2

u

x

2

+

2

u

y

2

(4)

where u(x, y, t) is the temperature in a at plate. The plate is assumed to be thin and insulated

on its top and bottom surface so that no heat ow occurs other than in the Oxy plane. Boundary

conditions and an initial condition are needed to give unique solutions of (4). For example if

the plate is rectangular:

x

x=a

y =b

y

typical boundary conditions might be

u(x, 0) = T

1

0 x a (bottom side at xed temperature)

u

x

(a, y) = 0 0 y b (right hand side insulated)

u(x, b) = T

2

0 x a (top side at xed temperature)

u(0, y) = 0 0 y b (left hand side at zero xed temperature).

An initial condition would have the form u(x, y, 0) = f(x, y), where f is a given function.

5 HELM (VERSION 1: March 18, 2004): Workbook Level 2

25.2: Applications of PDEs

3. Transmission Line Equations

In a long electrical cable or a telephone wire both the current and voltage depend upon position

along the wire as well as the time.

x

v(x, t)

i(x, t)

i(x, t)

It is possible to show, using basic laws of electrical circuit theory, that the electrical current

i(x, t) satises the PDE

2

i

x

2

= LC

2

i

t

2

+ (RC + GL)

i

t

+ RGi (5)

where the constants R, L, C and G are, for unit length of cable, respectively the resistance,

inductance, capacitance and leakage conductance. The voltage v(x, t) also satises (5). Special

cases of (5) arise in particular situations. For a submarine cable G is negligible and frequencies

are low so inductive eects can also be neglected. In this case (5) becomes

2

i

x

2

= RC

i

t

(6)

which is called the submarine equation or telegraph equation. For high frequency alter-

nating currents, again with negligible leakage, (5) can be approximated by

2

i

x

2

= LC

2

i

t

2

(7)

which is called the high frequency line equation.

What PDEs, already discussed, have the same form as equation (6) or equation

(7)?

Your solution

( 6 ) h a s t h e s a m e f o r m a s t h e o n e - d i m e n s i o n a l h e a t c o n d u c t i o n e q u a t i o n . ( 7 ) h a s t h e s a m e f o r m

a s t h e o n e - d i m e n s i o n a l w a v e e q u a t i o n .

HELM (VERSION 1: March 18, 2004): Workbook Level 2

25.2: Applications of PDEs

6

4. Laplaces Equation

If you look back at the two-dimensional heat conduction equation (4)

u

t

= k

2

u

x

2

+

2

u

y

2

u

t

= 0 so the temperature

u(x, y) is a solution of

2

u

x

2

+

2

u

y

2

= 0 (8)

(8) is the two-dimensional Laplace equation. Both this, and its three-dimensional counter-

part

2

u

x

2

+

2

u

y

2

+

2

u

z

2

= 0 (9)

arise in a wide variety of applications, quite apart from steady state heat conduction theory.

Since time does not arise in (8) or (9) it is evident that Laplaces equation is always a model

for equilibrium situations. In any problem involving Laplaces equation we are interested in

solving it in a specic region R for given boundary conditions. Since conditions may involve

(a) u specied on the boundary curve C (two dimensions) or boundary surface S (three

dimensions) of the region R. Such boundary conditions are called Dirichlet condi-

tions.

(b) The derivative of u normal to the boundary, written

u

n

, specied on C or S. These

are referred to as Neumann boundary conditions.

(c) A mixture of (a) and (b).

Some areas in which Laplaces equation arises are

(a) electrostatics (u being the electrostatic potential in a charge free region)

(b) gravitation (u being the gravitational potential in free space)

(c) steady state ow of inviscid uids

(d) steady state heat conduction (as already discussed.)

Other important PDEs in science and engineering

1. Poissons equation

2

u

x

2

+

2

u

y

2

= f(x, y) (two-dimensional form)

where f(x, y) is a given function. This equation arises in electrostatics, elasticity theory

and elsewhere.

7 HELM (VERSION 1: March 18, 2004): Workbook Level 2

25.2: Applications of PDEs

2. Helmholtzs equation

2

u

x

2

+

2

u

y

2

+ k

2

u = 0 (two dimensional form)

which arises in wave theory.

3. Schrodingers equation

h

2

8

2

m

x

2

+

2

y

2

+

2

z

2

= E

which arises in quantum mechanics. (h is Plancks constant.)

4. Transverse vibrations in a homogeneous rod

a

2

4

u

x

4

+

2

u

t

2

= 0

where u(x, t) is the displacement at time t of the cross-section through x.

All the PDEs we have discussed are second order (because the highest order derivatives that

arise are second order) apart from the last example which is fourth order.

HELM (VERSION 1: March 18, 2004): Workbook Level 2

25.2: Applications of PDEs

8

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