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MATH 115

ADVANCED ENGINEERING
MATHEMATICS
PARTIAL DIFFERENTIAL EQUATIONS

PDEs are models of various physical and geometric


problems, arising when the unknown functions (the
solutions) depend on two or more variables, usually
on time t and one or more space variables.
Some problems in dynamics, elasticity, heat
transfer, electromagnetic theory, and quantum
mechanics require PDEs.
A partial differential equation (PDE) is an equation
involving one or more partial derivatives of an
(unknown) function, call it u, that depends on two or
more variables, often time t and one or several
variables in space.
PARTIAL DIFFERENTIAL EQUATIONS

The order of the highest derivative is called the


order of the PDE.
Just as for ODEs we say that a PDE is linear if it is
of the first degree in the unknown function u and its
partial derivatives.
We call a linear PDE homogeneous if each of its
terms contains u or one of its partial derivatives.
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Example:

All the equations above are linear.


All the equations are homogeneous except equation (4).
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A solution of a PDE in some region R of the space of the
independent variables is a function that has all the partial
derivatives appearing in the PDE in some domain D containing R,
and satisfies the PDE everywhere.
Often one merely requires that the function is continuous on
the boundary of R, has those derivatives in the interior of R,
and satisfies the PDE in the interior of R.
In general, the totality of solutions of a PDE is very large.
For example, the functions

which are entirely different from each other, are solutions


of 2u 2u
0
x 2 y 2
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The unique solution of a PDE corresponding to a given physical
problem will be obtained by the use of additional conditions
arising from the problem.
For instance, when t is one of the variable, u may be
prescribed at t = 0 (initial condition).
Example:
d2y dy
4 y 0 suchthat x 0, y 0, 3
dx 2 dx
Or this is the condition that the solution u assume given the
values on the boundary of the region R (boundary conditions).
Example:

y 2 y 3 y 9 x suchthat y0 1, y 1 2
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Superposition theorem:
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Example:
1. Solve uxx u 0 like an ODE

Answer:
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Example:
Solve like an ODE

Answer:
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Exercise:
Solve for u(x, y) by treating the PDE as an ODE

Exercise:
Verify that the given function is a solution of the indicated
PDE.
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Answer:

Answer:
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Exercise:
Verify that the function


u x , y a ln x y b
2 2

satisfies the Laplaces equation and determine a and b so that
u satisfies the boundary conditions
u 110 on the circle x 2 y 2 1
and
u 0 on the circle x y 100
2 2
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Answer:

u x , y 110
110
ln 100

ln x 2 y 2
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MODELING: VIBRATING STRING, WAVE EQUATION
As a first important PDE let us derive the equation modeling
small transverse vibrations of an elastic string, such as a violin
string.
We place the string along the x-axis, stretch it to length L,
and fasten it at ends x = 0 and x = L.
We then distort the string, and at some instant, call it t=0, we
release it and allow it to vibrate.

The problem is to determine the vibrations of the string, that


is, to find its deflection at any point x and at any time t > 0.
PARTIAL DIFFERENTIAL EQUATIONS
Physical Assumptions:
The mass of the string per unit length is constant.
The tension caused by stretching the string is so large that
the action of gravitational force on the string can be
neglected.
The string performs small transverse motions in a vertical
plane; that is every particle of the string moves strictly
vertically and so that deflection and the slope at every
point of the string always remain small in absolute value.
Under these assumptions we may expect solutions u(x, t)
that describe the physical reality sufficiently well.
PARTIAL DIFFERENTIAL EQUATIONS
To obtain the PDE, we consider the forces acting on a small
portion of the string.

Let T1 and T2 be the tension of the endpoints P and Q of that


portion. Since the points of the string move vertically, there
is no motion in the horizontal direction, hence the horizontal
components of the tension must be constant. That is
(eqn 1)
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In the vertical direction, we use Newtons second law.

That is the resultant of the vertical components of the tension


is equal to the mass x of the portion times the acceleration .
Hence,
(eqn 2)
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Dividing the equation by the result in (eqn 1)

(eqn 3)
Since tan and tan are the slopes at x and x + x

Dividing (eqn 2) by x, we have

If we let x approach zero, we obtain the PDE.


PARTIAL DIFFERENTIAL EQUATIONS
SOLUTION OF THE WAVE EQUATION BY SEPARATING
VARIABLES: USE OF FOURIER SERIES
The model of a vibrating elastic spring consists of the one-
dimensional wave equation

for the unknown deflection of the string


Since the string is fastened at the ends x = 0 and x = L, we
have two boundary conditions
PARTIAL DIFFERENTIAL EQUATIONS
Furthermore, the form of the motion will depend on its initial
deflection, call it f(x), and on its initial velocity, call it g(x).
We thus have two initial conditions

where
u
ut
t

We need to find a solution of the PDE satisfying the two


conditions.
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We shall do this in three steps, as follows.
Step 1: By the method of separating variables, setting

u x, t F x Gt
we obtain two ODEs, one for F(x) and the other one for G(t).
Step 2: We determine solutions of these ODEs that satisfy
the boundary conditions.
Step 3: Using Fourier series, we use the solution in step 2 to
obtain a solution to the PDE satisfying both the boundary and
initial conditions.
PARTIAL DIFFERENTIAL EQUATIONS
STEP 1: TWO ODEs
In the method of separating variables, we determine solutions
of the wave equation of the form
u x, t F x Gt
Differentiating, we have

where dots denotes derivatives with respect to t and primes


derivatives with respect to x.
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Inserting this to the wave equation, we have

Separating the variables, we have

Both sides must be constant so

Multiplying by the denominators gives immediately two ODEs

and

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STEP 2: SATISFYING THE BOUNDARY CONDITIONS
Solving for F and G in
u x, t F x Gt
using the boundary conditions

u0, t F 0 Gt 0 uL, t F LGt 0

If G = 0, then u = FG = 0, which is of no interest.


If G 0, then F(0) = 0 and F(L) = 0
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Solving F kF 0

If k = 0, the general solution is


F ax b
which lead to a = b = 0, so F = 0 and u = FG = 0, which is of no
interest.

If k = 2, the general solution is

F Aex Be x
which also lead to F = 0.
PARTIAL DIFFERENTIAL EQUATIONS
If k = -p2, the general solution is
F Acos px B sin px

which lead to F(0) = A = 0, and F(L) = BsinpL = 0.


Hence sinpL = 0.
Thus n
p
L
Setting B = 1, we thus obtain infinitely many solutions ,
F x Fn x
where
n
Fn x sin x
L
PARTIAL DIFFERENTIAL EQUATIONS
Solving G c 2kG 0

If k = - p2, then
c 2 p2G 0 or G
G G 0 where n cp cn
n L

So a general solution is given by

Gn t Bn cos nt Bn * sin nt
Therefore, the solution to the wave equation is
n
un x , t Bn cos nt Bn * sin nt sin x
L
PARTIAL DIFFERENTIAL EQUATIONS
STEP 3: SATISFYING THE INITIAL CONDITIONS
A single un will generally not satisfy the initial conditions.
But since the wave equation is linear and homogeneous, it
follows that the sum of infinitely many solutions u is a solution.
To obtain a solution that also satisfies the initial conditions, we
consider the infinite series

Given initial displacement, we have

which is a Fourier sine series, that gives Bn


PARTIAL DIFFERENTIAL EQUATIONS
Given initial velocity (initial condition 2), we have

which is also a Fourier sine series, that gives Bn*

or
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Therefore the final solution to the wave equation is given by
n
un x , t Bn cos nt Bn * sin nt sin x
L
with coefficients
and

For the sake of simplicity, we consider only the case when the
initial velocity is zero, thus

or
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Example:
Vibrating string if the initial deflection is triangular
Find the solution of the wave equation corresponding to the
triangular initial deflection

and initial velocity is zero.


Answer:
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Exercise:
Find for the string of length L = 1 and c2 = 1 when the initial
velocity is zero and the initial deflection is as follows:
a. k sin 2x

b. kx (1 x)

0.1
c.
0.5 1
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Answer:

a.

b.

c.
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HEAT EQUATION: SOLUTION BY FOURIER SERIES
The heat equation is given by

which gives the temperature in a body of homogeneous


material.
Here c2 is the thermal diffusivity, K the thermal conductivity,
the specific heat, and the density of the material. is
the Laplacian of u, and given by

The heat equation is also called diffusion equation.


PARTIAL DIFFERENTIAL EQUATIONS
Consider the temperature in a long thin metal bar or wire of
constant cross section and homogeneous material, which is
oriented along the x-axis and is perfectly insulated laterally,
so that heat flows in the x direction only.

Then u depends only on x and time t, and the heat equation


becomes the one-dimensional heat equation
PARTIAL DIFFERENTIAL EQUATIONS
Solving the equation for some important types of boundary
conditions.
We begin with the case in which the ends x=0 and x=L of the
bar are kept at temperature zero, so that we have the
boundary conditions

Also, the initial temperature in the bar at time t = 0 is given,


say, f(x), so that we have the initial condition

We need to determine a solution u(x, t) using three steps.


PARTIAL DIFFERENTIAL EQUATIONS
STEP 1. Separation of variables
Let

then

Equating the ratios to a constant k, we get U=FG=0 for k=0 or


k>0, so

Multiplication of the denominators lead to the two ODEs

and
PARTIAL DIFFERENTIAL EQUATIONS
STEP 2. Satisfying the boundary conditions
The general solution for is given by

From the boundary conditions

We have F(0)=0 so A = 0 and F(L)=0 so BsinpL = 0, thus

Therefore the solution is given by


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To solve We let

Whose general solution is

Therefore the solution to the heat equation is given by


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STEP 3. solution of the entire problem. Fourier series.
To obtain a solution that also satisfy the initial condition, we
consider a series of the eigenfunctions

Using the initial condition, we have

Thus, Bn must be the coefficient of the Fourier sine series


PARTIAL DIFFERENTIAL EQUATIONS
EXAMPLE:

ANSWER:
The initial condition gives

Since
Solving for
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ANSWER:
The solution is

Therefore
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EXAMPLE:
Solve the problem in example 1 if the initial temperature is

ANSWER: