Partial Differential Equations,

Part I

2015.11.19 Enrique Valderrama, Ph.D.

Table of contents

1 Introduction

2 Laplace’s Equation
Steady-State temperature in a rectangular plate
Math. Parenthesis: The Fourier Series

3 The Diffusion or Heat Flow Equation

Flow of Heat through a slab of thickness `

4 The Wave Equation

The Vibrating String
Introduction

Many of the problems of mathematical physics involve the solution

of PDE’s. The same PDE may apply to a variety of physical
problems; then many of the methods will apply to a bigger set of
problems.
Laplace’s Equation: ∇2 u = 0
Poisson’s Equation: ∇2 u = f (x , y , z)
1 ∂u
The difussion or heat flow equation: ∇2 u = 2
α ∂t
1 ∂2u
Wave equation: ∇2 u = 2 2
v ∂t
Helmoltz equation: ∇2 F + k 2 F = 0
~2 2 ∂
Schröedinger equation: − ∇ Ψ + V Ψ = i~ Ψ
2m ∂t
Laplace’s Equation:

Example (Steady-State temperature in a rectangular plate)

We have a rectangular plate on the region:
R : {0 < x < 10 , 0 < y } with border conditions:
T (x = 0) = T (x = 10) = T (y = ∞) = 0◦ and T (y = 0) = 100◦

Solution
∇2 T = 0
∂2T ∂2T
2
+ =0
∂x ∂y 2
T (x , y ) = X (x )Y (y )
∂2X ∂2Y
Y + X =0
∂x 2 ∂y 2
Solution

∂2X ∂2Y
Y + X =0
∂x 2 ∂y 2
1 ∂2X 1 ∂2Y
+ =0
X ∂x 2 Y ∂y 2
⇒
1 ∂2X 1 ∂2Y
= − = const. = −k 2
X ∂x 2 Y ∂y 2
X 00 = −k 2 X and Y 00 = +k 2 Y
(soln’s:)
X (x ) = A cos kx + B sin kx and Y (y ) = Ce ky + De −ky
Solution

T (x , y ) = X (x )Y (y ) = (A cos kx + B sin kx )(Ce ky + De −ky )

B.C . : T (x , ∞) = 0 ⇒ C = 0
T (0, y ) = 0 ⇒ A = 0 and
π
T (10, y ) = 0 ⇒ sin 10k = 0 ⇒ k = n )
10
⇒
π
 
π
T (x , y ) = BD sin n x e −n 10 y
10
π
 
andT (x , 0) = 100 ⇒ BD sin n x · 1 = 100
10
Solution

∞
π
 
π
bn e −n 10 y sin n
X
T (x , y ) = x
n=1
10
For y = 0, we must have T = 100, then :
∞
π
X  
T (x , 0) = bn sin n x
n=1
10
which is just the Fourier sine series · · ·
Fourier Series:

Similar to Taylor series, which we approx. a function using the

summation of the derivatives of the function and polynomials, a
Fourier series will approx. a function with the summation of cosine
and sine functions:
∞ 
nπx nπx
X 
f (x ) = a0 + an cos + bn sin
k=1
` `

where the coefficients are given by the Euler formulas

1 `
Z
a0 = f (x ) dx ,
2` −`
1 ` nπx
Z
an = f (x ) cos dx , n = 1, 2, · · ·
` −` `
1 ` nπx
Z
bn = f (x ) sin dx , n = 1, 2, · · ·
` −` `
Approximation to a square wave

Considere the square wave, which first wave is:

f =4 if 0 ≤ x ≤ π
f =0 if π < x < 2π
and so on

Example
Use FS to approximate the square wave function.

Solution
The Euler coefficients:
Z ` Z 0 Z π
1 1

a0 = f (x ) dx = 0 dx + 4 dx =2
2` −` 2π −π 0
Solution

1 ` nπx 1 0 π nπx
Z Z Z 
an = f (x ) cos dx = 0 dx + 4 cos dx
` −` ` π −π 0 π
1 π 1 4 sin nx π
Z 
= 4 cos nx dx = =0
π 0 π n 0
1 `
Z 0 Z π
nπx 1 nπx
Z 
bn = f (x ) sin dx = 0 dx + 4 sin dx
` −` ` π −π 0 π
1 π 1 4 cos nx π

4
Z
= 4 sin nx dx = − = (1 − cos nπ)
π 0 π n 
0 πn
⇒

8 8 8
f (x ) = 2 + sin x + sin 3x + sin 5x + · · ·
π 3π 5π
Let’s come back to Laplace PDE · · ·

Solution
∞
π
X  
T (x , 0) = 100 = bn sin n x
n=1
10
We recognize f (x ) = 100, ` = 10 therefore bn are given by:
Z 0 10
1 nπx nπx
Z 
bn = 0 · sin
dx + 100 sin dx
10 −10 10 0 10
10 10 cos πn 200
 
= 10 − = , n = 1, 3, 5 · · ·
πn πn nπ
Finally:
∞
π
 
π
−n 10
X
y
T (x , y ) = bn e sin n x
n=1
10
200 − π y π 1 3π 3π
 
= e 10 sin x + e − 10 y sin x + · · ·
π 10 3 10
The Diffusion or Heat Flow Equation:

Example (Flow of Heat through a slab of thickness `)

We have a slab place on the region:
R : {0 < x < ` , −∞ < y < ∞} with border conditions:
u(x = 0) = 0 and u(x = `) = 100◦ for t = 0 (beginning, a
steady-state temperature distribution)

Solution
1 ∂u
∇2 u = , (α2 is a const. char. mate. and u the temp.)
α2 ∂t
if u = F (x , y , z)T (t)
F ∂T
⇒ T ∇2 F = 2 (dividing by u = FT )
α ∂t
1 2 1 ∂T 1 1 ∂T
∇ F = 2 ⇒ ∇2 F = −k 2 and 2
= −k 2
F α T ∂t F α T ∂t
Solution
The solution of the DFQ dependent of the time is trivial:
2 α2 t
T (t) = e −k

and in our particular problem, where we have a very long slab, the
diffusion will be only on the x -direction, then the DFQ dependent
on the space coordinates, also become trivial, because we
recognize as the SHO.

∂ 2 F (x )
+ k 2 F (x ) = 0
∂x 2
soln :
F (x ) =A cos kx + B sin kx
Solution
B.C.: u(x = 0) = 0 ⇒ A = 0, and we allow u(x = `) = 0 at a later
time(diffusion). Then if u(x = `) = 0 ⇒ sin k` = 0 ⇒ k` = nπ
nπ
⇒k= (eigenvalues)
`
Then our base functions (eigenfunctions) are then
2 α2 t nπx
u = e −k sin
`
and the general solution to our problem will be the series:
∞
2 α2 t nπx
bn e −k
X
u= sin
n=1
`
Solution
The problem say at the beginning, a steady-state temperature
distribution is on the slab, which implies u0 satisfy Laplace’s
∂u 2
equation, i.e ∇2 u0 = 0, i.e. ∂x 02 = 0, and the solution for this
equation is u0 = ax + b, then applying border condition we get
100
u0 = x
`
Then for t = 0, u(x , t = 0) = u0 , i.e.
∞
X nπx 100
u(x , t = 0) = bn sin = x
n=1
` `

100
Which can be solved using F.S., for f (x ) = ` x and the
half-period equal to `
Solution
The Euler coefficients:

an = 0 (we dont want solutions with cosine functions (B.C.))

!
1 ` nπx 1 0 ` 100 nπx
Z Z Z
bn = f (x ) sin dx = 0 dx + x sin dx
` −` ` ` −` 0 ` `
100 π nπx
Z
= 2 x sin dx ⇒ (Integration by parts:)
` 0 `
100(sin πn − πn cos πn) 100 (−1)n−1
bn = 2 2
=
π n π n
⇒
∞
100 X (−1)n−1 −k 2 α2 t nπx
u= e sin
π n=1 n `
The Wave Equation:

Example (The Vibrating String)

Let a string be stretched tightly and its ends fastened to supports
at x = 0 and x = `. When the string is vibrating, its vertical
displacement y from its equilibrium position along the x -axis
depends on x and t. We assume the displacement y is very small
and that the slope ∂y /∂t is small at any point at any time.

Solution
∂2y 1 ∂2y q
= , (v = T /µ)
∂x 2 v 2 ∂t 2
if y = X (x )T (t)
1 ∂2X 1 1 ∂2T
⇒ = = −k 2
X ∂x 2 v 2 T ∂t 2
(soln’s:)
X (x ) = A cos kx + B sin kx and T (t) = C cos kvt + D sin kvt
Solution
B.C.: y (x = 0) = 0 ⇒ A = 0,
u(x = `) = 0 ⇒ sin k` = 0 ⇒ k` = nπ ⇒ k = nπ ` (eigenvalues)
nπ nπ nπ
 
Then: y1 (x , t) = B sin x C cos vt + D sin vt but at
` ` `
t = 0 every piece of string is not varying with time, the ∂y /∂t = 0
Then D = 0 as well. ©
Then our base functions (eigenfunctions) are then
nπ nπ
y1 = BC sin x cos vt
` `
and the general solution to our problem will be the series:
∞
nπ nπ
X    
y (x , t) = bn sin x cos vt
n=1
` `
Solution
Then at t = 0, y (x , t) = y0 = f (x ), then
∞
nπ
X  
y (x , t = 0) = bn sin x = f (x )
n=1
`

···