Boundary value problems

In the case of physical and engineering problems ,

partial differential equations are always accompanied
by certain initial and boundary conditions and it is
required to find the solution satisfying the given
conditions. Such problems are known as boundary
value problems
In practical problems, the following types of equations
are generally used:
 2u 2  u
2

i) Wave equation: t 2
 c
x 2

u  2u
ii) One dimensional heart flow: t
 c2 2
x

 2u  2u
iii) Two dimensional heart flow: 
x 2 y 2
0

 2v v
iv) Telegraph equation : x 2
 RC
t

 2i i
 RC
x 2
t
v i
v) Radio equation : x
 L
t

i v
 C
x t
Where , v= potential, i= current C= capacitance and L=
inductance .
Method of separation of variable
In this method , we assume that the variable is the
product of two function each of which involves one of
the independent variables. So two ordinary differential
equations are formed.

Example1: Find the current i and voltage v in a

transmission line of length l, t seconds after the ends
 x 
are suddenly grounded, given that i( x,0)  i , v( x.0)  v
0 0 sin  
 l 

and that R and G are negligible.

Solution:
Since R and G are neglected ,the transmission line
equation are
v i i v
x
 L
t ------(1) 
x
C
t
   ( 2)
  2i
Diff. (1) w.r.t x and (2) w.r.t t, and eliminating x t

 2v  2v
we get, x 2
 LC
t 2
   (3)

Since the ends are suddenly grounded , we get

Boundary conditions v(0, t )  v(l , t )  0  ( 4)

 i 
We have i ( x,0)  i0 ,   0
 x t 0

 v 
   0 by (2)
 t t 0

 initial conditions are given by

 x   v 
v( x,0)  v0 sin      (5)    0  (6)
 l   t  t 0
Let v( x, t )  X ( x)T (t ) be
a solution of (3)
 2v d2X  2v d 2T
 T and  X
x 2 dx 2 t 2 dt 2

Putting these values in (3), we obtain

X // T //
 LC  k 2    (7 )
X T

(Where we have taken  k2 because the initial

conditions suggest that v(x,t) must be periodic
and hence it must contain trigonometric
functions ). From (7)
X //  k 2 X  0  (8) and T //  LCk 2T  0  (9)
Solution of (8) and (9) are
 k   k 
X ( x)  c1 cos kx  c2 sin kx and T (t )  c3 cos t  c4 sin 
 LC 
t
 LC 

respectively v( x, t )  (c cos kx  c 1 2 sin kx)

  k   k  
c3 cos LC t  c4 sin  LC  t   (10)

Using initial condition (5) in (10), we obtain

x
v0 sin  (c1 cos kx  c2 sin kx) c3  (11)
l

Equating the coefficients of (11), we get


c1c3  0 c1  0 and c2 c3  v0 , k 
l

 the equation (10) becomes ,

 x    t   t 
v( x, t )  sin  v0 cos   c2c4 sin   (12)
 l   l LC   l LC  
v     x    t   t 
  sin    v0 sin    c2c4 cos 
t  l LC   l    l LC   l LC  

Using (6), we get c2 c 4  0  c4  0

 the equation (12) reduced to ,

 x    t 
v ( x, t )  v0 sin  cos 
 l   l LC  --------(13)
v v0  x    t 
From (13) x

l
cos  cos 
 l   l LC 

i v  x    t 
   0 cos  cos   (14) by(1)
t lL  l   l LC 
 v  v0  x    t 
and t
 sin   sin 
l LC  l   l LC 


i Cv0  x    t 
  sin   sin    (15) by(2)
x l LC  l   l LC 

Integrating (14) and (15), we obtained

C  x    t 
i ( x, t )  v0 cos  sin    f (t )
L  l   l LC 

C  x    t 
i ( x, t )   v 0 cos  sin    g ( x)
L  l   l LC 

Since i ( x ,0 )  i 0 , so we get f (t )  g ( x)  i0

C  x    t 
 i ( x, t )  i0  v0 cos  sin 
L  l   l LC 

Hence the required solutions are

 x    t 
v ( x, t )  v0 sin  cos 
 l   l LC 

and
C  x    t 
i ( x, t )  i0  v0
L
cos  sin 
 l   l LC  Ans.

Example2: Solve the following boundary

value problem which arises in the heat
 2 u u
condition in a rod: c2 
x 2 t
,

 x 
u (0, t )  u (20, t )  0, u ( x.0)  sin  
 20 
by method of variable s separable.

Solution:
 2u u
The given equation is c 2

x 2 t ------(1)
with boundary conditions u (0, t )  u (20, t )  0  (2),

 x 
and initial condition u ( x,0)  sin    (3)
 20 

Let u ( x, t )  X ( x )T (t ) be a solution of (1)

 2u d2X u dT
 T and X
x 2 dx 2 t dt

Putting these values in (1), we obtain

X // T /
 2  k 2    ( 4)
X cT

(Where we have taken  k2 because the initial

conditions suggest that v(x,t) must be periodic
and hence it must contain trigonometric functions .
From (4) X /  k 2 X  0  (5) and T /  c 2 k 2T  0  (6)
Solution of (5) and (6) are X ( x)  c1 cos kx  c2 sin kx and
T (t )  c3e  k respectively
2
c2 t

 u ( x, t )  (c1 cos kx  c2 sin kx) c3e  k

2
c2 t
  (7)

Using boundary condition (2) in (7), we

obtain 0  c1 c3e  k
2
c2 t
 c1  0 as c3  0

 the equation (7) becomes ,

u ( x, t )  c2 c3e  k
2
c2 t
sin kx  (8)

On putting x  20 and u  0
in (8), we get
0  c2 c3e  k
2
c2 t
sin 20k  sin 20k  0 as c2  0

n
 sin 20k  sin n  k 
20

Hence the equation (8) reduced to ,

n 2  2c 2 t
  nx 
u ( x, t )  bn e 400
sin   , where c2 c3  bn
 20 

This equation satisfies the given conditions for

all integral values of n. Hence taking n =1,2,3,
--- the most general solution is
n 2  2c 2 t
 nx 
 
u ( x, t )   bn e 400
sin  
n 1  20 
  x   nx 


Using (3), we get sin     bn sin 

 20  n 1  20 


This equation will be satisfied if

n  1, b1  1, b2  b2      0

Hence the required solutions is

 2c 2 t
  x 
u ( x, t )  e 400
sin  
 20 
Ans.

Example3: Solve the wave equation

  2v 2
2  v
t 2
a
x 2 under the conditions:
 v 
v(0, t )  v( , t )  0    0, v ( x,0)  x, 0  x  
 t  t 0

Solution:
 2v 2
2  v
 a      (1)
t 2 x 2

boundary condition: v(0, t )  v ( , t )  0    ( 2)

 v 
initial condition:  
 t  t  0
 0, v ( x,0)  2(sin x  sin 3 x)    (3)

Let v( x, t )  X ( x)T (t ) be a solution of (1)

 2v d2X  2v d 2T
 T and  X
x 2 dx 2 t 2 dt 2

Putting these values in (1), we obtain

X // T //
 2  k 2    ( 4)
X aT

(Where we have taken  k2 because the wave

equation is periodic and hence it must contain
trigonometric functions ). From (4)
X //  k 2 X  0  (5) and T //  a 2 k 2T  0  (6)
Solution of (5) and (6) are X ( x)  c1 cos kx  c2 sin kx and
T (t )  c3 cos(akt )  c4 sin(akt ) respectively.
 v( x, t )  (c1 cos kx  c2 sin kx)

 c3 cos(akt)  c4 sin(akt)  (7)

Using conditions (2) in (7), we obtain

0  c1  c3 cos(akt )  c4 sin(akt )  c1  0

 the equation (7) becomes ,

v( x, t )  c2 sin kx  c3 cos(akt )  c4 sin(akt ) \
Putting x  , we get
0  c2 sin k  c3 cos(akt )  c4 sin(akt )

 0  sin k  sin k  sin n  k  n

Thus
v( x, t )  c2 sin nx  c3 cos(ant )  c4 sin(ant )  (8)

v
t
 c2 sin nx   anc3 sin(ant )  anc4 cos(ant )

Using (3), we get

0  anc2 c4 sin nx  c4  0

 the equation (8) reduced to ,

v( x, t )  c2 c3 sin nx cos ant  b sin nx cos ant

Putting t = 0 , v ( x,0)  b sin nx

 2(sin x  sin 3 x)  b sin nx

 4 sin 2 x cos x  b sin nx

 4 cos x  b and n2

Hence the required solutions are

v ( x, t )  4 cos x sin 2 x cos 2at
Ans.

 2V  2V  2V
Laplace equations:  V     0, V  V ( x, y , z )
2

x 2  2 y z 2

Poisons equations:  2 V  f ( x , y, z )

The heat conduction equations:  2V  (1 / K )Vt , V  V( x, y, z, t )

The Wave equations:  V  (1 / K )Vt t V  V( x, y, z, t )

2
,
In the above equations (x,y,z) is the cartesian co-ordinate of any point in space and t
is the time. The most important of these equation is the Laplace equation which
may be regarded as a particular case of any of the remaining equation. The
functions V satisfying Laplace equation can represent.
(1) the gravitational potential in a region free from attracting matter.
(2) the electrostatic potential in a dielectric,
 (3) the magnetic potential is a free space,
(4) the electric potential for steady flow of electric currents in solid conductor,
(5) the velocity potential in a irrigational motion of a homogeneous fluild,
(6) the steady-state temperature in uniform solid.
(7) Transmission line.
(8) Vibrating membran.
3. Laplace's equation in different system:
Cartesian Co-ordiante: In three dimensional cartesian co-ordinate the Laplace
equation is
 2V  2V  2V
  0 (3.1)
x 2 y 2 z 2

For two dimensional steady flow of heat v is independed of z along z-axis and
Vz=0. Thus Laplace equation in two dimensional cartesian co-ordinate is
 2V  2V
 0 (3.2)
x 2 y 2

Polar Co-ordinate: When there exists circular symmetry, we need to transform

equation (3.2) in to Laplace equation in polar co-ordinates. This is done by using
x= r cos, y= r sin (3.3)
r  r 
 cos ,   sin  / r,  sin ,  cos  / r
x x y x

Also x an y are functions of r and  and so V=V(x,y) = V(r,)

Therefore,
V V r V  V sin  V
 .  .  cos  
x r x  x r r t
V V r V  V cos  V
 .  .  sin  
x r x  y r r t

  sin  V
 cos 
x r r t

 2V  r   sin     V sin  V 
 .   cos     cos   
x 2
x x  r r    r r  

 2V  2V   1 V  sin 2  V 2V
 cos 2
  sin  cos .     sin  cos 
x 2 r 2 r  r r  r r 1

sin  cos  V sin 2   2 V

+  2 (3.4)
r2 r r 2
similarly,
 2V  2V   1 V  cos 2  V  2V
 sin 2
  sin  cos      sin  cos 
y 2 r 2 r  r r  r r 1

sin  cos  V cos 2   2 V

  2 (3.5)
r2  r 2
 2V  2V  2 V (sin 2  cos 2 ) V (sin 2  cos 2 )  2 V

x 2 y 2
 sin 2
  cos 2

r 2


r r

r2 2
(3.6)

Therefore Laplace equation in polar co-ordinates is

 2 V 1 V 1  2 V
  0 (3.7)
r 2 r r r 2 2

2nd lecture
Cylindrical co-ordinates: The cylindrical co-ordinate of a point P(r,,z) are shown
in fig and its relations with cartesian co-ordinates (x,y,z) are clearly seen form the
fig. These are x=r cos, y=r sin, z=z (3.8)
Since the expression for x and y are same as in (3.3), So Vzz  Vyy is given by
(3.6). Also z co-ordinate of the systems remains same. So from (3.1) we have
Laplace equation in cylindrical co-ordinates as follows.
 2V 1 V 1  2V  2V
   2 0 (3.9)
r 2 r r r 2  2 z

The above equations can be written as

**** wPÎ:
1   V  1  2V  2V
r   0 (3.10)
r r  r  r  2
z 2

Spherical co-ordiate: The cartesian co-odicates of any point p(x,y,z) and its
spherical co-ordinates (r,,) are shown in fig
Let M be the projection of P on XOY plane and
P=OM=r sin (3.11)
Clearly, The cartession co-ordinates (x,y,z) can be expressed in terms of spherical
co-ordinates (r,,) as follows.
x=p cas = r sincos, y=p sin = r sin sin, z=r cos
Also, comparing with cylindrical co-ordinates, we replace r by p and  by  in
(3.9) Then Laplace equation is
  2V 1 V 1  2V  2V
 2V     0 (3.13)
r 2 r r r 2  2 z 2

Since the relations z=r cos and p=r sin are similar to x=rcos, y=r sin. So in
(3.5) and (3.6) we replace x by z and y by p.
Then
 2V V cos V
 sin   ,
r 2 r r 

 2V  2V  2V 1 V 1  2V
    2 (3.14)
z 2
p 2
r 2
r r r  2

Substituting values in (3.14) and using p=r sin (3.13) becomes

 2V 1 V 1  2V  2V 1  V cos V  1  2V
     sin     0
r 2 r r r 2  2 z 2 r sin   r r   r 2 sin 2   2

  2 V  1   V  1  2V
r   sin   0 (3.16)
r  r  sin      sin 2   2

This is Laplace equation in spherical polar co-ordinates.

Solution of Laplaces equation (certesian co-ordinates):
Two dimensional Laplaces equation (3.2) will now be solved by the method of
separation of variables. Let us consider a thin pate bounded by the lines x=0, x=s,
y=0 and y=h. The temperature on all edges are zero excepting edge y=h where
temperature does not depend on time and is given by v=F(x). It is assumed that
heat will not escape on enter the surfaces. After the initial stage, the temperature at
a place become independent of time and this state is known as steady state. We are
interested to know steady state temperature within the finite plate.
Since V is independent of time and the thin plate lies in a plane, the heat
conduction equation  2V  (1 / k )Vt , becomes

 2V 1 V
 0 (4.1)
r 2 r r

The above equation will be solved subject to boundary conditions

x=0 y=0 x=s y=h
V=0 V=0 V=0 V=F(x) (4.2)

Since solution of (4.1) is V=V(x,y), we can assume

Where F (x) and G(y) are functions respctively x and y only substitution of the
value of from (4.3) into (4.1) and division by
F G (=0) gives
1 d 2 F ( x) 1 d 2G( y)
 (4.4)
F ( x ) dx 2 G ( y ) dy 2

The left member of (4.4) is a function of x only and the right member is a function
of y alone but they are equal. This can't be true unless each side is equal to the
same constant. Let this constant be -k2. Then from (4.3)
d 2 F ( x) d 2G( y)
 k 2 F ( x)  k 2G( y) (4.5)
dx 2 dy 2

The solutions of linear differential equation (4.5) are

F(x)=c, cos kx+c2sin kx
G(y)= C, eky+ c4e-ky (4.6)
Where C' s are arbitrary constants. Substituion into (4.3) gives
V = (c1 cos kx +c2 sin kx) ( c3eky +c4e-ky)
= (A cos kx+ B sin kx) e-ky + (C cos kx + D sin kx) eky (4.7)
Where A,B,C and D are arbitrary constant.