Online session with 2nd year students

Department of Statistics, BSMRSTU

Ordinary and Partial Differential Equation
Conducted By
Most. Rozina Khatun
Lecturer, Department of Mathematics, BSMRSTU

Supplementary problem for Monge’s method

i) (q + 1)s = ( p + 1)t Ans : z = F ( x + y + z ) + G ( x)
ii ) 2 yq + y 2 t = 1 Ans : yz = y log y − f ( x) + yg ( x)

Wave equation
Consider an elastic string tightly stretched between two points O and A. Let O be
the origin and OA as x − axis. On giving small displacement to the string
perpendicular to its length (parallel to the y − -axis). Y be the displacement at the
point at any time, then the equation be
∂2 y 2 ∂ y
2
= c
∂t 2 ∂x 2

Heat equation
Along a bar of uniform cross equation in the direction perpendicular to the cross
point of the bar as origin and the direction of the heat flow is along x − axis. Let the
temperature of the bar at any time t at a point x − distance from the origin be u ( x, t )
. Then the equation of one dimensional heat flow is
∂u ∂ 2u
= c2 2
∂t ∂x
Problem:
∂u ∂ 2u
Using the method of separation of variable solve the heat equation =4 2
∂t ∂x

Solution:
∂u ∂ 2u
Given that = 4 2 ……. (i)
∂t ∂x

Here u is a function of x and t . Let us consider the solution

u = X ( x)T (t ) ……. (ii)

Where X is a function of x and T is a function of t only.

Partially differentiating (ii) w.r.t x and t , we get,
∂u ∂u
= X 'T , = XT '
∂x ∂t

∂ 2u
= X '' T
∂x 2

Putting these values in (i) we get,

XT ' = 4 X "T
T' X ''
⇒ =4
T X
'
T X ''
Now = 4 = −k 2 ( say )
T X

For X problem
X ''
∴4 = −k 2
X
⇒ 4 X "+ k 2 X = 0
d2X
⇒4 2
+ k2X = 0
dX
⇒ (4 D 2 + k 2 ) X = 0..............(iii )
 ∴ The A.E becomes
4m 2 + k 2 = 0
ki
⇒ m=±
2
k k
∴ X = c1 sin x + c 2 cos x
2 2

Also for T problem:

T'
+ k2 = 0
T
⇒ ln T + k 2T = ln c3
⇒ ln T + ln e k T = ln c3
2

⇒ ln Te k T = ln c3
2

∴ T = c3 e − k T
2

The required solution becomes u = X ( x)T (t )

 k k 
(
u =  c1 sin x + c 2 cos x  c3 e − k T
 2 2 
2
)
Example:
Using the method of separation of variable solve
∂u ∂ 2 u
= given that u = 0 when t → ∞ as well as u = 0 at x = 0 and x = l
∂t ∂x 2

Solution:
Given that
∂u ∂ 2 u
= ...........(i )
∂t ∂x 2

Where u is a function of x and t . Now we consider the solution

u ( x, t ) = X ( x)T (t ).............(ii )
Partially differentiating (ii) w.r.t x and y respectively
∂u ∂u
= X 'T , = XT '
∂x ∂t

∂ 2u
= X '' T
∂x 2

Putting these values in (i) we get,

XT ' = X "T
T ' X ''
⇒ =
T X
'
T X ''
Now = = −k 2 ( say )
T X
Then

X ''
∴ = −k 2
X
⇒ X "+ k 2 X = 0
d2X
⇒ 2
+ k2X = 0
dX
⇒ (D2 + k 2 ) X = 0

∴ The A.E becomes

m2 + k 2 = 0
⇒ m = ± ki
∴ X = c1 sin kx + c2 cos kx

And
T'
+ k2 = 0
T
⇒ ln T + k 2T = ln c3
⇒ ln T + ln e k T = ln c3
2

⇒ ln Te k T = ln c3
2

∴ T = c3 e − k T
2
The required solution becomes u = X ( x)T (t )

(
u ( x, t ) = (c1 sin kx + c 2 cos kx ) c 3 e − k
2
T
)........(iv)
Putting, x = 0, u = 0 in (iv) then,

0 = c3 e − k t .c 2
2

⇒ (c 2 c3 )e − k t = 0
2

∴ c 2 = 0 but c 3 ≠ 0

Putting the value of c 2 in equation (iv) then

( )
u ( x, t ) = (sin kx ) c1c3 e − k T .........(v)
2

Again x = l , u = 0 then from (v) we get,

(
u ( x, t ) = (sin kx ) c1c3 e − k T
2
)
(
⇒ 0 = sin kl c1c3 e − k T
2
)
Here c3 ≠ 0 but sin kl = 0
sin kl = 0
⇒ sin kl = sin nπ
⇒ kl = nπ
nπ
∴k =
l

Putting the value of k in equation (v) we get,

 − 2  t 
 n 2π 2 
 nπ   l  
u ( x, t ) =  sin x  c1c3 e   
 l  
 
 − n 2π2 2 t 
 nπ  
∴ u ( x, t ) =  sin x  bn e   
l
[ c1c3 = bn ]
 l  
 
Which is the general solution of the given equation.
Example:
∂ 2u ∂ 2u
Consider the non-homogeneous equation + kx = , k > 0. Find a function φ
∂x 2 ∂t 2

∂ 2v ∂ 2v
So that v( x, t ) = u ( x, t ) + φ ( x) is a solution of the homogeneous equation = .
∂x 2 ∂t 2

Solution:
∂ 2u ∂ 2u
Given equation + kx = , k > 0............(i )
∂x 2 ∂t 2

And v( x, t ) = u ( x, t ) + φ ( x)..........(ii )
∂ 2v ∂ 2v
= .............(iii )
∂x 2 ∂x 2

Differentiating (ii ) with respect to x, we get

∂v ∂u ∂φ
= + ..........(iv)
∂x ∂x ∂x

Again differentiating the equation (iv) with respect to x, we get

∂ 2 v ∂ 2u ∂ 2φ
= +
∂x 2 ∂x 2 ∂x 2

And also differentiating (ii) w.r.t t, we get

∂v ∂u
=
∂t ∂t
∂ 2 v ∂ 2u
or 2 = 2
∂t ∂t
Substituting these values in equation (iii), we get
∂ 2u ∂ 2φ ∂ 2u
+ = ...........(iv)
∂x 2 ∂x 2 ∂t 2

Now from (i) and (iv) , we have

 ∂ 2φ
= kx
∂x 2

Integrating w.r.t x ,
∂φ x2
=k + k1
∂x 2
x3
⇒φ = k + k1 x + k 2
6

Which is the required solution.

Example:
∂ 2u ∂u
Consider the non-homogeneous equation + Ae −αx = , A > 0, α > 0 . Find a
∂x 2
∂y
function φ so that v( x, y ) = u ( x, y ) + φ ( x) is a solution of the homogeneous equation
∂ 2 v ∂v
= .
∂x 2 ∂y

Solution:
∂ 2u ∂u
Given equation 2 + Ae −αx = , A > 0, α > 0..............(i)
∂x ∂y

v( x, y ) = u ( x, y ) + φ ( x)..........(ii )

∂ 2 v ∂v
= ...............(iii )
∂x 2 ∂y

Differentiating (ii) w.r.t x we get,

v ( x, y ) = u ( x, y ) + φ ( x )

∂v ∂u ∂φ
= +
∂x ∂x ∂x

Again differentiating the above equation

∂ 2 v ∂ 2 u ∂ 2φ
= + ..............(iv)
∂x 2 ∂x 2 ∂x 2

And differentiating (ii) w.r.t y we get,

 ∂v ∂u
= .........(v)
∂y ∂y

Using (iii ), (iv) and (v) we get,

∂ 2 u ∂ 2φ ∂u
+ = .........(vi)
∂x 2 ∂x 2 ∂y
From equation (i ) and (vi) we get,

∂ 2 u ∂ 2φ ∂ 2 u ∂u ∂u
+ 2 − 2 − Ae −αx = −
∂x 2
∂x ∂x ∂y ∂y
∂ 2φ
⇒ = Ae −αx
∂x 2

Integrating w.r.t x

∂φ Ae −αx
= + k1
∂x −α
Ae −αx
⇒φ = + k1 x + k 2
(−α )(−α )
1
⇒ φ = 2 Ae −αx + k1 x + k 2
α
Which is the required solution for function φ

Example:
1 ∂  2 ∂u  2 ∂ u
2
A function u ( x, y ) satisfy the following equation 2  x =c where c is a
x ∂x  ∂x  ∂y 2
constant. By reducing the new dependent variable v( x, y ) = xu ( x, y ) , reduce the
∂ 2v 2 ∂ v
2
equation to 2 = c 2 .
∂x ∂y

Hence show that the general solution u ( x, y ) has the form

u ( x, y ) =
1
[ f ( y + cx) + g ( y − cx)].
x
Solution:
Given that
1 ∂  2 ∂u  2 ∂ u
2
 x  = c
x 2 ∂x  ∂x  ∂y 2
1  2 ∂ 2u ∂u  2 ∂ u
2
⇒ 2 x + 2x  = c
x  ∂x 2 ∂x  ∂y 2
∂ 2u 2 ∂u ∂ 2u
⇒ 2 + = c 2 2 ................(i )
∂x x ∂x ∂y

Here
v( x, y ) = xu ( x, y )
1
⇒ u ( x, y ) = v( x, y )...........(ii )
x

Differentiating (ii ) w.r.t x and y,

∂u 1 ∂v 1
= − v
∂x x ∂x x 2
∂ 2u 1 ∂ 2 v 2 ∂v 2
and = − + v
∂x 2 x ∂x 2 x 2 ∂x x 3

Also
∂u 1 ∂v
=
∂y x ∂y
∂ 2u 1 ∂ 2 v
and =
∂y 2 x ∂y 2

Substituting these values in (i) ,we get,

1 ∂ 2v 2 ∂v 2 2  1 ∂v 1   1 ∂ 2v 
− 2 + 3 v+  − 2 v  = c 2  
2 
x ∂x 2
x ∂x x x  x ∂x x   x ∂y 
1 ∂ 2v 2 ∂v 2 ∂v 2 1 ∂ v 
2
2 2
⇒ − + v + − v = c 
 x ∂y 2 
x ∂x 2 x 2 ∂x x 3 x 2 ∂x x 3  
1 ∂ 2v 2 1 ∂ v 
2
⇒ = c 
 x ∂y 2 
x ∂x 2  
 ∂ 2v 2 ∂ v
2
⇒ = c .................(iii )
∂x 2 ∂y 2

Let a trial solution of (iii ) be v = f ( y + mx)

Then
∂v ∂ 2v
= mf ' ( y + mx), 2 = m 2 f ' ' ( y + mx)
∂x ∂x
∂v ∂ 2v
= f ' ( y + mx), 2 = f ' ' ( y + mx)
∂y ∂y

Equation (iii ) takes the form,

m 2 f ' ' ( y + mx) = c 2 f ' ' ( y + mx)
( )
⇒ m 2 − c 2 f ' ' ( y + mx) = 0
⇒ m −c =02 2

∴ m = ±c

Then we can write

v = f ( y + cx) + g ( y − cx)
⇒ xu ( x, y ) = f ( y + cx) + g ( y − cx)
1
∴ u ( x, y ) = [ f ( y + cx) + g ( y − cx)]
x

Which is the required general solution.

Thanks for your attention