University of San Carlos

School of Engineering
Talamban, Cebu City 6000

GEM 601 Advanced Engineering Mathematics 1

NOTES: PARTIAL DIFFERENTIAL EQUATIONS

o Classical Equations
1. Vibrating String
Upon application of Newton’s Law of Motion:

2 y 2 y
 1 (one-dimensional wave equation)
x 2 a 2 t 2

2. Vibrating Membrane
Upon application of Newton’s Law of Motion

2 z  2 z  1 2 z (two-dimensional wave equation)

x 2 y 2 a 2 t 2

3. Equation of Heat Conduction

Upon application of Law of Conservation of Energy and Fourier’s Law of Heat Conduction

 2 u   2 u   2 u  1 u (three-dimensional heat equation)

x 2 y 2 z 2 a 2 t

o Classification of Equations (on the basis of their characteristics or curves of information propagation)

The homogeneous linear second-order partial differential equation

2 2 2
A  u  B  u  CA  u  D u  E u  Fu  0 ,
x 2 xy y 2 x y
where A , B , C , D , E , and F are real constants, is said to be

hyperbolic if B 2  4 AC  0 ,
parabolic if B 2  4 AC  0 ,
elliptic if B 2  4 AC  0 .

o D’Alembert Solution of the Wave Equation

x  at  x  at  1 x  at
y x , t     s ds
2 2 a x  at

y
where: y x ,0   x  (initial displacement)  x  (initial velocity)
t t  0
o Definition: Boundary-Value (BV) Problems
Problems such as
2 2
Solve: a2  u   u , 0  x  L, t  0
2
x t 2
Subject to: (Boundary Conditions) u 0 , t   0 , u L, t   0 , t 0

(Initial Conditions) u x ,0   f x  , u  g x  , 0  x  L
t t  0
and
Solve: 2u  2u  0 , 0  x  a, 0  y  b
x 2 y 2
 u 0 u  0, 0y b

Subject to: (Boundary Conditions)  x x  0 x x  a
u x ,0   0 , u( x , b )  f x , 0xa

are called boundary-value problems.

o Method of Separation of Variables

The method of separation of variables assumes that the solution to a BV problem can be expressed as the
product of functions each of which has only one independent variable. Thus, if the unknown function is
u x , y , z , t  , the trial solution is taken to be
u x , y , z, t   X x .Y y .Z z .T t 
This method does not always work because there are BV problems whose solutions cannot be expressed in
the above form. However, many BV problems can be solved by this method.

How the method is applied?

2 y 2 y
In solving, for example, the equation  1 , we let y x , t   X x .T t  and substitute it to the
x 2 a 2 t 2
equation to get
2 X x  d 2 T
T t  d X  .
dx 2 a 2 dt 2
Upon rearrangement, we obtain
1 d 2 X  1 d 2T   .
X dx 2 a 2T dt 2
Observe that in the last of the above equations, the left-hand side is a function of x only, the right-hand side
is a function of t only, and we require that they be equal to each other for all values of x and t . This is only
possible if each of them is equal to a constant which we denote by  . DO NOT LEAVE THIS PARAGRAPH
UNTIL YOU HAVE COMPLETELY UNDERSTOOD IT. The conclusion arrived at in this paragraph will
be used again and again each time that a BV problem is solved by separation of variables.

The constant  can be positive, negative or zero.

o EXAMPLES (Solution of BV problems by method of separation of variables)

1. A uniform flexible string of length L is stretched and fixed at both ends. It is then released from rest with
 x 0xL
 2
an initial displacement y x ,0   100 . Find the displacement y x , t  of the string.
L  x L xL
 100 2
 
Solution: y x , t    Bn sin nLx cos nLat , Bn  L
50 n 2
sin n
2
n 1

2. A slender rod of length 10 has its lateral surface insulated. Initially, the temperature is
20  0x4

u x ,0   
50  4  x  10
Find the temperature distribution in the rod if both ends are maintained at zero temperature subsequently.
  2 
Solution: u x , t    Bn sin n10x exp   n10a  t  , Bn  20
 n
2  3 cos 2 n  5  1n 
 5 
n 1 
40  0x4

3. Re-work Example 2 when the initial conditions are u x ,0    and the boundary
70  4  x  10

conditions are u 0 , t   20  and u 10 , t   20  .

  2 
Solution: u x , t   20   Bn sin n10x exp   n10a  t  , B n  20
 n
2  3 cos 2 n  5  1n 
 5 
n 1 

4. Re-work Example 3 with the boundary conditions u 0 , t   20  and u 10 , t   25  .

5. A thin sheet of metal coincides with the semi-infinite strip bounded by the y -axis and the positive halves
of the lines y  0 and y  5 . The flat faces of the strip are insulated. The bottom and top edges are
maintained at zero temperature while the left edge is maintained at 70  . Find the steady state temperature
distribution in the plate.

ny
Solution: u x , y    Bn exp  n5x  sin 5
, Bn  140 1  cos n
n
n 1

6. Determine the steady-state temperature distribution in a rectangular plate A(0,0), B(0,6), C(10,6), D(10,0)
if the temperature along AB, BC, and AD are maintained at zero temperature while the edge CD is at
temperature 80  .

ny 160 1  cos n
Solution: u x , y    Bn sinh n6x sin 6
, Bn 
n sinh 5 n
n 1 3

o FURTHER NOTES

(!) Superposition Principle:

If y1 , y 2 ,..., y n are solutions of a homogeneous linear partial differential equation, then the linear
combination
y  c1 y1  c 2 y 2  ...  c n y n ,
where the c i , i  1,2 ,..., n are constants, is also a solution.

(!) When solving a BV problem by method of separation of variables, ALL EXCEPT ONE of the conditions
must be homogeneous.