Example 2. Solve the following boundary value problem by the method of separation of variables. ag Fe ulo, t =o, ufr, =o. ul, 0) = 2 sin 3x~ 4sin5x. Solution : The given partial differential equation is ju gee a) at tae Let u = XT in the given equation (1) where X is a function of * alone and Tisa ee oft alone, Then * on 2 = X15 me XT and =X'T. axeSEPARATION OF VARIABLES 293 Putting these values in (1), we get XT’ = 4X'"T Tx! On apex «8 Since T is a function of t alone and X is a function of x alone and since t and x are independent variables, each side of (2) must be a constant, which we call -A?. T ae — 2 (say) Then T + 427 = 0 and X”’ + ?X = o whose solutions are respectively T = Cye~ 44*t and X = A, cosix + By sin Ax. Thus a solution of the partial differental equation (1) is given by ulx t) = XT = (A;cosax + B, sina) Ce tt Or, ulx, t= et (Acoskx + Bsinix (3) where A,C, = A and B,C; =B. Since u(o, t) =o, g o= eit {A + 0) Or, AeW~427t = 6 A=osince e4t x0, * Thus from (3), we have u(x )=BeMt sin dx - (4) Since u(r,t) = 0, +. O= Be4Mtsinan If B = 0, the solution is identically zero. so we must have sin An =o since B #0 and e4't 4 9, or, An=nm where n=0,+1,+2,....,, or, A=n Thus a solution is u(x, t) = Be~4N7t gin nx (5) In order to satisfy the last condition. u(x,0) = 2 sin 3x~ 4 sin 5x, *COLLEGE MATHEMATICAL METHODS 294 inci f super OSition | we first use the principle of superp to obtain th solution, ; u(x. t) = Bye 4tsin nyX + Bye~4Ng*t gin Ngx (6) Putting t = 0 in (6), we get'ulx, o) = B, sin NX + By sin Nyx =2 sin 3x-4 sin 5x which is possible if and only if B, =2,n, =3and B,=-4,n)=5, Putting these values in (6), we get Ul t) = 2e-SStsin3x4e~ 100t gin 5y- which is the required solution, Example 3, Fj ind the solution’ of the: ‘heat Conduction problem, Une 4,009 Ul, =o, u2, 9 =0, to = - ulx, o) = 2 sin’ - sin nx + 4sin 2nx, O< x<9, Solution ; We will s Olve the Separation of variab Problem by the method of bos i i i tial equation is, €s. The given Partial differenti Woes 4uy du hege=4s' (y Letus ey , ‘aad =X Tana ge =xr X'T=4xr Or, ze 2 QSEPARATION OF VARIABLES 295 Each side of (2) must be a constant, which we call -A?. x’ ar 4, 4 aap = say) . 22 Then X" +X =oandT +7T=0 whose solutions are, X= Aj cos Ax+ B, sin Ax 2 and T = Ce" 4‘ respectively. Thus a solution of the partial differential equation is, at ul t) = XT = (A; cos Ax +B, sina C,e 4 . 42 =e 4' Acoskx+Bsindy — @) where AjC, = Aand B]C] =B. Be Since ulo, t)=o ..e * (A+o)=0 *. A=o,.since.e 4 40. Thus from (3), we have 2 t _ubst=Be + sime (4 2 since u(2, t)=0, -. Be * rs296 COLLEGE MATHEMATICAL METHODS So we must have sin 2A = 0 (B # 0) Or, 24=nnwheren=0,+1,42,...... a =: Thus a solution is ulx, ) = BeP7t/16 sin 6) Now by the principle of superposition, we have, n. ls, £) = Bye MH 16 gin TE 4B, eta"n7t/16 gin a + Bg e-ng?n?t/16 sin ag (6 is a solution. Using the last boundary condition, we have u(x, 0) = B; sin +By sins + Bs sin agit = 2 sin} - sin ax+ 4 sin Inx which is possible if and only if By = 2, n, = 1; By= 1, ny =2; B3= 4, ng =4, Putting these values is (6), we get ulx, t) = 2 e-Wt/16 gin 7 ~eMt/4 sin nx 4 4 emt sin 2nx. which is the required solution of the given heat conduction problem. Example 4. Solve the following boundary value problem by the method of separation of variables : du *u i YH “paz Ux, =o, ul2, =o, ul, o) =8 cos 6 cos SE ao a The given partial differential equation is, a gu at “9,2SEPARATION OF VARIABLES 297 Letu= mo X depends only on.x and T depends only on t. au =a s eg Sie T Then 4 =xr', 28 5X Tand em putting these values in (1), we get XT =X"T o, FeX gg Each side of (2) must be a constant, which we call -A2. yyy TX. 12 ay) Then T +2? =0 and X’ +12X=9 whose solutions are, T=C,e¥tand X= A; cos Xx'+ By sinkx: Thus a solution of the partial differential equation (1) is, ule, t) = XT = (A\cosAx + B, sin Ax) Cet =eMt(Acosdx+Bsinky (3) where A\C, = Aand B,C; = ; Ux (xt) = eA7t - 0A sin A+ 1B cos dd ux, t) = 7t (6 + 4B) Since ux (0, t)=0..ABEMta ~ sincene 40 Bea, Thus from (3), we have ul, t) = Act cos Ax. (4) Againi since u (2,1) = 0, -. AeWt cos 2h =0 If A = 0, the solution is identically zero. So we must have cos 2) = 0 (A #0, ent #0) 2h = (2n + 1)n/2, where n ='0, + 1 +2,.8 COLLEGE MATHEMATICAL METHODS 29 zp ‘Thus from (4), we get , G 9 1 ulx, U) aac?" +P 76 cos(2n + Wax 6) Now by the principle of superposition, we have, 2 i » 16 t T uly t) = Ay 2m + 1? 16 © os (2m, + Nyx me t + Ay e-2ne+ 1p 16 cos (2n2 + gx © is a solution Using the last boundary condition, we have, u (x, 0) = Ajcos (2m + vet Ag Cos (2ng + Da =8 cos -6 cos which is possible if and only if, A, =8,2n,;+1=3 and Aj=-6, 2ng+1=9 ie A)=8,n,= 1, and Ap =-6, ny=4 Putting these values in (6), we have, ube t) = 8 9171/16 cos 2 6 e8lnt/16 cos tt which is the required Solution of the given boundary value problem. 2, Example 5. Solve ony) = 162 at. 9x2 0 <9K2, t> 0 subject to the conditions y(o N=o0,y 2, t) » D=0,y (2, t) =o, yl, 0) = 6 sin mx-3 sin a xx Ye ylx, t) VG, +9 @=3 UK A=1>5V(x%0)+OW=1 Again we suppose that 9’ (4 = 0, 9 (0) = 1, and 9(n) = 3. Then we find g (x) = C; and glx) = C)x+ Co. 90) =0+Cy ~. Co=1, Since go) = 1.SEPARATION OF VARIABLES we -2m2n2t, ube) Bee? ain To satisfy the last condition u(x,0) = fl, we are led to assume that infinitely many terms are taken. So using that superposition principle, we have ule) =E By e2MMUS gin MEX og m=1 eo . 2 uod= = B, sing m=1 Or, f=2 By sin 3 since ulxo) = fi Using Fourier series, we have 3, 2 Ba= 2) 1a sin BEX ax ° L * Since by =2 J asin BE ax ° ot Putting the value of By, in (5), we have . 3 co — 2m?nt/9 ust) = _ af f(9. sin my ax sinm nx m=1 0 i 3 3 eo - 2mn’t/9 : 25 sinmnx J Red et ede m1 & — 3 3 Example 9. Solve the boundary value problem du _,#u at 7 2ax2* u(o,t) = u(4,t) =0, u(x, 0) =-25x, where 02x24, tO. Solution : The given partial differential ‘equation is310 du ot 3 2a! @) Let u = XT in the given etuatant where X depends Only op and T depends only on t. Then 3; =2T Thus from (1), we have xr = 2Xx’T T eS Or, art Each side must be a ae which we call = a. Or, T + 2421 =0, X” +2? X=0 arise whose solutions are T = C; eae rf and 2. COLLEGE MATHEMATICAL METHODS, X=A, cos \)x+By, sin\x respectively. Thus a solution is given by _ u=XT= (A: cos Ax+B, sind x) Gane = 7 t wcosax+Bsinng °° | e where A,C.=A, BC, = Since u(o, t) =o, : = 222 nae. “ase =0_ or aD 2 tL af = P20 t Or, A 0, since ¢ #0. a Thus from (2), we have ulxt)=B e"2¥ ton ae (3 ats 2 Again since u(4, ).=0,".-. Bey 272 cin ah =0 VT.Ble v [S| ‘SEPARATION OF VARIABLES. 311 If B = O, the solution is identically zero. So we must have sin 44=0 o. &=me, m0, #1, £2, nee mr Or, k= |G Putting A= [fin @), we get 2m?r? u(x =Be 16 sin = E* der We gs + ®t = mn? ‘ en Prt/8 ym E x wy To satisfy the last condition, u(x, 0) = 25x, wer are led to assume that infinitely many terms are’ taken. So using the superposition principle we have 2 -=m?n?t/8 mtx uxt) == Bue sin—q oO m= 5 LUGO) SE By sine m= oh 32. pitt rx i oad ie Or, 25x=5 | By sin™y~ m= ¢ Using Fourier series, wehave %)_; * G= to MAK 5) Gag WAG SoH ay ara 25x sin 0. 5 é : => J sin 5 ae Hiesttib islicg : osvin «ad Ree 0%UU 312 COLLEGE MATHEMATICAL METHODS - 4 4 ¥ 25 4 | m 4 [veo BE] +B. J one I fh 0 oO x, i SN Sia 50 4 mux oo 4 cos mn+ +77 | sin —a~ 200 200 E So ag OSM + oS (sin mz - sino) | 200 200 : =~ ing COSME+ TG (0-0) | a cose =— 2 coo me: i mn mn j Putting the value of B,, in (5), we get : « —m?nt/8. j »_ 200 mr ulx, t) = =E i min COS MH. e _sin 4 wo 7 mnt/B oe =- My ¢ in EX eet ™m sin] which {8 the required solution of the given boundary valt | problem, Example 10. Show that the solution of the boundary vali _ problem du Pu Ot * 3x2 U0.) =0, unt) =o ulx, 0) = fb4 Where oZx2n, t>0 is given by. 1 ub, ae i 2 = es ” des 2 x z rat come fl cosmx dx. | oot: Te elven partial differential equation‘ 1s | ou fu. () q } at” axeSEPARATION OF VARIABLES 313 Let u = XT in the given equation (1) where X is a function of x alone and T isa function of t alone. Then au ty, Pu Sen AT. Gye aT 5g XT. Thus from (1), we have XT’ = X"T T xX ‘ Or, FX Each side must be a constant, which we call - )?. Or,T + 2T=0, X’+ 2 X=0 —Mt whose solutions are T = C;€ and X=A,cos Ax+B, sin 1x. respectively. Thus a solution is -Mt u=XT= (A; cos dx +B; sina Cie Mt . Or, ulx, t) =e (A cos Ax+Bsinax 2 where A,C; = A and B, C) =B. rt . uxlxt) =e x (-A Asin 1.x + 4B cos A x) wt vt + Ux, t) =, (0 + AB) = ABS rt Or, ABe =0 Since u,o,t) =0. -t but 24#0,¢ #0... BeO. ‘ iov COLLEGE MATHEMATICAL METHODS Putting B =o in (2), we get it u(x t)=Ae cosax (3) . At Again ux (x,t) = -AAe ain Ax -t uxt, J = -AAe sinan vt Or, -AAe sind x=0, Since ug, t) = Mt. but 4#0,A#0.e #0 sin An =0 Or, Ax =mr, m=0, 1, 2,3, Or,.A =m. : Thus from (3), we have -at u(x,t) = Ae cosmx . 4)m=0, 1,23, 0028 To satisfy the last condition u(x, 0) = fd; We use the Prjnctple of superposition we ae os vane PE, cosimx | (5)SEPARATION OF VARIABLES, 315 Now using Fourier series, we have dno f(x) cosmaclx, Putting the veiaes of fo and Ay, in (5) we get we ded2J” tia oo ~ at aa += ( A £9 cos nxt] ( : ‘cosmx) m=1 ™ oF " = uf f(x) dx +2 y ce cosmx) f(x) cosmxdx. a m=1 o which is the required solution of the given boundary value problem. Example 1. Solve the ‘following boundary value problem | uz (4 t) = ug (st), 0< x<1, t> 0 ug(o,f) =O; ux (1.0 =0, €20 u (x0) =x Solution ; The given partial differential equation is ur be th= mate t) Le 5 a @ a Let u = xTMn the given equation (1) where X is a function of xalone and T is a function . t alone. Then du Oe = Xt and T, aac Then from (1), we have XT ekX'T | { |SA vw 316 COLLEGE MATHEMATICAL METHODS AX : "kT X Each side must be a constant which we call-22. . TX : kT7X =—¥ (ay) Or, T + kT = 0, X” +?2X=0 2 kit whose solutions are T = Cye and “} X= A, cos Ax + Bj sin Axrespectively. Thus a solution is given by u=XT= eset cet t Or, ule d= Woosax+Bsinky (2) where A=A,C,, B=B,C,. OIA tah ux lx thee G dAsinix + )Bcosax) ~kn?, ux(o. =e t (9. a5) ap Mt Since u, (0, =0 2 Apert capes butazoe so.pig | Putting B = 0 in (2), we get ube t =Ac eat 08 Ax | urs t=-rAAe- at sin be ae (1, = aac 1a sin 2 Since uy(1, t) =0, AA Yt ging 9 o U,(0,)) =O, ule.) =0,t>0 uly 0) = Mt, o p sing sin~ € n?nkt/a’ n=] 7 where ufo) = ull, ) = 0, Q 20. Solve 5 ou u(x, 0) =a sin mx and we eo: Answer : u(x, ) = a cos (cal) sin xx. Method-24 ,