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𝑚2 + 2 = 0
𝑚2 = −2
𝑚 = ± 2𝑖
𝑎=0 𝑏= 2
𝑦 = 𝑐1 𝑐𝑜𝑠 2𝑡 + 𝑐2 𝑠𝑖𝑛 2𝑡
When x = 0 and y = 1
When x = 𝜋 and y = 0
0 = (1)𝑐𝑜𝑠 2𝜋 + 𝑐2 𝑠𝑖𝑛 2𝜋
−cos( 2𝜋)
𝑐2 = = −cot( 2𝜋)
sin( 2𝜋)
CASE 1: λ = 0 NOTE:
CASE 2: λ < 0, λ = −𝑘 2 𝑠𝑖𝑛𝑥 = 0
CASE 3: λ > 0, λ = 𝑘 2
𝑛𝜋
𝑥=
𝑃
PROBLEM 2
𝑦 ′′ + λ𝑦 = 0
𝑤ℎ𝑒𝑛 𝑦 0 = 0 𝑎𝑛𝑑 𝑦 1 = 0
CASE 1: λ = 0
𝑦 ′′ + (0)𝑦 = 0
𝑦 ′′ = 0
𝑚2 = 0
𝑚 = 0,0
𝑦 = (𝑐1 +𝑐2 𝑡) 𝑒 0
𝑦 = 𝑐1 + 𝑐2 𝑡
when x = 0 and y = 0
0 = 𝑐1 + 𝑐2 0
𝑐1 = 0
when t = 1 and y = 0
0 = (0) + 𝑐2 1
𝑐2 = 0
𝑦 ′′ + λ𝑦 = 0
𝑤ℎ𝑒𝑛 𝑦 0 = 0 𝑎𝑛𝑑 𝑦 1 = 0
𝑦 ′′ − 𝑘 2 𝑦 = 0
𝑚2 − 𝑘 2 = 0
𝑚2 = 𝑘 2
𝑚 = ±𝑘
𝑦 = 𝑐1 𝑒 𝑘𝑡 + 𝑐2 𝑒 −𝑘𝑡
when t = 0 and y = 0
0 = 𝑐1 𝑒 𝑘(0) + 𝑐2 𝑒 −𝑘(0)
𝑐1 + 𝑐2 = 0
𝑐1 = −𝑐2
when t = 1 and y = 0
0 = 𝑐1 𝑒 𝑘(1) + 𝑐2 𝑒 −𝑘(1)
0 = −𝑐2 𝑒 𝑘 + 𝑐2 𝑒 −𝑘
0 = 𝑐2 (−𝑒 𝑘 + 𝑒 −𝑘 )
𝑐2 = 0
Hence, 𝑐2 = 0 and 𝑐1 = 0
𝑦 ′′ + λ𝑦 = 0
𝑤ℎ𝑒𝑛 𝑦 0 = 0 𝑎𝑛𝑑 𝑦 1 = 0
𝑦 ′′ + 𝑘 2 𝑦 = 0
𝑚2 + 𝑘 2 = 0
𝑚2 = −𝑘 2
𝑚 = ±𝑘𝑖
𝑦 = 𝑐1 𝑐𝑜𝑠𝑘𝑡 + 𝑐2 𝑠𝑖𝑛𝑘𝑡
when t = 0 and y = 0
0 = 𝑐1 𝑐𝑜𝑠(0) + 𝑐2 𝑠𝑖𝑛(0)
𝑐1 = 0
when t = 1 and y = 0
0 = 𝑐1 𝑐𝑜𝑠(𝑘) + 𝑐2 𝑠𝑖𝑛(𝑘)
0 = 𝑐2 𝑠𝑖𝑛(𝑘)
𝑛𝜋
𝑘 = sin−1 0 =
𝑃
𝑘 = 𝑛𝜋
𝐻𝑒𝑛𝑐𝑒 𝑐2 ≠ 0
NOTATION:
𝜕𝑢
𝑢𝑥 =
𝜕𝑥
𝜕𝑢
𝜕 𝜕2𝑢
𝜕𝑥
𝑢𝑥𝑥 = = 2
𝜕𝑥 𝜕𝑥
𝜕𝑢
𝜕 𝜕2𝑢
𝜕𝑥
𝑢𝑥𝑦 = =
𝜕𝑦 𝜕𝑦𝜕𝑥
𝜕𝑢
𝜕 𝜕2𝑢
𝜕𝑦
𝑢𝑦𝑥 = =
𝜕𝑥 𝜕𝑥𝜕𝑦
Homogenous PDE
Non-homogenous PDE
𝜕2𝑢 2
𝜕 2
𝑢
2
=𝑐 ∶ 𝑢𝑡𝑡 = 𝑐 2 𝑢𝑥𝑥
𝜕𝑡 𝜕𝑥 2
2
𝜕𝑢 2
𝜕 𝑢
=𝑐 ∶ 𝑢𝑡 = 𝑐 2 𝑢𝑥𝑥
𝜕𝑡 𝜕𝑥 2
Two-dimensional Laplace equation:
𝜕2𝑢 𝜕2𝑢
2
+ 2=0 ∶ 𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 0
𝜕𝑥 𝜕𝑦
𝜕2𝑢 𝜕2𝑢
2
+ 2 = 𝑓(𝑥, 𝑦) ∶ 𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 𝑓(𝑥, 𝑦)
𝜕𝑥 𝜕𝑦
𝜕2𝑢 2
𝜕 2
𝑢
2
=𝑐
𝜕𝑡 𝜕𝑥 2
𝜕𝑢 𝜕
= (𝑠𝑖𝑛2𝑥𝑐𝑜𝑠2𝑡)
𝜕𝑡 𝜕𝑡
𝜕𝑢
= −2𝑠𝑖𝑛2𝑥𝑠𝑖𝑛2𝑡
𝜕𝑡
𝜕2𝑢
2
= −4𝑠𝑖𝑛2𝑥𝑐𝑜𝑠2𝑡
𝜕𝑡
𝜕𝑢 𝜕
= (𝑠𝑖𝑛2𝑥𝑐𝑜𝑠2𝑡)
𝜕𝑥 𝜕𝑥
𝜕𝑦
= 2𝑐𝑜𝑠2𝑡𝑐𝑜𝑠2𝑥
𝜕𝑥
𝜕2𝑢
2
= −4𝑠𝑖𝑛2𝑥𝑐𝑜𝑠2𝑡
𝜕𝑥
𝜕2𝑢 2
𝜕 2𝑢
= 𝑐
𝜕𝑡 2 𝜕𝑥 2
−4𝑠𝑖𝑛2𝑥𝑐𝑜𝑠2𝑡 = 𝑐 2 −4𝑠𝑖𝑛2𝑥𝑐𝑜𝑠2𝑡
Heat equation
𝜕𝑢 𝜕 2𝑢
= 𝑐2 2
𝜕𝑡 𝜕𝑥
𝜕𝑢 𝜕
= (2𝑡 + 𝑥 2 )
𝜕𝑡 𝜕𝑡
𝜕𝑢
=2
𝜕𝑡
𝜕𝑢 𝜕
= (2𝑡 + 𝑥 2 )
𝜕𝑥 𝜕𝑥
𝜕𝑢
= 2𝑥
𝜕𝑥
𝜕2𝑢
2
=2
𝜕𝑥
2 = 𝑐2 2
𝑐=1
𝑢𝑡 = 𝑐 2 𝑢𝑥𝑥
x=0 x=P
when
P
u = temperature
c = thermal diffusivity
t = time
𝑥𝑜 : position @ one end of the bar
𝑥𝑃 : position @ the other end of the bar
Initial Boundary Value Problem for One-Dimensional Heat Equation
2 𝑃 𝑛𝜋𝑥
𝑏𝑛 = න 𝑓 𝑥 𝑠𝑖𝑛 𝑑𝑥
𝑃 0 𝑃
𝑇1 − 𝑇𝑜
𝑆𝑥 = 𝑇𝑜 + 𝑓 𝑥
𝑃
∞
𝑛𝜋𝑥 −𝑐 2 𝜆𝑡
𝑉 𝑥, 𝑡 = 𝑏𝑛 𝑠𝑖𝑛 𝑒
𝑃
𝑛=1
𝑛𝜋 2
𝜆=
𝑃
2 𝑃 𝑛𝜋𝑥
𝑏𝑛 = න (𝑆𝑥 − 𝑓 𝑥) 𝑠𝑖𝑛 𝑑𝑥
𝑃 0 𝑃
𝑛𝜋 2
𝜆=
𝑃
2 𝑃
𝑎𝑜 = න 𝑓 𝑥 𝑑𝑥
𝑃 0
2 𝑃 𝑛𝜋𝑥
𝑎𝑛 = න 𝑓 𝑥 𝑐𝑜𝑠 𝑑𝑥
𝑃 0 𝑃
NOTE:
sin 𝑛𝜋 = 0
cos 𝑛𝜋 = (−1)𝑛
−(−1)𝑛 = (−1)𝑛+1
[(−1)2𝑛−1 −1] = −2
PROBLEM 3
HOMOGENOUS BOUNDARY CONDITIONS:
𝑢𝑡 = 𝑢𝑥𝑥 𝑡>0
ቐ𝑢 0, 𝑡 = 0 𝑢 10, 𝑡 = 0, 𝑡 > 0
𝑢 𝑥, 0 = 50, 0 < 𝑥 < 10
𝑐2 = 1
𝑃 = 10
𝑓 𝑥 = 50
∞
𝑛𝜋𝑥 −𝑐 2𝜆𝑡
𝑢 𝑥, 𝑡 = 𝑏𝑛 𝑠𝑖𝑛 𝑒
𝑃
𝑛=1
𝑛𝜋 2 𝑛2 𝜋 2
𝜆= =
𝑃 100
2 𝑃 𝑛𝜋𝑥
𝑏𝑛 = න 𝑓 𝑥 𝑠𝑖𝑛 𝑑𝑥
𝑃 0 𝑃
2 10 𝑛𝜋𝑥
𝑏𝑛 = න 50𝑠𝑖𝑛 𝑑𝑥
10 0 10
10
𝑛𝜋𝑥
𝑏𝑛 = 10 න 𝑠𝑖𝑛 𝑑𝑥
0 10
10 𝑛𝜋𝑥 10
𝑏𝑛 = 10 − 𝑐𝑜𝑠 ]
𝑛𝜋 10 0
100 𝑛𝜋 10
𝑏𝑛 = − 𝑐𝑜𝑠 − cos 0
𝑛𝜋 10
100
𝑏𝑛 = − [(−1)𝑛 − 1]
𝑛𝜋
100
𝑏2𝑛−1 = − [(−1)2𝑛−1 − 1]
(2𝑛 − 1)𝜋
100
𝑏2𝑛−1 = − (−2)
2𝑛 − 1 𝜋
200
𝑏2𝑛−1 =
2𝑛 − 1 𝜋
∞
𝑛𝜋𝑥 −𝑛2 𝜋2 𝑡
𝑢 𝑥, 𝑡 = 𝑏𝑛 𝑠𝑖𝑛 𝑒 100
10
𝑛=1
PROBLEM 4
NON-HOMOGENOUS BOUNDARY CONDITIONS:
𝑐2 = 1
𝑃=𝜋
𝑇𝑜 = 10
𝑇𝐼 = 60
𝑓 𝑥 =5
𝑢 𝑥, 𝑡 = 𝑉 𝑥, 𝑡 + 𝑆𝑥
𝑇1 − 𝑇𝑜
𝑆𝑥 = 𝑇𝑜 + 𝑓 𝑥
𝑃
60 − 10
𝑆𝑥 = 10 + 5
𝜋
𝜋
2 10𝜋 + 250 − 5𝜋
𝑏𝑛 = න sin(𝑛𝑥)𝑑𝑥
𝜋 𝜋 0
2 𝜋
𝑏𝑛 = − 2 5𝜋 + 250 cos 𝑛𝑥 ]
𝑛𝜋 0
10𝜋 − 500
𝑏𝑛 = − 2
[cos 𝑛𝜋 − cos(0)]
𝑛𝜋
10𝜋 − 500 𝑛 − 1]
𝑏𝑛 = − [(−1)
𝑛𝜋 2
𝑛𝜋 2
𝜆= = 𝑛2
𝑃
∞
−𝑛2 𝑡
𝑉 𝑥, 𝑡 = 𝑏𝑛 sin(𝑛𝑥)𝑒
𝑛=1
∞
10𝜋 + 250 20𝜋 + 1000 −(2𝑛−1) 2𝑡
𝑢 𝑥, 𝑡 = + 2
sin((2𝑛 − 1)𝑥)𝑒
𝜋 2𝑛 − 1 𝜋
𝑛=1
PROBLEM 5
INSULATED BOUNDARY CONDITIONS:
𝑛𝜋 2
𝜆= = 𝑛2 𝜋 2
1
2 𝑃 1
𝑎𝑜 = න 𝑓 𝑥 𝑑𝑥 = 2 න 𝑥𝑑𝑥
𝑃 0 0
𝑥2 1
𝑎𝑜 = 2 ] = 12 − 0 = 1
2 0
2 𝑃 𝑛𝜋𝑥 1
𝑛𝜋𝑥
𝑎𝑛 = න 𝑓 𝑥 𝑐𝑜𝑠 𝑑𝑥 = 2 න 𝑥𝑐𝑜𝑠 𝑑𝑥
𝑃 0 𝑃 0 1
1
𝑎𝑛 = 2 න 𝑥𝑐𝑜𝑠 𝑛𝜋𝑥𝑑𝑥
0
Let:
𝑢=𝑥 𝑑𝑣 = cos(𝑛𝜋𝑥)𝑑𝑥
1
𝑑𝑢 = 𝑑𝑥 𝑣= sin(𝑛𝜋𝑥)
n𝜋
x 1
𝑎𝑛 = 2[ sin 𝑛𝜋𝑥 − න sin 𝑛𝜋𝑥 𝑑𝑥]
n𝜋 n𝜋
x 1 1
𝑎𝑛 = 2[ sin 𝑛𝜋𝑥 + 2 2 cos 𝑛𝜋𝑥 ]
n𝜋 𝑛 𝜋 0
1 1 1
𝑎𝑛 = 2{[ sin 𝑛𝜋 + 2 2 cos 𝑛𝜋 ] − [0 + 2 2 cos(0)]}
n𝜋 𝑛 𝜋 𝑛 𝜋
1 𝑛
1
𝑎𝑛 = 2[ 2 2 (−1) − 2 2 ]
𝑛 𝜋 𝑛 𝜋
2
𝑎𝑛 = 2 2 [(−1)𝑛 − 1]
𝑛 𝜋
Replace n with 2n-1 due to [(−1)𝑛 − 1]
2 2𝑛−1 − 1]
𝑎2𝑛−1 = [(−1)
(2𝑛 − 1)2 𝜋 2
2
𝑎2𝑛−1 = 2 2
[−2]
(2𝑛 − 1) 𝜋
−4
𝑎2𝑛−1 =
(2𝑛 − 1)2 𝜋 2
∞
1 𝑛𝜋𝑥 −𝑛2 𝜋2 𝑡
𝑢 𝑥, 𝑡 = (1) + 𝑎𝑛 𝑐𝑜𝑠 𝑒
2 1
𝑛=1
Replace n with 2n-1
∞
1 (2𝑛 − 1)𝜋𝑥 −(2𝑛−1)2 𝜋2𝑡
𝑢 𝑥, 𝑡 = + 𝑎2𝑛−1 𝑐𝑜𝑠 𝑒
2 1
2𝑛−1=1
∞
1 −4 −(2𝑛−1)2 𝜋2 𝑡
𝑢 𝑥, 𝑡 = + 2 2
cos[ 2𝑛 − 1 𝜋𝑥]𝑒
2 (2𝑛 − 1) 𝜋
2𝑛−1=1
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