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5b-PDE (2019 01 03 02 37 44 UTC)

Differential Equations (Universiti Teknologi Malaysia)

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Partial Differential Equations

Three main types

Diffusion Equation

Wave Equation

Laplace Equation

There are various techniques (analytical and numerical)

for solving PDEs. Separation of variables is the oldest
technique.

Example: Verify that the function

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u(x,y) = cosxsinhy
is a solution to the Laplace equation

.
Solution:
ux = −sinxsinhy, uxx = −cosxsinhy
uy = cosxcoshy, uyy = cosxsinhy
Therefore,

uxx + uyy = −cosxsinhy + cosxsinhy = 0.

Heat Equation

The heat equation or diffusion equation is an important

partial differential equation which describes the
temperature in a given region over time. It is:

ut = κ(uxx + uyy + uzz)

where:

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ut is the rate of change of temperature at a point over

time

uxx,uyy, and uzz are the second spatial derivatives

(thermal conductions) of temperature in the x,y, and z
directions, respectively

κ is a material-specific constant (thermal diffusivity).

Separation of Variables

Consider 1-D heat equation

with boundary conditions

u(0,t) = 0, u(L,t) = 0 t>0

and initial condition

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u(x,0) = f(x) 0 < x < L.

Solution

Assume
u(x,t) = X(x)T(t)

′ 2 ′′
X(x)T (t) = α X (x)T(t)

LHS independent of x and RHS independent of t.

Therefore

a constant.
We now have two ODEs
′ 2 ′′
T = α kT X = kX

Boundary conditions

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Separate boundary conditions

Not all need to be separable
Need one set for one of the ODEs u(0,t) = X(0)T(t) = 0

⇒ X(0) = 0 u(L,t) = X(L)T(t) = 0 ⇒ X(L) = 0

Note that if T(t) = 0, u(x,t) = 0. Thus T(t) = 06 .

Hence we have
′ 2
T = α kT

′′
X = kX, X(0) = 0, X(L) = 0.

Case 1: k = 0

′′
X = 0 ⇒ X(x) = Ax + B

X(0) = 0 ⇒ B = 0 ⇒ X = Ax

X(L) = 0 ⇒ 0 = AL ⇒ A = 0

Thus X(x) = 0.

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2
Case 2: k = λ > 0

′′ 2 λx −λx
X − λ X = 0 ⇒ X(x) = Ae + Be

X(0) = 0 ⇒ 0 = A + B ⇒ B = −A

Lx −Lx
X(L) = 0 ⇒ 0 = Ae −Ae ⇒A=0=B

Thus X(x) = 0.

2
Case 3: k = −λ < 0

′′ 2
X +λ X = 0 ⇒ X(x) = Acosλx+B sinλx

X(0) = 0 ⇒ 0 = A ⇒ X = B sinλx

X(L) = 0 ⇒ 0 = B sinλL, B = 06 .
Hence

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Therefore

To solve T(t), consider the 3 cases again. For this

particular problem, only

Tn(t) = Cne−α2λ2n t Hence the

functions

where Pn = BnCn, n = 1,2,3,... are solutions of the heat

equation satisfying the given boundary conditions.

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un(x,t) = eigenfunctions of the problem. λn(x,t) =

eigenvalues.

General solution

By the principle of superposition (the complete solution is

the sum of all possible solutions),

Initial condition

The problem is thus reduced to determining an expansion

for f(x) of the form

a Fourier sine series. Thus

, n = 1,2,...

Final solution

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Substitute Pn back into the general solution u(x,t).

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Example 1: Show that the solution to the initial-boundary

value problem (α is a constant)
2
; 0 < x < 1, t>0
u(0,t) = u(1,t) = 0, t≥0
u(x,0) = x(1 − x), 0≤x≤1
is given by

Example 2: Find the solution to the IVBP

2
; 0 < x < 1, t>0

ux(0,t) = ux(1,t) = 0, t > 0 u(x,0) = x(1 − x), 0

<x<1

Wave Equation

Examples of waves

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Ocean surface waves, which are perturbations that

propagate through water (see also surfing and tsunami).

Sound - a mechanical wave that propagates through air,

liquid or solids, and is of a frequency detected by the
auditory system.

Similar are seismic waves in earthquakes, of which there

are the S, P and L kinds.

Light, radio waves, x-rays, etc. make up electromagnetic

radiation. In this case propagation is possible without a
medium, through vacuum.

Gravitational waves, which are fluctuations in the

gravitational field predicted by General relativity. These
waves are nonlinear.
Consider 1-D wave equation

with boundary conditions

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u(0,t) = 0, u(L,t) = 0 t≥0

and initial condition

u(x,0) = f(x), 0≤x≤L

ut(x,0) = g(x), 0 ≤ x ≤ L.
Solution

Assume
u(x,t) = X(x)T(t)

′′ 2 ′′
X(x)T (t) = α X (x)T(t)

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LHS independent of x and RHS independent of t.

Therefore

a constant.
We now have two ODEs

T′′ = α2kT X′′ = kX

Boundary conditions

Separate boundary conditions

u(0,t) = X(0)T(t) = 0 ⇒ X(0) = 0

u(L,t) = X(L)T(t) = 0 ⇒ X(L) = 0

Note that if T(t) = 0, u(x,t) = 0. Thus T(t) = 06 .
Hence we have

T′′ = α2kT

′′
X = kX, X(0) = 0, X(L) = 0.

Case 1: k = 0

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′′
X = 0 ⇒ X(x) = Ax + B

X(0) = 0 ⇒ B = 0 ⇒ X = Ax

X(L) = 0 ⇒ 0 = AL ⇒ A = 0

Thus X(x) = 0.

2
Case 2: k = λ > 0

′′ 2 λx −λx
X − λ X = 0 ⇒ X(x) = Ae + Be

X(0) = 0 ⇒ 0 = A + B ⇒ B = −A

Lx −Lx
X(L) = 0 ⇒ 0 = Ae −Ae ⇒A=0=B

Thus X(x) = 0.

2
Case 3: k = −λ < 0

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′′ 2
X +λ X = 0 ⇒ X(x) = Acosλx+B sinλx

X(0) = 0 ⇒ 0 = A ⇒ X = B sinλx

X(L) = 0 ⇒ 0 = B sinλL, B = 06 .
Hence

Therefore

To solve T(t), consider the 3 cases again. For this

particular problem, only

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with

Pn = BnCn and Qn = BnDn.

General solution

By the principle of superposition,

Initial conditions

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a Fourier sine series. Thus

Another condition, differentiate u(x,t) wrt t.

Then

Final solution

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Substitute Pn and Qn back into the general solution u(x,t).

Example

1. Show that the half range sine series for

is

2. Consider wave equation

with boundary conditions

U(0,t) = 0 dan U(20,t) = 0

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and initial conditions

) (as in part (1))

Use the method of separation of variables to show
that the solution to the given problem is

kos .

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