Mathematical Modelling and Analysis II

Topic 3 - Partial Differential Equations summary

The general form of a partial differential equation of a single quantity u(x, y, z, t),
say, is

∂u ∂u ∂u ∂u ∂ 2 u ∂ 2 u
 
∂u
F x, y, z, t, . . . , , , , , , ,..., 3,... = 0
∂x ∂y ∂z ∂t ∂x∂y ∂x∂z ∂x

The order of a PDE is the highest order derivative of the dependant variable
(above that is u).
A linear PDE is one in which the dependant variable only occurs in a linear
form. A quasi-linear PDE is one in which the derivatives of the dependant
variable occur only in a linear form.

Classification of second order PDEs

Consider the most general form of a linear second order PDE of u(x, y)

∂2u ∂2u ∂2u ∂u

A(x, y) + B(x, y) + C(x, y) + D(x, y)
∂x2 ∂x∂y ∂y 2 ∂x
∂u
+ E(x, y) + F (x, y)u = G(x, y)
∂y

The discriminant of this PDE is d = B 2 − 4AC. These PDEs can be classified

into 3 categories, depending on the value of the discriminant:

< 0, the PDE is Elliptic

D = = 0, the PDE is Parabolic

> 0, the PDE is Hyperbolic


Boundary conditions
In order to solve PDEs, we need to impose boundary conditions. The amount
of boundary conditions required to solve a PDE depends on the order and
dimension of the PDE. For each dimension, we require the same amount of

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boundary conditions as the order of the PDE in that dimension. For example,
the general second order PDE above requires four boundary conditions: two in
x and two in y.
Suppose we are solving a PDE for u(x, y) on the domain Ω, which has bound-
aries ∂Ω. Four types of boundary condition can be applied on the boundary
∂Ω:
1. Dirichlet condition.
u(x, y) is given on the boundary ∂Ω.
2. Neumann (or Flux) condition.
∂u
∂n is given on the boundary ∂Ω.

3. Mixed (or Robin) condition.

A linear combination of Dirichlet and Neumann conditions, i.e. where
∂u
αu + β ∂n is given, α and β are constants.
4. Cauchy condition.
∂u
Both u and ∂n are given on ∂Ω.

Separation of variables
The main method that will be utilised to solve PDEs in this course is separation
of variables. The method procedure is as follows:
1. Assume a separable solution. That is a solution which is a product of
functions in each variable alone. For example: u(x, y) = X(x)Y (y).
2. Substitute this separable solution into your PDE and then rearrange to get
all functions of one variable on one side of the equation and all functions of
the other variable on the other side of the equation. This is only possible
if both sides are equal to a constant, called the separation constant.
3. Solve each arising ODE for all possible signs of the separation constant, i.e.
larger than zero, equal to zero and smaller than zero. Using the boundary
conditions you will be able to eliminate one or two of these cases as not
possible. Using the homogeneous boundary condition should allow you to
determine what the separation constant is.
4. Combine the two solutions and find any remaining constants with the
unused boundary conditions.
This is a rough sketch of the method and further understanding should be
found from solving examples. Note that your solution will often be in terms of
an infinite sum, due to there being an infinite number of solutions.