Math 241 - Rimmer

13.1 Separable Partial Differential Equations

Linear Homogeneous Second-Order Partial Differential Equation (general form)
Solution: u ( x, y )
∂ 2u ∂ 2u ∂ 2u ∂u ∂u
A 2 +B +C 2 + D + E + Fu = 0
∂x ∂x∂y ∂y ∂x ∂y
A, B, C , D, E , and F are real constants
alternate notation
Au xx + Bu xy + Cu yy + Du x + Eu y + Fu = 0
linear: all functions and derivatives appear only to the first power
homogeneous: set equal to zero
second − order: second partial derivative are highest that appear
partial diff. eq. : equations involving partial derivatives of
multi-variable functions

Math 241 - Rimmer

13.1 Separable Partial Differential Equations
Classification:
∂ 2u ∂ 2u ∂ 2u ∂u ∂u
A 2
+ B + C 2
+D +E + Fu = 0
∂x ∂x∂y ∂y ∂x ∂y
1. B 2 − 4 AC > 0 ⇒ hyperbolic

2. B 2 − 4 AC < 0 ⇒ elliptic

3. B 2 − 4 AC = 0 ⇒ parabolic

Heat Equation Wave Equation Laplace ' s Equation

Solution: u ( x, t ) Solution: u ( x, t ) Solution: u ( x, y )
∂ 2u ∂u ∂ 2 u ∂ 2u ∂ 2u ∂ 2u
k = k >0 a2 = + =0
∂x 2 ∂t ∂x 2 ∂t 2 ∂x 2 ∂y 2
A = k , B = 0, C = 0 A = a 2 , B = 0, C = −1 A = 1, B = 0, C = 1
2 2
B − 4 AC = 0 B − 4 AC > 0 B 2 − 4 AC < 0
parabolic hyperbolic elliptic

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 Math 241 - Rimmer
13.1 Separable Partial Differential Equations
Separation of Variables
want to find a particular solution of the form: u ( x, y ) = X ( x ) Y ( y )
this will sometimes reduce a linear PDE in two variables into 2 ODE's
u ( x, y ) = X ( x ) Y ( y )
∂ 2u ∂ 2u ∂u
= X ′′ ( x ) Y ( y ) = X ′( x)Y ′( y ) = X ′ ( x)Y ( y )
∂x 2 ∂x∂y ∂x
∂ 2u ∂u
= X ( x ) Y ′′ ( y ) = X ( x)Y ′ ( y )
∂y 2 ∂y

where the prime denotes ordinary differentiation

Math 241 - Rimmer

13.1 Separable Partial Differential Equations
example :
∂ 2u ∂u
∂ 2u ∂u k −u = ⇒ kX ′′ ( x ) T ( t ) − X ( x ) T ( t ) = X ( x ) T ′ ( t )
#9 k 2 −u = , k >0 ∂x 2
∂t
∂x ∂t or shorthand : kX ′′T − XT = XT ′
u ( x, t ) = X ( x ) T ( t )
( kX ′′ − X ) T = XT ′
∂ 2u
k 2 = kX ′′ ( x ) T ( t ) kX ′′ − X T ′
∂x =
∂u X T
= X ( x )T ′ (t )
∂t indep. of t indep. of x
but = to a but = to a
function of t function of x
⇒ both sides are indep. of x and t
or each side is equal to a constant
kX ′′ − X T ′ as a conveneience we use the
= = −λ
X T separation constant − λ

⇒ kX ′′ − X + λ X = 0 and T ′ + λT = 0

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 Math 241 - Rimmer
13.1 Separable Partial Differential Equations
Solve : T ′ + λT = 0
T′
Sep. = −λ
T
T′
Int. ∫ dt = ∫ −λ dt ⇒ ln (T ) = −λt + C
T
Solve: e ( ) = e − λt +C ⇒ T = c1e − λt
ln T

Solve : kX ′′ − X + λ X = 0
 λ −1 
kX ′′ + ( λ − 1) X = 0 ⇒ X ′′ +  X =0
 k 
λ −1
This leads to 3 cases based on the sign of
k

Math 241 - Rimmer

13.1 Separable Partial Differential Equations
 λ −1 
X ′′ +  X =0
 k 
λ −1
Case I : = 0 ⇒ λ =1
k u ( x, t ) = c1e − t ( c2 x + c3 )
⇒ X ′′ = 0 ⇒ X = c2 x + c3
u ( x, t ) = X ( x ) T ( t ) and T = c1e− t u ( x, t ) = e− t ( A1 x + A2 )

λ −1 λ −1 λ −1 λ −1
Case II : <0 say = −α 2 Case III : >0 say =α2
k k k k
⇒ λ = 1 − kα 2 ⇒ λ = 1 + kα 2
X ′′ − α 2 X = 0 X ′′ + α 2 X = 0
Indicial Eq.: r 2 − α 2 = 0 Indicial Eq.: r 2 + α 2 = 0
r = ±α real distict roots r = ±α i complex roots
use X = c4 cosh (α x ) + c5 sinh (α x ) X = c6 cos (α x ) + c7 sin (α x )
− (1− kα )t −(1+ kα 2 )t
( c6 cos (α x ) + c7 sin (α x ) )
2

u ( x, t ) = c1e ( c4 cosh (α x ) + c5 sinh (α x ) ) u ( x, t ) = c1e

( )
− 1− kα 2 t ( )
− 1+ kα 2 t
u ( x, t ) = e ( A cosh (α x ) + A sinh (α x ) )
3 4 u ( x, t ) = e ( A cos (α x ) + A sin (α x ))
5 6