You are on page 1of 168

Part II

20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Part II
20401
Tony Shardlow
1 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Outline
1
Separation of variables for heat eqn.
2
Wave equation
3
DAlemberts solution
4
Laplaces equation
5
Particular solns
6
Sturm-Liouville theory
7
Wave equation on a disc
2 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Outline
1
Separation of variables for heat eqn.
2
Wave equation
3
DAlemberts solution
4
Laplaces equation
5
Particular solns
6
Sturm-Liouville theory
7
Wave equation on a disc
3 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
The heat equation
Consider
heat equation for time t [0, T] and space x [0, ]
u
t
u
xx
= f (x, t) in (0, ) (0, T]
with initial condition u
0
(x)
u(x, 0) = u
0
(x) for all x [0, ]
and Dirichlet boundary conditions.
u(0, t) = g(t), u(, t) = h(t) for all t > 0
where > 0 is a constant, and f (x, t), u
0
(x), g(t) and h(t)
are given functions.
4 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
The heat equation
Consider
heat equation for time t [0, T] and space x [0, ]
u
t
u
xx
= f (x, t) in (0, ) (0, T]
with initial condition u
0
(x)
u(x, 0) = u
0
(x) for all x [0, ]
and Dirichlet boundary conditions.
u(0, t) = g(t), u(, t) = h(t) for all t > 0
where > 0 is a constant, and f (x, t), u
0
(x), g(t) and h(t)
are given functions.
5 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
The heat equation
Consider
heat equation for time t [0, T] and space x [0, ]
u
t
u
xx
= f (x, t) in (0, ) (0, T]
with initial condition u
0
(x)
u(x, 0) = u
0
(x) for all x [0, ]
and Dirichlet boundary conditions.
u(0, t) = g(t), u(, t) = h(t) for all t > 0
where > 0 is a constant, and f (x, t), u
0
(x), g(t) and h(t)
are given functions.
6 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
The heat equation
Consider
heat equation for time t [0, T] and space x [0, ]
u
t
u
xx
= f (x, t) in (0, ) (0, T]
with initial condition u
0
(x)
u(x, 0) = u
0
(x) for all x [0, ]
and Dirichlet boundary conditions.
u(0, t) = g(t), u(, t) = h(t) for all t > 0
where > 0 is a constant, and f (x, t), u
0
(x), g(t) and h(t)
are given functions.
7 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Separation of Variables
Homogeneous case
When
forcing f = 0 and boundary terms g = h = 0.
For homogeneous eqns, our method is
Separation of Variables
Write u(t, x) = T(t)X(x),
nd ODEs for T and X,
solve the ODEs,
put everything together with linear superposition.
8 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Separation of Variables
Homogeneous case
When
forcing f = 0 and boundary terms g = h = 0.
For homogeneous eqns, our method is
Separation of Variables
Write u(t, x) = T(t)X(x),
nd ODEs for T and X,
solve the ODEs,
put everything together with linear superposition.
9 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Separation of Variables (SoV)
Write u as a product of functions X(x) and T(t),
u(x, t) = X(x)T(t).
Substitute into the heat equation u
t
= u
xx
, with u
t
= XT

and u
xx
= X

T.
X(x)T

(t) =X

(x)T(t)

(t)
T(t)
=
X

(x)
X(x)
.
1

T
..
function of t
=
X

X
..
function of x
= separation constant .
Constant must be independent of t, x for equality.
10 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Separation of Variables (SoV)
Write u as a product of functions X(x) and T(t),
u(x, t) = X(x)T(t).
Substitute into the heat equation u
t
= u
xx
, with u
t
= XT

and u
xx
= X

T.
X(x)T

(t) =X

(x)T(t)

(t)
T(t)
=
X

(x)
X(x)
.
1

T
..
function of t
=
X

X
..
function of x
= separation constant .
Constant must be independent of t, x for equality.
11 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Boundary conditions for X
Substitute u(x, t) = X(x)T(t) into the boundary conditions.
The Dirichlet conditions u(0, t) = u(, t) = 0 imply that
u(0, t) = X(0)T(t) = 0
u(, t) = X()T(t) = 0
_
and hence (assuming T(t) = 0).
X(0) = 0, X() = 0.
Eigenvalue problem for X
Find X(x) = 0 and such that
X

= X
X(0) = 0; X() = 0
_
.
This is known as an eigenvalue problem, where is an eigenvalue
and X(x) is the associated eigenfunction.
12 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Boundary conditions for X
Substitute u(x, t) = X(x)T(t) into the boundary conditions.
The Dirichlet conditions u(0, t) = u(, t) = 0 imply that
u(0, t) = X(0)T(t) = 0
u(, t) = X()T(t) = 0
_
and hence (assuming T(t) = 0).
X(0) = 0, X() = 0.
Eigenvalue problem for X
Find X(x) = 0 and such that
X

= X
X(0) = 0; X() = 0
_
.
This is known as an eigenvalue problem, where is an eigenvalue
and X(x) is the associated eigenfunction.
13 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Boundary conditions for X
Substitute u(x, t) = X(x)T(t) into the boundary conditions.
The Dirichlet conditions u(0, t) = u(, t) = 0 imply that
u(0, t) = X(0)T(t) = 0
u(, t) = X()T(t) = 0
_
and hence (assuming T(t) = 0).
X(0) = 0, X() = 0.
Eigenvalue problem for X
Find X(x) = 0 and such that
X

= X
X(0) = 0; X() = 0
_
.
This is known as an eigenvalue problem, where is an eigenvalue
and X(x) is the associated eigenfunction.
14 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Soln for X: Case = 0
If = 0, then
X

= 0,
and X(x) = ax + b for some parameters a, b.
Boundary condition X(0) = 0 implies that X(0) = b = 0
and hence b = 0.
Boundary condition X() = 0 implies that X() = a = 0
and hence a = 0.
Hence = 0 corresponds to X(x) = 0.
Thus = 0 is not an eigenvalue, as X(x) must not equal zero.
15 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Soln for X: Case = 0
If = 0, then
X

= 0,
and X(x) = ax + b for some parameters a, b.
Boundary condition X(0) = 0 implies that X(0) = b = 0
and hence b = 0.
Boundary condition X() = 0 implies that X() = a = 0
and hence a = 0.
Hence = 0 corresponds to X(x) = 0.
Thus = 0 is not an eigenvalue, as X(x) must not equal zero.
16 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Soln for X: Case = 0
If = 0, then
X

= 0,
and X(x) = ax + b for some parameters a, b.
Boundary condition X(0) = 0 implies that X(0) = b = 0
and hence b = 0.
Boundary condition X() = 0 implies that X() = a = 0
and hence a = 0.
Hence = 0 corresponds to X(x) = 0.
Thus = 0 is not an eigenvalue, as X(x) must not equal zero.
17 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Soln for X: Case = 0
If = 0, then
X

= 0,
and X(x) = ax + b for some parameters a, b.
Boundary condition X(0) = 0 implies that X(0) = b = 0
and hence b = 0.
Boundary condition X() = 0 implies that X() = a = 0
and hence a = 0.
Hence = 0 corresponds to X(x) = 0.
Thus = 0 is not an eigenvalue, as X(x) must not equal zero.
18 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Soln for X: Case =
2
> 0
If =
2
> 0, then
X

=
2
X,
and X(x) = a cosh(x) +b sinh(x) for some parameters a, b.
Boundary condition X(0) = 0 implies that
X(0) = a cosh(0) + b sinh(0) = a = 0 and hence a = 0.
Boundary condition X() = 0 implies that
X() = b sinh() = 0. As sinh() = 0 for = 0, we have
b = 0.
Hence > 0 corresponds to X(x) = 0. Not eigenvalues as
X(x) must be non-zero.
19 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Soln for X: Case =
2
> 0
If =
2
> 0, then
X

=
2
X,
and X(x) = a cosh(x) +b sinh(x) for some parameters a, b.
Boundary condition X(0) = 0 implies that
X(0) = a cosh(0) + b sinh(0) = a = 0 and hence a = 0.
Boundary condition X() = 0 implies that
X() = b sinh() = 0. As sinh() = 0 for = 0, we have
b = 0.
Hence > 0 corresponds to X(x) = 0. Not eigenvalues as
X(x) must be non-zero.
20 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Soln for X: Case =
2
> 0
If =
2
> 0, then
X

=
2
X,
and X(x) = a cosh(x) +b sinh(x) for some parameters a, b.
Boundary condition X(0) = 0 implies that
X(0) = a cosh(0) + b sinh(0) = a = 0 and hence a = 0.
Boundary condition X() = 0 implies that
X() = b sinh() = 0. As sinh() = 0 for = 0, we have
b = 0.
Hence > 0 corresponds to X(x) = 0. Not eigenvalues as
X(x) must be non-zero.
21 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Solution for X: Case
=
2
< 0
With =
2
, we have X

=
2
X.
This has solution for constants A, B
X(x) = Acos(x) + B sin(x).
The left end condition X(0) = 0 implies that
X(0) = Acos(0) + B sin(0) = A = 0.
The right end condition X() = 0 gives
X() = B sin() = 0. Hence =
n

for all positive


integers n. We choose B = 1.
The soln to the eigenvalue problem is

n
=
_
n

_
2
; X
n
= sin
nx

, n = 1, 2, 3, . . .
22 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Solution for X: Case
=
2
< 0
With =
2
, we have X

=
2
X.
This has solution for constants A, B
X(x) = Acos(x) + B sin(x).
The left end condition X(0) = 0 implies that
X(0) = Acos(0) + B sin(0) = A = 0.
The right end condition X() = 0 gives
X() = B sin() = 0. Hence =
n

for all positive


integers n. We choose B = 1.
The soln to the eigenvalue problem is

n
=
_
n

_
2
; X
n
= sin
nx

, n = 1, 2, 3, . . .
23 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Solution for X: Case
=
2
< 0
With =
2
, we have X

=
2
X.
This has solution for constants A, B
X(x) = Acos(x) + B sin(x).
The left end condition X(0) = 0 implies that
X(0) = Acos(0) + B sin(0) = A = 0.
The right end condition X() = 0 gives
X() = B sin() = 0. Hence =
n

for all positive


integers n. We choose B = 1.
The soln to the eigenvalue problem is

n
=
_
n

_
2
; X
n
= sin
nx

, n = 1, 2, 3, . . .
24 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Solution for X: Case
=
2
< 0
With =
2
, we have X

=
2
X.
This has solution for constants A, B
X(x) = Acos(x) + B sin(x).
The left end condition X(0) = 0 implies that
X(0) = Acos(0) + B sin(0) = A = 0.
The right end condition X() = 0 gives
X() = B sin() = 0. Hence =
n

for all positive


integers n. We choose B = 1.
The soln to the eigenvalue problem is

n
=
_
n

_
2
; X
n
= sin
nx

, n = 1, 2, 3, . . .
25 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Solution for X: Case
=
2
< 0
With =
2
, we have X

=
2
X.
This has solution for constants A, B
X(x) = Acos(x) + B sin(x).
The left end condition X(0) = 0 implies that
X(0) = Acos(0) + B sin(0) = A = 0.
The right end condition X() = 0 gives
X() = B sin() = 0. Hence =
n

for all positive


integers n. We choose B = 1.
The soln to the eigenvalue problem is

n
=
_
n

_
2
; X
n
= sin
nx

, n = 1, 2, 3, . . .
26 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Solution for X: Case
=
2
< 0
With =
2
, we have X

=
2
X.
This has solution for constants A, B
X(x) = Acos(x) + B sin(x).
The left end condition X(0) = 0 implies that
X(0) = Acos(0) + B sin(0) = A = 0.
The right end condition X() = 0 gives
X() = B sin() = 0. Hence =
n

for all positive


integers n. We choose B = 1.
The soln to the eigenvalue problem is

n
=
_
n

_
2
; X
n
= sin
nx

, n = 1, 2, 3, . . .
27 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Solve for T
1

T
= =
X

X
We have found

n
=
_
n

_
2
Hence the equation for T is
T

=
n
T.
which has general solution
T
n
(t) = e

n
t
= e
(
n

)
2
t
.
HOMEWORK
You can now try Problem 1 and 2
28 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Solve for T
1

T
= =
X

X
We have found

n
=
_
n

_
2
Hence the equation for T is
T

=
n
T.
which has general solution
T
n
(t) = e

n
t
= e
(
n

)
2
t
.
HOMEWORK
You can now try Problem 1 and 2
29 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Solve for T
1

T
= =
X

X
We have found

n
=
_
n

_
2
Hence the equation for T is
T

=
n
T.
which has general solution
T
n
(t) = e

n
t
= e
(
n

)
2
t
.
HOMEWORK
You can now try Problem 1 and 2
30 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Solve for T
1

T
= =
X

X
We have found

n
=
_
n

_
2
Hence the equation for T is
T

=
n
T.
which has general solution
T
n
(t) = e

n
t
= e
(
n

)
2
t
.
HOMEWORK
You can now try Problem 1 and 2
31 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
SoV solutions are
We found
X
n
(x) = sin(nx/) T
n
(t) = e
(n/)
2
t
and hence the following are solns of heat eqn
u
n
(x, t) =X
n
(x) T
n
(t)
=e
(
n

)
2
t
sin
nx

, n = 1, 2, . . . .
Superposition
As heat equation is linear and homogeneous, principle of
superposition applies. Linear combinations
u(x, t) =

n=1
a
n
e
(
n

)
2
t
sin
nx

for coecients a
n
are also solutions.
32 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
SoV solutions are
We found
X
n
(x) = sin(nx/) T
n
(t) = e
(n/)
2
t
and hence the following are solns of heat eqn
u
n
(x, t) =X
n
(x) T
n
(t)
=e
(
n

)
2
t
sin
nx

, n = 1, 2, . . . .
Superposition
As heat equation is linear and homogeneous, principle of
superposition applies. Linear combinations
u(x, t) =

n=1
a
n
e
(
n

)
2
t
sin
nx

for coecients a
n
are also solutions.
33 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Initial conditions for heat
equation
u(x, t) =

n=1
a
n
e
(
n

)
2
t
sin
nx

obeys the heat equation and boundary conditions.


To determine a
n
, put t = 0 so that
u(x, 0) = u
0
(x) =

n=1
a
n
sin
nx

and exploit the very important orthogonality relation


Orthogonality
We say two functions , : [0, ] R are orthogonal if
_

0
(x) (x) dx = 0.
34 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Initial conditions for heat
equation
u(x, t) =

n=1
a
n
e
(
n

)
2
t
sin
nx

obeys the heat equation and boundary conditions.


To determine a
n
, put t = 0 so that
u(x, 0) = u
0
(x) =

n=1
a
n
sin
nx

and exploit the very important orthogonality relation


Orthogonality
We say two functions , : [0, ] R are orthogonal if
_

0
(x) (x) dx = 0.
35 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Initial conditions for heat
equation
u(x, t) =

n=1
a
n
e
(
n

)
2
t
sin
nx

obeys the heat equation and boundary conditions.


To determine a
n
, put t = 0 so that
u(x, 0) = u
0
(x) =

n=1
a
n
sin
nx

and exploit the very important orthogonality relation


Orthogonality
We say two functions , : [0, ] R are orthogonal if
_

0
(x) (x) dx = 0.
36 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Orthogonality for sin(nx/)
Using trig identities (as in rst lecture),
_

0
sin(mx/) sin(nx/) dx =
_
0, n = m,
/2, n = m.
Thus sin(nx/) are orthogonal if n = m. If we assume any
initial condition can be written as
u
0
(x) =

n=1
a
n
sin
nx

the orthogonality relation allows us to determine a


n
.
This series is known as a Fourier sine series and a
n
are known
as Fourier coecients.
37 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Orthogonality for sin(nx/)
Using trig identities (as in rst lecture),
_

0
sin(mx/) sin(nx/) dx =
_
0, n = m,
/2, n = m.
Thus sin(nx/) are orthogonal if n = m. If we assume any
initial condition can be written as
u
0
(x) =

n=1
a
n
sin
nx

the orthogonality relation allows us to determine a


n
.
This series is known as a Fourier sine series and a
n
are known
as Fourier coecients.
38 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Orthogonality for sin(nx/)
Using trig identities (as in rst lecture),
_

0
sin(mx/) sin(nx/) dx =
_
0, n = m,
/2, n = m.
Thus sin(nx/) are orthogonal if n = m. If we assume any
initial condition can be written as
u
0
(x) =

n=1
a
n
sin
nx

the orthogonality relation allows us to determine a


n
.
This series is known as a Fourier sine series and a
n
are known
as Fourier coecients.
39 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Orthogonality for sin(nx/)
Using trig identities (as in rst lecture),
_

0
sin(mx/) sin(nx/) dx =
_
0, n = m,
/2, n = m.
Thus sin(nx/) are orthogonal if n = m. If we assume any
initial condition can be written as
u
0
(x) =

n=1
a
n
sin
nx

the orthogonality relation allows us to determine a


n
.
This series is known as a Fourier sine series and a
n
are known
as Fourier coecients.
40 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Determining Fourier coecients
Given
u
0
(x) =

n=1
a
n
sin
nx

multiply by sin(mx/) and integrate over [0, ];


_

0
u
0
(x) sin
mx

dx =
_

0

n=1
a
n
sin
nx

sin
mx

dx
Apply the orthogonality relation, all terms in the sum for
n = m disappear because
_

0
sin(nx/) sin(mx/) = 0. Thus,
_

0
u
0
(x) sin
mx

dx =
_

0
a
m
sin
mx

sin
mx

dx =

2
a
m
as
_

0
sin
2
(mx/) dx = /2.
41 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Determining Fourier coecients
Given
u
0
(x) =

n=1
a
n
sin
nx

multiply by sin(mx/) and integrate over [0, ];


_

0
u
0
(x) sin
mx

dx =
_

0

n=1
a
n
sin
nx

sin
mx

dx
Apply the orthogonality relation, all terms in the sum for
n = m disappear because
_

0
sin(nx/) sin(mx/) = 0. Thus,
_

0
u
0
(x) sin
mx

dx =
_

0
a
m
sin
mx

sin
mx

dx =

2
a
m
as
_

0
sin
2
(mx/) dx = /2.
42 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Determining Fourier coecients
Given
u
0
(x) =

n=1
a
n
sin
nx

multiply by sin(mx/) and integrate over [0, ];


_

0
u
0
(x) sin
mx

dx =
_

0

n=1
a
n
sin
nx

sin
mx

dx
Apply the orthogonality relation, all terms in the sum for
n = m disappear because
_

0
sin(nx/) sin(mx/) = 0. Thus,
_

0
u
0
(x) sin
mx

dx =
_

0
a
m
sin
mx

sin
mx

dx =

2
a
m
as
_

0
sin
2
(mx/) dx = /2.
43 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Fourier series
Many functions can be written as Fourier series.
Theorem: Dirichlet (1829)
Let u(x) be such that u(x) and u

(x) are piecewise continuous


(i.e., continuous except for a nite number of points) on [0, ]:
Then we may write
u(x) =

n=1
a
n
sin
nx

,
at all points x of continuity, for Fourier coecients
a
n
=
2

_

0
u(x) sin
n x

dx.
44 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Expansion for initial data
Write the initial data u
0
(x) as a Fourier sine series
u
0
(x) =

n=1
a
n
sin
nx

with Fourier coecients given by


a
n
=
2

_

0
u
0
(x) sin
nx

dx.
We give examples of u
0
(x) and the corresponding Fourier
coecients.
HOMEWORK
You can now try Problem 2 up to Problem 6
45 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Expansion for initial data
Write the initial data u
0
(x) as a Fourier sine series
u
0
(x) =

n=1
a
n
sin
nx

with Fourier coecients given by


a
n
=
2

_

0
u
0
(x) sin
nx

dx.
We give examples of u
0
(x) and the corresponding Fourier
coecients.
HOMEWORK
You can now try Problem 2 up to Problem 6
46 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Example: hat function for initial
data
So far used that u obeys heat equation with given boundary
conditions
u
t
u
xx
=0
u(0, t) = u(, t) = 0 t > 0.
Now take initial data to be the hat function
u(x, 0) = u
0
(x) =
_
2

x 0 x

2
2
2

x

2
x
0
/2

1

\
\
\
\
\
47 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Example: hat function for initial
data
So far used that u obeys heat equation with given boundary
conditions
u
t
u
xx
=0
u(0, t) = u(, t) = 0 t > 0.
Now take initial data to be the hat function
u(x, 0) = u
0
(x) =
_
2

x 0 x

2
2
2

x

2
x
0
/2

1

\
\
\
\
\
48 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
expansion for hat function
example
a
n
=
2

_

0
u
0
(x) sin
nx

dx
where u
0
(x) is the hat function on [0, ].
n even; Then (x) = sin(nx/) is anti-symmetric about
x = /2 (so (/2 x) = (/2 + x)).
As hat function is symmetric about x = /2,
and sin(nx/) is anti-symmetric about x = /2,
the product sin(nx/)u
0
(x) is anti-symmetric about x = /2.
Then integral a
n
= 0.
We write a
2r
= 0 where n = 2r .
49 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
expansion for hat function
example
a
n
=
2

_

0
u
0
(x) sin
nx

dx
where u
0
(x) is the hat function on [0, ].
n even; Then (x) = sin(nx/) is anti-symmetric about
x = /2 (so (/2 x) = (/2 + x)).
As hat function is symmetric about x = /2,
and sin(nx/) is anti-symmetric about x = /2,
the product sin(nx/)u
0
(x) is anti-symmetric about x = /2.
Then integral a
n
= 0.
We write a
2r
= 0 where n = 2r .
50 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
expansion for hat function
example
a
n
=
2

_

0
u
0
(x) sin
nx

dx
where u
0
(x) is the hat function on [0, ].
n even; Then (x) = sin(nx/) is anti-symmetric about
x = /2 (so (/2 x) = (/2 + x)).
As hat function is symmetric about x = /2,
and sin(nx/) is anti-symmetric about x = /2,
the product sin(nx/)u
0
(x) is anti-symmetric about x = /2.
Then integral a
n
= 0.
We write a
2r
= 0 where n = 2r .
51 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
expansion for hat function
example
a
n
=
2

_

0
u
0
(x) sin
nx

dx
where u
0
(x) is the hat function on [0, ].
n even; Then (x) = sin(nx/) is anti-symmetric about
x = /2 (so (/2 x) = (/2 + x)).
As hat function is symmetric about x = /2,
and sin(nx/) is anti-symmetric about x = /2,
the product sin(nx/)u
0
(x) is anti-symmetric about x = /2.
Then integral a
n
= 0.
We write a
2r
= 0 where n = 2r .
52 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
ctd.
n odd. Then (x) = sin(nx/) is symmetric about
x = /2. Then
a
n
= 2
2

_
/2
0
2x

sin
nx

dx =
8

2
I ,
where
I =
_

x
n
cos
nx

_
/2
0
+

n
_
/2
0
cos
nx

dx
=
_

2
n
2

2
sin
nx

_
/2
0
=

2
(1)
r
n
2

2
, n = 2r + 1
Finally, if n = 2r + 1, a
2r +1
=
(1)
r
8
(2r + 1)
2

2
.
53 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
ctd.
n odd. Then (x) = sin(nx/) is symmetric about
x = /2. Then
a
n
= 2
2

_
/2
0
2x

sin
nx

dx =
8

2
I ,
where
I =
_

x
n
cos
nx

_
/2
0
+

n
_
/2
0
cos
nx

dx
=
_

2
n
2

2
sin
nx

_
/2
0
=

2
(1)
r
n
2

2
, n = 2r + 1
Finally, if n = 2r + 1, a
2r +1
=
(1)
r
8
(2r + 1)
2

2
.
54 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
ctd.
n odd. Then (x) = sin(nx/) is symmetric about
x = /2. Then
a
n
= 2
2

_
/2
0
2x

sin
nx

dx =
8

2
I ,
where
I =
_

x
n
cos
nx

_
/2
0
+

n
_
/2
0
cos
nx

dx
=
_

2
n
2

2
sin
nx

_
/2
0
=

2
(1)
r
n
2

2
, n = 2r + 1
Finally, if n = 2r + 1, a
2r +1
=
(1)
r
8
(2r + 1)
2

2
.
55 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
ctd.
n odd. Then (x) = sin(nx/) is symmetric about
x = /2. Then
a
n
= 2
2

_
/2
0
2x

sin
nx

dx =
8

2
I ,
where
I =
_

x
n
cos
nx

_
/2
0
+

n
_
/2
0
cos
nx

dx
=
_

2
n
2

2
sin
nx

_
/2
0
=

2
(1)
r
n
2

2
, n = 2r + 1
Finally, if n = 2r + 1, a
2r +1
=
(1)
r
8
(2r + 1)
2

2
.
56 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Fourier coecents for hat
function
0
/2

1

\
\
\
\
\
has Fourier coecients given by
a
n
=
2

_

0
u
0
(x) sin
nx

dx.
=
_
0, n = 2r
8

2
(1)
r
(2r +1)
2
n = 2r + 1.
57 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
The solution of heat eqn with
hat function initial condition is
u(x, t) =

n=1
a
n
e
(
n

)
2
t
sin
nx

0
/2

1

\
\
\
\
\
a
n
=
_
0, n = 2r
8

2
(1)
r
(2r +1)
2
, n = 2r + 1
Hence, the soln of heat equation is
u(x, t) =
8

r =0
(1)
r
(2r + 1)
2
e
(2r +1)
2

2
t/
2
sin
(2r + 1)x

58 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Plot of solution
0 0.2 0.4 0.6 0.8 1
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
x
t
e
m
p
e
r
a
t
u
r
e
Example 1.1
59 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Example: constant fn for initial
data
Consider heat eqn with Dirichlet boundary conditions
u
t
u
xx
, =0
u(0, t) = u(, t) =0
with constant initial condition
u(x, 0) = u
0
(x) = 1 0 x 1
Then u
0
(x) has Fourier coecients given by
a
n
=
2

_

0
u
0
(x) sin
nx

dx.
=
2

_
2
1
,
0
2
,
2
3
,
0
4
,
2
5
,
0
6
, . . .
_
=
2

1 (1)
n
n
.
60 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Example: constant fn for initial
data
Consider heat eqn with Dirichlet boundary conditions
u
t
u
xx
, =0
u(0, t) = u(, t) =0
with constant initial condition
u(x, 0) = u
0
(x) = 1 0 x 1
Then u
0
(x) has Fourier coecients given by
a
n
=
2

_

0
u
0
(x) sin
nx

dx.
=
2

_
2
1
,
0
2
,
2
3
,
0
4
,
2
5
,
0
6
, . . .
_
=
2

1 (1)
n
n
.
61 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Soln of heat equation with
constant initial condition
u(x, t) =

n=1
a
n
e
(
n

)
2
t
sin
nx

0
1
a
n
=
4

1 (1)
n
n
u(x, t) =

n=1
a
n
e

2
n
2
/
2
t
sin
nx

62 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Summary
u(x, t) =

n=1
a
n
e
(
n

)
2
t
sin
nx

What have we learned?


1
All modes decay exponentially in time; u 0 as t .
2
High frequency waves decay faster than low frequency
ones.
3
The bigger is, the faster the decay.
HOMEWORK
You can now try Problem 7
63 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Summary
u(x, t) =

n=1
a
n
e
(
n

)
2
t
sin
nx

What have we learned?


1
All modes decay exponentially in time; u 0 as t .
2
High frequency waves decay faster than low frequency
ones.
3
The bigger is, the faster the decay.
HOMEWORK
You can now try Problem 7
64 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Summary
u(x, t) =

n=1
a
n
e
(
n

)
2
t
sin
nx

What have we learned?


1
All modes decay exponentially in time; u 0 as t .
2
High frequency waves decay faster than low frequency
ones.
3
The bigger is, the faster the decay.
HOMEWORK
You can now try Problem 7
65 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Summary
u(x, t) =

n=1
a
n
e
(
n

)
2
t
sin
nx

What have we learned?


1
All modes decay exponentially in time; u 0 as t .
2
High frequency waves decay faster than low frequency
ones.
3
The bigger is, the faster the decay.
HOMEWORK
You can now try Problem 7
66 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Outline
1
Separation of variables for heat eqn.
2
Wave equation
3
DAlemberts solution
4
Laplaces equation
5
Particular solns
6
Sturm-Liouville theory
7
Wave equation on a disc
67 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
The wave equation
Consider the homogeneous wave equation
u
tt
u
xx
= 0 in (0, ) (0, T]
with boundary conditions
u(0, t) = 0 u(, t) = 0 for all t > 0
and initial conditions
u(x, 0) = u
0
(x); u
t
(x, 0) = u
1
(x) x [0, ].
PDE is homogeneous (as RHS zero) and boundary conditions
are homogeneous.
There are two initial conditions, because u
tt
is 2nd order,
for given functions u
0
(x) and u
1
(x). Non-homogeneous initial
conditions.
68 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
The wave equation
Consider the homogeneous wave equation
u
tt
u
xx
= 0 in (0, ) (0, T]
with boundary conditions
u(0, t) = 0 u(, t) = 0 for all t > 0
and initial conditions
u(x, 0) = u
0
(x); u
t
(x, 0) = u
1
(x) x [0, ].
PDE is homogeneous (as RHS zero) and boundary conditions
are homogeneous.
There are two initial conditions, because u
tt
is 2nd order,
for given functions u
0
(x) and u
1
(x). Non-homogeneous initial
conditions.
69 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Separation of Variables
Substitute u(x, t) = X(x)T(t) into u
tt
= u
xx
,
X(x)T

(t) =X

(x)T(t)
T

(t)
T(t)
=
X

(x)
X(x)
.
T

(t)
T(t)
. .
function of t
=
X

(x)
X(x)
. .
function of x
= separation constant .
The constant is independent of x and t.
70 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Separation of Variables
Substitute u(x, t) = X(x)T(t) into u
tt
= u
xx
,
X(x)T

(t) =X

(x)T(t)
T

(t)
T(t)
=
X

(x)
X(x)
.
T

(t)
T(t)
. .
function of t
=
X

(x)
X(x)
. .
function of x
= separation constant .
The constant is independent of x and t.
71 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Boundary conditions for X
The boundary conditions u(0, t) = u(, t) = 0 imply that
X(0) = 0 = X()
assuming T(t) = 0.
Eigenvalue problem for X(x)
Find all eigenfns X(x) (non-zero) and eigenvalues such that
X

= X, X(0) = X() = 0.
The solution is (same as for heat eqn)

n
=
_
n

_
2
; X
n
= sin
nx

, n = 1, 2, 3, . . .
72 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Boundary conditions for X
The boundary conditions u(0, t) = u(, t) = 0 imply that
X(0) = 0 = X()
assuming T(t) = 0.
Eigenvalue problem for X(x)
Find all eigenfns X(x) (non-zero) and eigenvalues such that
X

= X, X(0) = X() = 0.
The solution is (same as for heat eqn)

n
=
_
n

_
2
; X
n
= sin
nx

, n = 1, 2, 3, . . .
73 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Solution for T
T

(t)
T(t)
= =
X

(x)
X(x)
and =
2
n
= (n/)
2
. Hence
T

=
2
n
T =
n
2

2
T,
and the general solution is
T
n
(t) = a
n
cos
nt

+ b
n
sin
nt

, n = 1, 2, . . . .
for some constants a
n
, b
n
.
In contrast to heat equation, there are two independent solns.
74 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Solution for T
T

(t)
T(t)
= =
X

(x)
X(x)
and =
2
n
= (n/)
2
. Hence
T

=
2
n
T =
n
2

2
T,
and the general solution is
T
n
(t) = a
n
cos
nt

+ b
n
sin
nt

, n = 1, 2, . . . .
for some constants a
n
, b
n
.
In contrast to heat equation, there are two independent solns.
75 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Solution for T
T

(t)
T(t)
= =
X

(x)
X(x)
and =
2
n
= (n/)
2
. Hence
T

=
2
n
T =
n
2

2
T,
and the general solution is
T
n
(t) = a
n
cos
nt

+ b
n
sin
nt

, n = 1, 2, . . . .
for some constants a
n
, b
n
.
In contrast to heat equation, there are two independent solns.
76 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Solution for T
T

(t)
T(t)
= =
X

(x)
X(x)
and =
2
n
= (n/)
2
. Hence
T

=
2
n
T =
n
2

2
T,
and the general solution is
T
n
(t) = a
n
cos
nt

+ b
n
sin
nt

, n = 1, 2, . . . .
for some constants a
n
, b
n
.
In contrast to heat equation, there are two independent solns.
77 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
SoV soln of wave equation are
u
n
(x, t) = X
n
(x) T
n
(t) =
_
a
n
cos
nt

+ b
n
sin
nt

_
sin
nx

Superposition
As wave equation is linear and homogeneous,
u(x, t) =

n=1
_
a
n
cos
nt

+ b
n
sin
nt

_
sin
nx

.
is a solution for coecients a
n
, b
n
.
78 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
SoV soln of wave equation are
u
n
(x, t) = X
n
(x) T
n
(t) =
_
a
n
cos
nt

+ b
n
sin
nt

_
sin
nx

Superposition
As wave equation is linear and homogeneous,
u(x, t) =

n=1
_
a
n
cos
nt

+ b
n
sin
nt

_
sin
nx

.
is a solution for coecients a
n
, b
n
.
79 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Initial condition for wave
equation
To determine coecients a
n
, b
n
, set t = 0 so that
u(x, 0) =

n=1
a
n
sin
nx

= u
0
(x) .
Then, using orthogonality of sin functions
a
n
=
2

_

0
u
0
(x) sin
nx

dx.
Dierentiating term by term,
u
t
(t, x) =

n=1
_
na
n

sin
nt

+
nb
n

cos
nt

_
sin
nx

.
Set t = 0 and apply initial condition u
t
(0, x) = u
1
(x),
(
n

) b
n
=
2

_

0
u
1
(x) sin
nx

dx.
80 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Initial condition for wave
equation
To determine coecients a
n
, b
n
, set t = 0 so that
u(x, 0) =

n=1
a
n
sin
nx

= u
0
(x) .
Then, using orthogonality of sin functions
a
n
=
2

_

0
u
0
(x) sin
nx

dx.
Dierentiating term by term,
u
t
(t, x) =

n=1
_
na
n

sin
nt

+
nb
n

cos
nt

_
sin
nx

.
Set t = 0 and apply initial condition u
t
(0, x) = u
1
(x),
(
n

) b
n
=
2

_

0
u
1
(x) sin
nx

dx.
81 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Initial condition for wave
equation
To determine coecients a
n
, b
n
, set t = 0 so that
u(x, 0) =

n=1
a
n
sin
nx

= u
0
(x) .
Then, using orthogonality of sin functions
a
n
=
2

_

0
u
0
(x) sin
nx

dx.
Dierentiating term by term,
u
t
(t, x) =

n=1
_
na
n

sin
nt

+
nb
n

cos
nt

_
sin
nx

.
Set t = 0 and apply initial condition u
t
(0, x) = u
1
(x),
(
n

) b
n
=
2

_

0
u
1
(x) sin
nx

dx.
82 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Initial condition for wave
equation
To determine coecients a
n
, b
n
, set t = 0 so that
u(x, 0) =

n=1
a
n
sin
nx

= u
0
(x) .
Then, using orthogonality of sin functions
a
n
=
2

_

0
u
0
(x) sin
nx

dx.
Dierentiating term by term,
u
t
(t, x) =

n=1
_
na
n

sin
nt

+
nb
n

cos
nt

_
sin
nx

.
Set t = 0 and apply initial condition u
t
(0, x) = u
1
(x),
(
n

) b
n
=
2

_

0
u
1
(x) sin
nx

dx.
83 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Wave eqn: example 1
Consider the wave equation and boundary conditions
u
tt
u
xx
=0
u(0, t) = u(, t) =0 t > 0.
with the initial conditions
u(x, 0) = u
0
(x) =
_
2

x 0 x

2
2
2

x

2
x ,
u
t
(x, 0) = u
1
(x) = 0.
0
/2

1

\
\
\
\
\
84 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Initial condition for wave
equation: example I
0
/2

u
0

\
\
\
\
\
The hat function u
0
has Fourier coecients given by
a
n
=
8

2
_
1
1
2
,
0
2
2
,
1
3
2
,
0
4
2
,
1
5
2
,
0
6
2
,
1
7
2
, . . .
_
.
The zero function u
1
= 0 has coecients
b
n
= 0 for all n.
Thus,
u(x, t) =
8

2
_
cos
t

sin
x


1
9
cos
3t

sin
3x

+
1
25
. . .
_
85 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Initial condition for wave
equation: example I
0
/2

u
0

\
\
\
\
\
The hat function u
0
has Fourier coecients given by
a
n
=
8

2
_
1
1
2
,
0
2
2
,
1
3
2
,
0
4
2
,
1
5
2
,
0
6
2
,
1
7
2
, . . .
_
.
The zero function u
1
= 0 has coecients
b
n
= 0 for all n.
Thus,
u(x, t) =
8

2
_
cos
t

sin
x


1
9
cos
3t

sin
3x

+
1
25
. . .
_
86 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Initial condition for wave
equation: example I
0
/2

u
0

\
\
\
\
\
The hat function u
0
has Fourier coecients given by
a
n
=
8

2
_
1
1
2
,
0
2
2
,
1
3
2
,
0
4
2
,
1
5
2
,
0
6
2
,
1
7
2
, . . .
_
.
The zero function u
1
= 0 has coecients
b
n
= 0 for all n.
Thus,
u(x, t) =
8

2
_
cos
t

sin
x


1
9
cos
3t

sin
3x

+
1
25
. . .
_
87 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Solution of wave equation:
example I
In other words, function u
0
(x) has Fourier series
u
0
(x) =

n=1
a
n
sin
nx

, a
n
=
_
0, n = 2r
8

2
(1)
r
(2r +1)
2
, n = 2r + 1
u
1
(x) has Fourier series
u
1
(x) =

n=1
b
n
sin
nx

, b
n
= 0.
Solution u(x, t) =

n=1
a
n
cos(nt/) sin(nx/)
where a
n
given above.
88 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Wave eqn: example 2
Consider the wave equation and boundary conditions
u
tt
u
xx
=0
u(0, t) = (, t) =0 t > 0
with the initial conditions
u(x, 0) = u
0
(x) = 0
u
t
(x, 0) = u
1
(x) = sin
x

.
0
6
6
6
6
6
89 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Soln of wave equation: example
2
u(x, t) =

n=1
_
a
n
cos
nt

+ b
n
sin
nt

_
sin
nx

.
u
0
(x) = 0, u
1
(x) = sin
x

.
The condition u
0
(x) = 0 implies that a
n
= 0 for all n.
The condition u
1
(x) = sin(x/)
u
1
6
6
6
6
6
(
n

) b
n
= {1, 0, 0, . . .} b
n
=

_
1
1
,
0
2
,
0
3
,
0
4
, . . .
_
.
Thus,
u(x, t) =

sin
t

sin
x

.
90 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Soln of wave equation: example
2
u(x, t) =

n=1
_
a
n
cos
nt

+ b
n
sin
nt

_
sin
nx

.
u
0
(x) = 0, u
1
(x) = sin
x

.
The condition u
0
(x) = 0 implies that a
n
= 0 for all n.
The condition u
1
(x) = sin(x/)
u
1
6
6
6
6
6
(
n

) b
n
= {1, 0, 0, . . .} b
n
=

_
1
1
,
0
2
,
0
3
,
0
4
, . . .
_
.
Thus,
u(x, t) =

sin
t

sin
x

.
91 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Soln of wave equation: example
2
u(x, t) =

n=1
_
a
n
cos
nt

+ b
n
sin
nt

_
sin
nx

.
u
0
(x) = 0, u
1
(x) = sin
x

.
The condition u
0
(x) = 0 implies that a
n
= 0 for all n.
The condition u
1
(x) = sin(x/)
u
1
6
6
6
6
6
(
n

) b
n
= {1, 0, 0, . . .} b
n
=

_
1
1
,
0
2
,
0
3
,
0
4
, . . .
_
.
Thus,
u(x, t) =

sin
t

sin
x

.
92 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Outline
1
Separation of variables for heat eqn.
2
Wave equation
3
DAlemberts solution
4
Laplaces equation
5
Particular solns
6
Sturm-Liouville theory
7
Wave equation on a disc
93 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
DAlemberts solution
Suppose the initial conditions are
u(x, 0) = u

0
(x), u
t
(x, 0) = u
1
(x) = 0.
Then b
n
= 0 and
u(x, t) =

n=1
a
n
cos
nt

sin
nx

.
From the identity
cos
nt

sin
nx

=
1
2
_
sin
n(x t)

+ sin
n(x + t)

_
,
we see
u(x, t) =
1
2

n=1
a
n
sin
n(x t)

+
1
2

n=1
a
n
sin
n(x + t)

.
94 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
DAlemberts solution
Suppose the initial conditions are
u(x, 0) = u

0
(x), u
t
(x, 0) = u
1
(x) = 0.
Then b
n
= 0 and
u(x, t) =

n=1
a
n
cos
nt

sin
nx

.
From the identity
cos
nt

sin
nx

=
1
2
_
sin
n(x t)

+ sin
n(x + t)

_
,
we see
u(x, t) =
1
2

n=1
a
n
sin
n(x t)

+
1
2

n=1
a
n
sin
n(x + t)

.
95 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
DAlemberts solution
Suppose the initial conditions are
u(x, 0) = u

0
(x), u
t
(x, 0) = u
1
(x) = 0.
Then b
n
= 0 and
u(x, t) =

n=1
a
n
cos
nt

sin
nx

.
From the identity
cos
nt

sin
nx

=
1
2
_
sin
n(x t)

+ sin
n(x + t)

_
,
we see
u(x, t) =
1
2

n=1
a
n
sin
n(x t)

+
1
2

n=1
a
n
sin
n(x + t)

.
96 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Travelling waves
u(x, t) =
1
2

n=1
a
n
sin
n(x t)

. .
Fourier series of u

0
(x) with xxt
+
1
2

n=1
a
n
sin
n(x + t)

. .
Fourier series of u

0
(x) with xx+t
The solution of
u
tt
= u
xx
, u(0, x) = u

0
(x), u
t
(0, x) = 0.
is
u(x, t) =
1
2
u
0

(x t) +
1
2
u
0

(x + t)
sum of left and right travelling waves
97 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Travelling waves
u(x, t) =
1
2

n=1
a
n
sin
n(x t)

. .
Fourier series of u

0
(x) with xxt
+
1
2

n=1
a
n
sin
n(x + t)

. .
Fourier series of u

0
(x) with xx+t
The solution of
u
tt
= u
xx
, u(0, x) = u

0
(x), u
t
(0, x) = 0.
is
u(x, t) =
1
2
u
0

(x t) +
1
2
u
0

(x + t)
sum of left and right travelling waves
98 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
DAlembert t = 0
t = 0 u(x, 0) =
1
2
u

0
(x 0) +
1
2
u

0
(x + 0).
0

2
0

2

t = 0
u

0
u
"
"
"
"
"b
b
b
b
b "
"
"
"
"b
b
b
b
b
%
%
%
%
%
%%e
e
e
e
e
ee
99 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
DAlembert t = /5
t = /5 u(x, /5) =
1
2
u

0
(x /5) +
1
2
u

0
(x +/5).
t =

5
"
"
"b
b
b
b
b
b
b "
"
"
"
"
"
"b
b
b
%
%
%
% e
e
e
e
100 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
DAlembert t = 2/5
t = 2/5 u(x, 2/5) =
1
2
u

0
(x 2/5) +
1
2
u

0
(x + 2/5).
t =
2
5
"b
b
b
b
b
b
b
b
b "
"
"
"
"
"
"
"
"b
%
% e
e
101 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
DAlembert t/2
t = /2 u(x, /2) =
1
2
u

0
(x /2) +
1
2
u

0
(x +/2).
t =

2
"
"
"
"
"
"
"
"
"
" b
b
b
b
b
b
b
b
b
b
102 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Summary soln of wave equation
u(x, t) =

n=1
_
a
n
cos
nt

+ b
n
sin
nt

_
sin
nx

.
What have we learned?
1
All Fourier modes oscillate in time forever.
2
High frequency waves oscillate faster than low frequency
ones.
For the heat equation, each Fourier mode sin(nx/) decays
exponentially.
For the wave equation, the magnitude of each Fourier mode
sin(nx/) stays the same.
103 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Outline
1
Separation of variables for heat eqn.
2
Wave equation
3
DAlemberts solution
4
Laplaces equation
5
Particular solns
6
Sturm-Liouville theory
7
Wave equation on a disc
104 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Laplaces equation
u
xx
+ u
yy
= 0 (x, y) (0, ) (0, )
u( x) = g( x) for all x .
where denotes boundary of .
u(0, y) = g
L
(y),
u(, y) = g
R
(y),
u(x, 0) = g
B
(x),
u(x, ) = g
T
(x).
x = 0 x =
y = 0
y =
g
B
g
T
g
L
g
R

105 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Laplaces equation
u
xx
+ u
yy
= 0 (x, y) (0, ) (0, )
u( x) = g( x) for all x .
where denotes boundary of .
u(0, y) = g
L
(y),
u(, y) = g
R
(y),
u(x, 0) = g
B
(x),
u(x, ) = g
T
(x).
x = 0 x =
y = 0
y =
g
B
g
T
g
L
g
R

106 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Laplaces equation
u
xx
+ u
yy
= 0 (x, y) (0, ) (0, )
u( x) = g( x) for all x .
where denotes boundary of .
u(0, y) = g
L
(y),
u(, y) = g
R
(y),
u(x, 0) = g
B
(x),
u(x, ) = g
T
(x).
x = 0 x =
y = 0
y =
g
B
g
T
g
L
g
R

107 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Example
u
xx
+ u
yy
= 0 (x, y)
u(0, y) = 0 0 y ,
u(, y) = 0 0 y ,
u(x, 0) = 0 0 x ,
u(x, ) = 1 0 < x < .
0
1
0 0
PDE and three of the boundary conditions are homogeneous.
Apply the SoV method to the homogeneous eqns.
Satisfy nal BC by using superposition.
108 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Example
u
xx
+ u
yy
= 0 (x, y)
u(0, y) = 0 0 y ,
u(, y) = 0 0 y ,
u(x, 0) = 0 0 x ,
u(x, ) = 1 0 < x < .
0
1
0 0
PDE and three of the boundary conditions are homogeneous.
Apply the SoV method to the homogeneous eqns.
Satisfy nal BC by using superposition.
109 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Separation of Variables
Substitute
u(x, y) = X(x)Y(y)
into u
yy
= u
xx
.

(y)
Y(y)
. .
function of y
=
X

(x)
X(x)
. .
function of x
= constant .
Thus

Y
= =
X

X
.
110 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Separation of Variables
Substitute
u(x, y) = X(x)Y(y)
into u
yy
= u
xx
.

(y)
Y(y)
. .
function of y
=
X

(x)
X(x)
. .
function of x
= constant .
Thus

Y
= =
X

X
.
111 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Separation of Variables
Substitute
u(x, y) = X(x)Y(y)
into u
yy
= u
xx
.

(y)
Y(y)
. .
function of y
=
X

(x)
X(x)
. .
function of x
= constant .
Thus

Y
= =
X

X
.
112 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Boundary conditions for X
With the boundary conditions u(0, y) = u(, y) = 0, we see
X(0) = X() = 0
Eigenvalue problem for X
X

= X, X(0) = X() = 0.
The solution to the eigenvalue problem is

n
=
_
n

_
2
, X
n
= sin
nx

, n = 1, 2, 3, . . .
113 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Solution for Y
For Y,
Y

=
n
2

2
Y
with general solution
Y
n
= a
n
sinh
ny

+ b
n
cosh
ny

, n = 1, 2, . . . .
The condition u(x, 0) = X(x)Y(0) = 0
implies Y(0) = 0 and hence b
n
= 0.
Then
Y
n
= a
n
sinh
_
ny

_
.
114 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Solution for Y
For Y,
Y

=
n
2

2
Y
with general solution
Y
n
= a
n
sinh
ny

+ b
n
cosh
ny

, n = 1, 2, . . . .
The condition u(x, 0) = X(x)Y(0) = 0
implies Y(0) = 0 and hence b
n
= 0.
Then
Y
n
= a
n
sinh
_
ny

_
.
115 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Solution for Y
For Y,
Y

=
n
2

2
Y
with general solution
Y
n
= a
n
sinh
ny

+ b
n
cosh
ny

, n = 1, 2, . . . .
The condition u(x, 0) = X(x)Y(0) = 0
implies Y(0) = 0 and hence b
n
= 0.
Then
Y
n
= a
n
sinh
_
ny

_
.
116 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Solution for Y
For Y,
Y

=
n
2

2
Y
with general solution
Y
n
= a
n
sinh
ny

+ b
n
cosh
ny

, n = 1, 2, . . . .
The condition u(x, 0) = X(x)Y(0) = 0
implies Y(0) = 0 and hence b
n
= 0.
Then
Y
n
= a
n
sinh
_
ny

_
.
117 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
SoV solns of Laplaces eqn
u
n
(x, y) = a
n
sinh
ny

sin
nx

.
Superposition
As Laplaces equation is linear and homogeneous and u
n
derived from three homogeneous boundary conditions,
u(x, y) =

n=1
a
n
sinh
ny

sin
nx

.
is a solution for coecients a
n
.
118 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Apply boundary condition for
y =
To determine a
n
, apply boundary condition u(x, ) = 1.
Set y = ,
u(x, ) =

n=1
a
n
sinh(n) sin
nx

= g
T
(x).
Multiply by sin mx/ and integrate
a
m
sinh(m)

2
=
_

0
g
T
(x) sin
mx

dx.
Hence
a
m
=
2
sinh(m)
_

0
g
T
(x) sin
mx

dx.
119 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Final solution
g
T
(x) = 1, 0 < x < 1
Thus
sinh(n) a
n
=
4

_
1
1
,
0
2
,
1
3
,
0
4
,
1
5
,
0
6
, . . .
_
.
Finally, we have the solution
u(x, t) =
4

_
sinh(
y

)
sinh
sin
x

+
sinh(
3y

)
3 sinh 3
sin
3x

+. . .
_
HOMEWORK
You can now try Problem 8 and 9
120 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Final solution
g
T
(x) = 1, 0 < x < 1
Thus
sinh(n) a
n
=
4

_
1
1
,
0
2
,
1
3
,
0
4
,
1
5
,
0
6
, . . .
_
.
Finally, we have the solution
u(x, t) =
4

_
sinh(
y

)
sinh
sin
x

+
sinh(
3y

)
3 sinh 3
sin
3x

+. . .
_
HOMEWORK
You can now try Problem 8 and 9
121 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Plot of solution
u(x, t) =
4

_
sinh(
y

)
sinh
sin
x

+
sinh(
3y

)
3 sinh 3
sin
3x

+. . .
_
0
0.5
1
0
0.5
1
0
0.5
1
potential solution and grid
potential solution contours
0 0.5 1
0
0.2
0.4
0.6
0.8
1
122 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Outline
1
Separation of variables for heat eqn.
2
Wave equation
3
DAlemberts solution
4
Laplaces equation
5
Particular solns
6
Sturm-Liouville theory
7
Wave equation on a disc
123 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
The heat equation:
inhomogeneous
u
t
u
xx
= f (x, t)
u(0, t) = g(t), u(, t) = h(t) for all t > 0
u(x, 0) = u
0
(x).
When f , g, or h are non-zero, the equation is said to be
inhomogeneous.
Particular solution
A particular solution u
p
(x, t) is such that
u
t
u
xx
= f (x, t)
u(0, t) = g(t), u(, t) = h(t) for all t > 0
No initial conditions applied to u
p
.
Then v = u u
p
obeys the homogeneous heat equation and it
can be found by Separation of Variables.
124 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
The heat equation:
inhomogeneous
u
t
u
xx
= f (x, t)
u(0, t) = g(t), u(, t) = h(t) for all t > 0
u(x, 0) = u
0
(x).
When f , g, or h are non-zero, the equation is said to be
inhomogeneous.
Particular solution
A particular solution u
p
(x, t) is such that
u
t
u
xx
= f (x, t)
u(0, t) = g(t), u(, t) = h(t) for all t > 0
No initial conditions applied to u
p
.
Then v = u u
p
obeys the homogeneous heat equation and it
can be found by Separation of Variables.
125 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Example
u
t
u
xx
= 0
u(0, t) = 1, u(, t) = 0
u(x, 0) = x/ .
Inhomogeneous, as the left boundary conditions is non-zero.
Put u
p
=
x

1. Then
u
p
t
= u
p
xx
, u
p
(0, t) = 1, u
p
(, t) = 0.
Let v(t, x) = u(t, x) u
p
(x). Then,
v
t
v
xx
= 0
v(0, t) = 0, v(, t) = 0
v(x, 0) = 1
126 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Example
u
t
u
xx
= 0
u(0, t) = 1, u(, t) = 0
u(x, 0) = x/ .
Inhomogeneous, as the left boundary conditions is non-zero.
Put u
p
=
x

1. Then
u
p
t
= u
p
xx
, u
p
(0, t) = 1, u
p
(, t) = 0.
Let v(t, x) = u(t, x) u
p
(x). Then,
v
t
v
xx
= 0
v(0, t) = 0, v(, t) = 0
v(x, 0) = 1
127 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Example
u
t
u
xx
= 0
u(0, t) = 1, u(, t) = 0
u(x, 0) = x/ .
Inhomogeneous, as the left boundary conditions is non-zero.
Put u
p
=
x

1. Then
u
p
t
= u
p
xx
, u
p
(0, t) = 1, u
p
(, t) = 0.
Let v(t, x) = u(t, x) u
p
(x). Then,
v
t
v
xx
= 0
v(0, t) = 0, v(, t) = 0
v(x, 0) = 1
128 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
We found already the solution for v,
v(x, t) =
2

_
e

2
t
sin
x


1
2
e

4
2

2
t
sin
2x

+. . .
_
(see section on SoV for homogeneous heat eqn)
and so
Solution
u(x, t) =
x

1 +
2

_
e

2
t
sin
x

1
2
e

4
2

2
t
sin
2x

+. . .
_
129 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
We found already the solution for v,
v(x, t) =
2

_
e

2
t
sin
x


1
2
e

4
2

2
t
sin
2x

+. . .
_
(see section on SoV for homogeneous heat eqn)
and so
Solution
u(x, t) =
x

1 +
2

_
e

2
t
sin
x

1
2
e

4
2

2
t
sin
2x

+. . .
_
130 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
The Poisson equation
(u
xx
+ u
yy
) = f (x, y) (3.14)
u( x) = g( x) x , (3.15)
where f (x, y) and g( x) are given functions.
Particular soln
a particular solution u
p
is a soln with g( x) = 0,

_
u
p
xx
+ u
p
yy
_
= f (x, y)
u
p
( x) = 0 x .
_
The v = u u
p
can be found by SoV techniques.
131 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
The Poisson equation
(u
xx
+ u
yy
) = f (x, y) (3.14)
u( x) = g( x) x , (3.15)
where f (x, y) and g( x) are given functions.
Particular soln
a particular solution u
p
is a soln with g( x) = 0,

_
u
p
xx
+ u
p
yy
_
= f (x, y)
u
p
( x) = 0 x .
_
The v = u u
p
can be found by SoV techniques.
132 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Particular soln

_
u
p
xx
+ u
p
yy
_
= f (x, y)
u
p
( x) = 0 x .
Look for a double Fourier series solution:
u
p
(x, y) =

n=1

m=1
d
nm
sin
nx

sin
my

,
for constants d
nm
.Then

_
u
p
xx
+ u
p
yy
_
=

n=1

m=1
d
nm

2
(n
2
+ m
2
) sin
nx

sin
my

.
133 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Particular soln

_
u
p
xx
+ u
p
yy
_
= f (x, y)
u
p
( x) = 0 x .
Look for a double Fourier series solution:
u
p
(x, y) =

n=1

m=1
d
nm
sin
nx

sin
my

,
for constants d
nm
.Then

_
u
p
xx
+ u
p
yy
_
=

n=1

m=1
d
nm

2
(n
2
+ m
2
) sin
nx

sin
my

.
134 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Example
Suppose that f (x, y) = 1. Then,
f (x, y) =
_

n=1
a
n
sin
nx

__

m=1
b
m
sin
my

_
=

n=1

m=1
(a
n
b
m
) sin
nx

sin
my

.
where
a
n
= b
n
=
4

_
1
1
,
0
2
,
1
3
,
0
4
,
1
5
,
0
6
, . . .
_
.
Comparing Fourier series,
d
nm
=
(a
n
b
m
)
2
(n
2
+ m
2
)
2
=
16

4
_

_
1
1

1
2
, 0,
1
3

1
10
, . . .
0, 0, 0, . . .
1
3

1
10
, 0,
1
33

1
18
, . . .
.
.
.
.
.
.
.
.
.
_

_
.
135 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Example
Suppose that f (x, y) = 1. Then,
f (x, y) =
_

n=1
a
n
sin
nx

__

m=1
b
m
sin
my

_
=

n=1

m=1
(a
n
b
m
) sin
nx

sin
my

.
where
a
n
= b
n
=
4

_
1
1
,
0
2
,
1
3
,
0
4
,
1
5
,
0
6
, . . .
_
.
Comparing Fourier series,
d
nm
=
(a
n
b
m
)
2
(n
2
+ m
2
)
2
=
16

4
_

_
1
1

1
2
, 0,
1
3

1
10
, . . .
0, 0, 0, . . .
1
3

1
10
, 0,
1
33

1
18
, . . .
.
.
.
.
.
.
.
.
.
_

_
.
136 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Plot of soln
The solution is
u
p
(x, y) =

n=1

m=1
d
nm
sin
nx

sin
my

.
0
0.5
1
0
0.5
1
0
0.02
0.04
0.06
0.08
temperature solution
isotherms
0 0.5 1
0
0.2
0.4
0.6
0.8
1
137 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Outline
1
Separation of variables for heat eqn.
2
Wave equation
3
DAlemberts solution
4
Laplaces equation
5
Particular solns
6
Sturm-Liouville theory
7
Wave equation on a disc
138 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Sturm-Liouville theory
Given
1
p: (0, 1) R, with p(x) > 0 for all x,
2
q: (0, 1) R and w : (0, 1) R with w(x) > 0 for all x.
Sturm-Liouville eigenvalue problem
Find eigenvalues and eigenfunctions y such that

d
dx
(p
dy
dx
) + qy = wy for 0 < x < 1,

0
y(0)
0
y

(0) = 0;
1
y(1) +
1
y

(1) = 0;
_
_
_
where
0
,
0
,
1
,
1
0 are given; e.g.,
y

(0) = 0; y(1) = 0.
for
0
=
1
= 0 and
0
= 1 =
1
139 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Square integrable fns
Let V be the space of square-integrable functions,
f V
_
1
0
f
2
dx < ,
and we write (, ) : V V R. The L
2
inner product is
(a, b) =
_
1
0
ab dx, which maps products of functions dened on
(0, 1) onto real numbers.
Then, can write
_
1
0
sin nx sin mx dx =
_
0, n = m
1/2, n = m
as
n
(x) = sin(nx) and (
n
,
m
) =
_
0, n = m
1/2, n = m.
140 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
SturmLiouville operator
From the Sturm-Liouville dierential equation

d
dx
(p
dy
dx
) + qy = wy for 0 < x < 1,
y

(0) = 0; y(1) = 0.
_
_
_
()
we dene the dierential operator
Ly = (py

+ qy.
The operator has two key properties:
1
L is a self-adjoint operator:
(Lu, v) = (u, Lv) u, v.
2
L is a positive operator if q(x) 0 for x (0, 1) :
(Lu, u) > 0, u = 0.
141 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Sturm-Liouville Theorem
The eigenvalues satisfying () are real and distinct and

1
<
2
< . . . <
n
< . . .
with
n
as n . If q(x) > 0, then
1
> 0.
There is one linearly independent eigenfunction y =
k
associated with each eigenvalue
k
, and
k
(x) has exactly
k 1 zeros in (0, 1).
142 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
SL Theorem ctd.
Dene
(
n
, w
m
) =
_
1
0
w(x)
n
(x)
m
(x) dx = 0, n = m.
The eigenfunctions are orthogonal with respect to the
weighted inner product, that is
(
n
, w
m
) =
_
1
0
w(x)
n
(x)
m
(x) dx = 0, n = m.
Any function f (x) such that
_
1
0
f (x)
2
dx < is
f (x) =

k=1
c
k

k
(x)
with coecients c
k
=
(f ,w
k
)
(
k
,w
k
)
.
143 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Orthogonal polynomials
(
n
, w
m
) =
_
1
0
w(x)
n
(x)
m
(x) dx = 0, n = m.
1
This generalizes Fourier modes,
k
= sin(kx), to cases
when w = 1.
2
Important examples are of eigenfunctions
k
are
Bessel functions ,
Legendre polynomials,
Chebyshev polynomials,
Hermite polynomials,
Jacobi polynomials.
HOMEWORK
You can now try Problem 10 and 11
144 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Orthogonal polynomials
(
n
, w
m
) =
_
1
0
w(x)
n
(x)
m
(x) dx = 0, n = m.
1
This generalizes Fourier modes,
k
= sin(kx), to cases
when w = 1.
2
Important examples are of eigenfunctions
k
are
Bessel functions ,
Legendre polynomials,
Chebyshev polynomials,
Hermite polynomials,
Jacobi polynomials.
HOMEWORK
You can now try Problem 10 and 11
145 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Outline
1
Separation of variables for heat eqn.
2
Wave equation
3
DAlemberts solution
4
Laplaces equation
5
Particular solns
6
Sturm-Liouville theory
7
Wave equation on a disc
146 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Wave equation on a disk
We want to nd u(r , t) such that
u
tt
= u
rr
+
1
r
u
r
(r , t) (0, 1) (0, ]
u
r
(0, t) = 0; u(1, t) = 0 t (0, ]
u(r , 0) = u
0
(r );
u
t
(r , 0) = 0 r [0, 1].
Derived by converting the wave equation in two dimensions
u
tt
= u
xx
+ u
yy
to polar coordinates and assuming radial symmetry.
147 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Separation of Variables
Substitute u(r , t) = R(r )T(t) into u
tt
= u
rr
+
1
r
u
r
.
RT

= R

T +
1
r
R

T
T

T
=
R

R
+
R

rR
=
Hence

d
dr
(r
dR
dr
) =
_
rR

+ R

_
= rR, r (0, 1)
R

(0) = 0; R(1) = 0
_
_
_
together with
T

= T, t [0, ]
supplemented with the initial conditions.
148 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Separation of Variables
Substitute u(r , t) = R(r )T(t) into u
tt
= u
rr
+
1
r
u
r
.
RT

= R

T +
1
r
R

T
T

T
=
R

R
+
R

rR
=
Hence

d
dr
(r
dR
dr
) =
_
rR

+ R

_
= rR, r (0, 1)
R

(0) = 0; R(1) = 0
_
_
_
together with
T

= T, t [0, ]
supplemented with the initial conditions.
149 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Separation of Variables
Substitute u(r , t) = R(r )T(t) into u
tt
= u
rr
+
1
r
u
r
.
RT

= R

T +
1
r
R

T
T

T
=
R

R
+
R

rR
=
Hence

d
dr
(r
dR
dr
) =
_
rR

+ R

_
= rR, r (0, 1)
R

(0) = 0; R(1) = 0
_
_
_
together with
T

= T, t [0, ]
supplemented with the initial conditions.
150 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Eigenvalue problem for R
Compare the Sturm-Liouville problem

d
dx
(p
dy
dx
) + qy = wy, x (0, 1)
y

(0) = 0; y(1) = 0
_
_
_
()
to

d
dr
(r
dR
dr
) = r R, r (0, 1)
R

(0) = 0; R(1) = 0
_
_
_
Since r > 0, we have a non-negative weight function w = r .
From S-L theory, there exist eigenvalues = a
2
< 0 and
associated with eigenfunctions R
n
satisfying
(R
n
, r R
m
) = 0, n = m.
151 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Eigenvalue problem for R
Compare the Sturm-Liouville problem

d
dx
(p
dy
dx
) + qy = wy, x (0, 1)
y

(0) = 0; y(1) = 0
_
_
_
()
to

d
dr
(r
dR
dr
) = r R, r (0, 1)
R

(0) = 0; R(1) = 0
_
_
_
Since r > 0, we have a non-negative weight function w = r .
From S-L theory, there exist eigenvalues = a
2
< 0 and
associated with eigenfunctions R
n
satisfying
(R
n
, r R
m
) = 0, n = m.
152 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Eigenvalue problem for R
Compare the Sturm-Liouville problem

d
dx
(p
dy
dx
) + qy = wy, x (0, 1)
y

(0) = 0; y(1) = 0
_
_
_
()
to

d
dr
(r
dR
dr
) = r R, r (0, 1)
R

(0) = 0; R(1) = 0
_
_
_
Since r > 0, we have a non-negative weight function w = r .
From S-L theory, there exist eigenvalues = a
2
< 0 and
associated with eigenfunctions R
n
satisfying
(R
n
, r R
m
) = 0, n = m.
153 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Eigenvalue problem for R
Compare the Sturm-Liouville problem

d
dx
(p
dy
dx
) + qy = wy, x (0, 1)
y

(0) = 0; y(1) = 0
_
_
_
()
to

d
dr
(r
dR
dr
) = r R, r (0, 1)
R

(0) = 0; R(1) = 0
_
_
_
Since r > 0, we have a non-negative weight function w = r .
From S-L theory, there exist eigenvalues = a
2
< 0 and
associated with eigenfunctions R
n
satisfying
(R
n
, r R
m
) = 0, n = m.
154 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Bessel functions

d
dr
(r
dR
dr
) =r R = a
2
rR,
R

(0) =0, R(1) = 0.


The general solution is given by
R(r ) = AJ
0
(r a) + BY
0
(r a)
where J
0
and Y
0
are known as the zero order Bessel functions
of the rst and second kind respectively.
155 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Bessel functions

d
dr
(r
dR
dr
) =r R = a
2
rR,
R

(0) =0, R(1) = 0.


The general solution is given by
R(r ) = AJ
0
(r a) + BY
0
(r a)
where J
0
and Y
0
are known as the zero order Bessel functions
of the rst and second kind respectively.
156 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Apply boundary conditions
R(r ) =AJ
0
(r a) + BY
0
(r a)
R

(r ) =aAJ

0
(r a) + aBY

0
(r a)
R

(0) = 0. Substituting r = 0 gives B = 0. Hence


R(r ) = AJ
0
(r a)
R(1) = 0. Substituting r = 1 gives
AJ
0
(r a) = 0 a = x
1
, x
2
, x
3
, . . .

1
= x
2
1
,
2
= x
2
2
,
3
= x
2
3
, . . .
where x
1
, x
2
, . . . are the roots of J
0
(r ).
157 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Apply boundary conditions
R(r ) =AJ
0
(r a) + BY
0
(r a)
R

(r ) =aAJ

0
(r a) + aBY

0
(r a)
R

(0) = 0. Substituting r = 0 gives B = 0. Hence


R(r ) = AJ
0
(r a)
R(1) = 0. Substituting r = 1 gives
AJ
0
(r a) = 0 a = x
1
, x
2
, x
3
, . . .

1
= x
2
1
,
2
= x
2
2
,
3
= x
2
3
, . . .
where x
1
, x
2
, . . . are the roots of J
0
(r ).
158 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Apply boundary conditions
R(r ) =AJ
0
(r a) + BY
0
(r a)
R

(r ) =aAJ

0
(r a) + aBY

0
(r a)
R

(0) = 0. Substituting r = 0 gives B = 0. Hence


R(r ) = AJ
0
(r a)
R(1) = 0. Substituting r = 1 gives
AJ
0
(r a) = 0 a = x
1
, x
2
, x
3
, . . .

1
= x
2
1
,
2
= x
2
2
,
3
= x
2
3
, . . .
where x
1
, x
2
, . . . are the roots of J
0
(r ).
159 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Apply boundary conditions
R(r ) =AJ
0
(r a) + BY
0
(r a)
R

(r ) =aAJ

0
(r a) + aBY

0
(r a)
R

(0) = 0. Substituting r = 0 gives B = 0. Hence


R(r ) = AJ
0
(r a)
R(1) = 0. Substituting r = 1 gives
AJ
0
(r a) = 0 a = x
1
, x
2
, x
3
, . . .

1
= x
2
1
,
2
= x
2
2
,
3
= x
2
3
, . . .
where x
1
, x
2
, . . . are the roots of J
0
(r ).
160 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Solution to eigenvalue problem
AJ
0
(r a) = 0 a = x
1
, x
2
, x
3
, . . .
0 5 10 15 20
0.5
0
0.5
1
x
1
x
2
x
3
J
0
(x)
Since = a
2
then we have innitely many eigenvalues

1
= x
2
1
,
2
= x
2
2
,
3
= x
2
3
, . . .
and associated eigenvectors
R
1
= J
0
(rx
1
), R
2
= J
0
(rx
2
), R
3
= J
0
(rx
3
), . . . .
161 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Solution for T and nal soln
T

T
= ,
n
= x
2
n
; R
n
= J
0
(rx
n
) n = 1, 2, 3, . . .
Solving T

= x
2
n
T gives
T
n
= c
n
cos x
n
t + d
n
sin x
n
t, n = 1, 2, . . . .
The general solution is
u(r , t) =

n=1
T
n
(t)R
n
(r ) =

n=1
(c
n
cos x
n
t + d
n
sin x
n
t)J
0
(rx
n
),
with coecients c
n
and d
n
determined from the initial
conditions.
162 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Solution for T and nal soln
T

T
= ,
n
= x
2
n
; R
n
= J
0
(rx
n
) n = 1, 2, 3, . . .
Solving T

= x
2
n
T gives
T
n
= c
n
cos x
n
t + d
n
sin x
n
t, n = 1, 2, . . . .
The general solution is
u(r , t) =

n=1
T
n
(t)R
n
(r ) =

n=1
(c
n
cos x
n
t + d
n
sin x
n
t)J
0
(rx
n
),
with coecients c
n
and d
n
determined from the initial
conditions.
163 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Apply initial condition
u(r , t) =

n=1
(c
n
cos x
n
t + d
n
sin x
n
t)J
0
(rx
n
)
Dierentiate term by term and set t = 0, to see
u
t
(r , 0) = 0
implies d
n
= 0.
Set t = 0 gives
u(r , 0) =

n=1
c
n
J
0
(rx
n
) = u
0
(r ).
Using S-L theory,
c
n
=
(u
0
, w R
n
)
(R
n
, w R
n
)
=
(u
0
, r J
0
(rx
n
))
(J
0
(rx
n
), r J
0
(rx
n
))
.
HOMEWORK
You can now try Problem 12
164 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Apply initial condition
u(r , t) =

n=1
(c
n
cos x
n
t + d
n
sin x
n
t)J
0
(rx
n
)
Dierentiate term by term and set t = 0, to see
u
t
(r , 0) = 0
implies d
n
= 0.
Set t = 0 gives
u(r , 0) =

n=1
c
n
J
0
(rx
n
) = u
0
(r ).
Using S-L theory,
c
n
=
(u
0
, w R
n
)
(R
n
, w R
n
)
=
(u
0
, r J
0
(rx
n
))
(J
0
(rx
n
), r J
0
(rx
n
))
.
HOMEWORK
You can now try Problem 12
165 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Apply initial condition
u(r , t) =

n=1
(c
n
cos x
n
t + d
n
sin x
n
t)J
0
(rx
n
)
Dierentiate term by term and set t = 0, to see
u
t
(r , 0) = 0
implies d
n
= 0.
Set t = 0 gives
u(r , 0) =

n=1
c
n
J
0
(rx
n
) = u
0
(r ).
Using S-L theory,
c
n
=
(u
0
, w R
n
)
(R
n
, w R
n
)
=
(u
0
, r J
0
(rx
n
))
(J
0
(rx
n
), r J
0
(rx
n
))
.
HOMEWORK
You can now try Problem 12
166 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Apply initial condition
u(r , t) =

n=1
(c
n
cos x
n
t + d
n
sin x
n
t)J
0
(rx
n
)
Dierentiate term by term and set t = 0, to see
u
t
(r , 0) = 0
implies d
n
= 0.
Set t = 0 gives
u(r , 0) =

n=1
c
n
J
0
(rx
n
) = u
0
(r ).
Using S-L theory,
c
n
=
(u
0
, w R
n
)
(R
n
, w R
n
)
=
(u
0
, r J
0
(rx
n
))
(J
0
(rx
n
), r J
0
(rx
n
))
.
HOMEWORK
You can now try Problem 12
167 / 168
Part II
20401
Separation of
variables for
heat eqn.
Wave
equation
DAlemberts
solution
Laplaces
equation
Particular
solns
Sturm-
Liouville
theory
Wave
equation on a
disc
Apply initial condition
u(r , t) =

n=1
(c
n
cos x
n
t + d
n
sin x
n
t)J
0
(rx
n
)
Dierentiate term by term and set t = 0, to see
u
t
(r , 0) = 0
implies d
n
= 0.
Set t = 0 gives
u(r , 0) =

n=1
c
n
J
0
(rx
n
) = u
0
(r ).
Using S-L theory,
c
n
=
(u
0
, w R
n
)
(R
n
, w R
n
)
=
(u
0
, r J
0
(rx
n
))
(J
0
(rx
n
), r J
0
(rx
n
))
.
HOMEWORK
You can now try Problem 12
168 / 168