Concepts Review: Basic guide to Boundary Conditions and IBVPs 1 Equations
We will concentrate on simplest linear PDEs with one space variable (x) and one time variable (t). The dependent variable is u(x, t). Partial derivatives are denoted by subscripts. We consider the following equations. 1. Homogeneous heat/diﬀusion equation ut = a2 uxx , 2. Non-homogeneous heat/diﬀusion equation ut = a2 uxx + f (x, t), (Here f (x, t) is a source term); 3. Homogeneous wave equation utt = a2 uxx , 4. Non-homogeneous wave equation utt = a2 uxx + f (x, t), (Here f (x, t) is a forcing term). Equations (1), (2), as the name suggests, arise in heat conduction and diﬀusion problems, as well as other numerous applications. Equations (3), (4) describe small oscillations of a string (unloaded and loaded), lengthwise oscillations of elastic rods and springs, and also arises in many other applications. a = const (4) a = const; (3) a = const (2) a = const; (1)
Initial and boundary conditions
In order to have a unique solution, the PDE has to be appended by an appropriate number of initial and boundary conditions. Given a physical situation, it is most important to be able to correctly formulate such an Initial-Boundary Value Problem (IBVP). The number of initial conditions (IC) is equal to the number of time derivatives (this is a direct analogy with ODEs!) If one IC is required, it is usually u(0, x); if two are required, one speciﬁes u(0, x) and initial rate of change of u: ut (0, x). Note that initial conditions do depend on x, i.e. are diﬀerent for diﬀerent x ∈ (0, L). 1
t) = ν(t) Heat/diﬀusion: heat/substance ﬂux through the end
−1 x = 0 is φ(0. at x = 0 and x = L. the number of boundary conditions two. according to the physics of the problem.For 2nd-order PDEs with one space variable. and all times t > 0. t) = 0 A physical application Heat/diﬀusion: zero temperature/concentration is kept at x = 0 for all times. Table 1: Types of linear BCs
Name Dirichlet (Type I) Type Homogeneous BC u(0. Wave: the left end of oscillating rod or spring is attached elastically. t) = −K0 ν(t). t) = 0 Heat/diﬀusion: left end is insulated (ﬂux q = −kux vanishes at x = 0 for all times. Mixed (Type III) Homogeneous αu(0. t) = h(θ(t) − u(0.
Wave: For longitudinal oscillations of an elastic rod or spring. For 2nd-order PDEs in multiple space dimensions. t) = 0 a.) Wave: the left end of the rod is free for all times. Non-homogeneous u(0. deﬁned for an interval 0 < x < L. but are out of scope of the course. b = const. BCs are not artiﬁcially made .
. I only gave BCs at x = 0. according to the law µ(t). t) = h(0 − u(0. t) = = θ(t) Heat: left end exchanges heat with the environment (which has temperature θ(t)) according to Newton’s law of cooling: −K0 ux (0. t) + βux (0. Boundary conditions (BC) are given on two boundaries of the domain 0 < x < L. The solution of an IBVP we wish to ﬁnd is u(x. Three main types of boundary conditions for PDE problems with one space and one time variable are listed in the following table. Non-homogeneous ux (0. Neumann (Type II) Homogeneous ux (0. t)). t) = µ(t) Heat/diﬀusion: temperature/concentration at x = 0 changes in time. Non-homogeneous αu(0. this BC means that to the left end a force |F (t)| = kν(t) is applied. t)). i. Heat: left end exchanges heat with the environment (which has zero temperature) according to Newton’s law of cooling: −K0 ux (0. Wave: the left end of the string (elastic rod) is moved up/down (left/right) according to µ(t). Other types also occur in applications. They have the corresponding form at x = L.we choose them from a set of possible BCs. t) + βux (0. Wave: the left end of the string (or rod) is attached at x = 0 and does not move for all times. one boundary condition must be given in each point of the domain boundary.e. t) for 0 < x < L. In the table.
and initial velocity given by v0 (x) = x(L − x)2 . t) = 0 u(L.3
Examples of IBVPs
Example 1. with insulated left end. u(x.)
. (IC 1) (IC 2) (BC 1) (BC 2)
Example 3. h. IBVP: utt = a2 uxx . 0 < t. with initial temperature 100K. 0 < t. and the right end exchanging heat with environment whose temperature is θ = 200K. t) = h(200 − u(L. 0) = 0 u (x. 0) = 0 t u(0. 0) = 0 u (x. Describe small longitudinal oscillations of an elastic rod of length L. IBVP: utt = a2 uxx . with left end externally driven (position given by µ(t) = sin(2t)) and a free right end. u(x. 0) = 100 ux (0. t) = sin(2t) ux (L. t) = 0 0 < x < L. 0 < t. Describe small oscillations of a string of length L. u(x. (IC 1) (BC 1) (BC 2)
(Here K0 . no displacement. (IC 1) (IC 2) (BC 1) (BC 2)
Example 2. 0) = x(L − x)2 t u(0. initially undisturbed and at rest. t)) 0 x 0 < x < L. a are constant coeﬃcients that can be found in a table for each material. with ﬁxed ends. IBVP: ut = a2 uxx . t) = 0 K u (L. t) = 0 0 < x < L. Describe heat conduction in a metal rod of length L.