CHAPTER 5: PARTIAL DIFFERENTIAL EQUATIONS

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5.1 Basic Concept of PDE

5.1.1

Definition and Terminologies

Let

,
 where  and
are the independent
variables. A PDE is an equation containing at least
one partial derivative of
.

5.1.2

Notations

Followings are some partial derivatives of
:








 
,
   ,
 ,








 



 

 


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Examples of PDE:
1-Dimensional wave equations:
2
2
u
2 u
=
,
2
2
t
x

constant

1-Dimensional heat equations:

2
2 u
=
2
t
x

2-Dimensional Laplace equations:

2
2
u u
+
=
2
2 0
x
y

2-Dimensional Wave equations:

2
2
2
u
2 u u
=
+
2
2
2
t
x
x

3-Dimensional heat equations:

2
2
2
2 u u u
=
+
+
2
2
2
t
y
z
x

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5.1.3 Solution of a Partial differential Equations

For a given PDE (eg:

2
2
u
2 u
=
2
2
t
x

), a function
,  is called a

solution.
How to show that
,  is a solution for a given PDE?

Step 1: find the appropriate derivatives of
according to

the given PDE

Step 2: substitute the derivatives of
into the given PDE

if it satisfies the given PDE, then
,  is a
solution of the given PDE

Example 1:
Show that the given function of
 sin  sin  is the solution
for the following partial differential equations








 
 

Solution:
Given that

,   sin  sin 
3

(1)

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STEP 1:
From (1),

Find

 
 

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  cos  sin  

 
 

 2 sin  sin 




(2)

 sin   cos 

 
 

STEP 2: Subtitute

  sin   sin 
 
 

 
 

into the PDE

From (2)



2



sin  sin 
 


2


 sin  sin 








2

 
 

Therefore,
,  is a solution of the given PDE.

4

(3)

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Example 2:
Show that the given function
,   2 sin 3 cos 3 is a
solution to this waves equation
 
 




2 

 

(1)

Solution:



 2 sin 3  3 sin 3

 
 

 18     sin 3  sin 3

(2a)
(2b)



 3 2 sin 3  cos 3


 
 

From (2b):

 
 

 18   sin 3  cos 3

(3)

 18    sin 3  cos 3

   18   sin 3  cos 3


 
 


Therefore,
,  is a solution to the given waves equation.

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Exercise:
Show that

,    ! " sin x is a solution of
 


,
,   cos  cos
cos 2 is a solution of

  2



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5.2 Method of separation of variables

Consider the following PDE
2
u
2 u
=k
t
x 2

(1)

Step 1: Assume that the PDE have the following solution

,     

(2)

Step 2: Find the corresponding derivatives of

For equation (1), we have to find
u
= XT
t

and

and

2u
= X T
2
x

(3)

Step 3: Substitute the derivatives in equation (3) into

equation (1)
Equation (1) becomes
X T = k 2 X T

(4)

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Step 4: Separate the variables  and  respectively

on the LHS and RHS
Equation (4) becomes

X 1 T
= 2
X
k T

(5)

Step 5: Introduce a separation constant, in Equation (5)

X 1 T
= 2
=
X
k T

This leads to two ordinary differential equations

X
=
X

1 T

and k 2 T =

     0


      0

(6)
(7)

The above steps are the basic steps in the method of

separation of variables.
-------In the next section, we will discuss on how to apply this
method specifically to the heat equations, wave equations
and Laplaces equations.

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The next steps are as follows:

After we obtain equation for  and (equations (6) and
(7)), we have to

find the boundary conditions for 

solve the equation with three cases of :
  0,

0

and   0

~~~~~~~~~~~~~~~~~~~~~~~~

Solve for  first and apply the boundary
condition for 

if the solution for  is    0,
no need to solve for .
This is called a trivial solution (its of no interest).

If there is a solution for ,
we have to solve for and
substitute  and in the equation
 

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Sum all solutions from case 1-3

(Principle of superposition)
~~~~~~~~~~~~~~~~~~~~~
Substitute the initial condition,
, 0

we will obtain the equation in the form of
Fourier series. apply the formula in Fourier
series to find the constants.

Substitute the obtained constants and

we will get the final answer,
,   .

5.2.1 Heat Equations

The evolution of temperature inside a rod with length 
is given by the following equation:






   ,



0    ,   0

where  is constant and the initial condition is

, 0    , 0    .
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We will discuss two types of heat equation here, which depend

on different boundary conditions:
Types
Boundary conditions
Zero temperature at
0,   0,
,   0,   0
endpoints
Insulated endpoints
 , 0  0,
 ,   0,   0

5.2.1a

Zero temperature at endpoints

Example:
Use the method of separation of variables to solve the
heat equation

4

0    1,   0

subject to the boundary conditions

0,   0,

1,   0,

and initial condition



, 0  ! , 0    1.

11

0

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Solution:
Stage 1:
Let
,     
Find derivatives of
:

  ,

   .

Substitute in the given equation:

   4##
Separate the variables and introduce :
## #


4

We obtain two equations as follows:
     0 and   4  0.

Stage 2:
Consider the boundary conditions

0,   0: 0   0

1,   0: 1   0

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If   0, then
,   0 and the solution is of no interest.

Therefore,
0  0 and 1  0.

Stage 3:
Consider three cases of  (  0,   0 and   0.
Case 1:   0
Equation for  becomes    0.
The solution for  is    $ % &.
Apply the boundary conditions for :
0  0: &  0     $.
1  0: $  0      0
Therefore,
,   0 and the solution is of no interest.
Case 2:   0
Let   '
The equation for  becomes:    '   0
and its solution is:    $( ) % &( *)
13

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Apply the boundary conditions for :

0  0: $ % &  0  &  $
   $( )  ( *) 

1  0: $( ) % ( *)   0  $  0
   0

&0

The solution is of no interest.

Case 3:   0
Let   '
The equation for  becomes:   % '   0
And its solution is:    $ cos ' % & sin '
Apply the boundary conditions for :
0  0: $  0     & sin '
1  0: & sin '  0
if &  0,    0 and the solution is of no interest.
Let sin '  0  '  01, 0  1,2,3,
14

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Therefore, 5    &5 sin 01

Now solve for :Using   ' , the equation for becomes:
 % 4'  0
And its solution is:
  6( *!)
5   65 ( *!5

The solution for
,  is:

5 ,   &5 sin 01 65 ( *!5
 85 ( *!5

15

sin 01

where 85  &5 9 65 .

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Using the superposition principle (sum all solutions from case 13):
;

5 ,   : 85 ( *!5

5<=

sin 01

Apply the initial conditions:;



, 0  :
4


 : 85 sin 01
4


=

5<=

85  >? sin 01 @

=
!
cos 01

201
15

201

Therefore, the final solution is:

=

,    7

*=B
5

( *!5

16

sin 01.

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Exercise: Solve the following heat equation

 9
 ,

0    2,   0

subject to the boundary conditions

0,   0,

3,   0,

and initial condition

, 0  2, 0    2.

17

0

CHAPTER 5: PARTIAL DIFFERENTIAL EQUATIONS

5.2.1b

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Insulated endpoints

Example:
Use the method of separation of variables the heat equation







 


with the boundary conditions
 0,   0,  ,   0,

0

and the initial condition

 , 0  ,

0    .

Solution:
Stage 1:
Follow the steps as shown in the previous example.
You will obtain
     0

and

       0.

Stage 2:
Consider the boundary conditions:
 0,   0:

  0   0    0  0
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CHAPTER 5: PARTIAL DIFFERENTIAL EQUATIONS

 ,   0:

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     0      0

Stage 3:
Case 1:   0

As shown earlier, the solution for  is

      

Differentiate   to obtain    :

     

Apply the boundary conditions:

  0  0:   0       0

    0: this condition does no affect .

Therefore,     

Find the solution for , we have

The solution is:    

  0

The solution for  is:  ,       

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Case 2:   0

For this case, you will obtain     0.

Therefore, the solution is of no interest.
Case 3:   0

The solution for  is:

Differentiate   :

     cos "   sin "

     " sin "  " cos "

Apply the boundary conditions for :

  0  0: "  0    0

     " sin "

    0:  " sin "  0  "  %&

%&
, %  1,2,3,

%&


+   + cos


"

Solve the equation for , the solution is:

   , -.
19

/ 0/ 1

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+   + ,

. / +/ 2/ 1
3/

The solution for  is:

. / +/ 2/ 1
%&
3/
 ,   + cos
+ ,


%& -./ +//2/ 1

3
 4+ cos
,


Stage 4:
Sum all solutions from case 1-3:
6

%& -./ +//2/ 1

3
,
 ,     5 4+ cos

+78

Apply the initial condition:

 , 0  :

%&
    5 4+ cos

3

+78

2
49  :  ;  

9



49 

2
2
20

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4+ 


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2
%&
:  cos
;


9

2 cos %& 1
<
 =
&  %
%

2 1+  1
 >
?
%
&

The final answer is:

6

1+  1
%& -./ +//2/ 1
 2
3
 ,     5 <
= cos
,

2 &
%

+78

Exercise:
Use the method of separation of variables the heat equation

 1
 


 4
 
with the boundary conditions
 0,   0,  5,   0,

0

and the initial condition

 , 0    ,

21

0    5.

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5.2.2

Wave equation

5.2.2a

The vibrating string with an initial velocity

The motion of an elastic string with length L is given by the

following wave equation:









,

 

 

0    ,  0

With boundary conditions

0,   0,

,   0,

 0

and initial conditions

, 0    ,

 , 0   .

Example:
Use the method of separation of variables to find the solution
of the wave equation ( is constant)






,

 

 

0    2,

 0

with the boundary conditions

0,   0,

2,   0,

 0

and initial conditions

, 0  2  ,
22

02

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 , 0  1,

0    2.

Solution:
Stage 1:
Let ,    

Find the corresponding derivatives of :





,

 


 

 

Substitute in the equation:

     
Separate the variables and introduce :


  
 


We obtain two equations as follows:

     0

and

       0

23

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Stage 2:
Consider the boundary conditions
0,   0:

0  0

0  0

2,   0:

2  0

2  0

Stage 3:
Consider three cases of .
In this problem, the solution for case 1 and case 2 is of no
interest.
Only case 3 (  0) gives the solution
Let   

Solve for  first.

The equation for  becomes:

 

   0

Its solution is:

   ! cos 

24

% sin 

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Apply the boundary conditions for :

0  0:

!0

2  0:

% sin 2  0


Therefore, *    %* sin

*+,

()
2

   % sin 


2  ()

Now solve for :-

Using    , the equation for  becomes

 

     0

and its solution is:

  - cos 
since  

*+

,


*   -* cos

/*+


. sin 
.* sin

/*+


and the solution for  is:

* ,   %* sin

()
()
0-* cos
2
2
25

.* sin

()
1
2

CHAPTER5: PARTIAL DIFFERENTIAL EQUATIONS

 sin

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()
()
02* cos
2
2

3* sin

()
1
2

where 2*  %* 4 -* and 3*  %* 4 .* .
Stage 4:
By superposition principle,
6

()
()
02* cos
,   5 sin
2
2
*78

()
3* sin
1
2

Apply the initial condition:, 0  2  :

2    5 2* sin


2*  9: 2   sin


*+,


*78

()
2

;

2
()
4
() 
 <2    0
cos
1    sin
>
()
2
( )
2 :
?

  *+.

26

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Differentiate ,  w.r.t :

6

 ,   5 sin
*78

() 2* ()

()
0
sin
2
2
2

3* ()
()
cos
1
2
2

Apply the initial condition  , 0  1:

6

15

*78

3* ()
()
sin
2
2


()
3* () 2
 @1 sin
;
2
2
2
:

 A *+ cos


*+, 


 A *+ cos ()

3* 

*+

C1  1* D

*+

4
*D
C
1

1
( ) 

27

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E ,   5 sin
*78

() 4
()
0 cos
2 ()
2

()
4
*D
1
C
1

1
sin
( ) 
2

Exercise:
Solve the following wave equation by the method of separation
of variables

 1


,

  4
 

0    ),

 0

),   0,

 0

with the boundary conditions

0,   0,
and the initial conditions
 , 0  1,

, 0  )   ,
0    ).

28

0)

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5.2.3

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Laplaces Equations

The laplace equation is given by




 0,

 
 

0    ,

0

There are two types of Laplace equations

Type

Boundary conditions

Type A
or

Type B

, 0    , ,   0, 0    
0,   0,
,   0, 0   
, 0  , ,   , 0    
0,   0,
,   0, 0   

, 0  0, ,   0, 0    
0,   0,
,   , 0   
or
, 0  , ,   0, 0    
0,   ,
,   0, 0   

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CHAPTER 5: PARTIAL DIFFERENTIAL EQUATIONS

5.2.3a

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Type A

Example:
A square plate is bounded by   0,   ,   0 and   .
Apply the Laplaces equation




0

 
 

To determine the potential distribution ,  over the plate,

subject to the following boundary conditions
0,   0,

,   0,

, 0  0, ,     sin

where  is a constant.


2
 2 sin
,



Solution:
Stage 1:
Let ,    
Find the corresponding derivatives of :





,

 


 

 

29

0
0    ,

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Substitute in the given equation:

       0

Separate the variables and introduce :









We obtain two equations as follows:

 

  0 and      0

Stage 2:
Consider the boundary conditions
0,   0:

 0"#  0 $  0  0

, 0  0:

 "#  0 $     0

, 0  0:

 "0  0 $ "0  0

Stage 3:
The solution for case 1   0 and case 2  % 0 are of no
interest.
Consider case 3   0:
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&

Let  

Solve for  first.

The equation for  becomes:

   &   0

Its solution is:

   ' cos &  * sin &
Apply the boundary conditions for :
0  0:

'0

   0:

* sin &  0

Therefore, ,    *, sin

,-.
/

   * sin &

$

&

+


Now solve for :

Using  

& , the equation for  becomes

 

&   0

and its solution is:

  01 23  41 523

or we may write it as   6 cosh &  8 sinh &

31

CHAPTER 5: PARTIAL DIFFERENTIAL EQUATIONS

since & 

,-

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,   6, cosh

,
/

,-3
/

 8, sinh

,-3
/

Apply the boundary conditions for :

0  0:

60

+
,   8, sinh


The solution for  is:

+
+
8, sinh


+
+
 , sin
sinh



, #  *, sin

where ,  *, 9 8, .

Stage 4:
By superposition principle,
;

, #  : , sin
,<=

Given ,     >sin

Then  >sin

-.
/

 2 sin

-.
/

-.
/

 2 sin

+
+
sinh


-.
/

?  ;
,<= , sin
32

,-.
/

sinh +

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2

 sin
 2 sin
 = sinh + sin



  sinh 2 sin

-.
/

Comparing the LHS with the RHS, we obtain

=   / sinh + and   2 / sinh 2.
Substitute = and  in the general solution to get the final
answer.

For type B case, the same procedure is applied but we have to

solve equation  first!

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Exercise:
Solve the Laplace equation




 0,

 
 

0    1, 0    2

subject to the following conditions:

, 0  0,

0,   0,

, 2  0,

1,     1,

34

0    1,

0    2.