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MATH301 PNotes CH13

This document summarizes key concepts about separable partial differential equations (PDEs). It introduces the general form of a linear second-order PDE and describes how the separation of variables technique can be used to reduce such PDEs to ordinary differential equations. The document provides examples of applying separation of variables to solve the heat, wave, and Laplace's equations. It also discusses the superposition principle for linear PDEs and how to solve Dirichlet boundary value problems using separation of variables and superposition.

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97 views9 pages

MATH301 PNotes CH13

This document summarizes key concepts about separable partial differential equations (PDEs). It introduces the general form of a linear second-order PDE and describes how the separation of variables technique can be used to reduce such PDEs to ordinary differential equations. The document provides examples of applying separation of variables to solve the heat, wave, and Laplace's equations. It also discusses the superposition principle for linear PDEs and how to solve Dirichlet boundary value problems using separation of variables and superposition.

Uploaded by

Abay
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© Attribution Non-Commercial (BY-NC)
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13.

1 Separable Partial Differential Equations


Review Partial differential equations (PDEs) like ODEs, are classified
as linear and nonlinear. Analogous to a linear ODE, the dependant
variable and its partial derivatives appear only to the first power in a
linear PDE. We shall only be concerned with linear PDEs in this course.
Linear Partial Differential Equations (PDE) If we let u denote the
dependent variable and x and y the independent variables, then the
general form of linear second-order PDE is given by
G Fu
y
u
E
x
u
D
y
u
C
y x
u
B
x
u
A +

2
2 2
2
2
(1)
where the coefficients A, B, C, , G are constants or functions of x and
y. When G(x, y) = 0, equation (1) is said to be homogeneous; otherwise it
is nonhomogeneous.
Examples
Solution of a PDE A solution of linear PDE (1) is a function u(x, y) of
two independent variables that possesses all partial derivatives occurring
in the equation and that satisfies the equation in some region of the xy-
plane.
Our focus from now will be on finding particular solutions of some of the
important linear PDEs.
Separation of Variables In the method of separation of variables we seek
to find a particular solution of the form of a product of a function of x
and a function of y,
u(x, y) = X(x)Y(y).
With this assumption it is sometimes possible to reduce a linear PDE in
two variables to two ODEs. To this end observe that
, ' ' , ' ' , ' , '
2
2
2
2
XY
y
u
Y X
x
u
XY
y
u
Y X
x
u

1
where the primes denote ordinary differentiation.
Example 1* (pp. 690-1)
2
13.1 THEOREM Superposition Principle
If u
1
, u
2
, . , u
k
are solutions of a homogeneous linear PDE, then the
linear combination
u= c
1
u
1
+ c
2
u
2
+. + c
k
u
k
,
where the c
i
s (i = 1, 2, , k) are constants is also a solution.
We shall assume the infinite case of Theorem 13.1 also.
3
13.1 DEFINITION Classification of Equations
The linear second-order PDE
G Fu
y
u
E
x
u
D
y
u
C
y x
u
B
x
u
A +

2
2 2
2
2
where the coefficients A, B, C, , G are real constants, is said to be
hyperbolic if
, 0 4
2
> AC B
parabolic if
, 0 4
2
AC B
elliptic if . 0 4
2
< AC B
Example 2* (pp. 692-3) Classifying Linear Second-Order PDEs
4
13.3 Heat Equation
Introduction Consider a thin rod of length L with an initial temperature
f(x) throughout and whose ends are held at temperature zero for all time
t > 0. Under suitable assumptions the temperature u(x, t) in the rod is
determined from the BVP
0 , 0 ,
2
2
> < <

t L x
t
u
x
u
k
0 , 0 ) , ( , 0 ) , 0 ( > t t L u t u
. 0 ), ( ) 0 , ( L x x f x u < <
Solution of the BVP
5
13.4 Wave Equation
Introduction The vertical displacement u(x, t) of a string of length L that
is freely vibrating in the vertical plate shown below is determined from
the BVP
0 , 0 ,
2
2
2
2
2
> < <

t L x
t
u
x
u
a
0 , 0 ) , ( , 0 ) , 0 ( > t t L u t u
. 0 ), ( ), ( ) 0 , (
0
L x x g
t
u
x f x u
t
< <

Solution of the BVP


6
13.5 Laplace's Equation
Introduction Suppose we wish to find the steady-state temperature u(x, y)
in a rectangular plate whose vertical edges x = 0 and x = a are insulated,
and whose upper and lower edges y = b and y = 0 are maintained at
temperatures f(x) and 0, respectively. See the diagram below.
When no heat escapes from the lateral faces of the plate, we solve the
following BVP:
b y a x
y
u
x
u
< < < <

0 , 0 , 0
2
2
2
2
b y
x
u
x
u
a x x
< <


0 , 0 , 0
0
. 0 ), ( ) , ( , 0 ) 0 , ( a x x f b x u x u < <
Solution of the BVP
7
Dirichlet Problem A boundary-value problem in which we seek a solution
to an elliptic PDE such as Laplace's equation: 0
2
u within a region R
(in 2- or 3-space) such that u takes on prescribed values on the entire
boundary of the region is called a Dirichlet problem. For example, the
solution to the problem:
b y a x
y
u
x
u
< < < <

0 , 0 , 0
2
2
2
2
0 ) , ( , 0 ) , 0 ( y a u y u
) ( ) , ( , 0 ) 0 , ( x f b x u x u
is
x
a
n
y
a
n
A y x u
n
n

sin sinh ) , (
1

where
. sin ) (
) / sinh(
2
0
xdx
a
n
x f
a b n a
A
a
n

Verify this!
Superposition Principle A Dirichlet problem for a rectangle can be
readily solved by separation of variables when homogeneous boundary
conditions are specified on two parallel boundaries. However, the
method of separation of variables is not applicable to a Dirichlet
problem when the boundary conditions on all four sides are non-
homogeneous. To get round this difficulty we break the problem:
b y a x
y
u
x
u
< < < <

0 , 0 , 0
2
2
2
2
b y y G y a u y F y u < < 0 ), ( ) , ( ), ( ) , 0 (
a x x g b x u x f x u < < 0 ), ( ) , ( ), ( ) 0 , (
into two problems, each of which has homogeneous boundary conditions
on parallel boundaries, as shown below.
Problem I.
b y a x
y
u
x
u
< < < <

0 , 0 , 0
2
2
2
2
b y y a u y u < < 0 , 0 ) , ( , 0 ) , 0 (
1 1
a x x g b x u x f x u < < 0 ), ( ) , ( ), ( ) 0 , (
1 1
Problem II.
b y a x
y
u
x
u
< < < <

0 , 0 , 0
2
2
2
2
b y y G y a u y F y u < < 0 ), ( ) , ( ), ( ) , 0 (
2 2
8
a x b x u x u < < 0 , 0 ) , ( , 0 ) 0 , (
2 2 .
Suppose u
1
and u
2
are the solutions of Problem I and II, respectively. If
we define
) , ( ) , ( ) , (
2 1
y x u y x u y x u +
, it is seen that u satisfies all
boundary conditions in the original problem verify this claim!
Furthermore u is a solution of the original problem.
Verify that a solution of Problem I is
x
a
n
y
a
n
B y
a
n
A y x u
n
n n

sin sinh cosh ) , (
1
1

'

+
where
xdx
a
n
x f
a
A
a
n

0
sin ) (
2
,

,
_



b
a
n
A xdx
a
n
x g
a a b n
B
n
a
n

cosh sin ) (
2
) / sinh(
1
0
and that a solution of Problem II is
y
b
n
x
b
n
B x
b
n
A y x u
n
n n

sin sinh cosh ) , (
1
2

'

+
where
ydy
b
n
y F
b
A
b
n

0
sin ) (
2
,

,
_



a
b
n
A ydy
b
n
y G
b b a n
B
n
b
n

cosh sin ) (
2
) / sinh(
1
0
9

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