All the effects of Nature are only the mathematical consequences

of a small number of immutable laws.

Allegedly his last words.

What we know is not much. What we do not know is immense.

Pierre-Simon Laplace
Laplace Equation
Details are omitted for this case. Every calculation must become obvious by this stage!

The Boundary Value Problem BVP

Suppose we wish to find the steady-state temperature u(x, y) in a rectangular plate whose vertical edges = 0 and =
are insulated. When no heat escapes from the lateral faces of the plate, we solve the following boundary-value problem:

+ =0, 0< < , 0< < . (1)

= 0, = 0, 0< < . (2)

( , 0) = ( ), ( , )= ( ), 0< < . (3)

Solution of the BVP

With the usual assumption that ( , ) = ( ) ( ), separating variables in (1) gives

+ =0,

or

=− =− . (4)

Remember that is a constant and one imposes a negative sign for the sake of calculation convenience, nothing more or
less. So

+ =0, (5)

and

− =0. (6)

The Sturm-Liouville problem associated with the equation in (5) is then

+ = 0, (0) = 0, ( )=0. (7)

Examination of the cases corresponding to λ = 0, λ = −α < 0 and λ = α > 0, where α > 0, has already been carried
out. Here is a brief summary of that analysis.

Case I: When = .
For = 0, Equation (5) becomes
The solution is
( )= + .
Now
= .
Using (0) = 0 gives
(0) = 0 .
 0=0.
The equation is identically satisfied but nothing can be concluded. For other condition,
( )= .
Implies
=0.
The solution is
( )= .
The boundary conditions imply = . By imposing = 0, this problem possesses a nontrivial solution.

Case II: When < 0.

For λ = −α <, (7)

+ = 0, (0) = 0, ( )=0.

possesses only the trivial solution.

Case III: When > 0.

The solution of the DE in this problem is ( ) = cos + sin . The boundary condition (0) = 0 implies that
= 0, so = cos . Differentiating this last expression gives
=− sin ,
and then setting = gives – sin = 0. Since we have assumed that > 0, this last condition is satisfied when
= or = , = 1, 2, 3, … . The eigenvalues of (7) are then

=0 = = , = 1, 2, 3, … .

If we correspond = 0 with = 0, the eigenfunctions of (7) are

= , = 0, , = cos , = 1, 2, 3, ….

We now solve equation (6)

− =0.

subject to the single homogeneous boundary condition (0) = 0 [ ( , 0) = 0; ( ) ( ) = 0; (0) = 0]. There are two
cases.
= :

=0.

Therefore, its solution is

= + .

Now, (0) = 0 implies = 0. That is

( )= .
For = , (6) is

− =0.

The hyperbolic form of general solution is

( )= cosh + sinh .

(0) = 0 again implies = 0. That is,

( )= sinh .

Thus product solutions = ( ) ( ) that satisfy the Laplace’s equation (1) and the three homogeneous boundary
conditions in (2) and (3) are

, = 0, , sinh cos , = 1, 2, 3, ….

where one has rewritten as for = 0 and as for = 1, 2, 3, …. .

Observe that the symbols and play the part of and in the current discussion.
The superposition principle yields another solution:

( , )= + sinh cos . (8)

One is now in a position to use the last boundary condition in (3). Substituting = in (8) gives

( , )= ∙ + sinh ∙ cos ,

which is a half-range expansion of in a cosine series. If we make the identifications = /2 and sinh ∙ =

, = 1, 2, 3, … , it follows that
2
2 = ( ) ,

or
1
= ( ) . (9)

And
2
sinh = ( ) cos ,

or

= 2/ sinh ( ) cos . (10)

The solution of the boundary-value problem (1)–(3) consists of the series in (8), with coefficients and defined in (9)
and (10), respectively.
∎
National University of Computer and Emerging Sciences, Islamabad

MT1006 Differential Equations

Spring 2023

© M. Usman Rashid