PDE Solution Methods
PDE Solution Methods
1 Separation of Variables
Applicable to: Linear PDEs where the solution can be expressed as the product of functions, each
depending on a single variable.
Method:
1. Assume u(x, t) = X(x) T (t).
2. Substitute into the PDE and separate variables.
3. Solve the resulting ODEs for X(x) and T (t).
2
∂u
Example: One-dimensional heat equation, ∂t = α ∂∂xu2 .
T ′ (t) X ′′ (x)
u(x, t) = X(x) T (t) =⇒ = = −λ (1)
αT (t) X(x)
3 Method of Characteristics
Applicable to: First-order PDEs.
Method:
dx
1. Rewrite the PDE in terms of characteristic curves: dt = f (x, t).
2. Solve the characteristic equations to find the general solution.
∂u
Example: First-order PDE, ∂t + c ∂u
∂x = 0.
dx
Characteristic: = c =⇒ u(x, t) = f (x − ct) (3)
dt
1
5 Green’s Functions
Applicable to: Linear non-homogeneous PDEs.
Method:
1. Define the Green’s function, G(x, ξ), for the differential operator.
R
2. Solve for u(x) using the convolution: u(x) = G(x, ξ) f (ξ) dξ.
Example: Poisson’s equation, ∇2 u = −ρ.
Z
u(x) = G(x, ξ) ρ(ξ) dξ (4)