1

APPLICATION OF PARTIAL DIFFERENTIAL EQUATIONS

BOUNDARY VALUE PROBLEMS

ONE DIMENSIONAL WAVE EQUATION:

1. Derive one dimensional wave equation

Let us consider small transverse vibration of an elastic string of length 𝑙 which is stretched and
fasten it at the ends 𝑥 = 0 𝑎𝑛𝑑 𝑥 = 𝑙.

Physical Assumptions:
a. The mass of the string per unit length is constant ( ie., string is homogeneous)
b. The string is perfectly elastic (ie., it does not offer any resistance to bending)
c. The motion takes place entirely in one plane (ie., XY- plane)
d. Each point of the string move in the direction perpendicular to the equilibrium position ( X-
axis) of the string
e. Tension T is constant at all points and all the time of deflected string
f. Tension T is very large (ie., Gravitational force is Neglected)
g. Effect of Friction is Negligible
h. Slope of deflection curve is small at all points and at all times.

Let P and Q are the points of the string at distance 𝑥 and 𝑥 + 𝛿𝑥 from one end respectively.

Let T1 and T2 are the tensions at the points P and Q respectively.

From the Figure.

Forces act on Horizontal Direction Forces act on Vertical directions

Clearly Clearly
At point P : 𝑇1 cos 𝛼 At point P : −𝑇1 𝑠𝑖𝑛𝛼
At point B : 𝑇2 cos 𝛽 At point B : 𝑇2 𝑠𝑖𝑛𝛽

Since The motion takes place in Vertical Since The motion takes place in Vertical direction
direction only only
⟹ 𝐻𝑜𝑟𝑖𝑧𝑜𝑛𝑡𝑎𝑙 𝑓𝑜𝑟𝑐𝑒𝑠 𝑎𝑟𝑒 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 ⟹ 𝐵𝑦 𝑁𝑒𝑤𝑡𝑜𝑛 𝑙𝑎𝑤 𝑜𝑓 𝐹𝑜𝑟𝑐𝑒𝑠(𝑠𝑒𝑐𝑜𝑛𝑑)
Thus 𝐹 = 𝑚𝑎𝑠𝑠 × 𝑎𝑐𝑐𝑒𝑙𝑒𝑟𝑎𝑡𝑖𝑜𝑛
𝑇1 cos 𝛼 = 𝑇2 cos 𝛽 = 𝑇 (𝑠𝑎𝑦) Thus
𝑇2 𝑠𝑖𝑛𝛽 − 𝑇1 𝑠𝑖𝑛𝛼 = 𝑚𝑎𝑠𝑠 × 𝑎𝑐𝑐𝑒𝑙𝑒𝑟𝑎𝑡𝑖𝑜𝑛
𝛿 2𝑢
= (𝜌 × 𝛿𝑥) × 2
𝛿𝑥
 2

(2) 𝑇2 𝑠𝑖𝑛𝛽 𝑇1 𝑠𝑖𝑛𝛼 1 𝛿 2𝑢

⟹ − = [(𝜌 × 𝛿𝑥) × 2 ]
T 𝑇 𝑇 𝑇 𝛿𝑡

𝑇2 𝑠𝑖𝑛𝛽 𝑇1 𝑠𝑖𝑛𝛼 1
𝑖𝑒; − = [(𝜌 × 𝛿𝑥) × 𝑢𝑡𝑡 ] { 𝐵𝑦 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 (1)
𝑇2 cos 𝛽 𝑇1 cos 𝛼 𝑇

𝜌 × 𝛿𝑥
𝑡𝑎𝑛𝛽 − 𝑡𝑎𝑛𝛼 = 𝑢𝑡𝑡
𝑇
𝜌 × 𝛿𝑥
𝑖𝑒; [𝑠𝑙𝑜𝑝𝑒 𝑎𝑡 (𝑥 + 𝛿𝑥)] − [𝑠𝑙𝑜𝑝𝑒 𝑎𝑡 𝑥] = 𝑢𝑡𝑡
𝑇
𝜕𝑢 𝜕𝑢 𝜌 × 𝛿𝑥
⌋ − ⌋ =( ) 𝑢𝑡𝑡
𝜕𝑥 𝑥+𝛿𝑥 𝜕𝑥 𝑥 𝑇

𝜌 × 𝛿𝑥
𝑢𝑥 (𝑥 + 𝛿𝑥) − 𝑢𝑥 (𝑥) = ( ) 𝑢𝑡𝑡
𝑇
𝑢𝑥 (𝑥 + 𝛿𝑥) − 𝑢𝑥 (𝑥) 𝜌
= 𝑢𝑡𝑡
𝛿𝑥 𝑇
𝜌
𝑢𝑥𝑥 = 𝑢
𝑇 𝑡𝑡
𝑇
𝐴𝑠 𝑥 → 0 𝑔𝑖𝑣𝑒𝑠 𝑢𝑡𝑡 = 𝑢
𝜌 𝑥𝑥

𝝏𝟐 𝒖 𝟐
𝝏𝟐 𝒖 𝑻
𝑖𝑒., = 𝒂 ; 𝑾𝒉𝒆𝒓𝒆 𝒂𝟐 = √
𝝏𝒕𝟐 𝝏𝒙𝟐 𝝆


 3

2. Drive the solution of ODWE using variable separable method.

Solution:
Consider the ODWE
𝑢𝑡𝑡 = 𝑎2 𝑢𝑥𝑥 − ⋯ ⋯ ⋯ ⋯ ⋯ (1)
𝝏𝟐 𝒖 𝟐
𝝏𝟐 𝒖
= 𝒂
𝝏𝒕𝟐 𝝏𝒙𝟐
By variable separable method (or product Method) , we have

𝐿𝑒𝑡 𝑢(𝑥, 𝑡) = 𝑓(𝑥) 𝑔(𝑡)

𝜕2𝑢 ′′ (𝑡)
𝜕2𝑢
⟹ = 𝑓(𝑥) 𝑔 𝑎𝑛𝑑 𝑎𝑙𝑠𝑜 = 𝑓 ′′ (𝑥)𝑔(𝑡)
𝜕𝑡 2 𝜕𝑥 2
𝑇ℎ𝑢𝑠 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 (1) 𝑏𝑒𝑐𝑜𝑚𝑒𝑠
𝜕2𝑢 2
𝜕2𝑢
= 𝑎
𝜕𝑡 2 𝜕𝑥 2
′′ (𝑡) 2 ′′ (𝑥)𝑔(𝑡)
𝑖𝑒; 𝑓(𝑥) 𝑔 = 𝑎 𝑓
𝑓 ′′ (𝑥) 𝑔′′ (𝑡)
= 2 = 𝑘 (𝑠𝑎𝑦)
𝑓(𝑥) 𝑎 𝑔(𝑡)

𝑓 ′′ (𝑥) 𝑔′′ (𝑡)

=𝑘 =𝑘
𝑓(𝑥) 𝑎2 𝑔(𝑡)
𝑓 ′′ (𝑥) = 𝑘𝑓(𝑥) 𝑔′′ (𝑡) = 𝑘𝑎2 𝑔(𝑡)
𝑖𝑒; 𝑓 ′′ − 𝑘𝑓 = 0 − ⋯ ⋯ (𝑎) 𝑖𝑒; 𝑔′′ − 𝑘𝑎2 𝑔 = 0
Clearly above equation is depends only on 𝑘. Clearly above equation is depends only on 𝑘.
𝐂𝐚𝐬𝐞 (𝒊): if 𝒌 = 𝝀𝟐 , 𝑡ℎ𝑒𝑛 𝐂𝐚𝐬𝐞 (𝒊): if 𝒌 = 𝝀𝟐 , 𝑡ℎ𝑒𝑛
𝑓 ′′ − 𝜆2 𝑓 = 0 𝑔′′ − 𝜆2 𝑔 = 0
(𝐷 2 − 𝜆2 )𝑓 = 0 (𝐷 2 − 𝜆2 )𝑔 = 0
𝑠𝑜𝑙𝑣𝑖𝑛𝑔 𝑤𝑒 𝑔𝑒𝑡 𝑠𝑜𝑙𝑣𝑖𝑛𝑔 𝑤𝑒 𝑔𝑒𝑡
𝑓 = 𝐶. 𝐹 + 𝑃. 𝐼 𝑔 = 𝐶. 𝐹 + 𝑃. 𝐼
−𝝀𝒙 𝝀𝒙
𝒇 = 𝑨𝒆 + 𝑩𝒆 𝒈 = 𝑪𝒆−𝝀𝒕 + 𝑫𝒆𝝀𝒕
𝐂𝐚𝐬𝐞 (𝒊𝒊): if 𝒌 = −𝝀𝟐 , 𝑡ℎ𝑒𝑛 𝐂𝐚𝐬𝐞 (𝒊𝒊): if 𝒌 = −𝝀𝟐 , 𝑡ℎ𝑒𝑛
𝑓 ′′ + 𝜆2 𝑓 = 0 𝑔′′ + 𝜆2 𝑔 = 0
(𝐷 2 + 𝜆2 )𝑓 = 0 (𝐷 2 + 𝜆2 )𝑔 = 0
𝑠𝑜𝑙𝑣𝑖𝑛𝑔 𝑤𝑒 𝑔𝑒𝑡 𝑠𝑜𝑙𝑣𝑖𝑛𝑔 𝑤𝑒 𝑔𝑒𝑡
𝑓 = 𝐶. 𝐹 + 𝑃. 𝐼 𝑔 = 𝐶. 𝐹 + 𝑃. 𝐼
𝑓 = 𝑒 0𝑥 (𝐴𝑐𝑜𝑠 𝜆𝑥 + 𝐵𝑠𝑖𝑛 𝜆𝑥) + 0 𝑔 = 𝑒 0𝑥 (𝐶𝑐𝑜𝑠 𝜆𝑡 + 𝐷𝑠𝑖𝑛 𝜆𝑡) + 0
𝒇 = 𝑨𝒄𝒐𝒔 𝝀𝒙 + 𝑩𝒔𝒊𝒏 𝝀𝒙 𝒈 = 𝑪𝒄𝒐𝒔 𝝀𝒕 + 𝑫𝒔𝒊𝒏 𝝀𝒕
𝐂𝐚𝐬𝐞 (𝒊𝒊): if 𝒌 = 𝟎 , 𝑡ℎ𝑒𝑛 𝐂𝐚𝐬𝐞 (𝒊𝒊): if 𝒌 = 𝟎 , 𝑡ℎ𝑒𝑛
′′
𝑓 =0 𝑔′′ = 0
𝑠𝑜𝑙𝑣𝑖𝑛𝑔 {𝐵𝑦 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑛𝑔 𝑡𝑤𝑖𝑠𝑒 𝑤𝑒 𝑔𝑒𝑡 𝑠𝑜𝑙𝑣𝑖𝑛𝑔 {𝐵𝑦 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑛𝑔 𝑡𝑤𝑖𝑠𝑒 𝑤𝑒 𝑔𝑒𝑡
𝒇 = 𝑨𝒙 + 𝑩 𝒈 = 𝑪𝒕 + 𝑫
 4

Thus the Possible solutions are

𝑢(𝑥, 𝑡) = (𝑨𝒆−𝝀𝒙 + 𝑩𝒆𝝀𝒙 )(𝑪𝒆−𝝀𝒕 + 𝑫𝒆𝝀𝒕 )
𝑢(𝑥, 𝑡) = (𝑨𝒄𝒐𝒔 𝝀𝒙 + 𝑩𝒔𝒊𝒏 𝝀𝒙)(𝑪𝒄𝒐𝒔 𝝀𝒕 + 𝑫𝒔𝒊𝒏 𝝀𝒕)
𝑢(𝑥, 𝑡) = (𝐀𝒙 + 𝐁)(𝑪𝒕 + 𝑫)
 5

ONE DIMENSIONAL HEAT FLOW EQUATION

1. Drive one dimensional heat equation.
Solution:
Consider the bar or rod of homogeneous material of density 𝜌 and having a constant cross
sectional area A. Suppose that the sides of the bar are insulated so that the streamlines of heat
flow are parallel and perpendicular to the area A.
Let c be the specific heat and k the thermal conductivity.
Assumptions:
1. Heat Flows from a Higher to Lower Temperature
2. The specific heat 𝑐 and the density 𝜌 of the material are Constant.
3. The thermal conductivity 𝒌 is constant

Let u(x,t) be the temperature at a distance x at time t.

Then the mass of the element between the points (𝑥, 𝑥 + 𝛿𝑥) = 𝐴𝜌[(𝑥 + 𝛿𝑥) − 𝑥]
= 𝐴𝜌𝛿𝑥
𝜕𝑢
𝑇ℎ𝑢𝑠 𝑡ℎ𝑒 𝑟𝑎𝑡𝑒 𝑜𝑓 𝑖𝑛𝑐𝑟𝑒𝑎𝑠𝑒 𝑜𝑓 𝐻𝑒𝑎𝑡 𝑖𝑛 𝑒𝑙𝑒𝑚𝑒𝑛𝑡 = (𝐴𝜌𝛿𝑥) × 𝑐 ×
𝜕𝑡
𝐿𝑒𝑡 𝑅1 𝑎𝑛𝑑 𝑅2 are respectively the rate of INFLOW and OUTFLOW for the section 𝑥 𝑎𝑛𝑑 𝑥 + 𝛿𝑥
𝜕𝑢
𝑅1 = −𝑘𝐴 ( )
𝜕𝑥 𝑎𝑡 𝑥 𝜕𝑢
⟹ { 𝐻𝑒𝑟𝑒 ( ) 𝑖𝑠 𝑛𝑒𝑔𝑎𝑡𝑖𝑣𝑒
𝜕𝑢 𝜕𝑥
𝑅2 = −𝑘𝐴 ( )
{ 𝜕𝑥 𝑎𝑡 𝑥+𝛿𝑥
𝐻𝑒𝑛𝑐𝑒 𝑟𝑎𝑡𝑒 𝑜𝑓 ℎ𝑒𝑎𝑡 𝑓𝑙𝑜𝑤 𝑎𝑐𝑟𝑜𝑠𝑠 𝑡ℎ𝑒 𝑠𝑒𝑐𝑡𝑖𝑜𝑛 𝑖𝑠
𝜕𝑢
(𝐴𝜌𝛿𝑥) × 𝑐 × = 𝑅2 − 𝑅1
𝜕𝑡
𝜕𝑢 𝜕𝑢
= 𝑘𝐴 [( ) −( ) ]
𝜕𝑥 𝑎𝑡 𝑥+𝛿𝑥 𝜕𝑥 𝑎𝑡 𝑥
𝜕𝑢
𝑖𝑒., (𝐴𝜌𝛿𝑥) × 𝑐 × = 𝑘𝐴[𝑢𝑥 (𝑥 + 𝛿𝑥) − 𝑢𝑥 (𝑥)]
𝜕𝑡
𝜕𝑢 𝑘 𝑢𝑥 (𝑥 + 𝛿𝑥) − 𝑢𝑥 (𝑥)
= [ ]
𝜕𝑡 𝜌𝑐 𝛿𝑥
𝑎𝑠 𝛿𝑥 → 0 𝑤𝑒 𝑔𝑒𝑡
𝜕𝑢 𝑘
= 𝑢𝑥𝑥
𝜕𝑡 𝜌𝑐

𝝏𝒖 𝝏𝟐 𝒖 𝒌
𝑖𝑒., = 𝜶𝟐 𝟐 ; 𝒘𝒉𝒆𝒓𝒆 𝜶𝟐 =
𝝏𝒕 𝝏𝒙 𝝆𝒄
 6

2. Drive the solution of ODHE using variable separable method

Solution
Consider the ODHE
𝜕𝑢 𝜕2𝑢
= 𝛼 2 2 ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ (1)
𝜕𝑡 𝜕𝑥
Let us assume that, u(x, t) = 𝑓(𝑥). 𝑔(𝑡)
𝜕𝑢 𝜕2𝑢
⟹ = 𝑓(𝑥)𝑔′ (𝑡) 𝑎𝑛𝑑 = 𝑓 ′′ (𝑥)𝑔(𝑡)
𝜕𝑡 𝜕𝑥 2
Therefore equation (1) becomes
𝜕𝑢 𝜕2𝑢
= 𝛼2 2
𝜕𝑡 𝜕𝑥
𝑓(𝑥)𝑔′ (𝑡) = 𝛼 2 𝑓 ′′ (𝑥)𝑔(𝑡)
𝑓 ′′ (𝑥) 𝑔′ (𝑡)
𝑖𝑒. , = 2 = 𝑘 (𝑠𝑎𝑦) ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ (2)
𝑓(𝑥) 𝛼 𝑔(𝑡)

𝑓 ′′ (𝑥) 𝑔′ (𝑡)
𝐶𝑜𝑛𝑠𝑖𝑑𝑒𝑟 =𝑘 𝐶𝑜𝑛𝑠𝑖𝑑𝑒𝑟 =𝑘
𝑓(𝑥) 𝛼 2 𝑔(𝑡)
𝑖𝑒., 𝑓 ′′ − 𝑘𝑓 = 0 𝑖𝑒., 𝑔′ − 𝑘𝛼 2 𝑔 = 0
𝑐𝑙𝑒𝑎𝑟𝑙𝑦 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑜𝑓 𝑎𝑏𝑜𝑣𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑖𝑠 𝑑𝑒𝑝𝑒𝑛𝑑 𝑐𝑙𝑒𝑎𝑟𝑙𝑦 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑜𝑓 𝑎𝑏𝑜𝑣𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑖𝑠 𝑑𝑒𝑝𝑒𝑛𝑑 𝑜𝑛𝑙𝑦
𝑜𝑛𝑙𝑦 𝑜𝑛 𝑘 𝑜𝑛 𝑘

𝐂𝐚𝐬𝐞 (𝒊): if 𝒌 = 𝝀𝟐 , 𝑡ℎ𝑒𝑛 𝐂𝐚𝐬𝐞 (𝒊): if 𝒌 = 𝝀𝟐 , 𝑡ℎ𝑒𝑛

𝑓 ′′ − 𝜆2 𝑓 = 0 𝑔′ − 𝜆2 𝛼 2 𝑔 = 0
(𝐷 2 − 𝜆2 )𝑓 = 0 (𝐷 − 𝜆2 𝛼 2 )𝑔 = 0
𝑠𝑜𝑙𝑣𝑖𝑛𝑔 𝑤𝑒 𝑔𝑒𝑡 𝑠𝑜𝑙𝑣𝑖𝑛𝑔 𝑤𝑒 𝑔𝑒𝑡
𝑓 = 𝐶. 𝐹 + 𝑃. 𝐼 𝑔 = 𝐶. 𝐹 + 𝑃. 𝐼
2𝛼2𝑡
𝒇 = 𝑨𝒆−𝝀𝒙 + 𝑩𝒆𝝀𝒙 𝒈 = 𝑪𝒆𝜆
𝐂𝐚𝐬𝐞 (𝒊𝒊): if 𝒌 = −𝝀𝟐 , 𝑡ℎ𝑒𝑛 𝐂𝐚𝐬𝐞 (𝒊𝒊): if 𝒌 = −𝝀𝟐 , 𝑡ℎ𝑒𝑛
𝑓 ′′ + 𝜆2 𝑓 = 0 𝑔′ + 𝜆2 𝛼 2 𝑔 = 0
(𝐷 2 + 𝜆2 )𝑓 = 0 (𝐷 + 𝜆2 𝛼 2 )𝑔 = 0
𝑠𝑜𝑙𝑣𝑖𝑛𝑔 𝑤𝑒 𝑔𝑒𝑡 𝑠𝑜𝑙𝑣𝑖𝑛𝑔 𝑤𝑒 𝑔𝑒𝑡
𝑓 = 𝐶. 𝐹 + 𝑃. 𝐼 𝑔 = 𝐶. 𝐹 + 𝑃. 𝐼
0𝑥 (𝐴𝑐𝑜𝑠 2 𝛼2 𝑡
𝑓=𝑒 𝜆𝑥 + 𝐵𝑠𝑖𝑛 𝜆𝑥) + 0 𝒈 = 𝑪𝒆−𝜆
𝒇 = 𝑨𝒄𝒐𝒔 𝝀𝒙 + 𝑩𝒔𝒊𝒏 𝝀𝒙
𝐂𝐚𝐬𝐞 (𝒊𝒊): if 𝒌 = 𝟎 , 𝑡ℎ𝑒𝑛 𝐂𝐚𝐬𝐞 (𝒊𝒊): if 𝒌 = 𝟎 , 𝑡ℎ𝑒𝑛
′′
𝑓 =0 𝑔′ = 0
𝑠𝑜𝑙𝑣𝑖𝑛𝑔 {𝐵𝑦 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑛𝑔 𝑡𝑤𝑖𝑠𝑒 𝑤𝑒 𝑔𝑒𝑡 𝑠𝑜𝑙𝑣𝑖𝑛𝑔 {𝐵𝑦 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑛𝑔 𝑡𝑤𝑖𝑠𝑒 𝑤𝑒 𝑔𝑒𝑡
𝒇 = 𝑨𝒙 + 𝑩 𝒈=𝑪
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Thus the Possible solutions are

2 𝛼2 𝑡
𝑢(𝑥, 𝑡) = (𝑨𝒆−𝝀𝒙 + 𝑩𝒆𝝀𝒙 )(𝑪𝒆𝜆 )
2 𝛼2 𝑡
𝑢(𝑥, 𝑡) = (𝑨𝒄𝒐𝒔 𝝀𝒙 + 𝑩𝒔𝒊𝒏 𝝀𝒙)(𝑪𝒆−𝜆 )
𝑢(𝑥, 𝑡) = (𝐀𝒙 + 𝐁)(𝑪)