Reference Books
E. Kreyszig, Advanced Engineering Mathematics,
Ch. 11. (CH12 9th Ed)
Jain and Iyengar: Sec 9.5
Introduction
Let u be a variable which depends on independent variables x, y
and related to them by a relation of the form
u f ( x, y)
If the function on right is differentiable partially with respect to
x and y respectively, we write partial derivatives of u as
First Order Partial Derivatives
u u
ux , uy
x y
Second Order Partial Derivatives
2u 2u 2u
u xx , u xy , u yy
x 2 x y y 2
An equation containing x, y, u, ux , uy , that is, F ( x, y, u, ux , u y ) 0
is a First Order partial differential equation.
The equation is linear, if it is linear in ux, uy.
An equation containing x, y, u, ux, uy,, uxx, uxy, uyy that is,
F ( x, y, u, ux , u y , uxx , uxy , u yy ) 0
is a Second Order partial differential equation.
The second order PDE is linear, if it is linear in derivative terms.
If each term of a PDE contains dependent variable or its partial
derivative, the equation is said to be Homogeneous; otherwise
it is said to be Non-Homogeneous.
In most of applications the quantities involved (dependent
variable and coefficients) are functions of position defined by
the coordinates x, y, z and time t.
Classification of Linear Second Order PDEs
Consider the second order, linear homogeneous partial differential equation
2u 2u 2u u u
A B C D E Fu 0
x 2 xy y 2 x y
where A, B, C, D, E and F are functions of x, y or constants.
2u 2u 2u
2
c Two dimensional Wave equation.
t 2 2 2
x y
u x2 y2 u e x cos y u ln( x 2 y 2 )
These solutions are entirely different from each other.
However we can find unique solutions by using the additional
conditions defined in the problem, such as
Boundary Conditions: The dependent variable u and its
derivatives are known on the boundary of the region.
Initial Conditions: When time t is one of the variables, the
dependent u and its derivatives are known at some fixed time,
usually at t = 0.
As in the case of homogeneous linear ordinary differential
equations, we can construct more solutions of a homogeneous
linear partial differential equation by using
Linearity or Superposition Principle.
Then we have
u u 2u 2u
XY X Y XY X Y X Y X Y
x x y y x 2 y 2
du du d 2u d 2u
where X Y X Y
dx dy dx 2 dy 2
Taking u ( x, t ) X ( x) T (t )
we get
T X
X T 16 X T or
16T X
Now left hand side is a function of t alone and right hand side is function x
alone.
Therefore both left and right hand sides must be equal to a constant .
It maybe 0 or k2 or - k2
Case I : Constant is zero
In this case we have T 0 X 0
Integrating we get T at b X cx d
u ( x, y ) Axt Bx Ct D
Case 2 When constant is k2, we obtain
X k 2 X T 16k 2T
X ae kx be kx T ce 4kt de 4t
O x L X
Problem:
To determine the vibrations of the string, or
To find the deflection u(x, t) at any point x and at any time t > 0.
We first establish a differential equation which will be a
mathematical model of our physical system.
As two independent variables are involved, it will be a Partial
differential equation.
To obtain a simple equation, we make simplifying assumptions:
1. The mass of the string per unit length is constant (i.e. The
String is homogenous).
2. The string is perfectly elastic and does not offer any resistance
to bending.
3. The tension caused by stretching the string before fixing it is
so large that the action of gravitational force on the string can
be neglected.
4. When released, the string performs small motion in a vertical
plane; that is, every particle of the string moves strictly
vertically and the deflection and the slope at every point of the
string always remain small in absolute value.
u
T2
Q
P
T1
O x x+x L X
L L 2
n m n L
and for m n, sin x sin xdx sin x dx
0
L L
0
L 2
L
2 m
Therefore Am f ( x )sin x dx
L L
0
Similarly
L L
2 m 2 m
Bm
Lm g ( x )sin
L
x dx
m c g( x )sin
L
x dx
0 0
Thus the complete solution of One dimensional Wave equation
2u 2
2 u
c (1)
2 2
t x
satisfying the boundary conditions
u(0, t ) 0, u( L, t ) 0 for all t 0. ( 2)
and initial conditions
u
u( x , 0) f ( x ), g ( x ). (3)
is t t 0
n c n c n
u( x , t ) ( An cos L
t Bn sin
L
t ) sin
L
x
n 1
where
L L
2 m 2 m
L g( x )sin
Am f ( x )sin x dx , B x dx
L m
m c L
0 0
Observe that from the equations (8) and (9) we have
n
An sin L x f ( x ) (8.1)
n 1
n
Bn n sin L x g( x ). (9.1)
n 1
cn
where n
L
L L
2 m 2 m
Am f ( x )sin x dx , Bm g( x )sin L x dx
L L m c
0 0
The infinite series in (8.1) and (9.1) are the Fourier Sine Series
for f(x) and g(x) respectively.
Definitions:
The solutions
n
un ( x , t ) ( An cos n t Bn sin n t ) sin x
L
cn
with n , n 1, 2, 3, .................. of the PDE
L
2u 2
2 u
c
2
t x 2
satisfying the boundary conditions
u(0, t ) 0, u( x , L) 0 for all t 0
are called Eigenfunctions (or characteristic functions) and
the values n are called eigenvalues (or characteristic values).
4k L2 m L2 m
Am cos( ) sin( )
L 2m
2 2 m
2 2 2
L2 m L2 m L2
cos( ) sin( ) sin( m )
2m 2 m
2 2 2 m
2 2
4k m
Am 2 sin( 2 ) sin(m )
m
2 2
8k
A2m 1 ( 1)m 1 , A2m 0, m 1, 2, 3, ........
( 2m 1) 2 2
L
2 m
and Bm
m c g ( x )sin
L
x dx 0
0
( 2n 1) c ( 2n 1)
u( x , t ) A2n 1 cos t sin x
n 1
L L
8k ct x 1 3 ct 3 x
u( x , t ) cos sin cos sin
2
L L 3 2 L L
1 5 ct 5 x
cos sin ............
2
5 L L
Diffusion Equation
2
u 2 u
c (1)
t x 2
Let the solution of the diffusion equation (1) be
u( x , t ) F ( x ) G ( t ) ( 2)
By differentiating (2), we obtain
u dG 2u d 2F
F FG and G F G
t dt x 2 dx 2
Using these expressions for derivatives in (1), we get
G F
FG c 2 F G 2
cG F
Now left side depends on t only and right depends on x only,
therefore
G F
k
2 F
c G
This gives two ordinary linear homogeneous equations
F k F 0 (3)
and
G kc 2G 0 (4)
The constant k is arbitrary.
We first solve the equation (4) for different values of k.
Case I For k = 0, the equation (4) reduces to
G 0 Therefore G constant.
Hence u does not vary with time. This solution is of little
practical interest.
kc 2 t
Case II For k ≠ 0, the equation (4) has the basic solution e .
Since c2 and t are positive, this solution becomes infinite if k > 0,
and remains finite and tends to zero with the passage of time if k is
negative.
Therefore the natural choice is that k should be negative and we
take k = - p2. Then the basic solution of (4) is
p2 c 2 t
e .
The equation (3) now becomes F p2 F 0
L 100 L
bm [1 cos m ]
2 m
Laplace Equation
X
o X=8
The steady state temperature u(x, y) is the solution of 2D Laplace
equation 2u 2u
0
x 2 y 2
satisfying the boundary conditions
x
u( x , 0) 10 sin , 0 x 8.
8
u(0, y ) 0 u(8, y ) y 0 Lim u( x , y ) 0
y
We take u( x , y ) F ( x ) G ( y )
d 2F d 2G
Then Laplace equation takes the form GF 0
2 2
dx dy
1 d 2F 1 d 2G
Separating the variables we get
F dx 2 G dy 2
Since x and y are independent variables, this result holds only if
each side is equal to a constant, say k.
Then we have two ordinary differential equations
d 2F d 2G
kF 0 and kG 0
2 2
dx dy
We solve these equations for
(a) k=0 (b) k = p2 > 0 (c) k = - p2 < 0
For k = 0 we get
F axb and G cyd
For k = p2 > 0, we get
F a e px b e px and G c cos py d sin py
For k = - p2 < 0, we get
F a cos px b sin px and G c e py d e py
Therefore the possible solutions are
u( x , y ) FG (a x b)(c y d ) (1)
2
2 d E dE
r r r 2 p2 k 2 E 0 (5)
dr 2 dr
i t
Two independent solutions of (2) are e
The general solution of (4) is
H a cos k b sin k
Since r, are polar coordinates, and
( r , ) and ( r , 2n ) n 1, 2, 3, ...........
are coordinates of the same point, therefore solution of (4) must
be periodic with period 2π. Hence k = n = 1, 2, 3, 4………. and
H a cos n b sin n
The equation (5) now becomes
2
d E dE
r 2
2
r ( r 2 2
p n 2
)E 0
dr dr
This is a Bessel equation of order n and argument pr.
As we interested in a solution which remains finite for all values
of r, we take
H J n ( pr )
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