4

PARTIAL DIFFERENTIAL EQUATIONS

4.1

Introduction

A partial differential equation (PDE) is an equation involving the partial derivatives of a

dependent variable with respective to its independent variables.
Consider the dependent variable x, y, z, t (pronounced psi) of four independent variables
x, y, z, and t . The first partial derivatives of with respect to x and t , for example, are defined
by

x x, y, z, t x, y, z, t
lim

0
x
x

(1)

x, y, z, t t x, y, z, t
lim
t t 0
t

(2)

and

respectively.
The second partial derivatives with respect to x and t are defined by
2
x

x x

(3)

and
2
t

t t

(4)

An example of a PDE is the (three-dimensional) wave equation

2

1 2

(5)

c 2 t 2

where c is a constant, t is the time variable, and 2 (pronounced del squared) is the
Laplacian operator defined in Cartesian coordinates by
2

2 y
x 2

2 y
y 2

2 y
z 2

Another example of a PDE is the heat (diffusion) given by

k 2

(6)

where k is a constant.

4.2

The Wave Equation

Consider the one-dimensional wave equation

2
x 2

1 2

(7)

c 2 t 2

where x, t is the vertical displacement of a segment of a string, located at point x , from its
equilibrium (i.e., rest position) at a given time t .
In the separation of variables method, we seek a solution to this equation of the form
X x T t

(8)

where X is a function of x only and T is function of t only. Therefore

2

x 2

2 XT
x 2

d2X

(9)

dx2

and
2
t 2

2 XT
t 2

d 2T
dt 2

(10)

Using equations (9), and (10) in equation (7) we have

T

d2X

dx2

X d 2T
c 2 dt 2

Rearranging this equation yields

1 d2X
1 d 2T

X dx2
c 2T dt 2

(11)

Equation (11) can only be satisfied if both sides of the equation are equal to a constant. For
convenience we choose this constant to be k 2 . Therefore
1 d2X
k 2
2
X dx

(12)

and
1 d 2T
2

c T dt

k 2

(13)

Rearranging these ordinary differential equations we have

d2X
k2X 0
dx2

(14)

and
d 2T
dt

c 2 k 2T 0

or
d 2T
dt 2

2T 0

(15)

where 2 c 2 k 2
Equations (14) and (15) are similar to equation (24) in topic 3. Their solutions are therefore
X x A cos kx B sin kx

(16)

T t C cost D sin t

(17)

and

where A, B, C, D are arbitrary constants.

Therefore from equations (8), (16) and (17) we see that the general solution to equation (7) is
x, t Acoskx B sin kxC cost D sin t

4.3

(18)

The Heat Equation

Consider the one-dimensional heat equation

k

2
x

(19)

where is the temperature of a material at point x at time t .

Again using the separation of variables method we assume a solution of the form
X x T t

(20)

where the variable X depends on x alone and the variable T depends on t alone. Substituting
this expression in equation (19) gives

kT

d2X
dx

dT
dt

(21)

Equation (21) may be rearranged thus

1 d2X
1 dT

2
X dx
kT dt

(22)

For this equation to hold each side must equal a constant, which we conveniently take as 2 .
Consequently equation (22) results in the following ODEs
d2X
dx2

2 X 0

dT
k2T 0
dt

(23)

(24)

The solution of the second order ordinary differential equation (23) is

X x Acosx B sin x

(25)

To solve the first order ordinary differential equation (24) we rearrange it as

dT
k2 dt
T

(26)

then integrating both sides of equation (26) with respect to T and t thus
1

T dT k dt

(27)

ln T k2t c

(28)

we obtain

where c is an integration constant. Writing c ln C , equation (28) becomes

ln T k2t ln C

or
ln T ln C ln

T
k2t
C

This implies that

T
exp k2t
C

or

T t C exp k2t

(29)

Substituting the solutions (25) and (29) in equation (20) gives the general solution of the heat
equation

x, t A cosx B sin x C exp k2t

(30)