Lecture 1 : 7 March 2012 CS2295B/C/E & CS2276A/5B2

MAT612 Partial Differential Equations

1. INTRODUCTION
Many important and significant problems in engineering, physical
sciences and social sciences, can be formulated in mathematical
terms. These formula (e) usually require the determination of a
function containing one or more derivatives of the unknown
functions.
Example : the Newtons Law ,
F ma
m

Where

u (t ) position

upon by the force F and

t and velocity

du
dt

d 2u
du

mF t , u ,
2
dt
dt

of a particle of mass m, at time t acted

du
dt

is the velocity. So F is a function of u,

Classification of Differential Equations

Two obvious classifications are :
Ordinary differential equation (ODE) : differential equations
with only ordinary derivatives, or equations with single
independent variable.
Example : the circuit with capacitance C, Resistance R,
Inductance L, and Voltage E(t).

d 2 Q (t )
dQ(t ) Q(t )
R

E (t )
2
dt
dt
C

This is a second order ordinary differential equation. It looks

complicated with a single independent variable t.
Partial Differential Equation (PDE) : Differential equations with
partial derivatives or equations with more than one independent
variable.
Example : the Potential or Laplaces equation,
2u ( x, y ) 2u ( x, y )

0
x2
y 2

In many physical problem there are two or more independent

variables so that the corresponding mathematical models involve
partial differential equations.
Methods of solving ODEs and PDEs can be analytical or
numerical. For this course we will look into analytical method
only.
PDE that we will be solving depend on : Boundary condition, Initial
value condition.

2.

SEPARATION OF VARIABLES ; Heat Conduction

One important method of solving PDEs is the separation of

variables. This method replace the PDE with a set of ODE. The
required solution for the PDE is then expressed as a sum. In
many cases we may need to deal with an infinite series, sine or
cosine.
The basic PDE of heat conduction, wave propagation and
potential theory are associated with three types of physical

phenomena ie, the diffusive processes, oscillatory processes and

time independent or steady processes.

The heat conduction equation

x0

u ( x, t )

xL

Let us consider a heat conduction problem for a straight bar of

uniform cross section and homogeneous material. Let x-axis be
chosen to lie along the axis of the bar, x=0 and x=L denote the
ends of the bar.
Assume that :
1. the sides of the bar are perfectly insulated so that heat
cannot pass through them.
2. The cross-sectional dimensions are so small that the
temperature u can be considered constant at any given
cross-section.
Then u is function only of the axial coordinates x and time t ,
u(x,t).
The heat conduction equation is given as

 2 u xx u t

2
s

0 xL

u (0, t ) 0

u ( L, t ) 0..........................( 2)

u ( x,0) f ( x )

t 0

.....(1)

0 x L ..........................(3)

Lets consider the case where the temperature at both ends is 0. ( 2)

And the initial condition is given in (3)
2 = thermal diffusivity and depends on the material of the bar,

= thermal conductivity
=density

s specific heat of the bar

The given equation is a boundary value problem with known initial condition, linear and
homogenous. We may approach the problem by seeking solutions to the differential equation
and boundary condition than superposing them to satisfy the initial condition.

We seek solution of DE having the form of a product of a function of x only and a function of t
only, or
u( x, t ) X ( x )T( t )......... .......... .......... ( 4)

Substitute eq (4) into eq (1)

2 X //T XT / ...................................(5)
separable to
X //
T/ 1

.......... .......... .......... ..( 6)

X
T 2

Introducing a separation constant k

X
T 1

k ...........................(7)
X
T
//

X kX 0..........................(8)
//

T kT 0.......................(9)
/

With boundary condition

u (0, t ) X (0)T (t ) 0,

u ( L, t ) X (0)T (t ) 0................(10)

To satisfy eq (10)
X ( 0) 0.......... .......... .(11)
X (L ) 0.......... .......... ..(12)

The solution to eq (8) and eq (9), provides a solution to the PD equation (1). However we are
only interested to those that satisfy the boundary conditions (2), and this will restrict the value
of k

The trivial solution :

Consider eq (8), if X(0)=0, then for all value of k, X(x)=0, then u(x,t)=0 for all x and t.
For non-trivial solution, lets consider three cases, k 0, k 0 and k 0
Case 1 :

k 0 then the general solution for eq (8)

d2 X
0
dx 2
dX
K1
dx
X K 1 x K 2 .......... .......... .......(13)

To satisfy the boundary condition (11) and (12), K 1 and K 2 0 so that there is no non-trivial
solution for k 0 .
Case 2 : k 0 , to avoid occurrence of radical signs, lets replace
parameter. Eq (8) becomes

X X 0..................(14)
//

And its general solution is

X ( x ) K cosh x K sinh x.................(15)

1

Applying the boundary condition (11)

X (0) K cosh 0 K sinh 0 K 0..................(16)

1

Thus

X ( x) K sinh x ,
2

, 0 is a new

Applying the boundary condition (12)

X ( L) K 2 sinh L 0......................(17)
Since and L are positive, sinh L 0 the only way to satisfy equation (17) is to choose
K 2 0 , hence X(x)=0, so there are no non trivial solution for k 0 .

Case 3 :

k 0 , let k , where k 0 , eq (8) becomes,

2

X // 2 X 0..........................(18)
The general solution to equation (18) is

X ( x ) K cos x K sin x..........................(19)

1

The boundary condition requires that ;

X ( x ) K1 cos 0 K 2 sin 0 0..............( 20)

K1 0
For the second boundary condition;

K 2 sin L 0......................( 21)

If we choose K 2 0 we will have another trivial solution, another choice would be sin L 0,
giving

L n ,
n
k
,
L
2

n 1,2,3........ .........( 22)

The values of k for which non-trivial solution exist is called the eigenvalues of the boundary
value problem.
nx
are called
The corresponding nontrivial solutions X(x) which are proportional to sin
L
eigenfunctions.

Substituting k into equation (9)

n2 22
L2

T /

T 0.......... .......... .....( 23 )

T Ke

n 2 2 2t
L2

................( 24)

Where K is an arbitrary constant of proportionality, the solution to the PDE eq(1), is

u n ( x, t ) C n e

n 2 2 2t
L2

nx
, n 1,2,3..............( 25)
L

sin

Un is called the fundamental solution to the heat equation

Now we need to satisfy the initial condition (3)

From the principle of superposition, any linear combination of un ( x, t ) satisfies the differential
equation and boundary condition, Consequently we assume,
m

u ( x, t ) C n u n x, t C n e
n 1

n 1

n 2 2 2 t
L2

sin

nx
........................(26)
L

Now we need to determine C n and m.

Lets look at the initial condition (3),
u ( x,0) f ( x)

0 x L

Substitute into (26)

m

n 1

n 1

u ( x,0) C n u n x, t Cn sin

nx
. f ( x ).............................(27)
L

Suppose C n bn , where bn is an infinite series that converges to the initial temperature

distribution.
So that f(x) must be in the form of infinite series with sin or cosine terms.

Example 1
Given the heat conduction equation;

 2 u xx ut ,
0 x L,
t0
u ( x, o ) f ( x )
0 x L
u (0, t ) 0
u ( L, t ) 0
t0

4x
.
L

Find the solution for the above problem when f ( x) 3 sin

The solution would be in the form of
m

u ( x, t ) C n u n x, t C n e
n 1

n 1

u ( x, t ) C 4 e

16 2 2 t
L2

sin

n 2 2 2 t
L2

sin

nx
,
L

for n 4

4x
L

When t=0
u ( x,0) C 4 sin

4x
L

Comparing C 4 with the given f(x), then we may conclude that C 4 3

So that

u ( x, t ) 3 e

4 2 2 2t
L2

sin

4x
L

Questions :
1.

State the boundary value problem determining the

temperature in a copper bar 1 m in length if the entire
bar is originally at 20 C , and one end is then suddenly
heated to 60 C and held at that temperature while the
other end is held at 20 C .
0

2. Find the solution of the heat conduction

problem as below
100 u xx ut ,
u (0, t ) 0,

0 x 1,

u (1, t ) 0,

t 0

u ( x,0) sin 2x sin 5x

The solution :
m

t0

0 x 1.......(eq*)

u ( x, t ) e 100( 2
m

) 2 t

sin 2x e 100( 5

) 2 t

sin 5x........eq * * *

nx
sin 2 x sin 5 x
L
C 4 0, C5 1

u ( x,0) C n u n x, t C n sin
n 1

C1 0,

C 2 1,

n 1

C3 0,

100 n 2 2 t
1

nx
1
n 1
n 1
u x,0 C1 sin x C 2 sin 2x C3 sin 3x ...........(eq * *)
m

u ( x, t ) C n u n x , t C n e

sin

Compare eq* and eq**, we may conclude the solution as in eq***

3. Determine if the method of separation of variable can be used to replace the PDE with
ODE
x u xx u t 0
i.
t u xx u yy xu 0
ii.

4. Find the solution of the heat conduction problem as below

u xx 4ut ,
0 x 2, t 0
u (0, t ) 0, u ( 2, t ) 0, t 0
x
sin x 4 sin 2x
2

u ( x,0) 2 sin

u ( x, t ) C n e
n 1

n 1

1
n 2 2 t
4
4

n 2 2 2 t
L2

sin

0 x2

nx
L

n 2 2 t

nx m
nx
u ( x, t ) C n e
sin
Cn e 16 sin
2
2
n 1
n 1
m
nx
x
3x
u ( x,0) C n sin
C1 sin
C 2 sin x C3 sin
C 4 sin 2x .........
2
2
2
n 1
m

Comparing :
C1 sin

x
3x
x
C2 sin x C3 sin
C4 sin 2x ......... 2 sin
sin x 4 sin 2x
2
2
2

C1 2,
C 2 1
C3 0
C4 4
m

u ( x, t ) C n u n x, t

Cn e

n 1

2e

2t

16

sin

x
e
2

2t

n 2 2 2 t
L2

n 1

sin

nx
L

sin x 4e t sin 2x

Question 5
7u xx ut ,
0 x , t 0
u x (0, t ) 0, u x ( , t ) 0, t 0
u ( x,0) 1 sin x, 0 x

C0
C n e 7 nt cos nx
2
n 1

C
u ( x,0) 0 C n cos nx 1 sin x
2
n 1

u ( x, t )

C0

Cn

1 sin x dx

(1 sin x) cos nxdx

sin au cos bu du

2
x cos x 0 2 1 1 2 4

cos nxdx

2
2
cos nxdx sin x cos nxdx

cos(a b)u cos(a b)u

,
2(a b)
2( a b )

2
sin nx 0 0
n

a2 b2

cos(1 n)
cos(1 n)
2(1 n) x 2(1 n) x

2
1
1
1
1

( 1)1 n
( 1)1 n

2(1 n)
2(1 n)
2(1 n) 2(1 n)

2 1 ( 1) n
1 n 2

2
sin x cos nxdx

n 1

When n=1
2

sin x cos xdx

u ( x, t )

sin 2 xdx

1
cos 2 x 0 0
2

1
4
2 1 (1) n 7 n 2t
(2 )
e
cos nx
2
2

1 n
n2