Partial Dierential Equations

Module 12: Duhamel's principle


Dr.rer.nat. Narni Nageswara Rao

1 Duhamel's priciple

In the previous modules, we solved the wave and heat equations. The partial
dierential equations considered both these cases are homogeneous. Duhamel
suggested a principle, which is known as after his name, to construct solu-
tions of non-homogeneous dierential equations. This technique can applied
to both hyperbolic and parabolic equations for the Cauchy problems and
initial-boundary value problems.

The principle can be proved in several dierent ways, one which uses care-
ful limiting arguments, while another requires the use of Laplace transform.
To go into the details of either of these methods woluld take us beyond the
scope of this rst account of the subject, so we will adpot a dierent ap-
proach. Instead of deriving Duhamel's principle, we will rst state it, and
then verify its correctness by direct calculation. We will demonstrate this
technique for the wave and heat conduction equations.

2 Wave equation

Let us consider the non-homogeneous wave equation

utt c2 uxx = F (x; t); 1 < x < 1; t > 0; (1)
with the homogeneous initial conditions
u(x; 0) = ut (x; 0) = 0; 1 < x < 1: (2)
 nnrao maths@yahoo.co.in

1
We consider the function v(x; t; ) which satises the following equatoin with
respect to x and t for t > ;
vtt c2 vxx = 0; 1 < x < 1; t >  > 0; (3)
and the following conditions at t = 
v(x; ; ) = 0; vt (x; ; ) = F (x; ): (4)
The solution for this problem is (refer to d' Alembert's solution)
1
Z x+c(t  )
v(x; t; ) = F (s; )ds: (5)
2c x c(t  )

Consider Z t
u(x; t) = v(x; t; )d: (6)
0

We will now show that u is the solution we are looking for.

Z t
ut = v(x; t; t) + vt (x; t; )d;
Z t
0

= vt (x; t; )d (since v(x; t; t) = 0);

0

Z t
utt = vt (x; t; t) + vtt (x; t; )d;
Z t
0

= F (x; t) + vtt (x; t; )d;

Z t
0

uxx = vxx (x; t; )d:

0

Therefore
Z t
utt c uxx = F (x; t) +
2
(vtt c2 vxx )d;
0
= F (x; t):
Also observe that u(x; t) satises the condition (2).

If the initial data (2) is replaced by

u(x; 0) = f(x); ut (x; 0) = g(x); 1 < x < 1;
2
then the solution of (1) is got by superposing u from (6) on d' Alembert's
solution, i.e.,
1 1
Z x+ct
1
Z tZ x+c(t  )
u(x; t) = [f(x+ct)+f(x ct)]+ g(s)ds+ F (s; )dsd:
2 2c x ct 2c 0 x c(t  )
(7)

3 Heat conduction equation

Let us now consider the heat conduction equation in an innite rod with a
heat source. The governing equation is
ut kuxx = F (x; t); 1 < x < 1; t > 0; (8)
with the initial condition
u(x; 0) = 0; 1 < x < 1: (9)
Let us now consider the function v(x; t; ) satisfying
vt kvxx = 0; 1 < x < 1; t >  > 0; (10)
and the following condition at t = 
v(x; ; ) = F (x; ): (11)
Then v is given by
1
Z1  (x )2 
v(x; t; ) = p F (; )exp d: (12)
2 k(t ) 1 4k(t )
Consider Zt
u(x; t) = v(x; t; )d: (13)
0

Then
Z t
ut (x; t) = v(x; t; t) + vt (x; t; )d;
Z 0
t
= F (x; t) + vt (x; t; )d:
0

Therefore
Z t
ut kuxx = F (x; t) + [vt (x; t; ) kvxx (x; t; )] d;
0
= F (x; t);
and u(x; 0) = 0:

3
Hence u given in (13) is the required solution of (8) and (9).

Now suppose we consider the intial condition

u(x; 0) = f(x);
instead of (9). Then the solution of (8) is
Z Z 1
  Z 1
 
p 1 1
t (x )2 (x )2

u(x; t) = F (; )e 4k(t  )

dd+ p f()e 4kt
d:
0 2 k(t ) 1 2 kt 1
(14)

4 Example

Use Duhamel's principle to solve the nonhomogeneous Heat equation

ut = kuxx + exp( t) sin x; 0  x  1; t  0;
subject to the homogeneous Dirichlet boundary conditions
u(0; t) = u(1; t) = 0
and the homogeneous initial conditon
u(x; 0) = 0; 0  x  1:
Solution By Duhamel's principle the solution of the problem is given by
Z t
u(x; t) = v(x; t; )d;
0

where v(x; t; ) is a solution of the initial boundary value problem

vt = kvtt ; 0  x  1; t  0;
subject to the homogeneous boundary conditions
v(0; t; ) = v(1; t; ) = 0
and the nonhomogeneous initial condition
v(x; ; ) = exp( ) sin x; 0  x  1:

4
Separating variables in the equation for v by setting v = X(x)T (t) and
proceeding in the usual way leads to the result
T 0 X 00
= = 2 ;
kT X
where 2 is a separation constant. Solving for X and T gives
X(x) = An () cos x + Bn () sin x and T (t) = exp( 2 kt);
where the arbitrary multiplicative constant on the right of the expression
for T (t) has been absorbed into the arbitrary constants An () and Bn (): If
X(x) is to satisfy the homogeneous Dirichlet boundary conditions it follows
from X(0) = 0 that all the An () are zero, and from X(1) = 0 that sin  = 0;
so n = n for n = 1; 2; 3;


: Thus v must be of the form
X1
v(x; t; ) = Bn () exp( n2  2 kt) sin nx:
n=1

From the Duhamel principle, the function v(x; ; ) must be equal to nonho-
mogeneous term f(x; t) with t replaced by ; while in the function exp( n2  2 kt)
the variable t must also now be replaced by ; showing that the equation de-
termining the coecient Bn () is
X1
e sin nx =

Bn () exp( n2  2 kt) sin nx:
n=1

Comparing coecients of the sine functions to the left and right of this
equation, or using the orthogonality of the sine functions over the interval
0  x  L; shows that
e  = B1 () exp(  2 k); and Bn () = 0 for n = 2; 3; 4;



Thus B1 () = exp[( 2 k 1)]; so as all other Bn () are zero, the series
representation for v(x; t; ) reduces to the single term
v(x; t; ) = exp[ 2 k 1)] exp(  2 kt) sin x:
Hence Zt
u(x; t) = exp(  kt) sin x exp[( 2 k 1)]d;
2

0
and so
[eexp(  2 kt)]
t
u(x; t) = sin x:
2k 1
This expression satises the nonhomogeneous heat equation ut = kuxx +
e t sin x; and also the homogeneous boundary conditions and the initial
condition imposed on u(x; t); so this conrms that u(x; t) is the required
solution.