Solution of PDEs using the Laplace Transform* A powerful technique for solving ODEs is to apply the Laplace Transform

Converts ODE to algebraic equation that is often easy to solve

Can we do the same for PDEs? Is it ever useful?

Yes to both questions particularly useful for cases where periodicity cannot be assumed, thwarting use of Fourier series, hence separation of variables
*Kreysig, 8th Edn Sec 11.12

Laplace Transform
The key point: we could handle functions that were discontinuous, in any event not periodic HLT has zillions of useful examples of LT:

v(t )

V ( s)

W ( s ) w(t )

We ask: can we apply the LT to solve Partial differential equations for cases where separation of variables is ineffective?

Example*: waggling a semi-infinite string

Find the displacement w**(x,t) of an elastic string subject to the following conditions: 1. The semi-infinite string is initially at rest, on the x-axis 2. For some time t>0 the left hand end of the string (x=0) is moved sinusoidally:

sin t if 0 t 2 w(0, t ) = otherwise 0

3. Furthermore

lim w( x, t ) = 0, for t 0
x

We will tackle this problem using the Laplace Transform; but first, we try a simpler example
** just in this part of the notes, we use w(x,t) for the PDE, rather than u(x,t) because u(t) is conventionally associated with the step function

*Kreysig, 8th Edn, page 644

A recap on the LT
We first solve the first order ODE

& w(t ) + aw(t ) = u (t )

where u(t) is the unit step: 1

w(0) = 1
HLT : U ( s ) = 1 s

t=0 Laplace Transform (reach for HLT): Rearranging, and partial fractions

1 (sW (s ) w(0)) + aW (s ) = s
a 1 1 1 W (s ) = + as a s+a
w(t ) = 1 u (t ) + (a 1)e at a

Once more unto HLT, inverse LT:

Next: a beguilingly simple PDE

w w +x =0 x t
Subject to boundary conditions: Applying separation of variables, it is easy to show that

w( x,0) = 0;

w(0, t ) = t

w( x, t ) = e
Apply the boundary conditions : w( x,0) = e
kx 2

x2 k t 2

= 0, all x!!

w(0, t ) = e kt = 0, all t!!

In fact any function of the form

But runs into problems with boundary conditions

x2 x2 f t , is a solution, eg w( x, t ) = t 2 2

Try again, this time applying the LT

Again, consider the simple first order PDE:

Subject to boundary conditions: Of course,

w( x,0) = 0;

w w +x =0 x t

w(0, t ) = t

w( x, t )

is a function of x and t; but when we compute partial derivative of w with respect to t we treat x as a constant

First, the LT is a linear operator:

w w L + xL = 0 x t

The second term is easy:

w L = sW w( x ,0 ) = sW t
but what about the first term?

Back to basics
W w st w st L = e dt = w( x ,t )e dt = x 0 x x 0 x
Definition of LT Integral of a derivative = derivative of integral

Gathering the bits together which we solve to get: To find

W ( x , s ) = c(s )e

W + xsW = 0 x dW W = sxdx
sx 2 / 2

Note that our separation of variables approach also gave the exponential term; but with a problematic constant here we see that it is the Laplace variable s

Applying the final boundary condition:

w(0,t ) = t
1 W (0, s ) = 2 s

Treating this as a function of t, we can take its LT And, we found Evidently,

W ( x , s ) = c(s )e
1 c(s ) = 2 s

sx 2 / 2

Consulting HLT or Kreysig p296 line 11, we find finally Note the general form is still a function of

1 2 1 2 w( x ,t ) = t x u t x 2 2 2 x t 2

But the inclusion of the discontinuous step resolves our earlier difficulties with boundary conditions

Back to waggling the semi-infinite string

Find the displacement w(x,t) of an elastic string subject to the following conditions: 1. The semi-infinite string is initially at rest, on the x-axis 2. For some time t>0 the left hand end of the string (x=0) is moved sinusoidally:

sin t if 0 t 2 w(0, t ) = otherwise 0

3. Furthermore

lim w( x, t ) = 0, for t 0
x

We will tackle this problem using the Laplace Transform

*Kreysig, 8th Edn, page 644

** just in this part of the notes, we use w(x,t) for the PDE, rather than u(x,t) because u(t) is conventionally associated with the step function

To solve the wave equation

subject to
2 2w 2 w =c 2 t x 2 w(0, t ) = f (t ) and lim w( x, t ) = 0 (for t 0) x

initial conditions w( x,0) = 0, w =0 t t =0

FIRST, we take the LT with respect to t :

2 w 2 w s W ( s ) sw( x,0) = c L 2 x t t =0 2

The initial conditions mean that the second and third terms drop out

Recall formula for LT

2 w st 2 w dt L 2 = e x x 2 0 Exchanging the order of integration and differentiation : 2 w 2 st 2 2W L 2 = 2 e w( x, t )dt = 2 L( w) = 2 x x x x 0
It follows that : 2W s W =c x 2 2W s 2 2W =0 2 x c
2 2

so W ( x, s ) = A( s )e + B( s )e
sx c sx c

Apply the boundary condition

F ( s ) = L( f (t )) = W (0, s ) Exchanging integration & differentiation again : lim W ( x, s ) = lim e w( x, t )dt = e st lim w( x, t ) dt = 0
st x x 0 0 x

and so A( s ) = 0 W (0, s ) = B( s ) = F ( s ) W ( x, s ) = F ( s )e sx / c
From HLT or from Kreysig page 296 (line 11), we have : L and so that is : x x x sin t if < t < + 2 w( x, t ) = c c c 0 otherwise x x f t u t = F ( s )e as (second shifting theorem) c c

x x w( x, t ) = f t u t c c

Heat equation example using Laplace Transform

We consider a semi-infinite insulated bar which is initially at a constant temperature, then the end x=0 is held at zero temperature.
2 w 2 w =c t x 2

We are to solve the Diffusion Equation:

Subject to the initial and boundary conditions:

w( x,0) = T0 w(0, t ) = 0 w( x, t ) 0 as x

Applying the Laplace Transform

2w w 2 2 = L c L x t = sW w( x,0) = sW T0
As usual:

2 w 2W L 2 = 2 x x
2 2W 2 W c = sW T0 c sW = T0 x 2 x 2 2

and so

We have CF : W ( x, s ) = A( s )e PI : W ( x, s ) = T0 s

s x c

+ B ( s )e

s x c

Solution is W ( x, s ) = A( s )e

s x c

+ B ( s )e

s x c

T + 0 s

Evidently, B(s)=0 from the third condition

Boundary condition
We have:

W ( x, s ) = A( s )e

s x c

T0 s

Since w(0, t ) = 0, we have W (0, s ) = 0 x T0 T0 T0 c and so W ( x, s ) = A( s ) + = 0 e s s s

Inverse Laplace Transforms:

1 L =1 s
1

e a L s
1

= erfc a = 1 erf a 2 t 2 t

where erf is the error function*

x The final solution is: w( x, t ) = T0 erf 2c t

*see http://mathworld.wolfram.com/Erf.html