Separable Partial Differential Equation

BITS Pilani
Pilani Campus
BITS Pilani
presentation
Dr. Padma Murali
Department of Mathematics
BITS Pilani
Pilani Campus
Engineering Mathematics II
Lecture 16
BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
Separable partial differential equation

Review: Partial differential equation
(PDEs), like ordinary differential equations
(ODEs), are classified as linear or
nonlinear. Analogous to a linear ODE (see
(6) of section 1.1) the dependent variable
and its partial derivatives appear only to
the first power in a linear PDE. In this
chapter we are concerned only with linear
partial differential equations.
Linear Partial Differential Equation: If we
let u denote the dependent variable and x
and y the independent variables, then the
general form of a linear second-order
partial differential equation is given by
.
2
2 2
2
2
G Fu
y
u
E
x
u
D
y
u
C
y x
u
B
x
u
A = +
c
c
+
c
c
+
c
c
+
c c
c
+
c
c
Where the coefficients A,B,C,G are
constants or functions of x and y. When
G(x,y) = 0. equation (1) is said to be
homogeneous; otherwise it is
nonhomogeneous. For example, the linear
equations
xy
y
u
x
u
and
y
u
x
u
=
c
c
c
c
=
c
c
+
c
c
2
2
2
2
2
2
0
are homogeneous and nonhomogeneous,
respectively.
Separation of variables:

Although there are several methods that can
be tried to find particular solutions of a linear
PDE, in the method of separation of variables
we seek to find a particular solution of the form
of a product of a function of x and a function of
y.
( ) ( ) ( ) y Y x X y x u = ,
With this assumption, it is sometimes possible
to reduce a linear PDE in two variables to two
ODEs. To this end we observe that
Y X
y
u
Y X
x
u
Y X
y
u
Y X
x
u
' '
=
c
c
' '
=
c
c
'
=
c
c
'
=
c
c
2
2
2
2
, , ,
Where the primes denote ordinary
differentiation.
Example: Using Separation of Variables
Find product solution of
y
u
x
u
c
c
=
c
c
4
2
2
Solution: Substituting u(x,y) = X (x) Y(y) into
the partial differential equation yields
Y X Y X
'
=
' '
4
After dividing both sides by 4XY we have
separated the variables:
.
4 Y
Y
X
X
'
=
' '
Since the left hand side of the last equation
is independent of y and is equal to the right
hand side, which is independent of x, we
conclude that
both sides of the equation are independent
of x and y. In other words, each side of the
equation must be a constant. As a practical
matter it is convenient to write this real
separation constant as

From the two equalities.
=
'
=
' '
Y
Y
X
X
4
We obtain the two linear ordinary differential
equations.
0 0 4 = +
'
= +
' '
Y Y and X X
For the three cases for
zero, negative, or positive; that is

0 , 0 0 , 0
2 2
> > = < = = o o o where and
the ODEs in (2) are, in turn
, 0 0 =
'
=
' '
Y and X
0 0 4
2 2
=
'
=
' '
Y Y and X X o o
0 0 4
2 2
= +
'
= +
' '
Y Y and X X o o
Case I:
0 =
The DEs in (3) can be solved by integration.
The solutions are X = c
1
+ c
2
x and Y=c
3
.
Thus a particular product solution of the
given PDE is
( ) x B A c x c c XY u
1 1 3 2 1
+ = + = =
Where we have replaced c
1
c
3
and c
2
c
3
by
A
1
and B
1
, respectively
Case II
2
o =
The general solutions of the DEs in (4) are
y
e c Y and x c x c X
2
6 5 4
2 sinh 2 cosh
o
o o = + =
respectively. Thus another particular
product solution of the PDE is
( )
y
e c x c x c XY u
2
6 5 4
2 sinh 2 cosh
o
o o + == =
OR
x e B x e A u
y y
o o
o o
2 sinh 2 cosh
2 2
2 2
+ =
.
6 5 2 6 4 2
c c B and c c A = =
Where
Case III
( )
2
o =
Finally, the general solutions of the DEs in
(5) are:
y
e c Y and x c x c X
2
9 8 7
2 sin 2 cos
o
o o

= + =
respectively. These results give yet another
particular solution
x e B x e A u
y y
o o
o o
2 sin 2 cos
2 2
3 3

+ =
Where
9 7 3
c c A =
And
9 8 3
c c B =
It is left as an exercise to verify that (6), (7)
and (8) satisfy the given partial differential
equation
y xx
u u 4 =
See problem 29 in exercises 13.1
Theorem 13.1 Superposition Principle
If
k
u u u ,........ ,
2 1
are solutions of a homogeneous linear
partial differential equation, then the linear
combination.
k k
u c u c u c u + + + = .......
2 2 1 1
Where the
k i c
i
,...., 2 , 1 , =
are constants is also a solution.
Definition 13.1 Classification of Equations

The linear second order partial differential
equation
0
2
2 2
2
2
= +
c
c
+
c
c
+
c
c
+
c c
c
+
c
c
Fu
y
u
E
x
u
D
y
u
C
y x
u
B
x
u
A
Where A,B,C,D,E and F are real
constants is said to be
Hyperbolic if 0 4
2
> AC B
Parabolic if
0 4
2
= AC B
Elliptic if
0 4
2
< AC B
Heat Equation

Introduction

Consider a rod of length L with an initial
temperature f(x) through-out and whose
ends are held at temperature zero for all
time t>0. The temperature u(x,t) in the rod is
determined from the boundary value
problem
0 , 0 ,
2
2
> < <
c
c
=
c
c
t L x
t
u
x
u
k
(1)
( ) ( )
( ) ( ) ) 3 ( ... 0 , 0 ,
) 2 ( ... 0 , 0 , , 0 , 0
L x x f x u
t t L u t u
< < =
> = =
Solution of the BVP: Using the product
( ) ( ) ( ) = and t T x X t x u , ,
as the separation constant, leads to
=
'
=
' '
kT
T
X
X
(4)
OR
0 = +
' '
X X
(5)
0 = +
'
T k T (6)
Now the boundary conditions in (2) becomes
( ) ( ) ( ) ( ) ( ) ( ) 0 , 0 0 , 0 = = = = t T L X t L u and t T X t u
Since the last equalities must hold for all
time t, we must have X(0) = 0 and X(L) = 0.
These homogeneous boundary conditions
together with the homogeneous ODE(5)
constitute a regular Sturm-Liouville
problem:
( ) ( ) 0 , 0 0 , 0 = = = +
' '
L X X X X
(7)
The general solution of the DEs are
( ) 0 ,
2 1
= + = if x c c x X
(8)
( ) 0 , sinh cosh
2
2 1
< = + = o o o if x c x c x X
(9)
( ) 0 , sin cos
2
2 1
> = + = o o o if x c x c x X
(10)
Recall, when the boundary condition X(0) =
0 and X (L) = 0 are applied to (8) and (9)
these solutions yield only X(x) = 0 and so
we are left with the unusable result u = 0.
Applying the first boundary condition X(0) =
0 to the solution in (10) gives c
1
= 0.
Therefore ( ) x c x X o sin
2
=
The second boundary condition X(L) = 0
now implies
( ) 0 sin
2
= = L c L X o
If c
2
= 0, then X = 0 so that u=0. But (11)
can be satisfied for 0
2
= c
when
. 0 sin = L o
This last equation implies that , / L n L t o =
where n = 1,2,3,.. Hence (7) possesses
nontirivial solution when
,.... 3 , 2 , 1 , /
2 2 2 2
= = = n L n
n n
t o The values n
and the corresponding solutions

( ) ,...... 3 , 2 , 1 , sin
2
= = n x
L
n
c x X
t
are the eigenvalues and eigenfunctions,
respectively, of the problem in (7). The
general solution of (6) is
( )
,
2 2 2
/
3
t L n k
e c T
t
=
and so
( ) ( )
( )
x
L
n
e A t T x X u
t L n k
n n
t
t
sin
2 2 2
/
= =
(13)
where we have replaced the constant c
2
c
3
by
An. The products un(x,t) given in (13) satisfy
the partial differential equation (1) as well as
the boundary condition (2) for each value of
the positive integer n.
However, in order of the functions in (13)
to satisfy the initial condition (3), we
would have to choose the coefficient An
in such a manner that
( ) ( ) x
L
n
A x f x u
n n
t
sin 0 , = =
(14)
is not a solution of the problem given in (1)
(3). Now by the superposition principle
the function
In general, we would not expect
condition (14) to be satisfied for an
arbitrary, but reasonable, choice of f.
Therefore we are forced to admit that
( ) t x u
n
,
( )
( )

= =
1 1
/
sin ,
2 2 2
n n
t L n k
n n
x
L
n
e A u t x u
t
t
(15)
Must also, although formally, satisfy
equation (1) and the conditions in (2). If we
substitute t = 0 into (15) then
( ) ( )

=
= =
1
. sin 0 ,
n
n
x
L
n
A x f x u
t
The last expression is recognized as the
half-range expansion of f in a sine series.
If we make the identification
........ 3 , 2 , 1 , = = n b A
n n
it follows from (5) to section 12.3 that
( )
}
=
L
n
dx x
L
n
x f
L
A
0
. sin
2 t
(16)
We conclude that a solution of the
boundary-value problem described in (1),
(2) and (3) is given by the infinite series
( ) ( )
( )
|
|
.
|
\
|
=
1
/
0
sin sin
2
,
2 2 3
n
t L n k
L
x
L
n
e dx x
L
n
x f
L
t x u
t t
t
(17)
In the special case when the initial
temperature is ( ) 1 , , 100 0 , = = = k and L x u t
you should verify that the coefficient (16)
are given by ( )
(

=
n
A
n
n
1 1 200
t
And that the series (17) is
( )
( )
nx e
n
t x u
t n
n
n
sin
1 1 200
,
2
1
=
(

=
t
Wave Equation

Introduction

The vertical displacement u(x,t) of a string
of length L that is freely vibrating in the
vertical plane is determined from
0 , 0 ,
2
2
2
2
2
> < <
c
c
=
c
c
t L x
t
u
x
u
a
(1)
( ) ( ) 0 , 0 , 0 , 0 > = = t L u t u
(2)
( ) ( ) ( ) . 0 , , 0 ,
0
L x x g
t
u
x f x u
t
< < =
c
c
=
=
(3)
Solution of the BVP with the usual
assumption that u(x,t) = X (x) T(t), separating
variables in (1) gives
=
' '
=
' '
T a
T
X
X
2
So that
0 = +
' '
X X
0
2
= +
' '
T a T
(4)
(5)
As in Section 13.3 the boundary condition
(2) translate into X(0) = 0 and X(L) = 0.
The ODE in (4) along with these
boundary-conditions is the regular Sturm-
Liouville problem
( ) ( ) 0 , 0 0 , 0 = = = +
' '
L X X X X
(6)
Of the usual three possibilities for the parameter
. 0 , 0 , 0 :
2 2
> = < = = o o and
only the last choice leads to nontirival
solutions. Corresponding to
0 ,
2
> = o o
the general solution of (4) is
x c x c X o o sin cos
2 1
+ =
X(0) = 0 and X (L) = 0 indicate that c1 = 0
and
0 sin
2
= L c o
The last equation again implies that
. / L n or n L t o t o = =
The eigenvalues and corresponding
eigenfunctions of (6) are
( ) ,..... 3 , 2 , 1 , sin /
2
2 2 2
= = = n x
L
n
c x X and L n
n
t
t
the general solution of the second order
equation (5) is then
( ) . sin cos
4 3
t
L
a n
c t
L
a n
c t T
t t
+ =
By rewriting c
2
c
3
and An and c
2
c
4
as Bn
solutions that satisfy both the wave equation
(1) and boundary conditions (2) are
x
L
n
L
a n
B t
L
a n
A u
n n n
t t t
sin sin cos
|
.
|
\
|
+ =
(7)
and
( )

=
|
.
|
\
|
+ =
1
. sin sin cos ,
n
n n
x
L
n
t
L
a n
B t
L
a n
A t x u
t t t
Setting t = 0 in (8) and using the initial
condition u(x,0) = f(x) gives
( ) ( )

=
= =
1
. sin 0 ,
n
n
x
L
n
A x f x u
t
Since the last series is a half-range
expansion for f in a sine series, we can write
A
n
= b
n
.
( )
}
=
L
n
dx x
L
n
x f
L
A
0
. sin
2 t
(9)
To determine B
n
we differentiate (8) with
respect to t and then set t = 0.
=
|
.
|
\
|
+ =
c
c
1
sin cos sin
n
n n
x
L
n
t
L
a n
L
a n
B t
L
a n
L
a n
A
t
u t t t t t
( )

=
=
|
.
|
\
|
= =
c
c
1
0
. sin
n
n
t
x
L
n
L
a n
B x g
t
u t t
In order for this last series to be half
range sine expansion of the initial velocity g
on the interval, the total coefficient
L a n B
n
/ t
must be given by the form bn in (5) of section
12.3 that is,
( )
}
=
L
n
xdx
L
n
x g
L L
a n
B
0
sin
2 t t
From which we obtain
( )
}
=
L
n
dx x
L
n
x g
a n
B
0
sin
2 t
t
(10)
The solution of the boundary value problem
(1) (3) consists of the series (8) with
coefficients An and Bn defined by (9) and
(10), respectively.
We note that when the string is released
from rest, then g(x) = 0 for every x in the
interval
L x s s 0
and consequently
0 =
n
B
40 MATH ZC232
41 MATH ZC232
42 MATH ZC232
43 MATH ZC232
44 MATH ZC232
45 MATH ZC232
46 MATH ZC232
47 MATH ZC232
48 MATH ZC232
49 MATH ZC232
50 MATH ZC232
51 MATH ZC232
52 MATH ZC232
53 MATH ZC232
54 MATH ZC232
55 MATH ZC232
56 MATH ZC232
57 MATH ZC232
58 MATH ZC232
59 MATH ZC232
60 MATH ZC232
61 MATH ZC232
62 MATH ZC232
63 MATH ZC232
64 MATH ZC232
65 MATH ZC232
66 MATH ZC232
67 MATH ZC232
68 MATH ZC232
69 MATH ZC232
70 MATH ZC232
71 MATH ZC232
72 MATH ZC232

Separable Partial Differential Equation

Hochgeladen von

Dokumentinformationen

Copyright

Verfügbare Formate

Dieses Dokument teilen

Dokument teilen oder einbetten

Freigabeoptionen

Stufen Sie dieses Dokument als nützlich ein?

Sind diese Inhalte unangemessen?

Copyright:

Verfügbare Formate

Separable Partial Differential Equation

Hochgeladen von

Copyright:

Verfügbare Formate

BITS Pilani

zero, negative, or positive; that is

and the corresponding solutions

Das könnte Ihnen auch gefallen