TEC3301: Differential equations

N. Magaji Chapter 6

Partial Differential Equations (PDEs)

Chapter 6

Dr. Nuraddeen Magaji

BUK

1
 Lecture 10
N. Magaji Chapter 6

Partial Differential Equations

 Partial Differential Equations (PDEs).
 What is a PDE?
 Examples of Important PDEs.
 Classification of PDEs
Separation of Variables

2
 Partial Differential Equations
N. Magaji Chapter 6

A partial differential equation (PDE) is an

equation that involves an unknown function
and its partial derivatives.

Example :
 2 u ( x, t )  u ( x, t )

x 2
t
PDE involves two or more independen t variable s
(in the example x and t are independen t variable s)
3
 Notation
N. Magaji Chapter 6

 2 u ( x, t )
u xx 
x 2
 2 u ( x, t )
u xt 
x t
Order of the PDE  order of the highest order derivative.

4
 Linear PDE
Classification
N. Magaji Chapter 6

A PDE is linear if it is linear in the unknown

function and its derivatives
Example of linear PDE:
2u xx  1 u xt  3 utt  4 u x  cos(2t )  0
2u xx  3 ut  4 u x  0
Examples of Nonlinear PDE
2u xx   u xt   3 utt  0
2

u xx  2 u xt  3 ut  0
2 u xx  2 u xt ut  3 ut  0
5
 Representing the Solution of a PDE
(Two Independent Variables)
N. Magaji Chapter 6

• Three main ways to represent the solution

T ( x1 , t1 ) T=5.2

t1 T=3.5

x1
Different curves are used Three dimensional plot The axis represent the
for different values of of the function T(x,t) independent variables. The
one of the independent value of the function is
variable
displayed at grid points

6
 Heat Equation Different curve is used
for each value of t
N. Magaji Chapter 6

ice ice Temperature Temperature at

x different x at t=0
Thin metal rod insulated
everywhere except at the
edges. At t =0 the rod is placed
in ice

 2 T ( x, t )  T ( x, t )
 0
Position x

x 2
t Temperature at
T (0, t )  T (1, t )  0 different x at t=h

T ( x,0)  sin( x)

7
 Examples of PDEs
N. Magaji Chapter 6

PDEs are used to model many systems in many

different fields of science and engineering.

Important Examples:
– Laplace Equation
– Heat Equation
– Wave Equation

8
 Laplace Equation
N. Magaji Chapter 6

 2u ( x , y , z )  2 u ( x , y , z )  2u ( x, y , z )
  0
x 2
y 2
z 2

Used to describe the steady state distribution of

heat in a body.
Also used to describe the steady state
distribution of electrical charge in a body.

9
 Heat Equation
N. Magaji Chapter 6

 u ( x, y , z , t )   2u  2u  2 u 
   2  2  2 

t  x y z 

The function u(x,y,z,t) is used to represent

the temperature at time t in a physical body
at a point with coordinates (x,y,z)
 is the thermal diffusivity. It is sufficient to
consider the case  = 1.

10
 Simpler Heat Equation
N. Magaji Chapter 6

 T ( x, t )  T ( x, t )
2
 x
t x 2

T(x,t) is used to represent the temperature

at time t at the point x of the thin rod.

11
 Wave Equation
N. Magaji Chapter 6

 2u ( x , y , z , t )   2
u  2
u  2
u 
 c 2
  2  2 
t  
 x y z
2 2


The function u(x,y,z,t) is used to represent the

displacement at time t of a particle whose
position at rest is (x,y,z) .
The constant c represents the propagation
speed of the wave.

12
 Classification of PDEs
N. Magaji Chapter 6

Linear Second order PDEs are important sets of

equations that are used to model many
systems in many different fields of science and
engineering.

Classification is important because:

– Each category relates to specific engineering
problems.
– Different approaches are used to solve these
categories.

13
 Linear Second Order PDEs
Classification
N. Magaji Chapter 6

A second order linear PD E (2 - independen t variable s)

A u xx  B u xy  C u yy  D  0,
A, B, and C are functions of x and y
D is a function of x, y , u, u x , and u y
is classified based on (B 2  4 AC) as follows :
B 2  4 AC  0 Elliptic
B 2  4 AC  0 Parabolic
B 2  4 AC  0 Hyperbolic

14
 Linear Second Order PDE
Examples (Classification)
N. Magaji Chapter 6

 2u ( x , y )  2u ( x , y )
Laplace Equation  0
x 2
y 2

A  1, B  0, C  1  B 2  4 AC  0
 Laplace Equation is Elliptic
One possible solution : u( x, y )  e x sin y
u x  e x sin y , u xx  e x sin y
u y  e x cos y , u yy  e x sin y
u xx  u yy  0

15
 Linear Second Order PDE
Examples (Classification)
N. Magaji Chapter 6

 2 u ( x, t )  u ( x, t )
Heat Equation   0
x 2
t
A   , B  0, C  0  B 2  4 AC  0
 Heat Equation is Parabolic
______________________________________
 2
u ( x , t )  2
u ( x, t )
Wave Equation c 2
 0
x 2
t 2

A  c 2  0, B  0, C  1  B 2  4 AC  0
 Wave Equation is Hyperbolic
16
 Boundary Conditions for PDEs
N. Magaji Chapter 6

• To uniquely specify a solution to the PDE, a set

of boundary conditions are needed.
• Both regular and irregular boundaries are
possible. t
 2u( x, t ) u( x, t )
Heat Equation :   0
x 2
t region of
interest
u(0, t )  0
u(1, t )  0
x
u( x,0)  sin( x ) 1

17
 The Solution Methods for PDEs
N. Magaji Chapter 6

• Analytic solutions are possible for simple and

special (idealized) cases only.

• To make use of the nature of the equations,

different methods are used to solve different
classes of PDEs.

• The methods discussed here are based on the

separation of variables technique.
18
 Parabolic Equations
N. Magaji Chapter 6

A second order linear PDE (2 - independen t variable s x , y )

A u xx  B u xy  C u yy  D  0,
A, B, and C are functions of x and y
D is a function of x, y, u, u x , and u y

is parabolic if B 2  4 AC  0

19
 Parabolic Problems
N. Magaji Chapter 6

 T ( x, t )  2 T ( x, t )
Heat Equation : 
t x 2
T (0, t )  T (1, t )  0
T ( x,0)  sin( x ) ice ice

* Parabo lic problem ( B 2  4 AC  0)

* Boundary conditions are needed to uniquely specify a solution.

20
 -. Summary of separation of variables.

1) A solution is a product of functions of the independent variables.

2) Separate partial equation into several independent ordinary equation.
N. Magaji Chapter 6

3) Solve the ordinary differential eq.

4) Linear combination of these basic solutions
5) Boundary condition (boundary value problem)

21
 1 Laplace equations
Use the method of separation of variables to solve the Laplace’s e

Example 1
N. Magaji Chapter 6

V ( y  0)  0
V(y  )  0
V ( x  0)  V0 ( y )
V ( x  )  0
Find the potential inside this “slot”?

 2V  2V
Laplace’s eq.  0
x 2
y 2

set V ( x, y)  X ( x)Y ( y)
2 X  2Y
Y X 0
x 2
y 2 22
 Laplace (cont.)
1 2 X 1  2Y
 0
X 
x 2
Y 2 y

N. Magaji Chapter 6

f ( x ) depedent x only g ( y ) depedent y only

f and g are constant

1d X 2 1 d 2Y
f ( x)   C1 g( y)  2
 C2
X dx 2 Y dy

C1, C2 are constant

set C1  C2  k 2
C1  C2  0
f ( x)  g ( y)  0
d2X d 2Y
so
2
 k 2
X  k 2Y
dx dy 2
X ( x)  Ae kx  Be kx , Y ( y)  C sin ky  D cos ky
V( x , y)  ( Aekx  Be kx )(C sin ky  D cos ky) 23
 Laplace (cont.)
B.C. (iv)
V ( x  )  0  A  0, k  0

V( x , y)  e kx (C sin ky  D cos ky)

N. Magaji Chapter 6

B.C. (i) V ( y  0)  0  D  0
V ( x, y )  Cekx sin ky

B.C. (ii)V ( y   )  0  sin k  0 k  1,2,3


The principle of superposition V ( x, y)   Ce  kx sin ky
k 1
B.C. (iii)V ( x  0)  V0 ( y)

V0 ( y)   Ck e  kx sin ky A fourier series for odd functio
k 1
2 
Ck  0 V0 ( y )sin ky dy
 24
 Laplace (cont.)

For V0 ( y)  V0  constant
2V0 
N. Magaji Chapter 6

Ck  
 0
sin ky dy

0 if k  even
2V0 
 (1  cos k )   4V0
k  k if k  odd

4V0 1 k 2V0 1 sin y

V ( x, y )  
 k 1,3,5, k
e sin ky 

tan (
sinh x
)

25
 For some variation, when T0,
we need to consider [Link] the final state, maybe a linear
N. Magaji Chapter 6

function.
In this case, we can write down the solution simply like this.


n x
u   bn e  n / l  t
2
sin uf .
n 1 l

n x 
n x
u0   bn sin  u f  u0  u f   bn sin .
n 1 l n 1 l

26
 Example 2
node
Wave equation; vibrating string

Consider as an example the following problem: the one-dimensional wave equation with the
independent coordinates x for space and t for time:
N. Magaji Chapter 6

 2u 2  u
2
 c  utt  c 2u xx
t 2 x 2
Boundary condition x=0 x=l
u(0,t) = 0, u(b,t) = 0
Initial condition
u(x,0) = f(x),
u
( x, 0)  g ( x)
t
The solution is u(x,t) but the example below may equally well represent a similar problem u(x,y)
with space coordinates x and y.
The method of separation of variables is as follows:

1. The original problem can be described by a set of uncoupled differential equations.

ux, t   X x T t 
2. Differentiate with respect to the independent variables,
u  x, t  X  x 
 T t   X '  x T t   u x  X 'T similarly ut  XT '
x x
 u  x, t 
2
X '  x 
 T t   X ''  x T t   u xx  X ''T similarly utt  XT ''
x 2 x
3. Insert into the PDE, divide by XT and re-arrange the equation to separate the variables
onto each side of the equation sign.
 2u 2  u
2
T '' X ''
c  utt  c u xx
2
 XT  c X T
'' 2 ''
    27
t 2 x 2 c 2T X
 4. The ratios must be constant and equal to the same constant; the
separation constant , Now write the corresponding ordinary
differential equations which transforms the original two-
N. Magaji Chapter 6

dimensional PDE problem into two ordinary differential equations

(ODE’s) as:
X  x   X  x  0
''

T  t   c T  t   0
'' 2

5. Start with the ODE with homogeneous boundary conditions (in

this example assumed to be the x-coordinate) and specify an
eigenvalue problem, which defines an infinite set of solutions: 0,
1, 2, …, etc. Three cases are considered:  < 0,  = 0 and  > 0
and all the found -values represents valid eigenfunctions.
The characteristic equation for the X-problem becomes 2 +  = 0,
so the solutions are given by 2 = –. Introduce the substitution  =
2,  > 0, which gives  = ±i. The solution is:
X  x   A cos   x   B sin   x 
28
 6. Use the homogeneous boundary conditions to determine the constants. If the function
value is specified at a point x, then insert the value and solve the equation. If the
derivative is specified, then differentiate X(x) and use the condition. As an example,
Applied boundary condition 1 u(0,t) = X(0)T(t) = 0 which implies that X(0) = 0
A= 0 and thus X(x) = Bsin(x).
N. Magaji Chapter 6

Applied boundary condition 2 u(b,t) = 0;=> Bsin(b) = 0,

And non-trivial solution (non-zero B) only for b = n, n = 1, 2,
3,
The solution with n = 0 is trivial since X(x) would become identically zero. We have
now defined the following eigenfunctions and values of  for the present example:
 n 
X n x   Bn sin  x , n  1,2,3, 
 b 
 n 
2

n    , n  1,2,3, 
 b 
7. Now consider the coordinate with non-homogeneous boundary conditions, in this
example the T-problem. which is similar to the X-problem, so the solution is again a set
of cosine and sine terms:

 n  2
2

T t   
''
 c T t   0 
 b 
 n   n 
Tn t   Cn cos ct   Dn sin  ct 
 b   b 
29
 8. Use any available homogeneous boundary condition to determine constants Cn or Dn.
Then proceed as shown below.
9. Combine the results obtained so far. The product of constants BnCn and BnDn can be
simplified by setting Bn = 1, which does not affect the solution. Any solutions from the
cases with  < 0 or  = 0 are added to u(x,t) before the summation. In this example,
N. Magaji Chapter 6

solutions are only specified for  > 0.

 n 
u n  x, t   Bn sin  x Cn cos c n t   Dn sin c n t   B 1 
 b 

 n 
u  x, t    sin  x Cn cos c n t   Dn sin c n t 
n 1  b 

10. Use the non-homogeneous boundary conditions to determine the constants Cn and Dn. As
an example, the initial condition is specified as u(x,0) = f(x), The constant Cn can then be
determined.

 n 
u  x, 0   f  x    Cn sin  x
n 1  b 
applying fourier sine series
 n 
Cn  0 f  x  sin  n  1, 2,3.
b
x  dx,
 b 
11. Use another non-homogeneous boundary condition to determine constant Dn using a
similar technique.
30
 3) Eigenfunctions

 n 
n 1

u  sin  x  Cn cos  cnt   Dn sin  cnt  a characteristic function or eigenfunction
 b 
N. Magaji Chapter 6

n
 = eigenvalue
b

first harmonic, fundamental second harmonic

third fourth

31
 Example 3: Elastic String with Nonzero Initial
Displacement.
N. Magaji Chapter 6

• First suppose that the string is disturbed from its equilibrium

position and then released at time t = 0 with zero velocity to
vibrate freely.
Then the vertical displacement u(x, t) must satisfy the wave
equation
a2uxx = utt, 0 < x < L, t > 0; (1)
the boundary conditions
u(0, t) = 0, u(L, t) = 0, t 0; (3)
and the initial conditions
u(x, 0) = f (x), ut (x, 0) = 0, 0 x L, (9)
where f is a given function describing the configuration of the
string at t = 0.

32
 Solve by method of separation of variables
N. Magaji Chapter 6

The formal solution of the problem is

Where

• The quantities nπa/L for n = 1, 2, . . . are the natural

frequencies of the string. The factor sin (nπx/L) represents
the displacement pattern occurring in the string when it is
executing vibrations of the given frequency. Each
displacement pattern is called a natural mode of vibration
and is periodic in the space variable x; the spatial period
2L/n is called the wavelength of the mode of frequency
nπa/L.
33
 Example 4
N. Magaji Chapter 6

• Consider a vibrating string of length L = 30 that

satisfies the wave equation 4uxx = utt,
0 < x < 30, t > 0. Assume that the ends of the string
are fixed and that the string is set in motion with no
initial velocity from the initial position
u(x, 0) = f (x) ={x/10, 0 x 10,
{(30 − x)/20, 10 < x 30.
Find the displacement u(x, t) of the string and
describe its motion through one period.

34
 N. Magaji Chapter 6

where
Answer

35
 Exercise 1
Consider a vibrating string of length L = 30 that satisfies the wave
equation 4uxx = utt,
0 < x < 30, t > 0. Assume that the ends of the string are fixed and that
N. Magaji Chapter 6

the string is set in motion with no initial velocity from the initial
position
u(x, 0) = f (x) ={x/10, x ,
{(3 − x)/20, 10 < x 3 .
Find the displacement u(x, t) of the string and describe its motion
through one period

ANSWER

where
36
 Derivation of Heat Equation
Example 5
Solving the Heat Equation
u  2u
k 2 (1)
t x
N. Magaji Chapter 6

Let u(x,t) = X(x) T(t) be a solution of the heat equation. Then the last
equation can be written as
1 dT k d2 X
 (2)
T dt X dx 2
 u  2u  d2 X 
Since u  X( x ) T( t ), we have x  X' ( x ) T ( t ), x  X" ( x ) T( t )  dx 2  T( t )
  
u dT
and  X( x ) T' ( t )  X( x ) (3)
t dt
reduces to solving the pair of second order linear ordinary differential
equations
f(D) X =  X(x), g(D) Y=  Y(y) (4)
Putting these values in the heat equation we get equation 5]. The pair of
ordinary differential equations corresponding to (4) is
d2 X dT
2
 X,  k T
dx dt
d2 X dT
or 2
  X  0 and  kT =0 (5) 37
dx dt
 2
Let  = - n then by the method discussed in 2.1 we find that T(t)= Ke
2 - kn t
is a
general solution of the second equation of (5), where K is a constant of integration
which can be determined by given initial and boundary conditions.
N. Magaji Chapter 6

The Heat Equation with Boundary and Initial Conditions

We discuss here solutions of the heat equation by separable variables.
Fourier series method under certain initial and boundary conditions.
Ends of the Bar Kept at Temperature Zero
Suppose we want the temperature distribution u(x,t) in a thin, homogeneous
(constant density) bar of length l, given that the initial temperature in the bar at
time zero in the cross section at x perpendicular to the x axis is f(x). The ends of
the bar are maintained at temperature zero for all time.
The boundary value problem modeling this temperature distribution is
u  2u
= k 2 for 0 < x < l, t > 0,
t x
u(0,t) =u(l,t)=0 for t  0,
u(x,0) = f(x) for 0  x  l.
We will use separation of variables. Substitute u(x,t)=X(x) T(t) into the heat
equation to get
T' X"
XT'=kX"T or  .
kT X
38
 The left side depends only on time, and the right side only on position, and
these variables are independent. Therefore for some constant ,
T' X"
 .= - 
N. Magaji Chapter 6

kT X
Now
u(0,t) =X(0) T(t)=0.
If T(t)=0 for all t, then the temperature function has the constant value zero,
which occurs if the initial temperature f(x) =0 for 0  x  l. Otherwise, T(t)
cannot be identically zero, so we must have X(0)=0. Similarly, u(l,t) =X(l)T(t)=0
implies that X(l)=0. The problem for X is therefore
X" +X=0; X(0) = X(l)=0.
We seek values of  (the eigenvalues) for which this problem for X has
nontrivial solutions (the eigenfunctions).
This problem for X is exactly the same one encountered for the space-
dependent function in separating variables in the wave equation. There we found
that the eigenvalues are
n2 2
n= for n=1,2….,
l2
and corresponding eigenfunctions are nonzero constant multiples of
nx 
Xn(x) = sin  .
 l 
39
 The problem for T becomes
n 2  2k
T'+ 2
T = 0.
l
which has general solution
N. Magaji Chapter 6

2 2 2
Tn(t) = c n e n  kt / l
For n=1,2,….., we now have functions
nx  n2 2kt / l2
un(x,t) = cn sin   e
 l 
which satisfy the heat equation on [0,l] and the boundary conditions
u(0,t)=u(l,t)=0. There remains to find a solution satisfying the initial condition. We
can choose n and cn so that
nx 
un(x,0) = cn sin   = f(x)
 l 
only if the given initial temperature function is a multiple of this sine function.
This need not be the case. In general, we must attempt to construct a solution using
the superposition

 nx  n2 2kt / l2
u(x,t) =  n  l  e
c sin
n1
Now we need

 nx 
u(x,0)=  n  l  =f(x).
c sin
n1
40
which we recognize as the Fourier sine expansion of f(x) on [0,l]. Thus
 2 l  n x 
cn=
l 
0
f (x) sin 
 l 
 dx .
With this choice of the coefficients, we have the solution for the temperature distribution
function:
2  l n x   n x  n2 2kt / l2
N. Magaji Chapter 6

u(x,t) =  (  f (x) sin   dx ) sin   e (6)

l n 1
0  l   l 

Example 6
Solve the following heat problem for the given initial conditions.
2
 2u 1 u
Heat flow :  .
x 2  2 t
u ( x,0)  20; u (0, t)  0; u ( L,0)  0;
Solution

 n x   k ( n L )2 t
n 1

u ( x,0)  Bn sin 
 l
e

n x
L
2 40(1  ( 1) n )
Bn 
a0 
20sin(
L
)dx 
n

40(1  (1) n )  n x   k ( n L )2 t
u ( x, t)  
n 1 n
sin 
 l
e


41
 Example 7
Solve the following heat problem for the given initial conditions.
2
 2u u
k .
x 2
 t
N. Magaji Chapter 6

u ( x,0)  f ( x); u (0, t)  0; u ( L,0)  0;

 nx 
(a) f(x)=6sin  
 l 
 9 x   4 x 
(b)f(x)=12sin    7sin  
 l   l 
Solution
(a) This is actually easier than it looks like. All we need to do is choose
n=1 and B1 =6 in the product solution above to get,
  x   k ( L ) 2 t
u ( x, t )  6 sin  e
 l 
(b)
 9 x   k ( 9 L )2 t  4 x   k ( 4 L )2 t
u ( x, t)  12sin  e  7sin  e
 L   L 
42
 Example 8
• Consider the heat conduction problem
N. Magaji Chapter 6

uxx = ut , 0 < x < 30, t > 0, u(0, t) = 20, u(30, t) = 50, t > 0, u(x,
0) = 60 − 2x, 0 < x < 30. Find the steady-state temperature
distribution and the boundary value problem that
determines the transient distribution.

43
 Exercise 2
Bar with Insulated Ends
N. Magaji Chapter 6

• A slightly different problem occurs if the ends

of the bar are insulated so that there is no
passage of heat through them. That is,
α2uxx = ut , 0 < x < L, t > 0,
the boundary conditions
ux (0, t) = 0, ux (L, t) = 0, t > 0,
and the initial condition
u(x,0)=f(x), x L.

44
 Bar with Insulated Ends
• 1. Solve by the method of separation of variables to
N. Magaji Chapter 6

get the fundamental solutions for the problem

• 2. Solution to the heat conduction problem for a

rod with insulated ends,

45
 Exercise 2(Cont.)
• Find the temperature u(x, t) in a metal rod of length 25 cm
N. Magaji Chapter 6

that is insulated on the ends as well as on the sides and

whose initial temperature distribution is u(x, 0) = x for 0 < x <
25.

46
 Exercise 3
The mathematical problem of finding the
function u satisfying Laplace’s equation (1)
N. Magaji Chapter 6

uxx + uyy = 0, in the rectangle 0 < x < a, 0 < y < b, and

also satisfying the boundary conditions
u(x, 0) = 0, u(x, b) = 0, 0 < x < a,
u(0, y) = 0, u(a, y) = f (y), 0 y b
where f is a given function on 0 y b.

47
 Solution
• To solve this problem, we construct a
N. Magaji Chapter 6

fundamental set of solutions satisfying the partial

differential equation and the homogeneous
boundary conditions; then we superpose these
solutions so as to satisfy the remaining boundary
condition.
• Solution

where

48
 Exercise 3(cont.)
N. Magaji Chapter 6

In above problem,
let a = 3, b = 2, and f(y)={ y, 0 y 1,
{2 − y, 1 y 2.
Answer
We find that

49
 Exercise 4
N. Magaji Chapter 6

Solve the following heat flow problem

u 2
u
 7 2 , 0  x   , t  0.
t x
u (0, t )  u ( , t)  0 , t  0 ,
u ( x,0)  3 sin 2 x  6 sin 5 x , 0  x  π.

Write 3 sin 2x - 6 sin 5x =  cn sin (n/L)x, and

comparing the coefficients, we see that c2 = 3 , c5 = -6,
and cn = 0 for all other n. And we have u(x,t) = u2(x,t) +
u5(x,t) 50
 Exercise 5
• In the study of vibrating string such as piano wire or guitar string.
N. Magaji Chapter 6

 2u 2  u
2
 , 0  x  L, t  0,
t 2
x 2

u( 0 ,t)  u(L,t), t 0 ,
u(x,0 )  f(x) , 0 x  L ,
u
(x,0 )  g(x), 0  x  L .
t
• f(x) = 6 sin 2x + 9 sin 7x - sin 10x , and
• g(x) = 11 sin 9x - 14 sin 15x.
• The solution is of the form:


n n nx
u ( x, t )  [a n cos t  bn sin t ] sin .
n 1 L L L
51