Chapter 3.

Boundary-Value Problems in
Rectangular Coordinates

Le Cong Nhan

Faculty of Applied Sciences

HCMC University of Technology and Education

August 17, 2022

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 3. Technology and Education)
Boundary-Value Problems in Rectangular CoordinatesAugust 17, 2022 1 / 21
 Chapter Content

1 Separable Partial Differential Equations

2 Classical PDEs and Boundary-Value Problems

3 Heat Equation

4 Wave Equation

5 Laplace’s Equation

6 Nonhomogeneous BVPs

7 Fourier Series in Two Variables

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 3.1 Separable Partial Differential Equations

Definition 1 (Linear Partial Differential Equation)

Let u = u(x, y ), then the general form of a linear second-order partial
differential equation is given by

∂2u ∂2u ∂2u ∂u ∂u

A 2
+ B + C 2
+D +E + Fu = G , (1)
∂x ∂x∂y ∂y ∂x ∂y
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.

Definition 2 (Solution)
A solution of a linear partial differential equation (1) is a function u(x, y ) of two
independent variables that possesses all partial derivatives occurring in the
equation and that satisfies the equation in some region of the xy -plane.

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 Theorem 3 (Superposition Principle)
If u1 , u2 , ..., uk are solutions of a homogeneous linear partial differential equation,
then the linear combination

u = c1 u1 + c2 u2 + · · · + ck uk ,

where the ci , i = 1, 2, ..., k are constants, is also a solution.

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 Classification of Equations: The linear second-order PDE

∂2u ∂2u ∂2u ∂u ∂u

A + B + C +D +E + Fu = G , (2)
∂x 2 ∂x∂y ∂y 2 ∂x ∂y
is said to be
hyperbolic if B 2 − 4AC > 0,
parabolic if B 2 − 4AC = 0,
elliptic if B 2 − 4AC < 0.

Example 4
Classify the following equations:

∂2u ∂u ∂2u ∂2u ∂2u ∂2u

(a) = (b) = (c) + 2 = 0.
∂x 2 ∂y ∂x 2 ∂y 2 ∂x 2 ∂y

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 Method of separation of variables

We seek a particular solution of the form

u(x, y ) = X (x)Y (y ). (3)

With this assumption, it is sometimes possible to reduce a linear PDE in two vari-
ables to two ODEs.
∂u ∂u ∂2u ∂2u
= X 0Y , = XY 0 , = X 00 Y , = XY 00 .
∂x ∂y ∂x 2 ∂y 2

Example 5
∂2u ∂u
Find product solutions of ∂x 2 = 4 ∂y .

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 3.2 Classical PDEs and Boundary-Value Problems

We shall be concerned with finding product solutions of the second-order partial

differential equations
1 Heat equation:

∂u ∂2u
= k 2, k > 0 : thermal diffusivity. (4)
∂t ∂x
2 Wave equation:

∂2u 2
2∂ u
= a , (5)
∂t 2 ∂x 2
where a gives the speed of propagation for the vibrations.
3 Laplace’s equation:

∂2u ∂2u
+ = 0. (6)
∂x 2 ∂y 2

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 Laplace operator
Let u = u(x, y , z) be the function of three variables.
 
The gradient of u is ∇u = ∂u , ∂u ∂u
,
  ∂x ∂y ∂z
∂ ∂ ∂
Denote ∇ = ∂x , ∂y , ∂z , the Laplacian of u is the real-valued function
defined by
∂2u ∂2u ∂2u
∆u = ∇2 u = ∇ · ∇u = + + . (7)
∂x 2 ∂y 2 ∂z 2

+ Difference between f (x) and the average of its neighbours:

Z x+h Z x+h 
(s − x)2

1 1 s −x
f (s)ds = f (x) + f 0 (x) + f 00 (x) + o(h2 ) ds
2h x−h 2h x−h 1! 2!
h2
= f (x) + f 00 (x)
+ o(h2 ).
6
+ Diffusion: the Laplace operator arises naturally in the mathematical
description of equilibrium.
I
∇u · ndS = 0
∂Br

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 Initial and Boundary Conditions

1 Initial conditions:
+ Heat equation: u(x, 0) = f (x), 0 < x < L
+ Wave equation:

∂u 
u(x, 0) = f (x), = g (x), 0<x <L (8)
∂t t=0

2 Boundary conditions:
+ Dirichlet condition: u(L, t)
 = u0 , u0 a constant.
∂u 
+ Neumann condition: =0
∂x x=L
+ Robin condition:

∂u 
= −h (u(L, t) − um ) , h > 0 and um contant. (9)
∂x x=L

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 3.3 Heat Equation

Consider a thin rod of length L with an initial temperature f (x) throughout 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

∂u ∂2u
= k 2 , 0 < x < L, t > 0, (10)
∂t ∂x
u(0, t) = 0, u(L, t) = 0, t > 0, (11)
Figure: Find the temperature u in a
finite rod u(x, 0) = f (x), 0 < x < L. (12)

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 3.4 Wave Equation
Consider a string of length L, such as a guitar string,stretched taut between two
points on the x-axis-say, x = 0 and x = L.

∂2u 2
2∂ u
= a , 0 < x < L, t > 0, (13)
∂t 2 ∂x 2
u(0, t) = 0, u(L, t) = 0, t > 0, (14)

∂u 
u(x, 0) = f (x), = g (x), 0 < x < L. (15)
∂t  t=0

Figure: Taut string anchored at two points on the x-axis

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 3.5 Laplace’s Equation

Suppose we wish to find the steady-state temperature u(x, y ) in a rectangular

plate whose vertical edges x = 0 and x = a are insulated, and whose upper and
lower edges y = b and y = 0 are maintained at temperatures f (x) and 0,
respectively. Assume further that no heat escapes from the lateral faces of the
plate.

We solve the following boundary-value problem:

∂2u ∂2u
+ = 0, 0 < x < a, 0 < y < b, (16)
∂x 2 ∂y 2
 
∂u  ∂u 
= 0, = 0, 0 < y < b, (17)
∂x  x=0 ∂x  x=a
u(x, 0) = 0, u(x, b) = f (x) 0 < x < a. (18)
Figure: Find the temperature u in a
rectangular plate

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 3.6 Nonhomogeneous BVPs

Definition 6
A boundary-value problem is said to be nonhomogeneous when either the partial
differential equation or the boundary conditions are nonhomogeneous.

A typical nonhomogeneous BVP for the heat equation is

∂u ∂2u
= k 2 + F (x, t), 0 < x < L, t > 0,
∂t ∂x

u(0, t) = u0 (t), u(L, t) = u1 (t), t > 0, (19)

u(x, 0) = f (x), 0 < x < L.

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 Time-Independent PDE and BCs

Let us consider the nonhomogeneous BVP

∂u ∂2u
= k 2 + F (x), 0 < x < L, t > 0,
∂t ∂x

u(0, t) = u0 , u(L, t) = u1 , t > 0, (20)

u(x, 0) = f (x), 0 < x < L,

where u0 and u1 are constants.

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 Method of solution

By changing the dependent variable

u(x, t) = v (x, t) + ψ(x),

the problem is reduced to two problems:

1 Problem 1: kψ 00 (x) + F (x) = 0, ψ(0) = u0 , ψ(L) = u1 .
2 Problem 2: v solves the homogeneous BVP:

∂v ∂2v
= k 2, 0 < x < L, t > 0,
∂t ∂x

v (0, t) = 0, v (L, t) = 0, t > 0, (21)

v (x, 0) = f (x) − ψ(x), 0 < x < L.

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 Example 7
Solve the BVP:
∂u ∂2u
= k 2 + r, 0 < x < 1, t > 0,
∂t ∂x

u(0, t) = 0, u(1, t) = u0 , t > 0,

u(x, 0) = f (x), 0 < x < 1,

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 Time-Dependent PDE and BCs

Let us consider the nonhomogeneous BVP

∂u ∂2u
= k 2 + F (x, t), 0 < x < L, t > 0,
∂t ∂x

u(0, t) = u0 (t), u(L, t) = u1 (t), t > 0, (22)

u(x, 0) = f (x), 0 < x < L.

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 Change of variable
By changing the dependent variable

u(x, t) = v (x, t) + ψ(x, t), (23)

then ψ solves
(
ψt = kψxx + F (x, t)
ψ(0, t) = u0 (t), ψ(L, t) = u1 (t).

Choose ψ such that

(
ψxx = 0
ψ(0, t) = u0 (t), ψ(L, t) = u1 (t)

which implies
x
ψ(x, t) = u0 (t) + (u1 (t) − u0 (t)) . (24)
L
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 Method of Solution
x
1 Substitute u(x, t) = v (x, t) + u0 (t) + L (u1 (t) − u0 (t)) , then v solves the
PDE with homogeneous BC
∂2v

∂v

 = k 2 + G (x, t), 0 < x < L, t > 0,
∂t ∂x

v (0, t) = 0, v (L, t) = 0, t > 0, (25)


v (x, 0) = f (x) − ψ(x, 0), 0 < x < L.


where G (x, t) = F (x, t) − ψt .

2 Find v and G in terms of Fourier series
∞ ∞
X nπ X nπ
v (x, t) = vn (t) sin x and G (x, t) = Gn (t) sin x, (26)
n=1
L n=1
L

where sin nπ
L x, n = 1, 2, ... are eigenfunctions of

X 00 + λX = 0, X (0) = 0, X (L) = 0
n2 π 2
corresponding to the eigenvalues λn = αn2 = L2 .
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 Example 8
Solve the BVP:
∂u ∂2u
= , 0 < x < 1, t > 0,
∂t ∂x 2

u(0, t) = cos t, u(1, t) = 0, t > 0,

u(x, 0) = 0, 0 < x < 1,

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 1.7 Fourier Series in Two Variables

Heat Equations in Two Dimensions

Suppose the rectangular region is a thin plate in

which the temperature u is a function of time t
and position (x, y ). Find the temperature
u(x, y , t) in the plate if the initial temperature is
f (x, y ) throughout and if the boundaries are held
at temperature zero for time t > 0.
Figure: Rectangular plate

∂2u ∂2u
 
∂u
Solve: =k 2
+ 2 , (x, y ) ∈ (0, b) × (0, c) , t > 0,
∂t ∂x ∂y
(27)
subject to: u(0, y , t) = 0, u(b, y , t) = 0, 0 < y < c, t > 0,
u(x, 0, t) = 0, u(x, c, t) = 0, 0 < x < b, t > 0,
u(x, y , 0) = f (x, y ), 0 < x < b, 0 < y < c.

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