University Of Anbar Advanced Engineering Mathematics

College of Engineering Asst. Prof. Dr. Ahmed T. Noaman

Civil Engineering Department [Link] Civil Engineering

Partial Differential Equations

 This section is covered by chapter 12 in the Textbook

1. Introduction:

A PDE is an equation that contains one or more partial derivatives of an unknown

function that depends on at least two variables.
The order of the highest derivative is called the order of the PDE. Just as was the
case for ODEs, second-order PDEs will be the most important ones in
applications.

Some applications of PDE

1. Conduction of heat in bars and solids
2. Diffusion of concentration of liquid or gaseous substance in physical
chemistry.
3. Diffusion of vorticity in viscous fluid flow.
4. Slow motion in hydrodynamics
5. Sound waves in a tube or a pipe
6. Long water waves in a straight canal

2u 2  u
2

a One-dimensional wave equation.

 t2  x2

2u  2u 2u 

 a2  2  
2 
Two-dimensional wave equation.
t 2
  x  y 

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Civil Engineering Department [Link] Civil Engineering

u 2  u
2

C One-dimensional heat equation.

t  x2

2u 2u
 0 Two-dimensional Laplace equation.
 x 2  y2

 2u  2u  2u
  0 Three-dimensional Laplace equation.
 x 2  y2  z2

2u 2u
  f ( x , y) Two-dimensional Poisson equation.
 x 2  y2

Example 1:

Example 2: Verify that the following function is a solution of Wave

equation U tt  a 2 U xx , U  x 3  3x t 2 ?

Solution:

U  x 3  3x t 2
U t  6x t  U tt  6 x
U x  3x 2  3t 2  U xx  6 x
U tt 6 x
a2   1
U xx 6 x

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Civil Engineering Department [Link] Civil Engineering

2. Solution by Separating Variables

Ex3: solve the following PDE. : -

Solution
Let u (x,y) = F(x). G(y) -----------(1)

( ) ( )

( ) ( )

Sub in P.D.E.
F’(x) . G(y) + F(x) . G’(y) = 0
( ) ( )
its an arbitrary constant.
( ) ( )

( )
, = λ dx
( )

ln F = λ x linear equation
F = C1 eλx

( )
, G = C2 e-λy
( )

U (x,y) = C1 eλx .C2 e-λy

U(x,y) = C eλ(x-y)

Ex4: Solve the following boundary value problem:

if u (0,y) = 8 e-3y

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Civil Engineering Department [Link] Civil Engineering

Solution
Let u (x,y) = F(x). G(y) -----------(1)

( ) ( )

( ) ( )

Sub in P.D.E.
( ) ( )
, F’(x) - 4λ F(x) = 0 linear
( ) ( )

F = A e4λx
Also:
G’(y) - λ G(y) = 0 , G(y) = Beλy
u(x,y) = AB eλ(4x+y)
u = C eλ(4x+y)
using the boundary value: u(0,y) = C eλy = 8 e-3y
C = 8 and λ = -3 then u(x,y) = 8 e-3(4x+y)

Ex5:

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University Of Anbar Advanced Engineering Mathematics
College of Engineering Asst. Prof. Dr. Ahmed T. Noaman
Civil Engineering Department [Link] Civil Engineering

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University Of Anbar Advanced Engineering Mathematics
College of Engineering Asst. Prof. Dr. Ahmed T. Noaman
Civil Engineering Department [Link] Civil Engineering

1. Modeling: Vibrating String, Wave Equation

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University Of Anbar Advanced Engineering Mathematics
College of Engineering Asst. Prof. Dr. Ahmed T. Noaman
Civil Engineering Department [Link] Civil Engineering

Step 1. Two ODEs from the Wave Equation (1)

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University Of Anbar Advanced Engineering Mathematics
College of Engineering Asst. Prof. Dr. Ahmed T. Noaman
Civil Engineering Department [Link] Civil Engineering

Step 2. Satisfying the Boundary Conditions (2)

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University Of Anbar Advanced Engineering Mathematics
College of Engineering Asst. Prof. Dr. Ahmed T. Noaman
Civil Engineering Department [Link] Civil Engineering

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University Of Anbar Advanced Engineering Mathematics
College of Engineering Asst. Prof. Dr. Ahmed T. Noaman
Civil Engineering Department [Link] Civil Engineering

Step 3. Solution of the Entire Problem. Fourier Series

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University Of Anbar Advanced Engineering Mathematics
College of Engineering Asst. Prof. Dr. Ahmed T. Noaman
Civil Engineering Department [Link] Civil Engineering

 Solution of Wave eq. by Separation of Variables:

 2 2  
2

c
t2  x2
Which θxx is periodic in time and satisfying the initial eq. θ(x,0) =
f(x) and :
( ).

To solve this equation assume product value :

θ(x,t) = G(x) . T(t)

= G”(x) . T(t) and = G(x) . T” (t)

Substitute in wave eq.

G.T’’ = a2 G” .T then T”/T = a2 G”/G = λ
T” = λ T
And G” = (λ/a2) .G

We must consider only real value of λ then there are three cases to
integrate

λ> 0 , λ = 0 and λ < 0

If λ > 0 then the solution:

a 2 G' '  G  0
 
x  x
G  Ae a
 Be a

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University Of Anbar Advanced Engineering Mathematics
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Civil Engineering Department [Link] Civil Engineering

T ' '  T  0
T Ce t
 D e t

 
 .C e 
 
x  x
( x ,t )   A e a
 Be a t
 D e t

 

and this solution is rejected physically because it is not periodic.

λ=0

G' '  0  G'  C  G  A x  B

T' '  0  T'  C  T  C t  D
   A x  B  .C t  D 
this solution is rejected physically also because it is not periodic.

If λ < 0
T' '   T let    w
2

T ' '   w2 T
T ' '  w2 T  0
m 2  w2  0  m 2   w2  m1,2   w i
T  A sin w t  B cos w t
a 2 G' '   w2 G
w w
G  C cos x  D sin x
a a
 w w 
   A sin w t  B cos w t  . C cos x  D sin x 
 a a 
It’s clearly periodic. Now remain to find the value of w and the
constants A,B,C, and D.

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Civil Engineering Department [Link] Civil Engineering

w determined by the following B.C. of the problem .

Both ends are held fixed

θ=0 θ=0

one of ends are held fixed

θ=0 θ/ =0

Both ends are free

θ/ =0 θ/ =0

Case a : Both ends are held Fixed

θ(x,t) = θ(L,t) = θ(0,t) = 0 B.C.
θ(x,0) = f(x)

( ).

Sub in the eq.

 w w 
( x ,t )   A sin w t  B cos w t  . C cos x  D sin x 
 a a 
( 0 ,t )  C .  A sin w t  B cos w t  .  0

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Civil Engineering Department [Link] Civil Engineering

( x ,t )  0 @ all times and the shaft remain in motionless

Then C = 0 , eq.1 reduced to

 w 
( x ,t )   A sin w t  B cos w t  . D sin x 
 a 
 w 
( l ,t )   A sin w t  B cos w t  . D sin l   0
 a 
As before both A, B cannot be equal to zero. Also D cannot equal to
zero. Then :

n = 1,2,3, …. n

 na na   n 
( x ,t )   A sin t  B cos t  . D sin x 
 L L  L 

na  na na 

( x ,t )  n1 sin x  An sin t  Bn cos t
L  L L 
Initial condition :

θ(x,0) = f(x) then :

n
∫ ( ) x
L

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University Of Anbar Advanced Engineering Mathematics
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Civil Engineering Department [Link] Civil Engineering

To find An :- ( ).

n
∫ ( ) x
L

Case b:

Both ends are Free

 w w 
( x ,t )   A sin w t  B cos w t  . C cos x  D sin x 
 a a 
.

 A sin w t  B cos w t  . D w cos w x  c w sin w x 

 a a a a 

At x = 0 ,  A sin w t  B cos w t  . D w 

x
 a 
C 0 , A 0,B 0

n = 1,2,3, ….

n  na na 
( x ,t )  n 1 cos x  An sin t  Bn cos t
L  L L 
Initial condition :

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University Of Anbar Advanced Engineering Mathematics
College of Engineering Asst. Prof. Dr. Ahmed T. Noaman
Civil Engineering Department [Link] Civil Engineering

θ(x,0) = f(x) then :

n
∫ ( ) x
L

To find An :- ( ).

n
∫ ( ) x
L

Case c: Fixed – Free ends

θ(0,t) = 0 ,

 w w 
( x ,t )   A sin w t  B cos w t  . C cos x  D sin x 
 a a 

Imposing the first boundary conditions

0   A sin w t  B cos w t  .C
C=0

 w 
( x ,t )   A sin w t  B cos w t  . D sin x 
 a 

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University Of Anbar Advanced Engineering Mathematics
College of Engineering Asst. Prof. Dr. Ahmed T. Noaman
Civil Engineering Department [Link] Civil Engineering

Imposing the second boundary conditions

 A sin w t  B cos w t  . D w cos w x 

 a a 

Cos

From which we conclude : -

( )

( )
w=

therefore:

( 2n  1 )  ( 2n  1 )
( x ,t )  n1 sin x  An sin t
L  L
( 2n  1 ) 
 Bn cos t
L 
Then using the initial conditions:

( 2n  1 )
∫ ( ) x
2L

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University Of Anbar Advanced Engineering Mathematics
College of Engineering Asst. Prof. Dr. Ahmed T. Noaman
Civil Engineering Department [Link] Civil Engineering

( 2n  1 )
∫ ( ) x
( ) 2L

Ex: A uniform shaft, fixed at each end, is twisted so that its

cross section through an angle is proportional to x(L – x) , L is
the length of the shaft and x is the distance from the left end. If
the shaft is released from rest find the subsequent angular
displacement as a function of x and t? take a2 = 1.

Solution:

θ(x,t) = θ(L,t) = θ(0,t) = 0 B.C.

θ(x,0) = f(x)

( ).

Sub in the eq.

 w w 
( x ,t )   A sin w t  B cos w t  . C cos x  D sin x 
 a a 
( 0 ,t )  C .  A sin w t  B cos w t  .  0

( x ,t )  0 @ all times and the shaft remain in motionless

Then C = 0 , eq.1 reduced to

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Civil Engineering Department [Link] Civil Engineering

 w 
 
( x ,t )  A sin w t  B cos w t . D sin x 
 a 
 w 
( l ,t )   A sin w t  B cos w t  . D sin l   0
 a 
As before both A, B cannot be equal to zero. Also D cannot equal to
zero. Then :

n = 1,2,3, …. n

 na na   n 
( x ,t )   A sin t  B cos t  . D sin x 
 L L  L 

na  na na 

( x ,t )  n1 sin x  An sin t  Bn cos t
L  L L 
Initial condition :

θ(x,0) = f(x) then :

n
∫ ( ) x
L

To find An :- ( ).

n
∫ ( ) x
L

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University Of Anbar Advanced Engineering Mathematics
College of Engineering Asst. Prof. Dr. Ahmed T. Noaman
Civil Engineering Department [Link] Civil Engineering

Since released from rest:

Then An = 0

n
∫ ( ) x
L

Then the integration above is solved by parts

H.W.: Complete the solution and find Bn.

3. Heat Equation:

The one dimensional Heat equation is :

u 2  u
2

c
t  x2

This seems differs only very little from the wave equation
,which has a term utt instead of ut but we shall see that this will

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University Of Anbar Advanced Engineering Mathematics
College of Engineering Asst. Prof. Dr. Ahmed T. Noaman
Civil Engineering Department [Link] Civil Engineering

make the solution of equation above quite differently from

those of the wave equation.

Apply the following Boundary conditions:

u(0,t) = 0 , and u(L,t) = 0 for all t

Furthermore , the initial temperature in the bar at time t = 0 is

given as f(x) , so that we have the initial condition.

u(x, 0) = f(x) (f(x) given)

the general solution can be as follow:

u 2  2u
c
t  x2
u 2  u
2

c
t  x2
U ( x ,t )  X ( x ) .T( t )
u  2u
 X .T ' and  X ' ' .T
t  x2
X .T '  c 2 . X ' ' .T
T' X''
2
 k
T .c X

Case1: k  0 is not a solution.

Case2: k  0 is not a solution also.

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University Of Anbar Advanced Engineering Mathematics
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Civil Engineering Department [Link] Civil Engineering

Case3: k  0

let k  2
T'
  2
 T '  2
. c 2
.T  0
T .c 2
dT
 2 . c 2 .T
dt
dT
 2 . c 2 . dt
T
ln T  2 . c 2 .t  c1
T  e  .c  e c . e  .c
2 2 2 2
.t  c .t

T  C . e  .c
2 2
.t

X''
  p2  X' '   p2 . X
X
X' '  p2 . X  0
m 2  p 2  0  m1,2   p i
X  A cos px  B sin px

U ( x ,t )   A cos px  B sin px  C .e .c

2 2
.t

U ( x ,t )   A* cos px  B* sin px  .e .c

2 2
.t

From the boundary conditions

u (0,t) = X(0) T(t) = 0

And u (L,t) = X(L) T(t) = 0

We get F(0) = A* = 0

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University Of Anbar Advanced Engineering Mathematics
College of Engineering Asst. Prof. Dr. Ahmed T. Noaman
Civil Engineering Department [Link] Civil Engineering

F(L) = B* sink L = 0 with B* ≠ 0 to avoid F = 0 thus

n
sinkL = 0 hence p 
L
n

L

2L nx
B *n   f ( x ) sin dx
L0 L

Ex: Find the temperature u(x,t) in a laterally insulated copper

bar 80 cm long if the initial temperature is 100 sin(πx/80) Cо
and the ends are kept at 0 Cо. How it will take for the max.
temperature in the bar to drop to 50 Cо?
Physical data for copper : density ρ = 8.92 gm/cm3, specific heat
0.092 (cal/gm . Cо), thermal conductivity 0.95 cal/ (cm sec Cо)

Solution:

U ( x ,t )   A* cos px  B* sin px  .e .c

2 2
.t

From the boundary conditions

u (0,t) = X(0) T(t) = 0

And u (L,t) = X(L) T(t) = 0

We get F(0) = A* = 0

F(L) = B* sinp L = 0 with B* ≠ 0 to avoid F = 0 thus

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University Of Anbar Advanced Engineering Mathematics
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Civil Engineering Department [Link] Civil Engineering

n
sinpL = 0 hence p 
L
n

L

2L nx
B *n   f ( x ) sin dx
L0 L

F(x) = 100 sin(πx/80)

2 80 nx
B *n   100 sin( x / 80 ) sin dx
80 0 80

If n = 1 then :

1
∫ sin 2
x dx  ∫ ( 1 - cos 2 x ) dx
2

200 80 2x
B *n  ∫  ( 1 - cos ) dx
80 * 2 0 80

100 80 2x 80
B *n  [x sin ]0
80 2 80

After substitution :

100 80
B *n  [ 80  sin 2 ]
80 2
100 80
B *n  [ 80  * 0 ]
80 2

Bn = 100

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Civil Engineering Department [Link] Civil Engineering

If n = 2 = 3 then Bn = 0

 
 
L 80
C2 = K/σρ = 0.95/0.092* 8.92 = 1.158 cm2/ sec

 n  2 .c2 .t
u( x ,t )  n1  Bn* sin x  .e
 L 

2
  2
2

80

C2 * 2 = 0.001785 sec-1
  
u( x ,t )  n1 100 sin x  .e001785t
 80 

Also 100 e001785 t = 50 then t = 388 sec ≈ 6.5 min

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Civil Engineering Department [Link] Civil Engineering

4. Steady Two-Dimensional Heat Problems. Laplace’s

Equation]

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University Of Anbar Advanced Engineering Mathematics
College of Engineering Asst. Prof. Dr. Ahmed T. Noaman
Civil Engineering Department [Link] Civil Engineering

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University Of Anbar Advanced Engineering Mathematics
College of Engineering Asst. Prof. Dr. Ahmed T. Noaman
Civil Engineering Department [Link] Civil Engineering

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University Of Anbar Advanced Engineering Mathematics
College of Engineering Asst. Prof. Dr. Ahmed T. Noaman
Civil Engineering Department [Link] Civil Engineering

5. Vibration of Beam
EX : Find the equation of the deflection of the beam to satisfy zero initial
velocity.

Solution: y

Boundary conditions:

2 y
y( 0,t )  0 0
 x2
0 ,t
x
2 y l
y( l ,t )  0 0
 x2
l ,t

Initial conditions:

y( x ,0 )  f ( x )
y
x ,0  g ( x )
t

The basic deflection equation is :

4 y 2 y
a 2
 2
 x4 t

y( x ,t )  X .T

4 y 2 y
 X ( IV ) .T and  X .T ' '
x 4
t2

X ( IV ) T' '
a 2
 k
X T

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Civil Engineering Department [Link] Civil Engineering

(1 ) If k  0
X ( IV )
a 2
0
X

T' '
 0  T' '  0  T  At  B
T

(2) If k  0  k  2
 T ' ' k T  0
T ' '  2 T  0
m 2  2  0  m1,2   i
T  E cos t  F sin t

a 2 X ( IV )  k X  0
2
m  2 0
4

a
   
( m 2  )( m 2  )  0  m1,2   m3 ,4   i
a a a a

x 

x  
X  C5 e a
 C6 e a
 C3 cos
x  C 4 sin x
a a
         
X  C5  sinh x  cosh x   C6  cosh x  sinh x   C3 cos x  C 4 sin x
 a a   a a  a a
   
X  ( C5  C6 ) sinh x  ( C5  C6 ) cosh x  C3 cos x  C 4 sin x
a a a a
   
X  C1 sinh x  C 2 cosh x  C3 cos x  C 4 sin x
a a a a

y( x ,t )  X ( x ) .T( t )

     
y( x ,t )   C1 sinh x  C 2 cosh x  C3 cos x  C 4 sin x  . E cos t  F sin t
 a a a a 
OR
     
y( x ,t )   A cos x  B sin x  C sinh x  D cosh x  . T( t )
 a a a a 

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Civil Engineering Department [Link] Civil Engineering

Boundary conditions:

     
y( x ,t )   A cos x  B sin x  C sinh x  D cosh x  . T( t )
 a a a a 
y      
   A sin x  B cos x  C cosh x  D sinh x  . T( t )
x a a a a a 
2 y       
   A cos x  B sin x  C sinh x  D cosh x  . T( t )
 x 2 a  a a a a 

y( 0 ,t )  ( A  D ) . T( t )  0
A D  0 ................................................................ ( 1 )

2 y 
  A  D  . T( t )  0
 x2 0 ,t
a
 A D  0 ............................................................. ( 2 )

from( 1 ) and ( 2 )  A0 and D0

   
y( l ,t )   B sin l  C sinh l  . T( t )  0
 a a 
 
B sin l  C sinh l  0 ...................................... ( 3 )
a a

2 y    
   B sin l  C sinh l  . T( t )  0
 x2 l ,t  a a 
 
 B sin l  C sinh l 0 .................................... ( 4 )
a a


adding ( 3 ) to ( 4 )  2C sinh l 0  C 0
a

substituti ng in either ( 3 ) or ( 4 )  B sin l 0 either B  0  trivial solution
a

   n a n a .n 2  2
sin l  l  n      
a a a l l l2

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 University Of Anbar Advanced Engineering Mathematics
College of Engineering Asst. Prof. Dr. Ahmed T. Noaman
Civil Engineering Department [Link] Civil Engineering

n
y n ( x ,t )  Bn sin x . T( t )
l

y( x ,t )   y n ( x ,t )
n 1

 n  a. n 2  2 a. n 2  2 
y( x ,t )   Bn sin x .  E cos t  F sin t
n 1 l  l2 l2 
  a. n 2  2 a. n 2  2  n
y( x ,t )    E n cos t  F n sin t  . sin x
n 1  l2 l2  l

Initial conditions:

  a.n 2  2 a.n 2  2  n
y( x ,t )    E n cos 2 t  F n sin 2 t  . sin x
n 1  l l  l
 n
y( x ,0 )   E n . sin x  f ( x )
n 1 l
y   a.n 2  2 a.n 2  2 a.n 2  2 a.n 2  2  n
  En sin t  F n cos t  . sin x
t n1  l2 l2 l2 l2  l
y  a.n 2  2 n
  2 . F n sin x  g( x )
t x ,o n1 l l
Applying Fourier sin series :
 n 2L n
f ( x )   bn sin x  E n  bn   f ( x ) sin x dx
n 1 l L0 l
 n a.n 2  2 l2 l2 2L n
g( x )   bn sin x  F n  bn  F n  b    g ( x ) sin x dx
a.n 2  2 a.n 2  2 L 0
n
n 1 l l2 l

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