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Adv. Math. Notes-PDEs

The document discusses boundary-value problems in rectangular coordinates, focusing on separable partial differential equations (PDEs) and their classifications, including linear and nonhomogeneous equations. It covers specific equations such as the one-dimensional heat and wave equations, along with initial and boundary conditions, and the superposition principle. Additionally, it outlines the solution processes for these equations, including separation of variables and determination of unknown coefficients.

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5 views11 pages

Adv. Math. Notes-PDEs

The document discusses boundary-value problems in rectangular coordinates, focusing on separable partial differential equations (PDEs) and their classifications, including linear and nonhomogeneous equations. It covers specific equations such as the one-dimensional heat and wave equations, along with initial and boundary conditions, and the superposition principle. Additionally, it outlines the solution processes for these equations, including separation of variables and determination of unknown coefficients.

Uploaded by

jefjam74
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd

Boundary-Value Problems in Rectangular Coordinates

13.1- Separable Partial Differential Equations:

Linear Partial Differential Equation:


2 2 2
∂ u ∂u ∂u ∂u ∂u
A 2
+B +C 2 +D +E + Fu=G
∂x ∂ x ∂ y ∂y ∂ x ∂ y

Where the coefficients A , B ,C ,… ,G are constants or functions of x and y . WhenG ( x , y )=0,


equation is said to be homogeneous; otherwise, it is nonhomogeneous.

We are interested only in particular solutions of PDEs and not general


solutions
Separation of Variables

u ( x , y )= X ( x ) Y ( y )
2 2
∂u ' ∂u ∂ u '' ∂u
= X ( x )Y ( y ) , = X ( x ) Y ' ( y ) , 2 =X ( x ) Y ( y ) , 2 = X ( x ) Y ' '( y )
∂x ∂y ∂x ∂y

Example:
2
∂ u ∂u
2
=4
∂x ∂x
Superposition Principle:
Classification of Equations

HWS: Zill, Sec. 13.1: 6, 9, 12, 15, 27, 30, 31


13.2 Classical PDEs and Boundary-Value Problems

- One-dimensional heat equation

- One- dimensional wave equation

- Laplace’s equation in two dimensions

- Initial Conditions vs. Boundary Conditions

Types of [Link]:
(i) Dirichlet condition
u=known
(ii) Neumann condition
∂u
=known
∂n
(iii) Robin condition
∂u
+ αu=known
∂n
13.3 Heat Equation

2
∂ u ∂u
k 2
= , 0< x < L , t> 0
∂ x ∂t
u ( 0 , t ) =0 , u ( L , t )=0 , t>0
u ( x , 0 )=f ( x ) , 0< x< L
Solution:

i) separation

ii) Possible case due to λ

iii) Condition for Non-trivial solution

iv) Eigenfunctions

v) General solution
vi) Superposition principal

vii) Determination of unknown coefficients

viii) Solution

Solution for u ( x , 0 )=100 , L=π ,∧k =1

13.3 Exercises: 5
13.4 Wave Equation
2
2 ∂ u ∂u
a 2
= , 0< x < L , t>0
∂ x ∂t
u ( 0 , t ) =0 , u ( L , t )=0 , t>0

u ( x , 0 )=f ( x ) , |
∂u
∂t t=0
=g ( x ) , 0< x < L

Solution:

ix) separation

x) Possible Non-trivial solution

xi) Condition for Non-trivial solution


sin αL=0
xii) Eigenfunctions

xiii) solution

xiv) Determination of unknown coefficients


xv) Solution

Superposition Principle:

2
∂ u ∂u
2
a 2
= , 0< x < L , t>0
∂ x ∂t
u ( 0 , t ) =0 , u ( L , t )=0 , t>0

u ( x , 0 )=f ( x ) , |
∂u
∂t t=0
=g ( x ) , 0< x < L

13.4 Exercises: 11, 18


13.5 Laplace’s Equation

The Sturm–Liouville problem associated with the equation is

Solution of Sturm–Liouville:
Superposition principal:

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