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ADVANCED ENGINEERING
MATHEMATICS
PARTIAL DIFFERENTIAL EQUATIONS
y 2 y 3 y 9 x suchthat y0 1, y 1 2
PARTIAL DIFFERENTIAL EQUATIONS
Superposition theorem:
PARTIAL DIFFERENTIAL EQUATIONS
Example:
1. Solve uxx u 0 like an ODE
Answer:
PARTIAL DIFFERENTIAL EQUATIONS
Example:
Solve like an ODE
Answer:
PARTIAL DIFFERENTIAL EQUATIONS
Exercise:
Solve for u(x, y) by treating the PDE as an ODE
Exercise:
Verify that the given function is a solution of the indicated
PDE.
PARTIAL DIFFERENTIAL EQUATIONS
Answer:
Answer:
PARTIAL DIFFERENTIAL EQUATIONS
Exercise:
Verify that the function
u x , y a ln x y b
2 2
satisfies the Laplaces equation and determine a and b so that
u satisfies the boundary conditions
u 110 on the circle x 2 y 2 1
and
u 0 on the circle x y 100
2 2
PARTIAL DIFFERENTIAL EQUATIONS
Answer:
u x , y 110
110
ln 100
ln x 2 y 2
PARTIAL DIFFERENTIAL EQUATIONS
MODELING: VIBRATING STRING, WAVE EQUATION
As a first important PDE let us derive the equation modeling
small transverse vibrations of an elastic string, such as a violin
string.
We place the string along the x-axis, stretch it to length L,
and fasten it at ends x = 0 and x = L.
We then distort the string, and at some instant, call it t=0, we
release it and allow it to vibrate.
(eqn 3)
Since tan and tan are the slopes at x and x + x
where
u
ut
t
u x, t F x Gt
we obtain two ODEs, one for F(x) and the other one for G(t).
Step 2: We determine solutions of these ODEs that satisfy
the boundary conditions.
Step 3: Using Fourier series, we use the solution in step 2 to
obtain a solution to the PDE satisfying both the boundary and
initial conditions.
PARTIAL DIFFERENTIAL EQUATIONS
STEP 1: TWO ODEs
In the method of separating variables, we determine solutions
of the wave equation of the form
u x, t F x Gt
Differentiating, we have
and
F Aex Be x
which also lead to F = 0.
PARTIAL DIFFERENTIAL EQUATIONS
If k = -p2, the general solution is
F Acos px B sin px
If k = - p2, then
c 2 p2G 0 or G
G G 0 where n cp cn
n L
Gn t Bn cos nt Bn * sin nt
Therefore, the solution to the wave equation is
n
un x , t Bn cos nt Bn * sin nt sin x
L
PARTIAL DIFFERENTIAL EQUATIONS
STEP 3: SATISFYING THE INITIAL CONDITIONS
A single un will generally not satisfy the initial conditions.
But since the wave equation is linear and homogeneous, it
follows that the sum of infinitely many solutions u is a solution.
To obtain a solution that also satisfies the initial conditions, we
consider the infinite series
or
PARTIAL DIFFERENTIAL EQUATIONS
Therefore the final solution to the wave equation is given by
n
un x , t Bn cos nt Bn * sin nt sin x
L
with coefficients
and
For the sake of simplicity, we consider only the case when the
initial velocity is zero, thus
or
PARTIAL DIFFERENTIAL EQUATIONS
Example:
Vibrating string if the initial deflection is triangular
Find the solution of the wave equation corresponding to the
triangular initial deflection
b. kx (1 x)
0.1
c.
0.5 1
PARTIAL DIFFERENTIAL EQUATIONS
Answer:
a.
b.
c.
PARTIAL DIFFERENTIAL EQUATIONS
HEAT EQUATION: SOLUTION BY FOURIER SERIES
The heat equation is given by
then
and
PARTIAL DIFFERENTIAL EQUATIONS
STEP 2. Satisfying the boundary conditions
The general solution for is given by
ANSWER:
The initial condition gives
Since
Solving for
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ANSWER:
The solution is
Therefore
PARTIAL DIFFERENTIAL EQUATIONS
EXAMPLE:
Solve the problem in example 1 if the initial temperature is
ANSWER: