Chapter 3

3.9 The Method of Eigenfunction Expansion

We have solved the linear homogeneous PDE by the method of separation of variables.
However this method cannot be used directly to solve nonhomogeneous PDE.
to p s u rfa c e

y
b
b o tto m s u rfa c e
a
x
0
Figure 3.9-1 A thin rectangular plate with insulated top and bottom surfaces
The two-dimensional steady state heat equation for a thin rectangular plate with time
independent heat source shown in Figure 3.9-1 is the Poissons equation
2u 2u

= f(x,y)
x 2 y 2

(3.9-1)

The heat equation for this case has the following boundary conditions
u(0,y) = g1(y),

u(a,y) = g2(y),

0<y<b

u(x,0) = f1(x),

u(x,b) = f2(x),

0<x<a

The original problem with function u is decomposed into two sub-problems with new
functions u1 and u2. The boundary conditions for the sub-problems are shown in Figure 3.9-2.
The function u1 is the solution of Poissons equation with all homogeneous boundary
conditions and the function u2 is the solution to Laplaces equation with all nonhomogeneous boundary conditions. The original function u is related to the new functions by
u = u1 + u2
The function u2 is already evaluated in section 3.8 where
u2(x,y) =

n 1

n
n

x sinh
(b y ) +
a
a

Ansin

n 1

n
n
x sinh
y
a
a

Bnsin

n 1

n
n

y sinh
(a x) +

b
b

n 1

n
n
y sinh
x
b
b

Dnsin

57

Cnsin

To complete the solution of the Poissons equation for the problem in Figure 3.9-1, we only
need to treat Poissons equation with zero boundary condition shown in Figure 3.9-2.

to p s u rfa c e

u = f2(x )

u = g 1(y )

u = f( x ,y )

u = g 2(y )

u = f1(x )

b o tto m s u rfa c e

u 1= 0
2

u 1= 0

u 2= f2(x )

u 1= f(x ,y )

u 2= g 1(y )

u 1= 0

u 2= 0

u 2= g 2(y )

u 1= 0
u 2= f1(x )
Figure 3.9-2 A thin rectangular plate with all non-homogeneous boundary conditions.

2 u1 2 u1

= f(x,y)
x 2
y 2

(3.9-2)

The Poissons equation for this case has the following boundary conditions
u(0,y) = 0,

u(a,y) = 0,

0<y<b

u(x,0) = 0,

u(x,b) = 0,

0<x<a

Since the solution in any direction x or y with homogenous solution is the sin function, we try
the following function that satisfies the zero boundary conditions
u1(x,y) =

n 1

m 1

m
n
x sin
y
a
b

Emnsin

(3.9-3)

The constants Emn are to be determined by substituting (3.9-3) into the equation (3.9-2)

2 u1
=
x 2

2 u1
=
y 2

n 1

m 1

n 1

m 1

Emn

Emn

m
n
x sin
y
a
b

sin

m
n
x sin
y
a
b

sin
58

n 1

m 1

m 2 n 2
m
n
x sin
y = f(x,y)
Emn a b sin

a
b

(3.9-4)

Equation (3.9-4) is a double Fourier sine series expansion of f(x,y), therefore

4

Emn = ab
mn
In this equation mn =

f ( x, y ) sin(

m
n
x) sin(
y)dxdy
a
b

n

b

Example 3.9-1. ---------------------------------------------------------------------------------Solve the following equation in a 11 square (0 < x < 1, 0 < y < 1)
2u 2u

=u+3
x 2 y 2

with the following boundary conditions

u(0,y) = 0,

u(1,y) = 0,

0<y<1

u(x,0) = 0,

u(x,1) = 0,

0<x<1

Solution -----------------------------------------------------------------------------------------We assume a trial function of the form

u(x,y) =

n 1

m 1

m
n
x sin
y
a
b

Emnsin

Since a = 1 and b = 1, we have

u(x,y) =

n 1

m 1

Emnsin(mx) sin(ny)

Substituting the trial function and its second derivative into the original PDE yields

n 1

m 1

Emnmn sin(mx) sin(ny) =

n 1

m 1

Emnsin(mx) sin(ny) + 3

In this equation mn = 2(m2 + n2). Rearranging the equation yields

n 1

m 1

Emn( 1 mn)sin(mx) sin(ny) = 3

59

Therefore
1

Emn( 1 mn) = 4 0

3
0

sin(mx) sin(ny)dxdy

Evaluating the integral and then solving for Emn, we obtain

12
1
m
n
Emn = 1
2 ((1) 1)((1) 1)
mn mn
48
1
Emn = 0 if m = even or n = even, otherwise Emn = 1
2 .
mn mn

A Matlab program is listed in Table 3.9-1 to plot u(x,y,) as shown in Figure 3.9-3.
__________ Table 3.9-1 Matlab program to plot u(x,

% Eigenfunction expansion method

%
[X,Y]=meshgrid(0:.02:1);
n1=length(X);
uxy=zeros(n1,n1);
t=1;pi2=pi*pi;
for n=0:4
for m=0:4
np=2*n+1;mp=2*m+1;
lamda=(np*np+mp*mp)*pi2;
Emn=1/(np*mp*(1+lamda));
uxy=sin(np*pi*X).*sin(mp*pi*Y)*Emn+uxy;
end
end
uxy=-48*uxy/(pi2);
mesh(X,Y,uxy)

60

y) ___________

-0.05

-0.1
-0.15

-0.2

-0.25
1
0.8
0.6
0.4
0.2
0

0.2

0.4

0.6

0.8

Figure 3.9-3 The solution surface for 2u = u + 3 over a unit square.

Equation (2u = u + 3) can also be solved using pdetool with the following PDE
specification.

The results from Matlab are shown in Figure 3.9-4.

61

Color: u Height: u

0
-0.02

-0.04

-0.05

-0.06
-0.08

-0.1

-0.1

-0.15

-0.12
-0.2
-0.14
-0.25
1

-0.16
0.8
0.6
0.4
0.2
0

0.2

0.4

0.6

0.8

Figure 3.9-4 Matlab solution for 2u = u + 3 over a unit square.

62

-0.18
-0.2