Engineering Analysis\Partial Differential Equations

A partial differential equation (PDEs) is an equation involving one more partial derivatives of unknown function, call it u that depends on two or more variables, and often time (t) and one or several variables in space. The order of the highest derivative is called the order of PDEs. Only the simplest physical system can be modeled by ODEs, whereas problems in dynamics, elasticity, heat transfer .. etc. require PDEs .Indeed the range of applications of PDEs is enormous, compared to that of ODEs. We say that a PDE is linear if it is of the first degree in the unknown function u and it partial derivatives otherwise we called it non-linear. Also we call a linear PDE homogeneous if each of its terms contains either u or one of its partial derivatives otherwise we call the equation nonhomogeneous.

There are several ways to write a PDEs such as:Let u = f(x, y)

ux +uy u xx + u yy
Examples

, ,

u u + x y 2u 2u + x 2 y 2

, ,

u 2u

2u 2u 1. + 2xy +u =1 x 2 y 2 2u 2u 2. +x + 8u = 5 y x y y 2 2u u 3. + ux =x x 2 y
Because of their widespread applications in engineering, our study of PDEs will focus on linear, second order equations.

Engineering Analysis\Partial Differential Equations

Important second order PDEs.

2 2u 2 u 1. =c t 2 x 2 2 u 2 u 2. =c t x 2 2u 2u 3. + =0 x 2 y 2

One dimensional wave equation One dimensional heat equation Two demensional Laplace equation Two dimensional poison equation Two dimensional wave equation Three dimensional Laplace equation

2u 2u 4. + = f (x , y ) x 2 y 2
2 2u 2 y 2 u 5. =c ( 2 + 2 ) t 2 x y

2u 2u 2u 6. + + =0 x 2 y 2 z 2

Here c is a positive constant, t is time x, y and z are Cartesian coordinates.

Second order PDEs are classified to parabolic, hyperbolic and elliptic From the general form of 2nd order linear PDEs

2u 2u 2u A 2 + 2B +C +D =0 x x y y 2
The above form could be classified to the one of above mentioned types depending on the sign of B2 AC

parabolic hyperbolic elliptic

if if if

B 2 AC = 0 B 2 AC > 0 B 2 AC < 0

Engineering Analysis\Partial Differential Equations

Examples 1. The heat equation

2u u c = x 2 t
2

(c 2 = cons tan t )
t) B2-AC = 0 (c2) (0) = 0

Is parabolic (with y 2. The wave equation

2u 2u c = x 2 t 2
2

(c 2 = cons tan t )
t) B2-AC = 0 (c2) (-1) = c2 > 0

Is hyperbolic (with y 3. The Laplace equation

2u 2u + =0 x 2 y 2
Is elliptic since B2-AC = 0 (1) (1) = -1 < 0

Solution be separating variables

1) One-dimensional wave equation
2 2u 2 u =c t 2 x 2

,c 2 =

The model of vibrating elastic string consists of the one-dimensional wave equation. Boundary conditions\ a. u (0, t) = 0 , b. u (L, t) = 0 for all t

Engineering Analysis\Partial Differential Equations

Initial conditions\ a. u (x, 0) = f(x)

, b. ut (x, 0) = g(x)

,0 x L

u t

= g (x )
x ,0

We have to find a solution for the PDEs satisfying the above conditions. Step 1 By the "method of separating variables" or product method, setting u(x,t) = X. T, we obtain from PDE two ODEs, one for X and other for T.

Where: X = Function of x = X(x) and, T= Function of t = T (t) U(x,t) = X.T Differentiating the above equation with respect to x and t and substituting it in
2 2u 2 u PDEs form ( 2 = c ). t x 2

2u = X .T '' , and t 2 2 2u 2 u and =c t 2 x 2 X .T '' = c 2 .X ''.T T '' X '' = c 2T X

2u = X ''.T x 2

Re arrange it ,

now we separate it

And both must be equal to constant (k)

T '' X '' = =k c 2T X
Multiplying by the denominators gives immediately two ODEs.

Engineering Analysis\Partial Differential Equations

T '' =k c 2T and , X '' =k X

T '' c 2 .k .T = 0

X '' k .X = 0

Now we have three possible values for k: CASE 1 CASE 2 CASE 3 Step 2 Satisfying the boundary conditions to determine the solution for X, T and u(x,t) CASE 1 k = 2 k > 0 k = 2 k < 0 k = -2 k = 0 k= 2=0

T '' c 2 . 2 .T = 0 r 2 c 2 . 2 = 0 and , X '' 2 X = 0 r 2 2 = 0

r = r = c

T = T (t ) = C 1e c t + C 2e c t

X = X (x ) = C 3e x + C 4e x

u (x , t ) = X .T = (C 1e c t + C 2e c t )(C 3e x + C 4e x )
Now we find the value of C1, C2, C3 and C4 u(0,t) = 0

0 = (C 1e c t + C 2e c t )(C 3 + C 4 ) C 3 +C 4 = 0
u(L,t) = 0

C 3 = C 4

Engineering Analysis\Partial Differential Equations

0 = (C 1e c t + C 2e c t )(C 3e L + C 4e L ) C 3e L + C 4e L = 0 C 4e L + C 4e L = 0 C 4 (e L + e L ) = 0 C4 = 0 X = 0 C3 =C4 = 0 u (x , t ) = 0

There are no solutions for CASE 1, try to solve CASE 2 and CASE 3 CASE 2 k = -2

T ''+ c 2 . 2 .T = 0 r 2 + c 2 . 2 = 0 and , X ''+ 2 X = 0 r 2 + 2 = 0 r = i X = X (x ) = A1 cos x + B 1 sin x u (x , t ) = (A cos c t + B sin c t )(A1 cos x + B 1 sin x )
u(0,t) = 0

r = c i

T = T (t ) = A cos c t + B sin c t

0 = (A cos c t + B sin c t )(A1 + 0) A1 = 0 u (x , t ) = (A cos c t + B sin c t )(B 1 sin x ) = (A cos c t + B sin c t )(sin x )
u (L,t) = 0

0 = ( A cos c t + B sin c t )(sin L ) sin L = 0 , L = n

n L

, n = 1, 2,3, 4,5........

Engineering Analysis\Partial Differential Equations

cn cn n t + B sin t )(sin x) L L L cn n cn n u (x , t ) = A cos t .sin x + B sin t .sin x n =1 L L L L u (x , t ) = (A cos

u(x,0) = f(x)

f (x ) = A .1.sin
n =1

f (x ) = A sin
n =1

n x L

n n x + B .0.sin x L L

2L n A = B n = f (x )sin xdx L0 L
u = g (x ) x ,o t u cn cn n cn cn n = A .sin. t .sin x + B. cos t .sin x t n =1 L L L L L L g (x ) = 0 + B .
n =1

cn n .1.sin x L L

cn 2 L n B. = g (x ).sin xdx L L0 L 2 L n B= g (x ).sin xdx cn 0 L

Engineering Analysis\Partial Differential Equations

Example

2u 2u 0< x < =4 2, t 2 x u (0, t ) = u ( ,t ) = 0, t >0 u (x ,0) = x 2 ( x ), u (x ,0) = 0, t

,t > 0

0< x < 0< x <

c2 = 4

c = 2

L = g (x ) = 0

f (x ) = x 2 ( x )

2L n f (x )sin xdx L0 L 2 2 n A = x ( x ).sin xdx A = Bn =

0 2 ( x .sin 0

x 3 .sin

x )dx

2 x 2 x3 x 2 cos nx + sin nx + cos nx + cos nx 2 n2 n3 n = n2 3x 6x 6 sin nx 3 cos nx + 4 sin nx 0 2 n n n 2 (3n 2 x 2 2 n 2 x 6)sin nx + ( n 3 x 3 + n 3 x 2 + 6nx 2 n ) cos nx = n4 2 0 + ( n 3 3 + n 3 3 + 6 n 2 n ) cos n 0 + (2 n ) = n4 n4 2 4 2 cos n + 3 n3 n 4 A = 3 [ 2cos n + 1] n =

Engineering Analysis\Partial Differential Equations

for odd n (1,3,5,....) A= 4 n3

for even n (2, 4, 6,....) A = 12 n3

g (x ) = 0 B = 0
cn n cn n t .sin x + B sin t .sin x n =1 L L L L 2n 2n n n u (x , t ) = A cos t .sin x + 0.sin t .sin x u (x , t ) = A cos
n =1

u (x ,t ) =

4 (2cos n + 1).cos 2nt .sin nx + 0.sin 2nt .sin nx n =1 n3 4 = 3 (2 cos n + 1).cos 2nt .sin nx n =1 n 4 = 3 (2(1) n + 1).cos 2nt .sin nx n =1 n
4 12 cos 2 nt .sin nx cos 2nt .sin nx 3 3 n =1,3,5,.. n n = 2,4,6,.. n

or u (x ,t ) =

2. One- dimensional heat equation

2 u 2 u =c t x 2

B .C . u (0, t ) = 0 u (x ,0) = f (x ) ,u ( L , t ) = 0 0x L for all t