Review:'Second'Order'Linear'Homogenous'DE'

with'Constant'Coecients'
Consider'a'second'order'ODE'
'
y''+ a1 y'+ a0 y = 0;
'
Corresponding'characteris=c'equa=on'
'
2
+ a1 + a0 = 0
'
Which'can'be'factored'to'
'
( ) ( ) = 0
y''+

The'General'Solu=on'
Case'1:'1'and'2'are'both'real'and'dis=nct'
'
y = c1e x + c2 e x
Case'1.1:'if'2'=I'1'
'
y = k1 cosh 1 x + k2 sinh 1 x
Case'2:'1=a+ib'2=aIib'
(a+ib) x
(aib) x
y
=
d
e
+
d
e
'
1
2
y = c1e ax cosbx + c2 e ax sin bx
'
Case'3:'if'1'='2'
1

'

'
'

y = c1e 1x + c2 xe 1x

Par=al'Dieren=al'Equa=ons'
Rectangular'coordinates'in'ordinary'space'
Laplaces'equa=on:'' xV + yV + zV = 0
Can'also'be'expressed'in'other'coordinate'
system'
2

Cylindrical'
'
Spherical'

'

x = r cos y = r sin z = z
2V 1 V 1 2V 2V
+
+
+
=0
r 2 r r r 2 z 2
x = sin cos y = sin sin z = cos
2V 2 V 1 2V cot V csc 2 2V
+
+ 2 2+ 2
+ 2
=0
2
2

Recall:'Par=al'Dieren=al'Equa=ons''
2

u
u
u
A 2 +B
+C 2 + D = 0
x
xy
y
2

Parabolic

Elliptic

Hyperbolic

B 4AC = 0
B 4AC < 0
B 4AC > 0

Method'of'Separa=on'of'Variables'
Consider'the'equa=on''
2
h'I'constant'
2 u
2 u
=c
'
2
t
x 2
We'need'to'nd'a'solu=on.'Func=on'u'is'a'
product'of'x'and't'alone.'
u = T (t ) X ( x )
'
Subs=tu=ng'it'to'the'equa=on,'we'get'
2
!!
T
t
X
x
=
c
( ) ( ) T (t ) X '' ( x )
'
T!! (t )
X '' ( x )
Separate'the'variables' T (t ) = c X ( x)
k''arbitrary'constant'
'
T!! (t )
X '' ( x )
= k; c
=k
2

T (t )

X ( x)

Consider'the'following'cases'i.'k'='0;'ii.'k>0;'iii.'k<0'
T!! (t ) = 0;
X '' ( x ) = 0
i. Case'k='0'
General'Solu=on:' ' 'T(t) = A+Bt;
X(x) = C+Dx
General'PDE'solu=on: 'u(x,t)= A + Bt + C + Dx
2

! $
2
!!
X '' ( x ) = # & X ( x )
ii.' 'Case'k'>'0' '! 'k=2>0' T (t ) = T (t );
"c%

t
(

/c)x
-(

/c)x
General'Solu=on:' 'T(t) = e ; e
X(x) = e
;e
General'PDE'solu=on: 'u(x,t)= e(t+x/c)x; e-(t+x/c);
e(t-x/c)x; e-(t-x/c)
2
'
"
%

!! (t ) = 2T (t );
2
T
X '' ( x ) = $ ' X ( x )
iii. Case'k'<'0 '! 'k=I <0'
#c&
General'Solu=on:' ' 'T(t) = cos(t); sin(t)
X(x) = cos(/c)t; sin(/c)t
General'PDE'solu=on: ''
u(x,t)= cos(t) cos(/c)t; sin(t) cos(/c)t;
cos(t) sin(/c)t; in(t) cos(/c)t'
'

Diusion'Equa=on'

Diusion'Equa=on'(Parabolic)'
Consider'a's=ll'liquid'in'a'long'pipe'of'constant'
cross'sec=onal'area.'Dye'is'placed'along'the'cross'
sec=onal'area'and'is'allowed'to'diuse.'
Let'u(x,t) be'the'concentra=on'of'the'dye'at'
posi=on'x.'
Mass'of'dye,'M= u(x,t)x
Ficks'law'of'Diusion,'J=-Dux
Time'Rate'of'Change:'
dM
'
= J ( x , t ) J ( x , t ); u ( x, t ) x = D (u ( x , t ) u ( x , t ))
dt
Diusion'Equa=on:''
ut = Duxx
1

Conduc=on'of'Heat'
Thermal'Energy'is'transferred'from'warmer'to'
cooler'regions.'!'ow'of'heat'
Flux'and'Thermal'Conduc=vity'
'P0''a'point'in'the'body'(x0,'y0,'z0)'
'S''a'smooth'surface'
'n''unit'vector'normal'to'S'
'u(x,y,z,t)''temperature'
'K''thermal'conduc=vity'
''I'ux'

Fouriers'Law''mathema=cal'theory'of'
heat'conduc=on'that'states'that'the'
magnitude'of'the'ux'is'propor=onal'to'
the'magnitude'of'the'direc=onal'
deriva=ve.'

du
= K
dn

 Specic'Heat,'''the'quan=ty'of'heat'required'to'
raise'the'temperature'of'a'unit'mass'of'the'
material'to'one'unit'on'the'temperature'scale.''
Heat'only'ows'parallel'to'xIaxis''
'I'Temperature'only'depends'on'x'and't'
'I'assume'that'heat'is'neither'generated'or'lost'
'
Quan=ty'of'Heat'entering'the'body'per'unit'=me'
'
(xyz ) u ( x, t )
(1)
Net'quan=ty'of'heat'in'the'body'
( x, t ) yz ( x + x, t ) yz ( 2 )
'
Expressed'in'Fouriers'Law'
k #$u ( x + x, t ) u ( x, t )%& yz (3)
'
Equa=ng'(1)'and'(3),'taking'limits'
$%u ( x + x, t ) u ( x, t )&'
'
K
u =
lim
( 4)

x
'
t

One'Dimensional'Heat'Equa=on'

ut = cuxx ( x, t );

c=

x0

K
uxx ( x, t )

Applica=on:'Conduc=on'of'Heat'in'a'Slab'
2
2
2 %
"
u

u
Heat'Equa=on:'
2
=c $ 2 + 2 + 2'
t
# x y z &
'

where'
' '
' '
' '
'

' 'u'='temperature'
'x,y,z'='rectangular'space'coordinates'
''''''t'='=me'coordinate'
' 'c2'='thermal'diusivity''
K
2
c =

K= thermal conductivity

= specific heat
= density

Boundary'Condi=ons'
1. Temperature'is'independent'of'the'two'other'
space'variable'(y'and'z)'
2. Temperature'will'only'be'a'func=on'of'x'and't'
3. At'ini=al'=me'(t=0),'temperature'of'the'slab'
is'a'func=on'of'f(x)'!'func=on'of'x'alone.'
4. All'surfaces'x=0,'x=L'be'kept'at'zero'
temperature'for'all't>0'

Solu=on'to'the'Diusion'Equa=onI'Heat'
(Homogenous'Boundary'Condi=on)'
2 %
"
u

u
2
Diusion'equa=on:'' = c $ 2 ',
t
# x &

0 x L, t > 0

'
0xL
Ini=al'condi=on:'' u ( x, 0) = f ( x ),
'
Boundary'Condi=on:' u ( 0, t ) = 0, u ( L, t ) = 0, t > 0
' Steps:'
1. Using'the'method'of'separa=on'of'variables,'we'obtain'two'ODEs'
' 2. Determine'the'solu=on'of'these'ODEs'that'sa=sfy'the'boundary'
3.
'

condi=ons'
Using'Fourier'Series,'compose'the'solu=ons'found'on'step'2'to'obtain'a'
solu=on'of'the'PDE'that'sa=ses'the'boundary'condi=ons'

(1)'Separa=on'of'Variables'
Consider'the'oneIdimensional'heat'equa=on'
2
u
2 u
=k
t
x 2

Assume'solu=on'of'the'form'
2 u
u(x, t) = X(x)T (t) !!

= X "T
x 2

u
= XT!
t

subs=tu=on'into'the'heat'equa=on'we'obtain'
1 T X "
2

XT = c X "T !!
2 =
c T X
LHS' is' independent' of' x' and' RHS' is'
independent'of't'and'both'sides'side'must'be'
a' constant' since' changing' x' or' t' would' only'
aect'one'side'
1 T X "
= c 2 T X " = X Two'ODEs'
=
=

!
!

T
c2 T X
(12a)'
(12b)'

(2)'Sa=sfy'the'Boundary'Condi=ons'
The'boundary'condi=ons'(5)'can'be'rewrilen'as'
u(0, t) = X(0)T (t) = 0 !!
X(0) = 0
u(L, t) = X(L)T (t) = 0 !!
X(L) = 0

Suppose''>'0,'we'can'write'=2,'>0'
X = X !!
X = Ae x + Be x

A = 0 B = 0 !!
X = 0 !!
u = XT = 0

Suppose''='0,'we'can'write'=2,'=0'
X = 0 !!
X = ax + b

a = 0 b = 0 !!
X = 0 !!
u = XT = 0

(2)'Sa=sfy'the'Boundary'Condi=ons'
Suppose''<'0,'we'can'write'=I2,'>0'
X = X ""
X = A cos x + Bsin x

A = 0 0 = Bsin L

B'='0'(trivial'solu=on)'

n
L
Semng'B'='1,'we'obtain'innitely'many'solu=ons'X(x)'='Xn(x),'where'
n x
X = sin
L
We'now'solve'(12a)'
T = c 2 T T + c 2 n2T = 0
2 2
n
T = Bn*ec n t n =
L
Therefore'the'solu=on'for'u(x,t)'is,'

n x
* c 2 n2t
u(x, t) = un (x, t) = Bn e
sin
(13)'
L
n=1
n=1
sin L = 0 !!
L = n !!
=

(3)'Get'Bn*'from'Fourier'Series'
Eqn'(13)'must'sa=sfy'the'ini=al'condi=on'(6).''

From'(6),'

un (x, 0) = Bn* sin

n=1

n x
= f (x)
L

Using'Fourier'Series'Expansion'
2
B =
L
*
n

f (x)sin

n x
dx
L

(14)'

Example'1:'Triangular'Ini=al'
Temperature'
Find'the'temperature'in'a'laterally'insulated'bar'
of'length'L'whose'ends'are'kept'at''temperature'
0C'assuming'that'the'ini=al'temperature'is''
"
$
f (x) = #
$
%

x if
L x if

0< x< L/2

L/2< x< L

Solu=on'
From'(14)'we'get'
2#
n x
'
B = % x sin
dx +
L$
L
Integra=on'gives,'
'
4L
B =
(n = 1, 5, 9,...) and B
n
'
Hence'the'solu=on'is'
*
n

*
n

L/2

L/2

*
n

(L x)sin

4L
n 2 2

n x &
dx (
'
L

(n = 3, 7,11,...)

+
" c 2 2 % 1
" 9c 2 2 %
4L ( x
3 x
u(x, t) = 2 *sin
exp $
t ' sin
exp $
t ' + ... )
L
L
L &
# L & 9
#
,

Solu=on'

Decrease' of' temeperature'

with'=me't'with'L'=''and'c='1'

Homework'
Determine'the'solu=on'to'the'following'second'order'dieren=al'equa=ons'
'
' 1. y'' 5y = 0 (2 possible solutions)
'
2. !!
y 6 y! + 25y = 0
'
'
d2y
dy
8 +16y = 0
' 3.
2
dt
dt
'
' 4. y'' = 0
'
x + 4 x! + 4x = 0
' 5. !!
Find'the'temperature'u(x,t)'at'any'=me'in'a'metal'rod'50'cm'long,'insulated'on'the'
sides,'which'ini=ally'has'a'uniform'temperature'of'200C'throughout,'and'whose'ends'
are'maintained'at'00C'for'all't$>'0.''
The'temperature'in'the'rod'sa=ses'the'heat'conduc=on'problem'with'L=50'cm'and'
f(x)=20'for'0<x<50.''
'
'

Supplement:'Linear'Equa=ons'
A'linear'equa=on'sa=ses'L[au+bv]=aL[u]+bL[v]'
Example:'' 4u 4u 6u + u = 0
xx

xy

yy

L [ au + bv ] = 4 [ auxx + bvxx ] 4 "#auxy + bvxy $% 6 "#auyy + bvyy $% + [ aux + bvx ]

( aL [u] + bL [ v ] = a4uxx a4uxy a6uyy + aux + b4uxx b4uxy b6uyy + bux )

L [ au + bv ] aL [u] + bL [ v ] = 0