Partial Differential Equations

Heat Equation
Wave Equation
Laplace Equation
Dr. Ahmed Sayed AbdelSamea
Giza, Egypt, Fall 2015
aabdelsamea@zewailcity.edu.eg

Introduction
Linearity
A linear operator satisfies (for any two functions and ):
( + ) = ( ) + ( )
where and are arbitrary constants.

Any linear combination of linear operators is a linear operator.

A linear equation for is given in the form = , where is
known.

Example: , and

are linear operators.

Notes: For Linear PDEs, the dependent variable and its partial
derivatives appear only to the first power.

Introduction
Homogeneity
For = , if = , it becomes = and it is called linear
homogenous equation.

Example:

= is a linear homogenous PDE.

Superposition Principle
If , , , are solutions to a linear homogenous PDE, then

= + + + =

where , = , , , are arbitrary constants, is also a solution.

The Heat Equation

Derivation of the Heat Equation includes:
Thermal energy density.
Conservation of heat energy.
Heat flux and heat sources.

Fouriers law of heat conduction.

Ficks law of diffusion.
Consider the model of heat flow through a thin insulated wire
whose ends are kept at fixed temperature and its initial
temperature distribution is given.

The Heat Equation

The Heat Equation (Initial-Boundary Value Problem):

(, )
= +
,

< < ,

ICs:

, = ,

< <

BCs:

, = , , =

>

The Heat Equation

, is the temperature at a point and a time of a thin wire
of length ,
is the thermal diffusivity ( = /).
is the thermal conductivity.
is the specific heat capacity.
is the mass density of the wire material.

(, ) is the internal heat source within material.

is the initial temperature distribution along the wire.
and are the temperatures at = and = respectively.

The Heat Equation

Initial Conditions , = ,

< <

where is the temperature at each point along the wire at the

initial time.
Boundary Conditions
Dirichlet Conditions: (Fixed BCs) , = , , = .
Neumann Conditions: (Insulated BCs) , = , = .

Robin Conditions: (Poorly Insulated BCs)

, = , ,

>

, = , ,

>

where is the outside temperature.

Heat Equation with Fixed BCs

Consider the heat equation without source of heat (linear
homogenous PDE with linear homogenous BCs):

= ,
< < ,
>

ICs:
, = , < <
BCs:
, = , = > (Dirichlet BC)
Using Separation of Variables method, let , = ():
() ()
=
= ,
()
()
ICs:

, = (),

< <

BCs:

= = ,

>

Heat Equation with Fixed BCs

+ = =
+ = , = = (Sturm-Liouville problem)

: =
,
( > )

: = ,
= , , ,

Then

, =

( )

( )

, =
=

( )

Separation of Variables, Eigenvalues and Eigenfunctions

Heat Equation with Fixed BCs

Example Find the solution to the heat flow problem:

= ,
< < ,
>

, = , = ; > ,
, = ,
< < .

Solution
By comparison, we get = = , then

( )
, =

, =
=

= , =

Heat Equation with Fixed BCs

Solution
By comparison, we get = = , then

( )
, =

, =
=

= , =

()
()
, =
+

, = .

Heat Equation with Fixed BCs

Example Find the solution to the heat flow problem:

= ,
< < ,
>

, = , = > ,
, = ,
< < .

Solution

, =
=

( )

The Fourier sine series for ,

, =

=
cos

Heat Equation with Fixed BCs

Solution

/
=
cos =

, =
sin
+ sin
+ sin
+

, =

, =

\ sin

\ sin

Heat Equation with Fixed BCs

Heat Equation with Fixed BCs

Example Find the solution to the heat flow problem:

= ,
< < ,
>

, = , = > ,

/
, =
/

Solution
By comparison, we get = = ,
The Fourier sine series for ,

, =
, =
sin( )

, =
sin sin +
sin

Heat Equation with Fixed BCs

Solution
By comparison, we get = = , then

( )
, =

, =

, =
sin
sin +

sin

Heat Equation with Fixed BCs

Heat Equation with Insulated BCs

Consider the heat equation without source of heat (linear
homogenous PDE with linear homogenous BCs):

= ,
< < ,
>

ICs:
, = , < <
BCs:
, = , = > (Neumann BC)
Using Separation of Variables method, let , = () :
() ()
=
= ,
()
()
ICs:

, = (),

< <

BCs:

= = ,

>

Heat Equation with Insulated BCs

+ = =

+ = , = = (Sturm-Liouville Prob.)

: =
, ( )

: = ,
= , , , ,

Then

( )

( )
, =

( )
, = +

Heat Equation for thin circular wire

Consider the heat equation for thin circular wire with lateral
insulated side (assume the length is and is the arc length):

= ,
< < ,
>

ICs:
, = , < <
BCs:

, = ,

>

, = ,
The solution can be given by:

, = +
=

( )

( )

The Wave Equation

The Wave Equation (Initial-Boundary Value Problem):
= ,
< < ,
>
ICs:

, = , , = ()

BCs:

, = , , = >

The Wave Equation

, the displacement (deflection) of a string or a wire that is
stretched between two fixed points (Violin, guitar, cello,) .
is a positive constant and depends on the linear density and
the tension of the string ( = /).
The BCs: , = , = , reflect the fact that the string
is fixed at = and = .
The ICs represents the initial displacement , = and
the initial velocity , = () of the string.
Note that = = and = = .

Separation of Variables for the Wave Equation

Using Separation of Variables method, let , = ():
()
()
=
= ,

()
()
+ = + =
+ = , = = (Sturm-Liouville problem)

=
=
,
= , , ,

+
=

=
+

Separation of Variables for the Wave Equation

, =
+

The formal solution of the Wave Equation is given by:

, =
=

where

() sin
, : , =

() sin
, : , = .

Separation of Variables for the Wave Equation

Notes
The solutions are periodic in time with frequency =

are

called standing waves or normal modes.

All of these frequencies are integer multiple of the fundamental
frequency =

and for > are called harmonics. The

larger the frequency, the higher the pitch of the sound produced.

The blend of fundamental frequency with higher harmonics

gives the pleasing sound of the vibrating string.

Separation of Variables for the Wave Equation

Standing waves
The normal mode (harmonic) composed of the product:

where =

+ and = tan ( / ) .

These are

standing wave travels with time-varying amplitude.

The points in (, ) for which / = , correspond to
points on a standing wave where there is no motion are called
nodes.

Separation of Variables for the Wave Equation

Standing waves

Separation of Variables for the Wave Equation

Traveling Waves
Every standing wave can be decomposed into two traveling waves.
For example, if we consider the term:

= cos
( ) cos
( + )

This is called DAlemberts solution and can be reached by

substituting = + and = into the wave equation
(, ) = (, ).
The DAlemberts solution can be written as
, = + + ( )

Separation of Variables for the Wave Equation

Example
Suppose that the string is stretched and fixed at = and = .
the string is plucked in the middle which means that its shape is

/
described by =
. At = the string is
/
released with initial velocity = . Find the displacement of
the spring , assuming that = . /.

Solution
By comparison, we get = . = , then

, =

= =

Separation of Variables for the Wave Equation

Solution

sin +

, =

() sin

( ) sin =
sin( )

.
=

sin . sin . +
sin . +