SSCE1793

DIFFERENTIAL EQUATIONS

CHAPTER 5
PARTIAL DIFFERENTIAL
EQUATIONS
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Last update: April 2019

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TABLE OF CONTENTS

Contents Page

5.1 Basic Definition and Terminologies

5.2 Method of Separation of Variables

5.3 Solving Heat Equation using Method of Separation of Variables

5.4 D’ Alembert Method

5.5 Solving Wave Equation using Method of Separation of

Variables

5.6 Solving Laplace Equation using Method of Separation of

Variables
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5.1 BASIC DEFINITION AND TERMINOLOGIES

Partial Differential Equations

Let 𝒖 = 𝒖(𝒙, 𝒚) where 𝒙 and 𝒚 are the independent variables. A PDE is an
equation containing at least one partial derivative of 𝒖.

Notations
Followings are some partial derivatives of 𝑢:

𝜕𝑢 𝜕2𝑢 𝜕𝑢 𝜕2𝑢 𝜕 𝜕𝑢
𝑢𝑥 = , 𝑢𝑥𝑥 = 2 , 𝑢𝑦 = , 𝑢𝑥𝑦 = = ( )
𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦𝜕𝑥 𝜕𝑦 𝜕𝑥

Examples of PDE:
1-Dimensional wave equations:
 2u 2  u
2
= ,  constant
t 2 x 2

1-Dimensional heat equations:

u 2  u
2
= ,  constant
t x 2

2-Dimensional Laplace equations:

 2u  2u
+ =0
x 2 y 2

2-Dimensional Wave equations:

 2u 2 u  2u 
2
=   2 + 2  ,  constant
t 2  x y 

3-Dimensional heat equations:

u 2 u  2u  2u 
2
=  2 + 2 + 2 
t  x y z 
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5.2 METHOD OF SEPARATION OF VARIABLES

Method of separation of variables (MSV) is a well-known method to solve PDE

problems.

For discussion, let’s consider the heat equation:

u 2  u
2
=k (1)
t x 2

The aim is to find the solution, 𝑢(𝑥, 𝑡) where 𝑢 is a function that depends on 𝑥
and 𝑡.

Basic idea of MSV: To seek a solution in the form of:

𝑢(𝑥, 𝑡) = 𝑋(𝑥)𝑇(𝑡) (2)

where 𝑋(𝑥) is some function of 𝑥 and 𝑇(𝑡) in some function of 𝑡.

By separating the variables 𝑥 and 𝑡, we reduced the problem of solving the

PDE to solving the two ODEs:

How it works?

Assume that the PDE have the following solution

𝑢(𝑥, 𝑡) = 𝑋(𝑥)𝑇(𝑡) (3)

Note that
𝑢𝑡 = 𝑋(𝑥) 𝑇 ′(𝑡)
and 𝑢𝑥𝑥 = 𝑋 ′′ (𝑥) 𝑇(𝑡)

Therefore, equation (1) becomes

XT  = k 2 X T (4)
which can be rearranged as followings:

X  1 T 
= 2 (5)
X k T
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Since a function of 𝑡 can equal to a function of 𝑥 only when both functions are
constant, thus,

X  1 T 
= 2 =
X k T
for some constant 𝜆. This leads to two ordinary differential equations
𝑋 ′′ − 𝜆𝑋 = 0 (6)
𝑇 ′ − 𝑘 2 𝜆𝑇 = 0 (7)
Thus, the problem of solving the PDE (1) is now reduced to solving the two
ODEs.

The above steps are the basic steps in the method of separation of variables.
Once the variables are separated, solution process will be proceeded by
applying the boundary conditions and initial conditions.

Exercise:

Reduce the following PDE to two ODEs by separation of variables method.

a) Wave equation:
 2u 2  u
2
= ,  constant
t 2 x 2

b) Laplace equation:
 2u  2u
+ 2 =0
x 2
y
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5.3 SOLVING HEAT EQUATION USING METHOD OF SEPARATION

OF VARIABLES

Heat equation:
𝜕𝑢 2
𝜕2𝑢
=𝛼 , 0 < 𝑥 < 𝐿, 𝑡 > 0
𝜕𝑡 𝜕𝑥 2
Initial condition:
𝑢(𝑥, 0) = 𝑓(𝑥), 0 < 𝑥 < 𝐿.

Types of boundary conditions:

• Zero endpoints:

𝑢(0, 𝑡) = 0, 𝑢(𝐿, 𝑡) = 0, 𝑡 > 0

• Insulated endpoints:

𝑢𝑥 (𝑥, 0) = 0, 𝑢𝑥 (𝐿, 𝑡) = 0, 𝑡 > 0

• Mixed endpoints:

𝑢(𝑥, 0) = 0, 𝑢𝑥 (𝐿, 𝑡) = 0, 𝑡 > 0

Example 1 (zero endpoints):

Use the method of separation of variables to solve the heat equation
𝜕𝑢 𝜕2𝑢
=4 2, 0 < 𝑥 < 1, 𝑡 > 0
𝜕𝑡 𝜕𝑥
subject to the boundary conditions
𝑢(0, 𝑡) = 0, 𝑢(1, 𝑡) = 0, 𝑡>0
and initial condition
𝑥
𝑢(𝑥, 0) = ,0<𝑥<1
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Solutions:

Step 1: Reduce the PDE to ODEs

Step 2: Form the BC’s for the ODEs by applying the given BC’s
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Step 3: Consider all cases of 𝝀

Case 1: 𝝀 = 𝟎

Case 2: 𝝀 > 𝟎. Let 𝝀 = 𝒑𝟐

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Case 3: 𝝀 < 𝟎. Let 𝝀 = −𝒑𝟐

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Step 4: Sum all cases of 𝝀.

Step 5: Apply the initial condition to get the constant/coefficients

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Example 2 (insulated endpoints)

Use the method of separation of variables to solve the heat equation

𝜕𝑢 2
𝜕2𝑢
=𝛼
𝜕𝑡 𝜕𝑥 2
with the boundary conditions

𝑢𝑥 (0, 𝑡) = 0, 𝑢𝑥 (𝐿, 𝑡) = 0, 𝑡>0

and the initial condition

𝑢(𝑥, 0) = 𝑥, 0 < 𝑥 < 𝐿.
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5.4 WAVE FOR INFINITE LENGTH: D’ALEMBERT METHOD

D’Alembert method is used to find the solution to the wave equation for infinite
boundaries, or boundaries that are far away and does not influence the wave
length.

Consider the wave equation:

 2u 2  u
2
=c , −   x  , t  0
t 2 x 2
subject to the boundary conditions:
𝑢(𝑥, 0) = 𝑓(𝑥), 𝑢𝑡 (𝑥, 0) = 𝑔(𝑥), 𝑡 > 0
The solution to the above problem is given by D’Alembert formula:
1 1 𝑥+𝑐𝑡
𝑢(𝑥, 𝑡) = [𝑓(𝑥 + 𝑐𝑡) + 𝑓(𝑥 − 𝑐𝑡)] + ∫ 𝑔(𝑠)𝑑𝑠
2 2𝑐 𝑥−𝑐𝑡

Example 3:

 2u  2u
Solve − =0
t 2 x 2
such that 𝑢(𝑥, 0) = sin 𝜋𝑥,
𝜕𝑢
(𝑥, 0) = 0.5
𝜕𝑡
Solutions:
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Example 4:
Show that the solution to the following wave equation
 2u  2u
=
t 2 x 2
u
u ( x,0) = sin 2 x, ( x,0) = sin x
t
is given by u ( x, t ) = sin 2 x cos2t + sin x sin t

Solutions:
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5.5 SOLVING WAVE EQUATIONS USING METHOD OF

SEPARATION OF VARIABLES

The motion of an elastic string with length L is given by the following wave
equation:
 2u 2  u
2
=c , 0  x  L, t  0
t 2
x 2

with boundary conditions:

u(0, t ) = 0, u( L, t ) = 0
and initial conditions:
u ( x,0) = f ( x), ut ( x,0) = g ( x)

Example 5:
Use method of separation of variables to find the solution of the wave equation
 2u  2u
= 4 2 , 0  x  2, t  0
t 2 x
subject to boundary conditions:
u(0, t ) = 0, u(2, t ) = 0
and initial conditions:
u ( x,0) = 2 − x, ut ( x,0) = 1

Solutions:

Step 1: Reduce the PDE to ODEs

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Step 2: Form the BC’s for the ODEs by applying the given BC’s

Step 3: Consider all cases of 𝝀

Case 1: 𝝀 = 𝟎
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Case 2: 𝝀 > 𝟎. Let 𝝀 = 𝒑𝟐

Case 3: 𝝀 < 𝟎. Let 𝝀 = −𝒑𝟐

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Step 4: Sum all cases of 𝝀.

Step 5: Apply the initial condition to get the constant/coefficients

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5.6 SOLVING LAPLACE’S EQUATIONS USING METHOD OF

SEPARATION OF VARIABLES

The Laplace’s equation is given by:

𝜕2𝑢 𝜕2𝑢
+ = 0, 0 < 𝑥 < 𝑎, 0<𝑦<𝑏
𝜕𝑥 2 𝜕𝑦 2
with subject to certain boundary conditions.
We can see the equation has no dependence on time, just on the spatial
variables 𝑥,𝑦. This means that Laplace’s Equation describes steady state
situations such as:
• steady state temperature distributions
• steady state stress distributions
• steady state potential distributions, etc

Example 6:
A square plate is bounded by 𝑥 = 0, 𝑥 = 𝑎, 𝑦 = 0 and 𝑦 = 𝑎. Apply the
Laplace’s equation
𝜕2𝑢 𝜕2𝑢
+ =0
𝜕𝑥 2 𝜕𝑦 2
to determine the potential distribution 𝑢(𝑥, 𝑦) over the plate, subject to the
following boundary conditions
𝑢(0, 𝑦) = 0, 𝑢(𝑎, 𝑦) = 0, 0<𝑦<𝑎
𝜋𝑥 2𝜋𝑥
𝑢(𝑥, 0) = 0, 𝑢(𝑥, 𝑎) = 𝑢0 (sin + 2 sin ) , 0 < 𝑥 < 𝑎,
𝑎 𝑎
where 𝑢0 is a constant. Also show that the temperature at the center of the
plate is given by:
𝜋
𝑢0 sinh
2
sinh 𝜋
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Solutions:

Step 1: Reduce the PDE to ODEs

Step 2: Form the BC’s for the ODEs by applying the given BC’s
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Step 3: Consider all cases of 𝝀

Case 1: 𝝀 = 𝟎

Case 2: 𝝀 > 𝟎. Let 𝝀 = 𝒑𝟐

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Case 3: 𝝀 < 𝟎. Let 𝝀 = −𝒑𝟐

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Step 4: Sum all cases of 𝝀.

Step 5: Apply the initial condition to get the constant/coefficients

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