Partial differential

equations
 Formulation of the problem
• Let’s consider transportation of concentration on the basis of diffusion.
• Mathematical model for this formulation:

Ct   Cxx , x  [0, L], t  0,

2

C ( x, t  0)  f ( x);
C ( x  0, t )  0;
C ( x  L, t )  0.
 Separation of variables
• We use separation of variables to obtain a suitable definition for the
formal solution of partial differential equations. We begin by looking
for functions of the form C(x,t) = X(x)*T(t) that are not identically
zero.

Ctt  XT '
Cxx  X '' T
• After substitution we have

XT '   X '' T
2
 Separation of variables
• After separation we can rewrite our equation as
T' X ''

T X
2

• two sides must equal the same constant; thus,

T' X ''
2
 
aT X
• which is equivalent to

X ''  X  0 and T '  T  0

2
 Separation of variables
• Now we use our boundary conditions for solution of X. Since
C ( x  0, t )  X (0)T (t )  0;
C ( x  L, t )  X ( L)T (t )  0;
• and we don’t want T to be identically zero, X(0) = 0 and X(L) = 0.
Therefore  must be an eigenvalue of

X ''  X  0, X ( x  0)  0, X ( x  L)  0
• and X must be a eigenfunction.
 Eigen value
• Case 1,   0
• Solution of X
x  x
X  C1e  C2 e
• Using boundary conditions X(0) = 0 and X(L) = 0, we get

 C1  C2  0
 L  L
C1e  C2 e 0
• From this system of equations, we can find that our constants are equal
to zero. However, we considered X and T are not zero.
 Eigen value
• Case 2,   0
• Solution of X
X  C1 x  C2
• Using boundary conditions X(0) = 0 and X(L) = 0, we get

 C2  0

C1L  0
• From this system of equations, we can find that our constants are equal
to zero. However, we considered X and T are not zero.
 Eigen value
• Case 3,   0
• Solution of X
X  C1 cos(  x)  C2 sin(  x)
• Using boundary conditions X(0) = 0 and X(L) = 0, we get
 C1  0

C2 sin(  L)  0
• Where we assume that C2 is not equal to zero, it means
n 2
  ( ) , n  1, 2,3...
L
 Eigen value
• Case 3,   0
• so solution of X is n x
X n  C2 sin( )
L
• now we look for solution in form
T' X ''
  
T X
2

• Substituting
n 2
  ( ) , n  1, 2,3...
L
 Separation of variables
• So we get
n 2
T '  ( ) T  0
2

L
• which has the general solution
n 2
 ( ) t
Tn  Cn e L

• where Cn is constant
• Solution of C(x,t)
n 2
n x  ( ) t
Cn ( x, t )  X n ( x)Tn (t )  Cn sin( )e L
L
 Separation of variables
• General solution:
n 2
n x  ( ) t
Cn ( x, t )  X n ( x)Tn (t )  Cn sin( )e L
L
• Let’s add initial conditions at t=0
C   C , x  [0, L], t  0,
t
2
xx

C ( x, t  0)  f ( x);
C ( x  0, t )  0;
C ( x  L, t )  0.
 Separation of variables
• Using first initial condition, we get
n 2
n x  ( ) *0
Cn ( x, t  0)  X n ( x)Tn (0)  Cn sin( )e L
 f ( x)
L
• Using initial condition, we get

n x
Cn sin( )  f ( x)
L
 Separation of variables
• If C1 , C2 , C3 ,..., Cn are constants, more generally solution will be
n 2

n x  (
Cn ( x, t )   Cn sin(
) t
L
)e
n 1 L
• with

n x
f ( x)   Cn sin( )
n 1 L
• Inverse Fourier transform gives
n x
L
Cn   f ( x) sin( )dx
0
L
 Example
• Solve the given PDE

• So we substitute by u=X(x)T(t) and get

• This is equivalent to
 Example
• Now we solve ODE

And get

Substituting λ yields

Which has general solution

 Example
• So our solution is

• Where our constants is

 Exercises
• Find general solution
1)

2)