02 PDE Rect PDF

Boundary-value Problems in Rectangular
Coordinates
Y. K. Goh
2009
Y. K. Goh
Boundary-value Problems in Rectangular Coordinates
Outline
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Separation of Variables: Heat Equation on a Slab

Separation of Variables: Vibrating String
Separation of Variables: Laplace Equation
Review on Boundary Conditions
Dirichlets Problems
Neumanns Problems
Robins Problems(Optional)
2D Heat Equation
2D Wave Equation
Y. K. Goh
Separation of Variables
Separation of Variables
Y. K. Goh
One Dimensional Heat Equation (Heat Conduction

on a Slab)
Problem:
Consider a unifrom slab (or rod or bar) of length L with
insulated lateral surface. Let the internal temperature
distribution on the slab be u(x, t) at point x and time t. Given
that at time t = the temperature distribution of the slab is
f (x), and given that both ends on the slab are held at zero
constant temperature.
Find the subsequent temperature distribution u(x, t) for
0 < x < L and t > 0 on the slab. (Of course, from our
experience we know that u 0 as t , and our solution
for u(x, t) should also capture this observation.)
Y. K. Goh
Boundary-value Problem
1D Heat Equation:
u
2u
= c2 2 ,
t
x
0 < x < L,
t > 0;
(1)
Boundary Conditions (Zero temperature at both ends):

u(0, t) = 0 and u(L, t) = 0,
t > 0;
(2)
Initial condition (Initial temperature distribution f (x)):

u(x, 0) = f (x),
Y. K. Goh
0 < x < L.
(3)
Separation of variables
Let u(x, t) = X(x)T (t), differentiate & subsitute into Eq.(1):
T
X 00
=
= k,
c2 T
X
Which gives a set of two ODEs:
X 00 kX = 0,
T kc2 T = 0.
(4)
(5)
Now, the boundary condition becomes

u(0, t) = X(0)T (t) = 0
u(L, t) = X(L)T (t) = 0
Y. K. Goh
=
=
X(0) = 0 t > 0, (6)

X(L) = 0 t > 0. (7)
There are three possible cases for the eigenvalue k:

I k = b2 > 0
I
I
I
k=0
I
I
I
X(x) = c1 cosh bx + c2 sinh bx,

X(0) = X(L) = 0 = c1 = c2 = 0
trivial solution
X(x) = c1 x + c2
X(0) = X(L) = 0 = c1 = c2 = 0
trivial solution
k = 2 < 0
I
I
I
I
X(x) = c1 cos x + c2 sin x

X(0) = 0 = c1 = 0
X(L) = 0 = = n = n
L , n = 1, 2, . . .
c2 is arbitrary, and set c2 to 1.
Y. K. Goh
Thus, a non-trivial solution for Eq.(4) is

n
I X(x) = Xn (x) = sin
x, n = 1, 2, . . . .
L
By using k = 2 , solve Eq.(5) T (t),
2
T (t) = Tn (t) = bn en t , n = 1, 2, . . . ,
cn
I where n =
.
L
Combining Xn (x) and Tn (t), we get a solution for Eq.(1) and
the solution satisfies the Boundary Conditions Eq.(2)
I
un (x, t) = Xn (x)Tn (t) = bn en t sin
Y. K. Goh
n
x, n = 1, 2, . . . , (8)
L
Principle of Superposition
Theorem
If and are solutions to a linear differential equation and
satisfy a linear boundary condition, then the linear
combination u = c1 + c2 is also a solution and satisfies the
same boundary condition. Here c1 and c2 are constants.
Since u1 (x, t), u2 (x, t), . . . are satisfying the 1D Heat equation
and the zero temperature boundary conditions. Thus, a
general solution is the superposition of all these un (x, t):
u(x, t) =
X
n=1
Y. K. Goh
bn en t sin
n
x.
L
(9)
Half-range Fourier Series
Applying initial condition
X
n
u(x, 0) =
bn sin
x = f (x), 0 < x < L,
L
k=1
Z
2 L
n
= bn =
f (x) sin
x dx, n = 1, 2, . . .
L 0
L
Y. K. Goh
Summary
I
Boundary-value problems
2u
u
= c2 2 , 0 < x < L, t > 0;
t
t
u(0, t) = 0 and u(L, t) = 0, t > 0;
u(x, 0) = f (x),
0 < x < L.
General solution
u(x, t) =
bn en t sin
n=1
bn =
2
L
Y. K. Goh
f (x) sin
0
n
x,
L
nx
dx.
L
n =
cn
;
L
Sumarry for Method of Separation of Variables

1. Decompose u into products of functions of one variable.
2. Decompose the PDE into a set of ODEs.
3. Identify boundary conditions and the corresponding
Sturm-Liouville problems.
4. Solve the Sturm-Liouville problems and obtain the
corresponding eigenvalues.
5. Apply principle of superposition to obtain the
eigenfucntion expansion of a general solution.
6. Use the initial conditions to obtain generalized Fourier
coefficients of the eigenfunction expansion.
Y. K. Goh
Example
Given that a homogeneous rod of lenght L = is

properly insulated except at both ends. Suppose that
both ends of the rod are kept at a constant temperature
of zero degree Celsius. Find the temperature distribution
in the rod u(x, t) for t > 0 if given that the entire rod is
initially at a temperature of 100 degree Celsius.
Y. K. Goh
One Dimensional Wave Equation (Vibrating String)

Problem:
Consider a stretched string of length L with both ends
fastened on the x-axis. Suppose that the string is plucked
from its equilibrium position and release at time t = 0.
Assuming that the amplitude of the vibration at time t 0
and position x is u(x, t). Suppose that the initial shape of the
string is u(x, 0) = f (x) and the initial velocity at each point
on the string is du
(x, 0) = g(x).
dx
Find the subsequent motion of the string u(x, t) for
0 < x < L and t > 0.
Y. K. Goh
1D Wave Equation:
2
2u
2 u
=
c
,
t2
t2
0 < x < L, t > 0;
(10)
Boundary Conditions (fixed end points):

u(0, t) = 0 and u(L, t) = 0,
t > 0;
(11)
Initial Conditions (initial displacement and initial velocity):

u(x, 0) = f (x) and
u
(x, 0) = g(x),
t
Y. K. Goh
0 < x < L.
(12)
Separation of variables
Let u(x, t) = X(x)T (t), differentiate and subsitute into
Eq. 10:
T
X 00
=
= k,
c2 T
X
Which gives a set of two ODEs:
X 00 kX = 0,
T kc2 T = 0.
(13)
(14)
Now, the boundary condition becomes

u(0, t) = X(0)T (t) = 0
u(L, t) = X(L)T (t) = 0
Y. K. Goh
=
=
X(0) = 0 t > 0, (15)

X(L) = 0 t > 0.(16)
There are three possible cases for the constant k:

I k = b2 > 0 (trivial solution)
X(x) = c1 cosh bx + c2 sinh bx,
X(0) = X(L) = 0 = c1 = c2 = 0.
I
k = 0 (trivial solution)
X(x) = c1 x + c2 ,
X(0) = X(L) = 0 = c1 = c2 = 0.
k = 2 < 0 (non-trivial solution)

X(x) = c1 cos x + c2 sin x,
X(0) = 0 = c1 = 0
n
, n = 1, 2, . . .
X(L) = 0 = = n =
L
Y. K. Goh
A non-trivial solution for Eq. (13) is

n
I X(x) = Xn (x) = c2 sin
x, n = 1, 2, . . . , with c2 is
L
arbitrary, and let say set c2 = 1.
By using k = 2 , solve Eq. (14) and get
I T (t) = Tn (t) = bn cos n t + b sin n t, n = 1, 2, . . . ,
n
cn
I Here n =
.
L
Combining Xn (x) and Tn (t), we get a solution for Eq. (10)
and also satisfies the Boundary Conditions Eqs. (11)
un (x, t) = Xn (x)Tn (t) = sin
Y. K. Goh
n
(bn cos n t+bn sin n t), n = 1, 2, . . .
L
(17)
Principle of Superposition
Theorem
If and are solutions to a linear differential equation and
satisfy a linear boundary condition, then the linear
combination u = c1 + c2 is also a solution and satisfies the
same boundary condition. Here c1 and c2 are constants.
Since u1 (x, t), u2 (x, t), . . . are satisfying the 1D wave equation
and the fixed ends boundary conditions. Thus, a general
solution is the superposition of all these un (x, t):
u(x, t) =
sin
n=1
Y. K. Goh
n
(bn cos n t + bn sin n t).
L
(18)
Half-range Fourier Series

I
X
n
u(x, 0) =
bn sin
x = f (x), 0 < x < L,
L
k=1
Z
2 L
n
= bn =
f (x) sin
x dx, n = 1, 2, . . .
L 0
L
X
n
u
(x, 0) =
n bn sin
x = g(x), 0 < x < L,
t
L
k=1
Z
2 L
n
= n bn =
g(x) sin
x dx, n = 1, 2, . . .
L 0
L
Y. K. Goh
Summary
I
2
2u
2 u
=
c
, 0 < x < L, t > 0;
t2
t2
u(0, t) = 0 and u(L, t) = 0, t > 0;
u
(x, 0) = g(x), 0 < x < L.
u(x, 0) = f (x) and
t
General solution
bn
cn
n
(bn cos n t + bn sin n t), n =
;
L
L
n=1
Z
Z L
2 L
nx
2
nx
=
f (x) sin
dx, bn =
g(x) sin
dx.
L 0
L
n L 0
L
u(x, t) =
sin
Y. K. Goh
Sumarry for Method of Separation of Variables

4. Solve the Sturm-Liouville problems and obtain the
5. Apply principle of superposition to obtain the
6. Use the initial conditions to obtain generalized Fourier
coefficients of the eigenfunction expansion.
Y. K. Goh
Examples
1. Let say a string with length L = 1 is fixed at two ends.
m
The initial displacement of the string is f (x) = sin
x
L
and with zero initial velocity. Find u(x, t).
2. Same as the previous example, but
(
3
x,
0 x 31 ;
f (x) = 10
3(1x)
, 13 x 1.
10
3. Now, assume that the initial displacement is 0, but the
the initial velocity is g(x) = x cos x, given that L = 1 and
c = 1. Find u(x, t).
Y. K. Goh
DAlemberts Method (Optional)

I
2
2u
2 u
=
c
, 0 < x < L, t > 0;
t2
t2
u(0, t) = 0 and u(L, t) = 0, t;
u
(x, 0) = g(x), 0 < x < L.
u(x, 0) = f (x) and
t
DAlembert solution
1
1
u(x, t) = [f (xct)+f (x+ct)]+
2
2c
x+ct
xct
where f and g are odd extension of f and g.

Y. K. Goh
g (s) ds, (19)
Examples (Optional)
x and g(x) = 0, find the solution
1. Let say f (x) = sin m
L
for the 1D wave equation.
2. Same as the previous example, but L = 1, c = 1 ,
g(x) = 0, and
(
3
x,
0 x 31 ;
f (x) = 10
3(1x)
, 13 x 1.
10
3. Now, let say L = 1, c = 1, f (x) = 0,
g(x) = x, 0 < x < 1. Find the solution.
Y. K. Goh
Two Dimensional Laplace Equation

Problem:
Consider a rectangle slab of length a and width b, assuming
that it is properly insulated from top and bottom of the
surfaces. The internal temperature distribution
u(x, y, t), 0 < x < a, 0 < y < b, t > 0 in the slab in now given
by 2D heat equation u
= c2 2 u. The four boundaries of the
t
slab are kept at a constant temperature of zero for
x = 0, x = a and y = 0, except at y = b where the
temperature is kept at u(x, b, t) = f (x). Suppose the slab are
left for a very long time, and the temperature distribution no
longer changing with time, i.e. u
= 0.
t
Now, find the steady state temperature distribution u(x, y) of
the slab.
Y. K. Goh
2D Laplace Equation:
2u 2u
+
= 0,
x2 y 2
0 < x < a, 0 < y < b;
(20)
Boundary Conditions:
u(0, y) = u(a, y) = 0, 0 < y < a;
u(x, 0) = 0 and u(x, b) = f (x), 0 < x < a;
Y. K. Goh
(21)
(22)
Solving Laplace Equation

I
u(x, y) = X(x)Y (y).

I
X 00 + kX = 0;
00
Y kY
= 0.

I
I
X(0) = X(a) = 0, and Y (0) = 0.

The Sturm-Liouville problem is
X 00 + kX = 0, X(0) = X(a) = 0.
Y. K. Goh
(23)
(24)
4 Solve the Sturm-Liouville problems and obtain the

I
I
n = 1, 2, . . . .
Non-trivial solution is Xn (x) = sin n
a x,
Corresponding solution for Y is
n
Yn (y) = An cosh n
a y + Bn sinh a y.
Apply BC Y (0) = 0, thus Yn (y) = Bn sinh n
a y.
5 Apply principle of superposition to obtain the

I
u(x, y) =
Xn Y n =
n=1
Bn sinh
n=1
n
n
y sin
x.
a
a
6 Use the initial conditions to obtain generalized Fourier

coefficients of the eigenfunction
expansion.
Z
I
sinh
nb
2
Bn =
a
a
Y. K. Goh
f (x) sin
a
n
x dx,
a
n = 1, 2, . . . .
Example
Find the steady-state temperature distribution u(x, y) of

a 1 2 slab, with y represent distance along the direction
of the longer side of the slab. Given that one longer side
of the slab is kept at 50 C and the other sides are kept at
zero temperature.
Y. K. Goh
Y. K. Goh
One Dimensional Heat Equation Again

Recall the heat equation in our first example
u
2u
= c2 2 ,
t
x
0 < x < L,
t > 0.
(25)
With the initial condition,

u(x, 0) = f (x),
0 < x < L.
(26)
u(0, t) = u(L, t) = 0, t > 0.
(27)
And the boundary condition,
Here the boundary conditions are called Homogeneous

Dirichlets Boundary Conditions.
Y. K. Goh
Homogeneous (Zero Temperature) Dirichlets

Boundary Condition
We already showed that the solution for the zero temperature
heat equation is
u(x, t) =
X
n=1
2
where bn =
L
bn en t sin
f (x) sin
0
n
x, n = 1, 2, . . . ,
L
n
x dx.
L
Now, lets take a closer look at the B.C.

Y. K. Goh
(28)
Boundary conditions for 1D Heat Equation

Three commonly used boundary conditions are
I Dirichlets B.C. (the values of u are given on boundaries)
I
I
(Homogeneous B.C.) u(0, t) = u(L, t) = 0, t > 0.

(Non-homogeneous B.C.)
u(0, t) = T0 , u(L, t) = T1 , t > 0 and T0 , T1 6= 0.
Neumanns B.C. (normal derivatives are given on boundaries)

I u (0, t) = u (L, t) = 0, t > 0.
x
x
u
Robins B.C. (u + n
are given on boundaries)
I This B.C. correspond to one end insulated and one end
radiating heat.
I u(0, t) = 0, u (L, t) = u(L, t), t > 0.
x
I is called the convection coefficient.
Y. K. Goh
Homogeneous (Non-Zero Temperature) Dirichlets

Boundary Condition
u
2u
= c2 2 , 0 < x < L,
t
x
I.C. : u(x, 0) = f (x), 0 < x < L;
B.C. : u(0, t) = u(L, t) = T0 , t > 0.
t > 0;
By changing the variable w(x, t) = u(x, t) T0 , we could

recovered the zero temperature boundary-value problem
w
2w
= c2 2 , 0 < x < L, t > 0;
t
x
I.C. : w(x, 0) = f (x) T0 , 0 < x < L;
B.C. : w(0, t) = w(L, t) = 0, t > 0.
Y. K. Goh
Steady-State Solutions
I
The steady-state solution, or time-independent solution,

is when the change of temperature distribution us (x, t)
no longer depends on time t. This usually happens when
t .
In the steady-state situation, u
= 0, and thus the heat
t
2
equation now becomes a second order ODE ddxu2 = 0.
If the boundary conditions are homogeneous
u(0, t) = u(L, t) = T0 , then the steady-state solution is
us (x, t) = us (x) = T0 .
If the boundary conditions are non-homogeneous
u(0, t) = T0 , u(L, t) = T1 , then the steady-state solution
0
is us (x, t) = us (x) = T1 T
x + T0 .
L
Y. K. Goh
Dirichlets (Non-homogeneous) B.C.

The corresponding boundary-value problem is
2u
u
= c2 2 , 0 < x < L, t > 0;
t
x
B.C.: u(0, t) = T0 , u(L, t) = T1 , t > 0;
I.C.: u(x, 0) = f (x), 0 < x < L.
(29)
(30)
(31)
The strategy to solve PDE with non-homogeneous B.C. is

I Find the steady-state solution us (x) that satisfies the B.C.
I Convert the non-homogeneous problem to a
homogeneous problem by changing the variable
w(x, t) = u(x, t) us (x).
Y. K. Goh
By substituting w(x, t) = u(x, t) us (x) into the

non-homogeneous B.C. problem, we get
w
2w
= c2 2 , 0 < x < L, t > 0;
t
x
I.C.: w(x, 0) = f (x) us (x), 0 < x < L;
B.C.: w(0, t) = w(L, t) = 0, t > 0.
I
The solution to the homogeneous BVP is
X
2
w(x, t) =
bn en t sin n x, where
Z n=1
2 L
bn =
(f (x) us (x)) sin n x dx.
L 0
Finally, the solution to the non-homogeneous problem is
u(x, t) = w(x, t) + us (x).
Y. K. Goh
Example
Solve the following non-homogeneous boundary-value

problem:
u
2u
= 4 2 , 0 < x < , t > 0;
t
x
I.C.: u(x, 0) = 50, 0 < x < ;
B.C.: u(0, t) = 0, and u(, t) = 100, t > 0.
Y. K. Goh
Neumanns Boundary Conditions

B.C.:
I.C.:
u
2u
= c2 2 , 0 < x < L, t > 0;
t
x
u
u
(0, t) =
(L, t) = 0, t > 0;
x
x
u(x, 0) = f (x), 0 < x < L.
After separated the variables:

I X 00 kX = 0,
X 0 (0) = X 0 (L) = 0;
I T kc2 T = 0.
Y. K. Goh
(32)
(33)
(34)
Consider the three cases for the eigenvalue k:

I k = b2 > 0 = X(x) = c1 cosh bx + c2 sinh bx,
I
I
k = 0, = X(x) = c1 x + c2
I
I
X 0 (0) = X 0 (L) = 0 = c1 = c2 = 0
trivial solution
X 0 (0) = X 0 (L) = 0 = c1 = 0, c2 arbitrary
Let choose c2 = a0 /2 where a0 is a constant.
k = 2 < 0, = X(x) = c1 cos x + c2 sin x

I
I
I
X 0 (0) = 0 = c2 = 0
X 0 (L) = 0 = = n = n
L , n = 1, 2, . . .
c1 is arbitrary, and set c1 to 1.
2
The corresponding solution for T is T (t) = Tn (t) = an en t .
Y. K. Goh
Combining Xn (x) and Tn (t), and applying the principle of

superposition, we get the general solution
u(x, t) =
a0 X
n
2
+
an en t cos
x, n = 1, 2, . . . ,
2
L
n=1
where
I
Z
2 L
a0 =
f (x) dx,
L 0
Z
n
2 L
an =
f (x) cos
x dx.
L 0
L
Y. K. Goh
(35)
Robins Boundary Conditions

u
2u
= c2 2 ,
t
x
B.C.:
I.C.:
0 < x < L,
t > 0;
(36)
u
(L, t) = u(L, t), t > 0;(37)
x
u(x, 0) = f (x), 0 < x < L.
(38)
u(0, t) = 0,
After separated the variables:

I X 00 kX = 0,
X(0) = 0, X 0 (L) = X(L);
I T kc2 T = 0.
Y. K. Goh
Consider the three cases for the eigenvalue k:

I k = b2 > 0 = X(x) = c1 cosh bx + c2 sinh bx,
I
I
k = 0, = X(x) = c1 x + c2
I
I
X(0) = 0, X 0 (L) = X(L) = c1 = c2 = 0

because , cosh bL and sinh bL are strictly positive.
X(0) = 0, X 0 (L) = X(L) = c1 = c2 = 0
trivial solution.
k = 2 < 0, = X(x) = c1 cos x + c2 sin x

I
I
X(0) = 0 = c1 = 0
X 0 (L) = X(L) implies must satisfies the non-linear
equation cos L + sin L = 0, which has infinite
many roots, = n , n = 1, 2, . . . .
Thus, X(x) = Xn (x) sin n x.
Y. K. Goh
The corresponding solution for T is

2
T (t) = Tn (t) = cn en t , where n = cn .
Combining Xn (x) and Tn (t), and applying the principle of

superposition, we get the general solution
u(x, t) =
cn en t sin n x, n = 1, 2, . . . ,
n=1
where
I
cn = R L
0
sin2 n x dx
Y. K. Goh
f (x) sin n x dx.

0
(39)
Example
Solve the following Robins problem:

u
2u
, 0 < x < 1, t > 0;
=
t
x2
I.C.: u(x, 0) = x(1 x), 0 < x < 1;
u
u
B.C.:
(0, t) = 0, and
(1, t) = u(1, t), t > 0.
x
x
Y. K. Goh
Two Dimensional Wave Equation

Boundary-value problem
2

2u
u 2u
2
=c
+
, 0 < x < L, t > 0;
t2
x2 y 2
B.C.:
u(0, y, t) = u(a, y, t) = 0, for 0 y b and t > 0;
B.C.:
u(x, 0, t) = u(x, b, t) = 0, for 0 x a and t > 0;
u
I.C.:
u(x, y, 0) = f (x, y) and
(x, y, 0) = g(x, y).
t
Separation of variables:
I u(x, y, t) = X(x)Y (y)T (t);
I u(0, y, t) = u(a, y, t) = 0 = X(0) = X(a) = 0;
I u(x, 0, t) = u(x, b, t) = 0 = Y (0) = Y (b) = 0.
Y. K. Goh
T
X 00 Y 00
=
+
= k 2 , gives
2
cT
X
Y
I
I
I
I
T + c2 k 2 T = 0;
Y 00
X 00
=
k 2 = 2 ;
X
Y
X 00 + 2 X = 0 and Y 00 + 2 Y = 0,
where = k 2 2 .
In summary
I
I
I
X 00 + 2 X = 0, X(0) = 0, X(a) = 0,
Y 00 + 2 Y = 0, Y (0) = 0, Y (b) = 0,
+ c2 k 2 T = 0, k 2 = 2 + 2 .
X
Y. K. Goh
Solution of the separated equations

I
I
I
I
From the boundary condition for X and Y we get

I
I
X(x) = c1 sin x + c2 cos x;

Y (y) = d1 sin y + d2 cos y;
T (t) = e1 sin ckt + e2 cos ckt.
where = k 2 2 .
c2 = 0, = m = m
a , and c1 arbitrary (set to 1).
d2 = 0, = n = n
b , and d1 arbitrary (set to 1).
Thus,
I
I
I
X(x) = Xm (x) = sin m x, m = 1, 2, . . . ;

Y (y) = Yn (x) = sin n y, n = 1, 2, . . . ;
T (t) = Tp
mn (t) = Bmn cos mn t + B sin mn t, where
mn = c 2m + n2 .
Y. K. Goh
By using the principle of superposition, the solution to

the 2D wave equation is
u(x, y, t) =
X
X
(Bmn cos t + Bmn

sin t) sin m x sin n y.
n=1 m=1
(40)
I
The coefficients are given by

I
4
=
ab
Z bZ
f (x, y) sin m x sin n y dx dy;

Z0 b Z a
4
Bmn
=
g(x, y) sin m x sin n y dx dy;
abmn 0 0
m
n
m =
, n =
, m, n = 1, 2, . . . .
a
b
Bmn
Y. K. Goh
Two Dimensional Heat Equation

Boundary-value

problem
u
2u 2u
2
I
+
, 0 < x < L, t > 0;
=c
t
x2 y 2
I B.C.: u(0, y, t) = u(a, y, t) = 0, for 0 y b and t > 0;
I B.C.: u(x, 0, t) = u(x, b, t) = 0, for 0 x a and t > 0;
I I.C.: u(x, y, 0) = f (x, y), for 0 < x < a, 0 < y < b.
General solution:
X
X
I u(x, y, t) =
Amn sin m x sin n yemn t ;
n=1 m=1
p
n = n
, mn = c 2m + n2 ;
b
Z Z
4 b a
=
f (x, y) sin m x sin n y dx dy.
ab 0 0
m =
Amn
m
,
a
Y. K. Goh

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Boundary-value Problems in Rectangular

Separation of Variables: Heat Equation on a Slab

One Dimensional Heat Equation (Heat Conduction

Boundary Conditions (Zero temperature at both ends):

Initial condition (Initial temperature distribution f (x)):

Now, the boundary condition becomes

X(0) = 0 t > 0, (6)

There are three possible cases for the eigenvalue k:

X(x) = c1 cosh bx + c2 sinh bx,

X(x) = c1 cos x + c2 sin x

Thus, a non-trivial solution for Eq.(4) is

un (x, t) = Xn (x)Tn (t) = bn en t sin

Half-range Fourier Series

Applying initial condition

Sumarry for Method of Separation of Variables

Given that a homogeneous rod of lenght L = is

One Dimensional Wave Equation (Vibrating String)

0 < x < L, t > 0;

Boundary Conditions (fixed end points):

Initial Conditions (initial displacement and initial velocity):

Now, the boundary condition becomes

X(0) = 0 t > 0, (15)

There are three possible cases for the constant k:

k = 2 < 0 (non-trivial solution)

A non-trivial solution for Eq. (13) is

Half-range Fourier Series

Applying initial condition

Sumarry for Method of Separation of Variables

DAlemberts Method (Optional)

where f and g are odd extension of f and g.

g (s) ds, (19)

Two Dimensional Laplace Equation

0 < x < a, 0 < y < b;

Solving Laplace Equation

u(x, y) = X(x)Y (y).

2. Decompose the PDE into a set of ODEs.

3. Identify boundary conditions and the corresponding

X(0) = X(a) = 0, and Y (0) = 0.

4 Solve the Sturm-Liouville problems and obtain the

5 Apply principle of superposition to obtain the

6 Use the initial conditions to obtain generalized Fourier

Find the steady-state temperature distribution u(x, y) of

Review on Boundary Conditions

Review on Boundary Conditions

One Dimensional Heat Equation Again

With the initial condition,

u(0, t) = u(L, t) = 0, t > 0.

And the boundary condition,

Here the boundary conditions are called Homogeneous

Homogeneous (Zero Temperature) Dirichlets

Now, lets take a closer look at the B.C.

Boundary conditions for 1D Heat Equation

(Homogeneous B.C.) u(0, t) = u(L, t) = 0, t > 0.

Neumanns B.C. (normal derivatives are given on boundaries)

Homogeneous (Non-Zero Temperature) Dirichlets

By changing the variable w(x, t) = u(x, t) T0 , we could

The steady-state solution, or time-independent solution,

Dirichlets (Non-homogeneous) B.C.

The strategy to solve PDE with non-homogeneous B.C. is

By substituting w(x, t) = u(x, t) us (x) into the

The solution to the homogeneous BVP is

Solve the following non-homogeneous boundary-value

Neumanns Boundary Conditions