Partial Differential

Equations

Diego Mendoza,
PhD.
Program of
Mechanical
Engineering

Partial Differential Equations Introduction

Method of
An Introduction Separation of
Variables

Transforming
nonhomogeneous
Diego Mendoza, PhD. BCs

Program of Mechanical Engineering Laplace’s equation

March 10, 2017

 Partial Differential
Outline Equations

Diego Mendoza,
PhD.
Program of
Mechanical
Engineering

Introduction Introduction

Method of
Separation of
Variables

Method of Separation of Variables Transforming

nonhomogeneous
BCs

Laplace’s equation

Transforming nonhomogeneous BCs

Laplace’s equation
 Partial Differential
What is a PDE? Equations

Diego Mendoza,
PhD.
Program of
Mechanical
Engineering

Introduction

Method of
Separation of
Variables
PDE is an equation that contains partial derivatives. In
Transforming
constrast to ordinary differential equation (ODE), where the nonhomogeneous
BCs
unknown function depends on one variable, in PDEs, the
Laplace’s equation
unknown function depends on several variables e.g. u(x,t).
 Partial Differential
Equations

Diego Mendoza,
PhD.
Program of
A few well known PDEs Mechanical
Engineering
∂u ∂2u
= One-dimension heat equation. Introduction
∂t ∂x 2 Method of
∂u ∂2u ∂2u Separation of
= + Two-dimension heat equation. Variables
∂t ∂x 2 ∂x 2 Transforming
∂2u ∂2u nonhomogeneous
0= + Two-dimension heat equation. BCs
∂x 2 ∂x 2 Laplace’s equation
∂2u ∂2u ∂2u
= + Two-dimension wave equation.
∂t 2 ∂x 2 ∂y 2
Here u is the dependent variable and t, x, y are the
independent variables.
 Partial Differential
PDE solution methods Equations

Diego Mendoza,
PhD.
Program of
Mechanical
Engineering
Some solution methods for solving PDEs are:
Introduction
1. Separation of variables: Reduces a PDE in n variables
Method of
to n ODEs. Separation of
Variables
2. Transformation of the dependent variables: This Transforming
methods transforms the original PDE into a easier one. nonhomogeneous
BCs
3. Perturbation methods: It changes a nonlinear Laplace’s equation

problem into a sequence of linear ones that

approximates the nonlinear one.
4. Integral equations: This technique changes a PDE to
an integral equation, which is solved by various
techniques.
 Partial Differential
Kinds of PDEs Equations

Diego Mendoza,
Classification pf PDEs is important because methods of PhD.
Program of
solutions apply only to a given class of equations. Six basic Mechanical
Engineering
classifications are:
Introduction
1. Order of the PDE: It is the order of the highest partial
Method of
derivative in the equation. Separation of
Variables

Transforming
ut = uxx second order nonhomogeneous
BCs
ut = ux first order
Laplace’s equation
ut = uuxxx thrid order

2. Number of variables: It is the number of independent

variables

ut = ux x two variables: x, t
1 1
ut = urr + ur + 2 uθθ three variables: r , θ, t
r r
 Partial Differential
Equations

Diego Mendoza,
3 Linearity: PDEs are either linear or nonlinear. In the PhD.
Program of
linear PDEs, the dependent variable and all its Mechanical
Engineering
derivatives in a linear fashion (they are not multiplied
together or squared). Introduction

Method of
Separation of
utt = e −t ux x + sin t linear Variables

Transforming
uuxx + ut = 0 nonlinear nonhomogeneous
BCs
uxx + yuyy = 0 linear
Laplace’s equation
2
xux + yuy + u = 0 nonlinear

A second-order linear equation in two variables is an

equation of the form

Auxx + Buxy + Cuyy + Dux + Euy + Fu = G

 Partial Differential
Equations

Diego Mendoza,
PhD.
Program of
4 Homogeneity: The equation Mechanical
Engineering

Auxx + Buxy + Cuyy + Dux + Euy + Fu = G Introduction

Method of
is homogeneous if G (x, y ) = 0, otherwise is Separation of
Variables
nonhomogeneous. Transforming
nonhomogeneous
5 Kinds of coefficients: If coefficients A, B, C , D, E , F BCs

in equation Laplace’s equation

Auxx + Buxy + Cuyy + Dux + Euy + Fu = G

are constant then it is a constant coefficient PDE,

otherwise it is called variable coefficient PDE.
 Partial Differential
Equations

Diego Mendoza,
PhD.
Program of
Mechanical
Engineering
6 All linear PDEs of the form
Introduction
Auxx + Buxy + Cuyy + Dux + Euy + Fu = G Method of
Separation of
Variables
are either Transforming
a parabolic: B 2 − 4AC = 0 (e.g. heat conduction, mass nonhomogeneous
BCs
diffusion problems)
Laplace’s equation
b hyperbolic: B 2 − 4AC > 0 (e.g. vibrating systems and
wave motions)
c elliptic: B 2 − 4AC < 0 describes steady-state
phenomena.
 Partial Differential
Equations
I parabolic Diego Mendoza,

B 2 − 4AC = 0
PhD.
ut = uxx Program of
Mechanical
Engineering
I hyperbolic
Introduction
utt = uxx B 2 − 4AC = 4 Method of
Separation of
Variables
I parabolic Transforming
uξη = 0 B 2 − 4AC = 1 nonhomogeneous
BCs

I elliptic Laplace’s equation

2
uxx + uyy = 0 B − 4AC = −4
I elliptc y > 0, parabolic y = 0, hyperbolic y < 0

yuxx + uyy = 0 B 2 − 4AC = −4y

In case of variable coefficients the situation can change from

point to point.
 Partial Differential
Equations
I Boundary conditions, BCs: All physical problems
Diego Mendoza,
have boundaries of some kind. For example temperature PhD.
Program of
at the ends of a rod Mechanical
Engineering

u(0, t) = T1 Introduction

u(L, t) = T2 Method of
Separation of
Variables

in general we may say that it is common to find three Transforming

nonhomogeneous
BCs: BCs
I Dirichlet Laplace’s equation
u(0, t) = T1
I Neumann
∂u
=0
∂x
I Mixed (Robin)

∂u
− h(T − T∞ ) = 0
∂x
 Partial Differential
Equations

Diego Mendoza,
I Initial condition: All (dynamic) physical problems start PhD.
Program of
from some values of time. Mechanical
Engineering

u(x, 0) = f (x) ≤x ≤L Introduction

Method of
An initial-boundary-value PDE problem looks like Separation of
Variables
PDE Transforming
ut = α2 uxx nonhomogeneous
BCs

BC Laplace’s equation

u(0, t) = T1 0<t<∞
u(L, t) = T2

IC
u(x, 0) = T0 0≤x ≤L
 Partial Differential
Equations

Diego Mendoza,
What is the physical interpretation of the following mixed PhD.
Program of
boundary-value problem inside the square Mechanical
Engineering
PDE: (0 < x < 1), (0 < y < 1)
Introduction

uxx + uyy = 0 Method of

Separation of
Variables
BC: (0 < x < 1), (0 < y < 1) Transforming
nonhomogeneous
BCs
uy (x, 0) − h(u(x, 0) − 2) = 0 Laplace’s equation

u(x, 1) = 1
ux (0, y ) = 0
ux (1, y ) = 0
 Partial Differential
Separation of variables Equations

Diego Mendoza,
PhD.
Program of
Mechanical
Engineering

The method of separation of variables consist in determining Introduction

a solution as a product of the independent variables Method of

Separation of
Variables

u(x, t) = φ(x)G (t) Transforming

nonhomogeneous
BCs
This solution must satisfy the linear PDE and boundary
Laplace’s equation
conditions.
This method is used when the PDE and boundary
conditions are linear and homogeneous.
 Partial Differential
Linearity Equations

Diego Mendoza,
PhD.
Program of
A linear operator L by definition satisfies: Mechanical
Engineering

L(c1 u1 + c2 u2 ) = c1 L(u1 ) + c2 L(u2 ) Introduction

Method of
where u1 , u2 are two functions and c1 , c2 are constants. Separation of
Variables
Some other examples of linear operators are: Transforming
nonhomogeneous
∂ ∂u1 ∂u2 BCs
(c1 u1 + c2 u2 ) = c1 + c2 Laplace’s equation
∂t ∂t ∂t
∂ 2 2
∂ u1 ∂ 2 u2
(c1 u 1 + c 2 u 2 ) = c1 + c 2
∂x 2 ∂x 2 ∂x 2
The combination of linear operators is a linear operator

∂ ∂2
L= −k 2
∂t ∂x
 Partial Differential
Equations

Diego Mendoza,
PhD.
Program of
Mechanical
Examples of linear PDEs Engineering

∂u ∂2u Introduction
= k 2 + f (x, t) Method of
∂t ∂x Separation of
Variables
Examples of nonlinear PDEs Transforming
nonhomogeneous
∂u ∂2u BCs

= k 2 + u 4 f (x, t) Laplace’s equation

∂t ∂x

∂u ∂3u
= ku 3
∂t ∂x
 Partial Differential
Homogeneous equation Equations

Diego Mendoza,
PhD.
Program of
Mechanical
Engineering

Introduction

Method of
Separation of
Variables

Transforming
∂u ∂2u nonhomogeneous
−k 2 =0 BCs
∂t ∂x Laplace’s equation
 Partial Differential
Superposition principle Equations

Diego Mendoza,
PhD.
Program of
Mechanical
Engineering

Introduction
Superposition is a property of linear operators that allows
Method of
solutions of linear equations to be added together in the Separation of
Variables
following sense.
Transforming
If u1 , u2 satisfy a linear homogeneous equation, then an nonhomogeneous
BCs
arbitrary linear combination of them, Laplace’s equation

c1 u1 + c2 u2

also satisfies the same linear equation.

 Partial Differential
The heat equation Equations

Diego Mendoza,
PhD.
Program of
Mechanical
∂u ∂2u Engineering
=k 2 0 ≤ x ≤ L, t≥0
∂t ∂x Introduction

Method of
Separation of
BCs: u(0, t) = 0, u(L, t) = 0; IC: u(x, 0) = f (x) Variables

Transforming
We apply the separation of variables method: nonhomogeneous
BCs
1. Suppose the solution has the form Laplace’s equation

u(x, t) = φ(x)G (t)

2. Substitute the assumed solution into the PDE

∂u ∂2u
= φ(x)G 0 (t), = φ00 (x)G (t)
∂t ∂x 2
 Partial Differential
so, Equations

φ(x)G 0 (t) = kφ00 (x)G (t) Diego Mendoza,

PhD.
Program of
or Mechanical
G 0 (t) φ00 (x) Engineering
= = −λ
kG (t) φ(x) Introduction

Method of
Separation of
d 2φ Variables
= −λφ Transforming
dx 2 nonhomogeneous
BCs
dG
= −λ k G Laplace’s equation
dt
with the boundary conditions

u(0, t) = φ(0)G (t) = 0, u(L, t) = φ(L)G (t) = 0

If G (t) = 0 we would have a trivial solution, so

φ(0) = 0, φ(L) = 0
 Partial Differential
Equations

Diego Mendoza,
PhD.
Program of
Mechanical
Engineering

3 Solve the time dependent equation Introduction

Method of
dG Separation of
= −λkG Variables
dt Transforming
nonhomogeneous
BCs
the general solution of of this ODE is:
Laplace’s equation
−λkt
G (t) = ce
 Partial Differential
Equations

4 Solve the boundary value problem Diego Mendoza,

PhD.
Program of
d 2φ Mechanical
= −φλ Engineering
dx 2
Introduction
φ(0) = 0, φ(L) = 0
Method of
Separation of
This is a regular Strum-Liouville problem Variables

Transforming
00 nonhomogeneous
φ + λφ = 0 BCs

Laplace’s equation
where
φ(0) = 0, φ(L) = 0
which solution is
√ √
φ(x) = A sin( λx) + B cos( λx)

where A and B are arbitrary constants.

The general solution of the PDE becomes Partial Differential
Equations
√ √ Diego Mendoza,
u(x, t) = e −λkt [A sin( λx) + B cos( λx)] PhD.
Program of
Mechanical
Now, we find the solution to the PDE and the boundary Engineering

conditions
Introduction

−λkt Method of
u(0, t) = Be =0 ∴B=0 Separation of
√ √ Variables
u(L, t) = Ae −λkt sin( λL) ∴ sin( λL) = 0 Transforming
nonhomogeneous
BCs
so, √ Laplace’s equation
sin( λL) = sin(nπ) n = 1, 2, . . .
or, √ nπ
λ= n = 1, 2, . . .
L
Therefore we have found the fundamental solutions to the
PDE
2
 nπx 
un (x, t) = An e −(nπ/L) kt sin n = 1, 2, . . .
L
We add the fundamental solutions Partial Differential
Equations
∞  nπx 
X 2 kt Diego Mendoza,
u(x, t) = An e −(nπ/L) sin PhD.
L Program of
Mechanical
n=1
Engineering

The An coefficients are found such that the initial condition Introduction
is satisfied Method of
Separation of
Variables
u(x, 0) = f (x) Transforming
nonhomogeneous
that is BCs
∞
X  nπx  Laplace’s equation
An sin = f (x)
L
n=1
mπx


Now we multiply the equation by a constant sin L and
integrate from 0 to L

∞ Z
X L  mπx   nπx  Z L  mπx 
An sin sin dx = f (x) sin dx
0 L L 0 L
n=1
 Partial Differential
Equations

Diego Mendoza,
PhD.
Program of
Mechanical
Engineering

Introduction
∞ Z L  mπx   nπx  Method of
X 2Am Separation of
An sin sin dx = Variables
0 L L L
n=1 Transforming
nonhomogeneous
Z L
2  mπx  BCs
Am = f (x) sin dx Laplace’s equation
l 0 L
 Partial Differential
Equations

Diego Mendoza,
The complete solution to the PDE PhD.
Program of
Mechanical
∂u ∂2u Engineering

=k 2 0 ≤ x ≤ L, t≥0
∂t ∂x Introduction

Method of
Separation of
BCs: u(0, t) = 0, u(L, t) = 0; IC: u(x, 0) = f (x) Variables

Transforming
is nonhomogeneous
∞
X  nπx  BCs

u(x, t) = An e −λkt sin Laplace’s equation

L
n=1

which coefficients are

Z L
2  nπx 
An = f (x) sin dx
L 0 L
 Partial Differential
Example: Heat equation Neumann boundary Equations

conditions Diego Mendoza,

PhD.
Program of
Mechanical
Engineering

Introduction

Method of
∂u ∂2u Separation of
= −k 2 Variables
∂t ∂x Transforming
nonhomogeneous
Boundary conditions BCs

Laplace’s equation
∂u ∂u
(0, t) = 0; (L, t) = 0
∂x ∂x
Initial condition
u(x, 0) = f (x)
 Partial Differential
Equations

Diego Mendoza,
This is a linear homogeneous PDE, therefore we can use the PhD.
Program of
method of separation of variables. We suppose a solution of Mechanical
Engineering
type
Introduction
u(x, t) = φ(x)G (t)
Method of
Separation of
So, the PDE and boundary conditions are Variables

Transforming
φ(x)G 0 (t) = −kφ00 (x)G (t) nonhomogeneous
BCs

Laplace’s equation

φ0 (0)G (t) = 0; φ0 (L)G (t) = 0

If G (t) = 0, then we get a trivial solution, therefore

φ0 (0) = 0; φ0 (L) = 0
 Partial Differential
Equations

Diego Mendoza,
Arranging terms PhD.
Program of
Mechanical
G 0 (t) φ00 (x) Engineering

= = −λ
−kG (t) φ(x) Introduction

Method of
This gives rise to the following initial and boundary-value Separation of
Variables
ODE
Transforming
nonhomogeneous
G 0 (t) BCs
= −λ Laplace’s equation
−kG (t)

φ00 (x)
= −λ
φ(x)

φ0 (0) = 0; φ0 (L) = 0
 Partial Differential
Equations

Diego Mendoza,
Now, we concentrate on the BVP PhD.
Program of
Mechanical
φ00 (x) = −λφ(x) Engineering

Introduction

0 0 Method of
φ (0) = 0; φ (L) = 0 Separation of
Variables

The solution of this Sturm-Liuoville problem is Transforming

nonhomogeneous
BCs
φ(x) = e rx Laplace’s equation

and it characteristic equation is

√
r = ± −λ
Now we examine different possible solutions and test them in
the boundary conditions.
 Partial Differential
Equations

Diego Mendoza,
PhD.
Program of
Mechanical
Engineering

Case λ = 0: this means r = [0,0]. In this case we may Introduction

suppose Method of
Separation of
Variables
φ(x) = Ax + Bx 2 Transforming
nonhomogeneous
BCs

φ0 (0) = A = 0; φ0 (L) = A + 2BL = 0 ∴ B = 0. Laplace’s equation

This produces a trivial solution

 Partial Differential
Equations

Diego Mendoza,
Case λ < 0: this means PhD.
Program of
√ √ Mechanical
|λ|x
+ c2 e − |λ|x Engineering
φ(x) = c1 e
Introduction
Now we try this possible nontrivial solution Method of
√ √ Separation of
Variables
φ0 (x) = c1 |λ|e |λ|x − c2 |λ|e − |λ|x
p p
Transforming
nonhomogeneous
So, BCs

Laplace’s equation
0
φ (0) = c1 − c2 = 0 ∴ c1 = c2 .

√ 
1

0 |λ|L
p
φ (L) = c1 |λ|e 1+ √ =0
e |λ|L
This election also yields a trivial solution.
Case λ < 0: this means Partial Differential
Equations
√ √ Diego Mendoza,
φ(x) = c1 e i λx
+ c2 e −i λx PhD.
Program of
Mechanical
This solution using real variables is Engineering

√ √ Introduction
φ(x) = A cos( λx) + B sin( λx) Method of
Separation of
Now we try this possible nontrivial solution Variables

Transforming
0
√ √ √ √ nonhomogeneous
φ (x) = −A λ sin( λx) + B λ cos( λx) BCs

Laplace’s equation

φ0 (0) = B = 0

√ √
φ0 (L) = A λ sin( λL) = 0
A cannot be one, therefore
√ √ nπ
sin( λL) = 0 ∴ λ = n = 1, . . . , ∞.
L
 Partial Differential
Equations

So, the eigenfunction is Diego Mendoza,

PhD.
Program of
 nπx  Mechanical
φ(x) = A cos n = 1, . . . , ∞. Engineering
L
Introduction
Now is time to solve the initial value ODE Method of
Separation of
Variables
G 0 (t)
= kλ Transforming
G (t) nonhomogeneous
BCs

The general solution for this problem is Laplace’s equation

nπ 2
G (t) = ce kλt = ce −k ( L ) t
n = 1, . . . , ∞.
The product solution of the PDE is
nπ 2
 nπx 
u(x, t) = Ae −k ( L ) cos n = 1, . . . , ∞.
L
 Partial Differential
Equations

Diego Mendoza,
PhD.
The initial condition of the PDE is Program of
Mechanical
 nπx  Engineering

u(x, t) = A cos n = 1, . . . , ∞.
L Introduction

Method of
Now, we apply the superposition of solutions Separation of
Variables

∞  nπx  Transforming
2 nonhomogeneous
−k ( nπ
L )
X
u(x, t) = An e cos BCs
L Laplace’s equation
n=1

The An coefficients are given by the cosine Fourier series.

Z L
An = f (x)dx
0
 Partial Differential
Transforming nonhomogeneous BCs Equations

Diego Mendoza,
PhD.
Program of
Mechanical
We recall that the method of separation of variables requires Engineering

homogeneuous PDE and boundary condition.

Introduction

∂u ∂2u Method of

= α2 2
Separation of
Variables
∂t ∂x
Transforming
BCs nonhomogeneous
BCs

∂u Laplace’s equation
α1 (0, t) + β1 u(0, t) = g1 (t)
∂x
∂u
α2 (L, t) + β2 u(L, t) = g2 (t)
∂x
IC
u(x, 0) = f (x)
 Partial Differential
Equations

Diego Mendoza,
There are cases when is possible to transform PhD.
Program of
nonhomogeneous BC Mechanical
Engineering

∂u ∂2u
= α2 2 Introduction
∂t ∂x Method of
Separation of
Variables
BCs
Transforming
nonhomogeneous
∂u BCs
α1 (0, t) + β1 u(0, t) = g1 (t)
∂x Laplace’s equation
∂u
α2 (L, t) + β2 u(L, t) = g2 (t)
∂x
IC
u(x, 0) = f (x)
into homogeneous ones using transformation of variables.
 Partial Differential
Equations

Diego Mendoza,
PhD.
Program of
Consider the following heat conduction problem Mechanical
Engineering

∂u ∂2u
= α2 2 Introduction
∂t ∂x Method of
Separation of
BCs Variables

Transforming
nonhomogeneous
u(0, t) = k1 (t) BCs

Laplace’s equation
u(L, t) = k2 (t)

IC
u(x, 0) = f (x)
This problem has nonhomogeneous boundary conditions.
Now we guess a possible variable transformation (either by Partial Differential
Equations
using knowledge physical sense or trial and error). In this
Diego Mendoza,
case we suppose the following variable transformation PhD.
Program of
Mechanical
x
u(x, t) = k1 + (k2 − k1 ) + U(x, t) Engineering
L
Introduction
we use the transformation to reformulate the PDE problem Method of
Separation of
Variables
∂u ∂U
= Transforming
∂t ∂t nonhomogeneous
BCs

∂2u ∂2U Laplace’s equation

=
∂x 2 ∂x 2
BCs

k1 + U(0, t) = k1
| {z }
u(0,t)

k2 + U(L, t) = k2
| {z }
u(L,t)
 Partial Differential
Equations
IC
x Diego Mendoza,
U(x, 0) + k1 + (k2 − k1 ) = f (x) PhD.

| {z L } Program of
Mechanical
u(x,0) Engineering

So we get a homogeneous problem using the variable Introduction

transformation Method of
Separation of
∂U ∂2U Variables
= α2 2
∂t ∂x Transforming
nonhomogeneous
BCs BCs

Laplace’s equation

U(0, t) = 0
U(L, t) = 0

IC
x
U(x, 0) = f (x) − k1 − (k2 − k1 )
| {zL }
F (x)
 Partial Differential
Equations

Diego Mendoza,
PhD.
Program of
Mechanical
Engineering
The solution of this linear PDE homogeneous problem using
Introduction
the variable transformation
Method of
Separation of
∞ Variables
2
X
U(x, t) = an e (nπα) t sin(nπx/L) Transforming
nonhomogeneous
n=1 BCs

where Laplace’s equation

Z L
2
an = F(x) sin(nπx/L)
L 0
 Partial Differential
Laplace’s equation Equations

Diego Mendoza,
PhD.
Program of
Mechanical
Engineering

PDE Introduction
∂2u ∂2u
+ =0 Method of
∂x 2 ∂y 2 Separation of
Variables
BCs: Transforming
nonhomogeneous
BCs
u(0, y ) = 0 Laplace’s equation

u(L, y ) = g1 (y )
u(x, 0) = 0
u(x, L) = 0
 Partial Differential
Equations

Diego Mendoza,
We suppose a product solution PhD.
Program of
Mechanical
Engineering
u(x, y ) = h(x)φ(y )
Introduction
So, we reformulate the problem as Method of
Separation of

h00 (x)φ(y ) + h(x)φ00 (y ) = 0

Variables

Transforming
nonhomogeneous
BCs
BCs:
Laplace’s equation

u(0, y ) = h(0)φ(y ) = 0
u(L, y ) = h(L)φ(y ) = g1 (y )
u(x, 0) = h(x)φ(0) = 0
u(x, L) = h(x)φ(L) = 0
 Partial Differential
Equations

Diego Mendoza,
PhD.
we organize this problem as: Program of
Mechanical
Engineering
h00 (x) φ00 (y )
=− = −λ Introduction
h(x) φ(y ) Method of
Separation of
Variables
BCs:
Transforming
nonhomogeneous
u(0, y ) = h(0) = 0 BCs

Laplace’s equation
u(L, y ) = h(L) = g1 (y )
u(x, 0) = φ(0) = 0
u(x, L) = φ(L) = 0

and identify two ODEs

 Partial Differential
Equations

Diego Mendoza,
PhD.
Program of
The first one is Mechanical

φ00 (y ) = λφ(y ) Engineering

Introduction

Method of
u(x, 0) = φ(0) = 0 Separation of
Variables
u(x, L) = φ(L) = 0 Transforming
nonhomogeneous
BCs
the second one is
h00 (x) = −λh(x)
Laplace’s equation

u(L, y ) = h(L) = 0
by now we forget about the other condition. It will be
addressed when we get the complete general solution.
 Partial Differential
Equations

Diego Mendoza,
PhD.
Now we solve Program of

φ00 (y ) = λφ(y ) Mechanical

Engineering

Introduction
u(x, 0) = φ(0) = 0 Method of
Separation of
u(x, L) = φ(L) = 0 Variables

Transforming
nonhomogeneous
The general solution is φ(y ) = e ry
and the characteristic BCs

equation is √ Laplace’s equation

r2 = ± λ
We identify the eigen values of this equations
1. λ = 0
φ(y ) = c1 + c2 x
 Partial Differential
Equations
now we test the solution in the boundary conditions Diego Mendoza,
PhD.
Program of
φ(0) = c1 + c2 0 = 0 Mechanical
Engineering

φ(L) = c1 + c2 L = 0 Introduction

Method of
from this problem we get a trivial solution. Separation of
√ Variables
2 λ > 0, then r = ∓ λ Transforming
nonhomogeneous
√ √ BCs
φ(y ) = c1 e λy
+ c2 e − λy
Laplace’s equation

now we test the solution in the boundary conditions

√ √
φ(0) = c1 e λ0
+ c2 e − λ0
=0
√ √
λL − λL
φ(L) = c1 e + c2 e =0

This case also yields a trivial solution c1 = c2 = 0.

 Partial Differential
√ Equations
3 λ < 0, then r = ±i λ Diego Mendoza,
√ √ PhD.
Program of
φ(y ) = c1 e i λy
+ c2 e −i λy
Mechanical
Engineering

or √ √ Introduction

φ(y ) = c1 sin( λy ) + c2 cos( λy ) Method of

Separation of
Variables
now we test the solution in the boundary conditions
Transforming
√ √ nonhomogeneous
BCs
φ(0) = c1 sin( λ0) + c2 cos( λ0) = 0
√ √ Laplace’s equation
φ(L) = c1 sin( λL) + c2 cos( λL) = 0

This case yields a nontrivial solution

√
φ(L) = c1 sin( λL) = 0

if √
sin( λL) = 0
 Partial Differential
Equations

Diego Mendoza,
PhD.
Program of
Mechanical
Engineering

Introduction
or √ nπ Method of
λ= n = 0, 1, . . . Separation of
Variables
L
Transforming
therefore nonhomogeneous
nπ BCs
φ(y ) = cn sin( y) n = 0, 1, . . .
L Laplace’s equation
 Partial Differential
Equations

Diego Mendoza,
PhD.
Program of
Mechanical
Engineering
We are ready for the second ODE
Introduction

00
h (x) = −λh(x) Method of
Separation of
Variables

u(0, y ) = h(0) = 0 Transforming

nonhomogeneous
BCs
Again the solution of this problem is Laplace’s equation

h(x) = e rx
 Partial Differential
Equations

Diego Mendoza,
PhD.
Program of
Mechanical
h(x) = c1 e nπx/L + c2 e −nπx/L Engineering

Introduction
and replace in the condition
Method of
Separation of
nπ0/L −nπ0/L
h(0) = c1 e + c2 e =0 Variables

Transforming
nonhomogeneous
So, c1 = −c2 . this allows us to write the solution as BCs

Laplace’s equation

h(x) = c1 (e nπx/L − e −nπx/L )

or  nπx 
h(x) = c sinh
L
 Partial Differential
The complete solution of the equation is Equations

 nπy   nπx  Diego Mendoza,

PhD.
un (x, y ) = An sin sinh Program of
L L Mechanical
Engineering
These solution fulfill the homogeneous boundary conditions,
Introduction
know we calculate the An coefficients such that we may
Method of
Separation of
∞
X  nπy  Variables
u(l, y ) = (An sinh(nπ)) sin = g1 (y ) Transforming
L nonhomogeneous
n=1 BCs

This means that Laplace’s equation

Z l
1  nπy 
bn = An sinh(nπ) = g1 (y ) sin dy
2L 0 L

Therefore
Z L
1  nπy 
An = g1 (y ) sin dy
2L sinh(nπ) 0 L