Intro to Differential Equations

Partial Differential Equations Reference

Evan Weinberg
weinbe2@rpi.edu

November 20, 2009

1. Regular Fourier Expansion: Given a function f (x), periodic with period 2L, we can define
the fourier expansion of it by:
∞
a0 X h  nπ   nπ i
f (x) = + an cos x + bn sin x
2 L L
n=1

We define a0 , an , and bn by:

1 L
Z
a0 = f (x)dx
L −L
1 L
Z  nπ 
an = f (x) cos x dx
L −L L
1 L
Z  nπ 
bn = f (x) sin x dx
L −L L

2. Fourier Sine Expansion: Given a function f (x), periodic with period 2L, we can define
the fourier sine expansion of it by:
∞ h
X  nπ i
f (x) = bn sin x
L
n=1

We define bn by: Z L
2  nπ 
bn = f (x) sin x dx
L 0 L
3. Fourier Cosine Expansion: Given a function f (x), periodic with period 2L, we can define
the fourier cosine expansion of it by:
∞
a0 X h  nπ i
f (x) = + an cos x
2 L
n=1

We define a0 and an by:

2 L
Z
a0 = f (x)dx
L 0
2 L
Z  nπ 
an = f (x) cos x dx
L 0 L

1
4. Heat Equation: The heat equation is a partial differential equation defined as α2 uxx = ut .
We consider three cases in this class:

(a) Homogeneous Boundaries: We are given the boundary conditions u(0, t) = u(L, t) =
0, and the initial condition at t = 0 of u(x, 0) = f (x). Given these conditions, we can
write the solution of the heat equation by the fourier expansion:
∞ h  nπ  nπ 2 i
x e−( L α) t
X
u(x, t) = fn sin
L
n=1

We define fn by the fourier sine expansion of f (x), that is:

Z L
2  nπ 
fn = f (x) sin x dx
L 0 L

(b) Insulated Boundaries: We are given the boundary conditions ut (0, t) = ut (L, t) = 0,
and the initial condition at t = 0 of u(x, 0) = f (x). Given these conditions, we can write
the solution of the heat equation by the fourier expansion:
∞
a0 X h  nπ  nπ 2 i
u(x, t) = + an cos x e−( L α) t
2 L
n=1

We define a0 and an by the fourier cosine expansion of f (x), that is:

Z L
2
a0 = f (x)dx
L 0
Z L
2  nπ 
an = f (x) cos x dx
L 0 L
(c) Nonhomogeneous Boundaries: We are given the boundary conditions u(0, t) = u1 ,
u(L, t) = u2 , and the initial condition at t = 0 of u(x, 0) = f (x). We define a steady-state
function (the solution as t goes to ∞) by:
x
φ(x) = u1 + (u2 − u1 )
L
We now define a new function g(x) = f (x) − φ(x). Given these conditions, we can write
the solution of the heat equation by the fourier expansion:
∞ h  nπ  nπ 2 i
x e−( L α) t
X
u(x, t) = φ(x) + gn sin
L
n=1

We define gn by the fourier sine expansion of g(x), that is:

Z L
2  nπ 
gn = g(x) sin x dx
L 0 L

2
5. Wave Equation: The wave equation is a partial differential equation defined as a2 uxx = utt .
We consider one case. We are given the boundary conditions u(0, t) = u(L, t) = 0, and two
initial conditions at t = 0, u(x, 0) = f (x) and ut (x, 0) = g(x). Given these conditions, we can
write the solution of the wave equation by the fourier expansion:
∞ h
X  nπ   nπ   nπ i
u(x, t) = An cos at + Bn sin at sin x
L L L
n=1

We define An and Bn as (slightly) modified fourier sine expansions:

Z L
2  nπ 
An = f (x) sin x dx
L 0 L
Z L
2  nπ 
Bn = g(x) sin x dx
nπa 0 L