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By: Shoaib Ahmed

 A Partial Differential Equation (PDEs) are classified as


linear and non-linear. The general form of a linear
second-order partial differential equation is given by

 2u  2u  2u u u
A 2 B  C 2  D  E  Fu  G
x xy y x y
 where the coefficients 𝐴, 𝐵, 𝐶, . . . , 𝐺 are constants or
functions of 𝑥 and 𝑦, also it is non-homogeneous.
 Definition: The order of Partial Differential Equation is the order

of the highest derivative that appears in the equation.

 Definition: An nth order Partial Differential equation is called

linear if it is of the first degree in Dependent variables and in its

derivatives and have no product of these are there.

 Definition: The Partial Differential equation is homogenous if

f x1, x2 , x3 ,, xn   0
otherwise non – homogenous.
 A linear second-order partial differential equation
in two independent variables with constant
coefficients can be classified as one of three types.
This classification depends only on the coefficients
of the second-order derivatives.
 𝐵2 − 4𝐴𝐶 < 0 ––––> Elliptic (e.g. Laplace Eq.)
 𝐵2 − 4𝐴𝐶 = 0 ––––> Parabolic (e.g. Heat Eq.)
 𝐵2 − 4𝐴𝐶 > 0 ––––> Hyperbolic (e.g. Wave Eq.)
 Heat Equation occurs in the theory of heat
flow-that is, heat transferred by conduction in
a rod or thin wire. The function 𝑢(𝑥, 𝑡) is
temperature.
u  2
u
a 2
(0  x  L, t  0),
t x 2
u (0, t )  u ( L, t )  0 (t  0),
u ( x, 0)  f ( x) (0  x  L),
 Problems in mechanical vibrations often lead
to the wave equation. For purposes of
discussion, a solution 𝑢(𝑥, 𝑡) will represent the
displacement of an idealized string.
 2
y  2
y (0  x  L, t  0),
a 2
 2
x 2
t
y(0, t )  y( L, t )  0 (t  0).
y ( x, 0)  f ( x) 0  x  L.
y
( x, 0)  0 0  x  L.
t
 A solution 𝑢 (𝑥, 𝑦) of Laplace's equation can
be interpreted as the steady-state (that is,
time-independent) temperature distribution
throughout a thin, two-dimensional plate.

 2
u  2
u
 u  2  2 0
2
x y
 If u1 and u2 are solutions of a linear
homogenous equation. Then u  c1u1  c2u2 ;
where 𝑐1 and 𝑐2 are constants is also a
solution of the equation.
 Suppose a thin circular rod of length 𝐿 has a
cross-sectional area 𝐴 and coincides with the
x-axis on the interval 0, 𝐿 as shown in fig.
 Let us suppose:
 The flow of heat within the rod takes place
only in the 𝑥-direction.
 The lateral, or curved, surface of the rod is
insulated; that is, no heat escapes from this
surface.
 No heat is being generated within the rod.
 The rod is homogeneous; that is, its mass per
unit volume 𝜌 is a constant.
 The specific heat 𝛾 and thermal conductivity
𝐾 of the material of the rod are constants.
 To derive the partial differential equation
satisfied by the temperature 𝑢(𝑥, 𝑡), we need
two empirical laws of heat conduction:
i. The quantity of heat 𝑄 in an element of
mass 𝑚 is
𝑄 = 𝛾𝑚𝑢 … 1 ,
where 𝑢 is the temperature of the element.
ii. The rate of heat flow 𝑄, through the cross
section indicated in Figure is proportional
to the area 𝐴 of the cross-section and the
partial derivative with respect to 𝑥 of the
temperature:
𝑄𝑡 = −𝐾𝐴𝑢𝑥 … (2)
 Since heat flows in the direction of decreasing
temperature, the minus sign in (2) is used to
ensure that 𝑄 , is positive for 𝑢𝑥 < 0 (heat
flow to the right) and negative for 𝑢𝑥 > 0
(heat flow to the left).
 If the circular slice of the rod shown in Figure
between 𝑥 and 𝑥 + ∆𝑥 is very thin, then
𝑢 (𝑥, 𝑡) can be taken as the approximate
temperature at each point in the interval.
 Now the mass of the slice is 𝑚 = 𝜌(𝐴 ∆𝑥), and
so it follows from (1) that the quantity of heat
in it is
𝑄 = 𝛾𝜌𝐴∆𝑥𝑢 … 3
 Furthermore, when heat flows in the positive
𝑥-direction, we see from (2) that heat builds
up in the slice at the net rate
 Furthermore, when heat flows in the positive
𝑥-direction, we see from (2) that heat builds
up in the slice at the net rate
−𝐾𝐴𝑢𝑥 𝑥, 𝑡 − −𝐾𝐴𝑢𝑥 𝑥 + ∆𝑥, 𝑡
= 𝐾𝐴 𝑢𝑥 𝑥 + ∆𝑥, 𝑡 − 𝑢𝑥 𝑥, 𝑡 … (4)
By differentiating (3) with respect to 𝑡 we see
that this net rate is also given by
𝑄𝑡 = 𝛾𝜌𝐴∆𝑥𝑢𝑡 … (5)
 Equating (4) and (5) gives

𝐾 𝑢𝑥 𝑥 + ∆𝑥, 𝑡 − 𝑢𝑥 𝑥, 𝑡
= 𝑢𝑡 … 6
𝛾𝜌 ∆𝑥

 Taking the limit of (6) as ∆𝑥 → 0 finally yields


Heat Equation in the form

𝐾
𝑢𝑥𝑥 = 𝑢𝑡
𝛾𝜌
𝐾
 It is customary to let 𝑘 = and call this
𝛾𝜌

positive constant the thermal diffusivity.