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4 Partial Differential Equations: Z y X X

This document discusses partial differential equations (PDEs) and provides examples of the wave equation and heat equation. It defines PDEs as equations involving partial derivatives of a dependent variable with respect to independent variables. The wave equation models string vibrations, while the heat equation models heat transfer. Both equations are solved using separation of variables, yielding general solutions that are products of functions of the independent variables.

Uploaded by

John Wanyoike Makau
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© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
30 views

4 Partial Differential Equations: Z y X X

This document discusses partial differential equations (PDEs) and provides examples of the wave equation and heat equation. It defines PDEs as equations involving partial derivatives of a dependent variable with respect to independent variables. The wave equation models string vibrations, while the heat equation models heat transfer. Both equations are solved using separation of variables, yielding general solutions that are products of functions of the independent variables.

Uploaded by

John Wanyoike Makau
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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4

PARTIAL DIFFERENTIAL EQUATIONS

4.1

Introduction

A partial differential equation (PDE) is an equation involving the partial derivatives of a


dependent variable with respective to its independent variables.
Consider the dependent variable x, y, z, t (pronounced psi) of four independent variables
x, y, z, and t . The first partial derivatives of with respect to x and t , for example, are defined
by

x x, y, z, t x, y, z, t
lim

0
x
x

(1)

x, y, z, t t x, y, z, t
lim
t t 0
t

(2)

and

respectively.
The second partial derivatives with respect to x and t are defined by
2
x

x x

(3)

and
2
t

t t

(4)

An example of a PDE is the (three-dimensional) wave equation


2

1 2

(5)

c 2 t 2

where c is a constant, t is the time variable, and 2 (pronounced del squared) is the
Laplacian operator defined in Cartesian coordinates by
2

2 y
x 2

2 y
y 2

2 y
z 2

Another example of a PDE is the heat (diffusion) given by


k 2

(6)

where k is a constant.

4.2

The Wave Equation

Consider the one-dimensional wave equation


2
x 2

1 2

(7)

c 2 t 2

where x, t is the vertical displacement of a segment of a string, located at point x , from its
equilibrium (i.e., rest position) at a given time t .
In the separation of variables method, we seek a solution to this equation of the form
X x T t

(8)

where X is a function of x only and T is function of t only. Therefore


2

x 2

2 XT
x 2

d2X

(9)

dx2

and
2
t 2

2 XT
t 2

d 2T
dt 2

(10)

Using equations (9), and (10) in equation (7) we have


T

d2X

dx2

X d 2T
c 2 dt 2

Rearranging this equation yields


1 d2X
1 d 2T

X dx2
c 2T dt 2

(11)

Equation (11) can only be satisfied if both sides of the equation are equal to a constant. For
convenience we choose this constant to be k 2 . Therefore
1 d2X
k 2
2
X dx

(12)

and
1 d 2T
2

c T dt

k 2

(13)

Rearranging these ordinary differential equations we have


d2X
k2X 0
dx2

(14)

and
d 2T
dt

c 2 k 2T 0

or
d 2T
dt 2

2T 0

(15)

where 2 c 2 k 2
Equations (14) and (15) are similar to equation (24) in topic 3. Their solutions are therefore
X x A cos kx B sin kx

(16)

T t C cost D sin t

(17)

and

where A, B, C, D are arbitrary constants.


Therefore from equations (8), (16) and (17) we see that the general solution to equation (7) is
x, t Acoskx B sin kxC cost D sin t

4.3

(18)

The Heat Equation

Consider the one-dimensional heat equation


k

2
x

(19)

where is the temperature of a material at point x at time t .


Again using the separation of variables method we assume a solution of the form
X x T t

(20)

where the variable X depends on x alone and the variable T depends on t alone. Substituting
this expression in equation (19) gives

kT

d2X
dx

dT
dt

(21)

Equation (21) may be rearranged thus


1 d2X
1 dT

2
X dx
kT dt

(22)

For this equation to hold each side must equal a constant, which we conveniently take as 2 .
Consequently equation (22) results in the following ODEs
d2X
dx2

2 X 0

dT
k2T 0
dt

(23)

(24)

The solution of the second order ordinary differential equation (23) is


X x Acosx B sin x

(25)

To solve the first order ordinary differential equation (24) we rearrange it as


dT
k2 dt
T

(26)

then integrating both sides of equation (26) with respect to T and t thus
1

T dT k dt

(27)

ln T k2t c

(28)

we obtain

where c is an integration constant. Writing c ln C , equation (28) becomes


ln T k2t ln C

or
ln T ln C ln

T
k2t
C

This implies that

T
exp k2t
C

or

T t C exp k2t

(29)

Substituting the solutions (25) and (29) in equation (20) gives the general solution of the heat
equation

x, t A cosx B sin x C exp k2t

(30)

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