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Partial Differential Equations For Engin PDF

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Author : K.Santhanam
Partial Differential Equations for Engineering

Application of Partial Differential Equations – boundary value problems

Author : K.Santhanam,MSc.,M.Phil.,

Chapter 1.

Introduction

Partial differential equations (PDEs) are the most common method by which we model

physical problems in engineering. Finite element methods are one of many ways of solving

PDEs.

PDEs can be used to describe a wide variety of phenomena such as sound, heat,

electrostatics, electrodynamics, fluid flow, elasticity, or quantum mechanics. These seemingly

distinct physical phenomena can be formalised similarly in terms of PDEs. Just as ordinary

differential equations often model one-dimensional dynamical systems, partial differential

equations often model multidimensional systems. PDEs find their generalisation in stochastic

partial differential equations.

Partial differential equations (PDEs) are equations that involve rates of change with

respect to continuous variables. The position of a rigid body is specified by six numbers, but the

configuration of a fluid is given by the continuous distribution of several parameters, such as the

temperature, pressure, and so forth. The dynamics for the rigid body take place in a finite-

dimensional configuration space; the dynamics for the fluid occur in an infinite-dimensional

configuration space. This distinction usually makes PDEs much harder to solve than ordinary

differential equations (ODEs), but here again there will be simple solutions for linear problems.

Classic domains where PDEs are used include acoustics, fluid flow, electrodynamics, and heat

transfer.
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Author : K.Santhanam
A boundary value problem is a differential equation together with a set of additional

constraints, called the boundary conditions. A solution to a boundary value problem is a solution

to the differential equation which also satisfies the boundary conditions. Much theoretical work

in the field of partial differential equations is devoted to proving that boundary value problems

arising from scientific and engineering applications are in fact well-posed.

Preliminaries and Notations.

Independent and unknown variables

Partial differential equation is an equation involving an unknown function (possibly a

vector-valued) of two or more variables and a finite number of its partial derivatives.

In the sequel we reserve the following terminology and notations:

Independent variables: denoted by x = ( ) ( )

Dependent variables: denoted by ( ) , is also called unknown function.

Definition1.1. Partial Differential Equation

A differential equation involving partial derivatives of a dependent variable (one or more)

with more than one independent variable is called a partial differential equation, hereafter

denoted as PDE.

Notations:

, , , ,

Examples 1.1.1:

1. 2.
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Author : K.Santhanam

2.

3.

4. ( )

5. . / . /

6. . /

7. =0

8. . / . /

Definition 1.2. Order of a PDE

The order of the highest derivative term in the equation is called the order of the PDE.

In above example 1.1.1, equations (1) to (8) are all of second order.

Definition 1.3.Linear PDE

If the dependent variable and all its partial derivatives occur linearly in any PDE then

such an equation is called linear PDE otherwise a non-linear PDE.

(i.e)A PDE which is linear in the unknown function and all its derivatives with coefficients

depending on the independent variables alone is called a Linear PDE.

In the above example 1.1.1, equations 1, 2, 3, 4 and 7 are linear whereas 5, 6 and 8 are non-

linear.
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Author : K.Santhanam
Definition 1.4.Quasi-linear PDE

A PDE is called as a quasi-linear if all the terms with highest order derivatives of

dependent variables occur linearly, that is the coefficients of such terms are functions of only

lower order derivatives of the dependent variables. However, terms with lower order derivatives

can occur in any manner.

(i.e) A PDE of order m is called Quasi-linear if it is linear in the derivatives of order m

with coefficients that depend on the independent variables and derivatives of the unknown

function or order strictly less than m.

Simply, a partial differential equation is said to be Quasi- linear if it is linear with respect

to all the highest order derivatives of the unknown function.

In above example 1.1.1, equations 5, 7 and 8 are Quasi-linear.

Definition 1.5.Semi-linear PDE

A Quasi-linear PDE where the coefficients of derivatives of order m are functions of the

independent variables alone is called a Semi-linear PDE.

In above example1.1.1, equation 8 is semi-linear.

Definition 1.6. Fully nonlinear PDE

A PDE which is not Quasi-linear is called a fully nonlinear PDE

Definition 1.7. First order Quai-linear PDE.

A first order Quasi-linear PDE must be of the form ( ) ( ) ( )

Example 1.7.1.

Definition 1.8.First order Semi-linear PDE.

In a first order Quasi-linear PDE where a, b are functions of x and y alone is a Semi-linear PDE.
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Author : K.Santhanam
(i.e) in the form ( ) ( ) ( )

Example 1.8.1
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Author : K.Santhanam
Chapter 2.

Classification of second order Quasi-linear PDE.

Consider the second order PDE in the function u of the two independent variables x, y as

. /

The above equation is classified as elliptic, parabolic or hyperbolic depending on

If < 0, then the equation represents elliptic.

If = 0, then the equation represents parabolic.

If > 0, then the equation represents hyperbolic.

Notations: , , , ,

Example 2.1.

Find the nature of the partial differential equation 4 +4 + +2 - =0

Solution.

Here A = 4, B = 4 and C = 1

Therefore = ( )( ) = 16 -16 = 0

The given equation is parabolic equation.

Example 2.2.

Classify the PDE ( )

Solution.

Here A = ( ) , B = -4x and C = 1

Now =( ) ( ) ( )= ( )

= = = ( )

= ( )( )
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Author : K.Santhanam
Case (i) . If x = 0 , = -4 < 0 , the PDE is elliptic.

Case (ii) if x = 1, = 0 , the PDE is parabolic.

Case (iii) if x < 1, < 0 , the PDE is elliptic.

Case (iv) if x > 1, > 0 , the PDE is hyperbolic.

Note : Fourier Series (formulae) If f(x) has at most maxima and minima,

1.Fourier series of

( ) ∑ ( ) , ,Where ∫ ( ) ,

∫ ( ) , ∫ ( ) are Fourier constants.

2. Fourier series of

( ) ∑ ( ) , ,Where ∫ ( ) ,

∫ ( ) , ∫ ( ) are Fourier constants.

3. Suppose f(x) is an odd function , ,Where ∫ ( ) ,

∫ ( ) , ∫ ( ) ∫ ( ) (half range

Fourier sine series) and ( ) ∑

4. Suppose f(x) is an even function , ,Where ∫ ( ) ∫ ( ) ,

∫ ( ) ∫ ( ) (half range Fourier cosine series),

∫ ( ) and ( ) ∑

5.If n is a positive integer ( )

6. ( ) ( )
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Author : K.Santhanam
Chapter 3.

Wave Equation

The Wave equation is a partial differential equation that describes the shape and movement of

waves, given a set of boundary conditions (such as the initial shape of the wave, or the evolution

of a force affecting the wave).

(i.e) it is a differential equation expressing the properties of motion in waves.

The wave equation is an important second-order linear partial differential equation for the

description of waves ,such as sound waves, light waves and water waves. It arises in fields like

acoustics, electromagnetics, fluid dynamics and engineering.

3.1 Derivation of one Dimensional Wave Equation (Equation of a vibrating string)

Consider a uniform elastic string of length l stretched tightly between two points O and A with

O as the origin. Let us take the vertical and horizontal lines through O respectively as the x and

y-axes. Let m be the mass per unit length of the string.

Let us assume the motion of the string entirely in XY-plane, the equilibrium position of the

string is OA, Each particle of the string moves only in perpendicular direction to OA and the

string is perfectly flexible and does not have any resistance to bending.

Let us find the displacement y in terms of x and the time t.

Let P (x,y) and Q(x+δx,y+δy) be any two points (close to each other)on the string such that the

small portion PQ = δs.

Let T1 and T2 be the tension acting along the tangential directions at the points P and Q

respectively.
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Author : K.Santhanam

Let α and α + δα be angles inclined by the tangents with x-axis at P and Q respectively.

Since there is no movement of the string in the horizontal direction, the horizontal components of

forces (tension) acting at P and Q are equal.

The horizontal component of tension T1 at P is T1cosα

The horizontal component of tension T2 at Q is T2cos(α+δα)

∴ T1cosα = T2cos (α+δα) = T (say) a constant.

Considering α, α+δα as very small, the value of cosα, cos(α+δα) is 1

Hence T1 = T2 = T --------- (I)

The vertical component of tension T1 at P is T1sinα

The vertical component of tension T2 at Q is T2sin (α+δα)

The vertical component of total force action on PQ is T2 sin (α+δα) - T1sinα

= T sin (α+δα) – Tsinα --------------- (II) (by I)

( )
Considering α, α+δα as very small, the value of is 1 (as α, α+δα tends to zero)

(i.e) sinα = α and sin(α+δα) = α+δα

(II) ⟹ Force acting on PQ along vertical direction = T( α+δα) – T α = T α + Tδα - T α = Tδα


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Author : K.Santhanam

The displacement along vertical direction is y , the velocity is

And hence the acceleration is .

The mass of the portion PQ is mδs

As per Newton s’ law of motion, Force = (mass) x (acceleration)

∴ Tδα = mδs .

⟹ = =

As δs → 0,

∴ -------------- (III)

We know that the curvature


6√. / 7

Neglecting , we have

(III) ⟹

(i.e) , where =

This PDE is called one dimensional wave equation. It is homogeneous of second order.

3.2. Solutions of one Dimensional Wave Equation

We know that one dimensional wave equation is given by ----- (i)

Solve this PDE by using separation of variable method.

Let the complete solution of (i) be y = XT ------ (ii)

where X and T are respectively the function of x and t alone.

Now differentiating partially (ii) with respect to t,


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Author : K.Santhanam
( )

= =0+ =

( )
= ------- (iii)

( )

( )
----------- (iv)

From (i), (iii) and (iv),

(i.e)

Let

Consider

⟹ --------- (v)

Consider

⟹ -------- (vi)

The solutions of (v) and (vi) depends on the value of k.

Case I. If k is positive

Let k = p2, where p is an integer. Then (v) becomes,

The auxiliary equation is given by

∴m=±p

The solution is given by ---------- (vii)


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Author : K.Santhanam
Now put k = p2 in (vi) then,

The auxiliary equation is given by

∴ m = ± pc

The solution is given by --------- (viii)

The complete solution is y = XT (from (ii))

y=( )( ) ---------- (ix) (by (vii) & (viii))

Case II. If k is negative

Let k = - p2, where p is an integer. Then (v) becomes,

The auxiliary equation is given by

∴ m = ± pi

The solution is given by -------- (x)

Now Put k = - p 2 in (vi), then

The auxiliary equation is given by

∴ m = ± pci

The solution is given by ---------(xi)

The complete solution is y = XT (from (ii))

y=( )( ) ---------- (xii) (by (x) & (xi))

Case III. If k = 0

Then (v) becomes,

The auxiliary equation is given by m2 = 0

∴ m = 0 (twice)

The solution is given by ---------------- (xiii)

Put k = 0 in (vi),
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Author : K.Santhanam
The auxiliary equation is given by m2 = 0

∴ m = 0 (twice)

The solution is given by ---------------- (xiv)

The complete solution is y = XT (from (ii))

y=( )( ) ------------ (xv)

Hence the complete solutions for one dimensional wave equation are

y=( )( ) ---------- (ix)

y=( )( ) ---------- (xii)

y=( )( ) ------------ (xv)

Note: In the case of vibration of an elastic string, y(x,t) representing the displacement of the

string at any point x, at the time t (which is periodic in t), hence the proper complete solution of

the one dimensional wave equation must be taken as

y=( )( ) which is periodic in t.

We can classify the vibrating string problems in following three types,

1. Problems with zero initial velocity.

2. Problems with non-zero initial velocity.

3. Problems with initial velocity and initial displacement.

3.3. Problems with zero initial velocity. ( )

Example 3.3.1.

A string is stretched and fastened to two points x = 0 and x = l apart. Motion is started by

displacing the string into the form y = f(x) from which it is released at time t = 0. Find the

displacement of any point on the string at a distance of x from one end at time t.

Solution.
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Author : K.Santhanam

We know that the wave equation is

Given boundary conditions are as follows.

(i) ( )

(ii) ( )

(iii) ( ) (∵ initial velocity is zero), 0 < x < l

(iv) ( ) ( ), 0 < x < l

We know that the proper complete solution of the wave equation is

( )=( )( ) -------- (1)

Case (i) Use the boundary condition ( )

Put x = 0, t = t in (1), we will get ( )=0

⟹ either( ) or A = 0

Suppose ( ) , then (1) ⟹ ( )

This means there is no solution for the given problem and hence ( )

∴A=0

Put A = 0 in (1), we have ( )= ( ) --------- (2)

Case (ii) Use the boundary condition ( )

Put x = l and t = t in (2), we will get ( )

Clearly( ) , we have
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Author : K.Santhanam

Put in (2), we have ( )= . / ( . / . /) -------- (3)

Case (iii) Use the boundary condition ( )

Differentiate (3) with respect to t,

= . /( . / . / . / . /)

Put x= x and t =0 and in above equation, we have . / . /

Clearly . / ≠ 0, . / and B ≠ 0, hence D = 0

Put D = 0 in (3), we have ( )= . / . /

= . / . /

= . / . / , where

The most general form is ( ) ∑ . / . / --------- (4)

Case (iv) Use the boundary condition ( ) ( )

Put x = x, t = 0 in (4), we have ∑ . / ( )

Using the half-Fourier sine series, we have ∫ ( ) . /

∴ (4) ⟹ the general solution is ( ) ∑ . / . /

where ∫ ( ) . / .
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Author : K.Santhanam
Example 3.3.2.

A tightly stretched string with fixed end points x = 0 and x = l is initially displaced in a

sinusoidal arc of length and then released from rest. Find the displacement y at any

distance x from one end at time t.

Solution.

We know that the wave equation is

Given boundary conditions are as follows.

(v) ( )

(vi) ( )

(vii) ( ) (∵ initial velocity is zero), 0 < x < l

(viii) ( ) ,0<x<l

We know that the proper complete solution of the wave equation is

( )=( )( ) -------- (1)

Case (i) Use the boundary condition ( )

Put x = 0, t = t in (1), we will get ( )=0

⟹ either( ) or A = 0

Suppose ( ) , then (1) ⟹ ( )

This means there is no solution for the given problem and hence ( )

∴A=0

Put A = 0 in (1), we have ( )= ( ) --------- (2)

Case (ii) Use the boundary condition ( )

Put x = l and t = t in (2), we will get ( )


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Author : K.Santhanam
Clearly( ) , we have

Put in (2), we have ( )= . / ( . / . /) -------- (3)

Case (iii) Use the boundary condition ( )

Differentiate (3) with respect to t,

= . /( . / . / . / . /)

Put x= x and t =0 and in above equation, we have . / . /

Clearly . / ≠ 0, . / and B ≠ 0, hence D = 0

Put D = 0 in (3), we have ( )= . / . /

= . / . /

= . / . / , where

The most general form is ( ) ∑ . / . / --------- (4)

Case (iv) Use the boundary condition ( )

Put x = x , t =0 in (4), we have ∑ . /

(i.e)

Comparing the co-efficient both sides, we have B1 = y0, B2 = B3 = …. = 0

∴ (4) ⟹ the general solution is ( )


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Author : K.Santhanam

∴ ( )

Example 3.3.3.

An elastic string is stretched between two points at a distance apart. In its equilibrium position

the string is in the shape of the curve f(x) = k(sinx –sin3x). Obtain y(x,t) the vertical

displacement.

Solution.

We know that the wave equation is

Given boundary conditions are as follows.

(i) ( )

(ii) ( )

(iii) ( ) (∵ initial velocity is zero), 0 < x <

(iv) ( ) ( ), 0 < x <

We know that the proper complete solution of the wave equation is

( )=( )( ) -------- (1)

Case (i) Use the boundary condition ( )


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Author : K.Santhanam
Put x = 0, t = t in (1), we will get ( )=0

⟹ either ( ) or A = 0

Suppose ( ) , then (1) ⟹ ( )

This means there is no solution for the given problem and hence ( )

∴A=0

Put A = 0 in (1), we have ( )= ( ) --------- (2)

Case (ii) Use the boundary condition ( )

Put x = and t = t in (2), we will get ( )

Clearly( ) , we have

Put in (2), we have ( )= ( ) -------- (3)

Case (iii) Use the boundary condition ( )

Differentiate (3) with respect to t,

= ( )

Put x= x and t =0 and in above equation, we have

Clearly ≠ 0, cn and B ≠ 0, hence D = 0

Put D = 0 in (3), we have ( )=

= , where

The most general form is ( ) ∑ --------- (4)


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Case (iv) Use the boundary condition ( ) ( )

Put x = x , t =0 in (4), we have ∑ ( )

We know that –

⟹ ( )

(i.e) ( )

= ( ). /

=. /

Comparing the co-efficient both sides, we have B1 = , B3 = , B2 = B4 = … = 0

∴ (4) ⟹ the general solution is ( )

Example 3.3.4.

A string is stretched and fastened to two points x = 0 and x = l apart. Motion is started by

displacing the string into the form y = k(lx-x2) from which it is released at time t = 0. Find the

displacement of any point on the string at a distance of x from one end at time t.

Solution.

We know that the wave equation is

Given boundary conditions are as follows.

(i) ( )

(ii) ( )

(iii) ( ) (∵ initial velocity is zero), 0 < x < l


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Author : K.Santhanam
(iv) ( ) ( ) 0<x<l

We know that the proper complete solution of the wave equation is

( )=( )( ) -------- (1)

Case (i) Use the boundary condition ( )

Put x = 0, t = t in (1), we will get ( )=0

⟹ either ( ) or A = 0

Suppose ( ) , then (1) ⟹ ( )

This means there is no solution for the given problem and hence ( )

∴A=0

Put A = 0 in (1), we have ( )= ( ) --------- (2)

Case (ii) Use the boundary condition ( )

Put x = l and t = t in (2), we will get ( )

Clearly( ) , we have


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Author : K.Santhanam

Put in (2), we have ( )= . / -------- (3)

Case (iii) Use the boundary condition ( )

Differentiate (3) with respect to t,

= . /( . / . / . / . /)

Put x= x and t =0 and in above equation, we have . / . /

Clearly . / ≠ 0, . / and B ≠ 0, hence D = 0

Put D = 0 in (3), we have ( )= . / . /

= . / . /

= . / . / , where

The most general form is ( ) ∑ . / . / --------- (4)

Case (iv) Use the boundary condition ( ) ( )

Put x = x , t =0 in (4), we have ∑ . / ( )

Using half-Fourier sine series , we will get ∫ ( )

= ∫ ( ) ( )

= * ( )( ) ] ∫( ) ( ( ))+

=0+ ∫ ( )

= ∫ ∫
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Author : K.Santhanam

( )

= ] ∫ ( )

=( )
( ) * ] ∫ + ( ∵ sin n = sin 0 = 0)

=0– ( ) ∫
( )

=( )
( )] = ( )
( )

= ( )
( )

=( ( )=( ( ( ) ) ( ∵ cos 0 = 1 & cos n = (-1)n)


) )

∴ ( ( ) )
( )

( )
( )
= {
( )
( )

= {
( )

∴ (4) ⟹ the general solution is ( ) ∑ . / . /

{
∑ . / . /
( )

( ) ( )
(i.e) ( ) ∑ . / . /
(( ) )
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Author : K.Santhanam
Example 3.3.5.

Find the displacement of a string of length l vibrating between fixed end points with initial

velocity zero and initial displacement is given by ( ) {

Solution.

We know that the wave equation is

Given boundary conditions are as follows.

(i) ( )

(ii) ( )

(iii) ( ) (∵ initial velocity is zero), 0 < x < l

(iv) ( ) {

We know that the proper complete solution of the wave equation is

( )=( )( ) -------- (1)

Case (i) Use the boundary condition ( )

Put x = 0, t = t in (1), we will get ( )=0

⟹ either ( ) or A = 0

Suppose ( ) , then (1) ⟹ ( )


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Author : K.Santhanam
This means there is no solution for the given problem and hence ( )

∴A=0

Put A = 0 in (1), we have ( )= ( ) --------- (2)

Case (ii) Use the boundary condition ( )

Put x = l and t = t in (2), we will get ( )

Clearly( ) , we have

Put in (2), we have ( )= . / -------- (3)

Case (iii) Use the boundary condition ( )

Differentiate (3) with respect to t,

= . /( . / . / . / . /)

Put x= x and t =0 and in above equation, we have . / . /

Clearly . / ≠ 0, . / and B ≠ 0, hence D = 0

Put D = 0 in (3), we have ( )= . / . /

= . / . /

= . / . / , where

The most general form is ( ) ∑ . / . / --------- (4)


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Author : K.Santhanam

Case (iv) Use the boundary condition ( ) {

Put x = x , t =0 in (4), we have ∑ . / {

Using half-Fourier sine series ,

we will get ∫ ∫ . /

= ∫ ∫ . / ( )

= ∫ ( ) ∫ . / ( )

= * ( )] – ∫ ( ) +

*. /( )] ∫ ( ) ( )+

= ∫ ∫ ( ) ,(∵ )

= ] ∫

=( )
]

=( ) ( )
( )

=( ) ( )
=( )
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Author : K.Santhanam

∴ ( )

Hence (4) ⟹ the general solution is ( ) ∑ . / . /

=∑ ( )
. / . /

Example 3.3.6.

A string of length 2l is fastened at both ends. The midpoint of the string is taken to a height b and

then released from rest in the position. Find the displacement.

Solution.

We know that the wave equation is

Given boundary conditions are as follows.

(i) ( )

(ii) ( )

(iii) ( ) (∵ initial velocity is zero), 0 < x <2l

Let OA = 2l where O(0,t) and A (2l,t)

Let B (l,b) be the midpoint of the string.

The line equation OB is given by

Here ( ) ( ) ( ) ( )

∴ ⟹ ⟹ ⟹ ( )

⟹ ( )

(i.e) ( ) ( )

Put t = 0, we have ( )
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Author : K.Santhanam

The line equation BA is given by

Here ( ) ( ) ( ) ( )

∴ ⟹ ⟹ ( )

⟹ ( )

(i.e) ( ) ( )

( )
Put t =0, we have ( ) ( )

Hence we have the following fourth boundary condition

(iv) ( ) {( )

We know that the proper complete solution of the wave equation is

( )=( )( ) -------- (1)

Case (i) Use the boundary condition ( )

Put x = 0, t = t in (1), we will get ( )=0

⟹ either ( ) or A = 0

Suppose ( ) , then (1) ⟹ ( )


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Author : K.Santhanam
This means there is no solution for the given problem and hence ( )

∴A=0

Put A = 0 in (1), we have ( )= ( ) --------- (2)

Case (ii) Use the boundary condition ( )

Put x =2l and t = t in (2), we will get ( )

Clearly( ) , we have

Put in (2), we have ( )= . / -------- (3)

Case (iii) Use the boundary condition ( )

Differentiate (3) with respect to t,

= . /( . / . / . / . /)

Put x= x and t =0 and in above equation, we have . / . /

Clearly . / ≠ 0, . / and B ≠ 0, hence D = 0

Put D = 0 in (3), we have ( )= . / . /

= . / . /

= . / . / , where

The most general form is ( ) ∑ . / . / --------- (4)


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Author : K.Santhanam

Case (iv) Use the (iv) boundary condition ( ) {( )

Put x = x , t =0 in (4), we have ∑ . / {( )

Using half-Fourier sine series ,

( )
we will get ∫ ∫

∫ ∫ ( )

∫ ( ) ∫ ( ) ( )

* ( )] ∫ ++ *( )( )] ∫ ( )+

( )
∫ ( )

] ]

( ) ( )
(∵ )

( )

∴ 8
( )

Hence (4) ⟹ the general solution is ( ) ∑ . / . /

( ) ( ) ( )
=∑ . / . /
( )

( ) ( ) ( )
=∑ ( ) . / . / (∵ ( ) )
( )
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Author : K.Santhanam
Example 3.3.7.

The points of trisection of a string of length with fixed ends aside through a distance h on

opposite sides of the position of equilibrium and the string is released from rest. Find an

expression for the displacement of the string at any subsequent time. Also show that the midpoint

of the string always remains at rest.

Solution.

We know that the wave equation is

Given boundary conditions are as follows.

(i) ( )

(ii) ( )

(iii) ( ) (∵ initial velocity is zero), 0 < x <l

Let OA = l where O(0,t) and A (l,t)

Let B ( )&C( ) be the points of the string.

The line equation OB is given by

Here ( ) ( ) ( ) ( )

∴ ⟹ ⟹ ( )

∴ ( ) ( )

Put t =0 , ( ) ,
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Author : K.Santhanam

Now the line equation BC is given by

Here ( ) . / ( ) ( )

( )( )
⟹ ⟹ ( ) ⟹

( )
∴ ( ) = = =

( )
Put t=0 , ( )

Now the line equation CA is given by

Here ( ) . / ( ) ( )

∴ ⟹ ⟹ ⟹

⟹ ( )

∴ ( ) ( )

( )
Put t = 0, we have ( )

( )
( )

Hence we have the following fourth boundary condition


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Author : K.Santhanam

( )
(iv) ( )
( )
{

We know that the proper complete solution of the wave equation is

( )=( )( ) -------- (1)

Case (i) Use the boundary condition ( )

Put x = 0, t = t in (1), we will get ( )=0

⟹ either ( ) or A = 0

Suppose ( ) , then (1) ⟹ ( )

This means there is no solution for the given problem and hence ( )

∴A=0

Put A = 0 in (1), we have ( )= ( ) --------- (2)

Case (ii) Use the boundary condition ( )

Put x = l and t = t in (2), we will get ( )

Clearly( ) , we have

Put in (2), we have ( )= . / -------- (3)

Case (iii) Use the boundary condition ( )

Differentiate (3) with respect to t,


34
Author : K.Santhanam

= . /( . / . / . / . /)

Put x= x and t =0 and in above equation, we have . / . /

Clearly . / ≠ 0, . / and B ≠ 0, hence D = 0

Put D = 0 in (3), we have ( )= . / . /

= . / . /

= . / . / , where

The most general form is ( ) ∑ . / . / --------- (4)

( )
Case (iv) Use the boundary condition ( )
( )
{

( )
Put x = x , t =0 in (4), we have ∑ . /
( )
{

Using half-Fourier sine series , we will get

( ) ( )
∫ ∫ ∫

= ∫ ( ) ∫ ( ) ( ) ∫( ) ( )
35
Author : K.Santhanam

= * ( )] ∫ + *( )( )] ∫ ( ) (

)+ *( )( )] ∫ ( ) ( )+

= * ( ) ∫ +

*. /. / . /. / ∫ ( )+ *.

/ ∫ +

= ] . / ]

= ( ) ( ) ( )

( ) ( )

( ) ( ) ( ) ( )

=( )
( )

( )
( ( ))

=( )
( . /)

=( )
( ) (∵ sin n = 0)

=( ( )
)
36
Author : K.Santhanam

=( ( ( ) )
)

∴ 8
( )

Hence (4) ⟹ the general solution is ( ) ∑ . / . /

=∑ ( )
. / . /

= ∑ . / . /

∴ ( ) ∑ . / . / -------- (I)

Now to find the displacement at the midpoint of the string

(i.e) at x = l/2 (midpoint)

Put x = l/2 in (I), we have . / ∑ . / . /

= ∑ . / = 0 ,(∵ sin n = 0)

Hence there is no displacement at the midpoint x = l/2 of the string.

(i.e) the midpoint is at rest.

3.4. Problems with non-zero initial velocity. ( ) ( )

Example 3.4.1.

A tightly stretched string with fixed end points x = 0 and x = l is initially at rest in its equilibrium

position. If it is set vibrating string giving each point a velocity g(x), then find the displacement.

Solution.

We know that the wave equation is

Given boundary conditions are as follows.


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Author : K.Santhanam
(i) ( )

(ii) ( )

(iii) ( )

(iv) ( ) ( ) (∵ non-zero initial velocity ), 0 < x <l

We know that the proper complete solution of the wave equation is

( )=( )( ) -------- (1)

Case (i) Use the boundary condition ( )

Put x = 0, t = t in (1), we will get ( )=0

⟹ either ( ) or A = 0

Suppose ( ) , then (1) ⟹ ( )

This means there is no solution for the given problem and hence ( )

∴A=0

Put A = 0 in (1), we have ( )= ( ) --------- (2)

Case (ii) Use the boundary condition ( )

Put x = l and t = t in (2), we will get ( )

Clearly( ) , we have


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Author : K.Santhanam

Put in (2), we have ( )= . / -------- (3)

Case (iii) Use the boundary condition ( )

Put x = x and t = 0 in (3), we have

∵ B ≠ 0,

(3) ⟹ ( )=

= = where Bn = BD

The most general form is ( ) ∑ . / . / --------- (4)

Now ∑ ( )

(i.e) ( ) ∑ . / --------- (5)

Case (iv) Use the boundary condition ( ) ( ) in (5), we will get

∑ . / ( )

Using half – Fourier sine series , we will have . / ∫ ( )

⟹ ∫ ( )

Hence (4) ⟹ the most general solution is ( ) ∑ . / . /

Where ∫ ( )

Example 3.4.2.
39
Author : K.Santhanam
If a string of length l is initially at rest in its equilibrium position and each of its points is given

the velocity , determine the displacement of a point distant x from one end

at time t.

Solution.

We know that the wave equation is

Given boundary conditions are as follows.

(i) ( )

(ii) ( )

(iii) ( )

(iv) ( )

We know that the proper complete solution of the wave equation is

( )=( )( ) -------- (1)

Case (i) Use the boundary condition ( )

Put x = 0, t = t in (1), we will get ( )=0

⟹ either ( ) or A = 0

Suppose ( ) , then (1) ⟹ ( )

This means there is no solution for the given problem and hence ( )

∴A=0

Put A = 0 in (1), we have ( )= ( ) --------- (2)

Case (ii) Use the boundary condition ( )

Put x = l and t = t in (2), we will get ( )

Clearly( ) , we have
40
Author : K.Santhanam

Put in (2), we have ( )= . / -------- (3)

Case (iii) Use the boundary condition ( )

Put x = x and t = 0 in (3), we have

∵ B ≠ 0,

(3) ⟹ ( )=

= = where Bn = BD

The most general form is ( ) ∑ . / . / --------- (4)

Now ∑ ( )

(i.e) ( ) ∑ . / --------- (5)

Case (iv) Use the boundary condition ( ) in (5), we will get

∑ . / ------- (6)

We know that , (∵ sin 3A = 3 sin A - 4 sin3A)

(6) ⟹

Comparing the co-efficients of both sides, we have ,


41
Author : K.Santhanam
and =0

⟹ , and =0

∴ (4) ⟹ the most general solution is ( ) ∑ . / . /

Example 3.4.3.

If the string of length l is initially at rest in equilibrium position and each of its points is given the

velocity where 0 < x < l at t =0 determine the displacement function y(x,t).

Solution.

We know that the wave equation is

Given boundary conditions are as follows.

(i) ( )

(ii) ( )

(iii) ( )

(iv) ( )

We know that the proper complete solution of the wave equation is

( )=( )( ) -------- (1)

Case (i) Use the boundary condition ( )

Put x = 0, t = t in (1), we will get ( )=0

⟹ either ( ) or A = 0

Suppose ( ) , then (1) ⟹ ( )

This means there is no solution for the given problem and hence ( )

∴A=0
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Author : K.Santhanam
Put A = 0 in (1), we have ( )= ( ) --------- (2)

Case (ii) Use the boundary condition ( )

Put x = l and t = t in (2), we will get ( )

Clearly( ) , we have

Put in (2), we have ( )= . / -------- (3)

Case (iii) Use the boundary condition ( )

Put x = x and t = 0 in (3), we have

∵ B ≠ 0,

(3) ⟹ ( )=

= = where Bn = BD

The most general form is ( ) ∑ . / . / --------- (4)

Now ∑ ( )

(i.e) ( ) ∑ . / --------- (5)

Case (iv) Use the boundary condition ( ) in (5), we will get

∑ . / ------- (6)

We know that sin (A+B) = sin A cos B + Cos A sin B

Sin (A-B) = sin A cos B – Cos A sin B


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Author : K.Santhanam
∴ 2 sin A cos B = sin (A+B) + sin (A-B)

(i.e) , ( ) ( )-

Let A = and B =

∴ , ( ) ( )-

= , -

∴ = 0 1

(6) ⟹

Comparing the coefficients of both sides, we have

And

(i.e) , and

(4) ⟹the most general solution is ( ) ∑ . / . /

Example 3.4.4.

A tightly stretched string with fixed end points x = 0 and x = l is initially at rest in its equilibrium

position. If it is set vibrating string giving each point a velocity ( ) then find the

displacement function.

Solution.

We know that the wave equation is


44
Author : K.Santhanam
Given boundary conditions are as follows.

(i) ( )

(ii) ( )

(iii) ( )

(iv) ( ) ( )

We know that the proper complete solution of the wave equation is

( )=( )( ) -------- (1)

Case (i) Use the boundary condition ( )

Put x = 0, t = t in (1), we will get ( )=0

⟹ either ( ) or A = 0

Suppose ( ) , then (1) ⟹ ( )

This means there is no solution for the given problem and hence ( )

∴A=0

Put A = 0 in (1), we have ( )= ( ) --------- (2)

Case (ii) Use the boundary condition ( )

Put x = l and t = t in (2), we will get ( )

Clearly( ) , we have

Put in (2), we have ( )= . / -------- (3)

Case (iii) Use the boundary condition ( )


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Author : K.Santhanam

Put x = x and t = 0 in (3), we have

∵ B ≠ 0,

(3) ⟹ ( )=

= = where Bn = BD

The most general form is ( ) ∑ . / . / --------- (4)

Now ∑ ( )

(i.e) ( ) ∑ . / --------- (5)

Case (iv) Use the boundary condition ( ) ( ) in (5), we will get

∑ . / ( ) ------- (6)

Using half-Fourier sine series, we will get . / ∫ ( )

= ∫ ( ) ( )= *, ( )- ( )] ∫ ( ) ( ( ))+

=0+ ∫ , ( ) -

= ∫ ( ) ∫

= ∫( ) ( ) ∫ ( )

=( 8( )( )] ∫ ( ) ( )9 8 ( )] ∫ ( ) 9
) ( )

= 0+( )
∫ ( )

=( )
∫ =( )
( )] = ( )
( )
46
Author : K.Santhanam

=( ( ( ) )
)

∴. / ( ( ) )
( )

⟹ ( ( ) )
( )

⟹ { ( )

(4) ⟹the most general solution is ( ) ∑ . / . /


( )

( ) ( )
= ∑ ( )

Example 3.4.5.

A string of length l is initially at rest in its equilibrium position and motion is started by giving

each of its points a velocity given by { Find the displacement.


( )

Solution.

We know that the wave equation is

Given boundary conditions are as follows.

(i) ( )

(ii) ( )

(iii) ( )

(iv) ( ) {
( )

We know that the proper complete solution of the wave equation is

( )=( )( ) -------- (1)


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Author : K.Santhanam
Case (i) Use the boundary condition ( )

Put x = 0, t = t in (1), we will get ( )=0

⟹ either ( ) or A = 0

Suppose ( ) , then (1) ⟹ ( )

This means there is no solution for the given problem and hence ( )

∴A=0

Put A = 0 in (1), we have ( )= ( ) --------- (2)

Case (ii) Use the boundary condition ( )

Put x = l and t = t in (2), we will get ( )

Clearly( ) , we have

Put in (2), we have ( )= . / -------- (3)

Case (iii) Use the boundary condition ( )

Put x = x and t = 0 in (3), we have

∵ B ≠ 0,

(3) ⟹ ( )=

= = where Bn = BD

The most general form is ( ) ∑ . / . / --------- (4)

Now ∑ ( )
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Author : K.Santhanam

(i.e) ( ) ∑ . / --------- (5)

Case (iv) Use the boundary condition ( ) { in (5), we will get


( )

∑ . / { ------- (6)
( )

Using half-Fourier sine series, we will get

. / ∫ ∫ ( )

∫ ( ) ∫ ( ) ( )

= {( ( ))] ∫ ( ) }

{(( )( ))] ∫ ( )( )}

= ∫ ∫

= ] ]

=( ) ( )
( )

=( ) ( )
( )

=( ) ( )
( ), (∵ sin n = 0)

=( ) ( )
49
Author : K.Santhanam

=( )

∴. / ( )

( )

(4) ⟹ the most general solution is ( ) ∑ . / . /

=∑ ( )
. / . /

3.5. Problems with non-zero initial velocity and initial displacement

(i.e) ( ) ( ) and ( ) ( )

Example 3.5.1.

A string is stretched between two fixed points at a distance of l cm and the points of the string

are given initial velocity g(x) after displacing it to the position y(x,0) = f(x). Find the

displacement of the string at any time.

Solution.

We know that the wave equation is

Given boundary conditions are as follows.

(i) ( )

(ii) ( )

(iii) ( ) ( )

(iv) ( ) ( )
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Author : K.Santhanam

We know that the proper complete solution of the wave equation is

( )=( )( ) -------- (1)

Case (i) Use the boundary condition ( )

Put x = 0, t = t in (1), we will get ( )=0

⟹ either ( ) or A = 0

Suppose ( ) , then (1) ⟹ ( )

This means there is no solution for the given problem and hence ( )

∴A=0

Put A = 0 in (1), we have ( )= ( ) --------- (2)

Case (ii) Use the boundary condition ( )

Put x = l and t = t in (2), we will get ( )

Clearly( ) , we have

Put in (2), we have ( )= . /

( ) ( )=
51
Author : K.Santhanam

⟹ ( )= , where

Hence the most general form is given by

y( )=∑ ---------- (3)

Case (iii) Use the boundary condition ( ) ( )

(3)⟹ ( )=∑

Now ∑ ( )( ) ( )( )

Since ( ) ( ), we have ∑ ( ) ( )

( )∑ ( ) ( )

Using Half-Fourier sine series, we have ( ) ∫ ( )

⟹ ∫ ( ) ------------ (I)

Case (iv) Use the boundary condition ( ) ( )

Put x = x and t =0 in (3),

(3)⟹ ( )=∑

⟹∑ ( )

Using Half-Fourier sine series, we have ∫ ( ) ---------- (II)

From (3), (I) and (II), the most general solution is

y( )=∑ ,

where ∫ ( ) and ∫ ( )

Example 3.5.2.
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Author : K.Santhanam
Find the displacement of a tightly stretched string of length 7 cms vibrating between fixed end

points if initial displacement is and the initial velocity is .

Solution.

We know that the wave equation is

Let l = 7 cms

Given boundary conditions are as follows.

(i) ( )

(ii) ( )

(iii) ( )

(iv) ( )

We know that the proper complete solution of the wave equation is

( )=( )( ) -------- (1)

Case (i) Use the boundary condition ( )

Put x = 0, t = t in (1), we will get ( )=0

⟹ either ( ) or A = 0

Suppose ( ) , then (1) ⟹ ( )

This means there is no solution for the given problem and hence ( )

∴A=0

Put A = 0 in (1), we have ( )= ( ) --------- (2)

Case (ii) Use the boundary condition ( )

Put x = l and t = t in (2), we will get ( )

Clearly( ) , we have
53
Author : K.Santhanam

Put in (2), we have ( )= . /

( ) ( )=

⟹ ( )= , where

Hence the most general form is given by

y( )=∑ ---------- (3)

Case (iii) Use the boundary condition ( )

(3)⟹ ( )=∑

Now ∑ ( )( ) ( )( )

Since ( ) , we have ∑ ( )

( )∑ ( )

Comparing the co-efficients of both sides, we will get

⟹ --------(I)

Case (iv) Use the boundary condition ( )

Put x = x and t =0 in (3),

(3)⟹ ( )=∑
54
Author : K.Santhanam

⟹∑

Comparing the coefficients of both sides, we will get

------(II)

From (3), (I) and (II) , the most general solution is

( )=∑

= , where l =7.

Example 3.5.3.

A string is stretched between two fixed points at a distance of l cm and the points of the string

are given initial velocities ( ) and the initial displacements

( ) { . Find the displacement of the string at any time.

Solution.

We know that the wave equation is

Given boundary conditions are as follows.

(i) ( )

(ii) ( )

(iii) ( ) ( )

(iv) ( ) {
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Author : K.Santhanam
We know that the proper complete solution of the wave equation is

( )=( )( ) -------- (1)

Case (i) Use the boundary condition ( )

Put x = 0, t = t in (1), we will get ( )=0

⟹ either ( ) or A = 0

Suppose ( ) , then (1) ⟹ ( )

This means there is no solution for the given problem and hence ( )

∴A=0

Put A = 0 in (1), we have ( )= ( ) --------- (2)

Case (ii) Use the boundary condition ( )

Put x = l and t = t in (2), we will get ( )

Clearly( ) , we have

Put in (2), we have ( )= . /

( ) ( )=

⟹ ( )= , where

Hence the most general form is given by

y( )=∑ ---------- (3)

Case (iii) Use the boundary condition ( ) ( )


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Author : K.Santhanam

(3)⟹ ( )=∑

Now ∑ ( )( ) ( )( )

Since ( ) ( ), we have ∑ ( ) ( )

( )∑ ( ) ( )

Using Half-Fourier sine series, we have ( ) ∫ ( )

⟹ ∫ ( )

= ∫ ( ) ( )

= 8( ( )) ( )] ∫ ( ) .( ( )) 9

= ∫ , -
( )

= ∫ , -
( )

= ( )
∫ ( )

= ( )
∫ ( ) ( )
]

= ( )
8 ( )] ∫ 9 ( )
( ), (∵ sin n = 0)

= ( )
( )1 = ( )
( )= ( )
( )

= ( )
( ( ) ) (∵ cos n = (-1)n)

∴ ( ( ) )
( )
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Author : K.Santhanam

⟹ { ---------- (I)
( )

Case (iv) Use the boundary condition ( ) {

Put x = x and t =0 in (3),

(3)⟹ ( )=∑

⟹∑ {

Using Half-Fourier sine series, we have ∫ ∫( )

= ∫ ( ) ∫( ) ( )

= { ( )] ∫ ( ) } {( )( )] ∫ ( )( )}

= ∫ ∫

. / . /
= 7 7

=( ) ( )
( )

=( ) ( )
( )

=( ) ( ) ( )
=( )
, (∵ sin n = 0)

∴ =( )
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Author : K.Santhanam

⟹ = =8 ----------- (II) (∵ { )
( ) ( )
( )

From (3), (I) and (II) , the most general solution is

( )=∑

( ) ( )
∑ ( ) ∑
( ) ( )
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Author : K.Santhanam

Chapter4.

Heat Equation

The heat equation is a parabolic partial differential equation that describes the distribution of heat

(or variation in temperature) in a given region over time.

4.1. Derivation of One dimensional heat equation.

We know that

1.Heat flows from higher temperature to lower temperature.

2.The rate of flow of heat through an area is proportional to the area into the temperature

gradient where u (x, t) is temperature distribution normal to the area. Constant of

proportionality is called the thermal conductivity (k) of the material.

3.The amount of heat required to change the temperature through the given range is proportional

to the mass of the given the body and the change of temperature. The constant of proportionality

is termed as specific heat (c).

Consider a homogeneous bar of uniform cross-section, sides are insulated. It is assumed that the

loss of heat from the sides by conduction or radiation is negligible. One end of the bar treated as

the origin and the direction of heat flow as positive x-axis. Let ρ be the density (gm/cm3) , 'c' the

specific heat (cal/cm-deg.sec). The temperature at any point of the bar depend on the distance x

of the point from one end and time 't' and is denoted by u (x, t).

Let us take the uniform cross-sectional area be A and take an end of the bar as the origin and the

direction of heat flow as the positive x-axis.


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Author : K.Santhanam
We know that the quantity of the heat crossing any section of the bar is proportional to the area

and the temperature gradient normal to the area.

If Q1 and Q2 are respectively the rates of inflow and outflow for the sections x = x and x = x+δx

then . / and . /

The quantity of the heat retained by the portation(increase of heat) of thickness δx is

. / . / -------------- (I)

Now the mass of the portation with thickness δx = Aρδx

The quantity of increase heat in the portation δx is proportational to the mass of the portation

and the rate of change of temperature with respect to time .

(i.e) the increase of heat in the portation of thickness δx = c Aρδx where the constant of

proportationality is called the specifice heat capcity c. -------------- (II)

From (I) and (II),

c Aρδx . / . /

.. / . / /

Taking lim δx → 0,

.. / . / /
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Author : K.Santhanam

⟹ where ( )( )

4.2.Solution of one dimensional heat equation.

We know that one dimensional heat equation is ---------- (i)

Lat us take the solution be u = XT, --------- (ii) where X is a function of x alone and T is a

function of t alone.

( )
Now

= =0+ = -------- (iii)

( )

( )
----------- (iv)

From (i) ,(iii) and (iv) we have

⟹ (say)

⟹ ---------- (v)

-------- (vi)

The solutions of (v) and (vi) depends on the value of k.

Case I. If k is positive

Let k = p2, where p is an integer. Then (v) becomes,

The auxiliary equation is given by


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Author : K.Santhanam
∴m=±p

The solution is given by ---------- (vii)

Now put k = p2 in (vi) then,

The auxiliary equation is given by

The solution is given by --------- (viii)

The complete solution is u = XT (from (ii))

u=( ) ---------- (ix) (by (vii) & (viii))

Case II. If k is negative

Let k = - p2, where p is an integer. Then (v) becomes,

The auxiliary equation is given by

∴ m = ± pi

The solution is given by -------- (x)

Now Put k = - p 2 in (vi), then

The auxiliary equation is given by

The solution is given by ---------(xi)

The complete solution is u = XT (from (ii))

u=( ) ---------- (xii) (by (x) & (xi))

Case III. If k = 0

Then (v) becomes,

The auxiliary equation is given by m2 = 0

∴ m = 0 (twice)
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Author : K.Santhanam
The solution is given by ---------------- (xiii)

Put k = 0 in (vi),

The auxiliary equation is given by m = 0

The solution is given by ---------------- (xiv)

The complete solution is u = XT (from (ii))

u=( ) ------------ (xv)

Hence the complete solutions for one dimensional heat equation are

u=( ) ---------- (ix)

u=( ) ---------- (xii)

u=( ) ------------ (xv)

Note: In the case of a rod with insulated sides, u(x,t) representing the temperature at any point x,

at the time t (which is periodic in t), hence the proper complete solution of the one dimensional

heat equation must be taken as u(x,t) = ( )

We can classify the one dimensional heat problems in following types,

1. Problems with zero boundary values.

2. Problems with steady state condition and zero boundary values.

3. Problems with steady state condition and non-zero boundary values.

4.2.1. Problem with zero boundary value.

Example 4.2.1.1

A rod of length l with insulated sides is initally at a uniform tempeature f(x).Its ends are

suddenly cooled to 0o C and are kept at the temperature. Find the temperature function u(x,t).

Solution.

We know that the temperature function u(x,t) satisfies the one dimentional
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Author : K.Santhanam

heat equation

Given boundary conditions are

(i) u(0,t) = 0 , t ≥ 0

(ii) u(l,t) = 0 , t ≥ 0

(iii) u(x,0) = f(x) , 0 ≤ x ≤ l

we know that the suitable solution of the one dimentional heat equation is given

by u(x,t) = ( ) -------------- (1)

Case (i) Use the boundary condition u(0,t) = 0

(1) ⟹ A =0

Since C ≠ 0 & we have A = 0

Hence (1) ⟹ u(x,t) =

∴ u(x,t) = ------------- (2)

Case (ii) Use the boundary condition u(l,t) = 0

(2) ⟹

Since B ≠ 0 & C ≠ 0, we have

⟹ pl = n

⟹p=

. /
(2)⟹ u(x,t) = . /

. /
(i.e) u(x,t) = . / , where BC = Bn

. /
The complete solution will be u(x,t) = ∑ . / ---------- (3)

Case (iii) Use the boundary condition u(x,0) = f(x)


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Author : K.Santhanam

(3) ⟹ f(x) = ∑ . /

By using half range Fourier sine series ∫ ( )

. /
The complete general solution is u(x,t) = ∑ . /

where ∫ ( )

Example 4.2.1.2

Solve subject to the boundary conditions

(i) u(0,t) = 0 for all t ≥ 0

(ii) u(l,t) = 0 for all t ≥ 0

(iii) u(x,t)= {

Solution.

We know that the suitable solution for the one dimensional heat equation is

u(x,t) = ( ) -------------- (1)

Case (i) Use the boundary condition u(0,t) = 0

(1) ⟹ A =0

Since C ≠ 0 & we have A = 0

Hence (1) ⟹ u(x,t) =

∴ u(x,t) = ------------- (2)

Case (ii) Use the boundary condition u(l,t) = 0

(2) ⟹

Since B ≠ 0 & C ≠ 0, we have


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Author : K.Santhanam
⟹ pl = n

⟹p=

. /
(2)⟹ u(x,t) = . /

. /
(i.e) u(x,t) = . / , where BC = Bn

. /
The complete solution will be u(x,t) = ∑ . / ---------- (3)

Case (iii) Use the boundary condition u(x,0) = f(x) = {

By using half range Fourier sine series ∫ ( )

= {∫ ∫( ) }

= *∫ ( ) ∫( ) ( )+

= { ( )] ∫ } {( )( )] ∫ ( )}

= { ∫ } { ∫ }

= ] ]

= ( )

= +

∴ =
67
Author : K.Santhanam

. /
(3) ⟹ the general complete solution is given by u(x,t) = ∑ . /

. /

Example 4.2.1.3.

A homogeneous rod of conducting material of length l has its ends kept at zero temperature.

The temperature at the centre is T and falls uniformly to zero at the ends. Find u(x,t).

Solution.

We know that the temperature function satisfies the one dimensional heat

equation

Given boundary conditions are

(i) u(0,t) = 0 for all t ≥ 0

(ii) u(l,t) = 0 for all t ≥ 0

Also given that the temperature at the centre of the rod is T and it falls uniformly to zero at the

ends.

Now equation of OB is given by

Here ( ) ( ) ( ) . /


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Author : K.Santhanam

⟹ ( ) ,

Now equation of BA is given by

Here B( ) . / ( ) ( )

( )

( )

( )

( )

( )
⟹ ( )

∴ the (iii) boundary condition is given by u(x,0) = f(x) = { ( )

We know that the suitable solution for the one dimensional heat equation is

u(x,t) = ( ) -------------- (1)

Case (i) Use the boundary condition u(0,t) = 0

(1) ⟹ A =0

Since C ≠ 0 & we have A = 0

Hence (1) ⟹ u(x,t) =


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Author : K.Santhanam

∴ u(x,t) = ------------- (2)

Case (ii) Use the boundary condition u(l,t) = 0

(2) ⟹

Since B ≠ 0 & C ≠ 0, we have

⟹ pl = n

⟹p=

. /
(2)⟹ u(x,t) = . /

. /
(i.e) u(x,t) = . / , where BC = Bn

. /
The complete solution will be u(x,t) = ∑ . / ---------- (3)

Case (iii) Use the boundary condition u(x,0) = f(x) = { ( )

By using half range Fourier sine series ∫ ( )

( )
= {∫ ∫ }

= ∫ ∫( )

= ∫ ( ) ∫( ) ( )

{ ( )] ∫ } {( )( )] ∫ ∫ ( )}

= ∫ ∫
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Author : K.Santhanam

= { ] ]}

= 2 . /3

∴ =

. /
(3) ⟹ the complete solution ( ) ∑ . /

. /
=∑ . /

= ∑ . /

4.2.2. Problems with steady state condition and zero boundary values.

Example 4.2.2.1.

An insulated rod of length l has the ends A and B kept at a0 c and b0 c respectively until steady

state conditions prevail. The temperature at each end is suddenly reduced to zero degree Celsius

and kept so. Find the resulting temperature at any point of the rod taking the end A as origin.

Solution.

We know that the one dimensional heat equation is given by

The steady state condition means ,

Integrating both sides ,

Again integrating , u (x) = cx +d

(i.e) u(x,0) = cx + d ------ (1)

Put x = 0 in (1) , u (0) = d


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Author : K.Santhanam
Given u(0) = a

∴ d= a

(1) ⟹ u(x) = cx + a

Put x = l in (1), u(l) = cl + d

Given u(l) = b

∴ cl + d = b

cl + a = b

cl = b - a

∴ (1) ⟹ u(x,0) = . /

The boundary conditions are

(i) u(0,t) = 0 for all t ≥ 0

(ii) u(l,t) = 0 for all t ≥ 0

(iii) u(x,0) = . /

We know that the suitable complete solution of this one dimensional heat equation is

( ) ( ) ---------- (2)

Case (i) Use the boundary condition u(0,t) = 0

(2)⟹ A =0

Since C ≠ 0 & we have A = 0

Hence (2) ⟹ u(x,t) =

∴ u(x,t) = ------------- (3)

Case (ii) Use the boundary condition u(l,t) = 0


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Author : K.Santhanam
(1) ⟹

Since B ≠ 0 & C ≠ 0, we have

⟹ pl = n

⟹p=

. /
(3)⟹ u(x,t) = . /

. /
(i.e) u(x,t) = . / , where BC = Bn

. /
The complete solution will be u(x,t) = ∑ . / ---------- (4)

Case (iii) Use the boundary condition u(x,0) = f(x) = . /

(4) ⟹u(x,0) = ∑ . / . /

Using half range Fourier sine series , we have ∫ ( )

∫ 2. / 3

∫ 2. / 3 ( )

*. / +( )⟧ ∫ ( )

( ) ( )
. /. / ( )( ) ∫

( )

( )

∴ ( ( ) )
73
Author : K.Santhanam

. /
(4)⟹the complete general solution is u(x,t) = ∑ ( ( ) ) . /

. /
= ∑ ( ( ) ) . /

Example 4.2.2.2.

A rod of length 30 cm long has its ends A and B kept at 200 c and 800 c respectively until steady

state condition prevail the temperature at each end is then suddenly reduced to 00c and kept so.

Find the temperature function u(x,t) taking x = 0 at A.

Solution.

We know that one dimension heat equation is given by

The steady state condition means ,

Integrating both sides ,

Again integrating , u (x) = cx +d

(i.e) u(x,0) = cx + d ------ (1)

Put x = 0 in (1) , u (0) = d

Given u(0) = 20

∴ d = 20

(2) ⟹ u(x) = cx + 20

Put x = l in (1), u(l) = cl + d

Given u(l) = 80

∴ cl + d = 80

cl + 20 = 80
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Author : K.Santhanam
cl = 80 – 20 =60

c ( given l = 30 cm)

∴ (1) ⟹ u(x,0) = 2

The boundary conditions are

(iv) u(0,t) = 0 for all t ≥ 0

(v) u(30,t) = 0 for all t ≥ 0

(vi) u(x,0) = 2

We know that the suitable complete solution of this one dimensional heat equation is

( ) ( ) ---------- (2)

Case (i) Use the boundary condition u(0,t) = 0

(2)⟹ A =0

Since C ≠ 0 & we have A = 0

Hence (2) ⟹ u(x,t) =

∴ u(x,t) = ------------- (3)

Case (ii) Use the boundary condition u(30,t) = 0

(2) ⟹

Since B ≠ 0 & C ≠ 0, we have

⟹ p30 = n

⟹p=

. /
(3)⟹ u(x,t) = . /

. /
(i.e) u(x,t) = . / , where BC = Bn
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Author : K.Santhanam

. /
The complete solution will be u(x,t) = ∑ . / ---------- (4)

Case (iii) Use the boundary condition u(x,0) = f(x) = 2

(5) ⟹u(x,0) = ∑ . /

Using half range Fourier sine series , we have ∫ ( )

∫ * +

∫ * + ( )

* +( )⟧ - ∫

= ( ( ) ) ∫

= ( ( ) ) ⟧

∴ = ( ( ) )

. /
(4)⟹the complete general solution is u(x,t) = ∑ ( ( ) ) . /

. /
= ∑ ( ( ) ) . /

4.2.3. Problems with steady state condition and non-zero boundary values.

Example 4.2.3.1.

A rod of length l cm with insulated sides has its ends A and B kept at a0 c and b0 c respectively

until steady state conditions prevail. The temperature at A is then suddenly raise to c0 c and that

at B is lowered d0 c. Find the subsequent temperature distribution function.

Solution.
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Author : K.Santhanam

We know that the one dimensional heat equation is given by

The steady state condition means ,

Integrating both sides ,

Again integrating , u (x) = sx + t

(i.e) u(x,0) = sx + t ------ (1)

Put x = 0 in (1) , u (0) = t

Given u(0) = a

∴ t= a

(1) ⟹ u(x) = sx + t

Put x = l in (1), u(l) = sl + t

Given u(l) = b

∴ sl + t = b

sl + a = b

sl = b - a

∴ (1) ⟹ u(x,0) = . /

In this case we have to split the temperature function u(x,t) as follows

u(x,t) = us (x,t) + ut(x,t) --------------- (2)

(s- steady state , t- transient state)

The 2nd conditions are given as follows

u(0,t) = c, for all t ≥ 0


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Author : K.Santhanam
u(l,t) = d, for all t ≥ 0

u(x,0) = . / for all x

To find steady state temperature us :

Since the steady state temperature will satisfies the one dimensional heat equation

Hence

The steady state condition

Integrating both sides, we will get

Integrating again , ( ) ------ (3)

Given conditions are ( ) ( ) for all t ≥ 0

Put x = 0 in (3) , ( )

But ( )

Hence B = c

Put x = l in (3), ()

But ()

Hence

⟹ Al + c = d

⟹ Al = d – c

Hence (3) ⟹ ( ) ( ) -------- (A)

To fine transient state temperature ut :


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Author : K.Santhanam
From (2) , ut(x,t) = u(x,t) – us(x,t)

When x = 0, ( ) ( ) ( )

When x = l , ( ) ( ) ( )

( ) ( ) ( ) * +

= , for all x

We have the following conditions

(i) ( )

(ii) ( )

(iii) ( ) . /

We know that the suitable complete solution of this one dimensional heat equation is

( ) ( ) --------------- (4)

Case (i) Use the boundary condition ( )

(4)⟹ A =0

Since C ≠ 0 & we have A = 0

Hence (4) ⟹ ut(x,t) =

∴ ut(x,t) = ------------- (5)

Case (ii) Use the boundary condition ut(l,t) = 0

(5)⟹

Since B ≠ 0 & C ≠ 0, we have

⟹ pl = n

⟹p=
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Author : K.Santhanam

. /
(3)⟹ ut(x,t) = . /

. /
(i.e) ut(x,t) = . / , where BC = Bn

. /
The complete solution will be ut(x,t) = ∑ . / ---------- (6)

Case (iii) Use the boundary condition ( ) . /

(6)⟹ ∑ . / . /

Using half range sine Fourier series ∫ 2. / 3 . /

∫ 2. / 3 ( )

, -
2 3( )⟧ ∫ ( ) 2. / 3

( ) ( )
20 1 , - 3 ∫

( )
*( )( ) + ⟧

,( )( ) -

∴ ,( )( ) -

. /
(6)⟹ The complete solution will be ut(x,t) = ∑ . /

. /
∑ ,( )( ) - . /

,( )( ) - . /
∑ . / ---------- (B)

( )⟹ ( ) ( ) ( )

,( )( ) - . /
. / ∑ . / (from A and B)
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Author : K.Santhanam
Example 4.2.3.2

The ends A and B of a rod l cm long have their temperatures kept at 300c and 800c and steady

state conditions prevail. The temperature of the end B is suddenly reduced to 600c and that of

A is increased to 400c. Find the temperature distribution in the rod after time t.

Solution.

We know that the one dimensional heat equation is given by

The steady state condition means ,

Integrating both sides ,

Again integrating , u (x) = sx + r

(i.e) u(x,0) = sx + r ------ (1)

Put x = 0 in (1) , u (0) = r

Given u(0) = 30

∴ r= 30

(2) ⟹ u(x) = sx + r

Put x = l in (1), u(l) = sl + r

Given u(l) = 80

∴ sl + r = 80

sl + 30 = 80

sl = 80 - 30

∴ (1) ⟹ u(x,0) = . /
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Author : K.Santhanam
In this case we have to split the temperature function u(x,t) as follows

u(x,t) = us (x,t) + ut(x,t) --------------- (2)

(s- steady state , t- transient state)

The 2nd conditions are given as follows

u(0,t) = 40, for all t ≥ 0

u(l,t) = 60, for all t ≥ 0

u(x,0) = . / for all x

To find steady state temperature us :

Since the steady state temperature will satisfies the one dimensional heat equation

Hence

The steady state condition

Integrating both sides, we will get

Integrating again , ( ) ------ (3)

Given conditions are ( ) ( ) for all t ≥ 0

Put x = 0 in (3) , ( )

But ( )

Hence B = 40

Put x = l in (3), ()

But ()

Hence

⟹ Al + 40 = 60
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Author : K.Santhanam
⟹ Al = 60 – 40

Hence (3) ⟹ ( ) ( ) -------- (A)

To fine transient state temperature ut :

From (2) , ut(x,t) = u(x,t) – us(x,t)

When x = 0, ( ) ( ) ( )

When x = l , ( ) ( ) ( )

( ) ( ) ( ) * +

= , for all x

We have the following conditions

(iv) ( )

(v) ( )

(vi) ( ) . /

We know that the suitable complete solution of this one dimensional heat equation is

( ) ( ) --------------- (4)

Case (i) Use the boundary condition ( )

(4)⟹ A =0

Since C ≠ 0 & we have A = 0

Hence (4) ⟹ ut(x,t) =

∴ ut(x,t) = ------------- (5)

Case (ii) Use the boundary condition ut(l,t) = 0

(5)⟹
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Author : K.Santhanam
Since B ≠ 0 & C ≠ 0, we have

⟹ pl = n

⟹p=

. /
(3)⟹ ut(x,t) = . /

. /
(i.e) ut(x,t) = . / , where BC = Bn

. /
The complete solution will be ut(x,t) = ∑ . / ---------- (6)

Case (iii) Use the boundary condition ( ) . /

(6)⟹ ∑ . / . /

Using half range sine Fourier series ∫ 2. / 3 . /

∫ 2. / 3 ( )

, -
2 3( )⟧ ∫ ( ) 2. / 3

( ) ( )
20 1 3 ∫

*( )( ) + ⟧

,( )( ) -

∴ , ( ) -

. /
(6)⟹ The complete solution will be ut(x,t) = ∑ . /

. /
∑ , ( ) - . /
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Author : K.Santhanam
, ( ) - . /
∑ . / ---------- (B)

( )⟹ ( ) ( ) ( )

, ( ) - . /
. / ∑ . / (from A and B)

Example 4.2.3.3

A rod of length l cm long with ends A and B have the temperature 400c and 800c until steady

state prevails. The temperature at A is suddenly raised to 900c and at the same time that at B is

lowered to 400c. Find the temperature distribution in the rod at time t, also show that the

temperature at the mid point of the rod remains unaltered for all time, regardless of the

material of the rod.

Solution

We know that the one dimensional heat equation is given by

The steady state condition means ,

Integrating both sides ,

Again integrating , u (x) = sx + r

(i.e) u(x,0) = sx + r ------ (1)

Put x = 0 in (1) , u (0) = r

Given u(0) = 40

∴ r= 40

(3) ⟹ u(x) = sx + r

Put x = l in (1), u(l) = sl + r


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Author : K.Santhanam
Given u(l) = 90

∴ sl + r = 90

sl + 40 = 90

sl = 90 - 40

∴ (1) ⟹ u(x,0) = . /

In this case we have to split the temperature function u(x,t) as follows

u(x,t) = us (x,t) + ut(x,t) --------------- (2)

(s- steady state , t- transient state)

The 2nd conditions are given as follows

u(0,t) = 90, for all t ≥ 0

u(l,t) = 40, for all t ≥ 0

u(x,0) = . / for all x

To find steady state temperature us :

Since the steady state temperature will satisfies the one dimensional heat equation

Hence

The steady state condition

Integrating both sides, we will get

Integrating again , ( ) ------ (3)

Given conditions are ( ) ( ) for all t ≥ 0


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Author : K.Santhanam
Put x = 0 in (3) , ( )

But ( )

Hence B = 90

Put x = l in (3), ()

But ()

Hence

⟹ Al + 90 = 40

⟹ Al = 40 – 90

Hence (3) ⟹ ( ) ( ) -------- (A)

To fine transient state temperature ut :

From (2) , ut(x,t) = u(x,t) – us(x,t)

When x = 0, ( ) ( ) ( )

When x = l , ( ) ( ) ( )

( ) ( ) ( ) * +

= , for all x

We have the following conditions

(vii) ( )

(viii) ( )

(ix) ( ) . /

We know that the suitable complete solution of this one dimensional heat equation is

( ) ( ) --------------- (4)
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Author : K.Santhanam
Case (i) Use the boundary condition ( )

(4)⟹ A =0

Since C ≠ 0 & we have A = 0

Hence (4) ⟹ ut(x,t) =

∴ ut(x,t) = ------------- (5)

Case (ii) Use the boundary condition ut(l,t) = 0

(5)⟹

Since B ≠ 0 & C ≠ 0, we have

⟹ pl = n

⟹p=

. /
(3)⟹ ut(x,t) = . /

. /
(i.e) ut(x,t) = . / , where BC = Bn

. /
The complete solution will be ut(x,t) = ∑ . / ---------- (6)

Case (iii) Use the boundary condition ( ) . /

(6)⟹ ∑ . / . /

Using half range sine Fourier series ∫ 2. / 3 . /

∫ 2. / 3 ( )

, -
2 3( )⟧ ∫ ( ) 2. / 3

( ) ( )
20 1 3 ∫
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Author : K.Santhanam

*( )( ) + ⟧

,( )( ) -

∴ ,( ) -

. /
(6)⟹ The complete solution will be ut(x,t) = ∑ . /

. /
∑ ,( ) - . /

,( ) - . /
∑ . / ---------- (B)

( )⟹ ( ) ( ) ( )

,( ) - . /
. / ∑ . / (from A and B)

, - . /
=. / ∑ . / if n is even

, - . /
=. / ∑ . / if n is odd

. /
∴ ( ) . / ∑ . /

. /
. / ∑ . /

. /
. / ∑ . /
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Author : K.Santhanam
4.3. Derivation of Two dimensional Heat flow equation

Consider the heat flow in a metal plate XOY. If the temperature at a point depends only on

x,y ordinates and time t and does not depend on z-co-ordinate then the heat flow is called two

dimensional heat flow on the XOY plane and heat flow on z-axis is zero.

Consider a rectangular plate with uniform thickness h , density ρ , thermal conductivity k ,

specific heat capacity s with sides δx and δy.

The quantity of heat entering the plate ABCD per sec through the surface AB is

. /

The quantity of heat entering the plate ABCD per sec through the surface AD is

. /

The quantity of heat entering the plate ABCD per sec through the surface CD is

. /

The quantity of heat entering the plate ABCD per sec through the surface BC is

. /
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Author : K.Santhanam

Hence the total heat gain by the rectangular plate ABCD is . / . / +

. / + . /

= 8 . / . / . / . / 9

. / . / . / . /
= { } --------- (1)

The rate of gain of heat by the area ABCD is given by ρδxδyhs --------- (2)

From (1) and (2) ,

. / . / . / . /
= { }

. / . / . / . /
⟹ { }

Taking limits δx → 0 and δy → 0, we have

. / . / . / . /
{ }

2 3

Let

2 3

In the steady state u is independent of t, hence


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Author : K.Santhanam

∴ which is the two dimensional heat flow equation.

This is also called two dimensional Laplace’s equation.

4.4. Solution of two dimensional heat flow equation.

We know that two dimensional heat equation is -------(1)

Here u is a function of x and y, let as assume the solution be u = XY -------- (2)

where X is a function of x alone and Y is a function of y alone.

(2) ⟹ =

Hence (1) ⟹ =0

Let ( )

(i.e)

(i.e) -------- (3)

-------- (4)

Case (i) If k is positive , let k =

(3) and (4) ⟹ and

The auxiliary equations are and

⟹m= and
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Author : K.Santhanam
Hence the solution is X = and Y =

∴ (2) ⟹ the solution of the two dimensional heat equation is ( )(

Case (ii) If k is negative

(3) and (4) ⟹ and

The auxiliary equations are and

⟹m= and

Hence the solution is X = A and Y = C

∴ (2) ⟹ the solution of the two dimensional heat equation is

(A )( C )

Case (iii) If k = 0

(3) and (4) ⟹ and

The auxiliary equations are and

Hence the solution is X = A and Y = C

∴ (2) ⟹ the solution of two dimensional heat equation is

(A )( C )

∴ the solutions of two dimensional heat flow equation are as follows

( ) ( )( )

( ) (A )( C )

( ) (A )( C )
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Author : K.Santhanam
Note 4.4.1. The solution of the heat equation for a finite plate with value given in x direction is

( ) (A )( C )

Note 4.4.2. The solution of the heat equation for a finite plate with value given in y direction is

( ) ( )( )

We can classify two dimensional heat flow problems in the following

1.Finite plate with value given in x direction

2.Finite plate with value given in y direction

3.Finite plate with values given in both x & y directions

4.Infinite plate with value given in x direction

5.Infinite plate with value given in y direction

4.4.1. Finite plate with value given in x direction.

Example 4.4.1.1.

A square plate is bounded by the lines x = 0 , y=0 , x= l and y = l. Its faces are insulated. The

temperature along the upper horizontal edge is given by f(x) while the other three edges are kept

at 00c. Fine the steady state temperature of the plate.

Solution

We know that two dimensional heat equation is given by


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Author : K.Santhanam
Also the complete suitable solution is ( ) (A )( C ) -------

(1)

Given boundary conditions are

(i) ( )

( ) ( )

( ) ( )

(iv) ( ) ( )

Case (i) . Use the boundary condition ( )

(1)⟹ A(C )= 0

Since (C ) , we have A = 0

(1) ⟹ (C ) ------- (2)

Case (ii) Use the boundary condition ( )

(2)⟹ ( )

Since B ≠ 0 and ( C )≠ 0, we have

(2)⟹ ( ) -------- (3)

Case (iii) Use the boundary condition ( )

(3)⟹ ( )

Since , we have C+D = 0

(3) ⟹ ( )
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Author : K.Santhanam

= ( )

, where

The general complete solution is ∑ ---------- (4)

Case (iv) Use the boundary condition ( ) ( )

(4) ⟹ ∑ ( )

∑ ( )

∑ ( ) where

Using the half range Fourier sine series , we have ∫ ( )

∴ the general complete solution is ( ) ∑ where

∫ ( )

Example 4.4.1.2.

The boundary value problem governing the steady state temperature distribution in a flat, thin,

square plate is given by

( ) ( )

( ) ( )

Solution.

We know that two dimensional heat equation is given by


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Author : K.Santhanam
Also the complete suitable solution is ( ) (A )( C ) -------

(1)

Given boundary conditions are

(i) ( )

( ) ( )

( ) ( )

(iv) ( )

Case (i) . Use the boundary condition ( )

(1)⟹ A(C )= 0

Since (C ) , we have A = 0

(1) ⟹ (C ) ------- (2)

Case (ii) Use the boundary condition ( )

(2)⟹ ( )

Since B ≠ 0 and ( C )≠ 0, we have

(2)⟹ ( ) -------- (3)

Case (iii) Use the boundary condition ( )

(3)⟹ ( )

Since , we have C+D = 0

(3) ⟹ ( )
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Author : K.Santhanam

= ( )

, where

The general complete solution is ∑ ---------- (4)

Case (iv) Use the boundary condition ( )

(4) ⟹ ∑

∑ ---------- (5)

We know that

∴ ( )

(5) ⟹ ∑

Comparing the co-efficients on both sides

∴ the general complete solution is ( ) ∑

=
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Author : K.Santhanam
Example 4.4.1.3.

A square plate is bounded by the lines x = 0 , y=0 , x= 10 and y = 10. Its faces are insulated. The

temperature along the upper horizontal edge is given by ( ) ( ) while the other

three edges are kept at 00c. Fine the steady state temperature of the plate.

Solution.

We know that two dimensional heat equation is given by

Also the complete suitable solution is ( ) (A )( C ) -------

(1)

Given boundary conditions are

(i) ( )

( ) ( )

( ) ( )

(iv) ( ) ( )

Case (i) . Use the boundary condition ( )

(1)⟹ A(C )= 0

Since (C ) , we have A = 0

(1) ⟹ (C ) ------- (2)

Case (ii) Use the boundary condition ( )

(2)⟹ ( )

Since B ≠ 0 and ( C )≠ 0, we have


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Author : K.Santhanam

(2)⟹ ( ) -------- (3)

Case (iii) Use the boundary condition ( )

(3)⟹ ( )

Since , we have C+D = 0

(3) ⟹ ( )

= ( )

, where

The general complete solution is ∑ ---------- (4)

Case (iv) Use the boundary condition ( ) ( )

(4) ⟹ ∑ ( )

∑ ( )

∑ ( ) where

Using Half range Fourier sine series ∫ ( )

= ∫ ( ) ( )

( )⟧ ∫ ( )

∫ ( )

∫ ∫
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Author : K.Santhanam

∫ ∫ ( )

= ⟧ ⟧ ∫

( )

, ( ) -

( )
∴ = 8

(4) ⟹ the general complete solution is ( ) ∑

( )

( ) ( )

( ) ( )
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Author : K.Santhanam
4.4.2.Finite plate with value given in y direction

Example 4.4.2.1.

A square plate is bounded by the lines x = 0 , y=0 , x= l and y = l. Its faces are insulated. The

temperature along the left vertical edge is given by f(y) while the other three edges are kept at

00c. Fine the steady state temperature of the plate.

Solution

We know that two dimensional heat equation is given by

Also the complete suitable solution is ( ) ( )( ) ---------

(1)

Given boundary conditions are

(i) ( )

( ) ( )

( ) ( )

(iv) ( ) ( )

Case (i) . Use the boundary condition ( )

(1)⟹ ( )

Since ( ) , we have C = 0
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(1) ⟹ ( ) ------- (2)

Case (ii) Use the boundary condition ( )

(2)⟹ ( )

Since D ≠ 0 and ( )≠ 0, we have

(2)⟹ ( ) -------- (3)

Case (iii) Use the boundary condition ( )

(3)⟹ ( )

Since , we have A+B = 0

⟹B

(3) ⟹ ( )

= ( )

, where

The general complete solution is ( ) ∑ ---------- (4)

Case (iv) Use the boundary condition ( ) ( )

(4) ⟹ ∑ ( )

∑ ( )

∑ ( ) where
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Using the half range Fourier sine series , we have ∫ ( )

∴ the general complete solution is ( ) ∑ where

∫ ( )

Example 4.4.2.2.

A square plate is bounded by the lines x = 0 , x = a, y = 0, y = a , the temperature of the sides

bounded by the lines x = a , y = 0, y = a are kept 00c. The side x = 0 is kept at temperature given

by ( ) . Find u(x,y).

Solution

We know that two dimensional heat equation is given by

Also the complete suitable solution is ( )( ) --------- (1)

Given boundary conditions are

(i) ( )

( ) ( )

( ) ( )

(iv) ( )

Case (i) . Use the boundary condition ( )


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(1)⟹ ( )

Since ( ) , we have C = 0

(1) ⟹ ( ) ------- (2)

Case (ii) Use the boundary condition ( )

(2)⟹ ( )

Since D ≠ 0 and ( )≠ 0, we have

(2)⟹ ( ) -------- (3)

Case (iii) Use the boundary condition ( )

(3)⟹ . /

Since , we have

⟹ =

∴ (3) ⟹ ( )

= 4 5 , (multiplied Nr and Dr by )

. /
= ( )

. / ( )
( ) , where

( )

The general complete solution is ∑ ( ) ---------- (4)


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Case (iv) Use the boundary condition ( )

(4) ⟹ ∑ ( )

∑ (∵ ( ) )

∑ where

Using the half range Fourier sine series , we have ∫

( )⟧ = ( )

,( ) -

Since

⟹ = ,( ) -

( )
⟹ 8

⟹ 8

∴ (4) ⟹ the general complete solution is ( )

∑ ( )

( ) ( )
( ) ∑ ( ) ( )
( ) ( )

4.4.3. Finite plate with value given in both x and y directions

Example 4.4.3.1.

A rectangular plate is bounded by the lines x = 0 , y= 0, x=a and y = b. Its surfaces are insulated

and the temperature along two adjacent edges is kept at 1000 C, while the temperature along the

other edges is at 00C. Find the steady state tempetature at any point in the plate. Also find the
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Author : K.Santhanam
steady state temperature at any point of a square plate os side ‘a’ if two adjacent edges are kept at

1000C and the others at 00C.

Solution

Let u(x,y) be the temperature function satisfying the equation ------ (1)

Given boundary conditions are

(i) ( )

( ) ( )

( ) ( )

(iv) ( )

Let us split the solution into two solutions

Let ( ) ( ) ( )

Where ( ) is the temperature with edge BC maintained at 1000C and the other edges at 00C.

And ( ) is the temperature with edge AB maintained at 1000C and the other edges at 00C.

Clearly both ( ) and ( ) satisfy the equation (1).

To find ( ):

The boundary conditions for ( ) are given by


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( ) ( )

( ) ( )

( ) ( )

(iva) ( )

The complete suitable solution is ( ) ( )( ) ------ (2)

Case (i) . Use the boundary condition ( )

(2)⟹ ( )

Since ( ) , we have A = 0

(2) ⟹ ( ) ( ) ------- (3)

Case (ii) Use the boundary condition ( )

(3)⟹ ( )

Since B ≠ 0 and ( )≠ 0, we have

(3)⟹ ( ) ( ) -------- (4)

Case (iii) Use the boundary condition ( )

(4)⟹ B ( )
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Since , we have

∴ (4) ⟹ ( ) ( )

= . /

( )
=. / , (multiplied Nr and Dr by )

( )
=. / , (∵ )

The general complete solution is ( ) ∑ ---------- (5)

Case (iv) Use the boundary condition ( )

(5) ⟹ ∑

( )∑

Using the half range Fourier sine series, we have ∫

( )⟧ = ( )

,( ) -

, ( ) -

, ( )-
{
, ( )-

( )
={
( )
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Author : K.Santhanam

=8

⟹ {

∴ (5) ⟹ the general complete solution is ( )

( ) ( )
∴ ( ) ∑ ,( ) -
( )

To find ( ):

The boundary conditions for ( ) are given by

( ) ( )

( ) ( )

( ) ( )

(ivb) ( )

Similarly as per above


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( ) ( )

( ) ∑ ,( ) -
( )

Hence the required solution is ( ) ( ) ( )

4.4.4 Infinite plate with value given in x direction

Example 4.4.4.1

An infinitely long uniform plate is bounded by two parallel edges and an end

at right angles to them. The breath of this edge and is maintained at the temperature

( ) all the other three edges at temperature zero. Find the steady state temperature at any

interior point of the plate.

Solution

Let u(x,y) be the temperature function satisfying the equation ------ (1)
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The boundary conditions are given by

(i) ( )

( ) ( )

(iii) ( )

( ) ( ) ( )

The complete suitable solution is ( ) ( )( ) ------ (2)

Case (i) . Use the boundary condition ( )

(2)⟹ ( )

Since ( ) , we have A = 0

(2) ⟹ ( ) ( ) ------- (3)

Case (ii) Use the boundary condition ( )

(3)⟹ ( )

Since B ≠ 0 and ( )≠ 0, we have

(3)⟹ ( ) ( ) -------- (4)

Case (iii) Use the boundary condition ( )

(4)⟹ B ( ) , (∵ )

Since , we have

⟹ , (∵ )

(4)⟹ ( ) ( )

⟹ ( )
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The general complete solution is ( ) ∑ , where -----(5)

Case (iv) Use the boundary condition ( ) ( )

(5) ⟹ ∑ ( ) ( )

⟹ ∑ ( )

Using the half range Fourier sine series, we have ∫ ( )

(5) ⟹ The general complete solution is ( ) ∑ ∫ ( )

Example 4.4.4.2.

An infinitely long uniform plate is bounded by two parallel edges and an end at right angles to

them. The breath is . This end is maintained at a constant temperature at all points and other

edges are kept zero temperature. Find the steady state temperature at any point of the plate.

Solution

Let ( ) be the steady state temperature at any point of the plate, satisfying the equation

------ (1)
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The boundary conditions are given by

(i) ( )

( ) ( )

(iii) ( )

( ) ( )

The complete suitable solution is ( ) ( )( ) ------ (2)

Case (i) . Use the boundary condition ( )

(2)⟹ ( )

Since ( ) , we have A = 0

(2) ⟹ ( ) ( ) ------- (3)

Case (ii) Use the boundary condition ( )

(3)⟹ ( )

Since B ≠ 0 and ( )≠ 0, we have

(3)⟹ ( ) ( ) -------- (4)

Case (iii) Use the boundary condition ( )

(4)⟹ B ( ) , (∵ )

Since , we have

⟹ , (∵ )

(4)⟹ ( ) ( )

⟹ ( )

The general complete solution is ( ) ∑ , where -----(5)


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Case (iv) Use the boundary condition ( )

(5) ⟹ ∑ ( )

⟹ ∑

Using the half range Fourier sine series, we have ∫

, -

, ( ) -

, ( )-
∴ {
, -

, -
8

(5) ⟹ The general complete solution is ( ) ∑

( ) ∑

( ) ( )
⟹ ( ) ∑

Example 4.4.4.3.

A rectangular plate with insulated surface is 10 cm wide so long compared to its width that it

may be considered infinite length. If the temperature along short edge y = 0 is given
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Author : K.Santhanam

( ) when 0 < x < 10, while the two long edges x = 0 and x = 10 as well as the

other edge are kept at 00 C, find the steady state temperature.

Solution

Let ( ) be the steady state temperature at any point of the plate, satisfying the equation

------ (1)

The boundary conditions are given by

(i) ( )

( ) ( )

(iii) ( )

( ) ( )

The complete suitable solution is ( ) ( )( ) ------ (2)

Case (i) . Use the boundary condition ( )

(2)⟹ ( )

Since ( ) , we have A = 0
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(2) ⟹ ( ) ( ) ------- (3)

Case (ii) Use the boundary condition ( )

(3)⟹ ( )

Since B ≠ 0 and ( )≠ 0, we have

(3)⟹ ( ) ( ) -------- (4)

Case (iii) Use the boundary condition ( )

(4)⟹ B ( ) , (∵ )

Since , we have

⟹ , (∵ )

(4)⟹ ( ) ( )

⟹ ( )

The general complete solution is ( ) ∑ , where -----(5)

Case (iv) Use the boundary condition ( )

(5) ⟹ ∑ ( )

⟹∑

Comparing both sides, we will get,

(5) ⟹ The general complete solution is ( ) ∑


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( ) ( )

∴ ( )

4.4.5 Infinite plate with value given in y direction

Example 4.4.5.1

An infinitely long rectangular plate with insulated surface is 10 cm wide. The two long edges

and one short edge are kept at zero temperature, while the other short edge x = 0 is kept at

temperature given by u(o,y) = { . Find the steady state temperature of


( )

the plate.

Solution

Let ( ) be the steady state temperature at any point of the plate, satisfying the equation

------ (1)
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The boundary conditions are given by

(i) ( )

( ) ( )

(iii) ( )

( ) ( ) {
( )

The complete suitable solution is ( ) ( )( ) ------ (2)

Case (i) . Use the boundary condition ( )

(2) ⟹ ( )

Since ( ) , we have C = 0

(2) ⟹ ( ) ( ) ---------- (3)

Case (ii) . Use the boundary condition ( )

(3) ⟹ ( )

Since ( ) , we have

⟹ p10 = n

(3) ⟹ ( ) ( ) ---------- (4)

Case (iii) . Use the boundary condition ( )

(4) ⟹ ( )

⟹ , (∵ )

Since , we have A = 0
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(4) ⟹ ( ) ( )

( ) where

The general complete solution is ( ) ∑ -----(5)

Case (iv) . Use the boundary condition ( ) {


( )

(5) ⟹ ∑ ( ) {
( )

( )∑ ={ ( ) (say)
( )

Using Fourier half range sine series , we have ∫ ( )

2∫ ( ) ∫ ( ) 3

2∫ ∫ ( ) 3

2∫ ∫ ( ) 3

2∫ ∫ ∫ 3

{∫ ( ) ∫ ( ) ∫ ( )}

{ ( )] ∫ ( ) ( )] ,( )]

∫ ( ) - }
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Author : K.Santhanam

= 84 5 ] ( ) 4 5

∫ 9

= 8( ) ( )
( ) . ( ) / . /

( )] 9

= 2. / ( ) ( ) ( ) . /
( )

( )
. /3

= 2( )
( ) ( )
. /3

= 2( )
( ) ( )
. /3

∴ ( )

⟹∴ 8( )

(5) ⟹ The general complete solution is ( ) ∑

∑ ( )

( )
( ) ( )
∴ ( ) ∑ ( )
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Chapter -5

Polar form of the heat equation

5.1 .Polar co-ordinate equation of Heat flow in Two –dimensional

Let ( ) be the temperature function of a uniform heat conduction material.

We know that the Laplace Cartesian equation is

The Cartesian co-ordinates can be represented by the polar coordinates as per below,

and

By Chain rule

--------(1)

. /=

2 . / . /3 2 . / . /3

2 . / . /3 2 . / . /3

. / . / . / . /

---------- (2)
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Author : K.Santhanam

= . /

( ) ( ) ( ) ( )

( ) 0 1 ( ) ,

( ) ( )

( ) ( )

0 1 0 1---(3)

Using (1) in (3), we will get

0 1------(4)

(2) + (4) ⟹

( ) ( )
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Author : K.Santhanam

⟹ + 0 1

⟹ 0 1

Hence the polar heat equation is given by (Laplace)

5.2 Solution of Laplace’s equation in Polar co-ordinate

Our aim is to find the solution for the equation -------- (1)

Let us take the solution be ( ) ( ) ( )

Where ( ) is a function of r only and ( ) is a function of only.

Hence ( ) ( )⟹ ( ) ( )

( ) ( )⟹ ( ) ( )

(1) ⟹ ( ) ( ) ( ) ( ) ( ) ( )

⟹ ( ) ( ) ( ) ( ) ( ) ( )

⟹ ( ), ( ) ( )- ( ) ( )

[ ( ) ( )] ( )
⟹ ( ) ( )

Here L.H.S. is a function of r only and R.H.S is a function of only, and r , are independent

variables.

[ ( ) ( )] ( )
Hence ( ) ( )
( a constant) ------ (2)
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[ ( ) ( )]
First consider ( )

⟹ ( ) ( ) ( ) ------- (3)

⟹ ( ) ( ) ( ) , which is a differential equation with variable co-efficients

So take

( )

⟹ ----- (4)

( ) ( ) ( )
Now ( ) . / . / ( ( ))

⟹ ( )

Differentiate again with respect to r

( ) ( )
( ) ( ) . / . /. /

( )
⟹ ( ) ( ) . / , ( by (4) )

( )
⟹ ( ) ( ) ----- (5)

( )
From (3) and (5) , ( ) --------- (6)

( )
Again from (2), consider ( )

⟹ ( ) ( )

⟹ ( ) ( )

⟹ ( ) ( ) --------------- (7)

Case (i) If k is positive, then

So (6) and (7) becomes


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Author : K.Santhanam
( )
( ) and ( ) ( )

Auxiliary equation is and

⟹ and

⟹ and

Hence the solution is and

⟹ (∵ )

⟹ and

Hence the general solution is ( ) ( ) ( )

(i.e) ( ) ( )( ) ----------- (I)

Case(ii) If k is negative ,

So (6) and (7) becomes,

( )
( ) and ( ) ( )

Auxiliary equation is and

⟹ and

⟹ and

Hence the solution is and

⟹ ( ) ( ) and , (∵ )

Hence the general solution is ( ) ( ) ( )

(i.e) ( ) ( ( ) ( ))( ) --------- (II)

Case(iii) If k = 0, then (6) and (7) becomes,

( )
and ( )
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Hence the solution is and

⟹ and , (∵ )

Hence the general solution is ( ) ( ) ( )

(i.e) ( ) ( )( ) -------- (III)

∴ (I) , (II) and (III) are the various solution of the Laplace’s polar heat equation.

Example 5.2.1

A thin semicircular plate of radius a has its bounding diameter kept at temperature zero and its

circumference at ( ), 0< < . Find the steady state temperature at any point of the circular

plate.

If ( ) a constant, find the temperature.

Solution

Let O be the origin which is the centre of the semi circular plate with radius r = a

Let AB the diametre of the semi circular plate (bounding line) be the initial line (x-axis)

Let P(r, ) be the any point on the circular plate


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Let u(r, ) be the temperature function of the plate which satisfies the equation

------------ (1)

The boundary conditions are

() ( ) , for all

( ) ( ) , for all

( ) ( ) ( ) , for all

The suitable solution is ( ) ( )( ) --------- (2)

Case(i) use the boundary condition ( ) , for all

(2) ⟹ ( )( )

⟹( )

Since ( ) , we have C = 0

Hence (2) becomes, ( ) ( )( ) ---------(3)

Case(ii) use the boundary condition ( ) , for all

(3) ⟹ ( )( )

Since ( ) and D , we have

Hence (3) becomes , ( ) ( )( )

⟹ ( )

⟹ ( ) , where --------- (4)

As a finite value

As , , a finite value
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As , , ∴ the possibility to get the finite value ,

(4) ⟹ ( )

The most suitable general solution is ( ) ∑ ---------- (5)

Case(iii) use the boundary condition ( ) ( ) , for all

(5)⟹ ∑ ( )

Using half range Fourier sine series, ∫ ( )

⟹ ∫ ( )

(5) ⟹ The most suitable general solution is ( ) ∑ ∫ ( )

( ) ( ) ∑ . / ∫ ( )

If ( ) , then ∫ ( ) ∫

( )

( ( ) )

( ( ) )
∴ {
( )

( )
∴ {
( )

∴ 8
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(5) ⟹ The most suitable general solution is ( ) ∑

∴ The most suitable general solution is ( ) ∑ ( )


( )

( )
∑ . /

Example 5.2.2

A thin semicircular plate of radius a has its bounding diameter kept at temperature zero and its

circumference at ( ), 0< < . Find the steady state temperature at any point of the circular

plate in the sector

Solution.

Let O be the origin which is the centre of the semi circular plate with radius r = a

Let AB the diametre of the semi circular plate (bounding line) be the initial line (x-axis)

Let angle AOC =

Let P(r, ) be the any point on the circular plate in the sector

Let u(r, ) be the temperature function of the plate which satisfies the equation

------------ (1)
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The boundary conditions are

() ( ) , for all

( ) ( ) , for all

( ) ( ) ( ) , for all

The suitable solution is ( ) ( )( ) --------- (2)

Case(i) use the boundary condition ( ) , for all

(2) ⟹ ( )( )

⟹( )

Since ( ) , we have C = 0

Hence (2) becomes, ( ) ( )( ) ---------(3)

Case(ii) use the boundary condition ( ) , for all

(3) ⟹ ( )( )

Since ( ) and D , we have


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Author : K.Santhanam

Hence (3) becomes , ( ) ( )( ( ))

⟹ ( )

⟹ ( ) , where --------- (4)

As a finite value

As , , a finite value

As , , ∴ the possibility to get the finite value ,

(4) ⟹ ( )

The most suitable general solution is ( ) ∑ ---------- (5)

Case(iii) use the boundary condition ( ) ( ) , for all

(5)⟹ ∑ ( )

Using half range Fourier sine series, ∫ ( )

⟹ ∫ ( )

(5) ⟹ The most suitable general solution is ( ) ∑ ∫ ( )

( ) ( ) ∑ . / ∫ ( )

Example 5.2.3

A semicircular plate of radius a is kept at temperature along the bounding diameter and

along the circumference. Find the steady state temperature at any point of the plate.

Solution
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Let O be the origin which is the centre of the semi circular plate with radius r = a

Let AB the diametre of the semi circular plate (bounding line) be the initial line (x-axis)

Let P(r, ) be the any point on the circular plate

Let u(r, ) be the temperature function of the plate which satisfies the equation

------------ (1)

The boundary conditions are

() ( ) , for all

( ) ( ) , for all

( ) ( ) , for all

Let us take ( ) ( )

⟹ ( ) ( ) -------- (2)

Clearly ( ) satisfies the equation (1)

Put in (2)

( ) ( ) , for all
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Author : K.Santhanam

Using (i), ( ) , for all --------(iv)

Put in (2),

( ) ( ) , for all

Using (ii), ( ) , for all ---------- (v)

Put and r = r in (2),

( ) ( ) , for all

Using (iii), ( ) , for all ---------- (vi)

We will get new set of boundary conditions

(iv) ( ) , for all

(v) ( ) , for all

(vi) ( ) , for all

From Example 5.2.1, take ( )

( ) ( )
∴ The most suitable general solution is ( ) ∑ . /

From (2), ( ) ( )

( ) ( )
∴ ( ) ∑ . /

( ) ( )
⟹ ( ) ∑ . /
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Example 5.2.4

The bounding radii and of a circular quadrant are kept at 00C and the temperature

along the curve is kept at ( ) . Find the temperature at any point of the plate and

also at ( ) , if the radius is a.

Solution

Let O be the origin which is the centre of the semi circular plate with radius r = a

Let P(r, ) be the any point on the circular plate

Let u(r, ) be the temperature function of the plate which satisfies the equation

------------ (1)

The boundary conditions are

() ( ) , for all

( ) ( ) , for all

( ) ( ) ( ) , for all

The suitable solution is ( ) ( )( ) --------- (2)

Case(i) use the boundary condition ( ) , for all


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Author : K.Santhanam
(2) ⟹ ( )( )

⟹( )

Since ( ) , we have C = 0

Hence (2) becomes, ( ) ( )( ) ---------(3)

Case(ii) use the boundary condition ( ) , for all

(3) ⟹ ( ). . //

Since ( ) and D , we have ( )

⟹ ( )

Hence (3) becomes , ( ) ( )( )

⟹ ( )

⟹ ( ) , where --------- (4)

As a finite value

As , , a finite value

As , , ∴ the possibility to get the finite value ,

(4) ⟹ ( )

The most suitable general solution is ( ) ∑ ---------- (5)

Case(iii) use the boundary condition ( ) ( ) , for all

(5)⟹ ∑ ( )

Using half range Fourier sine series, ∫ ( )


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Author : K.Santhanam

⟹ ∫ ( )

0( ). / ( ). / ( )( . /)1

. / . /
[( . / . / )4 5 . ( /4 5

( )
( )( ( ))] 0 ( )( . /)1

0 1 0 1

, ( ) - , ( ) -

( ( ) )
{
( )

( )
{
( )

(5) ⟹ The most suitable general solution is ( ) ∑

( )
∴ ( ) ∑ ( ) . /
( )

Now . / ∑ . /( )
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Author : K.Santhanam

∴ . / ∑ . /. /
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Author : K.Santhanam

Chapter 6

Conclusion

Partial differential equation has long been one of most important field in Mathematics.

This is essentially due to the frequent occurrence and wide range application of PDE in many

branches of Physics, Engineering and other sciences. Historically, partial differential equations

originated from the study of surfaces in geometry and a wide variety of problems in mechanics.

During the second half of the nineteenth century, a large number of famous mathematicians

became actively involved in the investigation of numerous problems presented by partial

differential equations. The primary reason for this research was that partial differential equations

both express many fundamental laws of nature and frequently arise in the mathematical analysis

of diverse problems in science and engineering.

The next phase of the development of linear partial differential equations was

characterized by efforts to develop the general theory and various methods of solution of linear

equations. In fact, partial differential equations have been found to be essential to the theory of

surfaces on the one hand and to the solution of physical problems on the other. These two areas

of mathematics can be seen as linked by the bridge of the calculus of variations. With the

discovery of the basic concepts and properties of distributions, the modern theory of linear

partial differential equations is now important, partial differential equation in applied

mathematics is the potential equation, also known as the Laplace equation, where subscripts

denote partial derivatives. This equation arose in steady state heat conduction problems

involving homogeneous solids. James Clerk Maxwell (1831-1879) also gave a new initiative to
139
Author : K.Santhanam
potential theory through his famous equations, known as Maxwell’s equations for

electromagnetic fields.

Lagrange developed analytical mechanics as the application of partial differential

equations to the motion of rigid bodies. He also described the geometrical content of a first-order

partial differential equation and developed the method of characteristics for finding the general

solution of quasi-linear equations. At the same time, the specific solution of physical interest was

obtained by formulating an initial-value problem (or a Cauchy Problem) that satisfies certain

supplementary conditions. The solution of an initial-value problem still plays an important role

in applied mathematics, science and engineering. The fundamental role of characteristics was

soon recognized in the study of quasi-linear and nonlinear partial differential equations.

Physically, the first-order, quasi-linear equations often represent conservation laws which

describe the conservation of some physical quantities of a system.

In its early stages of development, the theory of second-order linear partial differential

equations was concentrated on applications to mechanics and physics. All such equations can be

classified into three basic categories: the wave equation, the heat equation, and the Laplace

equation (or potential equation). Thus, a study of these three different kinds of equations yields

much information about more general second-order linear partial differential equations. .Jean

d’Alembert (1717-1783) first derived the one dimensional wave equation for vibration of an

elastic string and solved this equation in 1746. His solution is now known as the d’Alembert

solution. The wave equation is one of the oldest equations in mathematical physics. Some form

of this equation, or its various generalizations, almost inevitably arises in any mathematical

analysis of phenomena involving the propagation of waves in a continuous medium. In fact, the

studies of water waves, acoustic waves, elastic waves in solids, and electromagnetic waves are
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Author : K.Santhanam
all based on this equation. A technique known as the method of separation of variables is

perhaps one of the oldest systematic methods for solving partial differential equations including

the wave equation. The wave equation and its methods of solution attracted the attention of many

famous mathematicians including Leonhard Euler (1707 1783), James Bernoulli (1667 1748),

Daniel Bernoulli (1700-1782), J.L. Lagrange (1736-1813), and Jacques Hadamard (1865-1963).

They discovered solutions in several different forms, and the merit of their solutions and

relations among these solutions were argued in a series of papers extending over more than

twenty-five years; most concerned the nature of the kinds of functions that can be represented by

trigonometric (or Fourier) series. These controversial problems were finally resolved during the

nineteenth century.

In recent years, the partial differential equations, both fractional and integer orders, have

been recognized as a powerful modeling methodology. They are inspired by problems which

arise in diverse fields such as biology, fluid dynamics, physics, differential geometry, control

theory, materials science, and engineering.

The purpose of this special issue is to report and review some recent developments in

methods and applications of partial differential equations. The majority of the papers contained

in this special issue are based on areas of research ranging from functional analytic techniques

and singularity methods as well as numerical methods that are applied to both partial and

ordinary differential equations. There are papers which deal with fractional partial differential

equations and in addition papers analyzing equations that arise in engineering as well as classical

and fluid mechanics.


141
Author : K.Santhanam
Considering as a rich source, partial differential equation has its own value in the

development of all engineering science and many other sectors. Further to my polar heat

equation, it can be extended to find the temperature of circular annuals. In this consequences I

am working further on this PDE to provide another useful application.

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