PDEs SoranUniversity PDF

Engineering Analysis II:
Partial Differential Equations (PDEs)

and Applications to Engineering
Dr. Mahfouz Rostamzadeh
Soran University
Faculty of Engineering
2|P ag e Sora n Uni ver sity-Fa culty of Engi neeri ng
Engineering Analysis II: Partial Differential Equations
1. Introduction
A PDE is an equation that contains one or more partial derivatives of an unknown function that
depends on at least two variables. Usually one of these deals with time t and the remaining with
space (spatial variable(s) like x, y and z). The most important PDEs are the wave equations that can
model the vibrating string and the vibrating membrane, the heat equation for temperature in a bar
or wire, and the Laplace equation for electrostatic potentials.
PDEs are very important in dynamics, elasticity, heat transfer, electromagnetic theory, and
quantum mechanics. They have a much wider range of applications than ODEs, which can model
only the simplest physical systems. Thus PDEs are subjects of many ongoing research and
development projects.
Realizing that modeling with PDEs is more involved than modeling with ODEs, we take a gradual,
well-planned approach to modeling with PDEs. To do this we carefully derive the PDE that models
the phenomena, such as the one-dimensional wave equation for a vibrating elastic string (say a
violin string), and then solve the PDE. In a similar vein, we derive the heat equation and then solve
and generalize it. We derive these PDEs from physics and consider methods for solving initial and
boundary value problems, that is, methods of obtaining solutions which satisfy the conditions
required by the physical situations. We show how PDEs can also be solved by Fourier and Laplace
transform methods.
2. Basic Concepts of PDEs
We recall that for a two variable function z = f(x, y) with independent variables x and y and
dependent variable z, the first partial differentials are
∂z ∂f
or (x, y) or f = derivative of f ℎ ℎ
∂z ∂f
or (x, y) or f = derivative of f ℎ ℎ
For other multivariable functions similarly the first partial differentials can be defined.
Example: For f(x, y) = x + cos( − ) + √ + 1 the first partial differentials are:

∂f 1 ∂f
= f = 2 − 2 sin( − )+ ; = f = + sin( − )
2√
Second partial differentials can be defined as follows:

(x, y) or f = (  (x, y) or f = (  (x, y) or f = ( 
Note that for a differentiable function , = .

 A partial differential equation (PDE) is an equation involving one or more partial

derivatives of an (unknown) function, call it u, that depends on two or more variables, often
time t and one or several variables in space.
E X A M P L E 1 Important Second-Order PDEs
(1) One-dimensional wave equation
(2) One-dimensional heat equation
(3) Two-dimensional Laplace equation
(4) Two-dimensional Poisson equation
(5) Two-dimensional wave equation
(6) Three-dimensional Laplace equation
Here c is a positive constant, t is time, x, y, z are Cartesian coordinates and dimension is the
number of these coordinates in the equation.
 The order of the highest derivative is called the order of the PDE. Just as was the case for ODEs,
second-order PDEs will be the most important ones in applications.
 Just as for ordinary differential equations (ODEs) we say that a PDE is linear if it is of the first
degree in the unknown function u and its partial derivatives. Otherwise we call it nonlinear.
Thus, all the equations in Example 1 are linear and = is nonlinear of order two and
( ) + sin + = is nonlinear of order 3.
 We call a linear PDE homogeneous if each of its terms contains either u or one of its partial
derivatives. Otherwise we call the equation nonhomogeneous. Thus, (4) in Example 1 (with f not
identically zero) is nonhomogeneous, whereas the other equations are homogeneous.
 A solution of a PDE in some region R of the space of the independent variables is a function
that has all the partial derivatives appearing in the PDE in some domain D containing R, and
satisfies the PDE everywhere in R. Often one merely requires that the function is continuous on
the boundary of R, has those derivatives in the interior of R, and satisfies the PDE in the interior
of R. Letting R lie in D simplifies the situation regarding derivatives on the boundary of R,
which is then the same on the boundary as it is in the interior of R.
 In general, the totality of solutions of a PDE is very large. For example, the functions
which are entirely different from each other, are solutions of (3), as you may verify. For example
we check = sin cosh :
= cos cosh , = − sin cosh
= sin sinh , = sin cosh
and so + = − sin cosh + sin cosh = 0. The others easily can be checked.
The unique solution of a PDE corresponding to a given physical problem will be obtained by the
use of additional conditions arising from the problem. The additional conditions may be imposed
on spatial boundaries belonging to a region D where the solution is required, and when this is done
the conditions are called boundary conditions. A typical boundary condition for a second order
PDE defined in a rectangle could be that the solution is required to assume specified values on the
sides of the rectangle. If time is involved, it is necessary to specify how the solution starts, and a
condition of this type is called an initial condition. Problems requiring initial and boundary
conditions are called initial boundary value problems (IBVPs).
A general first order PDE for the function u(x, y) is of the form
where F is an arbitrary function of its arguments. For example + = + 1 can be written

as , , , , = + − − 1 = 0.
Although in principle a general solution of a linear first order PDE can be found, unlike the general
solution of a linear first order ordinary differential equation (ODE) that contains an arbitrary
constant, the general solution of a linear first order PDE contains an arbitrary function. This
situation is illustrated by the first order PDE
10 | P a g e Sora n Univer si ty-Fa cul ty of Eng i neeri ng
3. Solving PDEs
We begin from the simplest partial differential equations.
1. =0
Solution: we integrate the both sides with respect to x:
( , ) = ∫0 ⇒ ( , )=
But as the function is two variables so the constant c must be a function of y, hence the general
solution is ( , ) = ( ) for any arbitrary function f of y. So we have an infinite number of
solutions. For example f(y) = y + 1, f(y) = cosy + lny and … are a solution of this PDE.
2. = 0 , ( , 0) = + +1
Solution: This one is a boundary value problem which its general solution as we already
obtained is ( , ) = ( ). Now we need to verify the condition:
(0, ) = + + 1 = ( ) ⇒ ( , ) = + + 1 is the unique solution of this
PDE.
3. = 0 , ( , 0) = + 1 , ( , 0) = cos
Solution:
We integrate from the both sides with respect to y:
∫ ( , ) = ∫ 0 ⇒ ( , ) = ( ) (i)
As we mentioned before, ( ) is the constant parameter of the integration with respect to y.
Again we take another integration from the both sides of (i) and we have:
∫ ( , ) = ∫ ( ) ⇒ ( , ) = ( )+ ( ) (ii)
So the general solution is ( , ) = ( ) + ( ). Now we check the initial conditions:
()
⇒ +1 = ( , 0) ⇒ ( ) = +1 (iii)
( ),( )
( , ) = ( + 1) + ( )
( )
( , 0) = 0 ⋅ ( + 1) + ( ) = cos ⇒ ( ) =
Therefore ( , ) = ( + 1) + cos is the particular and unique solution of this PDE.
4. =
Solution: by integrating from the both sides
( , ) =∫ ⇒ ( , )= + ( )
3
Again we integrate
( , ) = + ( ) ⇒ ( , )= + ( ) + ( )
3 3
Note that we can rewrite again the general solution by putting ℎ( ) ≔ ∫ ( ) as follows
( , )= + ℎ( ) + ( )
3
Remark (PDEs SOLVABLE AS ODEs):

This happens if a PDE involves derivatives with respect to one variable only (or can be
transformed to such a form), so that the other variable(s) can be treated as parameter(s). So
sometimes we can directly integrate like previous examples or use a suitable substitution to solve it
by ODE solution methods.
5. − =0
Solution:
Since no y-derivatives occur, we can solve this PDE like ′′ − = 0 as an ordinary differential
equation. From ODEs we know − 1 = 0 is its characteristic equation and = ±1. So =
and = are its solutions thus ( , ) = + . But u is a two variables function and
each of and is a function of y, so the general solution is of the following form:
( , )= ( ) + ( )
6. Solve + = 0 for ( , ).
Solution:
Set ≔ . So = ⇒ + = 0 ⇒ ∫ = −∫1
( ) ( )
⇒ ln| | = − + ( ) ⇒ = = ℎ( ) (note that we can write = ℎ( ) )
⇒ = ( ) ⇒ = ℎ( ) = ℎ( )
⇒ ( , )= ( ) + ( )
is the general solution. Note that f(x) and g(t) are arbitrary.
7. + =
Setting ≔ , we have = ⇒ + = . Now we can solve this first order linear ODE
with respect to t:
1 ∫
( )= ( ) + ; = =
( )
( )= (∫ + )= ( + ( )) (note that we can put c=f(x)).
⇒ ( )= ( , )= + ( )
⇒ ( , ) = + ( ) = ⋅ + ( ) +
2
≔ ( ) , ∫ ( ) ≔ ( )
( , )= ⋅ + ( ) + ℎ( )
2
8. To see that not every first order PDE has a solution, it is only necessary to consider the
nonlinear equation
+ = −1
The expression on the left is nonnegative, so clearly this equation cannot be satisfied by any
real function u(x, y).
4. The Method of Characteristics
The method of solution of a quasi linear first order PDE involving the unknown function u(x, y)
contains within it as special cases the solution of linear and semi linear first order PDEs. For a first-
order PDE (partial differential equation), the method of characteristics discovers curves (called
characteristic curves or just characteristics) along which the PDE becomes an ordinary differential
equation (ODE). Once the ODE is found, it can be solved along the characteristic curves and
transformed into a solution for the original PDE.
For the sake of simplicity, we confine our attention to the case of a function of two independent
variables x and y for the moment. Consider a quasi linear PDE of the form
( , , ) + ( , , ) = ( , , ) (4.1)
where P, Q and R are assumed to be continuous functions of their arguments. To solve the
equation (4.1) once we consider the rate of changes in y to be zero, hence
= = 0. Then we have ( , , ) = ( , , ) and so
( , , )
= ( , , )
(4.2)
Similarly we consider the rate of changes in x to be zero, hence = = 0. Then we have

( , , ) = ( , , ) and so
( , , )
= ( , , )
(4.3)
From (4.2) and (4.3) we can deduce the method of characteristics to solve quasi-linear first order
PDEs as follows:
4.1 The Method of Characteristics:
To solve ( , , ) + ( , , ) = ( , , ) we consider the following steps:
1. Set
= =
( , , ) ( , , ) ( , , )
and solve the following two ordinary differential equations
= ⟹ ( , , )=
( , , ) ( , , )
= ⟹ ( , , )=
( , , ) ( , , )
2. The intersection of and gives the solution, hence u(x, y). For this purpose we
substitute and in = ( ).
Example 4.1: Find the general solution of +2 = .

Solution:
First of all ( , , ) = 1, ( , , ) = 2 and ( , , ) = . So
1.
= =
1 2
= ⟹ =2 ⟺∫ = ∫2 ⟺ =2 + ⟺ = −2
1 2
= ⟹ = ⟺∫ =∫ ⟺ = + ⟺ = −
1 2 2
2. = ( ) ⟺ − = ( −2 )⟺ ( , )= ( −2 )+
Example 4.2: Solve the initial valued problem + 3 = 2 , ( , 0) = .

Solution:
First of all ( , , ) = 1, ( , , ) = 3 and ( , , ) = 2 . So
1.
= =
1 3 2
= ⟹ =3 ⟺∫ = ∫3 ⟺ =3 + ⟺ = −3
1 3
= ⟺ = ⟺ ln( )=2 ⟺ = ⟺ =
1 2
2. = ( ) ⟺ = ( −3 )⟺ = ( )
= ( −3 )
Note that without losing of generality we can write ( )
= ( − 3 ) for a function g.
Thus ( , ) = ( − 3 ) is the general solution. Now we check the initial condition:
( , 0) = (0 − 3 ) = ⟺ (−3 ) =
/ /
Set −3x = t ⟹ x = − ⟹ g(t) = e = ⟹ ( ) =
So
( , )= ( −3 ) = =
is the particular solution.
Example 4.3: Solve the problem of + + = 0, (0, ) = 1 + .

Solution:
First of all + = − and ( , , ) = 1, ( , , ) = and ( , , ) = − . So
1.
= =
1 −
= ⟹ = ⟺∫ =∫ ⟺ = + ⟺ = −
1
= ⟺ = − ⟺ ln( )=− ⟺ = ⟺ =
1 −
2. = ( ) ⟺ = ( − )
1
= ( − ⋅ 0) ⟺ = ( )
(0, ) 1+
1
⟺ = ( − )= ⟺ = 1+ −
1+ −
⟺ ( + )=1+
1+
⟺ ( , )=
+
__________________________________________________________
5. An Application of First Order PDEs: derivation of the 1st order PDE

involving a transient heat balance
To illustrate one of the ways in which first order PDEs arise from physical situations, we will
derive the equation governing the transient heat balance between a pipe transporting a hot fluid and
the air surrounding the pipe at a constant temperature . Let the length of the pipe be L, the
constant speed of the fluid through the pipe be u and the temperature of the fluid be ( , ), where
is the distance along the pipe and t is the time measured from the moment a particle of fluid
enters the pipe. The physical situation is represented in Fig. 1, and in order to arrive at the transient
heat balance equation we will consider the situation in an element of the pipe of length Δ .
The instantaneous energy balance that is to be modeled in the element of pipe of length Δ can be
represented as follows:
{Energy entering with fluid} − {energy leaving with fluid} − {heat transferred to air} ={energy
stored in fluid} (5.1)
Figure 5.1 Transient heat distributions in an element of the pipe of length Δ .
If Δ is the time taken for a particle of fluid to travel through an element of the pipe of length Δ ,
then the fluid speed ≈ ∆ . If we denote the mass of fluid present in this element by M and the
mass flow rate by m, the quantities M and m are related by = .
If the fluid enters the element at the temperature ( , ), its temperature when leaving it can be
approximated by + Δ ( ). If we assume that the transfer of heat from the surface of the pipe to
the air is proportional to the temperature difference ( , ) − , and denote the heat transfer
coefficient by , the heat transferred from the surface of the pipe to the air will be ( )( − ),
where S is the surface area of the pipe. The heat energy entering the element due to the fluid is
, where c is the specific heat of the fluid, and the heat energy leaving with the fluid is
+Δ , whereas the stored energy in the fluid occupying the element is ( ).

Substituting these quantities into the energy balance equation gives
Cancelling terms, and dividing the above equation by Mc = cm , this balance equation becomes
the PDE for transient heat transfer:
+ =− ( − ).
6. Classification and Reduction to Standard Form of a Second Order

Constant Coefficient PDE for u(x, y)
The purpose of the present section is to explain the basis of a classification where, for simplicity, in
the main the discussion will be limited to linear second order partial differential equations whose
coefficients are either constants or functions of the independent variables involved.
We have already seen that in the case of two dimensions, examples of these equations involving a
function u are as follows:
1. One dimensional wave equation: =
2. One dimensional heat equation: =
3. Two dimensional Laplace equation: + =0
These three equations are all special cases of the general linear PDE for an
unknown twice differentiable classical solution u(x, y) of the two independent variables x and y, or
sometimes t and x, which is defined in some region D and can be written
+ 2 + + + + = ( , ) (∗)
where , , , , , and are functions of and .
The factor 2 multiplying B has been introduced for convenience as it simplifies the calculations
that are to follow. The functions , , … , multiplying u and its derivatives are called the
coefficients of the PDE, and ( , ) is called the nonhomogeneous term. Equation (∗) is called
homogeneous if ( , ) is identically zero.
To classify 2nd order linear PDEs we set = −4 and we call it the discriminant of the
PDE. Then:
 If > 0 then the PDE is of hyperbolic type
 If = 0 then the PDE is of parabolic type
 If > 0 then the PDE is of elliptic type
Example 6.1:
The wave equation − = 0 is of hyperbolic type, because = 0 − ( )(−1) > 0.
Example 6.2:
The heat equation − = 0 is of parabolic type, because =0−( )(0) = 0.
Example 6.3:
The Laplce equation + = 0 is of elliptic type, because = 0 − ( )(1) < 0.
Example 6.4:
For the equation − + +5 + 3 cos( + ) =3 we consider the
discriminant = − − ( )( ) = − . To
classify it we should discuss on in three cases,
because d is a function.
i. If = − > 0 then the PDE is of
hyperbolic type for the all points between
two branches of the curve = as
shown in figure with blue color.
ii. If = − = 0 then = the PDE is
of parabolic type for all the points exactly
on the curve = as shown in figure in black color.
iii. If = − < 0 then the PDE is of elliptic type outside of two branches of the curve
= as shown in figure by read color.
Example 6.5:
Classify the PDE −2 + + ln( ) = + 4.
Solution: We set = (− ) − (1)(1) = − 1. We
verify the three cases:
i. If = − 1 > 0 then the PDE is of hyperbolic
type for all the points > 1 < −1 as
shown in figure with blue color.
ii. If = − 1 = 0 then the PDE is of parabolic
type for all the points exactly on the lines
= 1 = −1 as shown in figure in black
color.
iii. If = − 1 < 0 then the PDE is of elliptic
type for all the points on the region −1 < < 1 as shown in figure by read color.
This apparently arbitrary classification of the PDEs in (*) is of fundamental importance for the
following reasons:
(a) The classification of a PDE is independent of the choice of coordinate system used when
formulating the equation. Expressed differently, the classification is such that it does not
depend on the choice of independent variables. So, for example, if a PDE is of elliptic type
when expressed in terms of the Cartesian coordinates x and y, it will still be of elliptic type
when expressed in terms of any other coordinate system like the cylindrical polar coordinates r
, θ, and z.
(b) The nature of an appropriate domain D and the associated auxiliary conditions (initial
and/or boundary conditions) that must be imposed on the PDE in order to ensure a unique
solution throughout D differ according to the classification.
We will only justify statement (a), as the significance of (b) will become apparent when boundary
and initial conditions are considered.
6.1 Reduction of 2nd Order Linear PDEs to Standard Forms

Let us make a transformation of the independent coordinate variables x and y to ξ and η in such a
way that one point in the domain D in the (x, y)-plane corresponds to one point in the
corresponding domain in the ( , ) −plane, and conversely (the transformation is one-one between
the two domains), by setting
= ( , ) = ( , )
where the functions and are assumed to be twice continuously differentiable. Using the rules
from the calculus for a change of variables to express the partial derivatives of with respect to
and in terms of those with respect to and , one can derive the standard forms of a 2nd order
linear PDE as follows:
 Hyperbolic PDEs Standard Form:
= ( , , , , ) or = + ( , , , , )
 Parabolic PDEs Standard Form: = ( , , , , )
 Elliptic PDEs Standard Form: + = ( , , , , )
where , ,G, and H are linear combinations of , , .
In the following, we reduce the PDE

+ 2 + + + + = ( , )
to the standard form of and :
∗
+ 2 ∗ + ∗ + ∗
+ ∗
+ ( , ) = ( , ), ( , )
Remark:
If we set −2 + = 0, then by solving it we have two equations that we call them
±√
characteristics equations = . By solving these two ODEs we obtain the following two
solutions
( , )=
( , )=
We call them characteristics curves. The substitutions would be as follows:
Hyperbolic Parabolic Elliptic

1
= ( , ) ( , )= ( , )= = ( + )
2
= ( , ) = 1
= ( − )
2
By obtaining the values of , , , using the chain rule from calculus
= +
= +
= + +2 + +
= + +2 + +
= + + + + +
∗ ∗
and substituting and simplify the equation we get the values of ,…, .
6.1.1 Reduction to Standard Form:
We follow these steps:

Step 1: Determine the type of PDE by = −
Step 2: Determine characteristic equations and characteristics curves as follows:

±√ ( , )=
If we set −2 + = 0, by solution =
( , )=
√
= (1)
Case hyperbolic (d>0): we solve which we call them
√
= (2)
(1) ( , )=
characteristics equations of the PDE and call their solution
(2) ( , )=
characteristics curves. Then we set ( , ) = ( , ) and ( , ) = ( , ).
Case Parabolic (d=0): = is the characteristic equation and

We set ( , )= and ( , )= ( , ) ( = − / +c when A and B are constant)
is the characteristic curve.
±√
Case Elliptic (d<0): = are the characteristic equations.
By solution we have two complex curves:

+ −
( , )= ( , )=
= =
2 2
For special case when all coefficients of the PDE are constant we set
( , ) = and ( , ) = .
√
Step 3: Calculate , , , , and , , , ,
Step 4: Calculate , , , ,
= +
= +
= + +2 + +
= + +2 + +
= + + + + +
Step 5: substitute , , , , into the main equation to reduce it to the canonical

(standard) form
 Hyperbolic Standard Form: = ( , , , , )
 Parabolic PDEs Standard Form: = ( , , , , )
 Elliptic PDEs Standard Form: + = ( , , , , )
Step 6: If it is possible, solve it based on and .
Step 7: Now replace and by their values based on and and apply the IVBP conditions.
Example 6.6: Reduce to standard form

+ 8 + 7 + + 2 + 3 + = 0,
and find its characteristic equations and curves. Then solve it.
Solution:
Step 1: that = 1, = 4, = 7 and = − = 16 − 7 > 0. So the equation is hyperbolic.
√
= = 7
Step 2: Characteristic equations are and the corresponding solutions, hence the
√
= =1
=7 + ⇒ = −7
characteristic curves are
= + ⇒ = −
So ( , ) = − 7 and ( , )= − (*)
Step 3: = −7, = 1, = = = 0 and = −1, = 1, = = =0
Step 4: = 49 + − 14 , = + +2
= −7 − −8 , = −7 − , = +
Step 5: substituting , , , , and = (we calculated it from (*) ) into the

equation
(49 + − 14 ) + 8(−7 −
− 8 ) + 7( + +2 ) + (−7 − )
7 −
+ 2( + ) + 3 + = 0
6
So we have −64 = −5 + +3 +
Step 6: Solving this PDE is difficult, we may solve it later.
Example 6.7: Reduce the heat equation = to canonical (standard) form.

Solution:
Step 1: We rearrange it: − = 0. So = , = 0, = 0, hence = 0 , i.e. it is a

parabolic PDE.
Step 2: = = 0 is the characteristic equation and = is the characteristic curve for constant
number k. We set ( , ) = and ( , ) = − .
Step 3: = = = = = = = = 0 and = = 1
Step 4: The equation only includes which = , =
Step 5: Canonical form is − =0
As you can see again we have the same equation, because heat equation itself is of canonical form.
Example 6.8 (Wave Equation):

Let us consider a uniform stretched linearly elastic string under a tension T that is displaced from
its equilibrium position and then released. This could, for example, represent the response of a
plucked violin string. One can derive the PDE governing the motion of the string after its release
the forces acting on the string at time t when it has been displaced through the string of length L in
the u-direction transverse to its equilibrium position along the x-axis which we show it by ( , )
satisfying the PDE = where = / and is the line density of the string.
Find the general solution of the wave equation after reducing it to the canonical form.
Solution:
Step 1: We rearrange it: − = 0 ( := , ≔ )

=1, =0, = − and = − = > 0. So it is of hyperbolic type.
√
= =
Step 2: Characteristic equations are and the corresponding solutions, hence the
√
= =−
= + ⇒ = − = −
characteristic curves are . We set
=− + ⇒ = + = +
Step 3: = 1, =− , = = = 0 and = 1, = , = = =0
Step 4: We only need = + +2 , = + −2 .
Step 5: substituting ,
we have
+ +2 = + −2
So we have 4 = 0 or equivalently, = 0 is the canonical form.
Step 6: Now we solve = 0.
From special cases of section 3, we take integral from the both sides first with respect to then
with respect to , hence
= 0 ⇒ = = ( )
Again we take integral
= ( ) ⇒ ( , )= ( ) +
Since is a function of and ∫ ( ) is general, we can write the general solution of the wave
equation as
( , )= ( )+ ( )
Step 7: now we substitute again the values of and , so
( , )= ( − )+ ( + )
is the general solution of the wave equation = .
Section 7: Solution of PDEs by Laplace Transforms
Readers familiar with Laplace transforms may wonder whether they can also be used for solving
partial differential equations. The answer is yes, particularly if one of the independent variables
ranges over the positive axis. The steps to obtain a solution are similar to those in ODEs. For a
PDE in two variables they are as follows:
1. Take the Laplace transform with respect to one of the two variables, usually . This gives an
ODE for the transform of the unknown function. This is so since the derivatives of this function
with respect to the other variable slip into the transformed equation. The latter also incorporates
the given boundary and initial conditions.
2. Solving that ODE, obtain the transform of the unknown function.
3. Taking the inverse transform, obtain the solution of the given problem.
If the coefficients of the given equation do not depend on t, the use of Laplace transforms will
simplify the problem.
The following summary of the way in which derivatives transform illustrates what must be known
about u(x, t) in order that the necessary transforms of partial derivatives can be determined and,
consequently, which transform should be used.
The Laplace transforms of u(x, t) and its partial derivatives:
( , ) = ( , ) ( , ) = ( , )
ℒ ( ) = ℒ ( / ) = ( , ) − ( , 0)
ℒ( ) = ℒ ( / ) = ( , ) − (0, )
ℒ( ) = ( , )− ( , 0) − ( , 0)
ℒ( ) = ( , )− (0, ) − (0, )
( , ) ( , )
ℒ( ) = ℒ( ) =
( , )
ℒ =
Corresponding results are easily written down for mixed and higher order derivatives using the
results for the ordinary Laplace transform given in
( , )
ℒ = ℒ( ) = − ( , 0)
Example: Find Laplace transform of ( , ) with respect to .

1. ( , ) = + 2. ( , ) = ( − ) ( − ) , 3. = + sin , ( , 0) = 2
Solution:
1. ℒ ( , ) = ℒ( + ) = ℒ( ) + ℒ (1) = +
2. ℒ ( , ) =ℒ ( − ) ( − ) ⟺ ( , )= ( )
3. ℒ ( ) = ℒ ( + sin ) ⟺ ( , ) − ( , 0) = ⋅ +
1 1 1 1 1
⟺ ( , )−2= ⋅ + ⟺ ( , )= ⋅ + +2 .
+1 +1
Example: Let ( , )= + + ( ) and ( , 0) = 1. Then find ℒ ( ) , ℒ( ) and

ℒ( ) .
Solution: First of all, since we have s in 2nd component, it means the Laplce is based on .
( , )
ℒ( ) = = ( + + ( ) ) = 0 + + ( )(− )= − ( )
( , )
ℒ( ) = = ( + + ( ) )= ( − ( ) )=0+ ( )

Example: Use Laplace transform to solve the following IVBP ( ( − 1) is step function and
( − 1) is Dirac delta function).
( , ) = ( − 1) + ( − 1) , (0, ) =
Solution:
Because of impulse function and step function , we cannot use direct methods to solve this
problem. So we use Laplace transform. Since impulse function and step function are functions
of , it’s better to take Laplace with respect to . Let ℒ ( , ) = ( , ), so
ℒ ( , ) = ℒ ( − 1) + ℒ ( − 1)
( , )
= +
Hence we a separable ODE with respect to W and . By taking differential from the both side
( , )= +

( , )= + +
As ( , ) is a two variable function, the constant c is a function like ( ), therefore
( , )= + + ( )
By taking Laplace inverse we find ( , )
ℒ ( , )= + + ( )
Thus the general solution is
( , ) = ( − 1) + ( − 1) + ( )
Now by applying the initial condition (0, ) = we get
0= (0, ) = 0 ⋅ ( − 1) + 0 ⋅ ( − 1) + ( )
( )=
Thus the final solution is
( , )= ( − 1) + ( − 1) +
Example: Use Laplace transform to solve the following IVBP

+ = 1 , ( , 0) = 0 (0, ) = + sin
Solution:
We take Laplace with respect to t: ℒ ( , ) = ( , )
ℒ ( ) = ( , ) − ( , 0)
( , )
ℒ ( ) =
By substituting them into the equation:
ℒ( + = 1)
ℒ( ) + ℒ( ) = ℒ (1)
( , ) 1
( , ) − ( , 0) + =
( , ) 1
+ ( , )=
( , )
Now by setting: = ( , ) as a function of we have = . So
1
+ =
It is a linear ODE: ( ) = ∫ = =
and ∫ ⋅ +
1 1 1 1
= + = ⋅ + = + ( )
So = ( , )= + ( ) . By taking Laplace inverse from the both side we have:
1
ℒ ( , )= + ( )
( , )= + ( − ) ( − )
In which ( − ) is the step function. Now to determine the value of ( − ) we apply the
condition:
(0, ) = + ( ) ( ) = + sin
( )
( ) = sin +
No back to the general solution ( , ) = + ( − ) ( − ) by substituting ( ) = sin
( , )= + ( − ) ( − )+( − ) ( − )
is the final solution of the problem.
Example: Use Laplace transform to solve the following IVP

+ = 0 , ( , 0) = 0 (1, ) = cos
Solution:
We take Laplace with respect to t: ℒ ( , ) = ( , )
ℒ ( ) = ( , ) − ( , 0)
( , )
ℒ ( ) =
By substituting them into the equation:
ℒ( + = 0)
ℒ( ) + ℒ( ) = ℒ (0)
( , )
( , ) − ( , 0) + =0
( , )
+ ( , )=0
( , )
Now by setting: = ( , ) as a function of we have = . So
− =0⇒ = ⇒ = ⇒ ln = ln = ln( )
, : ( )
=( ( ) ) = ( ) = ( )
Hence ( , )= ( ). By taking Laplace inverse from the both side we have:
ℒ ( , )= ( )
ℒ ( ) ( ) ( )
( , ) = ( + ln ) ( + ln )
Is the general solution, in which is the step function. Now to determine the rule of we apply the
condition:
(1, ) = ( ) ( ) = cos
( )
( ) = cos
No back to the general solution ( , ) = ( + ln ) ( + ln ) by substituting ( ) = cos
( , )= ( + ln ) ( + ln )
is the final solution of the problem.
Example (Wave Equation: Semi-Infinite String )

Find the displacement ( ( , ) of an elastic string subject to the following conditions. (We write w
since we need u to denote the unit step function.)
(i) The string is initially at rest on the x-axis from = 0
to +∞ (“semi-infinite string”).
(ii) For the left end of the string is moved in a given
fashion, namely, according to a single
sine wave
(0, ) = ( ) = sin 0 ≤ ≤ 2
0 ℎ
(iii) Also lim → ( , ) = 0 for ≥ 0.
Of course there is no infinite string, but our model describes a long string or rope (of negligible
weight) with
its right end fixed far out on the x-axis.
Solution. We have to solve the wave equation

= , = /
In which T is the tension and is the density of the string per unit. For positive values of t and x
the boundary conditions are (0, ) = ( ) and lim → ( , ) = 0 with initial condition
( , 0) = ( , 0) = 0.
We take Laplace transform with respect to t:
ℒ ( , ) = ( , )
ℒ ( ) = ( , ) − ( , 0) − ( , 0)
( , )
ℒ ( ) =
Now by substituting these values into the equation we have:
( , )
ℒ( ) = ℒ( ) ⟺ ( , )− ( , 0) − ( , 0) =
( , )
− ( , ) = 0
( , )
By setting = ( , ), = we have the 2nd order linear ODE − = 0. Its
solution is:
= +
As = ( , ) is a two variable function we can rewrite it again
( , )= ( ) + ( )
To find the general solution of ( , ) we take Laplace inverse from the both sides:
ℒ ( , )= ( ) + ( )
ℒ ( , ) =ℒ ( ) +ℒ ( )
ℒ ( ( ) ) ( ) ( )
( , )= + + + − −
Is the general solution in which is the step function. Now we apply the conditions to determine
the rule of functions and . For this purpose it’s easier to use Laplace version of the general
solution
( , )= ( ) + ( )
Using lim → ( , )=0
lim ( , )=0⟹ℒ lim ( , )=0
→ →
lim ℒ ( , ) =0
→
lim ( ) + ( ) =0
→
( ) lim +0=0
→
/
( )=0
Hence ( , )= ( ) , i. e. ( ) = 0.
Therefore, the general solution is of the form
( , )= − − (*)
Now applying (0, ) = ( ) we have
(0, ) = ( ) ⟺ ( − 0) ( − 0) = ( )
⟺ ( )= ( )
( , )= sin − 0 ≤ − ≤2
− − =
0 ℎ
This is a single sine wave traveling to the right with speed c. Note that a point remains at rest
until = / , the time needed to reach that if one starts at = 0 (start of the motion of the left
end) and travels with speed c. The result agrees with our physical intuition. Since we proceeded
formally, we must verify that (*) satisfies the given conditions. We leave this to the student.
Remark:
Before we solve the next example we need to introduce a special function. In mathematics, the error
function (also called the Gauss error function), often denoted by erf, is defined as
1
erf( ) =
√
2
=
√
This integral is a special (non-elementary) and sigmoid function that occurs often in probability,
statistics, and partial differential equations describing diffusion. Two closely related functions are the
complementary error function, erfc, defined as
( ) = 1 − erf
and the imaginary error function, erfi, defined as ( ) = − erf . Some properties of error
function are
 (erf( )) =
√
 ∫ erf( ) = erf +
√
 Laplace Transform:ℒ(erf ) =
Example (1-Dimensional Heat Equation: Semi-Infinite Insulated Bar)

We consider a semi-infinite insulated bar which is initially at a constant temperature, then the end
= 0 is held at zero temperature. We want to find the temperature ( , ) as an IBVP
⎧ =
⎪ ( , 0) =
⎨ (0, ) = ( )
⎪ lim ( , ) = 0
⎩ →
In which = is called thermal diffusivity and K is
thermal conductivity, is the specific heat and is
density.
Solution:
We take the Laplace transform with respect to t. We set
ℒ ( , ) = ( , )
ℒ ( ) = ( , ) − ( , 0) − ( , 0)
( , )
ℒ ( ) =
Now by substituting these values into the equation we have:
( , )
ℒ( ) = ℒ( ) ⟺ ( , ) − ( , 0) =
( , )
( , )− =
( , )
By setting = ( , ), = we have the 2nd order linear ODE − = − . Its
solution is:
√ √
= +
Furthermore, = (How?) is the particular solution to in − = − . Thus the whole

solution is
√ √
= + +
As = ( , ) is a two variable function we can rewrite it again
√ √
( , )= ( ) + ( ) +
Now it’s time to apply the conditions. From lim → ( , )=0
lim ( , ) = 0 ⟹ ℒ lim ( , ) = 0
→ →
lim ℒ ( , ) =0
→
√ √
lim ( ) + ( ) + =0
→
√
0+ ( ) lim + =0
→
√
( )=− lim =0
→
→ ( )=0
It yields
√
( , )= ( ) +
From (0, ) = ( )
ℒ (0, ) = ℒ ( ) ⟺ (0, ) = ( ) ⟺ ( ) + = ( )⟺ ( )=− + ( )
Hence
√
√ √ 1−
( , )= − + ( ) + = ( ) +
Now by taking Laplace inverse from it
√
√ 1−
( , )=ℒ ( ) + ℒ
But using definition of error function ( ) and its complement ( ) = 1 − erf( ) and
1 1 √
ℒ − =1− = erf
2 √ 2 √
And convolution
√ √
ℒ ( ) = ( − )
2 √ √
√
( , )= ( − ) + .
2 √ √ 2 √

Please solve the following example:
Example:
We consider a semi-infinite insulated copper bar which is initially at a constant temperature, then
the end = 0 is held at zero temperature. We want to find the temperature ( , ) as an IBVP
⎧ =
⎪ ( , 0) = 100 sin
⎨ (0, ) = 0
⎪ lim ( , ) = 0
⎩ →
In which = is called thermal diffusivity and is thermal conductivity, is the specific heat
and is density.

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Engineering Analysis II:

Partial Differential Equations (PDEs)

Dr. Mahfouz Rostamzadeh

2. Basic Concepts of PDEs

Example: For f(x, y) = x + cos( − ) + √ + 1 the first partial differentials are:

Second partial differentials can be defined as follows:

Note that for a differentiable function , = .

 A partial differential equation (PDE) is an equation involving one or more partial

E X A M P L E 1 Important Second-Order PDEs

(1) One-dimensional wave equation

(2) One-dimensional heat equation

(3) Two-dimensional Laplace equation

(4) Two-dimensional Poisson equation

(5) Two-dimensional wave equation

(6) Three-dimensional Laplace equation

where F is an arbitrary function of its arguments. For example + = + 1 can be written

Remark (PDEs SOLVABLE AS ODEs):

4. The Method of Characteristics

Similarly we consider the rate of changes in x to be zero, hence = = 0. Then we have

4.1 The Method of Characteristics:

To solve ( , , ) + ( , , ) = ( , , ) we consider the following steps:

Example 4.1: Find the general solution of +2 = .

Example 4.2: Solve the initial valued problem + 3 = 2 , ( , 0) = .

Example 4.3: Solve the problem of + + = 0, (0, ) = 1 + .

5. An Application of First Order PDEs: derivation of the 1st order PDE

Figure 5.1 Transient heat distributions in an element of the pipe of length Δ .

+Δ , whereas the stored energy in the fluid occupying the element is ( ).

6. Classification and Reduction to Standard Form of a Second Order

The Laplce equation + = 0 is of elliptic type, because = 0 − ( )(1) < 0.

6.1 Reduction of 2nd Order Linear PDEs to Standard Forms

In the following, we reduce the PDE

Hyperbolic Parabolic Elliptic

By obtaining the values of , , , using the chain rule from calculus

6.1.1 Reduction to Standard Form:

We follow these steps:

Step 2: Determine characteristic equations and characteristics curves as follows:

Case Parabolic (d=0): = is the characteristic equation and

By solution we have two complex curves:

Step 3: Calculate , , , , and , , , ,

Step 5: substitute , , , , into the main equation to reduce it to the canonical

Step 6: If it is possible, solve it based on and .

Example 6.6: Reduce to standard form

Step 1: that = 1, = 4, = 7 and = − = 16 − 7 > 0. So the equation is hyperbolic.

Step 3: = −7, = 1, = = = 0 and = −1, = 1, = = =0

Step 5: substituting , , , , and = (we calculated it from (*) ) into the

Example 6.7: Reduce the heat equation = to canonical (standard) form.

Step 1: We rearrange it: − = 0. So = , = 0, = 0, hence = 0 , i.e. it is a

Example 6.8 (Wave Equation):

Step 1: We rearrange it: − = 0 ( := , ≔ )

Step 4: We only need = + +2 , = + −2 .

Section 7: Solution of PDEs by Laplace Transforms

The Laplace transforms of u(x, t) and its partial derivatives:

Example: Find Laplace transform of ( , ) with respect to .

Example: Let ( , )= + + ( ) and ( , 0) = 1. Then find ℒ ( ) , ℒ( ) and

Example: Use Laplace transform to solve the following IVBP

Example: Use Laplace transform to solve the following IVP

Example (Wave Equation: Semi-Infinite String )

its right end fixed far out on the x-axis.

Solution. We have to solve the wave equation