12장

Chapter 12.
Partial Differential Equations (PDEs) 1
§12.1 Basic Concepts
[Basic Concepts]
• Partial differential equations(PDEs)
Ordinary differential equations(ODEs)
• order
• linear, nonlinear
• homogeneous, nonhomogeneous
• solution
• boundary condition, initial condition
Example 1 Second-Order PDEs

∂ 2u 2∂ u
2
• One-dimensional wave equation =c
∂t2 ∂x
2
2
∂u ∂ u
• One-dimensional heat equation = c2 2
∂t2 ∂x
∂ u ∂ 2u
• Two-dimensional Laplace equation + =0
∂x2 ∂y 2
∂ 2u ∂ 2u
• Two-dimensional Poisson equation + 2 = f (x, y)
∂x2 ∂yµ ¶
∂ 2u 2 ∂ 2
u ∂ 2
u
• Two-dimensional wave equation = c +
∂t2 ∂x2 ∂y 2
Theorem 1. (Fundamental Theorem on Superposition)
If u1, u2 are solutions of a homogeneous linear PDE in some region R,
then
u = c1u1 + c2u2
is also a solution of that PDE in the region R, where c1, c2 are constants.
Example 2. Solving a PDE like a ODE

Find solutions u = u(x, y) of the PDE uxy = −ux.
Sol. Setting ux = p, the PDE is py = −p.
ux = p = c(x)e−y and u(x, y) = f (x)e−y + g(y).
Computational Science & Engineering (CSE) C. K. Ko & CSE Seminar Group

Chapter 12. Partial Differential Equations (PDEs) 2
§12.2 Modeling: Vibrating String, Wave Equation
• Physical Assumptions
1. The mass of the string per unit length is constant. The string is
perfectly elastic and does not offer any resistance to bending.
2. The action of the gravitational force on the string can be neglected.
3. The string performs small transverse motions in a vertical plane.
Derivation of the PDE of the model “Wave Equation” from

Forces
Let u(x, t) be its displacements at any point 0 ≤ x ≤ L and at any time
0 < t. Let
• T = tension per unit length,
• ρ = density of the string.
Then u(x, t) satisfies the wave equation
∂ 2u 2
2∂ u T
=c (c2 = ).
∂t2 ∂x2 ρ

Figure 1: The string at fixed time t.
[Derivation of wave equation]

Let T1 and T2 be the tensions at P and Q, respectively.
The tension is tangential to the curve of the string at each point.
• Horizontal direction.
There is no motion in the horizontal direction. Hence,
T1 cos α = T2 cos β = T = const.
• Vertical direction.
By Newton’s second law (ρ∆x = mass of ∆x), we have
∂ 2u
T2 sin β − T1 sin α = ρ∆x 2 .
∂t
Thus
T2 sin β T1 sin α ρ∆x ∂ 2u
− = tan β − tan α = ,
T2 cos β T1 cos α T ∂t2
·µ ¶¯ µ ¶¯ ¸
1 ∂u ¯¯ ∂u ¯¯ ρ ∂ 2u
− = .
∆x ∂x ¯x+∆x ∂x ¯x T ∂t2
If ∆x → 0, then
∂ 2u 2
2∂ u T
=c (c2 = ).
∂t2 ∂x2 ρ
(One-dimensional wave equation)

§12.3 Solution by Separating Variables.

Use of Fourier Series.
One Dimensional Wave Equation
∂ 2u 2
2∂ u T
=c (c2 = )
∂t2 ∂x2 ρ
boundary condition
u(0, t) = 0, u(L, t) = 0 for all t.
initial condition
u(x, 0) = f (x), 0 ≤ x ≤ L, initial deflection.
ut(x, 0) = g(x), 0 ≤ x ≤ L, initial velocity.
• Step 1. Two ODEs from the wave equation

By the method of separating variables, set u(x, t) = F (x)G(t). Then
00
2 00 G̈ F
F G̈ = c F G and 2 = .
cG F
Since the left side depends on only t and the right side only on x,
00
G̈ F
= = k,
c2G F
and we have two ODEs
00
F − kF = 0, G̈ − c2kG = 0.
• Step 2. Satisfying the Boundary Conditions

From the Boundary Conditions
u(0, t) = F (0)G(t) = 0 for all t,
u(L, t) = F (L)G(t) = 0 for all t.
If G ≡ 0, then u ≡ 0, which is of no interest.
Hence, G 6= 0 and F (0) = F (L) = 0.

Case k = 0. F 00 = 0 and F (x) = Ax + B. Since F (0) = F (L) = 0,
F ≡ 0 and u ≡ 0, which is of no interest.
Case k > 0, k = µ2. F 00 − µ2F = 0 and F (x) = Aeµx + Be−µx.

Since F (0) = F (L) = 0, F ≡ 0 and u ≡ 0, which is of no interest.
Case k < 0, k = −p2. F 00 +p2F = 0 and F (x) = A cos px+B sin px.
F (0) = A = 0, and F (L) = B sin(pL) = 0.
nπ
Thus p = , n = ±1, · · · and setting B = 1, we obtain
L
nπx
Fn(x) = sin , n = 1, 2, · · · .
L
cnπ
The other ODE G̈ + λ2nG = 0, λn = cp = L , has a solution
Gn(t) = Bn cos λnt + Bn∗ sin λnt.
Hence, solutions of the wave equation are

un(x, t) = Fn(x)Gn(t) n = 1, 2, · · ·
nπx
= (Bn cos λnt + Bn∗ sin λnt) sin .
L
Here, un(x, t) are called the eigenfunctions, λn are called the eigenval-
ues, and the set {λ1, λ2, · · · } is called the spectrum.

• Step 3. Solution of the Entire Problem. Fourier Series.

∞
X
Since the wave equation is linear and homogeneous, un(x, t) is a
n=1
solution.
∞
X
u(x, t) = un(x, t)
n=1
X∞
nπx
= (Bn cos λnt + Bn∗ sin λnt) sin .
n=1
L
From the Initial Conditions

∞
X nπx
u(x, 0) = Bn sin = f (x),
n=1
L
¯ ∞
∂u ¯¯ X nπx
∗
and = B λ sin = g(x).
∂t ¯t=0 n=1 n
n
L
Using Fourier Sine Series,
Z
2 L nπx
Bn = f (x) sin dx, n = 1, 2, · · · ,
L 0 L
Z L
2 nπx
Bn∗ λn = g(x) sin dx
L 0 L
Z L
2 nπx
⇒ Bn∗ = g(x) sin dx, n = 1, 2, · · · .
cnπ 0 L
We have obtained a solution of wave equation that satisfies the boundary
conditions and initial conditions.

Comment. In case g(x) = 0.

Then Bn∗ = 0 and,
∞
X nπx cnπ
u(x, t) = Bncos λnt sin , λn = .
n
L L
∞ ∞
1X £ nπ ¤ 1X £ nπ ¤
= Bnsin (x − ct) + Bnsin (x + ct)
2 n=1 L 2 n=1 L
1
= [f ∗(x − ct) + f ∗(x + ct)]
2
where f ∗ is the odd periodic extension of f .
Physical interpretation
f ∗(x − ct)(c > 0): a wave that is traveling to the right as t increases.
f ∗(x + ct)(c > 0): a wave that is traveling to the left as t increases.
=⇒ u(x, t) is the superposition of these two waves.

Example 1.
Find the solution of the wave equation corresponding to the initial deflection

 2k L

 x if 0 < x <
 L 2
f (x) =


 2k (L − x)

if
L
<x<L
L 2
and initial velocity zero.
Sol. Since g(x) = 0, Bn∗ = 0 and
Z
2 L nπx
Bn = f (x) sin dx
L 0 L
Z Z L
2 h L/2 2k nπx 2k nπx i
= x sin dx + (L − x) sin dx
L 0 L L L/2 L L
8k nπ
= 2 2 sin .
nπ 2
Thus,
∞
X nπx cnπ
u(x, t) = Bncos λnt sin , λn =
n=1
L L
∞
8k X sin nπ
2 cnπt nπx
= 2 cos sin
π n=1 n2 L L
8k ¡ 1 cπt πx 1 3cπt 3πx ¢
= 2 2 cos sin − 2 cos sin + ··· .
π 1 L L 3 L L


§12.4 D’Alembert’s Solution of the Wave Equation.

Characteristics
D’Alembert’s Solution of Wave Equation
The wave equation
∂ 2u 2
2∂ u T
=c (c2 = )
∂t2 ∂x2 ρ
has a solution of the form
u(x, t) = Φ(x + ct) + Ψ(x − ct).
This is known as d’Alembert’s solution of the wave equation.
Proof Set v = x + ct, w = x − ct. By the Chain Rule

ux = uv vx + uw wx = uv + uw ,
ut = uv vt + uw wt = c(uv − uw )
and
uxx = uvv + 2uvw + uww .
utt = c2(uvv − 2uvw + uww ).
Inserting these two results in the wave equation, we get
∂ 2u
uvw ≡ = 0.
∂w∂v
This gives
Z
∂u
= h(v) and u = h(v)dv + Ψ(w) = Φ(v) + Ψ(w),
∂v
and so
u(x, t) = Φ(x + ct) + Ψ(x − ct).
=⇒ d’Alembert’s solution of the wave equation.

D’Alembert’s Solution satisfying Initial Conditions

D’Alembert’s Solution satisfying initial conditions
(a) u(x, 0) = f (x), (b) ut(x, 0) = g(x).
can be represented by the form
Z x+ct
1 1
u(x, t) = [f (x + ct) + f (x − ct)] + g(s)ds.
2 2c x−ct
Proof By differentiating u(x, t) = Φ(x + ct) + Ψ(x − ct), we have

ut(x, t) = cΦ0(x + ct) − cΨ0(x − ct).
By the initial condition,
u(x, 0) = Φ(x) + Ψ(x) = f (x),
ut(x, 0) = cΦ0(x) − cΨ0(x) = g(x)
and by integrating the second equation, we obtain
Z
1 x
Φ(x) − Ψ(x) = k(x0) + g(s)ds,
c x0
where k(x0) = Φ(x0) − Ψ(x0).
Addition and subtraction give
Z
1 1 x 1
Φ(x) = f (x) + g(s)ds + k(x0),
2 2c x0 2
Z x
1 1 1
Ψ(x) = f (x) − g(s)ds − k(x0).
2 2 x0 2
Therefore
Z x+ct
1 1
u(x, t) = [f (x + ct) + f (x − ct)] + g(s)ds.
2 2c x−ct
When g = 0, this solution reduces to that of Section 12.3.

Types of PDEs
The PDE of the form
Auxx + 2Buxy + Cuyy = F (x, y, u, ux, uy ) (1)
has three Types of PDEs, depending on the discriminant AC −B 2 as follows.
Type Defining Condition Example in Sec.12.1
Hyperbolic AC − B 2 < 0 Wave equation
Parabolic AC − B 2 = 0 Heat equation
Elliptic AC − B 2 > 0 Laplace equation
Ex. utt − c2uxx = 0

Set y = ct. utt − c2uxx = c2(uyy − uxx) = 0.
Type of the wave equation is hyperbolic.
Characteristics. Normal Forms of PDEs

The normal forms of (1) and the corresponding transformation are obtained
by solving the characteristic equation
dy
Ay 02 − 2By 0 + C = 0 (y 0 = ).
dx
Its solutions are called the characteristics, and we write them in the form
Φ(x, y) = const, Ψ(x, y) = const. The transforms gives new variables
v, w instead of x, y.
Type New Variables Normal Form

Hyperbolic v = Φ, w=Ψ uvw = F1
Parabolic v = x, w=Φ=Ψ uww = F2
Elliptic v = 12 (Φ + Ψ), w = 2i1 (Φ − Ψ) uvv + uww = F3

Example 1. D’Alembert’s solution obtained systematically

Solve utt − c2uxx = 0.
Sol. Set y = ct, and then utt − c2uxx = c2(uyy − uxx) = 0.

The characteristic equation (y 0)2 − 1 = 0, y 0 = −1, 1 has two families of
solutions(characteristics):
Φ(x, y) = y + x = const,
Ψ(x, y) = y − x = const.
Notice that the wave equation is a hyperbolic type. This gives new variables
v = Φ = y + x = ct + x,
w = Ψ = y − x = ct − x,
and the normal form
uvw = 0.
Thus d’Alembert’s solution of the wave equation is
u(x, t) = f1(x + ct) + f2(x − ct).

§12.5 Heat Equation: Solution by Fourier Series
One Dimensional Heat Equation

.
2
∂u ∂ u K
= c2 2 (c2 = )
∂t ∂x σρ
where c2 = thermal diffusivity, K = thermal conductivity,

ρ = density, σ = specific heat.
boundary condition u(0, t) = 0, u(L, t) = 0 for all t.
initial condition u(x, 0) = f (x), 0 ≤ x ≤ L, (initial temperature)
Notice that f (0) = f (L) = 0 because of the boundary conditions.
• Step 1. Two ODEs from the heat equation

00
00 Ġ F
F Ġ = c2F G and 2 = .
cG F
Since the left side depends on only t and the right side only on x,
00
Ġ F
= = k,
c2G F
00
F − kF = 0, Ġ − c2kG = 0.


u(0, t) = F (0)G(t) = 0 for all t
u(L, t) = F (L)G(t) = 0 for all t.
Hence, G 6= 0 and F (0) = F (L) = 0.
Case k = 0. F 00 = 0 and F (x) = Ax + B. Since F (0) = F (L) = 0,


Since F (0) = F (L) = 0, F ≡ 0 and u ≡ 0, which is of no interest.
Case k < 0, k = −p2. F 00 +p2F = 0 and F (x) = A cos px+B sin px.
F (0) = A = 0, and F (L) = B sin(pL) = 0.
nπ
Thus p = , n = ±1, · · · and setting B = 1, we obtain
L
nπx
Fn(x) = sin , n = 1, 2, · · · .
L
cnπ
The other ODE Ġ + λ2nG = 0, λn = cp = L , has a solution
2
Gn(t) = Bne−λnt.
Hence, solutions of the heat equation are

un(x, t) = Fn(x)Gn(t)
nπx −λ2nt
= Bn sin e .
L
Here, un(x, t) are called the eigenfunctions, λn are called the eigenval-
ues, and the set {λ1, λ2, · · · } is called the spectrum.


∞
X
Since the heat equation is linear and homogeneous, un(x, t) is a
n=1
solution.
∞
X ∞
X nπx −λ2nt
u(x, t) = un(x, t) = Bn sin e .
n=1 n=1
L
∞
X nπx
u(x, 0) = Bn sin = f (x),
n=1
L
and using Fourier sine series
RL
Bn = L2 0 f (x) sin nπx
L dx, n = 1, 2, ...
We have obtained a solution of heat equation that satisfies the boundary
conditions and initial condition.
Example 1. (Sinusoidal initial temperature)
(a) Find the temperature u(x, t) in a laterally insulated copper bar 80cm
long if the initial temperature is 100 sin(πx/80)◦C and the ends are
kept at 0◦C. (Use c2 = 1.158[cm2/sec].)
(b) How long will it take for the maximum temperature in the bar to drop
to 50◦C?
Sol. (a)
P∞ −λ2n t
u(x, t) = n=1 Bn sin nπx L e , λn = cnπ/80.
∞
X nπ πx
u(x, 0) = Bn sin x = 100 sin ,
n=1
80 80
2 2
So B1 = 100, B2 = B3 = · · · = 0 and λ21 = c80π2 = 0.001785[sec−1], the
solution is
πx
u(x, t) = 100 sin e−0.001785t.
80
(b) When 100e−0.001785t = 50, t = 388sec.
Example 4. (Bar with insulated ends. Eigenvalue 0.)

Find a solution formula of heat equation with the initial condition u(x, 0) =
f (x), and the boundary condition replaced by the condition that both ends
of the bar are insulated. That is,
∂ 2u 2
2∂ u
=c
∂t2 ∂x2
boundary condition
ux(0, t) = 0, ux(L, t) = 0 for all t
initial condition
u(x, 0) = f (x), 0 ≤ x ≤ L, initial temperature.
Sol.
• Step 1. Two ODEs from the heat equation
00
Ġ F
= = k,
c2G F
00
F − kF = 0, Ġ − c2kG = 0.

ux(0, t) = F 0(0)G(t) = 0 for all t,
ux(L, t) = F 0(L)G(t) = 0 for all t.
Hence, G 6= 0 and F 0(0) = F 0(L) = 0.


Since F 0(0) = F 0(L) = 0, F ≡ 0 and u ≡ 0, which is of no interest.
Case k = 0. F 00 = 0 ⇒ F (x) = A + Bx, F 0(0) = F 0(L) = −B = 0,
and setting A = 1, F (x) = F0(x) = 1.
Case k < 0, k = −p2(p > 0).
F 00 + p2F = 0 ⇒ F (x) = A cos px + B sin px.
F 0(0) = Bp = 0, and F 0(L) = −Ap sin(pL) = 0.
nπ
p= L, n = 1, 2, · · · and setting A = 1, we obtain
nπ
F (x) = Fn(x) = cos x, n = 1, 2, · · · .
L
The other ODE Ġ + λ2nG = 0, λn = cp = cnπ L , has a solution
2
Gn(t) = Ane−λnt, n = 0, 1, · · · .
Hence, solutions of the heat equation are
nπx −λ2nt
un(x, t) = Fn(x)Gn(t) = An cos e , n = 0, 1, · · · .
L
∞
X
Since the heat equation is linear and homogeneous, un(x, t) is a
n=0
solution.
∞
X ∞
X nπx −λ2nt
u(x, t) = un(x, t) = A0 + An cos e .
n=0 n=1
L
∞
X nπ
u(x, 0) = A0 + An cos x = f (x),
n=1
L
using Fourier cosine series
R
1 L 2
RL
A0 = L 0 f (x)dx, An = L 0 f (x) cos nπx
L dx.
We have obtained a solution of heat equation that satisfies the boundary

conditions and initial condition.
[Steady 2-Dim. Heat Problems, Laplace’s Equation]

Consider two-dimensional heat equation
∂u 2 2
¡ 2
2 ∂ u ∂ 2u ¢
=c ∇ u=c +
∂t ∂x2 ∂y 2
for steady (i.e., time independent) problems. Then ∂u/∂t = 0, and heat
equation reduces to Laplace’s equation
2 ∂ 2u ∂ 2u
∇ u = 2 + 2 = 0.
∂x ∂y
[Boundary Value Problem]
2∂ 2u ∂ 2u
∇ u = 2 + 2 = 0.
∂x ∂y
Dirichlet boundary condition
Figure 1: Rectangle R and given boundary values
u(0, y) = u(a, y) = 0 for all 0 ≤ y ≤ b,

u(x, 0) = 0, u(x, b) = f (x) for all 0 ≤ x ≤ a.
Proof Substituting u(x, y) = F (x)G(y) into Laplace’s Equation,
1 d2 F 2
F dx2 = − G1 ddyG2 = −k.
d2F
+ kF = 0,
dx2
d2G
− kG = 0.
dy 2


u(0, y) = F (0)G(y) = 0 for all 0 ≤ y ≤ b,
u(a, y) = F (a)G(y) = 0 for all 0 ≤ y ≤ b.
Hence, G 6= 0 and F (0) = F (a) = 0.
Case k = 0. F 00 = 0 and F (x) = A + Bx. Since F (0) = F (a) = 0,

Case k < 0, k = −µ2. F 00 − µ2F = 0 and F (x) = Aeµx + Be−µx. Since

F (0) = F (a) = 0, F ≡ 0 and u ≡ 0, which is of no interest.
Case k > 0, k = p2(p > 0).

F 00 + p2F = 0 ⇒ F (x) = A cos px + B sin px.
F (0) = A = 0, and F (a) = B sin(pa) = 0.
p = nπ a , n = 1, 2, · · · and setting B = 1, we obtain
nπx
F (x) = Fn(x) = sin , n = 1, 2, · · · .
a
d2 G
The other ODE dy 2
− ( nπ 2
a ) G = 0 has a solution
nπy
− nπy
Gn(y) = Ane a + Bne a , n = 1, 2, · · · .
u(x, 0) = F (x)G(0) = 0 for all 0 ≤ x ≤ a, ⇒ G(0) = 0.
Thus Gn(0) = An + Bn = 0, Bn = −An and
nπy nπy nπy
Gn(y) = An(e a − e− a ) = A∗n sinh .
a
Hence, solutions of the Laplace’s equation are
nπx nπy
un(x, y) = Fn(x)Gn(y) = A∗n sin sinh .
a a
∞
X
Since the Laplace’s equation is linear and homogeneous, un(x, y) is a
n=1
solution.
∞
X ∞
X nπx nπy
u(x, y) = un(x, y) = A∗n sin sinh .
n=1 n=1
a a
From the boundary condition,
∞
X nπb nπx
u(x, b) = A∗n sinh sin = f (x),
n=1
a a
using the Fourier sine series

Z a
nπb 2 nπx
A∗n sinh = f (x) sin dx.
a a 0 a
So, the solution of our problem u(x, y) is
∞
X nπx nπy
u(x, y) = A∗n sin
sinh
n=1
a a
Z a
2 nπx
where A∗n = f (x) sin dx.
a sinh(nπb/a) 0 a

§12.7 Modeling : Membrane,

Two-Dimensional Wave Equation
Physical Assumptions
1. The mass of the membrane per unit area is constant. The membrane is
perfectly flexible and offers no resistance to bearing.
2. The tension per unit length T is the same at all points and in all directions
and does not change during the motion.
3. The deflection u(x,y,t) of the membrane is small compared to the size of

the membrane, and all angles of inclination are small.

Modeling, PDE of the model “Two Dimensional Wave Equation”

Let u(x, y, t) be its displacements at any point (x, y) of the membrane at
time t. Let
T = the tension per unit length,
ρ = the density of the membrane.
Then u satisfies
µ 2 ¶
∂ 2u 2 ∂ u ∂ 2
u 2 T
= c + (c = ).
∂t2 ∂x2 ∂y 2 ρ
[Derivation of the PDE]
• The forces acting on the sides of the portion are approximately T ∆x

and T ∆y.
• These forces are tangent to the moving membrane at every instant.
Horizontal Components of the Forces.
• horizontal components of the forces

= (cosine of of inclination)× forces
• Since the angles of inclination are small(cos α, cos β ≈ 1), the horizontal
components at opposite sides are approximately equal, thus the motion
in a horizontal direction will be negligibly small.
Vertical Components of the Forces.
T ∆y(sin β − sin α) ≈ T ∆y(tan β − tan α) (∵ angles are small)

= T ∆y[ux(x + ∆x, y1) − ux(x, y2)]
The other sides, similarly,
T ∆x[uy (x1, y + ∆y) − uy (x2, y)]

Using Newton’s Second Law

∂ 2u
ρ∆x∆y 2 = T ∆y[ux(x + ∆x, y1) − ux(x, y2)]
∂t
+T ∆x[uy (x1, y + ∆y) − uy (x2, y)]
and
∂ 2u T £ ux(x + ∆x, y1) − ux(x, y2) uy (x1, y + ∆y) − uy (x2, y) ¤
= + .
∂t2 ρ ∆x ∆y
If ∆x, ∆y −→ 0, then
µ ¶
∂ 2u 2 ∂ 2u ∂ 2u T
= c + c2 = .
∂t2 ∂x2 ∂y 2 ρ
This PDE is called the two-dimensional wave equation.

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Chapter 12.

Partial Differential Equations (PDEs) 1

§12.1 Basic Concepts

Example 1 Second-Order PDEs

Example 2. Solving a PDE like a ODE

Computational Science & Engineering (CSE) C. K. Ko & CSE Seminar Group

§12.2 Modeling: Vibrating String, Wave Equation

2. The action of the gravitational force on the string can be neglected.

3. The string performs small transverse motions in a vertical plane.

Derivation of the PDE of the model “Wave Equation” from

Computational Science & Engineering (CSE) C. K. Ko & CSE Seminar Group

Figure 1: The string at fixed time t.

[Derivation of wave equation]

Computational Science & Engineering (CSE) C. K. Ko & CSE Seminar Group

§12.3 Solution by Separating Variables.

• Step 1. Two ODEs from the wave equation

• Step 2. Satisfying the Boundary Conditions

Hence, G 6= 0 and F (0) = F (L) = 0.

Case k > 0, k = µ2. F 00 − µ2F = 0 and F (x) = Aeµx + Be−µx.

Hence, solutions of the wave equation are

Computational Science & Engineering (CSE) C. K. Ko & CSE Seminar Group

• Step 3. Solution of the Entire Problem. Fourier Series.

From the Initial Conditions

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Comment. In case g(x) = 0.

Computational Science & Engineering (CSE) C. K. Ko & CSE Seminar Group

Computational Science & Engineering (CSE) C. K. Ko & CSE Seminar Group

Computational Science & Engineering (CSE) C. K. Ko & CSE Seminar Group

§12.4 D’Alembert’s Solution of the Wave Equation.

Proof Set v = x + ct, w = x − ct. By the Chain Rule

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D’Alembert’s Solution satisfying Initial Conditions

Proof By differentiating u(x, t) = Φ(x + ct) + Ψ(x − ct), we have

When g = 0, this solution reduces to that of Section 12.3.

Ex. utt − c2uxx = 0

Characteristics. Normal Forms of PDEs

Type New Variables Normal Form

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Example 1. D’Alembert’s solution obtained systematically

Sol. Set y = ct, and then utt − c2uxx = c2(uyy − uxx) = 0.

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§12.5 Heat Equation: Solution by Fourier Series

One Dimensional Heat Equation

where c2 = thermal diffusivity, K = thermal conductivity,

initial condition u(x, 0) = f (x), 0 ≤ x ≤ L, (initial temperature)

Notice that f (0) = f (L) = 0 because of the boundary conditions.

• Step 1. Two ODEs from the heat equation

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• Step 2. Satisfying the Boundary Conditions

Case k = 0. F 00 = 0 and F (x) = Ax + B. Since F (0) = F (L) = 0,

Case k > 0, k = µ2. F 00 − µ2F = 0 and F (x) = Aeµx + Be−µx.

Hence, solutions of the heat equation are

Computational Science & Engineering (CSE) C. K. Ko & CSE Seminar Group

• Step 3. Solution of the Entire Problem. Fourier Series.

Example 4. (Bar with insulated ends. Eigenvalue 0.)

• Step 2. Satisfying the Boundary Conditions

Computational Science & Engineering (CSE) C. K. Ko & CSE Seminar Group

Case k > 0, k = µ2. F 00 − µ2F = 0 and F (x) = Aeµx + Be−µx.

We have obtained a solution of heat equation that satisfies the boundary

[Steady 2-Dim. Heat Problems, Laplace’s Equation]

Figure 1: Rectangle R and given boundary values

u(0, y) = u(a, y) = 0 for all 0 ≤ y ≤ b,