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BOUNDARY-VALUE PROBLEMS IN

RECTANGULAR COORDINATES

12.1

12.2

12.3

12.4

12.5

12.6

12.7

12.8

Classical PDEs and Boundary-Value Problems

Heat Equation

Wave Equation

Laplaces Equation

Nonhomogeneous Boundary-Value Problems

Orthogonal Series Expansions

Higher-Dimensional Problems

CHAPTER 12 IN REVIEW

In this and the next two chapters the emphasis will be on two procedures that are

used in solving partial differential equations that occur frequently in problems

involving temperature distributions, vibrations, and potentials. These problems,

called boundary-value problems, are described by relatively simple linear secondorder PDEs. The thrust of these procedures is to nd solutions of a PDE by

reducing it to two or more ODEs.

We begin with a method called separation of variables. The application of

this method leads us back to the important concepts of Chapter 11namely,

eigenvalues, eigenfunctions, and the expansion of a function in an innite series

of orthogonal functions.

432

12.1

12.1

433

REVIEW MATERIAL

(ODEs), are classied as either linear or nonlinear. Analogous to a linear ODE, the dependent

variable and its partial derivatives in a linear PDE are only to the rst power. For the remaining

chapters of this text we shall be interested in, for the most part, linear second-order PDEs.

variable and let x and y denote the independent variables, then the general form of a

linear second-order partial differential equation is given by

A

2 u

u

2 u

u

2 u

B

D

C

E

Fu G,

2

2

x

x y

y

x

y

(1)

equation (1) is said to be homogeneous; otherwise, it is nonhomogeneous. For

example, the linear equations

2 u 2 u

0

x2 y2

and

2 u u

xy

x2 y

SOLUTION OF A PDE A solution of a linear partial differential equation (1) is

a function u(x, y) of two independent variables that possesses all partial derivatives

occurring in the equation and that satises the equation in some region of the

xy-plane.

It is not our intention to examine procedures for nding general solutions of

linear partial differential equations. Not only is it often difcult to obtain a general

solution of a linear second-order PDE, but a general solution is usually not all that

useful in applications. Thus our focus throughout will be on nding particular

solutions of some of the more important linear PDEsthat is, equations that appear

in many applications.

SEPARATION OF VARIABLES Although there are several methods that can be

tried to nd particular solutions of a linear PDE, the one we are interested in at the

moment is called the method of separation of variables. In this method we seek a

particular solution of the form of a product of a function of x and a function of y:

u(x, y) X(x)Y(y).

With this assumption it is sometimes possible to reduce a linear PDE in two variables

to two ODEs. To this end we note that

u

XY,

x

u

XY,

y

2 u

X Y,

x2

2 u

XY ,

y2

434

CHAPTER 12

EXAMPLE 1

Separation of Variables

u

2 u

4 .

x2

y

yields

X Y 4XY.

After dividing both sides by 4XY, we have separated the variables:

X Y

.

4X

Y

Since the left-hand side of the last equation is independent of y and is equal to the

right-hand side, which is independent of x, we conclude that both sides of the equation are independent of x and y. In other words, each side of the equation must be a

constant. In practice it is convenient to write this real separation constant as l

(using l would lead to the same solutions).

From the two equalities

X Y

4X

Y

we obtain the two linear ordinary differential equations

X 4 X 0

Y Y 0.

and

(2)

Now, as in Example 1 of Section 11.4 we consider three cases for l: zero, negative,

or positive, that is, l 0, l a 2 0, and l a 2 0, where a 0.

CASE I If l 0, then the two ODEs in (2) are

X 0

and

Y 0.

a particular product solution of the given PDE is

u XY (c1 c2 x)c3 A1 B1 x,

(3)

CASE II If l a 2, then the DEs in (2) are

X 4a2X 0

Y a2Y 0.

and

X c4 cosh 2 x c5 sinh 2 x

and

Y c6 e

u XY (c4 cosh 2 x c5 sinh 2 x)c6 e

or

u A2 e y cosh 2 x B2 e y sinh 2 x,

2

(4)

CASE III If l a 2, then the DEs

X 4 2X 0

and

Y 2Y 0

X c7 cos 2 x c8 sin 2 x

and

Y c9 e

12.1

435

u A3 e y cos 2 x B3 e y sin 2 x,

2

(5)

It is left as an exercise to verify that (3), (4), and (5) satisfy the given PDE. See

Problem 29 in Exercises 12.1.

SUPERPOSITION PRINCIPLE The following theorem is analogous to

Theorem 4.1.2 and is known as the superposition principle.

THEOREM 12.1.1 Superposition Principle

If u1, u 2 , . . . , u k are solutions of a homogeneous linear partial differential equation, then the linear combination

u c1u1 c2 u2 ck uk ,

where the ci , i 1, 2, . . . , k, are constants, is also a solution.

Throughout the remainder of the chapter we shall assume that whenever we have

an innite set u1, u 2 , u 3 , . . . of solutions of a homogeneous linear equation, we can

construct yet another solution u by forming the innite series

u

ck uk ,

k1

CLASSIFICATION OF EQUATIONS A linear second-order partial differential

equation in two independent variables with constant coefcients can be classied as

one of three types. This classication depends only on the coefcients of the secondorder derivatives. Of course, we assume that at least one of the coefcients A, B, and

C is not zero.

DEFINITION 12.1.1 Classication of Equations

The linear second-order partial differential equation

A

2 u

u

2 u

u

2 u

C 2D

E

Fu 0,

B

2

x

x y

y

x

y

hyperbolic if B2 4AC 0,

parabolic if B2 4AC 0,

elliptic if

B2 4AC 0.

EXAMPLE 2

(a) 3

2 u u

x2 y

(b)

2 u 2 u

x2 y2

(c)

2 u 2 u

0

x2 y2

2 u u

0,

x2 y

436

CHAPTER 12

the equation is parabolic.

(b) By rewriting the equation as

2 u 2 u

0,

x2 y2

we see that A 1, B 0, C 1, and B 2 4AC 4(1)(1) 0. The

equation is hyperbolic.

(c) With A 1, B 0, C 1, and B 2 4AC 4(1)(1) 0 the equation is

elliptic.

REMARKS

(i) In case you are wondering, separation of variables is not a general method for

nding particular solutions; some linear partial differential equations are simply

not separable. You are encouraged to verify that the assumption u XY does

not lead to a solution for the linear PDE 2ux 2 uy x.

(ii) A detailed explanation of why we would want to classify a linear secondorder PDE as hyperbolic, parabolic, or elliptic is beyond the scope of this text,

but you should at least be aware that this classication is of practical importance.

We are going to solve some PDEs subject to only boundary conditions and others subject to both boundary and initial conditions; the kinds of side conditions

that are appropriate for a given equation depend on whether the equation is

hyperbolic, parabolic, or elliptic. On a related matter, we shall see in Chapter 15

that numerical-solution methods for linear second-order PDEs differ in conformity with the classication of the equation.

EXERCISES 12.1

possible, product solutions for the given partial differential

equation.

1.

u u

x y

2.

3. u x u y u

5. x

4. u x u y u

u

u

y

x

y

6. y

2 u

2 u

2 u

7.

0

x2 x y y2

9. k

2 u

u

u ,

x2

t

11. a2

2 u 2 u

2

x2

t

u

u

3

0

x

y

k0

u

u

x

0

x

y

2 u

8. y

u0

x y

10. k

2 u u

,

x2

t

k0

12. a2

13.

2 u 2 u

u

2 2k ,

x2

t

t

2 u 2 u

0

x2 y2

15. u x x u yy u

14. x2

k0

2 u 2 u

0

x2 y2

16. a 2u x x g u tt,

g a constant

equation as hyperbolic, parabolic, or elliptic.

17.

2 u

2 u

2 u

0

x2 x y y2

18. 3

19.

2 u

2 u

2 u

5

0

x2

x y y2

2 u

2 u

2 u

6

9 20

2

x

x y

y

12.2

20.

2 u

2 u

2 u

3

0

x2 x y

y2

23.

2 u

2 u u

u

2 u

2

2

6

0

2

x

x y y

x

y

24.

2 u 2 u

u

x2 y2

28.

1 2 u

2 u 1 u

2 2 0;

2

r

r r

r

u (c1 cos c2 sin )(c3 r c4 r )

(5) satises the second-order PDE in Example 1.

30. Denition 12.1.1 generalizes to linear PDEs with coefcients that are functions of x and y. Determine the

regions in the xy-plane for which the equation

2 u 2 u

2

x2

t

12.2

ru 1r ur ut ;

u

2 u

2 u

22

0

x y y

x

2 u u

,

x2

t

437

27. k

22.

26. k

In Problems 27 and 28 show that the given partial differential equation possesses the indicated product solution.

2 u

2 u

21.

9

2

x

x y

25. a2

(xy 1)

k0

2 u

2 u

2 u

(x

2y)

xy2 u 0

x2

x y y2

REVIEW MATERIAL

Reread the material on boundary-value problems in Sections 4.1, 4.3, and 5.2.

INTRODUCTION We are not going to solve anything in this section. We are simply going to

discuss the types of partial differential equations and boundary-value problems that we will be working with in the remainder of this chapter as well as in Chapters 1315. The words boundary-value

problem have a slightly different connotation than they did in Sections 4.1, 4.3, and 5.2. If, say, u(x, t)

is a solution of a PDE, where x represents a spatial dimension and t represents time, then we may be

able to prescribe the value of u, or ux, or a linear combination of u and ux at a specied x as

well as to prescribe u and ut at a given time t (usually, t 0). In other words, a boundary-value

problem may consist of a PDE, along with boundary conditions and initial conditions.

the method of separation of variables to nd product solutions of the following classical equations of mathematical physics:

2u u

k 2 ,

x

t

k0

(1)

2u 2u

2

x2

t

(2)

2 u 2 u

20

x2

y

(3)

a2

or slight variations of these equations. The PDEs (1), (2), and (3) are known, respectively, as the one-dimensional heat equation, the one-dimensional wave equation,

and the two-dimensional form of Laplaces equation. One-dimensional in the

case of equations (1) and (2) refers to the fact that x denotes a spatial variable, whereas

t represents time; two-dimensional in (3) means that x and y are both spatial variables. If you compare (1)(3) with the linear form in Theorem 12.1.1 (with t playing

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