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PARTIAL
DIFFERENTIAL
EQUATIONS
27/04/16
27/04/16
Classification of linear
partial differential equations
The general partial differential equation of second order
of second order
2u
2u
2u
u
u
A 2 +B
+C 2 + D
+E
+ Fu = 0 is called
xy
x
y
x
y
Parabolic if B 4 AC = 0
2
Elliptic if B 4 AC 0
2
Hyperbolic if B 4 AC 0
2
27/04/16
=0
Answer:
Here
A=1,
B=0,
C=1
=c
Answer:
Here
A=1,
B=0,
C= -c2
u
y
u u
u
+4
+4
+2
=0
2
2
xy
x
y
x
y
Answer:
Here
A=1,
B=4,
C=4
B24AC = 164x1x4 = 0
27/04/16
u
2 u
x
+
(
1
y
)
=
0
,
2
2
x
y
2
and
1
1
Where
27/04/16
Solutions of partial
differential equations by
z
UQSolve
+ 18
xy + sin( 2 x y ) = 0
direct
integration
x y
3
z
sin( 2 x y )
+3 x 3 y 2
= xf ( y ) + g ( y )
y
4
cos(2 x y )
z+x y
= xu ( y ) + v( y ) + w( x)
4slides prepared by Sivadas PV,AP,
27/04/16
3
GCE,kannur
UQ.Q2.Solve u = e t cos x
xt
2
t
Integrate
w.r.to
u = e sin xt,+wef (get
t )dt + v( x)
i.e u = e sin x + u (t ) + v( x)
27/04/16
UQ.
2z
z
y
+
z
=
0
,
given
tha
t
when
x
=
0,
z
=
e
and
=1
Solvex 2
x
Also,
27/04/16
10
SOLUTION BY SEPARATION
METHOD
27/04/16
Ux + Uy = 0
11
= k, aconstant
X
Y
X1
kx
=k X =C1 e
X
1
Y
- ky
=
Y
=
C
e
2 PV,AP,
27/04/16
slides prepared by Sivadas
Y
GCE,kannur
12
Solution is U = XY
i.e.U = C1C 2 e e
kx
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-ky
13
Q2.Solve by separation
method
-3y
U x = 4U y , given that U(0, y) = 8e
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14
Y1
=4
= k, aconstant
X
Y
X1
kx
=k X =C1 e
X
k
1
1
y
4Y
Y
k
4
=k
= Y =C 2 e 15
27/04/16
slides prepared by Sivadas PV,AP,
Y
Y GCE,kannur4
Solution is U = XY
i.e.U = C1C 2 e
therefore, 8e
U(0, y) = 8e
giventhat,
3y
kx
k
y
4
3y
k
y
0x 4
= C1C 2 e e
k
y
4
k
= C1C 2 e C1C 2 = 8, and = 3
4
i.e C1C 2 = 8 and k = -12
therefore, U = 8e
27/04/16
-12x 3 y
16
Q3.Solve by separation
method
3U x + 2 U y = 0,
given that U(x,0) = 4e
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-x
17
Solution is U = XY
i.e.U = C1C 2 e
giventhat,
kx
3
ky
2
U(x,0) = 4e
therefore, 4e - x = C1C 2 e kx e
-x
3
k0
2
U = 4e e
-x
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3
y
2
19
27/04/16
20
27/04/16
2T 1 +T
2T 1
=k
+1 =k
T
T
slides prepared by Sivadas PV,AP,
GCE,kannur
21
T
k 1
=
T = C2e
T
2
1
k 1
t
2
therefore, solution is U = XT
= C1C2e e
kx
therefore, C1C 2 e e
k 1
t
2
3x
k 1
0
2
= 6e
3x
22
therefore, solution is U = XT
= 6e e
-3x
= 6e e
-3x
= 6e
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31
t
2
2t
-3x - 2t
23
Q5.Solve
27/04/16
x Ux + y Uy = 0
2
24
X
k
x 2
= 2 X =C1 e
=C1 e x
X
x
k
2
y
Y
k
= 2
Y =C e
27/04/16
slides prepared by Sivadas1PV,AP,
Y
y
GCE,kannur
1
=C1 e
k
y
25
Solution is U = XY
-k
x
i.e.U = C1C 2 e e
i.e.U = C1C 2 e
27/04/16
k
y
-k k
+
x y
26
Additional questions
6.
Solve py2+qx2=0,
7.Solve
u
u
p=
and q =
where
x
y
u u
-y
5y
4 +
= 3u, given u = 3e e when x = 0
x y
z
z
z
2
+
=0
2
x y
x
2
8. Solve
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27
27/04/16
28
11
11
T
X
here there are three
= cases = k, aconstant
2
X
c T
case1. when
k is positive
27/04/16
29
auxiliary equation is m - p = 0
roots are m =p,-p
px
px
therefore , X = C1e +C 2 e
T 11
11
2
11
2
2
=
k
c
kT
=
0
c
p
T =0
2
c T
2
2 2
auxiliary equation is m - p c = 0
cpt
+C 4 e
cpt
30
auxiliary equation is m + p = 0
roots are m =ip,-ip
c
kT
=
0
T
+
c
p
T =0
2
c T
2
2 2
auxiliary equation is m + p c = 0
roots are m =cpi,-cpi
therefore , T = C 7 coscpt + C 8 sincpt
27/04/16
31
Case 3. Let k =0
X 11
= k X 11 =0
X
auxiliary equation is m = 0
roots are m =0,0
0x
T 11
11
=
k
T
=0
2
c T
= (C 9 + C10 x)
auxiliary equation is m = 0
roots are m =0,0
therefore , T = C11 + C12 t
27/04/16
32
27/04/16
33
27/04/16
34
1
11
T
X
here there are three
= cases = k, aconstant
2
X
c T
case1. when
k is positive
27/04/16
35
auxiliary equation is m - p = 0
roots are m =p,-p
px
px
therefore , X = C1e +C 2 e
T1
1
2
1
2
2
=
k
c
kT
=
0
c
p
T =0
2
c T
2 2
auxiliary equation is m - p c = 0
roots is m =c p
2
therefore , T = C 3 e
27/04/16
c2p2t
Y = C1e + C 2 e
px
px
)C e
3
c 2 p 2t
36
auxiliary equation is m + p = 0
roots are m =ip,-ip
c
kT
=
0
T
+
c
p
T =0
2
c T
2 2
auxiliary equation is m + c p = 0
2
2
roots is m =c p
c 2 p 2 t
therefore , T = C 6 e
Y = ( C 4 cos px + C 5 sin px ) C 6 e
27/04/16
c 2 p 2t
37
Case 3. Let k =0
X 11
= k X 11 =0
X
auxiliary equation is m = 0
roots are m =0,0
therefore , X = (C 7 + C 8 x)e
0x
= (C 7 + C 8 x)
T1
1
=
k
T
=0
2
c T
auxiliary equation is m = 0
roots is m =0
0t
therefore , T = C 9 e = C 9
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38
Y = ( C 4 cos px + C 5 sin px ) C 6 e
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c 2 p 2t
39
27/04/16
40
11
11
X
Y
here there are three
= cases = k, aconstant
X k is positive
Y
case1. when
27/04/16
41
auxiliary equation is m - p = 0
roots are m =p,-p
px
px
therefore , X = C1e +C 2 e
Y 11
= k Y 11 +kY =0
Y
2
auxiliary equation is m + p = 0
2
42
auxiliary equation is m + p = 0
roots are m =ip,-ip
= k Y 11 +kY =0 Y 11 p 2 Y =0
Y
2
2
auxiliary equation is m p = 0
roots are m =p,-p
py
py
therefore , Y = C 7 e + C 8 e
27/04/16
43
Case 3. Let k =0
X 11
= k X 11 =0
X
auxiliary equation is m = 0
roots are m =0,0
0x
Y 11
= k Y 11 =0
Y
= (C 9 + C10 x)
auxiliary equation is m = 0
roots are m =0,0
therefore , Y = C11 + C12 y
27/04/16
44
27/04/16
45
2
2 y
y
2
Wave equation is t 2 =c x 2
Put u = x + ct , v = x ct
Then y is a function of u,v and u, v are
functions of x and t
i.e. y u, v x, t
Then
u
v
u
=1,
=1,
= c,
x
x
t
v
= c
t
y
y u
y v
y
y
y
=
+
=
1+
1
x
u x
v x
x
u
v
y
y u
y v
y
y
y
=
+
=
c+
c
t
u t
v t
t
u
v
27/04/16
46
y
y
y
2
y
x
x u
x v
=
=
+
2
x
u
x
v
x
x
=
1
+
1
2
y
y
1
+
1
2
y
v
u
=
u
x 2
1
+
1
v
1 + u
v
2 y y y y y
= 1 + 1 1 + 1 + 1 1
2
u u v v u v
x
2y 2 y 2 y
2 y 2 y 2 y
2 y 2 y
= 2 +
+
+ 2 = 2 +2
+ 2
2
uv slides
vprepared
u by Sivadas
uv v 47
27/04/16
x
u
v PV,AP,u
GCE,kannur
2
y
t
=
=
2
t
t
y
y
t u + t v
u t
v t
=
c
+
c
2
y
y
y
c
+
c
c
+
c
2 y
c +
c
=
u
v
t 2
2 y y
y
y
y
= c + - c c + c + - c c
2
u u
v v u
v
t
2
2
2
2
2
2
2
2y
y
2
2
=c 2
+ 2 =c 2 2
+ 2
2
uv slides
vprepared
u bySivadas
uv 48v
t 27/04/16 u
v PV,AP, u
GCE,kannur
2
2
2
2
2
2
y
2
2
c 2 2
+ 2 =c 2 +2
+ 2
uv v
uv v
u
u
2 y
2 y
i.e. 2
2
=0
uv
uv
2y
2y
i.e. - 4
= 0 i.e.
=0
u v
u v
therefore,
therefore , y =
therefore , y =
27/04/16
y
=
h (u )
(u) + (v)
(x + ct) + (x - ct)
49
y
Suppose initially y = f(x) at t = 0 and
= 0 at t = 0
t
y
1
1
= (x +ct) c + (x - ct) - c
t
y
1
1
= 0 at t = 0 (x + c0) c + (x - c0) - c = 0
t
(x) (x) = 0
1
27/04/16
50
f(x +ct) +k
(x +ct) =
2
f(x + ct) + k f(x - ct) - k
therefore , y =
+
2
2
1
therefore , y = [ f(x + ct) + f(x - ct) ]
2
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51
27/04/16
52
1
y(x, t) = [ k 2 sin x cos ct k 2 sin 2 x cos 2ct ]
2
27/04/16
53
[{
} {
1
y(x, t) = a ( x + ct ) ( x + ct ) 3 + a ( x ct ) ( x ct ) 3
2
}]
y(x, t) = ax[1 x 3c t ]
2
2 2
27/04/16
y
= 0 at t = 0 hence the theory is satisfied
slides prepared by Sivadas PV,AP,
t
GCE,kannur
54
[ f ( x + ct ) + f ( x ct )]
1
y(x, t) = [ a sin 2 ( x + ct ) + a sin 2 ( x ct )]
2
y ( x, t ) = a sin 2x cos2ct
27/04/16
55
27/04/16
57
the transformation v = x , z = x - y
Q2. solve U xy U yy = 0 using
the transformation v = x , z = x + y
27/04/16
58
Q3.solve U xx + 2U xy + U yy = 0 using
the transformation v = x , z = x - y
Q4.solve U xx + U xy 2U yy = 0 using
the transformation v = x - y , z = 2 x - y
27/04/16
59
DERIVATION OF WAVE
Consider an elastic string of length l
EQUATION
tightly stretched between two points O
and A. Let the string be released from rest
and allowed to vibrate. Taking the end O
as the origin, OA as x axis and OB, a line
perpendicular to OA, as y axis, we shall
find the displacement function Y as a
function of x and the time t. we obtain the
equation of motion under the following
assumptions.
60
Third level
Fourth level
Fifth level
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61
2 y
m x
= T2 sin T1sin
2
27/04/16
slides prepared by Sivadas PV,AP,
t
GCE,kannur
62
y
T1Cos=T2cos=T
(constant)
m x
2
T2 sin
T1sin
T
T2 cos T1cos
2 y
T
[Tan Tan ]
2 =
m x
t
y
y
2
y
T x x +x x xx
2 =
m
x
t
2 y
T 2 y
2 =
m x 2
t
as x 0
y
2 y
=
c
,
which
is
wave
equation
2
2
27/04/16
by Sivadas PV,AP,
63
t
slides
x prepared
GCE,kannur
2
y
2
=c
representing the vibrations of
2
2
t
x
a string of length' l' fixed at both ends and y = 0
y
at x = 0 and x = l and y = f(x) and
= 0 at t = 0
t
27/04/16
64
n
i.e.p =
, n = 1,2,3,.........
l
27/04/16
65
nct
nct
nx
Thus y =C 2
C
cos
+
C
sin
sin
4
3
n ct
n ct n x
y =
sin
+ b n sin
,
a n cos
l
l
n ct
n ct n x
Thus y =
sin
+ b n sin
,
a n cos l
l
l
n =1
is also a solution
now the initial condition y = f(x) at t = 0 gives,
n
f(x) = a n sin
, which is half range fourier series for f(x)
l
n =1
2
nx
hence a n = f ( x ) sin
dx
l 0prepared by Sivadas PV,AP,
27/04/16
slides
l
l
GCE,kannur
66
y
Second initial condition
= 0 at t = 0 gives,
t
nc
nx
0 =
bn sin
,
l
l
n =1
therefore, b n = 0
n c t n x
y = a n cos
sin
,
l l
n =1
2
nx
where a n = f ( x) sin
dx
l 0
l
l
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67
y
2
=c
representing the vibrations of
2
2
t
x
a string of length' l' fixed at both ends and y = 0
y
at x = 0 and x = l and y = 0 and
= f(x) at t = 0
t
27/04/16
68
n
i.e.p =
, n = 1,2,3,.........
l
27/04/16
69
nct
nct
nx
Thus y =C 2
C
cos
+
C
sin
sin
4
3
n ct
n ct n x
y =
a n cos l + b n sin l
sin l ,
n ct
n ct n x
Thus y =
a n cos l + b n sin l
sin l ,
n =1
is also a solution
n x
0 = a n sin
l
n =1
therefore, a n = 0
27/04/16
70
y
Second initial condition
= f ( x) at t = 0 gives,
t
nc
nx
f ( x) =
bn sin
l
l
n =1
where
2
l
bn =
l n c
n x
0 f(x) sin ll dx
n c t n x
y = bn sin
sin
,
l
l
n =1
2 l
nx
where b n =
f ( x) sin
dx
l nc 0
l
l
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71
PROBLEMS ON STRING
USING WAVE EQUATION
72
2
2y
y
2
Here equation of motion is
=c
2
2
t
x
and boundary and initial conditions are
y
y = 0 at x = 0 and x = l and y = x and
= 0 at t = 0
t
Hence soultuion is
n c t n x
y = a n cos
sin
,
l l
n =1
2
nx
where a n = f ( x) sin
dx
l 0
l
l
27/04/16
73
an
2
=
l
nx
x sin
dx
l
0
l
2
nx l
nx l 2
a n = x. Cos
- 1. - sin
l
l n
l n 0
2 l
an =
l n
an
nx
x. Cos l
2 l
[l. cos n)]
=
l n
2
[l cos n]
a n =
n
2
n c t n x
Hence y =
l cosn cos
sin
,
n
l l
n =1
27/04/16
slides prepared by Sivadas PV,AP,
74
GCE,kannur
y
2 y
Here equation of motion is
=c
2
Solution.
t
x 2
and boundary and initial conditions are
y
y = 0 at x = 0 and x = l and y = kx(l x) and
= 0 at t = 0
t
27/04/16
75
Hence soultuion is
n c t n x
y = a n cos
sin
,
l l
n =1
where a n
2
=
l
nx
f ( x ) sin
dx
l
0
l
2
nx
a n = kx(l x ) sin
dx
l 0
l
l
2
nx
2
a n = k (lx x ) sin
dx
l
l
0
l
27/04/16
76
2k
n
x
l
n
x
l
n
x
l
2
2
an =
- (l - 2x) - sin
2Cos
lx x Cos
l
l
n
l
n
l
n
2k
an =
l
nx l
nx l
2
lx
Cos
2
Cos
l n
l n
an
3
2k
x l
n
=
2Cos
l
l n
an
2k - 2 l
nx
=
Cos
l
n
l 0
3
l2
a n = 4k
( n ) 3 [ 1 - Cos ( n ) ]
l2
n c t n x
[ 1 - Cos ( n ) ]cos
y = 4 k
sin
,
3
n =1
( n ) slides prepared by Sivadas PV,AP, l l 77
27/04/16
GCE,kannur
2
There fore , p =
3600
T
2
c =
=
= 3600,
c =60
All boundary and
initial
conditions
are
same as
2
p
previous problem Q2
3600
2
27/04/16
78
79
y
x
y = 0 at x = 0 and x = l and y = a sin and
= 0 at t = 0
t
l
27/04/16
80
27/04/16
81
27/04/16
82
DERIVATION OF HEAT
EQUATION
The fundamental principles involved in
derivation of heat equation.
1.
2.
27/04/16
84
u
spA
x
section at a distance x=
x
27/04/16
x +x
85
u
u
= KA
2
x x + x x x
u
u
u
spA x
= KA
From 1 and 2,
t
x x + x x x
u
sp
=K
t
27/04/16
u
u
x x + x x x
x
86
u
2u
sp
=K 2
t
x
2
u K u
i.e.
=
t
sp x 2
2
u
k
2 u
2
i.e.
=c
, c =
2
t
sp
x
This is one dimensional heat equation
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87