Partial Differential

Equations

Colin Harpham

Loughborough University May 1997

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Abstract

The purpose of this report is to provide an introduction to partial differential equations,

giving an insight into their uses for modelling physical systems. This has been achieved by
giving a brief history of partial differential equations and their significance, a description of
partial differential equations, their classification and examples of solutions.

The main body of the report concentrates on the different classification of partial differential
equations, their uses and solutions.

Partial differential equations with constant coefficients may be classified in the following
way:
1. Parabolic partial differential equations and their application in heat flows

2. Hyperbolic partial differential equations and their application in modelling

vibrating string and membranes in one, two, and three spatial dimensions.

3 . Elliptic Partial differential equations in two and three dimensions. Both

Laplace,s and PoissonÕs equation are discussed.

Partial differential equations, where one or more coefficients are a function of one or more
independent variables can be a combination of the above, and are beyond the scope of this
text.
The report concludes with an Appendix detailing coordinate transformations for the
Laplacian.
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Acknowledgement
Dr C. A. Hoenselaers for his advise and assistance.
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Contents

1.0 Introduction 1

1.1 Description of Partial Differential Equations 1

1.2 A Brief History of Partial Differential Equations 1

1.3 Classification of Partial Differential Equations 2

1.4 Solutions of Partial Differential Equations 3

2.0 Parabolic Partial Differential Equations 5

2.1 Separation of Variables Applied to the Heat Equation 5

2.2 The Heat Equation in Two Spatial Dimensions Modelling

Heat Flow in a Rectangular Plate 9

2.3 Existence and Uniqueness of Solutions 12

3.0 Hyperbolic Partial Differential Equations 15

3.1 The Wave Equation in One Spatial Dimension Modelling

a Vibrating String of Finite Length 15

3.2 The Wave Equation in One Spatial Dimension Modelling

Vibrating Strings of Infinite and Semi - Infinite Length 19

3.3 The Wave Equation in Two Spatial Dimensions Modelling

a Vibrating Rectangular Membrane 22

3.4 The Wave Equation in Two Spatial Dimensions Modelling

a Vibrating Circular Membrane 25

3.5 The Wave Equation in Three Spatial Dimensions

and Spherical Coordinates. 29

3.6 Domain of Dependence 31

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4.0 Elliptic Partial Differential Equations 33

4.1 Introductory Notes. 33

4.2 LaplaceÕs Equation in Two - Dimensions 35

4.3 LaplaceÕs Equation in Three - Dimensions and Cartesian Coordinates 36

4.4 LaplaceÕs Equation in Three - Dimensions

and Spherical Polar Coordinates 39

4.5 General Theorems on LaplaceÕs Equation 40

4.6 PoissonÕs Equation 41

Conclusion 44

Appendix 1 45

A1.1 Coordinate Transformation of the Laplacian to

orthogonal curvilinear coordinates 45

A1.2 Coordinate Transformation of the Laplacian to other coordinates 46

Appendix 2 52

A2 Comments on Notation 52

Bibliography 53