Concepts Review: Basic guide to Boundary Conditions and IBVPs 1 Equations

We will concentrate on simplest linear PDEs with one space variable (x) and one time variable (t). The dependent variable is u(x, t). Partial derivatives are denoted by subscripts. We consider the following equations. 1. Homogeneous heat/diusion equation ut = a2 uxx , 2. Non-homogeneous heat/diusion equation ut = a2 uxx + f (x, t), (Here f (x, t) is a source term); 3. Homogeneous wave equation utt = a2 uxx , 4. Non-homogeneous wave equation utt = a2 uxx + f (x, t), (Here f (x, t) is a forcing term). Equations (1), (2), as the name suggests, arise in heat conduction and diusion problems, as well as other numerous applications. Equations (3), (4) describe small oscillations of a string (unloaded and loaded), lengthwise oscillations of elastic rods and springs, and also arises in many other applications. a = const (4) a = const; (3) a = const (2) a = const; (1)

Initial and boundary conditions

In order to have a unique solution, the PDE has to be appended by an appropriate number of initial and boundary conditions. Given a physical situation, it is most important to be able to correctly formulate such an Initial-Boundary Value Problem (IBVP). The number of initial conditions (IC) is equal to the number of time derivatives (this is a direct analogy with ODEs!) If one IC is required, it is usually u(0, x); if two are required, one species u(0, x) and initial rate of change of u: ut (0, x). Note that initial conditions do depend on x, i.e. are dierent for dierent x (0, L). 1

For 2nd-order PDEs with one space variable, dened for an interval 0 < x < L, the number of boundary conditions two. Boundary conditions (BC) are given on two boundaries of the domain 0 < x < L, i.e. at x = 0 and x = L. BCs are not articially made - we choose them from a set of possible BCs, according to the physics of the problem. For 2nd-order PDEs in multiple space dimensions, one boundary condition must be given in each point of the domain boundary. The solution of an IBVP we wish to nd is u(x, t) for 0 < x < L, and all times t > 0. Three main types of boundary conditions for PDE problems with one space and one time variable are listed in the following table. Other types also occur in applications, but are out of scope of the course. In the table, I only gave BCs at x = 0. They have the corresponding form at x = L. Table 1: Types of linear BCs
Name Dirichlet (Type I) Type Homogeneous BC u(0, t) = 0 A physical application Heat/diusion: zero temperature/concentration is kept at x = 0 for all times. Wave: the left end of the string (or rod) is attached at x = 0 and does not move for all times. Non-homogeneous u(0, t) = (t) Heat/diusion: temperature/concentration at x = 0 changes in time, according to the law (t). Wave: the left end of the string (elastic rod) is moved up/down (left/right) according to (t). Neumann (Type II) Homogeneous ux (0, t) = 0 Heat/diusion: left end is insulated (ux q = kux vanishes at x = 0 for all times.) Wave: the left end of the rod is free for all times. Non-homogeneous ux (0, t) = (t) Heat/diusion: heat/substance ux through the end
1 x = 0 is (0, t) = K0 (t).

Wave: For longitudinal oscillations of an elastic rod or spring, this BC means that to the left end a force |F (t)| = k(t) is applied. Mixed (Type III) Homogeneous u(0, t) + ux (0, t) = 0 a, b = const. Heat: left end exchanges heat with the environment (which has zero temperature) according to Newtons law of cooling: K0 ux (0, t) = h(0 u(0, t)). Wave: the left end of oscillating rod or spring is attached elastically. Non-homogeneous u(0, t) + ux (0, t) = = (t) Heat: left end exchanges heat with the environment (which has temperature (t)) according to Newtons law of cooling: K0 ux (0, t) = h((t) u(0, t)).

Examples of IBVPs

Example 1. Describe small oscillations of a string of length L, with xed ends, no displacement, and initial velocity given by v0 (x) = x(L x)2 . IBVP: utt = a2 uxx , u(x, 0) = 0 u (x, 0) = x(L x)2 t u(0, t) = 0 u(L, t) = 0 0 < x < L, 0 < t; (IC 1) (IC 2) (BC 1) (BC 2)

Example 2. Describe small longitudinal oscillations of an elastic rod of length L, initially undisturbed and at rest, with left end externally driven (position given by (t) = sin(2t)) and a free right end. IBVP: utt = a2 uxx , u(x, 0) = 0 u (x, 0) = 0 t u(0, t) = sin(2t) ux (L, t) = 0 0 < x < L, 0 < t; (IC 1) (IC 2) (BC 1) (BC 2)

Example 3. Describe heat conduction in a metal rod of length L, with initial temperature 100K, with insulated left end, and the right end exchanging heat with environment whose temperature is = 200K. IBVP: ut = a2 uxx , u(x, 0) = 100 ux (0, t) = 0 K u (L, t) = h(200 u(L, t)) 0 x 0 < x < L, 0 < t; (IC 1) (BC 1) (BC 2)

(Here K0 , h, a are constant coecients that can be found in a table for each material.)