Problems Second order PDE 1

1 Hyperbolic Equations
1.1 One dimensional wave equation - Cauchy problem

2u 2
2 u
= a (1)
t2 x2
Initial conditions
u
u(x, 0) = f (x) and |t=0 = g(x) (2)
t
DAlemberts solution is
x+at
f (x + at) + f (x at) 1
Z
u(x, y) = + g(x) dx
2 2a xat

1.1.1 Numerical Examples

1. Find the vertical displacement u(x, t) in a plane of an infinitely long elastic
string which is started from rest and having an initial displacement K sin x,
where K is a constant (Assume a2 = T = 1, where T is the tension and is the
density).
2. Find the vertical displacement u(x, t) in a plane of an infinitely long elastic string
which is started with a constant velocity g and having an initial displacement
K sin x, where K is a constant (Assume a2 = T = 1, where T is the tension
and is the density).

1.1.2 Problems to workout

Solve the wave equation using the following initial conditions for x (, )
1. f (x) = Kx(1 x) and g(x) = 0
2. f (x) = K(x x3 ) and g(x) = 0
3. f (x) = K(1 cos 2x) and g(x) = 0
2
4. f (x) = 0 and g(x) = 4xex

1.2 Fixed Oscillations of a Thin Homogeneous String

A thin perfectly flexible homogenous string under uniform tension is tied at the ends
x = 0 and x = L. The string is pulled in a planar region and released. In the absence
of any external forces, the problem is modeled by
PDE utt = a2 uxx 0 < x < L, t > 0
Initial Conditions u(x, 0) = f (x), ut (x, 0) = g(x) 0 x L (3)
Boundary Conditions u(0, t) = u(L, t) = 0 t>0
Problems Second order PDE 2

The solution is
 
X nx nat nat
u(x, t) = sin An cos + Bn sin (4)
n=1
L L L
Z L
2 nx
An = f (x) sin dx (5)
L 0 L
Z L
2 nx
Bn = g(x) sin dx (6)
na 0 L

1.2.1 Problems to Workout

1. Show that the solution (5) - (7) satisfies the given initial and boundary condi-
tions in (4).

2. Solve the wave equation with homogeneous boundary conditions and the fol-
lowing initial conditions f (x) = sin3 x
2
and g(x) = 0 (take a = 1 and L = 2).

3. Assuming g(x) = 0, show that the solution 5)-(7) gives the DAlemberts solution
of a suitable problem

4. Solve the wave equation with homogeneous boundary conditions and the initial
2k
if 0 < x < L2

x
conditions f (x) = L , g(x) = 0 (take a = 1 in the
2k
L
(L x) if L2 < x < L
PDE).

5. Solve the wave equation with homogeneous boundary conditions, L = , a = 1,

and with the initial deflection and velocities

(a) f (x) = k(sin x 12 sin 2x), g(x) = 0

(b) f (x) = .1x( 2 x2 ), g(x) = 0
if 0 x 2

0.01x
(c) f (x) = 0, g(x) = ,
0.01( x) if 2 x L

2 Parabolic Equations
2.1 One - Dimensional Unsteady Diffusion with Homogenous
Boundary Conditions
One dimensional unsteady diffusion is governed by the parabolic equation

PDE ut = a2 uxx 0 < x < L, t > 0

Initial Condition u(x, 0) = f (x) 0xL (7)
Boundary Conditions u(0, t) = u(L, t) = 0 t > 0
Problems Second order PDE 3

The solution is

X nx a2 2n t n
u(x, t) = An sin e , n = (8)
n=1
L L
L
2 nx
Z
An = f (x) sin dx (9)
L 0 L

2.1.1 Numerical Example

1. Consider an insulated bar of 80cm length with ends kept at 0o C (Use the thermal
diffusivity of the material a2 = 1.158cm2 /sec).

(a) Find the temperature distribution u if the initial temperature distribution

o
is given by 100 sin x
80
C.
(b) How long will it take for the maximum temperature in the bar to drop to
500 C.
o
(c) If the initial temperature distribution is changed to 100 sin 3x
80
C with all
the other data same as above, how much time it will take for the maximum
temperature in the bar to drop to 500 C.

2. Find the temperature u(x, t) if the initial temperature distribution is given by


x if 0 < x < 40
f (x) =
80 x if 40 < x < 80

3. Find u(x, t), satisfying ut = 2uxx , u(x, 0) = sin 2x, u(0, t) = u(, t) = 0.

4. Find u(x, t), satisfying ut = 2uxx, u(x, 0) = 25, u(0, t) = u(3, t) = 0 and |u| is
bounded.

5. Find u(x, t), satisfying ut = 2uxx , u(x, 0) = 25x, u(0, t) = u(4, t) = 0 and |u|
is bounded.

6. Find u(x, t), satisfying ut = 2uxx, u(x, 0) = 5 sin 4x3 sin 8x+2 sin 10x, u(0, t) =
u(3, t) = 0 and |u| is bounded.

7. Find u(x, t), satisfying ut = 4uxx , u(x, 0) = 10 sin 2x 6 sin 4x, u(0, t) =
u(3, t) = 0 and |u| is bounded.

x 0<x1
8. Find u(x, t), satisfying ut = 4uxx, 0 < x < 2, t > 0, u(x, 0) = , u(0, t) =
2x 1x<2
u(2, t) = 0 and |u| is bounded.
Problems Second order PDE 4

2.2 Bar with Insulated Ends

PDE ut = a2 uxx 0 < x < L, t > 0

Initial Condition u(x, 0) = f (x) 0xL (10)
Boundary Conditions ux (0, t) = ux (L, t) = 0 t > 0

X nx a2 2n t
u(x, t) = An cos e
n=0
L
L L
1 2 nx
Z Z
A0 = f (x) dx, An = f (x) cos dx n = 0, 1, 2,
L 0 L 0 L

2.2.1 Numerical Examples

1. Find the temperature u(x, t) if the initial temperature distribution is given by

x if 0 < x < 40
f (x) =
80 x if 40 < x < 80

for an insulated ends of a rod.

2. Determine the steady-state solution of ut = uxx , u(0, t) = T0 , ux (1, t) = 0, t >

0, where T0 is a constant.

3. Find u(x, t), satisfying ut = uxx , u(x, 0) = x, ux (0, t) = ux (1, t) = 0 and |u| is
bounded.

4. Find u(x, t), satisfying ut = uxx , u(x, 0) = x x2 , ux (0, t) = ux (1, t) = 0 and

|u| is bounded.

5. Find u(x, t), satisfying ut = uxx , u(x, 0) = x x2 , u(0, t) = T0 , ux (1, t) = 0

and |u| is bounded.

2.3 Heat Equation with non-homogenous Boundary Condi-

tions

PDE ut = a2 uxx 0 < x < L, t > 0

Initial Condition u(x, 0) = f (x) 0xL (11)
Boundary Conditions u(0, t) = T1 , u(L, t) = T2 t > 0

where T1 and T2 are some constants.

If u(x, t) = (x, t) + (x) is the solution of the given heat equation such that
(x) is the solution of the corresponding steady state equation xx = 0 with non-
homogeneous boundary conditions (0, t) = T1 , (L, t) = T2 then is the solution of
Problems Second order PDE 5

ut = a2 uxx , u(x, 0) = f (x) (x), u(0, t) = 0, u(L, t) = 0.

T2 T1
(x) = x + T1
L

X nx a2 2n t n
(x, t) = An sin e , n =
n=1
L L
Z L  
2 T2 T1 nx
An = f (x) x + T1 sin dx
L 0 L L
Note : The non homogeneous heat equation ut a2 uxx = f (x) is also can be dealt
in the same way.

2.3.1 Numerical Example

1. Solve ut = 2uxx , u(x, 0) = 25, u(0, t) = 10, u(3, t) = 40 and |u| is bounded.

Solution :

X nx 2n t n 2
u(x, t) = 2x+40+ An sin e , n = , An = (1+10 cos n)
n=1
10 10 n

2.3.2 Problems to Workout

1. Find u(x, t), satisfying ut = uxx , u(x, 0) = 0, u(0, t) = 20, u(1, t) = 10 and |u|
is bounded.

2. The ends of a rod of 10 cm length with insulated sides has its end A and B
maintained at temperatures have the temperature at 50o C and 100o C, respec-
tively, until steady state conditions prevails. Then the temperature of A is
suddenly raised to 90o C and at the same time the that atB is lowered to 60o C.
Find the temperature distribution in the rod at any time t (Assume the thermal
diffusivity of the rod as 1).
3. The temperature at one end of a rod of length 50 cm, with insulated sides, is kept
at 0o C and that the other end is kept at 100oC until steady state conditions
prevails. The two ends are then suddenly insulated so that the temperature
gradient is zero at the ends thereafter. Find the temperature distribution in the
rod at any time t (Assume the thermal diffusivity of the rod as 1).

3 Elliptic Equations

2u 2u
+ = 0, (x, y) (12)
x2 y 2
Problems Second order PDE 6

1. Dirichelt problem : The differential equation along with fixed (forced) bound-
ary conditions on the boundary, that is, u = f (x, y) over .
2. Neumann problem : The differential equation and derivative boundary con-
u
ditions given by x n
= f (x, y) over , where xn is the normal to .
3. Robin or Mixed problem : The differential equation along with a combina-
u
tion of forced and natural boundary conditions given by u + x n
= f (x, y)
over , where , are constants.
Separation of Variables Decomposing u(x, y) = X(x)Y (y) result in to ordinary
differential equations
d2 X d2 Y
kX = 0, + kY = 0 (13)
dx2 dy 2
where k is a constant. The solution u can be written as

Case i: k is positive, that is k = 2 .

u(x, y) = (c1 ex + c2 ex ) (c3 cos y + c4 sin y) (14)
Case ii: k is negative, that is k = 2 .
u(x, y) = (c1 cos x + c2 sin x) (c3 ey + c4 ey ) (15)
Case iii: k = 0
u(x, y) = (c1 x + c2 ) (c3 y + c4 ) (16)

3.1 Dirichlet Problem in a Rectangular Domain

2 2
Solve xu2 + yu2 = 0, (x, y) where = (0, a) (0, b) with boundary conditions
u(x, 0) = u(x, b) = 0, u(0, y) = 0 and u(a, y) = f (y).

Solution :

X nx ny
u(x, y) = An sinh sin (17)
n=1
b b
b
2 ny
Z
An = f (y) sin dy (18)
b sinh na
b 0 b
Note : If the boundary conditions in the above problem are modified to u(0, y) =
u(a, y) = 0, u(x, 0) = 0 and u(x, b) = f (x) then the solution of the corresponding
problem is

X nx ny
u(x, y) = An sin sinh (19)
n=1
a a
Z a
2 nx
An = f (x) sin dx (20)
a sinh nb
a 0 a
Problems Second order PDE 7

3.1.1 Numerical Example

The faces of a thin square plate of length 24cm are perfectly insulated (to avoid any
atmospherical effects). Find the temperature distribution on the plate if the side at
y = 24 is kept at 20oC and all the other three sides are kept 0o C.

X nx ny
u(x, y) = An sin
sinh
n=1
24 24
Z 24
2 nx 40
An = 20 sin dx = (1 cos n)
24 sinh n 0 24 n sinh n

80 X 1 (2n 1)x (2n 1)y
u(x, y) = sin sinh
n=1 (2n 1) sinh (2n 1) 24 24

3.1.2 Problems to Workout

1. The faces of a thin square plate of length 2cm are perfectly insulated. Find the
temperature distribution on the plate if the side at y = 2 is kept at sin x and
all the other three sides are kept 0o C.
2 2
2. Solve xu2 + yu2 = 0, (x, y) where = (0, )(0, ) satisfying the boundary
conditions u(x, 0) = u(x, ) = 0 along 0 x and u(0, y) = 0, u(, y) = 10
along 0 < y < .

3. The faces of a thin square plate of length 2cm are perfectly insulated. Find the
temperature distribution on the plate if u = 0 at x = 0 and x = a, and the
other two sides are insulated.

4. The faces of a thin square plate of unit length are perfectly insulated. Find the
temperature distribution on the plate if the upper and lower sides of the plate
are insulated, left side is kept at 0o C and the right side is kept at f (y)oC

5. Find the steady state temperature in a rectangular plate bounded x = 0, x = 1,

y=0 and y = . The edges x = 0 and x = 1 are insulated and the temperature
along y = 0 is cos x and along y = is 0.
2 2
6. Neumann problem : Solve xu2 + yu2 = 0, (x, y) where = (0, a)(0, b)
with boundary conditions uy (x, 0) = uy (x, b) = 0, ux (0, y) = 0 and ux (a, y) =
f (y)

3.2 Laplacian in Polar Coordinates

2 u 1 u 1 2u
+ + =0
r 2 r r r 2 2
Problems Second order PDE 8

2 d2 R
Taking u(r, ) = R(r)T () gives r 2 ddrR2 + r dR
dr
kR = 0, d 2
+ kT = 0

For k = 2 , 0, 2 (k is negative, zero and positive), the solution u is

u(r, ) = (c1 cos log r + c2 sin log r) (c3 e + c4 e )
= (c1 log r + c2 ) (c3 + c4 )
= (c1 r + c2 r ) (c3 cos + c4 sin )
respectively.

3.2.1 Dirichlet Interior Problem

Find u satisfying
2 u 1 u 1 2u
+ + = 0, 0 2, r < a
r 2 r r r 2 2
subjected to the boundary conditions u(a, ) = f () for 0 2.
Solution :
X
u(r, ) = r n (An cos n + Bn sin n)
n=0
Z 2
1
A0 = f () d
2 0
Z 2
1 2
An = n f () cos n d
a 2 0
Z 2
1 2
Bn = n f () sin n d
a 2 0

3.2.2 Numerical Example

Find u satisfying
2 u 1 u 1 2u
+ + = 0, 0 2, r < 1
r 2 r r r 2 2
subjected to the boundary conditions u(1, ) = 10 cos2 for 0 2.
Solution :
X
u(r, ) = r n (An cos n + Bn sin n)
n=0
Z 2
1
A0 = 5(1 + cos 2) d = 5
2 0
Z 2
2
An = 5(1 + cos 2) cos n d = 0 (n 6= 2) & A2 = 5
2 0
Z 2
2
Bn = 5(1 + cos 2) sin n d = 0
2 0
Therefore, u(r, ) = 5 + 5r 2 cos 2 = 5(1 + r 2 cos 2).
Problems Second order PDE 9

3.2.3 Problems to Workout

2u 2
Find u satisfying r 2
+ 1r u
r
+ r12 u2 = 0, 0 2, r < 1 subjected to the boundary
conditions

1. f () = sin3

< < 2


2. f () =
2
0 2 < < 32

< < 0
3. f () =
0<<

3.2.4 Neumann Interior Problem

Find u satisfying

2 u 1 u 1 2u
+ + = 0, 0 2, r < a
r 2 r r r 2 2
u u
subjected to the boundary conditions n
(a, ) = r
(a, ) = f () for 0 2.

Solution :

X
u(r, ) = A0 + r n (An cos n + Bn sin n)
n=1
1 1 2
Z
An = f () cos n d
nan1 0
1 1 2
Z
Bn = f () sin n d
nan1 0
Notice that, in this case, the solution can differ by an arbitrary constant A0 .

3.3 Semicircular Domain

Find u satisfying

2 u 1 u 1 2u
+ + = 0, 0 , r < a
r 2 r r r 2 2
subjected to u(a, ) = f () for 0 , u(r, 0) = u(r, ) = 0.
Solution :

1 2
X Z
n
u(r, ) = An r sin n, An = n f () sin n d
n=1
a 0
Problems Second order PDE 10

3.3.1 Numerical Example

Find u satisfying

2 u 1 u 1 2u
+ + = 0, 0 , r < 1
r 2 r r r 2 2
satisfying u(r, 0) = u(r, ) = 0, u(1, ) = 10( ) for 0 2.

Solution : The solution is

X
u(r, ) = An r n sin n
n=1

1 2 40
Z
An = n 10( ) sin n d = (cos n 1)
a 0 n2 an

3.3.2 Problems to Workout

1. Find u satisfying

2 u 1 u 1 2u
+ + = 0, 0 , r < 1
r 2 r r r 2 2
satisfying the conditions u(r, 0) = u(r, ) = 0 and

(a) f () = 100 sin3

(b) f () = T0 , where T0 is a constant

2. u(r, ) is a function satisfying

2 u 1 u 1 2u
+ + =0
r 2 r r r 2 2
in an semicircular annulus defined by 0 , a < r < b. If its value
along the boundary r = a is ( 2 ) and is zero on the remaining part of the
boundary then prove that

2 X ( rb )4n2 ( rb )4n2 sin(4n 2)

u(r, ) =
n=1 ( ab )4n2 ( ab )4n2 (2n 1)3