"

O c x c L
y t X y
= o

Mathematical
try
,

Differential Equations of {
I sics •
The
eigenvalue eigenfunction
-

pairs of '

y @, = o
, y is = o

?
second chapter partial differential ( KIL ) ( KIL
"
The
)
"
this part of this to solve
goal in is some are in =
sin x =L 2
yn
= n . . .

, , ,

equations of mathematical physics namely the one dimensional heat and wave
,

order
These have been derived at the end
of the
chapter on
high linear

equations and the two dimensional Laplace equation .

To do that we will use

called
differential equations .

They were
eigenvalue boundary value problems .

variables
the method
of separation of and Fourier series .

"
o x c L
Y X a

l
y
t = o

The
eigenvalue eigenfunction of
"
• -

fairs o
y y
= =

are Xu =
(I )! yncx )
= sin
4I x
) ,
n = I
,
2
,
3
,
. . -

' '
X y = o O L X LL

{
y +
,
The
•
eigenvalue eigenfunction -

pairs of ' '

= o
y =
,

&

owe X n =
( I) , ynlx ) = cos
LnI x
) ,
n = o
,
I
,
2
,
3
,
. . .

{ ?
"

I!
° "
• the
eigenvalue eigenfunction -

pairs of
, , =

If ) !
@ @
Lf )
" ' n '
in cos =L 2
yn
are = = x n . . -

, , ,
 The
Equation

if
the
Heat • We assume that the initial distribution of heat in the wire is known i. e.
, ,

i. e uh o ) =
fix ) o exe L This is called an initial condition
,
.

, ,

points
It has the k
form U
xx =
Ut ,
or x c L
,
t > O

&
• ixle also need to know what the
temperature is at the endpoints of
where ( )
u
and 24

it
U U x t C x t
) ( I x t ) I t )
u×× t
Ut
x
=
, , ,
= x
,
) ,
=
,
.

2×2 Set
the That called conditions instance
wire .
is
boundary .
For
,

This
partial differential equation models the temperature u ex
,
t ) at
end
at
points

of
• the
temperature the x=o and x =L the wire is

that
position x and time t in a wire extends
along the x - axis

maintained at 00 then u ( o t ) = o and U ( L t ) = o t > o

, , , ,

i -
axis

the end of the insulated then there heat

O x L • wire are
,
is no
flowing

L is the
length of the wire .
We assume that the wire has a
uniform density
out of them and we must have Ux I o
,
t ) .
-
o and Ux CL ,
t ) = O .

and that is laterally insulated conditions ( t ) and UCL t ) that the

u
goes gits
.
• o = = mean
, ,

high conduction
value
k is called the thermal
diffusivity High .

of k means
temperature at the end
points of the wire is maintained to be

of heat will k to be constant and

. axle assume .

goes gits ,
respectively .
 that and initial / boundary
• Ux ( o
,
t ) = holt ) and Ux IL ,
t ) =
hit ) mean that the heat
flux at the To
simplify ,
we assume
goat = o
gits = o .
The

endpoints of value problem for heat equation

the wire is
prescribed to be holt ) and hits , respectively .
the
,
becomes

:
Oc L t
U
Ut
= x a > o
xx ,
,

I
conditions
More
general boundary are
do 410 t ) t Go Ux ( 0 t ) = o t > o

(* ) , , ,

.:
:
t > o

do U I t ) Bo Ux l t)
golf )
,
0 o
+ =

{
, ,

t so

in UCL t ) PL Ux C t )
get )
, t L =
, ,

to check solutions heat

It is
easy
that
if mix ,
t )
,
us ix. H ,
. . . are
of the
where R constants and
do
,
Bo ,
a ,
are
given goes , gits
are
given functions .

k then their linear combination

equation u
××
=
Ut ,
o exc L
,
t > o
,

&7.:
L
U xx
=
Ut ,
o a x a
,
t so

94k ,
t ) t Cz Uzcx ,
t ) + . . .
is also a solution of the heat equation as well .
This
med
meristem is an

. is known as the superposition principle . Furthermore , if each

of the

U I x
,
0 ) =
f Cx )
,
O
E x E L

solutions u ix. ti
,
uzcx ,
t )
,
. . .

satisfy the
homogeneous boundary conditions

initial I
boundary value problem for the heat
equation .
do 410
,
t ) t Go Ux l 0
,
t ) = o and he Ul L
,
t ) t Br Ux I L
,
t ) = o
,
then their linear
 combination 94 C x t ) + czuzcx ,
t ) +
. - . does as well .
To illustrate
,
we consider the
,

initial value conduction

temperature ends

Unix
result Heat with at the
As a
,
our
strategy in
solving the I
boundary problem in a wire zero .

k L t
That's
Oc xs
Uxx Ut initial
solving
>

boundary value
o
the problem
=
, ,

/÷÷÷÷÷÷:÷÷÷÷ www.eeeiwinstuosteps
is

:
:
'"
ku L t
xx =
Up ,
o s x a
,
> o

I
.

' "

:
t
'
" " " "

e
Build
fundamental set solutions
• a
of .tl ,
n=
i. 2,3 ,
. . -

of the homogeneous
step I

k L t
solutions
fundamental
Oc Xs
Uxx Ut
find
>
set
o

of
=
to the
homogeneous
, , axle or nonzero

problem
{
value
boundary At ) do Uco t ) -1
Bo Ux I o t ) = o t > 0
ku L t

I
Up o s x
, , , = a > o

boundary value problem

xx
*⇒
, ,

LULL t ) t Be Ux I L t ) = o t > o
t
, ,

tho uh tho
,
o
no , ,
>
, ,

• •
set ucx
,
t ) =
Z Cn Un I x
,
t ) and select the constants Cu
,
n -
-
I
, 2,3 ,
. . .
i He look
for them in the
form ucx
,
t ) = - Xcx ) TH
,
where I is a

h= I N

that known
such ucx
,
o ) =
fix ) -2 cu Unix ,
o ) =
fix ) function of x
only and T is a
function of t
only .
This is as

n =L
 UH solution kuxx Ut 04cL t > 0

{
=
the of variables method
Differentiating Hence
for I be
of

Ix
.
ucx.tt = I Tet ) with t ) = ex ) Ttt ) to a * ⇒
, ,
,

in
*
) t )=O t
U ( O
,
t = UCL , ,
> o

'

Ttt )
respect to x and t
,
we
get u××Cx ,
t ) = I ) Tt ) and Utsa ,
t ) = I # .

Substituting we need Ix ) and Tct ) to

satisfy

separation
" "

into k X.t ) leads to k I TCH Ttt ) which I ocxcl

€
t ) I X -15*1=0
U
Ue C x ex ) Cx )
upon
c x )
-

*
.
= + ,
,

" " and (2) # It

IT
7k TO = o t > o

both I ⇐ l Ttt That

dividing sides ) #
k
by Tct )
-

I co , ¢ ,
gives
: is = = o
=
.

A- ⇐ ) k The
"
I Tht ) both constant value solutions
possible only if ④ and are
equal to the same
,
i ) is an
eigenvalue boundary problem .
Its nonzero are

I H ) Ttt )
"
2
I )
(F)
x
x 7 = I sin
( NE x
) 4=1,2 3

{
=
=
. . .

,
-

,
, ,

used I
else
say
- a . The minus
sign
is
for convenience . Thus or

2
Ttt )
'
I
Iie ,
= - a
For X =
(E) , problem (2) becomes +
fI § k Tct ) = o .

solving ,

* * .
,
* . i
I ht

{
conditions e-
. The
boundary ul o
,
t ) = all t )
,
= o become we
get TCH = C .
It
follows
Ttt ) + X Tft ) =
o
,
t > o

e-
Ik t
Tct )
,
" D= # ti C sin
x.
=
×

I @) Tako I @ 1=0

{ not
identically must have
{ Omitting constant it added later the
fundamental
will
Because Ttt ) the be
get
is zero c as we
. we .

, , ,

I ( L ) TLE ) =o
I (L ) = o
2kt
-

set
of solutions Unix ,
t ) = sin x
) e n
-

-
I
2,3 . . .

of * * )
, , ,
 Result
step 2
ku L t
xx =
Up Osx a > o
k
Ut
, U

I
,
xx
=
o L x c L t o
>

/
,
,

To solve the initial / boundary value problem "" Uco t )=o UCL D= o t > o The initial and boundary value
problem
Yt
gig
)

I,
,
, , ,
= o
,
too

fix )
L
)
C x a
UH
o
o = o excl s

solution
that has the
form
,
the
,
we assume

for the heat equation with zero

temperature at the ends has solution
'

4 k t
a a

Zen Zen
e-
(NE )
a '
t ) Unix ) sin
(F)
" x = t i
,
, , k t
4=1
n=1
UH
,
t ) =
I bn sin ( n
I × , e-
n =L

and we determine the constants Cn so that ucx o

) =
fix ) That is

! fix
.

z I
where
N
bn = ) sin
4
I x ) dx n =L 2 3

[
.
,

)
. .

(I
, , ,

equivalent to
fix ) = en sin x .
Thus an are the Fourier

h = I

coefficients of the Fourier sine series

of fix , .
Hence

en =
{ I ! fix ) sin
( in
E x
) dx
,
n -
- I
,
2
,
3
,
. . .
 2123
- t -
2152 ) t
and
Example ucx
,
t ) =
by sin @x ) e
+ by sin I 5×7 e

2 Uxx t
=
Ut ,
ocxc I
,
> o
t
t 50

/
-
8 -

initial
solve the ) boundary value problem uco ,
t )=o ,
Uli ,
t ) = o
,
t > o
= 5 sin I 2x ) e
+ 2 sin ( 5x ) e

ul x. D= fix ) ocx at
each of the
following
,
in cases

solution
b .
To
find the
,
we select the constants bn such that

a .
f HI = 5 sin ( 2x ) +2 sin # ) b .
f- I x ) =

I cos @x ) sin 15x ) C .

fcx ) = I A

U CX
,
o ) =
f Cx ) ⇐ Z bn sin Inx ) =
f- cos I 2x ) sin ( 5×3
h=

I
N I
k t
e-
From the
previous result
,
we have uix
,
t ) =
-2 bn sin (n × ) Making use
of the
identity cos sin (
(A)
B ) =
I ( sin ( At B) -
sin ( A -
B) ) with

4=1

k=2 and
follows get
In our case L I It A B 5 we At B 7 A B 3
=
2x x x = x
. -

= =
. -
-
, ,
, ,

a
-
2nd t

Ulx
,
t ) =
[ bn sin xx ) e
f- cos ( 2x ) sin ( 5×3 =
I .

I ( sin ftx ) -
Sint 3×3 ) =

tf sin (3 x ) +
I sin Hx ) . It
follows
4=1

bn bn
sink x ) =
I cos ( 2x ) sin ( 5×3 ⇒ sinlnx ) =
I sin ( 3×7 t
f sin Ax)
solution
a .
To
find the
,
we select the constants bn such that , ,

Hence bz I bn and the solution is

tf by t 3,7
= = = o n
, ,
,

UCX o ) =
fcx ) ⇒ Z bn sink x ) =
5 sin @x ) +2 sin ⇐x ) "
⇐St 98 t
!
' 8
"
,
& 2
h=
) bz sin e- by Hx ) e- e- I
I
13x ) sin 13× )
f
I Ulx t =
+ = Sin sin C 7×3
,

Hence b
2=5 bs = 2 and bn = b3= by =
by =
by = . . .
= o
,
 that Solve heat conduction
c .
To
find the solution
,
we select the constants bn such Example the ibup for the in a wire

UH o ) =
fix ) ⇐ Z bn sin Inx ) = I Hence bn must be the Fourier 4 Uxx =
Ut Osx c 2 t > 0

tents
I
.

,
, , x Os x c

/
h=1
where

:!:!
' a

coefficients of
.
the Fourier xx
f
.
of sine series so
.

# = I o a x s a .

.ws
÷
I to
dx dx
bn =
fix ) sin
@
Ex ) =

¥
I . sincnx ) = -
@x ) I
00
"

( "
ht
= -

?
n
Costin ) +
n÷
=
-
241cosine
n t
) )
The solution is ulx.tt =
[ bn sin
@Ex )
e- .
In our case

n I
tent
-

-
a
-

The solution then k= and

[ bn @Ex ) To
find the
'
is 4 L = 2 ucx t ) = sin e
, , .

" 2ft

II
net
2 "
e-
ucx.tt = bn sin @x )
e- =
24171*7 sin @× ,
coefficients bn ,
we make use
ofthe initial condition

, a

ul
x. 0 ) =
fix ) ⇐ fix ) i
-2 bn sin ( n
't x )
4=1

this to need be Fourier

bn the
coefficients of the
For to
happen ,
we sine

of fat Thus

)dx=
series

bn =
If ! fix ) sin
( n
Ex )
dx
If = sin
@
Ex tox sink
's x
) dx t
$2 - x )
sinkI ) dx
x
 another illustration Let's initial
Using integration by parts ,
we have Here is .
solve the -

boundary value
problem
I

to SindEx )dx= ? * ninth

'E 's ku L t
xwscn
Ex ) ftp.sinlntzx) Up
x = o c x a > o
-
+ xx
, ,

|
+
,

÷
°
( n'
Izu) )
-1
I cos ( * Ux ( L t ) O t
-

Ux I o t ) = o ,
= > o

¥
, ,

in:*
,

It
,

@ @
Ex )
'
cos sin
-

= -
-

,
I
¥2 @
Ex ) fix ) L
'
sin Osx
° -

u ( x
,
o
) =
,
a

+ s
and

2 This models heat conduction in a wire with insulated ends .

We
proceed
1,42 - x ) sinkIx
'
) dx = -

Yak - x ) cos
@
Ex ) -

nay , sinkI ) ×
2- x

+
sink x )

the did
I
- I
-1
-

÷ ,
cos
@Ix
'
)
in same
way
as we in the case of zero
temperature at the ends .

:* cos
@Ex ) ng sink 's )
-

= +
.

n÷
,
5 sink'T
'
)
step
° x
I
-

,
+ s
solutions
we
find or
fundamental set
of nonzero to the
homogeneous
It
follows bn =
tox sin
@
Ex )dx+ 1,72 - x )
sinkEx )dx ku L t

I
=
Up 0 c x a > o

boundary value problem

xx
**
, ,
)
t
sink I ) Ux c L , t ) o
= 4×10 t) = O =o >
, , ,
,

Hence the solution of the

initial boundary value
problem is We look
for them in the
form ucx
,
t ) = - Xcx , TH
,
where I is a
function of
a
-
tent
uix
,
t ) =
-2 n% sin
( n
I ) sin
@Ex ) e ×
only and T is a
function of t
only .

Differentiating with
respect to x

h = I
 "

into
and t and
substituting kuxxlx.tt uecx .tl get I L

€
.
-
we c x ) + X -15*1=0 ,
Oc Xc
, ,

" " and (2) # It

IT
7k TO = o t > o

Ttt
"

Ttt ) *

Cws
4=0
n=o
' '
⇐ l
k leads to )
I x ) Ttt ) I
Dividing by KI Ttt ) I
-

= .
=
. co , = y , = o

I @) kilt )

"
Tht ) value solutions
eigenvalue boundary
That I
is
possible only if
⇐) and are both
equal to the same i ) is an
problem .
Its nonzero are

I K ) Ttt )
2
" 7 =
(F) I = cos
( NI x
) I 2 3

+1*4=9
,
. . .

, , ,
" , ,
I ex ,
T * ' " * - L

{
= - o

2
Ttt )
{
constant
E)
In fI §
I else
,
say
- a .
Thus or For X =
, problem (2) becomes + k Tct ) = o .

solving ,
Tht )

kilt )
= - I
,
Tft ) + ATH ) =
o
,
t > o

e-
I kt
we
get TCH = C .
It
follows &

4×10,11=0 ¥0 ) " " =°

( I)
"
k t
The
boundary
conditions
{
Uxll t ) = .
becomes
{ I'LL )TlD=o
Because Ttt ) is "
x. D= # ti Ta ) =
×
)
e-
,

later
Omitting the constant c it will be added
get the
fundamental
'
as we
,
I G)
,

{
=o

4×10
UH
Hence
not
identically must have for # Ttt ) to be '
zero
,
we
,
.
,
t ) = ex )
k t
set solutions e-
of
A- ( L )
of )
IO
Unix ,
t ) = cos x
, ,
I
, 2,3 . . . * * I
,

kUxx ocxcl t
Ut > o
=
,

/
,

a solution of HD we need fix , and Tct ) to

satisfy
) t )=O t
,
t = U ( L
, ,
> o

x
 Result
step 2
ku

:X
If !;
L

4×19
t
xx =
Up ,
Osx a
,
> o
k U
xx
=
Ut O L x c L t > o

/
,
,

To solve the initial boundary value problem IN ' " " The initial and boundary value
problem too

uuxlg.tl?fy.;4tt--o
an
o c x a L
l , s
" × ,
solution
that the has the
form
,
we assume

has solution a '

(F) k t

I
&
e-
4 k t ( I ,
a a

9g an cos
UK t ) = + n ×

Zen
,

Zen
e-
ul x
,
t ) = Unix
,
t
) i
cos
(NE ) × n =L

n O

! fix
=
n = O

where =

{ I ) cos
4x
E ) DX ,
n = o
,
I
,
2
,
3
,
. - -

and we determine the constants Cn so that ucx o

) =
fix ) .
That is
,

equivalent to
fix ) = [ Cn cos
(I x
) .
Thus an are the Fourier

h = O

coefficients of the Fourier cosine series

of fix ) .
Hence

Co
=L .

I f ! find x and en =
{ J
! fix ) cos ( in
E x
) dx
,
n -
- I
,
2
,
3
,
. . .
Example select that
b the
coefficients such )

[email protected]
.
We an ucx o =
,

411,4=0
ocxci u×co,t)=o
Uxx Ut

5Th
KIX
=3
-15
=3
3 = OLXL I ,
> o
,

{ Z
initial
solve the ) boundary value problem , ,
t > o
.

, of t an cos @
ex ) = 13
sin @
six ) sin ( 5 six )

4=1

uh D= fix )
each of the
Making of the identity since ) sink )
I sea b ) @ wslatb ) )
.

following
,
in cases use = - -

with and
f b f- C
} fcx ) 2 b
get

3+5
) ⇐ ) ( ) six we

)t2ws
cos sin
or 4) +2 cos
) @ sin × C I a six
= =
Tix x = Tix ) =
,
. .
.

ht (

=L
( 12 sin (5 @ ftTx
Tix ) )
=L ) 13ex )
I
sin

3+56512
N " six cos Tx - six - cos xx 12+5T cos - cos )
We know the solution has the
form ucx
,
t ) =
ago +
Zan cos
@
Ex )
e-

•
4=1
-
stint A

and
In our case k
,
L= I ucx
,
t ) =
ago +
[ an cos Insix ) e Hence
of +
Zan cos @
xx ) = 13 sinks x ) sin ( 5 six ) becomes
4=1 4=1

93=1 97 =
f
-

{
,

a . we select the
coefficients an such that ucx
,
o ) .

-
5 cos Hex ( 5TH ago + Zan cos xxx ) =
I cos I × ) -

to
cos " × ) ⇐
an =o
,
n # 3,7
N
do
=3 012=5 95=2
Zan {
2-
Ktx ) "
,

275ft
,
i. e.
, ago + cos = 'D -12 WS ' × ) ⇐ - ' " " t
2 s and the solution costsxx Hex e-
I I
±
4=1
an=o ,
n
,
is ul
x. t ) =
) e - cos )

- 125ft - 751ft
Hence the solution is Ulx
,
t ) =
cos @Ix ) e
+ 2 cos fax ) e
 such that
We select the
coefficients ulx ) fix ) i.
c .
an o = e.
, , ,

II This will be the

fix ) @ ex
) case
if an are the

excl
an cos
ago
=
+
.

coefficients of the Fourier cosine series

of f # =/ o .
Hence

Iot Jolt
one
I to fcxidx =
! ldx = x .

I to =L

I I! fix )
an = cos @ex ) dx =
I -
x ) cos @ex ) da I - x cos Cnex )
,

I +

@ex )
µ
(I x ) sin @ex )
=
In cos
-
-

, ,

o
- I I sin (n Tx )
he
I WS ( ht )
WSH )
!
IT
-

= -
+
2
m2 a
2
n a
2
m2 t

↳ cosines )
O
solution
-

The of the
ibup is + s
z

•
- 3t2n2t
Ulx
,
t ) =
0h20 + Z an cos ( nix ) e

4=1
a
" " n' t

.IE
I
'
' -
' e-
- wscnxx ,
4
4=1