Engineering Analysis Ii: Partial Differential Equations (Pdes) and Applications To Engineering
Engineering Analysis Ii: Partial Differential Equations (Pdes) and Applications To Engineering
Soran University
Faculty of Engineering
2|Page Soran University-Faculty of Engineering
Engineering Analysis II: Partial Differential Equations
1. Introduction
We recall that for a two variable function z = f(x, y) with independent variables x
and y and dependent variable z, the first partial differentials are
∂z ∂f
or (x, y)or fx = derivative of f 𝑤𝑖𝑡ℎ 𝑟𝑒𝑠𝑝𝑒𝑐𝑡 𝑡𝑜 𝑥 𝑤ℎ𝑒𝑛 𝑦 𝑖𝑠 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡
𝜕𝑥 𝜕𝑥
∂z ∂f
or (x, y)or fy = derivative of f 𝑤𝑖𝑡ℎ 𝑟𝑒𝑠𝑝𝑒𝑐𝑡 𝑡𝑜 𝑦 𝑤ℎ𝑒𝑛 𝑥 𝑖𝑠 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡
𝜕𝑦 𝜕𝑦
For other multivariable functions similarly the first partial differential can be
defined.
Example: For f(x, y) = x 2 𝑦 + cos(𝑥 2 − 𝑦) + √𝑥 + 1 the first partial differentials
are:
∂f 1 ∂f
= fx = 2𝑥𝑦 − 2𝑥 sin(𝑥 2 − 𝑦) + ; = fy = 𝑥 2 + sin(𝑥 2 − 𝑦)
𝜕𝑥 2 √𝑥 𝜕𝑦
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Engineering Analysis II: Partial Differential Equations
The order of the highest derivative is called the order of the PDE. Just as was the
case for ODEs, second-order PDEs will be the most important ones in
applications.
Just as for ordinary differential equations (ODEs) we say that a PDE is linear if it
is of the first degree in the unknown function u and its partial derivatives.
Otherwise we call it nonlinear. Thus, all the equations in Example 1 are linear
and 𝑢𝑥 𝑢𝑦 = 𝑢𝑥𝑦 is nonlinear of order two and (𝑢𝑥𝑥𝑥 )2 + sin(𝑢𝑦 + 𝑥) = 𝑢 is
nonlinear of order 3.
We call a linear PDE homogeneous if each of its terms contains either u or one
of its partial derivatives. Otherwise we call the equation nonhomogeneous. Thus,
(4) in Example 1 (with f not identically zero) is nonhomogeneous, whereas the
other equations are homogeneous.
which are entirely different from each other, are solutions of (3), as you may
verify. For example we check 𝑢 = sin 𝑥 cosh 𝑦:
𝑢𝑥 = cos 𝑥 cosh 𝑦 , 𝑢𝑥𝑥 = − sin 𝑥 cosh 𝑦
𝑢𝑦 = sin 𝑥 sinh 𝑦 , 𝑢𝑦𝑦 = sin 𝑥 cosh 𝑦
and so 𝑢𝑥𝑥 + 𝑢𝑦𝑦 = − sin 𝑥 cosh 𝑦 + sin 𝑥 cosh 𝑦 = 0. The others easily can be
checked.
A general first order PDE for the function u(x, y) is of the form
3. Solving PDEs
We begin from the simplest partial differential equations.
1. 𝑢𝑥 = 0
Solution: we integrate the both sides with respect to x:
∫ 𝑢𝑥 (𝑥, 𝑦)𝑑𝑥 = ∫ 0𝑑𝑥 ⇒ 𝑢(𝑥, 𝑦) = 𝑐
But as the function is two variables so the constant c must be a function of y, hence
the general solution is 𝑢(𝑥, 𝑦) = 𝑓(𝑦) for any arbitrary function f of y. So we have
an infinite number of solutions. For example f(y) = y + 1, f(y) = cosy + lny and
… are a solution of this PDE.
2. 𝑢𝑥 = 0 , 𝑢(𝑥, 0) = 𝑒 𝑦 + 𝑦 + 1
Solution: This one is a boundary value problem which its general solution
as we already obtained is 𝑢(𝑥, 𝑦) = 𝑓(𝑦). Now we need to verify the
condition:
𝑢(0, 𝑦) = 𝑒 𝑦 + 𝑦 + 1 = 𝑓(𝑦) ⇒ 𝑢(𝑥, 𝑦) = 𝑒 𝑦 + 𝑦 + 1 is the unique
solution of this PDE.
4. 𝑢𝑥𝑦 = 𝑥 2
Solution: by integrating from the both sides
𝑥3
∫ 𝑢𝑥𝑦 (𝑥, 𝑦)𝑑𝑥 = ∫ 𝑥 2 𝑑𝑥 ⇒ 𝑢𝑦 (𝑥, 𝑦) = + 𝑓(𝑦)
3
Again we integrate
𝑥3 𝑥3
∫ 𝑢𝑦 (𝑥, 𝑦)𝑑𝑦 = ∫ [ + 𝑓(𝑦)] 𝑑𝑦 ⇒ 𝑢(𝑥, 𝑦) = 𝑦 + ∫ 𝑓(𝑦)𝑑𝑦 + 𝑔(𝑥)
3 3
Note that we can rewrite again the general solution by putting ℎ(𝑦) ≔
∫ 𝑓(𝑦)𝑑𝑦 as follows
𝑥3
𝑢(𝑥, 𝑦) = 𝑦 + ℎ(𝑦) + 𝑔(𝑥)
3
5. 𝑢𝑥𝑥 − 𝑢 = 0
Solution:
Since no y-derivatives occur, we can solve this PDE like 𝑢′′ − 𝑢 = 0 as an
ordinary differential equation. From ODEs we know 𝑟 2 − 1 = 0 is its
characteristic equation and 𝑟 = ±1. So 𝑢1 = 𝑒 𝑥 and 𝑢1 = 𝑒 −𝑥 are its solutions
thus 𝑢(𝑥, 𝑦) = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥 . But u is a two variables function and each of 𝑐1 and
𝑐2 is a function of y, so the general solution is of the following form:
𝑢(𝑥, 𝑦) = 𝑓(𝑦)𝑒 𝑥 + 𝑔(𝑦)𝑒 −𝑥
7. 𝑢𝑥𝑡 + 𝑢𝑥 = 𝑥𝑒 −𝑡
Setting 𝑢𝑥 ≔ 𝑦, we have 𝑢𝑥𝑡 = 𝑦 ′ ⇒ 𝑦 ′ + 𝑦 = 𝑥𝑒 −𝑡 . Now we can solve this first
order linear ODE with respect to t:
1
𝑦(𝑡) = (∫ 𝜇(𝑡)𝑥𝑒 −𝑡 𝑑𝑡 + 𝑐) ; 𝜇 = 𝑒 ∫ 1𝑑𝑡 = 𝑒 𝑡
𝜇(𝑡)
𝑦(𝑡) = 𝑒 ∫ 𝑒 𝑥𝑒 𝑑𝑡 + 𝑐) = 𝑒 −𝑡 (𝑡𝑥 + 𝑓(𝑥)) (note that we can put c=f(x)).
−𝑡 ( 𝑡 −𝑡
8. To see that not every first order PDE has a solution, it is only necessary
to consider the nonlinear equation
𝑢𝑥2 + 𝑢𝑦2 = −1
The expression on the left is nonnegative, so clearly this equation cannot be
satisfied by any real function u(x, y).
14 | P a g e Soran University-Faculty of Engineering
Engineering Analysis II: Partial Differential Equations
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Engineering Analysis II: Partial Differential Equations
The method of solution of a quasi linear first order PDE involving the unknown
function u(x, y) contains within it as special cases the solution of linear and semi
linear first order PDEs. For a first-order PDE (partial differential equation), the
method of characteristics discovers curves (called characteristic curves or just
characteristics) along which the PDE becomes an ordinary differential equation
(ODE). Once the ODE is found, it can be solved along the characteristic curves
and transformed into a solution for the original PDE.
For the sake of simplicity, we confine our attention to the case of a function of two
independent variables x and y for the moment. Consider a quasi linear PDE of the
form
𝑃(𝑥, 𝑦, 𝑢)𝑢𝑥 + 𝑄(𝑥, 𝑦, 𝑢)𝑢𝑦 = 𝑅(𝑥, 𝑦, 𝑢) (4.1)
𝑑𝑥 𝑑𝑢
= (4.2)
𝑃(𝑥,𝑦,𝑢) 𝑅(𝑥,𝑦,𝑢)
𝜕𝑢
Similarly we consider the rate of changes in x to be zero, hence = 𝑢𝑥 = 0.
𝜕𝑥
Then we have 𝑄(𝑥, 𝑦, 𝑢)𝑢𝑦 = 𝑅(𝑥, 𝑦, 𝑢) and so
𝑑𝑦 𝑑𝑢
= (4.3)
𝑄(𝑥,𝑦,𝑢) 𝑅(𝑥,𝑦,𝑢)
From (4.2) and (4.3) we can deduce the method of characteristics to solve quasi-
linear first order PDEs as follows:
1. Set
𝑑𝑥 𝑑𝑦 𝑑𝑢
= =
𝑃(𝑥, 𝑦, 𝑢) 𝑄(𝑥, 𝑦, 𝑢) 𝑅(𝑥, 𝑦, 𝑢)
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Engineering Analysis II: Partial Differential Equations
𝑑𝑥 𝑑𝑢
= ⟹ 𝑢2 (𝑥, 𝑦, 𝑢) = 𝑐2
𝑃(𝑥, 𝑦, 𝑢) 𝑅(𝑥, 𝑦, 𝑢)
2. The intersection of 𝑢1 and 𝑢2 gives the solution, hence u(x, y). For this
purpose we substitute 𝑐1 and 𝑐2 in 𝑐2 = 𝑓(𝑐1 ).
Example 4.2: Solve the initial valued problem of 𝑢𝑥 + 3𝑢𝑦 = 2𝑢, 𝑢(𝑥, 0) = 𝑒 𝑥 .
Solution:
First of all 𝑃(𝑥, 𝑦, 𝑢) = 1, 𝑄(𝑥, 𝑦, 𝑢) = 3 and 𝑅(𝑥, 𝑦, 𝑢) = 2𝑢. So
1.
𝑑𝑥 𝑑𝑦 𝑑𝑢
= =
1 3 2𝑢
𝑑𝑥 𝑑𝑦
= ⟹ 𝑑𝑦 = 3𝑑𝑥 ⟺ ∫ 𝑑𝑦 = ∫ 3𝑑𝑥 ⟺ 𝑦 = 3𝑥 + 𝑐1 ⟺ 𝑐1 = 𝑦 − 3𝑥
1 3
𝑑𝑥 𝑑𝑢 𝑑𝑢 2𝑥
𝑒 2𝑥
= ⟺∫ = ∫ 𝑑𝑥 ⟺ ln(𝑐2 𝑢) = 2𝑥 ⟺ 𝑐2 𝑢 = 𝑒 ⟺ 𝑐2 =
1 2𝑢 𝑢 𝑢
𝑒 2𝑥 𝑒 2𝑥
2. 𝑐2 = 𝑓(𝑐1 ) ⟺ = 𝑓(𝑦 − 3𝑥) ⟺ 𝑢 = = 𝑔(𝑦 − 3𝑥)𝑒 2𝑥
𝑢 𝑓(𝑦−3𝑥)
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Engineering Analysis II: Partial Differential Equations
1
Note that without losing of generality we can write = 𝑔(𝑦 − 3𝑥) for
𝑓(𝑦−3𝑥)
a function g. Thus 𝑢(𝑥, 𝑦) = 𝑔(𝑦 − 3𝑥)𝑒 2𝑥 is the general solution. Now we
check the initial condition:
𝑢(𝑥, 0) = 𝑒 2𝑥 𝑔(0 − 3𝑥) = 𝑒 𝑥 ⟺ 𝑔(−3𝑥) = 𝑒 −𝑥
𝑡
t −(− )
Set −3x = t ⟹ x = − ⟹ g(t) = e 3 = 𝑒 𝑡/3 ⟹ 𝑔(𝑥) = 𝑒 𝑥/3
3
So
𝑦−3𝑥 𝑦
𝑢(𝑥, 𝑦) = 𝑔(𝑦 − 3𝑥)𝑒 2𝑥
= 𝑒 3 𝑒 2𝑥 = 𝑒 3 +𝑥
is the particular solution.
𝑒 −0 1
= 𝑓(𝑦 − 𝑢 ⋅ 0) ⟺ = 𝑓(𝑦)
𝑢(0, 𝑦) 1+𝑦
𝑒 −𝑥 1
⟺ = 𝑓(𝑦 − 𝑢𝑥) = ⟺ 𝑢𝑒 𝑥 = 1 + 𝑦 − 𝑢𝑥
𝑢 1 + 𝑦 − 𝑢𝑥
⟺ 𝑢(𝑒 𝑥 + 𝑥) = 1 + 𝑦
1+𝑦
⟺ 𝑢(𝑥, 𝑦) = 𝑥
𝑒 +𝑥
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Engineering Analysis II: Partial Differential Equations