CHAPTER 6A: BOUNDARY-VALUE PROBLEMS IN RECTANGULAR COORDINATES

The linear second-order partial differential equation

- 𝐴
𝜕2𝑢
𝜕𝑥 2
+ 𝐵
𝜕2𝑢
𝜕𝑥𝜕𝑦
+ 𝐶
𝜕2𝑢
𝜕𝑦 2
+ 𝐷
𝜕𝑢
𝜕𝑥
+ 𝐸
𝜕𝑢
𝜕𝑦
+ 𝐹𝑢 = 𝐺 − − − −(1)

where u is the dependent variable, x and y are the independent variables, A, B, C, ,D, E and F are real constant, and
Xnonhomogeneous.
G is function in x and y. When G(x) = 0, equation (1) is said to be homogeneous; otherwise, it is
G (n , y) 0 = G (u , y) 0

Classification of equations

The linear homogeneous second-order partial differential equation

#𝐴
𝜕2𝑢
𝜕𝑥 2
+ 𝐵
𝜕2𝑢
𝜕𝑥𝜕𝑦
+ 𝐶
𝜕2𝑢
𝜕𝑦 2
+𝐷
𝜕𝑢
𝜕𝑥
+𝐸
𝜕𝑢
𝜕𝑦
+ 𝐹𝑢 = 0 memorize !!

can be classified as one of three types depending only on the coefficients of the second order derivatives, ie A, B
and C. It is said to be
hyperbolic if 𝐵2 − 4𝐴𝐶 > 0
parabolic if 𝐵2 − 4𝐴𝐶 = 0
elliptic if 𝐵2 − 4𝐴𝐶 < 0
where A,B and C is not zero.

Eg 1: Classify the following equations:

𝜕2𝑢 𝜕𝑢 𝜕 2 𝑢 C𝜕 2 𝑢 𝜕2𝑢 𝜕2𝑢

a) 3 2
= b) A = c) + =0
𝜕𝑥 𝜕𝑦 𝜕𝑥 2 𝜕𝑦 2 𝜕𝑥 2 𝜕𝑦 2
↓
A =
3 B =
0 c= 0
A=p
C= 1
XI Xy yu B =
0

=
b2 -
49c 0
B =
-
4AC
32 -

4(070
0
=
-
4(0)(1)
970 = 0

hyperbolic : .
parabolic

𝐴𝑛𝑠: 𝑝𝑎𝑟𝑎𝑏𝑜𝑙𝑖𝑐, ℎ𝑦𝑝𝑒𝑟𝑏𝑜𝑙𝑖𝑐, 𝑒𝑙𝑙𝑖𝑝𝑡𝑖𝑐

𝜕2𝑢 𝜕2𝑢 𝜕2𝑢 𝜕2𝑢 𝜕2𝑢 𝜕2𝑢 𝜕2𝑢 𝜕2𝑢

d) + 6 + 9 =0 e) = 9 f) + + =0
𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 2 𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 2

𝐴𝑛𝑠: 𝑝𝑎𝑟𝑎𝑏𝑜𝑙𝑖𝑐, ℎ𝑦𝑝𝑒𝑟𝑏𝑜𝑙𝑖𝑐, 𝑒𝑙𝑙𝑖𝑝𝑡𝑖𝑐

1
Separation of Variables method
Let seek a particular solution of the form of a product of a function of x and a function of y:

#
𝑢(𝑥, 𝑦) = 𝑋(𝑥)𝑌(𝑦)
later
Hence, prime notation !
->
to separate variable
X
diferentiate

=Y
↓
𝜕𝑢 𝜕𝑢 𝜕2𝑢 𝜕2𝑢
= 𝑋 ′ 𝑌, = 𝑋𝑌 ′ , = 𝑋"𝑌, = 𝑋𝑌"
𝜕𝑥 𝜕𝑦 𝜕𝑥 2 𝜕𝑦 2
where primes denote ordinary differentiation.

Eg 2: Use separation of variables to find, if possible, product solutions for the given partial differential equation:

𝜕2𝑢 𝜕𝑢
a)
𝜕𝑥 2
= 4
𝜕𝑦 U (n , y) =
X (n) , Y(y) Case x = -
20
X=0
O y = Xy
X" -

44X = 0 Y
-

L2y = 0

notation
① write in prime A E .

m2 -
42 = 0
0
m -
x =

422

Lin=X"X W=XY
= =
m
m=t
,
M1 1 2 =
26

X =
Ccosh22X
+ CgSinh2dn Y = cyedy
X"y =
4XY
AY
X" X Cgedy
I Cycosh2aX+ Essinh22n
:
u
=

- = .
=
-

4X real separation
constant
↓

② Form I ODES e
to for

I , 4XX 0 D 12
X => X" X Y
=
+ 22Y
-

=
0
case ③
-
=
+
I

~ X" + 442X
= 0
2 0
AE m + =

Ga
m2 + 4x2
m =

AE 0
-

Y + 1y
=

4 0
-
=

-x = L2Y
-

44
=

Y (l
mz =
-

Y m
, 124i
=

X =
G cos2dX + (g)m22X
0
cased X =

Y' 0
&
Iu=X Y

I
=

X" 0
.

=
-d
AEm
= O
u ( , cos2dX + (gsin2(n) (qC
AE m2 = O licat =

aup
M = 0 She y =
(3
,

+x
z

X
X = (e+2e
x =
c
mula
#
u = X

u = ( ,
+ 22X) .
E 𝐴𝑛𝑠: 𝑢 = 𝐴1 + 𝐵1 𝑥
2 2
= p(z + (2)3X 𝐴𝑛𝑠: 𝑢 = 𝐴2 𝑒 𝛼 𝑦 cosh 2 𝛼𝑥 + 𝐵2 𝑒 𝛼 𝑦 sinh 2 𝛼𝑥
2 2
= A , + B ,
X 𝑢 = 𝐴3 𝑒 −𝛼 𝑦 cos 2 𝛼𝑥 + 𝐵3 𝑒 −𝛼 𝑦 sin 2 𝛼𝑥

2
 𝜕𝑢 𝜕𝑢
b) =
𝜕𝑥 𝜕𝑦

use

𝐴𝑛𝑠: 𝑢 = 𝑐1 𝑒 𝑐2(𝑥+𝑦) ; 𝑐2 = 0, ±1

3
 𝜕𝑢 𝜕𝑢
c) 𝑥 =𝑦
𝜕𝑥 𝜕𝑦

𝐴𝑛𝑠: 𝑢 = 𝑐1 (𝑥𝑦)𝑐2

4
 𝜕2𝑢 𝜕2𝑢 𝜕2𝑢
d) + + =0
𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 2

𝐴𝑛𝑠: 𝑛𝑜𝑡 𝑠𝑒𝑝𝑎𝑟𝑎𝑏𝑙𝑒

5
 𝜕2𝑢 𝜕𝑢
e) 𝑘 2
−𝑢 = , 𝑘>0
𝜕𝑥 𝜕𝑡

2 2
𝐴𝑛𝑠: 𝑢 = 𝑒 −𝑡 (𝐴1 𝑒 𝑘𝛼 𝑡 𝑐𝑜𝑠ℎ𝛼𝑥 + 𝐵1 𝑒 𝑘𝛼 𝑡 𝑠𝑖𝑛ℎ𝛼𝑥)
2 2
𝑢 = 𝑒 −𝑡 (𝐴2 𝑒 −𝑘𝛼 𝑡 𝑐𝑜𝑠𝛼𝑥 + 𝐵2 𝑒 −𝑘𝛼 𝑡 𝑠𝑖𝑛𝛼𝑥)
−𝑡
𝑢 = 𝑒 (𝐴3 𝑥 + 𝐵3 )

6
 𝜕2𝑢 𝜕2𝑢
f) 𝑎2 =
𝜕𝑥 2 𝜕𝑡 2

𝐴𝑛𝑠: 𝑢 = (𝑐1 𝑐𝑜𝑠ℎ𝛼𝑥 + 𝑐2 𝑠𝑖𝑛ℎ𝛼𝑥)(𝑐3 𝑐𝑜𝑠ℎ𝛼𝑎𝑡 + 𝑐4 𝑠𝑖𝑛ℎ𝛼𝑎𝑡)

𝑢 = (𝑐5 𝑐𝑜𝑠𝛼𝑥 + 𝑐6 𝑠𝑖𝑛𝛼𝑥)(𝑐7 𝑐𝑜𝑠𝛼𝑎𝑡 + 𝑐8 𝑠𝑖𝑛𝛼𝑎𝑡)
𝑢 = (𝑐9 𝑥 + 𝑐10 )(𝑐11 𝑡 + 𝑐12 )