1 Topic: Applications of Partial Differential Equations
1 Topic: Applications of Partial Differential Equations
Applications of
Prepared by:
Prof. Sunil
Department of Mathematics & Scientific Computing
NIT Hamirpur (HP)
INTRODUCTION
Partial differential equations (PDEs) find applications in various fields, including
physics, engineering, biology, economics, and more. Some common applications
include:
Physics:
Classical Mechanics: PDEs describe the motion of fluids and solids under the influence
of forces.
Electromagnetism: Maxwell's equations, a set of PDEs, describe the behavior of
electric and magnetic fields.
Quantum Mechanics: Schrödinger's equation, a PDE, describes the behavior of
quantum mechanical systems.
Thermodynamics: PDEs describe heat transfer, diffusion, and other thermodynamic
processes.
Engineering:
Fluid Dynamics: PDEs model the flow of fluids in pipes, around objects, or in open
channels.
Structural Mechanics: PDEs describe the behavior of materials under various loads
and conditions.
Applications of Partial Differential Equations: Method of separation of variables 2
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
Remarks:
Since, the general solution of a partial differential equation in a region R contains
arbitrary constants or arbitrary functions, then the unique solution of a partial
differential equation corresponding to a physical problem will satisfy certain other
Applications of Partial Differential Equations: Method of separation of variables 3
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
2z 2z 2z
a0 a1 a2 0
x 2 xy y 2
Here z is called dependent variable and x, y are called independent variables.
Assume z XY , where X is a function of x only and Y is a function of y only.
z 2z z 2z
2. Find X Y, X Y, XY , XY etc. and put in the given
x x 2 Y Y 2
partial differential equation.
3. Separate the variables and by solving the resulting equations, find X and Y.
4. z XY will be the required solution.
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Now let us solve some partial differential equations by the method of
separation of variables.
u u
Q.No.1.: Solve the equation 2 u , given u x ,0 6e 3x .
x t
Sol.: Here u is a function of x and t.
Step 1. Assume a Separable Solution:
Let u x,t =X x Y(t) , (i)
X 2T T
. (ii)
X T
Step 4. Set Each Side Equal to a Constant:
Since x and t are independent variables, as t varies, x remains constant so that the LHS
and hence the RHS is constant. Therefore, equation (ii) can hold only when each side is
equal to some constant, say k,
X 2T T
i.e. k and k.
X T
Thus, the determination of solution to P.D.E. reduces to the determination of solutions to
two ODE.
Step 5. Solve the ODEs:
X
Integrating first, we get log X kx log c1 log kx X c1e kx . (iii)
c1
2T T T 1
and k k 1 .
T T 2
Integrating second, we get
1
1 T 1 k 1t
log T k 1t log c 2 log k 1t T c 2 e 2 . (iv)
2 c2 2
Step 6. Combine Solutions:
1
kx
k 1t
Substituting the values of X and T in (i), we obtain u u ( x , t ) c1e .c 2 e2 .
This is the complete solution of (i).
Step 7. Finalize the Solution:
The arbitrary constants c1 , c 2 and k can be determined by given initial condition.
2z z z
Q.No.2.: Solve the equation 2 0 by the method of separation of
x 2 x y
variables.
Applications of Partial Differential Equations: Method of separation of variables 7
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
2z z z
Sol.: Given equation is 2 0.
x 2 x y
Here z is a function of x and y.
Step 1. Assume a Separable Solution:
Let z x,y =X x Y(y) (i)
z z 2z
Then X Y , XY and X Y .
x y x 2
Step 2. Substitute into the PDE:
Substituting in the given equation, we have
YX 2X Y XY 0 X 2X Y XY 0 .
Step 3. Simplify and Separate Variables:
Separating the variables, we get
X 2 X Y
. (ii)
X Y
Step 4. Set Each Side Equal to a Constant:
Since x and y are independent variables, equations (ii) can hold only when each side is
equal to some constant , say k,
X 2 X Y
i.e. k and k.
X Y
X 2X kX 0 and (iii)
Y kY 0 . (iv)
These are ordinary differential equations.
Thus, the determination of solution to P.D.E. reduces to the determination of solutions to
two ODE.
Step 5. Solve the ODEs:
The values of arbitrary constants A, B, and k can be determined in a manner that ensures
the fulfillment of the specified boundary conditions.
Q.No.3.: Solve the equation 2 u xx u y 0 by the method of separation of variables.
Let 3e y ABe ky AB 3 , k = 1.
Let e 5 y ABe ky AB 1 , k = 5.
Thus u u 1 u 2 3e x y e 2 x 5 y .
Q.No.5.: Solve the equation by the method of separation of variables:
u u
3 2 0 , u x ,0 4e x .
x y
u u
Sol.: Given equation is 3 2 0. (i)
x y
Applications of Partial Differential Equations: Method of separation of variables 11
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
3 X3
log X log A kx log kx X 3 Ae kx X A1/ 3e kx / 3
A
X ae kx / 3 , a A1 / 3 .
And
2Y 2 dY 2dY
k k kdy
Y Y dy Y
Integrating on both sides, we get
X 2
log ky Y 2 Be ky Y B 1/ 2 e ky / 2 Y be ky / 2 , b B 1/ 2 .
B
Step 6. Combine Solutions:
X 4Y
k
X Y
Step 5. Solve the ODEs:
X 1 dX dX
=k k kdx .
X X dx X
Integrating on both sides, we get
X
log X kx log A( C1 ) log kx X Ae kx X ae kx , A a .
A
4Y 4 dY dY
And k k4 kdy .
Y Y dy Y
Integrating on both sides, we get
X4 Y4
4 log Y ky log B( C 2 ) log ky e ky Y 4 Be ky Y B1 / 4 e ky / 4
B B
Y be ky / 4 , b B1 / 4 .
Step 6. Combine Solutions:
Therefore, from (ii) i.e. from u XY , we get
ky
k x
u x , y abe kx
.e ky / 4
u x , y abe 2 . (iv)
Step 7. Finalize the Solution:
k
y
3 y
Now u (0, y) 8e abe 4 (given)
k
ab 8 , 3 .
4
1
3y 2 x
Thus, the required solution is u x , y 8e 12 x 3 y
4e 2 .
2u u
Q.No.7.: Find the solution of the equation 2u , in the form
x 2 y
u X ( x ) Y ( y) .
u
Solve the equation subject to the conditions u = 0 and 1 e 3y ,
x
when x = 0 for all values of y.
Applications of Partial Differential Equations: Method of separation of variables 14
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
2u u
Sol.: Given equation is 2u . (i)
x 2 u
Here u is dependent variable and x, y are independent variables
Step 1. Assume a Separable Solution:
Let u x , y Xx Yy (ii)
be the required solution of (i), where X is a function of x only and Y is a function of y
only.
u 2u u d 2X dY
Now X Y , X Y , XY , X , Y .
x x 2 y dx 2 dy
Step 2. Substitute into the PDE:
Put these in (ii), we get X Y XY 2XY XY 2Y .
Step 3. Simplify and Separate Variables:
X Y 2 Y
Separating the variables, we get . (iii)
X Y
Step 4. Set Each Side Equal to a Constant:
Now as x and y are independent variables, therefore equation (iii) can hold only when
each side is equal to some constant k.
X Y 2 Y
k
X Y
Step 5. Solve the ODEs:
X
X
=k
1 d2X
X dx 2
k
d 2X
dx 2
kX 0 D 2 k X 0
Its auxiliary equation is m 2 k 0 m k
C.F. C1 e kx
C 2e kx
.
Also PI = 0.
The solution of (1) is given by
X CF PI X C1e kx C 2 e kx (iv)
And
Y 2Y Y Y 1 dY dY
k 2k k2 k2 .
Y Y Y Y dy Y (k 2)dy
Applications of Partial Differential Equations: Method of separation of variables 15
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
Y Be k 2 y . (v)
Step 6. Combine Solutions:
Hence, from (ii), (iv) and (v), we have
u u x , y XY C1e kx
C 2e kx Be k 2 y (vi)
Step 7. Finalize the Solution:
Now from (vi), we have
u x , y C1 e kx
e kx Be k 2 y , ………….(*)
which is the required solution.
u
2nd part: Solve the equation subject to the conditions u = 0 and 1 e 3y ,
x
when x = 0 for all values of y.
u kx k 2 y
Also C1 k e e kx
Be
x
u u
C1B k 1 1e k 2 y 1 e 3y 1 e 3 y
x 0
x x x 0
2C1B k e k 2 y y 1 e 3y
Here 2C1B k 1
k20 k 2
1
and now 2C1B k 1 C1B .
2 2
From u x , y C1 e kx
e kx Be k 2 y , we get
Applications of Partial Differential Equations: Method of separation of variables 16
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
1 sinh 2 x e x e x
u 1 u 1 x , y e 2x
e 2x
sinh x . (vii)
2 2 2 2
From u x , y C1 e kx
e kx Be k 2 y , we get
e i e i
u 2 u 2 x , y
1 ix
e e ix e 3y sin xe 3y
sin (viii)
2i 2
Combining (vii) and (viii), we have
sinh 2 x
u u1 u 2 sin xe 3y
2
1
Thus, u sinh 2 x e 3y sin x is the required solution.
2
Q.No.8.: Solve the equation by the method of separation of variables:
2u u
e t cos x , given that u = 0, when t = 0 and 0 , when x = 0.
xt t
2u
Sol.: Given equation is e t cos x . (i)
xt
Here u is the dependent variable and x and t are independent variables.
Step 1. Assume a Separable Solution:
Let u x,t =X x T t (ii)
2u dX dT
Now X T where X , T .
xt dx dt
Step 2. Substitute into the PDE:
X e t
Separating the variables, we get . (iii)
cos x T
Step 4. Set Each Side Equal to a Constant:
Since x and t are independent variables, therefore equation (iii) can hold only when each
side of (iii) is equal to some constant, say, k
X e t
k
cos x T
Step 5. Solve the ODEs:
dX
X=kcosx k cos x dX k cos xdx
dx
Integrating on both sides, we get
X k sin x C1 . (iv)
dT 1 t 1
And T k 1e t e dT e t dt
dt k k
Integrating on both sides, we get
1 t
T e C2 . (v)
k
Step 6. Combine Solutions:
Hence, from (ii), (iv) and (v), we have
1
u XT k sin x C1 e t C 2 (vi)
k
Step 7. Finalize the Solution:
1
Now u ( x ,0) k sin x C1 C2 0 ux,0 0
k
1
C2 .
k
u e t u et u
Also from (vi), k sin x C1 C1 0 0
t k t x 0 k t x 0
C1 0 .
Thus, u 1 e t sin x , is the required solution.
Applications of Partial Differential Equations: Method of separation of variables 18
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
2z z
sin x sin y , for which 2 sin y , when x = 0 and
xy y
z = 0, when y is an odd multiple of .
2
2z
Sol.: Given equation is sin x sin y . (i)
xy
Here z is the dependent variable and x and y are independent variables.
Step 1. Assume a Separable Solution:
Let z x,y =X x Y y (ii)
2z dX dY
Now X Y , where X , Y .
xy dx dy
(i), gives X Y sin x sin y .
Step 3. Simplify and Separate Variables:
X siny
= .
sinx Y
Step 4. Set Each Side Equal to a Constant:
Since x and y are independent variables, therefore equation (iii) can hold only when each
side of (iii) is equal to some constant, say, k
X Y sin x sin y k
Step 5. Solve the ODEs:
X dX
k X k sin x 0 X k sin x k sin x
sin x dx
dX k sin xdx .
Integrating on both sides, we get
X k cos x C1
sin y sin y dY sin y sin y
And k Y dY dy .
Y k dy k k
Applications of Partial Differential Equations: Method of separation of variables 19
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
cos y
Hence, from (ii), z XY k cos x C1 C2 . (iv)
k
Step 7. Finalize the Solution:
z sin y
Now from (iv), k cos x C1
y k
z sin y z
C1 k 2 sin y 2 sin y
y x 0 k y x 0
C1 k C C
2 1 1 2 1 1 k C1 .
k k k
Also, when y is an odd multiple of i.e., when y (2n 1) , n Z , it is given z = 0.
2 2
Therefore, from (iv), we have
cos2n 1
0 k cos x C1 2 C C k cos x C 0
2 2 1 cos2n 1 2 0
k
C2 0 .
Hence, from (4), we have
z 1 cos x cos y , which is the required solution.
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Home Assignments
Q.No.1.: Solve the equation by the method of separation of variables:
u u
4 3u , given that u e 5 y , when x = 0.
x y
Applications of Partial Differential Equations: Method of separation of variables 20
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
Ans.: u e 2 x 5 y .
y 3z x x 2 z y 0 .
x3 y4
k
3 4
Ans.: z( x , y) ce .
Q.No.6.: Solve the equation by the method of separation of variables:
z xx 2z x z y 0 .
Ans.: z( x , y) c1e ax c 2 e bx e ky , where a 1 1 k , b 1 1 k .
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