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1 Topic: Applications of Partial Differential Equations

The document discusses applications of partial differential equations and introduces the method of separation of variables to solve partial differential equations. Some common applications of partial differential equations are described in fields like physics, engineering, biology, economics, and more. The method of separation of variables is then explained in detail as a powerful technique to solve linear, homogeneous partial differential equations with boundary or initial conditions.

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0% found this document useful (0 votes)
121 views20 pages

1 Topic: Applications of Partial Differential Equations

The document discusses applications of partial differential equations and introduces the method of separation of variables to solve partial differential equations. Some common applications of partial differential equations are described in fields like physics, engineering, biology, economics, and more. The method of separation of variables is then explained in detail as a powerful technique to solve linear, homogeneous partial differential equations with boundary or initial conditions.

Uploaded by

Devkriti Sharma
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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1st Topic

Applications of

Partial Differential Equations


Introduction
Method of Separation of Variables

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)

Electrical Engineering: PDEs are used in modeling electrical circuits, transmission


lines, and electromagnetic devices.
Control Theory: PDEs are employed in the design and analysis of control systems.
Geophysics and Meteorology:
Weather Prediction: PDEs model atmospheric conditions and are used in weather
forecasting models.
Seismology: PDEs describe the propagation of seismic waves through the Earth's
interior.
Biology and Medicine:
Biomechanics: PDEs model the movement and deformation of biological tissues.
Neuroscience: PDEs are used to model the behavior of neurons and neural networks.
Epidemiology: PDEs are employed in modeling the spread of diseases within
populations.
Finance and Economics:
Option Pricing: PDEs, such as the Black-Scholes equation, are used to model the
behavior of financial derivatives.
Population Dynamics: PDEs describe the evolution of populations over time.
Computer Graphics and Image Processing:
Image Filtering: PDEs are used in image denoising, edge detection, and other image
processing tasks.
Computer Vision: PDEs are employed in tasks such as image segmentation and object
recognition.
Chemical Engineering:
Reaction-Diffusion Systems: PDEs model the behavior of chemical reactions
occurring simultaneously with diffusion processes.
These are just a few examples, and the applications of PDEs are vast and
diverse, making them an essential tool in understanding and solving problems in many
scientific and engineering disciplines.

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)

conditions at the boundary of the region R. These conditions are known as


boundary conditions.
 When these conditions are specified for the time t = 0, then they are known as
initial conditions.
 A partial differential equation together with boundary conditions constitutes a
boundary value problem.
 In the applications of ordinary linear differential equations, we first find the general
solution and then determine the arbitrary constants from the initial values.
 But the same method is not applicable to problems involving partial differential
equations.
 Most of the boundary value problems involving linear partial differential equations
can be solved by the method of separation of variables. In this method, right from
the beginning, we try to find the particular solutions of the partial differential
equation, which satisfy all or some of the boundary conditions and then adjust them
till the remaining conditions are also satisfied. A combination of these particular
solutions gives the solution of the problems.
 Fourier series is a powerful aid in determining the arbitrary functions.
******************

Method of separation of variables (Product Method):


The method of separation of variables is a powerful technique commonly used to
solve partial differential equations (PDEs), particularly those that are linear and
homogeneous, with boundary or initial conditions. This method relies on the assumption
that the solution to the PDE can be expressed as a product of simpler functions, each
dependent on different variables. Here's a step-by-step explanation of how the method
works:
1. Assume a Separable Solution:
Start by assuming that the solution to the PDE can be written as the product of functions,
each of which depends on only one variable. For a P.D.E. in the function u of two
independent variables x and y, assume that the required solution is separable, i.e.,
u x , y   Xx Y( y) , (i)
where X(x) is a function of x alone and Y (y) is a function of y alone.
Applications of Partial Differential Equations: Method of separation of variables 4
Prepared by: Dr. Sunil, NIT Hamirpur (HP)

2. Substitute into the PDE:


Substitute the assumed separable solution into the original PDE. This will lead to
expressions involving derivatives of the individual functions X(x) and Y(y).
3. Simplify and Separate Variables:
Manipulate the resulting equation to separate variables. Typically, this involves moving
terms involving one variable to one side of the equation and terms involving the other
variable to the other side.
Then, a substitution of u from (i) and its derivatives reduces the P.D.E. to the form.
f X, X , X ,..........  g (Y, Y , Y ,..........) , (ii)
which is separable in X and Y.
4. Set Each Side Equal to a Constant:
After separating variables, set each side of the equation equal to a constant.
Since the L.H.S. of (ii) is a function of x alone and R.H.S. of (ii) is a function of y alone,
then (ii) must be equal to a common constant k (say).
Thus (ii) reduces to
f X, X , X ,..........  k , (iii)
g (Y, Y , Y ,..........)  k . (iv)
5. Solve the ODEs:
Solve the two resulting ODEs separately to find expressions for X(x) and Y(y). These
solutions will typically involve additional constants, determined by the boundary or
initial conditions of the problem.
6. Combine Solutions:
Once the solutions for X(x) and Y(y) are found, combine them according to the assumed
separable form of the solution. This gives the general solution to the original PDE.
7. Finalize the Solution:
Once all constants have been determined, the final solution to the PDE can be obtained
by substituting these values back into the general solution.
The method of separation of variables is particularly useful for PDEs that exhibit
certain symmetries or can be expressed in coordinate systems where variables can be
easily separated. It's widely applied in fields such as physics, engineering, and applied
Applications of Partial Differential Equations: Method of separation of variables 5
Prepared by: Dr. Sunil, NIT Hamirpur (HP)

mathematics to solve problems involving heat conduction, wave propagation, quantum


mechanics, and many others.
Various steps of this method:
1. Consider the partial differential equation

 2z  2z  2z
a0  a1  a2 0
x 2 xy 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.
******************
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)

where X is a function of x and T is a function of t only, be a solution of the given


equation.
u u
Then  X T ,  XT  .
x t
Step 2. Substitute into the PDE:
Substituting in the given equation, we have
X T  2XT   XT  X T  2T   T X .
Step 3. Simplify and Separate Variables:
Separating the variables, we get
Applications of Partial Differential Equations: Method of separation of variables 6
Prepared by: Dr. Sunil, NIT Hamirpur (HP)

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 1t
log T  k  1t  log c 2  log  k  1t  T  c 2 e 2 . (iv)
2 c2 2
Step 6. Combine Solutions:
1
kx
k 1t
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.

Given initial condition: u ( x ,0)  6e 3x .


1
k 1t
Then u  u ( x , t )  c1e kx
.c 2 e2  c1c 2 e kx  6e 3x  c1c 2  6 and k  3 .

 The unique solution of the equation is u  6e 3x .e 2 t  u  6e 3x  2 t  .

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)

where X is a function of x and Y is a function of y only, be a solution of the given


equation.

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:

For equation (iii), the auxiliary equation is m 2  2m  k  0  m  1  1  k .

The solution of (iii) is X  c1e 1 1 k x  c 2 e 1 1 k x .

Also the solution of (iv) is Y  c 3 e  ky .


Applications of Partial Differential Equations: Method of separation of variables 8
Prepared by: Dr. Sunil, NIT Hamirpur (HP)

Step 6. Combine Solutions:


Substituting these values of X and Y in (i), the complete solution of the given equation is

z  c1e 1 1 k x  c 2 e 1 1 k x .c 3 e  ky .


 

 z  Ae 1 1 k x  Be 1 1 k x .e  ky , where A  c1c 3 and B  c 2 c 3 .


 

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.

Sol.: Given equation is 2 u xx  u y  0 .

Step 1. Assume a Separable Solution:


Here u is a function of x and y.
Let u x , y   Xx Yy  .
Differentiating w.r.t x and y, we get
u xx  X Y , u y  XY  .

Step 2. Substitute into the PDE:


Substituting in the given equation, we have
2X Y  XY   0
Step 3. Simplify and Separate Variables:
Separating the variables, we get
2 X  Y 
 .
X Y
Step 4. Set Each Side Equal to a Constant:
2 X  Y 
   2k  constant
X Y
Step 5. Solve the ODEs:

Solving X   kX  0 . Its A.E. is m 2  k  0  m   k .

Thus, solution is Xx   c1e k x  c 2 e  k x .

Solving Y   2kY  0 . Its solution is Y y   c 3e 2ky .


Step 6. Combine Solutions:
Applications of Partial Differential Equations: Method of separation of variables 9
Prepared by: Dr. Sunil, NIT Hamirpur (HP)

Hence, the required solution is u x , y   X x Y y    c1e k x  c 2 e  k x c 3 e 2 ky


 

 u x , y    Ae k x  Be  k x e 2ky . Ans.


 
The arbitrary constants A, B, and k can be adjusted or determined to meet the specified
boundary conditions.
Q.No.4.: Solve the following equations by method of separation of variables:
u u
4   3u , given that u  3e  y  e 5 y , when x = 0.
x y
u u
Sol.: Given equation is 4   3u . (i)
x y
Here u is dependent variable and x, y are independent variables.
Step 1. Assume a Separable Solution:
Let u x , y   Xx Yy  (ii)
be the required solution of (i), where X is a function of x only. Y is a function of y only.
u u dX dY
Now  X Y ,  XY  , where X   , Y  .
x y dx dy
Step 2. Substitute into the PDE:
Put these in (i), we get
4X Y  XY   3XY  4X   3X Y   XY 
Step 3. Simplify and Separate Variables:
4X   3X  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.
4X   3X  Y 
  k
X Y
Step 5. Solve the ODEs:
4 X   3X X X X k  3 1 dX k  3
 k  4 3 k  4  k 3    
X X X X 4 X dx 4
dX k  3
  dx
X 4
Applications of Partial Differential Equations: Method of separation of variables 10
Prepared by: Dr. Sunil, NIT Hamirpur (HP)

Integrating on both sides, we get


k 3 k 3
 log X  x  C1  log X  x  log A , C1  log A
4 4
k 3
X k 3 x
 log  x  X  Ae 4
A 4
And
 Y Y 1 dY dY
 k  k   k    kdy .
Y Y Y dy Y
Integrating on both sides, we get
Y
 log X   ky  C 2  log Y   ky  log B , C 2  log B  log  ky  Y  Be  ky
B
Step 6. Combine Solutions:
Therefore, from (ii), we have
k 3 k 3
ky x  ky
u x , y   XY  Ae 4 .Be ky  u x , y   ABe 4 . (iv)
Step 7. Finalize the Solution:
The values of arbitrary constants A, B, and k can be determined in a manner that ensures
the fulfillment of the specified boundary conditions.

Now from (iv), u 0, y   3e  y  e 5 y  ABe  ky .

Let 3e  y  ABe  ky  AB  3 , k = 1.

Put in (iv), we get u1  u1 x , y   3e x  y . (v)

Let  e 5 y  ABe  ky  AB  1 , k = 5.

Put in (iv), we get u 2  u 2 x , y   e 2 x 5 y . (vi)


Now, the required solution is obtained by combining (v) and (vi).

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)

Here u is dependent variable and x, y are independent variables


Step 1. Assume a Separable Solution:
Let u x , y   Xx Yy  . (ii)
be the required solution of (i) where X is a function of x only. Y is a function of y only.
u u
Now  X Y ,  XY  .
x y
Step 2. Substitute into the PDE:
Put these in (i), we get
3X Y  2XY   0  3X Y  2XY  .
Step 3. Simplify and Separate Variables:
3X  2Y 
Separating the variables, we obtain  . (iii)
X 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 is equal to some constant k.
3X  2Y  dX dY
   k , where X   and Y  
X Y dx dy
Step 5. Solve the ODEs:
3X 3 dX dX
=k  k 3  kdx .
X X dx X
Integrating on both sides, we get

3 log X  kx  C1  log X 3  kx  log A , C1  log A

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

2 log Y  ky  C 2  log Y 2  ky  log B , C 2  log B


Applications of Partial Differential Equations: Method of separation of variables 12
Prepared by: Dr. Sunil, NIT Hamirpur (HP)

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:

Therefore, from (ii), u  XY  ae kx / 3 be  ky / 2


kx ky

 u  u x , y   abe 3 2 (iv)
Step 7. Finalize the Solution:

Now u ( x ,0)  abe kx / 3  4e  x (given)


k
 ab  4 ,  1 .
3
3 1
x  y 3 y2 x 
Thus, the required solution is u  4e 2  4e 2 .
Q.No.6.: Solve the following equations by method of separation of variables:
u u
 4 , where u 0, y   8e 3y .
x y
u u
Sol.. Given equation is 4 . (i)
x y
Here u is dependent variable and x, y are independent variables
Step 1. Assume a Separable Solution:
Let u x , y   Xx Yy  (ii)
be the required solution of (i) where X is a function of x only. Y is a function of y only.
u u dX dY
Now  X Y ,  XY  , where X   , Y 
x y dx dy
Step 2. Substitute into the PDE:
Put these in (i), we get
X Y  XY  .
Step 3. Simplify and Separate Variables:
X  4Y 
Separating the variables, we obtain  (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.
Applications of Partial Differential Equations: Method of separation of variables 13
Prepared by: Dr. Sunil, NIT Hamirpur (HP)

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 k4  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   Xx Yy  (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  XY   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 2k  k2   k2 .
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)

Integrating on both sides, we get


Y
 log Y  k  2 y  C 3  log Y  k  2 y  log B  log  k  2 y
B

 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 0, y   C1  C 2 Be k 2 y  0 u (0, y)  0y


Put C 2  C1 in (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  1e 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

Let 1  2C1B k e k 2 y  e 0 y  2C1B k e k  2 y

Here 2C1B k  1
k20 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 

Again let e 3y  2C1B k e k 2 y  k  2  3  k  1 .


1
Also 2C1B 2  1  C1B 
2i

 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.
xt t

 2u
Sol.: Given equation is  e t cos x . (i)
xt
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)

be the required solution of (i) where X is a function of x only and T is a function of t


only.

 2u dX dT
Now  X T  where X   , T  .
xt dx dt
Step 2. Substitute into the PDE:

 (i) gives X T   e  t cos x .


Step 3. Simplify and Separate Variables:
Applications of Partial Differential Equations: Method of separation of variables 17
Prepared by: Dr. Sunil, NIT Hamirpur (HP)

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 ux,0  0
 k 
1
 C2  .
k

u e t  u  et  u  
Also from (vi),  k sin x  C1     C1 0    0
t k  t  x 0 k  t  x 0 
 C1  0 .

(6) gives u  u x , t   k sin x


1
k
   
1  e  t  sin x 1  e  t .

 
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)

Q.No.9.: Obtain the solution of by the method of separation of variable:

 2z z
 sin x sin y , for which  2 sin y , when x = 0 and
xy y

z = 0, when y is an odd multiple of .
2

 2z
Sol.: Given equation is  sin x sin y . (i)
xy
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)

be the required solution of (i) where X is a function of x only and Y is a function of y


only.
Step 2. Substitute into the PDE:

 2z dX dY
Now  X Y  , where X   , Y  .
xy 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)

Integrating on both sides, we get


 cos y
Y  C2 .
k
Step 6. Combine Solutions:

  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
  
  cos2n  1  
 
0   k cos x  C1  2  C   C  k cos x  C   0
2 2 1 cos2n  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 .

Q.No.2.: Solve the equation by the method of separation of variables: py 3  qx 2  0 .


3 4
Ans.: z  ce 4ax .e  3ay .
Q.No.3.: Solve the equation by the method of separation of variables:
u u
x2  y2  0.
x y
1 1
k   
Ans.: u  ce  y x  .
Q.No.4.: Solve the equation by the method of separation of variables: 2xz x  3yz y  0 .

Ans.: z( x , y)  Ax 3b y 2b , where A  c1c 2 , k = 6b.


Q.No.5.: Solve the equation by the method of separation of variables:

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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