Introduction to PDE’s

and Eigenvalue Problems Page 1

1 Introduction.
1.1 Terminology.
You have probably completed a course in ODE’s (Ordinary Differential Equations). In these differential
equations, there appear derivatives of an unknown function with respect to one independent variable.

Example of an ODE:
y ′ (t) = y(t).

1. Discuss the equation.

2. Write down a solution. Can you identify the general solution?

3. Are partial derivatives involved? Why or why not?

Definition. A partial differential equation is a differential equation with two or more independent
variables, for instance position (x) and time (t). A solution of a PDE in a region R of the xt-plane (for
example) is a function u(x, t) for which u and all partial derivatives of u in the equation are defined at
each point (x, t) in R and for which the equation reduces to an identity at each point. Such a function is
said to “satisfy” the equation in R.

Naturally, the definition above can be generalized to more and different variables.

Well Known PDE’s.

• ut = κuxx : the one dimensional heat equation

• ut = κ(uxx + uyy ): the two dimensional heat equation

• uxx + uyy = 0: Laplace’s equation

• utt = c2 uxx : the one dimensional wave equation

Example: Is u(x, y) = ex cos y a solution to Laplace’s equation? Is it the only solution?

 Introduction to PDE’s
and Eigenvalue Problems Page 2

Ways to Classify PDE’s.

• Order. The order of a PDE is the order of the highest partial derivative in the equation.

• Number of variables. The number of variables is the number of independent variables.

• Linearity. A PDE can either be linear or nonlinear. A linear equation is one that is linear in the
dependent variable and all its derivatives. Here is the most general linear PDE of order 2 and with
2 independent variables.

uxx + uxy + uyy + ux + uy + u=

The equation is linear if the boxes are filled with with constants with respect to u and its derivatives
(i.e. functions of x and y, but not u, u′ , etc.).

• Homogeneity. A linear PDE can be classified as homogeneous or nonhomogeneous. It is homoge-

neous if u ≡ 0 is a solution.

Fact. Any linear combination of solutions to a linear, homogeneous differential equation is itself a solution
to the equation. This is referred to as superposition.

Examples.

1. The function u(x, y) = x2 − y 2 is another solution to Laplace’s equation, uxx + uyy = 0. Apply
superposition to find more solutions to the equation.

2. Decide whether these equations are linear or non-linear and decide the order.

(a) uuxx + ut = 0 (c) uxx + tyuyy = sin u

(b) uttt = e−t uxx + sin(t) (d) xux + yuy + y 2 = 0
 Introduction to PDE’s
and Eigenvalue Problems Page 3

Fun Example. Find all solutions u(x, y) to the PDE

ux = 0.

Comment. One crucial regard in which the general solution to a PDE differs from that of an ODE:
the general solution of an ODE involves undetermined constants whereas the general solution of a PDE
involves undetermined functions.

1.2 Summary of CCH Second Order ODE’s.

Consider the second order, homogeneous equation with constant coefficients

ay ′′ + by ′ + cy = 0

with corresponding characteristic equation ar2 + br + c = 0.

The general solution to a differential equation is a form that every solution takes (if it exists). A set
of fundamental solutions is a collection of linearly independent solutions that build the general solution
through linear combinations.

Roots Set of Fundamental Solutions The General Solution

Real, r1 ̸= r2 y1 = er1 x , y2 = er2 x y = c1 er1 x + c2 er2 x

Real, repeated r y1 = erx , y2 = xerx y = c1 erx + c2 xerx

Complex, z = α ± βi y1 = eαx cos(βx), y2 = eαx sin(βx) y = eαx [c1 cos(βx) + c2 sin(βx)]

Imaginary, z = ±βi

Real, opposite sign: r = ±α

 Introduction to PDE’s
and Eigenvalue Problems Page 4

Motivation. Several ordinary differential equations will play an important role in our course. We will solve
them now.

1.3 The First Order Eigenvalue problem.

This is the first order ODE
ϕ′ (x) + λϕ(x) = 0.

• λ: the eigenvalue - this is a number. Later, we will find that the eigenvalues are important numbers
associated with a given PDE. For example, in quantum mechanics, these correspond to energy states.
In the wave equation modeling a plucked guitar string, they correspond to frequencies of vibration.
For now, you may think of λ as a constant and we just want to know what functions have a derivative
that is a constant multiple of the function itself.

• ϕ(x): an eigenfunction is a non-zero solution to the eigenvalue problem

Before solving this (seemingly simple) equation, decide what the solution(s) must look like!

1.4 The Second Order Eigenvalue problem.

This is the second order ODE
ϕ′′ (x) + λϕ(x) = 0.
As before, deduce the solutions before you start.

Case 1. λ = 0
 Introduction to PDE’s
and Eigenvalue Problems Page 5

Case 2. λ > 0

Case 3. λ < 0

Everything you need to know about hyperbolic sine and cosine.

• Definitions. • Even / Odd.

• Derivatives. • Graph, intercepts.

 Introduction to PDE’s
and Eigenvalue Problems Page 6

1.5 Review of the Unit Circle.

We should all know this, but let’s not kid ourselves.

Label the angle θ for each of the points specified on the graph.

Two Crucial Questions.

For what values of θ is sin θ = 0?

For what values of θ is cos θ = 0?