Chapter 12

Boundary-Value Problems in
Rectangular Coordinates

12-1
 Chapter Contents
12.1 Separable Partial Differential Equations
12.2 Classical PDEs and Boundary-Value
Problems
12.3 Heat Equation
12.4 Wave Equation
12.5 Laplace’s Equation
12.6 Nonhomogeneous Boundary-Value
Problems
12.7 Orthogonal Series Expansions
12.8 Higher-Dimensional Problems
12-2
12.1 Separable Partial Differential
Equations

12-3
◼ Linear PDE:
The general form of a linear second-order
PDE is given by

2u 2u 2u u u

A 2 +B +C 2 + D + E + Fu =G
x xy y x y

where A, …,G are functions of x and y. It is

homogeneous if G(x, y) = 0; otherwise, it is
nonhomogeneous.

12-4
Example: (Linear Second-Order PDEs)
The PDEs

 2u  2 u  2u u
+ 2 = 0 and + = xy
x y
2
x y
2

are linear and second-order.

The first is homogeneous, while the second is
nonhomogeneous. ■

12-5
◼ Find Solution by Separation of Variables:
To try solution of the form
u(x, y) = X(x)Y(y)
u
 = X 'Y
x
u
= XY '
y
 2u
= X "Y
x 2

 2u
= XY "
y 2

12-6
Example 1: (Separation of Variables)
 2u u
Find product solutions of =4 .
x 2
y
Solution:
Let u(x, y) = X(x)Y(y), the PDE becomes
X "Y = 4 XY '
X" Y'
 =
4X Y
X" Y'
Let = = −
4X Y
 X " + 4 X = 0 & Y ' +  Y = 0

12-7
Case 1: ( = 0)
 X ” = 0 and Y’ = 0
 The solutions are X = c1 + c2x and Y = c3.
 u = XY = (c1 + c2 x)c3 = A1 + B1x
where A1 = c1c3 , B1 = c2c3.

12-8
Case 2: ( = −2,  > 0)
 X” – 42X = 0 and Y’ − 2Y = 0
 The solutions are
X = c4 cosh 2x + c5 sinh 2x and Y = c6e .
2y

2 y
 u = XY = (c4 cosh 2x + c5 sinh 2x )c6e
2 y 2 y
= A2 e cosh 2x + B2 e sinh 2x
where A2 = c4c6, B2 = c5c6.

12-9
Case 3: ( = 2 ,  > 0)
 X” + 42X = 0 and Y’ + 2Y = 0
 The solutions are
X = c7 cos 2x + c8 sin 2x and Y = c9e .
− 2 y

− 2 y − 2 y
 u = A3e cos 2x + B3e sin 2x
where A3 = c7c9, B3 = c8c9. ■

12-10
Theorem 12.1.1: (Superposition Principle)
If u1, u2, …, uk are solution of a homogeneous
Linear PDE, then the linear combination
u = c1u1 + c2u2 + … + ckuk
where the ci = 1, 2, …, k are constants, is also a
solution.

12-11
Definition 12.1.1: (Classification of Equations)
The PDE
 2u  2u  2u u u
A 2 +B + C 2 + D + E + Fu = 0
x xy y x y
where A, B, C, D, E, and F are real constants,
is said to be hyperbolic if B 2
− 4 AC  0
parabolic if B 2 − 4 AC = 0
elliptic if B 2
− 4 AC  0

12-12
Example 2: (Classifying Linear Second-Order
PDEs)
 2u u
Solution: 1) 3 2 =  A = 3, B = 0, C = 0
x y
 B 2 − 4 AC = 0 : parabolic
 2u  2u
2) 2 = 2  A = 1, B = 0, C = −1
x y
 B 2 − 4 AC  0 : hyperbolic

 2u  2u
3) + 2 = 0  A = 1, B = 0, C = 1
x y
2

 B 2 − 4 AC  0 : elliptic ■

12-13
12.2 Classical PDEs and Boundary-Value
Problems

12-14
◼ Three Typical 2nd-order PDEs:
2u u
k 2 = , k 0
x t
 2
u 2
u
a 2= 2
2

x t
2u 2u
+ 2 =0
x y
2

known as one-dimensional heat equation,

one-dimensional wave equation, and the
two-dimensional form of Laplace’s
equations, respectively.
12-15
◼ Derivation of Heat Equation:
Suppose a thin circular rod of length L has a
cross-sectional area A and coincides with the
x-axis on the interval [0, L], as described below:

12-16
Suppose that:
➢ The flow of heat within the rod takes place
only in the x-direction.
➢ The lateral surface of the rod is insulated, i.e.,
no heat escapes from this surface.
➢ No heat is being generated within the rod.
➢ The rod is homogeneous, i.e., its mass per
unit volume  is a constant.
➢ The specific heat  and thermal conductivity
K of the material of the rod are constants.

12-17
Two empirical laws of heat conduction:
1) The quantity of heat Q in an element of
mass m is
Q = mu =  (Ax )u (2.1)
where u is the temperature of the element.
2) The rate of heat flow Qt through the cross
section is proportional to the area A of the
cross section and the partial derivative with
respect to x of the temperature:
Qt = – K Aux. (2.2)

12-18
From (2.2), heat builds up in the slice at the net rate
− KAu x ( x, t ) − [ − KAu x ( x + x, t )]
= KA[u x ( x + x, t ) − u x ( x, t )]
By differentiating (2.1) w.r.t. t, the net rate is also
given by Qt = Axut
Equating the two expressions
K u x ( x + x, t ) − u x ( x, t )
 = ut
 x
By letting k = K/gr gives the heat equation

ku xx = ut
12-19
12.3 Heat Equation

12-20
Example: Solve the following heat equation:
 2u u
k 2= , 0 x L , t0
x t
u (0, t ) = 0 , u ( L, t ) = 0 , t  0

u ( x, 0) = f ( x ) , 0  x  L

12-21
Solution: 1) Using u(x, t) = X(x)T(t) and - as
the separation constant
X  T 
 = = −
X kT
 X  + X = 0 and T  + kT = 0
 X ( x ) = c1 + c2 x, =0
X ( x ) = c1 cosh x + c2 sinh x,  = −2  0
X ( x ) = c1 cos x + c2 sin x,  = 2  0
T (t ) = ce − kt

12-22
2) The boundary conditions yield
u(0, t) = X(0)T(t) = 0 and u(L, t) = X(L)T(t) = 0.
 X(0) = X(L) = 0
 X  + X = 0, X (0) = 0, X ( L) = 0
 X ( x ) = 0, if  = 0
X ( x ) = 0 if  = −2  0

12-23
3) To find a nontrivial solution, it remains the
case of  = 2  0 . The general solution is
X ( x ) = c1 cos x + c2 sin x
The boundary conditions yield c1 = 0 and
 = n/L, n = 1, 2, 3, ….
 n = n2 = (n/L)2, n = 1, 2, 3, … and the
corresponding solutions are
n
X n ( x ) = c2 n sin x, n = 1, 2, 3, ...
L
 Tn = c3n e − k ( n 2 2 / L2 ) t

 un = X n ( x )Tn (t ) = An e − k ( n  / L )t sin n x
2 2 2

L
where An = c2nc3n.
12-24
 The superposition principle implies that
 
n
u ( x, t ) =  un =  Ane − k ( n 2 2 / L2 ) t
sin x
n =1 n =1 L
satisfies the heat equation and the B.C.

4) To satisfy the I.C. u(x, 0) = f (x), 0 < x < L


n
 u ( x, 0) = f ( x) =  An sin x
n =1 L
2 L n
 An = 0 f ( x) sin x d x
L L
2 L n  n
 u(x, t) =   f (x)sin xdx e−k(n22 /L2 )t
sin x
L n=1  0 L  L
12-25
5) e.g., u(x, 0) = f (x) = 100, L = , and k = 1,
200   1 − ( −1) n  − n2t
 u ( x, t ) =    e sin nx ■
 n =1  n 

12-26
12.4 Wave Equation

12-27
Example: Solve the following wave equation
 2
u  2
u
a 2
= , 0 x L , t0
x 2
t 2

u (0, t ) = 0 , u ( L, t ) = 0 , t0

u
u ( x , 0) = f ( x ) , = g ( x ), 0  x  L
t t =0

12-28
Solution: 1) Assume u(x, t) = X(x)T(t)
X  T 
 = 2 = −
X aT
 X  + X = 0 and T  + a 2T = 0
From the B.C., X has nontrivial solution
only for the case of  = 2 > 0,  > 0. Thus,
in the following, we only consider this case.

12-29
2) X  + X = 0 and  = 2 > 0
 X = c1 cos  x + c2 sin  x
X(0) = 0 and X(L) = 0
 c1= 0 and c2 sin L = 0.
  = n/L, n = 1, 2, 3, …
n
  n = n  / L & X ( x ) = c2 sin x, n = 1, 2, 3, ...
2 2 2

L
na na
 T (t ) = c3 cos t + c4 sin t
L L
Let An = c2c3, Bn = c2c4,
 na na  n
 un =  An cos t + Bn sin t  sin x
 L L  L

12-30
 The superposition principle implies that

 na na  n
u(x, t) =   An cos t + Bn sin t  sin x
n=1  L L  L
satisfies both the PDE and the B.C.

3) To satisfy the I.C. u(x, 0) = f (x), 0 < x < L


n
 u ( x, 0) = f ( x) =  An sin x
n =1 L
2 L n
 An =  f (x)sin xdx
L 0 L

12-31
 u
To determine Bn, we use = g(x), 0  x  L
t t=0
u   na na na na  n
 =   − An sin t + Bn cos t  sin x
t n=1  L L L L  L
u 
 na  n
t =0 = g ( x ) =   Bn  sin x
t n =1  L  L
na 2 L n
Bn =  g ( x) sin dx
L L 0 L
2 L n
 Bn = 0 g(x)sin dx
na L

 na na  n
 u(x, t) =  An cos t + Bn sin t  sin x
n=1  L L  L
where An and Bn are given above.
12-32
  na na  n
4) Note that, un =  An cos t + Bn sin t  sin x
 L L  L
 na  n
= Cn sin  t + n  sin x
 L  L
An Bn
where Cn = An + Bn , sin n = , cos n =
2 2

Cn Cn
is called standing waves or normal modes.

12-33
5) When n = 1, u1(x, t) is called the first
standing wave, the first normal mode or the
fundamental mode of vibration.
The frequency f1 = a/2L of the first normal
mode is called the fundamental frequency
or first harmonic.

12-34
■

12-35
12.5 Laplace’s Equation

12-36
Example: Solve
2u 2u
+ 2 = 0, 0  x  a , 0  y b
x y
2

u u
= 0, = 0, 0  y b
x x=0 x x=a
u(x, 0) = 0, u(x, b) = f (x), 0  x  a

12-37
Solution: 1) With u(x, y) = X(x)Y(y)
X" Y"
 =− = −
X Y
 X " +  X = 0 & Y "−  Y = 0

2) The three homogeneous B.C. implies that

X’(0) = 0, X’(a) = 0, Y(0) = 0.

12-38
3) Now, consider
X  + X = 0, X '(0) = 0, X '(a) = 0
Case of  = 0,
 X = c1, c1  0 is a nontrivial solution.
Case of  = −2 < 0,  > 0,
 No nontrivial solutions.
Case of  = 2 > 0,  > 0
 X = c1 cos x,  = n/a, n = 1, 2, 3, ….
and the corresponding eigenvalues are
n = (n/a)2, n = 1, 2, …

12-39
 By corresponding 0 with n = 0
 The eigenvalues are n = (n/a)2, n = 0, 1, 2, …
and the corresponding eigenfunctions are
n
X = c1 cos x, n = 0, 1, 2, ...
a

4) We now consider Y” – Y = 0 and Y(0) = 0

Case of 0 = 0,
 Y = c4y.
Case of n = (n/a)2, n = 1, 2, …,
 Y = c3 cosh (ny/a) + c4 sinh (ny/a)
 Y = c4 sinh (ny/a) because Y(0) = 0.
12-40
5) The solutions un = XY that satisfy the PDE
and the three homogeneous B.C. are
 u0 = A0 y

 n n
un = An sinh a y cos a x, n = 1, 2, ...
where An = c1c4 for n = 0, 1, 2, ...
By superposition principle,

n n
u(x, y) = A0 y +An sinh y cos x
n=1 a a

12-41
6) To satisfy the final condition u( x, b) = f ( x ), 0  x  a

 n  n
 A0b +   An sinh b  cos x = f ( x )
n =1  a  a
which is a half-range expansion of f in a
Fourier cosine series.
If we let A0b = a0/2 and An sin (nb/a)= an
1 a
 A0 =  f ( x )
ab 0
2 a n
An = 
n 0
f ( x )cos xdx
a
a sin b
a
The solution then derived. ■

12-42
Example: (Dirichlet Problem)
Solve the following Dirichlet Problem
 2 u  2u
+ 2 = 0, 0  x  a, 0  y  b
x y
2

u (0, y ) = 0, u (a, y ) = 0
u ( x, 0) = 0, u ( x, b) = f ( x)

12-43
Solution: With the same procedure, it is not
difficult to show that the solution is

n n
u( x, y ) =  An sinh y sin x
n =1 a a
2 a n
where An =
n b 0
f ( x )sin xdx
a
■
a sinh
a

12-44
Example: (Superposition Principle)
The solution of the following BVP
 2 u  2u
+ 2 =0, 0 xa, 0 yb
x y
2

u (0, y ) = F ( y ) , u (a, y ) = G ( y ) , 0  y  b
u ( x, 0) = f ( x) , u ( x, b) = g ( x) , 0  x  a
can be divided into two problems, each of
which has homogeneous B.C. on parallel
boundaries. Details are given below:

12-45
1) It is easy to show that the solution of the BVP
is given by u = u1 + u2 , where u1 and u2 are
solutions of the following two problems.
 2u1  2u1
Problem 1: 2 + 2 = 0, 0  x  a, 0 yb
x y
u1 (0, y ) = 0, u1 (a, y ) = 0, 0 yb
u1 ( x, 0) = f ( x), u1 ( x, b) = g ( x), 0  x  a

 2u 2  2 u 2
Problem 2: 2 + 2 = 0, 0  x  a, 0 yb
x y
u2 (0, y ) = F ( y ), u2 (a, y ) = G ( y ), 0  y  b
u2 ( x, 0) = 0, u2 ( x, b) = 0, 0 xa
12-46
12-47
2) u1 and u2 can be shown to be as follows:
 n n
 n

u1 ( x, y ) =  An cosh y + Bn sinh y sin x
n =1 a a a

 n n
 n

u2 ( x, y ) =  Cn cosh x + Dn sinh x sin y
n =1 b b b
2 a n
where An = 0 f ( x )sin xdx
a a
1  2 a n n 
n  a 0
Bn = g ( x )sin xdx − An cosh b 
sinh b a a 
a
2 b n
Cn =  F ( y )sin ydy
b 0 b
1  2 b n n 
Dn = 
n  b 0 G ( y )sin ydy − Cn cosh a  ■
b b 
sinh a
b
12-48
12.6 Nonhomogeneous Boundary-Value
Problems

12-49
◼ A typical nonhomogeneous BVP for the heat
equation is
 2u u
k 2 + F ( x, t ) = , 0  x  L, t  0
x t
u(0, t ) = u0 (t ), u( L, t ) = u1 (t ), t  0
u( x, 0) = f ( x ), 0  x  L

For instance, when heat is generated at a

constant rate r within a rod, the heat equation
takes the form
2u u
k 2 +r =
x t
The PDE is easily shown not to be separable.
12-50
Case 1: (F and the B.C. are Time Independent)
Consider the nonhomogeneous heat equation:
 2u u
k 2 + F ( x ) = , 0  x  L, t  0
x t
u(0, t ) = u0 , u( L, t ) = u1 , t  0
u( x, 0) = f ( x ), 0  x  L

where u0 and u1 are constants.

12-51
Let
u(x, t) = v(x, t) + (x)
Then the problem can be reduced to solve the
following two problems:
Promble 1: k  "+ F ( x ) = 0, (0) = u0 , ( L) = u1
  2 v v
k x 2 = t

Promble 2 : v (0, t ) = 0, v ( L, t ) = 0
v ( x, 0) = f ( x ) − ( x )



12-52
  2u u
Example 1: Solve k 2 + r = , 0  x  L, t  0
x t
subject to u(0, t ) = 0, u(1, t ) = u0 , t  0
u( x, 0) = f ( x ), 0  x  1

Solution: 1) Let u(x, t) = v(x, t) + (x)

 2u  2 v u v

 2 = 2 +  , and =
x x t t
 2v v
 The PDE becomes k 2 + k  + r =
x t
which is homogeneous if (x) is chosen to
satisfy k  "+ r = 0

12-53
2) The solution of k  "+ r = 0 is
r 2
 ( x) = − x + c1x + c 2
2k
The B.C. u (0, t ) = v(0, t ) +  (0) = 0
u (1, t ) = v(1, t ) +  (1) = u0
with v(0, t) = 0 and v(1, t) = 0 implies that
(0) = 0 and (1) = u0
 c2 = 0 and c1 = r/2k + u0.
r 2  r x
  ( x ) = − x +  + u0
2k  2 k 

12-54
3) Finally, the I.C. u(x, 0) = v(x, 0) + (x) = f (x)
 v(x, 0) = f (x) – (x).
 It remains to solve
 2v v
k 2 = , 0  x  1, t  0
x t
v(0, t ) = 0, v(1, t ) = 0, t  0
r 2  r 
v( x, 0) = f ( x) + x −  + u0  x, 0  x  1
2k  2k 

12-55
4) Using the aforementioned procedure, we have

 

v ( x, t ) =  An e − kn 2 2t
sin nx
n =1

 
An = 2   f ( x ) + x −  + u0  x  sin nxdx
1 r 2  r
0
 2k  2k  
 A solution of the original problem is

r 2 r 
u(x, t) =− x + +u0  x +Ae −kn22t
sinnx
 2k 
n
2k n=1

5) Note that,
v ( x, t ) → 0 as t →  : transient solution
u( x, t ) → ( x ) as t →  : steady − state solution ■
12-56
Case 2: (F and the B.C. are Time-Dependent)
Consider
 2u u
k 2 + F ( x, t ) = , 0  x  L, t  0
x t
u(0, t ) = u0 (t ), u( L, t ) = u1 (t ), t  0
u( x, 0) = f ( x ), 0  x  L

12-57
This time we let a solution in the form of
u(x, t) = v(x, t) + (x, t)
 2u  2v  2 u v 
 2 = 2 + 2 and = +
x x x t t t

 The problem becomes

 2v  2 v 
k 2 + k 2 + F ( x, t ) = +
x x t t
v (0, t ) + (0, t ) = u0 (t ), v( L, t ) + ( L, t ) = u1 (t )
v ( x, 0) = f ( x ) − ( x, 0)

12-58
 If the function  is required to satisfy
(0, t ) = u0 (t ), ( L, t ) = u1 (t )
(6.1)
 The B.C. for v(x,t) becomes homogeneous.
Clearly, the function
x (6.2)
 ( x, t ) = u0 (t ) + [u1 (t ) − u0 (t )]
L
satisfies (6.1) and xx = 0.
 u ( x , t ) = v ( x, t ) +  ( x, t )
x
= v ( x, t ) + u0 (t ) + [u1 (t ) − u0 (t )] (6.3)
L

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Under the choice of u(x,t), the problem becomes
  2v v
k x 2 + G ( x, t ) = t , 0  x  L, t  0

 v (0, t ) = 0, v( L, t ) = 0, t  0 (6.4)
 v ( x, 0) = f ( x ) − ( x, 0), 0  x  L


where G(x, t) = F(x, t) – t.

12-60
Strategy for solving (6.4):
Make the assumption that the time-dependent
coefficients vn(t) and Gn(t) can be found so that

n
v ( x, t ) =  vn (t )sin x
n =1 L

n
and G (x, t ) =  Gn (t )sin x
n =1 L
where sin(nx/L), n = 1, … are the eigenfunctions of
X”+ X = 0, X(0) = 0, X(L) = 0
corresponding to the eigenvalues
n = n2 = n22/L2
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Example 2: Solve
 2u u
= , 0  x  1, t  0
x 2
t
u (0, t ) = cos t , u(1, t ) = 0, t  0
u ( x, 0) = 0, 0  x  1

Solution: 1) From Eqs. (6.2) and (6.3), we define

 ( x, t ) = cos t + x[0 − cos t ] = (1 − x) cos t
and u ( x, t ) = v( x, t ) + (1 − x) cos t

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 The problem becomes
 2v v
+ (1 − x) sin t = , 0  x  1, t  0
x 2
t
v(0, t ) = 0, v(1, t ) = 0, t  0
v( x, 0) = x − 1, 0  x  1
for v(x, t).

2) Recall that, the eigenvalues and eigenfunctions of

X +X = 0, X(0) = 0, X(1) = 0
are
n = n2 = n22 and sin nx, n = 1, 2, ….

12-63
3) Assume that the functions v(x, t) and G(x, t) =
(1 – x) sin t can be written in the following
Fourier sine series expressions:

v( x, t ) =  vn (t ) sin nx
n =1

and (1 − x) sin t =  Gn (t ) sin nx
n =1

2 1 2
 Gn (t ) =  (1 − x )sin t sin nxdx = sin t
1 0 n

2
 (1 − x) sin t =  sin t sin nx
n =1 n

12-64
 
4) Since v( x, t ) =  vn (t ) sin nx
n =1

 2v  v 

x 2
= 
n =1
v n ( t )( − n  )sin nx and
2 2
=  vn (t )sin nx
t n =1
The PDE becomes
 
2sin t

n =1
 vn '(t ) + n  vn (t )  sin nx = 
2 2

n =1 n
sin nx

2sin t
 vn '(t ) + n  vn (t ) =
2 2

n
2  n 2 2 sin t − cos t  − n 2 2t
 vn ( t ) =   + Cn e
n  n  +1
4 4


 n 2 2 sin t − cos t − n 2  2t 
 v ( x, t ) =  2 + Cn e  sin nx
n =1  n( n  + 1)
4 4
 12-65
5) To determine Cn:
Since v( x, 0) = x − 1, 0  x  1

 −2 
  
n =1  n( n  + 1)
4 4
+ Cn  sin nx = x − 1

−2 1 −2
 + Cn = 2  ( x − 1)sinnxdx =
n( n  + 1)
4 4 0 n
2 2
 Cn = −
n( n  + 1) n
4 4

2  n  sin t − cos t + e
 2 2 − n 2  2t
e 
− n 2  2t
 v ( x, t ) =   −  sin nx
 n =1  n( n 4 4 + 1) n 

12-66
6) Finally, we have
u ( x, t ) = (1 − x )cos t
2  n 2  2 sin t − cos t + e − n  t e − n  t 
2 2 2 2

+  −  sin nx
 n =1  n ( n  + 1)
4 4
n 
■

12-67
12.7 Orthogonal Series Expansions

12-68
Example 1: (Using Orthogonal Series Expansions)
 2u u
Solve k 2 = , 0  x  1, t  0
x t
u
u (0, t ) = 0, x =1 = − hu (1, t ), h  0, t  0
x
u ( x, 0) = 1, 0  x  1

Solution: 1) Let u(x, t) = X(x)T(t) and - as the

separation constant
 X  + X = 0 , T  + kT = 0, X (0) = 0, X (1) = −hX (1)

12-69
2) Consider
X  + X = 0, X (0) = 0, X (1) + hX (1) = 0 (7.1)
 Nontrivial solutions exist only for
 = 2 > 0,  > 0. (Example 2 of Sec. 11.4)
X  + X = 0  X = c cos x + c sin x.
1 2
X(0) = 0  c1 = 0  X = c2 sin x.
X’(1) + hX(1) = 0

  cos + h sin  = 0 or tan  = − (7.2)
h
which has  roots, denoted by n, n = 1, 2, …
 The eigenvalues are n = n2 and the
corresponding eigenfunctions
X(x) = c2 sin nx, n = 1, 2, ….
12-70
 − k 2n t
3) The solution of T  + kT = 0 is T (t ) = c3e
 un = XT = An e − k 2n t
sin n x

u( x, t ) =  An e − k 2n t
sin n x
n =1

12-71
 

4) u(x, 0) = 1, 0 < x < 1   An sin n x = 1

n =1

Though the series is not a Fourier sine series, it is

An expansion of u(x, 0) = 1 in terms of the
orthogonal functions arising from the Sturm-
Liouville problem (7.1).
 The set of functions {sin nx} is orthogonal w.r.t.
the weight function p(x) = 1.
1
 sin  x dxn
 An = 0
1
 sin  x dx
2
n
0

12-72
 1 1
5) 0 sin n x dx = 0 (1 − cos 2n x ) dx
1
2

2
1 1 
= 1 − sin 2n 
2  2n 
Since sin 2n = 2sin n cos n and, by (7.2), n cos n = − h sin n
1 1
  sin n xdx = ( h + cos2 n )
2
0 2
1
1 1  1
Moreover,  sinn xdx = − cos n x  = (1 − cos n )
0 n  0 n
2h(1 − cos n )
 An =
n ( h + cos2 n )

1 − cos n
 u ( x, t ) = 2h  e − k n 2t
sin n x ■
n =1  n ( h + cos  n )
2

12-73
12.8 Higher-Dimensional Problems

12-74
◼ Heat and Wave Equations in Two Dimensions:
  u  u  u
2 2

Two-dimensional heat equation: k  x 2 + y 2  = t

 
  2
u  2
u   2
u
Two-dimensional wave equation: a  2 + 2  = 2
2

 x y  t

12-75
Example 1: (Temperatures in a Plate)
Find the temperature u(x, y, t) in the plate if
the initial temperature is f (x, y) and if the B.C.
are held at temperature zero for time t > 0.
Solution: 1) The problem is to solve
  2u  2u  u
k  2 + 2  = , 0  x  b, 0  y  c, t  0
 x y  t
subject to u (0, y, t ) = 0, u (b, y, t ) = 0, 0  y  c, t  0
u ( x, 0, t ) = 0, u ( x, c, t ) = 0, 0  x  b, t  0
u ( x, y, 0) = f ( x, y ), 0  x  b, 0  y  c

12-76
2) Let u(x,y,t) = X(x)Y(y)T(t)
X  Y  T 
 k ( X YT + XY T ) = XYT  or =− +
X Y kT
X" Y" T '
Let =− + = −
X Y kT
Y  T 
 X  + X = 0 and Y = kT +  (8.1)
Moreover, we let
Y" T'
= −, +  = −
Y kT
 Y "+ Y = 0, T '+ k ( + )T = 0 (8.2)

12-77
3) Now the homogeneous conditions
u(0, y, t ) = 0, u(b, y, t ) = 0   X (0) = 0, X ( b) = 0

u( x, 0, t ) = 0, u( x, c, t ) = 0   Y (0) = 0, Y ( c) = 0
 We have two problems, one in X and one in Y:
X  + X = 0, X (0) = 0, X (b) = 0
Y  + Y = 0, Y (0) = 0, Y ( c) = 0
 The eigenvalues and eigenfunctions are
m 2 2 m
m = 2 and X m ( x ) = sin x, m = 1, 2, 3, ...
b b
n 2 2 n
n = 2 and Yn ( y ) = sin y, n = 1, 2, 3, ...
c c
12-78
4) The solution for T '+ k ( m +  n )T = 0 are
− k [( m / b )2 +( n / c ) 2 ]t
T (t ) = C5e
− k [( m / b )2 + ( n / c )2 ]t m n
 umn ( x, y, t ) = Amn e sin x sin y
b c
Using superposition principle, we have
 
m m
u(x, y, t) = Amne −k[(m/b)2+(n/c)2 ]t
sin xsin y
m=1 n=1 b c

12-79
5) At t = 0, we have
 
m n
u ( x, y, 0) = f ( x, y ) =  Amn sin x sin y
m =1 n =1 b c
4 c b m n
 Amn = 0 0 f (x, y)sin xsin y dxdy
bc b c
The problem is then solved. ■

12-80