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CHAPTER 3

APPLICATION OF PARTIAL DIFFERENTIAL


EQUATIONS
In many physical and engineering problems, we always seek a solution of the
differential equations, whether it is ordinary or partial, which satisfies some specified
conditions called the boundary conditions.
Any differential equations together with these boundary conditions is called
boundary value problem.
In this chapter we shall study some of the most important partial differential
equations occurring in engineering applications.
One of the most fundamental common phenomena that are found in nature is the
phenomena of wave motion. When a stone is dropped in to a pound, the surface of water
is disturbed and waves of displacement travel rapidly outward. When a bell or tuning fork
is struck, sound waves are propagated from the source of sound.
Whatever is the nature of wave phenomena, whether it is the displacement of a
tightly stretched string, the deflection of a stretched membrane, the propagation of
currents and potentials along an electrical transmission line, these entities are governed
by a partial differential equation, known as the Wave Equation.
2
2 y
2 y
Variable Separable Solution of the Wave Equation
a
t 2
x 2
y x, t X x .T t
Let
..
(1)
be the solution of the equation
2
2 y
2 y
.. (2)

a
t 2
x 2
Where X x is a function of x alone and T t is a function oft alone.
Then
2 y
2 y
d 2T
d 2x

X
T
and

X
T
,
Where
T

and
X

Satisfy equation (2)


t 2
x 2
dt 2
dx 2

i.e., XT a 2 x T
X T

X a 2T

(3)

The L.H.S of (3) is a function of x alone and the R.H.S is a function of t alone. They are
equal for all values of the independent variable x and t. This is possible only if each is a
constant.

X T

k
X a 2T

, Where k is a constant.

and

X kX 0

.. (4)

T ka 2T 0

.. (5)

The nature of the solution of (4) and (5) depends on the nature of values of k. Hence the
following three cases arise.
Case 1:
k is positive. Let k p 2
Then equation (4) and (5) become
and

Where

p2 X 0

D p a T 0
D

2 2

d
dx

and

d
dt

The solutions of these equations are


and

X Ae px Be px
T Ce pat De pat

Case 2:
k is negative. Let k p 2
Then equation (4) and (5) become

D p X 0
D2 p 2a 2 T 0
2

and

The solutions of these equations are


and

X A cos px B sin px
T C cos pat D sin pat

Case 3:
k 0.

Then equation (4) and (5) become


d2X
0
dx 2
d 2T
and
0
dt 2
The solutions of these equations are
X Ax B
T Ct D

and
Since y x, t X .T is the solution of the wave equation, the three mathematically
possible solutions of the wave equations are

y x, t Ae px Be px Ce pat De pat

and

y x, t A cos px B sin px C cos pat D sin pat


y x, t Ax B Ct D

(6)
. (7)
(8)

Problems:
(1)A uniform string is stretched and fastened to two points l apart. Motion is started
by displacing the string into the form of the curve
3 x
and
(i) y k sin
l

(ii) y kx l x

and then releasing it from this position at time t=0. Find the displacement of the
point of the string at a distance x from one end at time t.
Solution:

fig.1
The displacement y x, t of the point of the string at a distance x from the left end 0 at
time t is given by the equation (fig.1).
2
2 y
2 y

a
(1)
t 2
x 2
Since the ends of the string x=0 and x=l are fixed, they do not undergo any displacement
at any time.
y x, t 0, for t 0
Hence
. (2)
y l , t 0, for t 0
and
. (3)
Since the string is released from rest initially, that is , at t=0, the initial velocity of every
point of the string in the y-direction is zero.
Hence
y
x,0 0,
t

for 0 x l

.. (4)

Since the string is initially displaced in to the form of the curve y f x , the coordinates
x, y x,0 satisfy the equation y f x , where y x,0 is the initial displacement of
the point x in the y-direction.
y x,0 f x , for 0 x l
Hence
. (5)

Where in (i) and in (ii). Conditions (2),(3),(4) and (5) are collectively called boundary
conditions of the problem. We have to get the solution of equation (1), the appropriate
solution, consistent with the vibration of the string is
y x, t A cos px B sin px C cos pat D sin pat
(6)
Where A, B, C, D and p are arbitrary constants that are to be found out by using the
boundary conditions.
Using boundary conditions (2) in (6), we have
A C cos pat D sin pat 0

for all t 0

A0

Using boundary conditions (3) in (6), we have


B sin pl C cos pat D sin pat 0

for all t 0

B sin pl 0
B 0 or sin pl 0
Either
If B=0, the solution becomes y x, t 0, which is meaningless.
sin pl 0
pl n
n
p
l
Where n 0,1,2

Differentiating both sides of (6) partially with respect to t, we have


y
x, t B sin px . pa C sin pat D cos pat
t
n
p
Where
l

(7)

Using boundary conditions (4) in (7), we have


B sin px. pa.D 0 for 0 x l
As B 0 and p 0, we get D 0

Using these values of A, p, D in (6), the solution reduces to


nx
nat
y x, t BC sin

cos

where n 1,2,3

Taking BC=k, Eq.(1) has infinitely many solutions given below.


x
at
y x, t k sin

cos
l
l
2nx
2at
y x, t k sin
cos
l
l
3nx
3at
y x, t k sin
cos
,
l
l

etc.

Since Eq.(1) is linear, a linear combination of the R.H.S members of all the above
solutions is the general solution of Eq.(1).Thus the most general solution of Eq.(1) is

y x, t c n k sin
n 1

nx
nat
cos
l
l

or

y x, t n sin
n 1

nx
nat
cos
l
l

....

(8)
Where n is yet to be found out.
Using boundary conditions (5) in (8), we have

n 1

sin

nx
f x,
l

for 0 x l

(9)

If we can express f(x) in a series comparable with the L.H.S. series of (9), we can get the
values of n .
3 x
(i) f x k sin
l
k
x
3x
3 sin
sin

4
l
l

Using this form of f(x) in (9) and comparing like terms, we get
1

3k
k
, 3 , 2 0 4
4
4

Using these values in (8), the required solution is


3k
x
at k
3x
3at
y x, t

sin

cos

sin

cos

(ii) y kx l x
If we expand f(x) as Fourier half-range sine series in 0, l , that is in the form

n 1

nx
l

sin

it is comparable with the L.H.S series of (9).


l
2
nx
n bn f x sin
dx, by Euler s formula
Thus
l

nx
lx x sin l dx
1

2k
l

2k
2
lx x
l

nx
nx
nx
sin

cos

cos

l l 2x
l 2
l
n 2 2
n 3 3
n

l2
l 3

4kl
n
1 1
3 3
n

0,

if n is even

8kl 2
3 3 , if n is odd
n

Using this value of n in (8), the required solution is


5

y x, t

8kl 2
3

2n 1
n 1

sin

2n 1x cos 2n 1at
l

(2) Solve the one dimensional wave equation


given that y l , t 0, y l , t 0,

2
2 y
2 y

a
t 2
x 2

in l x l , t 0,

y
x,0 0 and y x,0 b l x .
t
l

Solution:
Shifting the origin to the point l ,0 , we get x X l and y Y , Where X , Y
are the coordinates of the point (x, y) with reference to the new system of coordinate
axes. The differential equation in the new system is
2
2 y
2 y
.. (1)

a
0 X 2l , t 0,
t 2
x 2
The boundary conditions become
Y 0, t 0
(2)
Y 2l , t 0
...
(3)
for all t 0.

(4)

and

Y
X ,0 0
t

b
l X , in 0 X l
Y X ,0
b 2l X , in l X 2l
l

.(5)

Since the last boundary condition in the old system is

b
l 1 x, in l x 0
y x,0
b 1 x, in 0 x l
l
The required solution of equation (1) is
Y X ,t

8b
2

n
n 1

sin

x
nX
nat
sin
cos
2
2l
2l

n
Since sin
, When n is an even integer, the solution can be rewritten as
2

8b
1
x
nX
nat
Y X ,t 2
sin
sin
cos
Where 0 X 2l , t 0.
2
2
2l
2l
n 1,3, 5, n

Changing over to the old system of coordinates, the solution becomes

y x, t

Now sin

8b
2

1
x
n
x l cos nat
sin
sin
2
2
2l
2l
n 1, 3, 5 n

n
x l sin n nx
2l
2l
2
n
nx
n
nx
sin
cos
cos
sin
2
2l
2
2l
n
nx
sin
cos
, Since n is odd.
2
2l

The required solution is

8b
1
n
nx
nat
sin 2
cos
cos

2
2
2
2l
2l
n 1,3,5, n

8b
1
nx
nat
y x, t 2
cos
cos
2
2l
2l
n 1, 3,5, n

y x, t

Where

l x l and t 0.

(3) A tightly stretched strings with fixed end points x=0 and x=50 is initially at rest in
its equilibrium position. If it is said to vibrate by giving each point a velocity
x
and
(i) v v0 sin 3
50
x
2x
,
(ii) v v 0 sin cos
50
50
Find the displacement of any point of the string at any subsequent time.
Solution:
The displacement y(x, t) of any point x of the string at any timet is given by
2
2 y
2 y
.. (1)

a
t 2
x 2
We have to solve equation (1) satisfying the following boundary conditions.
y 0, t 0, for t 0
(2)
y 50, t 0, for t 0
.... (3)
y x,0 0, for 0 x 50
(4)
Since the string is in its equilibrium position initially and so the initial displacement of
every point of the string is zero.
y
x,0 f x , for 0 x 50
.... (5)
t
x
f x v0 sin 3
where
For (i) and
50
x
2x
f x v 0 sin
cos
, For (ii)
50
50
The suitable solution of Eq (1), consistent with the vibration of the string, is
y x, t A cos px B sin px C cos pat D sin pat
... (6)
Using boundary conditions (2) in (6), we have
A C cos pat D sin pat 0

for all t 0

A0

Using boundary conditions (3) in (6), we have

B sin 50 p C cos pat D sin pat 0 for all t 0


B 0 or sin 50 p 0
Either

If we assume that B=0, we get a trivial solution.


sin 50 p 0
50 p n

n
50
n 0,1,2
p

Where
Using boundary conditions (4) in (6), we have
B sin px.C 0 for 0 x 50
As B 0, we get C 0

Using these values of A, p, C in (6), the solution reduces to


nx nat
sin
,
50
50
where k BD and n 1,2,3
y x, t k sin

...............(7)

The most general solution of Eq.(1) is


y x, t

n 1

sin

n
nat
cos
50
50

....

(8)
Differentiating both sides of (8) partially with respect to t, we have

y
x, t na .n sin nx cos nat
.
t

n 1

50

50

50

.....

(9)
Using boundary condition (5) in (9), we have

nx
y
na
n sin
v. Since v
x ,0 ,

x
v v 0 sin 3
and
(i)
50
v
x
3x
0 3 sin
sin

4
50
50

nx v 0
x
3x
na
n sin
3 sin
sin

50
4
50
50

n 1 50
Comparing like terms, we get
3v 3a
v
a
na
1 0 ,
3 0 and
n 0, for n 2,4,5,6
50
4 50
4
50
75v0
25v0
1
, 3
and 2 0 4 5
2a
6a
Using these values in (8), the required solution is
75v0
x
x 25v0
3x
3at
y x, t
sin
sin

sin
sin
2a
50
50 6a
50
50
x
2x
v v0 sin
cos
(ii)
50
50
n 1

50

50

v0
3x
x
sin
sin
2
50
50

nx v 0
3x
x
na
n sin
sin
sin .

50
2
50
50

n 1 50
Comparing like terms, we get
v 3a
v
a
na
1 0 ,
3 0 and
n 0, for n 2,4,5,6
50
4 50
4
50
25v0
25v0
1
, 3
and 2 0 4 5
a
3a
Using these values in (8), the required solution is
25v 0
x
at 25v0
3x
3at
y x, t
sin
sin

sin
sin
a
50
50
3a
50
50

(4) A taut string of length 2l , fastened at both ends, is disturbed from its position of
equilibrium by imparting to each of its points an initial velocity of magnitude
k 2lx x 2 . Find the displacement function y x, t .
Solution:
The displacement y(x, t) of any point x of the string at any time t is given by
2
2 y
2 y
a
.. (1)
t 2
x 2
We have to solve equation (1) satisfying the following boundary conditions.
y 0, t 0,
for t 0
(2)
y 2l , t 0,
for t 0
... (3)
y x,0 0,
for 0 x 2l
... (4)
y
x,0 k 2lx x 2 ,
t

0 x 2l

for

(5)

The suitable solution of Eq (1), consistent with the vibration of the string, is
y x, t A cos px B sin px C cos pat D sin pat
(6)
Using boundary conditions (2) in (6), we have
A C cos pat D sin pat 0

for all t 0

A0

Using boundary conditions (3) in (6), we have

B sin 2lp C cos pat D sin pat 0 for all t 0


B 0 or sin 2lp 0
Either

If we assume that B=0, we get a trivial solution.


sin 2lp 0
2lp n

n
2l
n 0,1,2
p

Where
Using boundary conditions (4) in (6), we have
B sin px.C 0 for 0 x 2l
As B 0, we get C 0

Using these values of A, p, C in (6), the solution reduces to


y x, t k sin

nx nat
sin
,
2l
2l

.............(7)

where n 0,1,2,3

The most general solution of Eq.(1) is

y x, t n sin
n 1

n
nat
cos
2l
2l

(8)
Differentiating both sides of (8) partially with respect to t, we have

y
x, t na .n sin nx cos nat
t

n 1

2l

2l

2l

(9)
Using boundary condition (5) in (9), we have
nx
na
n sin
k 2lx x 2 ,
2
l
2
l

n 1

bn sin
n 1

for 0 x 2l

nx
2l

Which is Fourier half-range sine series of k 2lx x 2 . in 0,2l .


Comparing like terms, we get
2l
na
2
nx
. n bn
f x sin dx, by Euler s formula
2l

2l

2
2l

nx
k 2lx x sin 2l dx

2l

2k
2
2lx x
na

nx
nx
nx
sin

cos

cos

2l 2l 2 x
2l 2
2l
n 2 2
n 3 3
n

2l

4l 2

8l 3

32kl
n
1 1
4 4
n a

0,

2l

if n is even

32kl 3
4 4 , if n is odd
n a

Using this value of n in (8), the required solution is


2n 1x cos 2n 1at
64kl 3
1
y x, t
sin

4
4
2l
2l
a n 1 2n 1

ONE DIMENSIONAL HEAT FLOW


VARIABLE SEPARABLE SOLUTIONS OF THE HEAT EQUATION
10

The one dimensional heat flow equation is


u
2u
2 2
....(1)
t
x
Let
u(x ,t) = X(x).T(t)
....(2)
be a solution of Eq.(1), where X(x) is a function of x alone and T(t) is a function of t
u
dT
2u
d2X

XT and
T

alone.
Then

X
T
,
where
and
X

, satisfy
t
dt
x 2
dx 2
Eq.(1).
i.e.,
XT 2 X T
X
T
2
i.e.,
....
X T
(3)
The L.H.S. of (3) is a function of x alone and the R.H.S is a function of t alone.
They are equal for all values of independent variables x and t. This is possible only
if each is a constant.
X
T
2 k,

where k is a constant.
X T

X kX 0

and
...(4)
T k 2T 0
The nature of the solutions of (4) and (5) depends on the nature of the values of k. Hence
the following three cases come into being.
Case 1 : k is positive. Let k p 2 .
Then equations (4) and (5) become
( D 2 p 2 ) X 0 and ( D p 2 2 )T 0, where
D

d
dx

and

d
.
dt

The solutions of these equations are


X C1e px C 2 e px

T C3 e p

and

Case 2 : k is negative. Let k p 2 .


Then equations (4) and (5) become
( D 2 p 2 ) X 0 and ( D p 2 2 )T 0,
The solutions of these equations are
X C1 cos px C 2 sin px

and

T C3 e p

Case 3 : k=0
Then equations (4) and (5) become
dT
d2X
0
0 and
2
dt
dx
The solutions of these equations are
X C1 x C 2

and

T C3

Since u(x , t) = X.T is the solution of Eq.(1), the three mathematically possible solutions
of Eq.(1) are
....
u ( x , t ) ( Ae px Be px )e p t
(6)
2

11

u ( x , t ) ( A cos px B sin px )e p

(7)
u ( x , t ) Ax B
and
(8)
where C1C3 and C 2 C 3 have been taken as A and B.

...
...

PROBLEMS
1. Find the temperature distribution in a homogeneous bar of length which is
insulated laterally, if the ends are kept at zero temperature and if, initially, the
temperature is k at the centre of the bar and falls uniformly to zero at its ends.
Solution:
Figure 4.3 represents the graph of the initial temperature in the bar.

Equation of OA is y
i.e.,

Hence

y 0 x

x and the equation of AB is k 0

2k

2k
( x )

2k
x,
u( x ,0)
2k ( x),

in 0 x

in x
2

The temperature distribution u(x , t) in the bar is given by


2
u
2 u
...(1)

t
t 2
We have to solve Eq.(1) satisfying the following boundary conditions.
u (0 , t ) 0, for all t 0
...
(2)
u ( , t ) 0, for all t 0
...(3)

12

2k
x,
u( x ,0)
2k ( x),

in 0 x

...(4)

in x
2

As u(x , t) has to remain finite when t , the proper solution of Eq.(1) is


......
u ( x , t ) ( A cos px B sin px )e p t
(5)
Using boundary condition (2) in (5), we have
2

A.e p

0,

for all t 0

A= 0
Using boundary condition (3) in (5), we have
2

B sin p .e p

0, for all t 0
B 0 or sin p 0
t

B = 0 leads to a trivial solution.


p n

or

sin p 0
p n, where n 0 , 1 , 2,

Using these values of A and p in (5), it reduces to


2

u ( x , t ) B sin nx e n

(6)

where n 1 , 2 , 3,

Therefore the most general solution of Eq.(1) is

u ( x , t ) Bn sin nx.e n
2

n 1

(7)
Using boundary condition (4) in (7), we have

B
n 1

sin nx f ( x) in (0, ), where

2k
x,
f ( x)
2k ( x),

in 0 x

in x
2

If the Fourier half-range sine series of f ( x) in (0, ) is Bn sin nx, it is comparable


n 1

with

B
n 1

sin nx.

2
Hence Bn bn

2k
2k

0 x sin nx dx ( x) sin nx dx

13

4k
2

x cos nx sin nx


n
n2

cos nx sin nx
( x )


n
n2

8k
n
sin
2 2
2
n
Using this value in (7), the required solution is
8k 1
n
u ( x , t ) 2 2 sin
sin nx.e n t
2
n 1 n
2 2
8k ( 1) n1
u( x , t ) 2
sin( 2n 1) x.e ( 2 n1) t
2
n 1 ( 2n 1)

2. Solve the one dimensional heat flow equation


u
2u
2 2
t
x
satisfying the following boundary conditions.
u
(0 , t ) 0, for all t 0
x
u
( , t ) 0, for all t 0; and
(ii)
x
(iii) u ( x ,0) cos 2 x, 0 x

(i)

Solution:
The appropriate solution of the equation
u
2u
2 2
t
x
satisfying the condition that u when t is
2

u ( x , t ) ( A cos px B sin px )e p

(1)
....

(2)
Differentiating (2) partially w.r.t. x, we have

2 2
u
( x , t ) p ( A sin px B cos px )e p t
x

...

.(3)
Using boundary condition (i) in (3), we have
2

p.B.e p

0,

for all t 0

if p 0, u ( x , t ) A,
B=0
Using boundary condition (ii) in (3), we have

p. A sin p .e p

0,

Either A = 0
A = 0 leads to a trivial solution.
sin p 0
p n

p n,

or

which is meaningless

for all t 0
or sin p 0

where n 0 , 1 , 2,

Using these values of B and p in (2), it reduces to


2

u ( x , t ) A cos nx.e n

..(4)

14

where n 0 , 1 , 2 ,

Therefore the most general solution of Eq.(1) is


u( x , t )

A
n 0

cos nx.e n

..

(5)
Using boundary condition (iii) in (5), we have

A
n 0

cos nx cos 2 x in (0, )

In general, we have to expand the function in the R.H.S. as a Fourier half-range cosine
series in (0, ) so that it may be compared with L.H.S. series.
In this problem, it is not necessary. We can rewrite cos 2 x as

1
(1 cos 2 x), so
2

that comparison is possible.

Thus

n 0

cos nx

1 1
cos 2 x
2 2

Comparing like terms, we have


A0

1
1
, A2 , A1 A3 A4 0
2
2

Using these values in (5), the required solution is


u( x , t)

2
1 1
cos 2 x e 4 t
2 2

u
2u
2 2 satisfying the following conditions.
t
x
when
t

(i) u is finite
.

3. Solve the equation

(ii)

u
0 when x = 0, for all values of t.
x

(iii) u = 0 when x = l, for all values of t.


(iv) u u 0 when t = 0, for 0 < x < l.
Solution:
We have to solve the equation
u
2u
2 2
t
x
satisfying the following boundary conditions.
(2)

u
(0, t ) 0,
x

u(l , t) = 0,

u ( x , 0) u 0

for all t 0
for all t 0

for 0 < x < l.

(1)

....(3)
...

(4)
Since u is finite when t , the proper solution of Eq.(1) is
2

u ( x , t ) ( A cos px B sin px )e p

.......

(5)
Differentiating (5) partially w.r.t. x, we have
15

2 2
u
( x , t ) p ( A sin px B cos px)e p t
x

...

.(6)
Using boundary condition (ii) in (6), we have
2

p.B.e p

0,

for all t 0

if

B=0

p 0, u ( x, t ) A,

which is meaningless

Using boundary condition (iii) in (5), we have


2

A cos pl.e p

for all t 0
Either A = 0 or cos pl 0

0,

A = 0 leads to a trivial solution.


cos pl 0

pl an odd multiple of

pl

(2n 1)
,
2l

or (2n 1)
2
2

where n 0 , 1 , 2, .

Using these values of B and p in (5), it reduces to


u ( x , t ) A cos .

( 2n 1)x ( 2 n 1) 2 2 2t
.e
2l

4l 2

..

..(7)

where n 1 , 2 , 3 , .

Therefore the most general solution of Eq.(1) is

( 2n 1)x ( 2 n1) t

u ( x , t ) A2 n 1 cos .
n 1

2l

.e

4l 2

..

..(8)
Using boundary condition (iv) in (8), we have

(2n 1)x

A
n 1

2 n 1

cos .

2l

u 0 in (0, l )

.(9)
The series in the L.H.S of (9) is not in the form of the Fourier half-range cosine series of

a0
nx
a n cos
any function in (0 , l), that is,
. Hence, to find A2 n 1, we proceed as
2 n 1
l
in the derivation of Eulers formula for the Fourier coefficients.
(2n 1)x
Multiplying both sides of (9) by cos
and integrating w.r.t. x between 0
2l
and l, we get

16

(2n 1)x
( 2n 1)x
A2 n 1 cos
dx u 0 cos
dx
2l
2l
0
0
l

All other int egrals in the L.H .S . vanish

( 2n 1)x

(2n 1)
l

( 2n 1)x
sin

1
2l
A2 n 1 . x
u0

2
(2n 1)
2l

0
0
1
2l
( 2n 1)
A2 n 1 . u 0 .
sin
2
( 2n 1)
2
4u 0
A2 n 1
( 1) n 1
( 2n 1)
Using this value in (8), the required solution is
4u o ( 1) n 1
( 2n 1)x ( 2 n 1)2 2 2t
u ( x, t )
cos .
.e

n 1 (2n 1)
2l

sin

4l 2

PROBLEMS ON TEMPERATURE IN A SLAB WITH FACES WITH ZERO


TEMPERATURE
1. Faces of a slab of width c are kept at temperature zero. If the initial temperature
in the slab is f (x) , determine the temperature formula. If f ( x) u 0 , a constant,
u
( x 0 , t ) across any plane x x0 (0 x0 c) and show that no
x
c
heat flows across the central plane x0 , where k 2 is the diffusivity of the
2

find the flux k

substance.
Solution:

Fig.3
Though the slab is a three dimensional solid (Fig.2), it is assumed that the temperature in
it at a given time t depends only on and varies with respect to x, the distance measured
from one face along the width of the slab. Hence the temperature function u(x , t) at any
interior point of the slab is given by

17

2
u
2 u
k
t
x 2

(1)

We have to solve Eq.(1) satisfying the following boundary conditions.


for all t 0
u(0 , t) = 0,
....(2)
for all t 0
u(c , t) = 0,

(3)
u(x , 0) = f (x)
for 0 < x < c
....
(4)
Proceeding as before, the most general solution of Eq.(1) is

u ( x , t ) Bn sin .
n 1

nx n 2 2 k 2t
.e
c

c2

..

..(5)
Using boundary condition (4) in (5), we have

B
n 1

sin .

nx
nx
f ( x ) in (0, c) bn sin
c
c

which is the Fourier half-range sine series of f (x) in (0 , c).


Comparing like terms, we get
c
2
nx
Bn bn

c 0

f ( x ) sin

dx

(6)
Using (6) in (5), the required solution is
u( x , t )

2
nx n 2 2 k 2t
sin.
.e

c n 1
c

c2

f ( ) sin
0

n
d
c

(7)
When f ( x) u 0 , from (6), we get

18

2
nx
Bn u 0 sin dx
c0
c

2u 0

nx
cos
c

2u 0
1 cos n
c
4u 0
, if n is odd

n
0,
if n is even

Therefore the required solution in this case is


4u 0
1
(2n 1)x ( 2 n 1) 2 2 k 2t
sin.
.e

c n 1 2n 1
c
(8)
Differentiating (8) partially w.r.t x,
u(x , t)

4u 0
u
(x ,t)
x
c

cos.
n 1

(2n 1)x ( 2 n 1) 2 2 k 2t
.e
c

c2

c2

Therefore the flux across the plane x x0 is given by


4ku 0
(2n 1)x0 ( 2 n 1) 2 2 k 2t
u
k
( x0 , t )
cos.
.e

x
c n 1
c
Therefore the flux across the central plane x

c
is given by
2

(2n 1) ( 2 n 1) 2 2 k 2t
.e
2
n 1
( 2n 1)
0, sin ce cos
0
2
That is no heat flow across the central plane of the slab.
k

4ku 0
u c
,t
x 2
c

cos.

c2

c2

PROBLEMS WITH NON-ZERO BOUNDARY VALUES (TEMPERATURE OR


TEMPERATURE GRADIENTS)

19

1. A bar AB with insulated sides is initially at temperature 0 0 C throughout.


Heat is suddenly applied at the end x = l at a constant rate A, so that

u
A
x

for x = l, while the end A is not disturbed. Find the subsequent temperature
distribution in the bar.

Solution:
The temperature distribution u(x , t) in the bar is given by the equation.
u
2u
2 2
(1)
t
x
We have to solve Eq.(1) satisfying the following boundary conditions.
for all t 0
u(0 , t) = 0,
....(3)
(2)

u
(l , t ) A,
x

for all t 0

u ( x , 0) 0

for 0 < x < l.

....

(4)
Since condition (3) has a non-zero value on the right side, we adopt the modified
procedure.
u ( x , t ) u1 ( x) u 2 ( x , t )
Let
.
(5)
Where u1 ( x ) is given by
d 2 u1
.
0
dx 2
(6)
and u 2 ( x , t ) is given by
2
u 2
2 u2
.(7)

t
x 2
The boundary conditions for Eq.(6) are
u1 (0) 0
(8)
du1
(l ) A
and
dx
(9)
Solving Eq.(6), we get
u1 ( x) C1 x C 2
(10)
Using boundary condition (8) in (10), we get C 2 0
From (10), we have

...

20

du1
( x ) C1
dx

..

(11)
Using boundary condition (9) in (11), we get C1 A.
u1 ( x) Ax
(12)
The boundary conditions for Eq.(7) are

(13)

(14)

...

u 2 (0 , t ) u (0 , t ) u1 (0) 0,

for all t 0

...

u 2
du
u
(l , t )
(l , t ) 1 (l ) 0,
x
x
dx

for all t 0

...

u 2 ( x ,0) u ( x ,0) u1 ( x) Ax, for 0 < x < l

...

(15)
Proceeding as before, we get the most general solution of Eq.(7) as

( 2n 1) 2 2 2 t
(2n 1)x
u 2 ( x , t ) B2 n 1 sin
exp

2l
4l 2
n 1

(16)
Using boundary condition (15) in (16), we have

B
n 1

2 n 1

sin

...

( 2n 1)x
Ax in (0 , l )
2l

2
(2n 1)x
Ax sin
dx

l 0
2l
l

B2 n 1

(2n 1)x
(2n 1)x
cos
sin

2A

2l
2l
x

2
2
(2n 1)
l
(2n 1)

2l
4l
8 Al
(2n 1)

sin
2
2
2
(2n 1)

8 Al.(1) n
(2n 1) 2 2
Using this value in (16) and then using (12) and (16) in (5), the required solution is

( 2n 1) 2 2 2 t
(2n 1)x

u ( x , t ) B2 n 1 sin
n 1

2l

exp

4l 2

Steady State Heat Flow in Two Dimensions:


21

Variable Separable Solutions of Laplace Equation:


Laplace equation in two dimensional Cartesians is
2u 2u

0
x 2 y 2
u x, y X x .Y y

(1)

Let
(2)
be the solution of the equation (1).
Where X x is a function of x alone and Y y is a function of y alone.
Then
2u
2u
d2X
d2X

X
Y
and

X
Y
,
Where
X

and
Y

Satisfy equation (1)


x 2
y 2
dx 2
dy 2

i.e

X Y XY 0
X Y

X
Y

(3)

The L.H.S of (3) is a function of x alone and the R.H.S is a function of t alone. They are
equal for all values of the independent variable x and t. This is possible only if each is a
constant.
X
Y
k
X
Y
Where k is a constant.
X kX 0
.. (4)
and
Y kY 0
.. (5)
The nature of the solution of (4) and (5) depends on the nature of values of k. Hence the
following three cases arise.
Case 1:
k is positive. Let k p 2
Then equation (4) and (5) become
and

D p Y 0
2

Where

p2 X 0

d
dx

and

d
dY

The solutions of these equations are


and

X Ae px Be px
Y C cos py D sin py

22

Case 2:
k is negative. Let k p 2
Then equation (4) and (5) become

and

p2 X 0

D p Y 0
2

The solutions of these equations are

X A cos px B sin px

and
Y Ce py De py

Case 3:
k 0.
Then equation (4) and (5) become
d2X
0
dx 2
and
d 2Y
0
dy 2

The solutions of these equations are


X Ax B

and

Y Cy D

Since u x, t X x .Y y is the solution of the equation (1), the three mathematically


possible solutions of the equation (1) are
u x, y Ae px Be px C cos py D sin py
(6)
py
py
u x, y A cos px B sin px Ce De
. (7)
u

x
,
y

Ax

Cy

and
(8)
Problems:
(1)A rectangular plane with insulated surface is a cm wide and so long compared to
its width that it may be considered infinite in length without introducing an
appreciable error. If the two long edges x=0 and x=a and the short edge at infinity
are kept at temperature 0 0 C, while the other short edge y=0 is kept at temperature
x
and (ii) T (constant). Find the steady state temperature at any point
(i) u 0 sin 3
a

(x, y) of the plate.


Solution:

23

.
Fig.1
The temperature u x, y at any point (x,y) of the plate in the steady state is given by the
equation..
2u 2u

0
x 2 y 2

(1)

We have to solve equation (1) satisfying the following boundary conditions.


u 0, y 0, for y 0
u a, y 0, for y 0
u x, 0, for 0 x a
u x,0 f x , for 0 x 2l

Where f x u 0 sin 3

(2)
.. (3)
(4)
(5)

x
for i and f x T for ii
a

Three possible solutions of the equation (1) are

u x, y Ae px Be px C cos py D sin py

u x, y A cos px B sin px Ce

and

u x, y Ax B Cy D

py

De

py

(6)
. (7)
(8)

By boundary condition (4), u 0 when y . of the three possible solutions, only


solution (7) can satisfy this condition. Hens we reject the other two solutions.
Rewriting (7), we have

u x, y e py A cos px B sin px C De 2 py

. (9)

Using boundary condition (4) in (9), we have

A cos px B sin px C 0,

for 0 x a

C0

Using boundary conditions (2) in (7), we have


A.D.e py 0

for all y 0

24

Either A 0 or D 0
If we assume that D=0, we get a trivial solution
A=0
Using boundary conditions (3) in (7), we have
B sin pa.De py 0

for all y 0

The assumption that B=o leads to a trivial solution.


sin pa 0
pa n

n
a
n 0,1,2
p

Where
Using these values of A, p, C in (7), the solution reduces to
nx ny a
u x, y sin
e
,
...........(10)
a

where n 0,1,2,3

The most general solution of Eq.(1) is

nx ny a
u x, y n sin
e
a
n 1
Using boundary conditions (5) in (11), we have

n 1

(i)

sin

nx
f x
a

in 0, a

f x u 0 sin 3

x
a

. (11)

(12)

u0
x
3x
sin
3 sin

4
a
a

Using this form of f(x) in (12) and comparing like terms, we get
3u
u
1 0 , 3 0 , and 2 0 4
4
4
Using these values in (11), the required solution is
3u
u
x y
3x 3y a
u x, y 0 sin e a 0 sin
e
4
a
4
a
(ii) f x T in 0, a
Let the Fourier half-range sine series of f(x) in (o, a) be

b
n 1

sin

nx
a

Using this form of f(x) in (12) and comparing like terms, we get
n bn

2
nx
T sin
dx

a0
a
a

25

2T
a

nx
cos

a
n

2T
n

1 1
n

0, if n is even

4T
n , if n is odd

Using this value of n in (11), the required solution is


u x, y

4T

2n 1 sin
n 1

2n 1x exp 2n 1 y
a

(2) An infinitely long metal plate in the form of an area is enclosed between the lines
y 0 and y for positive values of x. The temperature is zero along the edges
y 0 , y and the edge at infinity. If the edge x=0 is kept at temperature ky,
Find the steady state temperature distribution in the plate.
Solution:

Fig.2
The temperature u x, y at any point (x, y) of the plate in the steady state is given by the
equation..
2u 2u

0
x 2 y 2

(1)

We have to solve equation (1) satisfying the following boundary conditions.


u x,0 0, for x 0
(2)
u x, 0, for x 0
.. (3)
u , y 0, for 0 y
(4)
u 0, y ky, for 0 y
(5)
26

Of the three possible solutions of Eq.(1), the solution

u x, y Ae px Be px C cos py D sin py

... (6)

can satisfy the boundary condition (4). Rewriting (6), we have


u x, y e px A Be 2 px C cos py D sin py
. (7)
Using boundary condition (4) in (6), we have
A C cos py D sin py 0,

for 0 y

A0

Using boundary conditions (2) in (6), we have


B.C .e px 0 for all x 0
Either B 0 or C 0

If we assume that B=0, we get a trivial solution


C=0
Using boundary conditions (3) in (6), we have
D sin p .Be py 0 for all x 0
B 0, D 0 or sin p 0

The values B=o and D=0 leads to a trivial solution.


sin p 0
pn
Where n 0,1,2

Using these values of A, p, C in (6), the solution reduces to


u x, y e nx sin ny,
where n 0,1,2,3

. (8)

The most general solution of Eq.(1) is


u x, y

n 1

e nx sin ny

. (9)

Using boundary conditions (5) in (7), we have

n 1

sin ny ky

in 0,

bn sin ny

Which is the Fourier half-range sine series of ky in 0, .Comparing like terms in the
two series, we get.
n bn

2
ky sin ny dy
0

2k cos ny sin ny



y

n
n2

27

2k
1 n 1
n
Using this value of n in (7), the required solution is

u x, y 2 k

1 n 1 e nx sin ny
n

(3) A rectangular plate with insulated surface is 20 cm wide and so long compared to
its width that it may be considered infinite in length without introducing an
appreciable error. If the temperature of the short edge x=0 is given by

for 0 y 10
10 y,
u
10 20 y , for 10 y 20
and the two long edges as well as the other short edge are kept at 0 0 C. Find the
steady state temperature distribution in the plate.
Solution:
The steady state temperature u x, y at any point (x, y) of the plate in the steady state is
given by the equation..
2u 2u

0
x 2 y 2

(1)

We have to solve equation (1) satisfying the following boundary conditions.


u x,0 0, for x 0
u x,20 0, for x 0
u , y 0, for 0 y 20
u 0, y f y , for 0 y 20

(2)
.. (3)
(4)
(5)

where

for 0 y 10
10 y,
f y
10 20 y , for 10 y 20
The most general solution of Eq.(1) is

28

u x, y n e

nx

20

sin

n 1

ny
20

. (6)

Using boundary conditions (5) in (6), we have

n 1

sin

ny
f y
20

in 0,20

bn sin

ny
20

Which is Fourier half-range sine series of f(y) in 0,20


Comparing like terms, we get
.n bn

2
20

10

f x sin
0

y sin
0

20

ny
ny
dy 20 y sin
dy
20
20
10
20

nx
nx

cos
sin
20
20
n
n 2 2

20

20 2

10

ny
ny
sin

cos

20 1
20
n 2 2
n

20

20 2

y
+ 20 y

200
n 400
n 200
n 400
n

cos
2 2 sin
cos
2 2 sin
2 n
2 n
2 n
2
n
800
n
2 2 sin
2
n

nx
dy, by Euler s formula
20

Using this value of n in (6), the required solution is


u x, y

20

10

2n 1y
800 1
exp 2n 1x
sin
2
2
20
20
n 1 2n 1
n 1

(4) A long rectangular plate with insulated surface is 1 cm wide. If the temperature
along one short edge(y=0) is u x,0 k 2lx x 2 . degrees, for 0<x<l, while the two
long edges x=0 and x=l as well as the other short edge are kept at temperature 0 0 C,
Find the steady state temperature function u x, y .
Solution:

29

The steady state temperature u x, y at any point (x, y) of the plate in the steady state is
given by the equation..
2u 2u

0
x 2 y 2

(1)

We have to solve equation (1) satisfying the following boundary conditions.


u 0, y 0,
u a, y 0,
u x, 0,

for y 0
for y 0
for 0 x l

u x,0 k lx x 2 , for 0 x l

(2)
.. (3)
(4)
(5)

The most general solution of Eq.(1) is

u x, y n sin
n 1

nx ny l
.e
l

. (6)

Using boundary condition (5) in (6), we have

n 1

sin

nx
k lx x 2 ,
l

bn sin
n 1

in 0, l

nx
l

Which is Fourier half-range sine series of k 2lx x 2 . in 0, l .


Comparing like terms, we get
n bn

2
nx
f x sin
dx, by Euler s formula

l 0
l
l

2
nx
k lx x 2 sin
dx

l 0
l
l

2k
lx x 2
l

nx
nx
nx
sin

cos

cos

l l 2x
l 2
l
n 2 2
n 3 3
n

l2
l 3

4kl
n
1 1
3 3
n a

30

0,

if n is even

8kl 2
3 3 , if n is odd
n
Using this value of n in (6), the required solution is
u x, t

8kl 2
3

2n 1
n 1

sin

2n 1x exp 2n 1y
l

UNIT 3
PART A
1. Classify the partial differential equation 3u xx 4u xy 3u y 2u x 0.

31

Ans:
Given 3u xx 4u xy 3u y 2u x 0.
A = 3, B = 4, C = 0
B 2 4 AC =16 > 0, Hyperbolic.
2. The ends A and B of a rod of length 10 cm long have their temperature kept at 20 0 C
and 70 0 C. Find the steady state temperature distribution on the rod.
Ans:
When the steady state conditions exists the heat flow equation is
2u
0
x 2
i.e., u ( x) c1 x c2
(1)
The boundary conditions are (a) u(0) = 20, (b) u(10) = 70
Applying (a) in (1), we get
u (0) c2 20
Substitute this value in (1), we get
u ( x) c1 x 20

(2)
Applying (b) in (2), we get
u (10) c110 20 70
c1 5

Substitute this value in (2), we get


u ( x ) 5 x 20

3. Solve the equation 3 x 2 y 0, given that u ( x,0) 4e x by the method of


separation of variables.
Ans:
u

Given 3 x 2 y 0
..(1)
Let
u = X(x).Y(y)
(2)
Be a solution of (1)
u
X Y ,
x

u
XY
y

(3)
Substituting (3) in (1) we get

32

3 X Y 2 XY 0
3 X 2Y

K
X
Y
3 X KX 0, 2Y KY 0
dX
KX ,
dx
dX
3
K dx,
dx
3

Integrating we get

3 log X Kx,
kx
3

dY
KY
dy
dY
2
K dy
dy

2 log Y Ky
ky

X e ,

Y e2
kx

ky

Therefore u = X .Y = e 3 . e 2

4. Write the one dimensional wave equation with initial and boundary conditions in
which the initial position of the string is f (x ) and the initial velocity imparted at each
point x is g (x) .
Ans:
2 y
2 y
The one dimensional wave equation is 2 2 2
t
x
The boundary conditions are
(i) y(0 , t) = 0
(iii) y(x , 0) = f (x )
y ( x,0)
g ( x)
(ii) y(l , t) = 0
(iv)
t
5. What is the basic difference between the solution of one dimensional wave equation
and one dimensional heat equation.
Ans:
Solution of the one dimensional wave equation is of periodic in nature. But
solution of the one dimensional heat equation is not of periodic in nature.
6. In steady state conditions derive the solution of one dimensional heat flow equation.
Ans:
When steady state conditions exist the heat floe equation is independent of time t.

u
0
t

The heat flow equation becomes


2u
0
x 2
7. What are the possible solutions of one dimensional wave equation.
Ans:
y ( x , t ) (C1e px C2 e px ) (C3 e pat C 4 e pat )
y ( x , t ) (C5 cos px C 6 sin px ) (C7 cos pat C8 sin pat )

33

y ( x , t ) (C9 x C10 ) (C11t C12 )


2
2 y
2 y

what does c 2 stand for?


t 2
x 2

8. In the wave equation


Ans:
c2 = T =

Tension
mass

9. State Fourier law of conduction.


Ans:
The rate at which heat flows across an area A at a distance x from one end of a bar
given by
u
Q KA

K is thermal conductivity and

means the temperature gradient at x.


x

2
10. What is the constant a 2 in the wave equation utt a u xx .
Ans:

a2 =

Tension
mass

11. State any two laws which are assumed to derive one dimensional heat equation.
Ans:
(i) The sides of the bar are insulated so that the loss or gain of heat from the sides
by conduction or radiation is negligible.
(ii) The same amount of heat is applied at all points of the face.
12. Classify the PDE u xx xu yy 0.
Ans:
Here A = 1, B = x, C = 0

B 2 4 AC x 2

(i) Elliptic if x > 0


(ii) Parabolic if x = 0
(iii) Hyperbolic if x < 0
13. Classify the PDE
2
2
(a) y u xx 2 xyu xy x u yy 2u x 3u 0.
(b)

y 2u xx u yy u 2 x u y 7 0.

Ans:
(a)

Here A = y 2 , B = -2xy, C = x 2

B 2 4 AC 4 x 2 y 2 4 x 2 y 2 0

Parabolic

34

(b)

Here A = y 2 , B = 0, C = 1.

B 2 4 AC 4 y 2 0.

Elliptic.

14. An insulated rod of length 60 cm has its ends at A and B maintained at 30 0 C and
40 0 C respectively. Find the steady state solution.
Ans:
The heat flow equation is
u
2 y
2 2

t
x
(1)
When the steady state condition exist the heat flow equation becomes
2u
0
x 2
i.e., u ( x) c1 x c2
(2)
The boundary conditions are (a) u(0) = 30, (b) u(l) = 40
Applying (a) in (2), we get
u (0) c2 30
Substitute this value in (2), we get
u ( x) c1 x 30

(3)
Applying (b) in (3), we get
u (10) c1l 30 40
c1

40
l

Substitute this value in (3), we get


u ( x)

40 x
x 30
l

15. Solve using separation of variables method yu x xu y 0.


Ans:
yu x xu y 0.
Given
(1)
Let
u = X(x).Y(y)
(2)
Be a solution of (1)
u
X Y ,
x

u
XY
y

..
.

(3)
Substituting (3) in (1) we get

35

y. X Y x. XY 0
X Y

K
xX
yY
X KxX , Y KyY
dX
dY
KxX ,
KyY
dx
dy
dX
dY
Kx dx,
Ky dy
X
Y

Integrating we get
x2
log X k k1 ,
2
X c1e

kx 2
2

log Y k
Y c2 e

Therefore u = X .Y = c c e 2 ( x
1 2

y2
k2
2

ky 2
2

y2 )

PART B
(1) A tightly stretched string with fixed end points x=0 and x l is initially at rest in its
equilibrium position. If it is set vibrating giving each point a velocity x l x . , then
show that
y x, t

8l 3
4a

1
nx
nat
sin
. sin
4
l
l
n 1, 3, 5 n

(2) A rectangular plate is bounded by lines x=0, y=0, x=a, y=b. Its surface are insulated.
The temperature along x=0 and y=o are kept at 0 0 C and others at 100 0 C. Find the
steady state temperature at any point of the plate.
(3)A metal bar 10 cm. long, with insulated sides has its ends A and B kept at 20 0 C and
40 0 C respectively until steady state conditions prevail. The temperature at A is then
suddenly raised to 50 0 C and at the same instant that at B is lowered to 10 0 C. Find the
subsequent temperature at any point of the bar at any time.
(4) A tightly stretched string of length l has its ends fastened at x=0, x l . The midpoint of the string is mean taken to height b and then released from rest in that position.
Find the lateral displacement of a point of the string at timet from the instant of release.
(5)If a square plate is bounded by the lines x a and y a and three of its edges are
kept at temperature 0 0 C, while the temperature along the edge y=a is kept at
u x a, a x a, Find the steady state temperature in the plate.
(6)A uniform string is stretched and fastened to two points l apart. Motion is started by
displacing the string into the form of the curve
3 x
and
(i) y k sin
l

36

(ii) y kx l x
and then releasing it from this position at time t=0. Find the displacement of the point of
the string at a distance x from one end at time t.
(7) A long rectangular plate with insulated surface is 1 cm wide. If the temperature along
one short edge(y=0) is u x,0 k 2lx x 2 . degrees, for 0 x l , while the two long
edges x=0 and x=l as well as the other short edge are kept at temperature 0 0 C, Find the
steady state temperature function u x, y .
(8)Find the temperature distribution in a homogeneous bar of length which is
insulated laterally, if the ends are kept at zero temperature and if, initially, the temperature
is k at the centre of the bar and falls uniformly to zero at its ends.
(9) solve the one dimensional wave equation
given that y l , t 0, y l , t 0,

2
2 y
2 y

a
t 2
x 2

in l x l , t 0,

y
x,0 0 and y x,0 b l x .
t
l

(10) A rectangular plate with insulated surface is 20 cm wide and so long compared to its
width that it may be considered infinite in length without introducing an appreciable
error. If the temperature of the short edge x=0 is given by

for 0 y 10
10 y,
u
10 20 y , for 10 y 20
and the two long edges as well as the other short edge are kept at 0 0 C. Find the steady
state temperature distribution in the plate.
(11) Solve the one dimensional heat flow equation
u
2u
2 2
t
x
Satisfying the following boundary conditions.
u
0, t 0, for all t 0
x
u
, t 0, for all t 0
(ii)
x
(iii) u x,0 cos 2 x, for 0 x

(i)

(12)A rectangular plane with insulated surface is a cm wide and so long compared to its
width that it may be considered infinite in length without introducing an appreciable

37

error. If the two long edges x=0 and x=a and the short edge at infinity are kept at
temperature 0 0 C, while the other short edge y=0 is kept at temperature
3 x
and (ii) T (constant). Find the steady state temperature at any point
(i) u 0 sin
a

(x, y) of the plate.


(13) A tightly stretched strings with fixed end points x=0 and x=50 is initially at rest in its
equilibrium position. If it is said to vibrate by giving each point a velocity
3 x
and
(i) v v0 sin
50
x
2x
,
(ii) v v 0 sin cos
50
50
Find the displacement of any point of the string at any subsequent time.

(14) An infinitely long metal plate in the form of an area is enclosed between the lines
y 0 and y for positive values of x. The temperature is zero along the edges
y 0 , y and the edge at infinity. If the edge x=0 is kept at temperature ky,
Find the steady state temperature distribution in the plate.
(15) A taut string of length 2l , fastened at both ends, is disturbed from its position of
equilibrium by imparting to each of its points an initial velocity of magnitude
k 2lx x 2 . Find the displacement function y x, t

38