Math 19a:

Separation of Variables for Partial Differential Equations

Nicole Ali

Section Handout for 11/14/06

I. Basic Method for Separation of Variables

(1) Given a differential equation for u (t , x ) , assume that the solution has the form
u (t , x ) = A(t )B ( x ) , where A depends only on t and B depends only on x.

(2) Plug A(t )B ( x ) back into the original differential equation. Remember that:

[A(t )B(x )] = A B(x ) = A' (t )B(x )
t t

[A(t )B(x )] = A(t ) B = A(t )B' (x )
x x

(3) Divide both sides of the resulting equation by A(t )B ( x ) , and rearrange so that all
the As are on one side and all the Bs are on the other side.

(4) Set both sides equal to a constant, .

(5) Solve the resulting equation that relates A to , considering different cases for
different values of if necessary.

(6) Solve the equation for B that relates B to , considering the cases
> 0, = 0, < 0 . For each case, apply the boundary conditions to solve for for
the constants.

II. Helpful Facts

d2
The general solution to h = ch has the following form, where and are constants:
dx 2
(1) If c > 0 : h ( x ) = e c ( x ) + e c ( x )
(2) If c = 0 : h ( x ) = + x
(3) ( ) ( )
If c < 0 : h ( x ) = cos c ( x ) + sin c ( x )

Separation of Variables ~ 1
III. A Simple Example

2
Find a function u (t , x ) that is not everywhere zero and obeys u = 4 2 u when
t x

0 x 8 and obeys the boundary conditions u (t ,0) = 0 and u (t ,8) = 0 .
x

Solution: Apply the method of Separation of Variables

(1) Given a differential equation for u (t , x ) , assume that the solution has the form
u (t , x ) = A(t )B ( x ) , where A depends only on t and B depends only on x.

Let u (t , x ) = A(t )B ( x )

(2) Plug A(t )B ( x ) back into the original differential equation. Remember that:

Left Hand Side = u = [A(t )B ( x )] = A' (t )B ( x )
t t
2

Right Hand Side = 4 2 u = 4 [A(t )B ( x )] = 4 [A(t )B' ( x )] = 4 A(t )B" ( x )
x x x x
A' (t )B ( x ) = 4 A(t )B" ( x )

(3) Divide both sides of the resulting equation by A(t )B ( x ) , and rearrange so that all
the As are on one side and all the Bs are on the other side.

A' (t )B ( x ) = 4 A(t )B" ( x )

A' (t )B ( x ) 4 A(t )B" ( x )
=
A(t )B ( x ) A(t )B ( x )
A' (t ) B" ( x )
=4
A(t ) B(x )

(4) Set both sides equal to a constant, .

A' (t ) B" ( x )
=4 =
A(t ) B (x )

Separation of Variables ~ 2
(5) Solve the resulting equation that relates A to , considering different cases for
different values of if necessary.

A' (t )
=
A(t )
A' (t ) = A(t )

Regardless of what is, this is just the differential equation for exponential
growth, so the solution is:

A(t ) = ke t

For simplicities sake, set k = 1 , and absorb the constant into B, for which we
will have to specify the constants anyway.

A(t ) = e t

(6) Solve the equation for B that relates B to , considering the cases
> 0, = 0, < 0 . For each case, apply the boundary conditions to solve for the
constants.

B" ( x )
4 =
B(x )

B" ( x ) = B(x )
4

If > 0 :
B ( x ) = e / 4 ( x ) + e / 4 ( x )
Boundary conditions :

u (t ,0) = 0 B ( x ) = 0 at x = 0 / 4 ( ) / 4 ( ) = 0
x x
u (t ,8) = 0 B (8) = 0 e / 4 (8 ) + e / 4 (8 ) = 0
Solve this system of two equations with two unknowns :
/ 4 ( ) = / 4 ( ) =
/ 4 (8 )
e = e / 4 (8 ) e / 4 (8 ) = e / 4 (8 )

Not possible unless = = 0

Separation of Variables ~ 3
 If = 0 :
B ( x ) = + x
Boundary conditions :

u (t ,0) = 0 B ( x ) = 0 at x = 0 = 0
x x
u (t ,8) = 0 B (8) = 0 + 8 = 0 = 0

If < 0 :
( ) (
B ( x ) = cos / 4 ( x ) + sin / 4 ( x ) )
Boundary conditions :

u (t ,0) = 0 B ( x ) = 0 at x = 0 sin (0 ) + cos(0 ) = 0 = 0
x x
( ) (
u (t ,8) = 0 B (8) = 0 cos / 4 (8) + sin / 4 (8) = 0 )
(
cos / 4 (8) = 0 )
Either = 0, in which case there are no non - zero solutions,
(
or cos / 4 (8) = 0 )

/ 4 (8) = + n
2
n
/4 = +
16 8

Final Answer:
u (t , x ) = A(t )B ( x )
n
where A(t ) = e t and B ( x ) = cos + x , where is any real number, and
16 8
n = 0,1,2,3...

Separation of Variables ~ 4