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Chapter 7
Note: This module is prepared from Chapter 7 of the text book (G.F. Simmons, Differential
Equations with Applications and Historical Notes, TMH, 2nd ed., 1991) just to help the students.
The study material is expected to be useful but not exhaustive. For detailed study, the students
are advised to attend the lecture/tutorial classes regularly, and consult the text book.
2
Boundary Value Problems
In this chapter, we shall discuss the solution of some boundary value problems.
y(0, t) = 0, (2)
since the left end of the string is tied at (0, 0) for all the time, and hence it can not have displacement
along the y-axis.
The second condition is
y(, t) = 0 (3)
since the right end of the string is tied at (, t) for all the time, and hence it can not have
displacement along the y-axis.
The third condition is
y
= 0, at t = 0, (4)
t
since the string is in rest at t = 0.
The fourth condition is
Once the string is released from the initial shape y(x, 0) = f (x), we are interested to find the
distance or displacement of the string from the x-axis at any time t. It is equivalent to saying that
we are interested to solve (1) for y(x, t) subject to the four conditions (2)-(5).
3
Boundary Value Problems Dr. Suresh Kumar, BITS Pilani 4
where u(x) and v(t) are to be determined. Plugging (6) into (1), we get
u00 (x) 1 v 00 (t)
= 2 = , (7)
u(x) a v(t)
where is some constant. This yields following two equations
Now, let us first solve (8). Later, we shall look for the solution of (9). Considering (6), the condi-
tion y(0, t) = 0 in (2) gives u(0)v(t) = 0 or u(0) = 0. Similarly, y(, t) = 0 in (3) gives u() = 0.
Further, we see that the nature of solution of (8) depends on the values of .
(i) When > 0, the solution reads as u(x) = c1 e x + c2 e x . Using the conditions u(0) = 0
and u() = 0, we get c1 = 0 = c2 , and hence u(x) = 0. This leads to the trivial solution
y(x, t) = u(x)v(t) = 0, which is not of our interest.
(ii) When = 0, the solution reads as u(x) = c1 x + c2 . Again, using the conditions u(0) = 0
and u() = 0, we get c1 = 0 = c2 , which leads to the trivial solution y(x, t) = u(x)v(t) = 0.
(iii) When < 0, say, = n2 , the solution reads as u(x) = c1 sin nx + c2 cos nx. Applying
the condition u(0) = 0, we get c2 = 0. The condition u() = 0 then implies that c1 sin n = 0.
Obviously, for a non-trivial solution we must have c1 6= 0. Then the condition c1 sin n = 0 forces
n to be a positive integer. Thus,
Now, the solution of (9) with = n2 reads as v(t) = c1 sin nat + c2 cos nat. The condition in
(4) leads to u(x)v 0 (0) = 0 or v 0 (0) = 0, which in turn gives c1 = 0. So
is also a solution of (1). To determine bn , we use the fourth condition y(x, 0) = f (x) given in (5).
Then (13) gives
X
f (x) = bn sin nx. (14)
n=1
Notice that the series on right hand side in (14) is the Fourier sine series of f (x) in the interval
[0, ]. So we have
2
Z
bn = f (x) sin nxdx. (15)
0
Hence,
X
y(x, t) = bn sin nx cos nat, (16)
n=1
with bn from (15) is the solution of (1) subject to the four conditions (2)-(5).
2w 1 w
2
= 2 , (17)
x a t
where a is some positive constant. The heat equation is subjected to the following three conditions.
The first condition is
w(0, t) = 0, (18)
since the left end of the rod is kept at zero temperature for all t.
The second condition is
w(, t) = 0 (19)
since the right end of the rod is kept at zero temperature for all t.
The third condition is
Having known the temperature of the rod at t = 0, we are interested to find the temperature
of the rod at any time t. It is equivalent to saying that we are interested to solve (17) for w(x, t)
subject to the three conditions (18)-(20).
Boundary Value Problems Dr. Suresh Kumar, BITS Pilani 6
is also a solution of (17). To determine bn , we use the third condition w(x, 0) = f (x) given in (20).
Then (28) gives
X
f (x) = bn sin nx. (29)
n=1
Notice that the series on right hand side in (29) is the Fourier sine series of f (x) in the interval
[0, ]. So we have
2
Z
bn = f (x) sin nxdx. (30)
0
Hence,
2 a2 t
X
w(x, t) = bn sin nxen , (31)
n=1
with bn from (30) is the solution of (17) subject to the three conditions (18)-(20).
Boundary Value Problems Dr. Suresh Kumar, BITS Pilani 7
where u(r) and v() are to be determined. Plugging (35) into (33), we get
r2 u00 (r) + ru0 (r) v 00 ()
= = , (36)
u(r) v()
where is some constant. This yields following two equations
v 00 () + v() = 0, (37)
where = n2 ; an , bn are constants such that both the terms on right hand side of (41) do not
vanish together for n = 1, 2, 3, ......
Notice that (40) is a Cauchy-Euler DE with = n2 . So it transforms to
d2 u
2
n2 u = 0, (40)
ds
where r = es . Solution of this equation is
Since we are interested in solutions which are well defined inside the circle r = 1, we discard the
second term rn as it is not finite at r = 0. Thus, the solution of our interest is
a0
is also a solution of (33). Since 2
is also a solution of (33), so
a0 X n
w(r, ) = + r (an cos n + bn sin n), (44)
2 n=1
Notice that the series on right hand side in (45) is the Fourier series of f () in the interval [, ].
So we have
1
Z
an = f () cos nd, (n = 0, 1, 2, ....) (46)
Z
1
bn = f () sin nd, (n = 1, 2, 3, ......). (47)
Boundary Value Problems Dr. Suresh Kumar, BITS Pilani 9
Thus, (44) with an from (46) and bn from (47) is the solution of (33) subject to the condition
(34). Thus, the Dirichlet problem for the unit circle is solved.
Now substituting an from (46) and bn from (47) into (44), we get
"
#
1
Z
1 X n
w(r, ) = f () + r cos n( ) d. (48)
2 n=1
known as the Poission integral. It expresses the value of the harmonic function w(r, ) at all points
inside the circle r = 1 in terms of its values on the circumference of the circle. In particular, at
r = 0, we have
Z
1
w(0, ) = f ()d, (50)
2
which shows that the value of the harmonic function w at the center of the circle is the average of
its values on the circumference.
and
where neither both c1 and c2 nor both d1 and d2 are zero, is called a SLBVP. We see that y = 0 is
trivial solution of (51). The values of for which (51) has non-trivial solutions, are known as its
eigen values while the corresponding non-trivial solutions are known as eigen functions.
Ex. 0.4.1. Find eigen values and eigen functions of the SLBVP
y 00 + y = 0, y(0) = 0, y() = 0.
In other words, any two distinct eigen functions ym and yn of the SLBVP are orthogonal with
respect to the weight function q(x). Let us prove this result.
Since ym and yn are eigen functions corresponding to the eigen values m and n , we have
0 0
(pym ) + (m q + r)ym = 0 (54)
and
Moving the first two terms on right hand side, and then integrating from a to b, we have
Z b Z b Z b
0 0 0 0
(m n ) qym yn dx = ym (pyn ) dx yn (pym ) dx
a a a
Z b Z b
0 b 0 0 0
= [ym (pyn )]a b
ym (pyn )dx [yn (pym )]a + yn0 (pym
0
)dx
a a
= p(b)[ym (b)yn0 (b) yn (b)ym
0
(b)] p(a)[ym (a)yn0 (a) yn (a)ym
0
(a)]
= p(b)W (b) p(a)W (a)
Notice that the eigen functions ym and yn are particular solutions of the SLBVP given by (51),
(52) and (52). So we have
0
c1 ym (a) + c2 ym (a) = 0, (58)
0
d1 ym (b) + d2 ym (b) = 0, (60)
Now by the given, c1 and c2 are not zero together. So the homogeneous system given by (58) and
(59) has a non-trivial solution. It follows that ym (a)yn0 (a) yn (a)ym0
(a) = W (a) must be zero.
0 0
Likewise, (60) and (61) lead to ym (b)yn (b) yn (b)ym (b) = W (b) = 0. So (57) becomes
Z b
(m n ) qym yn dx = 0. (62)
a
Also, m 6= n . So we get
Z b
qym yn dx = 0, (63)
a
Remark 0.4.1. The orthogonality property of eigen functions can be used to write a given function
as the series expansion of eigen functions.