Chapter 2

General concepts in partial

differential equations

Differential calculus was developed independently by Newton (1642-1727)

and Leibniz (1646-1716). Both mathematicians employed equations in a dif-
ferential form in their work but the term "differential equations" is gen-
erally attributed to Leibniz. In the 18th century, the differential equation
was accepted as a powerful tool in the formulation of problems in physics
and mechanics. A number of eminent mathematicians applied differential
equations to formulate and solve problems in a variety of areas including
mechanics, hydrodynamics and astronomy. These scientists and engineers
include Jakob Bernoulli (1654-1705), Johann Bernoulli (1667-1748), Daniel
Bernoulli (1700-1782), Leonhard Euler (1707-1783), J ean d' Alembert (171 7-
1783), Joseph Lagrange (1736-1813) and Pierre Simon de Laplace (1749-
1827). Although the applications dominated the development of differential
equations, questions pertaining to existence of a solution was assured only by
physical intuition. Augustin Cauchy (1789-1857) obtained the first existence
theorems. These were followed by contributions from J.F. Pfaff (1765-1825),
Joseph Fourier (1768-1830), Simeon Poisson (1781-1840) and Carl Jacobi
(1804-1851). Modern advances in the theory and applications of differential
equations continue with the milestone contributions of Sophus Lie (1842-
1899). After three centuries, the applications of partial differential equations
is so extensive that only a few can master the mathematical developments
and physical applications in their entirety.

A. P. S. Selvadurai, Partial Differential Equations in Mechanics 1

© Springer-Verlag Berlin Heidelberg 2000
72 2. General concepts in partial differential equations

2.1 Fundamental concepts

A partial differential equation establishes a relationship between an unknown

function of several variables and its partial derivatives. This is in contrast
to an ordinary differential equation where the relationship exists between an
unknown function of a single variable and its total derivatives. Consider a
partial differential equation in which the independent variables are denoted
by x, y, z, ... , and the dependent variables are defined by u, v, w, ... , etc.
Direct functionality is often written as

U=U(x,y,z) (2.1)

which, in this particular case, designates U as a function of the independent

variables x, y and z. Partial derivatives are often denoted by the simplified
expressions such as

8u 8u 82u
U x =- u y =- U xx = 8x 2
8x 8y

Using the above definitions and (2.1) we can represent a partial differential
equation in the general form

(2.2)

where F is a function of the indicated quantities and at least one partial

derivative exists. For example, the following are partial differential equa-
tions:

82u 82u
8x 2 + 8y2 = 0

au = u + x2 + y2
8x
 2.1 Fundamental concepts 73

2.1.1 The order of a partial differential equation

The order is defined by the highest derivative in the equations.

e.g.

8u_ b 8u=O First - order

8x 8y

82u + 8u = 0 Second - order

8x 2 8y
84u 84u 84u
8x 4 + 28x3dy + 8 y 4 = 0 Fourth - order (2.4)

8 + A(8U)
2
u
8x 2 8x
3 = 0 Second - order

When several inter-dependent partial differential equations are encountered,

"the order" is established by combining all the equations into a single form.

e.g. Find the order of the coupled partial differential equations

8u 8v 8u 8w 8w
-
8x
+8y
- =8z
- U=-
8x
V=-
8y
(2.5)

These equations can be reduced to the form

74 2. General concepts in partial differential equations

(2.6)

Hence the system of equations (2.5) is of the second-order.

2.1.2 The linearity of a partial differential equation

A partial differential equation is said to be linear if it is of the first degree

in the field variable and its partial derivatives. For example,

ßF ßF
is linear (2.7)
ßx ßy
ßF = (ßF)2 is non - linear (2.8)
ßx ßy

A furt her definition of the linearity of a partial differential equation can be

provided by considering an operator equation of the form

L (u) = 0 (2.9)

where the operator L is defined as

ß ß
L= - + y - (2.10)
ßx ßy

Let us assume that the function u admits representations

u = 0: (x, y) + ß (x, y) u = c'"'( (x, y) (2.11)

 2.1 Fundamental concepts 75

where 0:, ß, 'Y are arbitrary functions and cis a constant. It is clear that

L (u) = L (0: + ß) = L (0:) + L (ß) (2.12)

and

L (u) = cL C'Y) . (2.13)

Now consider the non-linear partial differential equation

L*(u)=O (2.14)

where the non-linear operator takes the form

(2.15)

From (2.11) and (2.15) it is evident that

L* (u) = L* (0:) + L* (ß) + 20:ß (2.16)

and

L* (c)') = cL* C'Y) - c)'2 (1 - c) (2.17)

In general, for linear partial differential equations if u (x, y, z, t), v (x, y, z, t) ,

76 2. General concepts in partial differential equations

... ete. are solutions of a linear operator equation ofthe type (2.9), then a lin-
ear eombination of these solutions is also a solution of the same operator
equation.
In the solution of partial differential equations, the property of linearity plays
an important part. Consider for example the first-order equation

8u 8U) 8u ( 8u 8U) 8u ( 8u 8U)

A ( x,y, 8x' 8y 8x +B x,y, 8x' 8y 8y = C x,y, 8x' 8y (2.18)

a) In the ease of (2.18), if the eoeffieients A and Bare eonstants or

functions of the independent variables only, [Le. A = A (x, y), B =
B (x, y)], then the partial differential equation is linear.
b) If the eoeffieients A and B are also functions of the dependent vari-
ables [Le. A = A (x, y, u), B = B (x, y, u)], then the partial differen-
tial equation is quasi-linear.
e) If the eoeffieients A and Bare functions of the first derivatives
[i.e. A = A (x, y, u, 8uj8x, 8uj8y) , B = B (x, y, u, 8uj8x, 8uj8y)],
then the partial differential equation is non-linear.

In general; when the coefficients of an n th-order partial differential equation

depends on (i) the n th-order derivatives, the partial differential equation is
non-linear, (ii) the m th-order derivatives (n > m), the partial differential
equation is quasi-linear. This type of classification or identification of the
eategory of the partial differential equation is important since many ana-
lytieal properties of linear and quasi-linear partial differential equations are
known and, as a general rule, eaeh non-linear partial differential equation
must be eonsidered individually.

2.1.3 Homogeneity of a partial differential equation

A linear partial differential equation is eonsidered to be homogeneous if every

term in the equation eontains either the field variable or one of its deriva-
tives. If we define a linear operator of the form
 2.1 Fundamental concepts 77

Then a linear homogeneous partial differential equation can be written in

the form

L (u) =0 (2.19)

and a linear non-homogeneous equation can be written in the form

L(u) = !(x,y,z,t) (2.20)

where ! (x, y, z, t) is a non-zero function.

2.2 Well-posed problems

In general, there can be infinitely many solutions to partial differential equa-

tions which characterize physical systems. In order to select a single function
that represents the solution to a physical problem, it is necessary to impose
certain auxilliary conditions which are specific to the physical system that
is being modelled. These auxiliary conditions can take two forms, namely
boundary conditions and initial conditions.

2.2.1 Boundary conditions

These are conditions that must be satisfied at the boundary S of the region
V. Consider the operator form of the PDE (2.9). The boundary conditions
which must be imposed on u must be governed by the physical characteris-
tics of the specific problem und er consideration. Some general attributes of
typical boundary conditions are characterized by the following three types
of boundary conditions.

(a) Dirichlet Boundary Condition: u = 9 on x E S

(named after P.G.J. Dirichlet (1805 - 1859)) (2.21)
78 2. General concepts in partial differential equations

(b) Neumann Boundary Condition: au = h on xE S

an
(named after earl Gottfried Neumann (1832 - 1925)) (2.22)

(e) Mixed (or Robin) Condition: Au + J-l ~~ = k on xE S

(named after V.G. Robin (1855 - 1897)) (2.23)

where g, h, k, A and J-l are functions preseribed on S. These boundary eondi-

tions ean also be preseribed on surfaees SI, S2, ... , ete. which form subsets
of S.

Exarnple 2.1

The two-dimensional flow of fluid through a porous granular medium is gov-

erned by Laplaee's equation for an unknown potential ep, i.e.

(2.24)

Figure 2.1: Mixed boundary eonditions for the potential problem

 2.2 Well-posed problems 79

The boundary conditions specified on S (Fig.2.1) can be as folIows:

<P = <PI on x E SI

a<p = 0 on xE S2
an
<P = <P2 on xE S3 (2.25)

a<p = 0 on xE S4
an

Example 2.2

The fiexural or bending defiections w (x, y) of an elastic plate which is sub-

jected to a transverse load p (x, y) is given by

for x E ]]J) (2.26)

where ]]J) is the plate region and D is the "fiexural rigidity" of the plate. The
plate is fixed on apart of the boundary and supported without transverse
movement (Fig.2.2).
80 2. General concepts in partial differential equations

plate
region lIJ)

supported
z,w boundary
Figure 2.2: Mixed boundary conditions for a plate problem.

w=o (882 w2 2
+ v 88xw) = 0 ; on X E SI (2.27)
y 2

8w
w=o -=0· on xE S2 (2.28)
8n '

where v is a material constant.

2.2.2 Initial conditions

Initial conditions are prescribed conditions that must be satisfied throughout

V at the instant when the processes described by the partial differential
equation commences. A typical initial condition can prescribe a combination
of the independent variable and its time derivatives.
 2.2 Well-posed problems 81

Exarnple 2.3

The two-dimensional form of the partial differential equation governing heat

conduction in asolid is given by

(2.29)

The boundary condition governing the problem can be of the form

T (x, y, t) = Tt (x, y) (2.30)

~: (x, y, t) = T; (x, y) (2.31)

The initial condition governing the problem can be of the form

T (x, y, 0) = T o on x E V (2.32)

2.2.3 Well-posed problems

The set of prescribed boundary conditions and initial conditions along with
the coefficient functions and any inhomogeneous terms in the linear par-
tial differential equation constitute the "data" in the problem modelled by
the partial differential equation. The problem is said to be "well-posed" in
the sense of Hadamard (J. Hadamard, 1865-1963) if the solution depends
continuously on the "data" and if small changes in the "data" pro du ce cor-
respondingly small changes in the solution.

The problem itself is said to be "well-posed" if

82 2. General concepts in partial differential equations

a) a solution exists (the purpose of an existence theorem is to estab-

lish conditions und er which, for the "data" prescribed, at least one
solution exists),
b) the solution is unique (the purpose of a uniqueness theorem is to
assure us that if for the prescribed data a solution exists it is unique)
and
c) the solution depends continuously on the "data".

If these conditions are not satisfied the resulting problem is said to be "ill
posed".

2.3 PROBLEM SET 2

2.1 If u(x, y), u(x, t), u(x, y, z), etc., are continuously differentiable and non-
zero functions of the independent variables, classify the following partial
differential equations with respect to order, linearity and homogeneity

ßu
(1' ) - ßu 0
-x-=
ßx ßy

(ii) (:x - :y) u 2 = u~

[Pu 8u 8u
(iii) - - -- = xt U
ßx 2 8t 8x
83u ß3 u
(iv) - - - = sinu
ßx 3 ßxßt 2

(v) (~+~)
ßx 8t
(~
ßx
- ~) ßt
u = xy
 203 PROBLEM SET 2 83

c is a constant

and
02 02 02
\72 = ox2 + oy2 + oz2
202 Classify the following partial differential equations as to order, linearity
and homogeneityo

(i) 02 U _ ). ou + ou = 0
ox 2 ox ox
02 u OU
(ii) ox 2 + 2u oy = 3xy

(1 11
0 0 0
) (04u)
oy4
~ + 3 oxoy
02 u
+ xu =
0

2 OUOU
(iv) U +3 -- -
oxoy
6 = 0

(v) (Ou)2 _ ou =0
ox oy
02 U 02 u
(vi) sin2 (xy) ox 2 - 3 cos (xy) oxoy = 0

203 Obtain the partial differential equations, for which the general solutions
take the forms

=f
(i) u(x, y) (x + y)
(ii) u(x, y) = f (x 2 + y2)
(iii) u(x, y) = f + ct) + 9 (x - ct)
(x
(iv) u(x, y) = f (x + y3) + 9 (x _ y3)
(v) u(x,y) = f (x + y'y) + 9 (x - 0])
84 2. General concepts in partial differential equations

(vi) u(x, y) = f (x 2 + xy + y2)

where 0 represent the arguments of the functions fand g.
2.4 Find the value of A in the partial differential equation

8 2u _ A 8u + 8u = 0
8x 2 8x 8t
such that

u = [cos (x + 2t) + i sin (x + 2t) 1sin x

is a solution of the partial differential equation (i = v=I)
2.5 Obtain the general solution of

by assuming a solution ofthe form u = f(rlx+y) where rl is a constant.

2.6 Assume that the solution of the partial differential equation

admits a representation

u (x, t) = w (x, t) + 'P (x)

Determine the function 'P (x) such that the partial differential equation
is reduced to a homogeneous form.
2.7 Determine the explicit forms of the solution for the following boundary
value problems

with boundary conditions

i. u (x, 0) = x2
 2.3 PROBLEM SET 2 85

11. (~~) y=o = x

8 2u
b) - - =c
8x8y

with boundary conditions

1. U (x, y) = 0 on (x - y) = 0
8u
11. 8x (x, y) = 0 on (x - y) =0

2.8 Use a trial and error technique to obtain polynomial solutions u (x, t) of
degree 2 and 3 in x such that the governing partial differential equation
8 2u 82u
8t 2 8x 2
is satisfied.