Engineering Analysis Assistant prof. / Dr. Rafi’ M.S.

Al-Ne’aimi 1

Chapter 3
Partial Differential Equations (PDEs)
3.1 Introduction
PDE is an equation that contains partial derivatives of unknown function with
respect to two or more independent variables.

Examples:

𝜕𝑢 𝜕𝑢
𝟏. + = 𝑓(𝑥, 𝑦)
𝜕𝑥 𝜕𝑦
𝜕2𝑢 2
𝜕2𝑢
𝟐. =𝑐 (1D Wave Equation)
𝜕𝑡 2 𝜕𝑥 2
𝜕𝑢 2
𝜕2𝑢
𝟑. =𝑎 (1D Heat Equation)
𝜕𝑡 𝜕𝑥 2
𝜕𝑢 𝜕2𝑢
𝟒. = 𝑐𝑣 (1D Consolidation or Terzaghi Eq. )
𝜕𝑡 𝜕𝑧 2
𝜕2𝑢 2
𝜕2𝑢 𝜕2𝑢
𝟓. = 𝑐 ( 2 + 2) (2D Wave Equation)
𝜕𝑡 2 𝜕𝑥 𝜕𝑦
𝜕2𝑢 𝜕2𝑢
𝟔. + = 𝑓(𝑥, 𝑦) (2D Possion′s Equation)
𝜕𝑥 2 𝜕𝑦 2
𝜕2𝑢 𝜕2𝑢
𝟕. + =0 (2D Laplace Equation)
𝜕𝑥 2 𝜕𝑦 2
𝜕2𝑢 𝜕2𝑢 𝜕2𝑢
𝟖. + + =0 (3D Laplace Equation)
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧 2
𝜕2 𝑢 2 𝜕4 𝑢
𝟗. +𝑐 =0 (Free-transverse vibration of beam)
𝜕𝑡 2 𝜕𝑥 4
𝜕2 𝜃 2 𝜕2 𝜃
𝟏𝟎. +𝑐 =0 (Torsional vibration of rods)
𝜕𝑥 2 𝜕𝑡 2

For simplicity, the following notation may be used:

𝝏𝒖 𝝏𝒖 𝝏𝟐 𝒖 𝝏𝟐 𝒖
= 𝒖𝒙 = 𝒖𝒕 = 𝒖𝒙𝒕 = 𝒖𝒙𝒙
𝝏𝒙 𝝏𝒕 𝝏𝒙 𝝏𝒕 𝝏𝒙𝟐
Chapter 3: Partial Differential Equations PDEs Assistant prof. / Dr. Rafi’ M.S. 2

Linear and Non-Linear PDEs:

 Linear: if there is no product of u (or its derivative) with itself or any of its

derivatives, such as: uxx + utt = x2

 Non-Linear: otherwise, such as: u . uxx + ut = 0

Homogeneous and Non-Homogeneous PDEs:

 Homogeneous: f (x, y) = 0
 Non- Homogeneous: if f (x, y) ≠ 0

Order and Degree:

 Order: is the highest partial derivative with respect to one variable.

 Degree: is the highest exponent of the highest derivative in the equation.

Examples:

1. ut = uxx PDE of 2nd order & 1st degree

2. ut = uxxx + ux2 3rd order & 1st degree
3. ut = uxxt 2nd order & 1st degree
4. ut = uxx2 + ut 2nd order & 2nd degree

3.2 Classification of 2nd. Order PDEs

Consider the following second order linear PDE:

𝐀 𝒖𝒙𝒙 + 𝐁 𝒖𝒙𝒚 + 𝐂 𝒖𝒚𝒚 + 𝐃 𝒖𝒙 + 𝐄 𝒖𝒚 + 𝐅 𝒖 = 𝐆

where, A, B, C, D, E, F are constants or functions of x and y. However, for PDEs

with constant coefficients, three types of behaviour can occur depending on the
following discriminant:

1. PDE is elliptic if : B2 – 4A C < 0 such as Steady-state problems

2. PDE is parabolic if: B2 – 4A C = 0 such as Heat and Diffusion problems
3. PDE is hyperbolic if: B2 – 4A C > 0 such as Wave phenomena
Chapter 3: Partial Differential Equations PDEs Assistant prof. / Dr. Rafi’ M.S. 3

The solution of PDE involving two independent variables is as follows:

Step 1: Separation of variables.

Step 2: Eigen value and Eigen function for the 1st independent variable.
Step 3: Eigen value and Eigen function for the 2nd independent variable.
Step 4: Linear combination of Eigen functions found in Step 2 and Step 3.
Step 5: Use of initial conditions.

Example (1): What is the classification of each of following equations?

𝝏𝟐 𝒖 𝝏𝟐 𝒖
(𝒂) + =0 (2D Laplace Equation)
𝝏𝒙𝟐 𝝏𝒚𝟐
𝝏𝒖 𝟐
𝝏𝟐 𝒖
(𝒃) =𝒂 (1D Heat Equation)
𝝏𝒕 𝝏𝒙𝟐
𝝏𝟐 𝒖 𝟐
𝝏𝟐 𝒖
(𝒄) =𝒄 (1D Wave Equation)
𝝏𝒕𝟐 𝝏𝒙𝟐

Solution:

𝝏𝟐 𝒖 𝝏𝟐 𝒖
(𝒂) + =0
𝝏𝒙𝟐 𝝏𝒚𝟐

A = 1, B = 0, C =1
B2 – 4A C: (0)2 – 4(1)(1) = – 4 < 0 ∴ Laplace equation is elliptic.

𝝏𝟐 𝒖 𝝏𝒖
(𝒃) 𝒂𝟐 − =𝟎
𝝏𝒙𝟐 𝝏𝒕

A = 𝑎2 , B = 0, C = 0
B2 – 4A C: (0)2 – 4(𝑎2 )(0) = 0 = 0 ∴ Heat equation is parabolic.

𝝏𝟐 𝒖 𝝏𝟐 𝒖
(𝒄) 𝒄𝟐 𝟐 − =𝟎
𝝏𝒙 𝝏𝒕𝟐

A = 𝑐 2 , B = 0, C = −1
B2 – 4A C: (0)2 – 4(𝑐 2 )( −1) = 4𝑐 2 > 0 ∴ Wave equation is hyperbolic.
Chapter 3: Partial Differential Equations PDEs Assistant prof. / Dr. Rafi’ M.S. 4

Example (2): Show that: 𝑢 = 𝑥 2 − 𝑦 2 and 𝑢 = 𝑒 𝑥 𝑐𝑜𝑠𝑦

are solutions of Laplace equation?
Solution:

𝜕2𝑢 𝜕2𝑢
+ =0 (2D Laplace Equation)
𝜕𝑥 2 𝜕𝑦 2
𝜕2 𝑢 𝜕2 𝑢
𝒖=𝒙 −𝒚 𝟐 𝟐
→ =2 ; = −2 ; ∴ 2 – 2 = 0 (O.K.)
𝜕𝑥 2 𝜕𝑦 2

𝜕𝑢 𝜕2 𝑢
𝒖 = 𝒆 𝒄𝒐𝒔𝒚 →
𝒙
= 𝑒 𝑐𝑜𝑠𝑦𝑥
; = 𝑒 𝑥 𝑐𝑜𝑠𝑦
𝜕𝑥 𝜕𝑥 2
𝜕𝑢 𝜕2 𝑢
→ = −𝑒 𝑠𝑖𝑛𝑦 𝑥
; = −𝑒𝑥 𝑐𝑜𝑠𝑦
𝜕𝑦 𝜕𝑦 2

𝜕2 𝑢 𝜕2 𝑢
2 + = 𝑒𝑥 𝑐𝑜𝑠𝑦 − 𝑒𝑥 𝑐𝑜𝑠𝑦 = 0 (O.K.)
𝜕𝑥 𝜕𝑦 2

Example (3): Show that: 𝑢 = 𝑥 2 + 𝑡 2 , 𝑢 = 𝑠𝑖𝑛𝑡 sin 𝑥 and 𝑢 = 𝑐𝑜𝑠𝑡 sin 𝑥

are solutions of wave equation for suitable constant (c) value?
Solution:

𝜕2𝑢 2
𝜕2𝑢
=𝑐 (1D Wave Equation)
𝜕𝑡 2 𝜕𝑥 2
𝜕2 𝑢 𝜕2 𝑢
1. 𝒖 = 𝒙𝟐 + 𝒕𝟐 → =2 ; =2
𝜕𝑡 2 𝜕𝑥 2

∴ 2 = c2 (2) → c2 = 1
𝜕𝑢 𝜕2 𝑢
2. 𝒖 = 𝒔𝒊𝒏𝒕 𝐬𝐢𝐧 𝒙 → = 𝑐𝑜𝑠𝑡 𝑠𝑖𝑛𝑥 ; = −𝑠𝑖𝑛𝑡 𝑠𝑖𝑛𝑥
𝜕𝑡 𝜕𝑡 2
𝜕𝑢 𝜕2 𝑢
→ = 𝑠𝑖𝑛𝑡 𝑐𝑜𝑠𝑥 ; = −𝑠𝑖𝑛𝑡 𝑠𝑖𝑛𝑥
𝜕𝑥 𝜕𝑥 2

∴ −𝑠𝑖𝑛𝑡 𝑠𝑖𝑛𝑥 = −𝑐 2 𝑠𝑖𝑛𝑡 𝑠𝑖𝑛𝑥 → c2 = 1

𝜕𝑢 𝜕2 𝑢
3. 𝒖 = 𝒄𝒐𝒔𝒕 𝐬𝐢𝐧 𝒙 → = −𝑠𝑖𝑛𝑡 𝑠𝑖𝑛𝑥 ; = −𝑐𝑜𝑠𝑡 𝑠𝑖𝑛𝑥
𝜕𝑡 𝜕𝑡 2
𝜕𝑢 𝜕2 𝑢
→ = 𝑐𝑜𝑠𝑡 𝑐𝑜𝑠𝑥 ; = −𝑐𝑜𝑠𝑡 𝑠𝑖𝑛𝑥
𝜕𝑥 𝜕𝑥 2

∴ −𝑐𝑜𝑠𝑡 𝑠𝑖𝑛𝑥 = −𝑐 2 𝑐𝑜𝑠 𝑠𝑖𝑛𝑥 → c2 = 1

Chapter 3: Partial Differential Equations PDEs Assistant prof. / Dr. Rafi’ M.S. 5

3.3 The 1-D Wave Equation

The wave equation models vibrations in steel plates, and oscillations along elastic
strings of homogeneous material.

𝝏𝟐 𝒖 𝟐
𝝏𝟐 𝒖
=𝒄
𝝏𝒕𝟐 𝝏𝒙𝟐
where, 𝒄𝟐 = 𝑻/𝝆, T = tensile force, and ρ = density of the string material.

A string of length L is placed along the x-axis and fixed at ends x = 0 and x = L.
The string is stretched to give initial displacement then distorted and at some
instant, it is released to allow it to vibrate.

T T
0 L

The problem is to find the deflection u (x, t) of the string at any point x and at any
time t > 0. The string is perfectly elastic and does not offer any resistance to
bending.

Example (4): A uniform string stretched between two points (0 , 0) and (L , 0)

to give an initial displacement:
𝑥
0 < 𝑥 < 𝐿/2
𝑢(𝑥, 0) = 𝑓(𝑥) = { 𝐿
𝐿−𝑥 <𝑥<𝐿
2
𝝏𝒖
and initial velocity (𝒙, 𝟎) = 𝟎. If 𝑢(0, 𝑡) = 𝑢(𝐿, 𝑡) = 0, find 𝑢(𝑥, 𝑡).
𝝏𝒕

Solution:
𝝏𝟐 𝒖 𝝏𝟐 𝒖
= 𝒄𝟐 …………..……..….……..(1)
𝝏𝒕𝟐 𝝏𝒙𝟐

Step 1: Separation of variables

𝑢𝑡𝑡 = 𝑐 2 𝑢𝑥𝑥

𝑢(𝑥, 𝑡) = 𝑋(𝑥) 𝑇(𝑡) ⇒ 𝑋 𝑇 ′′ = 𝑐 2 𝑋 ′′ 𝑇 (÷ 𝑋 𝑇)

1 𝑇 ′′ 𝑋 ′′
= = 𝜔2 (constant)…………….(2)
𝑐2 𝑇 𝑋

This gives two ODEs in space and time: 𝑿′′ = 𝜔2 𝑿 𝑎𝑛𝑑 𝑻′′ = 𝒄𝟐 𝜔2 𝑻
Chapter 3: Partial Differential Equations PDEs Assistant prof. / Dr. Rafi’ M.S. 6

Step 2: Eigen value / Eigen function for X(x)

𝑿′′ = 𝜔2 𝑿 ⇒ 𝑚 2 = 𝜔2

Case 1: If 𝝎𝟐 > 0 then m = ± ω

𝑿(𝒙) = 𝑨 𝒆𝝎𝒙 + 𝑩 𝒆−𝝎𝒙

Applying the B.Cs.:
𝑋(0) = 0 = 𝐴 + 𝐵 ⇒ 𝐵 = −𝐴 ⇒ 𝑿(𝒙) = 𝑨 𝒆𝝎𝒙 − 𝑨 𝒆−𝝎𝒙
𝑋(𝐿) = 0 = 𝐴 𝑒 𝜔𝐿 − 𝐴 𝑒 −𝜔𝐿 ⇒ 𝑒 𝜔𝐿 = 𝑒 −𝜔𝐿 ⇒ 𝜔 = −𝜔 = 0 ⇒ 𝑿(𝒙) = 𝟎

Case 2: If 𝝎𝟐 = 0 then m2 = 0
𝑿(𝒙) = 𝑨 + 𝑩 𝒙
Applying the B.Cs.: 𝑋(0) = 0 = 𝐴 ⇒ 𝑿(𝒙) = 𝑩 𝒙
𝑋(𝐿) = 0 = 𝐵 𝐿 ⇒ 𝐵=0 ⇒ 𝑿(𝒙) = 𝟎

Case 3: If 𝝎𝟐 < 0 then m2 = − ω2 and m = ± ω i

𝑿(𝒙) = 𝑨 𝒄𝒐𝒔 𝝎𝒙 + 𝑩 𝒔𝒊𝒏 𝝎𝒙
Applying the B.Cs.:
𝑋(0) = 0 = 𝐴 𝑐𝑜𝑠 0 + 𝐵 𝑠𝑖𝑛 0 ⇒ 𝐴=0 ⇒ 𝑿(𝒙) = 𝑩 𝒔𝒊𝒏 𝝎𝒙
𝑋(𝐿) = 0 = 𝐵 𝑠𝑖𝑛 𝜔𝐿 ⇒ 𝐵𝑢𝑡 𝐵 ≠ 0 , ∴ 𝑠𝑖𝑛 𝜔𝐿 = 0
𝑛𝜋
𝜔𝐿 = 𝑛𝜋 ⇒ 𝜔= (Eigen value)
𝐿
𝒏𝝅
𝑿(𝒙) = 𝑩 𝒔𝒊𝒏 𝒙 (Eigen function)
𝑳

Step 3: Eigen function for T(t)

𝑻′′ = 𝒄𝟐 𝝎𝟐 𝑻 ⇒ 𝑚2 = 𝑐 2 𝜔 2
Case 1: 𝝎𝟐 > 0 then 𝒎𝟐 = 𝒄𝟐 𝝎𝟐 ⇒ 𝒎 = ± 𝒄 𝝎 ⇒ 𝑻(𝒕) = 𝑪 𝒆𝒄𝝎𝒕 + 𝑫 𝒆−𝒄𝝎𝒕

Case 2: 𝝎𝟐 = 0 then 𝒎𝟐 = 𝟎 ⇒ 𝑻(𝒕) = 𝑪 + 𝑫 𝒕

Case 3: 𝝎𝟐 < 0 then 𝒎𝟐 = 𝒄𝟐 𝝎𝟐 = −𝒄𝟐 𝝎𝟐 ⇒ 𝒎=±𝒄𝝎𝒊

𝑛𝜋
𝑇(𝑡) = 𝐶 𝑐𝑜𝑠 𝑐𝜔𝑡 + 𝐷 𝑠𝑖𝑛 𝑐𝜔𝑡 where 𝜔= (from step 2)
𝐿
𝒏𝝅𝒄 𝒏𝝅𝒄
𝑻(𝒕) = 𝑪 𝐜𝐨𝐬 𝒕 + 𝑫 𝐬𝐢𝐧 𝒕 (Eigen function)
𝑳 𝑳
Chapter 3: Partial Differential Equations PDEs Assistant prof. / Dr. Rafi’ M.S. 7

Step 4: Linear combination of 𝒖(𝒙, 𝒕) = 𝑿(𝒙) 𝑻(𝒕)

for Cases 1 and 2: 𝑢(𝑥, 𝑡) = 0

𝑛𝜋 𝑛𝜋𝑐 𝑛𝜋𝑐
for Case 3: 𝑢(𝑥, 𝑡) = 𝐵 sin 𝑥 (𝐶 cos 𝑡 + 𝐷 sin 𝑡) , (𝑛 = 1, 2, 3, … )
𝐿 𝐿 𝐿

Thus, the general solution of Eq.(1) is:

𝒏𝝅 𝒏𝝅𝒄 𝒏𝝅𝒄
𝒖(𝒙, 𝒕) = ∑∞
𝒏=𝟏 𝐬𝐢𝐧 𝒙 (𝒂𝒏 𝐜𝐨𝐬 𝒕 + 𝒃𝒏 𝐬𝐢𝐧 𝒕)……..…..….(3)
𝑳 𝑳 𝑳

𝝏𝒖
Step 5: Applying initial conditions 𝒖(𝒙, 𝟎) = 𝒇(𝒙) 𝒂𝒏𝒅 (𝒙, 𝟎) = 𝟎
𝝏𝒕

1. Initial displacement 𝒖(𝒙, 𝟎) = 𝒇(𝒙)

∞ ∞
𝑛𝜋 𝑛𝜋
𝑓(𝑥) = ∑ sin 𝑥 (𝑎𝑛 cos 0 + 𝑏𝑛 sin 0) = ∑ 𝑎𝑛 . sin 𝑥
𝐿 𝐿
𝑛=1 𝑛=1

𝟐 𝑳 𝒏𝝅
𝒂𝒏 = ∫𝟎 𝒇(𝒙) 𝐬𝐢𝐧 𝒙 𝒅𝒙
𝑳 𝑳
𝐿/2 𝐿
2 𝑛𝜋 𝑛𝜋
𝑎𝑛 = [ ∫ 𝑥 sin 𝑥 𝑑𝑥 + ∫ (𝐿 − 𝑥) sin 𝑥 𝑑𝑥 ]
𝐿 0 𝐿 𝐿/2 𝐿
𝐿/2 𝐿
2 −𝐿𝑥 𝑛𝜋 𝐿2 𝑛𝜋 −𝐿2 𝑛𝜋
= {( 𝑐𝑜𝑠 𝑥+ 𝑠𝑖𝑛 𝑥)] +( 𝑐𝑜𝑠 𝑥)] +
𝐿 𝑛𝜋 𝐿 𝑛2 𝜋 2 𝐿 0 𝑛𝜋 𝐿 𝐿/2
𝐿
𝐿𝑥 𝑛𝜋 𝐿2 𝑛𝜋 4𝐿 𝑛𝜋 𝟒𝑳
(𝑛 𝜋 𝑐𝑜𝑠 𝑥−
𝑛2 𝜋2
𝑠𝑖𝑛 𝑥)] } = 𝑛2 𝜋2 𝑠𝑖𝑛 2 = (−𝟏)𝒏−𝟏
𝐿 𝐿 𝐿/2 𝒏 𝟐 𝝅𝟐

𝝏𝒖
u dv
2. Initial velocity (𝒙, 𝟎) = 𝟎 𝑛𝜋
𝝏𝒕 x +
sin 𝑥
𝐿
𝜕𝑢 𝑛𝜋 𝑛𝜋𝑐 𝑛𝜋𝑐 𝑛𝜋𝑐 𝑛𝜋𝑐
= sin 𝑥 (−𝑎𝑛 sin 𝑡 + 𝑏𝑛 cos 𝑡) 1 −𝐿
𝑐𝑜𝑠
𝑛𝜋
𝑥
𝜕𝑡 𝐿 𝐿 𝐿 𝐿 𝐿 − 𝑛 𝜋 𝐿

𝜕𝑢 𝑛𝜋 𝑛𝜋𝑐 𝑛𝜋𝑐 − 𝐿2 𝑛𝜋
(𝑥, 0) = sin 𝑥 (−𝑎𝑛 sin 0 + 𝑏𝑛 cos 0) = 0 0 𝑠𝑖𝑛 𝑥
𝑛2 𝜋 2 𝐿
𝜕𝑡 𝐿 𝐿 𝐿
𝜕𝑢 𝑛𝜋 𝑛𝜋𝑐
(𝑥, 0) = sin 𝑥 (0 + 𝑏𝑛 )=0 ⇒ 𝒃𝒏 = 𝟎
𝜕𝑡 𝐿 𝐿
∞
𝟒𝑳 𝒏𝝅 𝒏𝝅𝒄
∴ 𝒖(𝒙, 𝒕) = ∑ (−𝟏)𝒏−𝟏 𝐬𝐢𝐧 𝒙 𝐜𝐨𝐬 𝒕
𝒏𝟐 𝝅𝟐 𝑳 𝑳
𝒏=𝟏
Chapter 3: Partial Differential Equations PDEs Assistant prof. / Dr. Rafi’ M.S. 8

3.4 The 1-D Heat Flow Equation

The heat equation models the flow of temperature u in a body and a space.

𝝏𝒖 𝟐
𝝏𝟐 𝒖
=𝒂 𝑤ℎ𝑒𝑟𝑒, 𝒂𝟐 = 𝑲/𝒄𝝆
𝝏𝒕 𝝏𝒙𝟐
The constant a2 is the thermal diffusivity. K = thermal conductivity, c = specific
heat, and ρ = density of the material per unit volume.
Consider the temperature in a thin metal bar or wire of homogeneous material,
having length L and constant cross section which is oriented along the x-axis and
is perfectly insulated laterally, so that heat flows in the x-direction only. Then
besides time, u depends only on x. If heat flow does not depend on time, it is called
steady-state heat flow (𝜕𝑢/𝜕𝑡 = 0).

The left end is kept at temperature T1 and right end at temperature T2, and having
initial temperature f(x). The heat distribution between the ends may be
represented by a straight line.
The heat equation is also called the diffusion equation because it also models
chemical diffusion processes of one substance or gas into another.

Example (5): Solve the 1−D heat flow equation, given:

𝑢(0, 𝑡) = 𝑢(𝑙, 𝑡) = 0 𝑡>0 (𝑩𝒐𝒖𝒏𝒅𝒂𝒓𝒚 𝒄𝒐𝒏𝒅𝒊𝒕𝒊𝒐𝒏𝒔)

𝑢(𝑥, 0) = 𝑥 0≤𝑥≤𝑙 (𝑰𝒏𝒊𝒕𝒊𝒂𝒍 𝒄𝒐𝒏𝒅𝒊𝒕𝒊𝒐𝒏𝒔)

Solution:
𝝏𝒖 𝟐
𝝏𝟐 𝒖
=𝒂
𝝏𝒕 𝝏𝒙𝟐

Step 1: Separation of variables

𝑢𝑡 = 𝑎2 𝑢𝑥𝑥

𝑢(𝑥, 𝑡) = 𝑋(𝑥) 𝑇(𝑡) , 𝑢𝑡 = 𝑋 𝑇 ′ 𝑎𝑛𝑑 𝑢𝑥𝑥 = 𝑋 ′′ 𝑇

∴ 𝑋 𝑇 ′ = 𝑎2 𝑋 ′′ 𝑇 (÷ 𝑋 𝑇)
Chapter 3: Partial Differential Equations PDEs Assistant prof. / Dr. Rafi’ M.S. 9

1 𝑇′ 𝑋 ′′
2
= = 𝜔2 (𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡)
𝑎 𝑇 𝑋
This gives two ODEs in space and time: 𝑿′′ = 𝜔2 𝑿 𝑎𝑛𝑑 𝑻′ = 𝒂𝟐 𝜔2 𝑻

Step 2: Eigen value / Eigen function for X(x)

𝑿′′ = 𝜔2 𝑿 ⇒ 𝑚 2 = 𝜔2
Case 1: I𝒇 𝜔2 > 0 then m = ± ω ⇒ 𝑿(𝒙) = 𝑨 𝒆𝝎𝒙 + 𝑩 𝒆−𝝎𝒙
Applying the B.Cs.:
𝑋(0) = 0 = 𝐴 + 𝐵 ⇒ 𝐵 = −𝐴 ⇒ 𝑿(𝒙) = 𝑨 𝒆𝝎𝒙 − 𝑨 𝒆−𝝎𝒙
𝑋(𝑙) = 0 = 𝐴 𝑒 𝜔𝑙 − 𝐴 𝑒 −𝜔𝑙 ⇒ 𝑒 𝜔𝑙 = 𝑒 −𝜔𝑙 ⇒ 𝜔 = −𝜔 = 0
Thus, X(x) = 0 , and u(x, t) = 0

Case 2: I𝒇 𝜔2 = 0 then m2 = 0 ⇒ 𝑿(𝒙) = 𝑨 + 𝑩 𝒙

Applying the B.Cs.:
𝑋(0) = 0 = 𝐴 ⇒ 𝑋(𝑥) = 𝐵 𝑥
𝑋(𝑙) = 0 = 𝐵𝑙 ⇒ 𝐵=0 Thus, X(x) = 0 , and u(x, t) = 0
Case 3: I𝒇 𝜔2 < 0 then m2 = − ω2 and m = ± ω i

𝑿(𝒙) = 𝑨 𝒄𝒐𝒔 𝝎𝒙 + 𝑩 𝒔𝒊𝒏 𝝎𝒙

Applying the B.Cs.:

𝑋(0) = 0 = 𝐴 𝑐𝑜𝑠 0 + 𝐵 𝑠𝑖𝑛 0 ⇒ 𝐴=0 ⇒ 𝑿(𝒙) = 𝑩 𝒔𝒊𝒏 𝝎𝒙
𝑛𝜋
𝑋(𝑙) = 0 = 𝐵 𝑠𝑖𝑛 𝜔𝑙 ⇒ 𝐵 ≠ 0 , 𝑠𝑖𝑛 𝜔𝑙 = 0 ⇒ 𝜔 = (𝐸𝑖𝑔𝑒𝑛 𝑣𝑎𝑙𝑢𝑒)
𝑙
𝒏𝝅
𝑿(𝒙) = 𝑩 𝒔𝒊𝒏 𝒙 (𝐸𝑖𝑔𝑒𝑛 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛)
𝒍
Step 3: Eigen function for T(t)
𝑻′ = 𝒂𝟐 𝝎𝟐 𝑻 ⇒ 𝑚 = 𝑎2 𝜔2
𝟐 𝝎𝟐 𝒕
Case 3: 𝝎𝟐 < 0 then 𝒎 = −𝒂𝟐 𝝎𝟐 ⇒ 𝑇(𝑡) = 𝑨 𝒆−𝒂
𝑛2 𝜋2
𝐵𝑢𝑡 𝜔2 = (𝑓𝑟𝑜𝑚 𝑺𝒕𝒆𝒑 𝟐)
𝑙2
−𝒂𝟐 𝒏𝟐 𝝅𝟐
𝒕
𝑻(𝒕) = 𝑨 𝒆 𝒍𝟐 (𝐸𝑖𝑔𝑒𝑛 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛)
Chapter 3: Partial Differential Equations PDEs Assistant prof. / Dr. Rafi’ M.S. 10

Step 4: Linear combination of 𝒖(𝒙, 𝒕) = 𝑿(𝒙) 𝑻(𝒕)

𝑎𝑛𝜋) 𝑡 2
𝑛𝜋 −(
𝑢(𝑥, 𝑡) = 𝐵 𝑠𝑖𝑛 𝑥 𝐴𝑒 𝑙 (𝑛 = 1, 2, 3, … )
𝑙
∞
𝑎𝑛𝜋)2 𝑡
−( 𝑛𝜋
𝑢(𝑥, 𝑡) = ∑ 𝑏𝑛 𝑒 𝑙 𝑠𝑖𝑛 𝑥
𝑙
𝑛=1

Step 5: Use initial conditions 𝒖(𝒙, 𝟎) = 𝒙

∞
𝑛𝜋
𝑢(𝑥, 0) = ∑ 𝑏𝑛 𝑠𝑖𝑛 𝑥=𝑥
𝑙
𝑛=1

2 𝑙 𝑛𝜋𝑥
𝑏𝑛 = ∫ 𝑥 𝑠𝑖𝑛 𝑑𝑥
𝑙 0 𝑙
𝑙
2 −𝑥𝑙 𝑛𝜋𝑥 𝑙2 𝑛𝜋𝑥
𝑏𝑛 = [ 𝑐𝑜𝑠 + 2 2 𝑠𝑖𝑛 ]
𝑙 𝑛𝜋 𝑙 𝑛 𝜋 𝑙 0

2 − 𝑙 2 𝑐𝑜𝑠 𝑛𝜋 𝑙2 −2 𝑙 (−1)𝑛 2𝑙
𝑏𝑛 = [ + 2 2 𝑠𝑖𝑛 𝑛𝜋 − 0] = = (−1)𝑛+1
𝑙 𝑛𝜋 𝑛 𝜋 𝑛𝜋 𝑛𝜋
∞
𝟐𝒍 −(𝒂𝒏𝝅)𝟐 𝒕 𝒏𝝅
𝒖(𝒙, 𝒕) = ∑ (−𝟏)𝒏+𝟏 𝒆 𝒍 𝒔𝒊𝒏 𝒙
𝒏𝝅 𝒍
𝒏=𝟏

Example (6): A rod of length L is initially at temp. = 0. The temperature at the

right end of the rod is maintained to 200°C, while at its left end is
𝒙
suddenly reduced to 50°C. If 𝒖(𝒙, 𝟎) = 𝒇(𝒙) = 𝟏𝟎𝟎 (𝟏 + )
𝑳
determine the steady state distribution of heat 𝑢(𝑥, 𝑡).
Solution:

The PDE related to this problem is heat Equation

𝝏𝒖 𝝏𝟐 𝒖
= 𝒂𝟐
𝝏𝒕 𝝏𝒙𝟐

Thus, by separation of variables, its general solution is: 200  50 150

m 
𝑢(𝑥, 𝑡) = 𝑋(𝑥) . 𝑇(𝑡) L L
2 𝜔2 𝑡
y  yo  m( x  xo )
𝑢(𝑥, 𝑡) = (𝐴 𝑐𝑜𝑠 𝜔𝑥 + 𝐵 𝑠𝑖𝑛 𝜔𝑥) 𝐴 𝑒 −𝑎 150
y  50  ( x 0)
𝟐 𝝎𝟐 𝒕 L
𝒖(𝒙, 𝒕) = (𝑨𝒏 𝒄𝒐𝒔 𝝎𝒙 + 𝑩𝒏 𝒔𝒊𝒏 𝝎𝒙) 𝒆−𝒂
y   50 
150 
x
 L 
Chapter 3: Partial Differential Equations PDEs Assistant prof. / Dr. Rafi’ M.S. 11

But for steady state, the general solution will be:

𝟐 𝝎𝟐 𝒕  150 
𝒖(𝒙, 𝒕) = (𝑨𝒏 𝒄𝒐𝒔 𝝎𝒙 + 𝑩𝒏 𝒔𝒊𝒏 𝝎𝒙) 𝒆−𝒂 +  50  x
 L 
Applying the B.Cs.:
@ 𝑢(0, 𝑡) = 50
𝟐 𝝎𝟐 𝒕
50 = (𝐴𝑛 𝑐𝑜𝑠 0 + 𝐵𝑛 𝑠𝑖𝑛 0) 𝒆−𝒂 + 50
2 𝜔2 𝑡
𝐴𝑛 𝑒 −𝑎 = 0 ⇒ 𝑨𝒏 = 𝟎

  50 
𝟐 𝝎𝟐 𝒕 150 
𝒖(𝒙, 𝒕) = 𝑩𝒏 𝒔𝒊𝒏 𝝎𝒙 𝒆−𝒂 x
 L 
@ 𝑢(𝐿, 𝑡) = 200

  50 
2 𝜔2 𝑡 150 
200 = 𝐵𝑛 𝑠𝑖𝑛 𝜔𝐿 𝑒 −𝑎 L
 L 
2 𝜔2 𝑡 𝑛𝜋
𝐵𝑛 𝑠𝑖𝑛 𝜔𝐿 𝑒 −𝑎 = 0 ⇒ 𝐵𝑛 ≠ 0 , 𝑠𝑖𝑛 𝜔𝐿 = 0 ⇒ 𝜔𝐿 = 𝑛𝜋 ⇒ 𝜔 =
𝐿
anπ  2
   t
nπ     50  150 x 
 u(x,t)   Bn sin x e L
n1 L  L 
𝑥
@ 𝑢(𝑥, 0) = 𝑓(𝑥) = 100 (1 + )
𝐿


100 1     Bn sin x e0   50  150 x 
x nπ
 
 L  n1 L  L 

100 1    50 
x 150 nπ
x   Bn sin x
 L L n1 L

 50  50 x    B sinnπ x
  
 L  n1 n L
2 𝐿 50  𝑛𝜋𝑥 u dv
𝐵𝑛 = ∫  50  x  𝑠𝑖𝑛 𝑑𝑥
𝐿 0  L  𝐿 nx
x + sin
L
2  L nx 50 L nx  L nx
 50  sin dx   x sin dx 1
− n
cos
L
L  0 L L 0 L 
L 2 nx
0 sin
n22 L
Chapter 3: Partial Differential Equations PDEs Assistant prof. / Dr. Rafi’ M.S. 12

 L
2   50L nx  L 50   xL nx  L 2 nx  
  cos  cos    sin  
L  n L 0 L  n L  n  L  
 0 

2   50L  50L 
Bn   (cosn  1)   cosn  0 ⇒ Bn  .
2 50L 100

L  n   n  L n n

 anπ  2
 100   t
 u(x,t)  
nπ
sin x e  L    50  150 x 
n1 n L  L 

3.5 The Terzaghi’s 1-D Consolidation Equation

Terzaghi’s PDE describes the settlement of a saturated clay layer and dissipation
of the excess pore water pressure with time.
𝝏𝒖 𝝏𝟐 𝒖
= 𝒄𝒗
𝝏𝒕 𝝏𝒛𝟐
where, u = excess pore water pressure in the soil,
t = time of load application,
z = depth of clay layer, and
𝒌
𝒄𝒗 = coeff. of consolidation = ,
𝒎𝒗 𝜸 𝝎
where
k = coeff. of permeability,
𝒎𝒗 = coeff. of volume change, and
𝜸𝝎 = water unit weight.
Chapter 3: Partial Differential Equations PDEs Assistant prof. / Dr. Rafi’ M.S. 13

Example (7): An open clay layer of 2d thickness, if the initial boundary

conditions and initial distribution of excess pore pressure is
constant at 𝑡 = 0 are:

𝑢(0, 𝑡) = 𝑢(2𝑑, 𝑡) = 0 𝑡>0

𝑢(𝑧, 0) = 𝑢0 0 < 𝑧 < 2𝑑

Find the final distribution of excess pore water pressure 𝑢(𝑧, 𝑡).

Solution:

𝝏𝒖 𝝏𝟐 𝒖
= 𝒄𝒗
𝝏𝒕 𝝏𝒛𝟐

Step 1: Separation of variables

𝑢𝑡 = 𝑐𝑣 𝑢𝑧𝑧
𝑢(𝑧, 𝑡) = 𝑍(𝑧) 𝑇(𝑡)
∴ 𝑍 𝑇 ′ = 𝑐𝑣 𝑍 ′′ 𝑇 (÷ 𝑍 𝑇)
1 𝑇′ 𝑍 ′′
= = 𝜌2 (𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡)
𝑐𝑣 𝑇 𝑍
This gives two ODEs in space and time: 𝒁′′ = 𝜌2 𝒁 𝑎𝑛𝑑 𝑻′ = 𝒄𝒗 𝜌2 𝑻

Step 2: Eigen value / Eigen function for Z(z)

𝒁′′ = 𝜌2 𝒁 ⇒ 𝑚2 = 𝜌2

Case 1: I𝒇 𝜌2 > 0 then m2 = 𝜌2 and m = ± 𝝆 ⇒ 𝒁(𝒛) = 𝑨 𝒆𝝆𝒛 + 𝑩 𝒆−𝝆𝒛

Applying the B.Cs.:

𝑍(0) = 0 = 𝐴 + 𝐵 ⇒ 𝐵 = −𝐴 ⇒ 𝑍(𝑧) = 𝐴 𝑒 𝜌𝑧 − 𝐴 𝑒 −𝜌𝑧
𝑍(2𝑑) = 0 = 𝐴 𝑒 𝜌2𝑑 − 𝐴 𝑒 −𝜌2𝑑
𝑒 𝜌2𝑑 = 𝑒 −𝜌2𝑑 ⇒ 𝜌 = −𝜌 = 0 Contradiction u (z, t) = 0

Case 2: I𝒇 𝜌2 = 0 then m2 = 0 ⇒ 𝒁(𝒛) = 𝑨 + 𝑩 𝒛

Applying the B.Cs.:
𝑍(0) = 0 = 𝐴 ⇒ 𝑍(𝑧) = 𝐵 𝑧
𝑍(2𝑑) = 0 = 2𝑑 𝐵 ⇒ 𝐵 = 0 ⇒ 𝑍(𝑧) = 0 Contradiction, u (z, t) = 0
Chapter 3: Partial Differential Equations PDEs Assistant prof. / Dr. Rafi’ M.S. 14

Case 3: I𝒇 𝜌2 < 0 then m2 = −𝜌2 and m = ± 𝝆 i

𝒁(𝒛) = 𝑨 𝒄𝒐𝒔 𝝆𝒛 + 𝑩 𝒔𝒊𝒏 𝝆𝒛
Applying the B.Cs.:
𝑍(0) = 0 = 𝐴 𝑐𝑜𝑠 0 + 𝐵 𝑠𝑖𝑛 0 ⇒ 𝐴=0 ⇒ 𝑍(𝑧) = 𝐵 𝑠𝑖𝑛 𝝆𝑧
𝑍(2𝑑) = 0 = 𝐵 𝑠𝑖𝑛 𝜌2𝑑 ⇒ 𝐵 ≠0, 𝑠𝑖𝑛 𝜌2𝑑 = 0
𝑛𝜋
𝜌2𝑑 = 𝑛𝜋 ⇒ 𝜌= (𝐸𝑖𝑔𝑒𝑛 𝑣𝑎𝑙𝑢𝑒)
2𝑑
𝒏𝝅
∴ 𝒁(𝒛) = 𝑩 𝒔𝒊𝒏 𝒛 (𝐸𝑖𝑔𝑒𝑛 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛)
𝟐𝒅

Step 3: Eigen function for T(t)

𝑻′ = 𝒄𝒗 𝜌2 𝑻 ⇒ 𝑚 = 𝑐𝑣 𝜌2
𝟐
Case 3: 𝜌2 < 0 then 𝒎 = −𝑐𝑣 𝜌2 ⇒ 𝑻(𝒕) = 𝑨 𝒆−𝑪𝒗 𝝆 𝒕

𝑛𝜋 2
𝐵𝑢𝑡 𝜌2 = ( ) (𝑓𝑟𝑜𝑚 𝑺𝒕𝒆𝒑 𝟐)
2𝑑
𝒏𝝅 𝟐
−𝑪𝒗 ( ) 𝒕
𝑻(𝒕) = 𝑨 𝒆 𝟐𝒅 (𝐸𝑖𝑔𝑒𝑛 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛)

Step 4: Linear combination of 𝒖(𝒛, 𝒕) = 𝒁(𝒛) 𝑻(𝒕)

𝑛𝜋 𝑛𝜋 2
−𝐶𝑣 ( ) 𝑡
𝑢(𝑧, 𝑡) = 𝐵 𝑠𝑖𝑛 𝑧 𝐴𝑒 2𝑑 (𝑛 = 1, 2, 3, … )
2𝑑
∞
𝑛𝜋 𝑛𝜋 2
− 𝐶𝑣 ( ) 𝑡
𝑢(𝑧, 𝑡) = ∑ 𝑏𝑛 𝑠𝑖𝑛 𝑧 𝑒 2𝑑
2𝑑
𝑛=1

Step 5: Use initial conditions 𝒖(𝒛, 𝟎) = 𝒖𝟎

∞
𝑛𝜋
𝑢(𝑧, 0) = ∑ 𝑏𝑛 𝑠𝑖𝑛 𝑧 = 𝑢0
2𝑑
𝑛=1

2 2𝑑 𝑛𝜋
𝑏𝑛 = ∫ 𝑢0 𝑠𝑖𝑛 𝑧 𝑑𝑧
2𝑑 0 2𝑑
2𝑑
𝑢0 −2𝑑 𝑛𝜋
𝑏𝑛 = [ 𝑐𝑜𝑠 𝑧]
𝑑 𝑛𝜋 2𝑑 0
Chapter 3: Partial Differential Equations PDEs Assistant prof. / Dr. Rafi’ M.S. 15

−2 𝑢0 −2 𝑢0
𝑏𝑛 = [𝑐𝑜𝑠 𝑛𝜋 − 𝑐𝑜𝑠 0] = [(−1)𝑛 − 1]
𝑛𝜋 𝑛𝜋
2 𝑢0 4 𝑢0
𝑏𝑛 = [1 − (−1)𝑛 ] 𝑓𝑜𝑟 𝑛 = 1, 3, 5, … … … 𝑏𝑛 =
𝑛𝜋 𝑛𝜋
𝑛 = 2, 4, 6, … … … 𝑏𝑛 = 0
∞ 2
4 𝑢0 (2𝑛−1)𝜋 (2𝑛 − 1)𝜋
− 𝐶𝑣 [ ] 𝑡
𝑢(𝑧, 𝑡) = ∑ 𝑒 2𝑑 𝑠𝑖𝑛 𝑧
(2𝑛 − 1)𝜋 2𝑑
𝑛=1

(2𝑛 − 1)𝜋 𝑐𝑣 𝑡
𝐿𝑒𝑡: 𝑀= 𝑎𝑛𝑑 𝑇𝑣 = 2
2 𝑑
𝟐 𝒖𝟎 − 𝑻 𝑴𝟐 𝒕 𝑴
𝑇ℎ𝑒𝑛: 𝒖(𝒛, 𝒕) = 𝒆 𝒗 𝒔𝒊𝒏 𝒛
𝑴 𝒅

3.6 The 2-D Laplace’s Equation

Laplace’s equation, also called potential equation, arises in a large group of
problems that are independent of time and are called steady state problems.

𝝏𝟐 𝒖 𝝏𝟐 𝒖
+ =𝟎
𝝏𝒙𝟐 𝝏𝒚𝟐

An example is the 2-D steady-state heat equation, occurring when ∂u/∂t = 0.

Another example is the 2-D steady flow of an ideal fluid (incompressible,
irrotational and inviscid fluid). The flow of water at low speeds is well
approximated by the flow of an ideal fluid. The problem is to determine the
distribution u (x, y) of a field (e.g., temperature, potential, etc.) over a plane area
subject to certain boundary conditions.

Example (8): Find the steady state temperature distribution u(x, y) in the
uniform slab of metal shown in the figure below, given that the
temperatures on the boundaries are:
𝝏𝟐 𝒖 𝝏𝟐 𝒖
+ =0 0≤𝑥≤1 , 0≤𝑦≤1
𝝏𝒙𝟐 𝝏𝒚𝟐

𝑢(0, 𝑦) = 𝑢(1, 𝑦) = 0 , 0 ≤ 𝑦 ≤ 1

𝑢(𝑥, 0) = 6 sin 5𝜋𝑥 , 𝑢(𝑥, 1) = 0 0≤𝑥≤1

Chapter 3: Partial Differential Equations PDEs Assistant prof. / Dr. Rafi’ M.S. 16

Solution:

Step 1: Separation of variables

𝑢(𝑥, 𝑡) = 𝑋(𝑥) 𝑌(𝑦)
𝑋 ′′ 𝑌 + 𝑋 𝑌 ′′ = 0 (÷ 𝑋 𝑌)
𝑋 ′′ 𝑌 ′′
=− = 𝜔2 (𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡)
𝑋 𝑌
This gives two ODEs in space: 𝑿′′ = 𝜔2 𝑿 𝑎𝑛𝑑 𝒀′′ = − 𝜔2 𝒀

Step 2: Eigen value / Eigen function for X(x)

𝑿′′ = 𝜔2 𝑿 ⇒ 𝑚2 = 𝜔 2

Case 1: If 𝜔2 > 0 then m2 = ω2 and m = ± ω ⇒ 𝑿(𝒙) = 𝑨 𝒆𝝎𝒙 + 𝑩 𝒆−𝝎𝒙

Applying the B.Cs.:
𝑋(0) = 0 = 𝐴 + 𝐵 ⇒ 𝐵 = −𝐴 ⇒ 𝑋(𝑥) = 𝐴 𝑒 𝜔𝑥 − 𝐴 𝑒 −𝜔𝑥
𝑋(1) = 0 = 𝐴 𝑒 𝜔 − 𝐴 𝑒 −𝜔 ⇒ 𝑒 𝜔 = 𝑒 −𝜔 ⇒ 𝜔 = −𝜔 = 0
Contradiction, u (x, y) = 0

Case 2: If 𝜔2 = 0 then m2 = 0 ⇒ 𝑿(𝒙) = 𝑨 + 𝑩 𝒙

Applying the B.Cs.:
𝑋(0) = 0 = 𝐴 ⇒ 𝑋(𝑥) = 𝐵 𝑥
𝑋(1) = 0 = 𝐵 ⇒ 𝑋(𝑥) = 0 Contradiction, u (x, y) = 0

Case 3: If 𝜔2 < 0 then m2 = − ω2 and m = ± ω i

𝑿(𝒙) = 𝑨 𝒄𝒐𝒔 𝝎𝒙 + 𝑩 𝒔𝒊𝒏 𝝎𝒙
Applying the B.Cs.:
𝑋(0) = 0 = 𝐴 𝑐𝑜𝑠 0 + 𝐵 𝑠𝑖𝑛 0 ⇒ 𝑨=𝟎 ⇒ 𝑋(𝑥) = 𝐵 𝑠𝑖𝑛 𝜔𝑥
𝑋(1) = 0 = 𝐵 𝑠𝑖𝑛 𝜔 ⇒ 𝐵 ≠0, 𝑠𝑖𝑛 𝜔 = 0
𝜔 = 𝑛𝜋 (Eigen Value)
𝑿(𝒙) = 𝑩 𝒔𝒊𝒏 𝒏𝝅𝒙 (Eigen function)
Chapter 3: Partial Differential Equations PDEs Assistant prof. / Dr. Rafi’ M.S. 17

Step 3: Eigen function for Y(y)

𝒀′′ = − 𝜔2 𝒀
Case 3: 𝜔2 < 0 then 𝑚2 = −(− 𝜔2 ) = 𝜔2 ⇒ 𝒎 = ±𝝎
𝒀(𝒚) = 𝑪 𝒆𝝎𝒚 + 𝑫 𝒆−𝝎𝒚
Using the following formulas:
𝑒 𝜔𝑦 + 𝑒 −𝜔𝑦 𝑒 𝜔𝑦 − 𝑒 −𝜔𝑦
𝑐𝑜𝑠ℎ 𝜔𝑦 = 𝑎𝑛𝑑 𝑠𝑖𝑛ℎ 𝜔𝑦 =
2 2
𝑤ℎ𝑒𝑟𝑒 𝜔 = 𝑛𝜋 (𝑓𝑟𝑜𝑚 𝑺𝒕𝒆𝒑 𝟐)
𝒀(𝒚) = 𝑪𝟏 𝒄𝒐𝒔𝒉 𝒏𝝅𝒚 + 𝑫𝟏 𝒔𝒊𝒏𝒉 𝒏𝝅𝒚 (Eigen function)

Step 4: Linear combination of 𝒖(𝒙, 𝒚) = 𝑿(𝒙) 𝒀(𝒚)

𝑢(𝑥, 𝑦) = 𝐵 𝑠𝑖𝑛 𝑛𝜋𝑥 (𝐶1 𝑐𝑜𝑠ℎ 𝑛𝜋𝑦 + 𝐷1 𝑠𝑖𝑛ℎ 𝑛𝜋𝑦 ) (𝑛 = 1, 2, 3, … )

∞

𝒖(𝒙, 𝒚) = ∑ (𝒂𝒏 𝒄𝒐𝒔𝒉 𝒏𝝅𝒚 + 𝒃𝒏 𝒔𝒊𝒏𝒉 𝒏𝝅𝒚) 𝒔𝒊𝒏 𝒏𝝅𝒙

𝒏=𝟏

Step 5: Use boundary conditions 𝒖(𝒙, 𝟎) = 𝟔 𝒔𝒊𝒏 𝟓𝝅𝒙 𝒂𝒏𝒅 𝒖(𝒙, 𝟏) = 𝟎

∞

𝒖(𝒙, 𝟎) = 6 𝑠𝑖𝑛 5𝜋𝑥 = ∑ (𝑎𝑛 𝑐𝑜𝑠ℎ 0 + 𝑏𝑛 𝑠𝑖𝑛ℎ 0) 𝑠𝑖𝑛 𝑛𝜋𝑥

𝑛=1
∞

𝑢(𝑥, 0) = 6 𝑠𝑖𝑛 5𝜋𝑥 = ∑ 𝑎𝑛 𝑠𝑖𝑛 𝑛𝜋𝑥

𝑛=1

By equating coefficients: 𝒂𝟓 = 𝟔 𝑎𝑛𝑑 𝒂𝒏 = 𝟎 (for all other n)

∞

𝒖(𝒙, 𝟏) = 0 = ∑ (𝑎𝑛 𝑐𝑜𝑠ℎ 𝑛𝜋 + 𝑏𝑛 𝑠𝑖𝑛ℎ 𝑛𝜋) 𝑠𝑖𝑛 𝑛𝜋𝑥

𝑛=1

For n = 5: 0 = (6 𝑐𝑜𝑠ℎ 5𝜋 + 𝑏5 𝑠𝑖𝑛ℎ 5𝜋) 𝑠𝑖𝑛 5𝜋𝑥

By equating coefficients:
0 = 6 𝑐𝑜𝑠ℎ 5𝜋 + 𝑏5 𝑠𝑖𝑛ℎ 5𝜋 ⇒ 𝒃𝟓 = −𝟔 𝒄𝒐𝒕𝒉 𝟓𝝅
For n ≠ 5: 0 = (0 + 𝑏𝑛 𝑠𝑖𝑛ℎ 𝑛𝜋) 𝑠𝑖𝑛 𝑛𝜋𝑥
𝑏𝑛 𝑠𝑖𝑛ℎ 𝑛𝜋 = 0 ⇒ 𝒃𝒏 = 𝟎
∴ 𝒖(𝒙, 𝒚) = (𝟔 𝒄𝒐𝒔𝒉 𝟓𝝅𝒚 − 𝟔 𝒄𝒐𝒕𝒉 𝟓𝝅 𝒔𝒊𝒏𝒉 𝟓𝝅𝒚) 𝒔𝒊𝒏 𝟓𝝅𝒙
Chapter 3: Partial Differential Equations PDEs Assistant prof. / Dr. Rafi’ M.S. 18

3.7 Solution of PDEs Using Laplace Transforms

Laplace transform can be used to solve PDEs, involving two or more independent
variables. For example, if a function u(x, t) is defined for all t > 0 and assumed
to be bounded we can apply LT in t considering x as a constant.

Example (9): Solve the following D.E. using the Laplace transforms.
𝜕 2 𝑢 𝜕𝑢
= 0<𝑥<2 , 𝑡>0
𝜕𝑥 2 𝜕𝑡
𝑢(0, 𝑡) = 𝑢(2, 𝑡) = 0 𝑡>0
𝑢(𝑥, 0) = 3 sin 2𝜋𝑥 0<𝑥<2

Solution:
Taking the LT in t and applying the initial condition 𝑢(𝑥, 0) = 3 𝑠𝑖𝑛 2𝜋𝑥:
𝜕𝑢
ℒ { } = 𝑠 𝑢(𝑥, 𝑠) − 𝑢(𝑥, 0) = 𝑠 𝑢(𝑥, 𝑠) − 3 sin 2𝜋𝑥
𝜕𝑡
As x is regarded as a constant, then:

𝜕2𝑢 𝜕 2 𝑢(𝑥, 𝑠)
ℒ { 2} =
𝜕𝑥 𝜕𝑥 2

𝜕 2 𝑢(𝑥, 𝑠)
∴ = 𝑠 𝑢(𝑥, 𝑠) − 3 sin 2𝜋𝑥
𝜕𝑥 2

which, is an ODE with x as the only independent variable and s as a parameter.

Using a prime to denote a derivative with respect to x:
𝑢′′ = 𝑠 𝑢 − 3 sin 2𝜋𝑥 ⇒ 𝒖′′ − 𝒔 𝒖 = −𝟑 𝐬𝐢𝐧 𝟐𝝅𝒙
The general solution is: 𝑢𝑐𝑓 = 𝑐1 𝑒 √𝑠 𝑥 + 𝑐2 𝑒 − √𝑠 𝑥
The particular solution using the method of undetermined coefficients:
𝑢𝑃𝐼 = 𝑢 = 𝑀 cos 2𝜋𝑥 + 𝑁 sin 2𝜋𝑥
𝑢′ = −2𝜋𝑀 sin 2𝜋𝑥 + 2𝜋𝑁 cos 2𝜋𝑥
𝑢′′ = −4𝜋 2 𝑀 cos 2𝜋𝑥 − 4𝜋 2 𝑁 sin 2𝜋𝑥

(−4𝜋2 𝑀 cos 2𝜋𝑥 − 4𝜋2 𝑁 sin 2𝜋𝑥) − 𝑠(𝑀 cos 2𝜋𝑥 + 𝑁 sin 2𝜋𝑥) = −3 sin 2𝜋𝑥
Chapter 3: Partial Differential Equations PDEs Assistant prof. / Dr. Rafi’ M.S. 19

3
−4𝜋 2 𝑁 − 𝑠𝑁 = −3 … (1) ⇒ 𝑁=
4𝜋 2 + 𝑠
−4𝜋 2 𝑀 − 𝑠𝑀 = 0 … (2) ⇒ 𝑀=0
3
∴ 𝑢𝑃𝐼 = sin 2𝜋𝑥
4𝜋 2 + 𝑠
Now, 𝑢 = 𝑢𝑐𝑓 + 𝑢𝑃𝐼
𝟑
𝒖(𝒙, 𝒔) = 𝒄𝟏 𝒆√𝒔 𝒙 + 𝒄𝟐 𝒆−√𝒔 𝒙 + 𝐬𝐢𝐧 𝟐𝝅𝒙
𝟒𝝅𝟐 + 𝒔

Taking the LT of the boundary conditions then using them:

𝑢(0, 𝑡) = 0 ⇒ 𝑢(0, 𝑠) = 0
𝑢(2, 𝑡) = 0 ⇒ 𝑢(2, 𝑠) = 0
3
𝑢(0, 𝑠) = 𝑐1 𝑒 0 + 𝑐2 𝑒 0 + sin 0 = 0 ⇒ 𝑐1 + 𝑐2 = 0
4𝜋 2 + 𝑠
3
𝑢(2, 𝑠) = 𝑐1 𝑒 2√𝑠 + 𝑐2 𝑒 −2√𝑠 + sin 4𝜋 = 0 ⇒ 𝑐1 𝑒 2√𝑠 + 𝑐2 𝑒 −2√𝑠 = 0
4𝜋 2 + 𝑠
which implies: 𝑐1 = 𝑐2 = 0
𝟑
∴ 𝒖(𝒙, 𝒔) = 𝐬𝐢𝐧 𝟐𝝅𝒙
𝟒𝝅𝟐 + 𝒔

Applying the inverse LT in t to reach the solution:

3 𝟐
𝑢(𝑥, 𝑡) = ℒ −1 { 2 sin 2𝜋𝑥} ⇒ 𝒖(𝒙, 𝒕) = 𝟑 𝒆−𝟒𝝅 𝒕
𝐬𝐢𝐧 𝟐𝝅𝒙
4𝜋 + 𝑠

Example (10): Using the Laplace transforms, solve:

𝜕2𝑢 𝜕2𝑢
= + sin 𝜋𝑥 0<𝑥<1 , 𝑡>0
𝜕𝑡 2 𝜕𝑥 2
𝑢(0, 𝑡) = 𝑢(1, 𝑡) = 0 𝑡>0
𝑢(𝑥, 0) = 0, 𝑢𝑡 (𝑥, 0) = 0 0<𝑥<1

Solution:
 Taking LT in t and using the initial conditions 𝑢(𝑥, 0) = 𝑢𝑡 (𝑥, 0) = 0:
𝜕2𝑢
ℒ { 2 } = 𝑠 2 𝑢(𝑥, 𝑠) − 𝑠 𝑢(𝑥, 0) − 𝑢𝑡 (𝑥, 0) = 𝑠 2 𝑢(𝑥, 𝑠)
𝜕𝑡
Chapter 3: Partial Differential Equations PDEs Assistant prof. / Dr. Rafi’ M.S. 20

As x is regarded as a constant, then:

𝜕2𝑢 𝜕 2 𝑢(𝑥, 𝑠) 𝑠𝑖𝑛 𝜋𝑥
ℒ { 2 + 𝑠𝑖𝑛 𝜋𝑥} = +
𝜕𝑥 𝜕𝑥 2 𝑠

2
𝜕 2 𝑢(𝑥, 𝑠) 𝑠𝑖𝑛 𝜋𝑥
∴ 𝑠 𝑢(𝑥, 𝑠) = +
𝜕𝑥 2 𝑠
which, is an ODE with x as the only independent variable and s as a constant. It
can be rewritten as:
𝑠𝑖𝑛 𝜋𝑥 𝑠𝑖𝑛 𝜋𝑥
𝑠 2 𝑢 = 𝑢′′ + ⇒ 𝑢′′ − 𝑠 2 𝑢 = −
𝑠 𝑠

The general solution is: 𝑢𝑐𝑓 = 𝑐1 𝑒 𝑠 𝑥 + 𝑐2 𝑒 −𝑠 𝑥

The particular solution using the method of undetermined coefficients:
𝑢𝑃𝐼 = 𝑢 = 𝑀 𝑐𝑜𝑠 𝜋𝑥 + 𝑁 𝑠𝑖𝑛 𝜋𝑥
𝑢′ = −𝜋𝑀 𝑠𝑖𝑛 𝜋𝑥 + 𝜋𝑁 𝑐𝑜𝑠 𝜋𝑥
𝑢′′ = −𝜋 2 𝑀 𝑐𝑜𝑠 𝜋𝑥 − 𝜋 2 𝑁 𝑠𝑖𝑛 𝜋𝑥
𝑠𝑖𝑛 𝜋𝑥
(−𝜋2 𝑀 𝑐𝑜𝑠 𝜋𝑥 − 𝜋2 𝑁 𝑠𝑖𝑛 𝜋𝑥) − 𝑠 2 (𝑀 𝑐𝑜𝑠 𝜋𝑥 + 𝑁 𝑠𝑖𝑛 𝜋𝑥) = −
𝑠
1 1
−𝜋 2 𝑁 − 𝑠2 𝑁 = − … (1) ⇒ 𝑁=
𝑠 𝑠(𝜋 2 + 𝑠2 )
−𝜋 2 𝑀 − 𝑠2 𝑀 = 0 … (2) ⇒ 𝑀=0
1
∴ 𝑢𝑃𝐼 = 𝑠𝑖𝑛 𝜋𝑥
𝑠(𝜋 2 + 𝑠2 )
𝑁𝑜𝑤, 𝑢 = 𝑢𝑐𝑓 + 𝑢𝑃𝐼
𝟏
𝒖(𝒙, 𝒔) = 𝒄𝟏 𝒆𝒔 𝒙 + 𝒄𝟐 𝒆−𝒔 𝒙 + 𝒔𝒊𝒏 𝝅𝒙
𝒔(𝝅𝟐 + 𝒔𝟐 )

Taking the LT of the boundary conditions then using them:

𝑢(0, 𝑡) = 0 ⇒ 𝑢(0, 𝑠) = 0
𝑢(1, 𝑡) = 0 ⇒ 𝑢(1, 𝑠) = 0
1
𝑢(0, 𝑠) = 𝑐1 𝑒 0 + 𝑐2 𝑒 0 + 𝑠𝑖𝑛 0 = 0 ⇒ 𝑐1 + 𝑐2 = 0
𝑠(𝜋 2 + 𝑠2 )
1
𝑢(1, 𝑠) = 𝑐1 𝑒 𝑠 + 𝑐2 𝑒 −𝑠 + 𝑠𝑖𝑛 𝜋 = 0 ⇒ 𝑐1 𝑒 𝑠 + 𝑐2 𝑒 −𝑠 = 0
𝑠(𝜋 2 + 𝑠2 )
Chapter 3: Partial Differential Equations PDEs Assistant prof. / Dr. Rafi’ M.S. 21

which gives: 𝑐1 = 𝑐2 = 0
𝟏
∴ 𝒖(𝒙, 𝒔) = 𝒔𝒊𝒏 𝝅𝒙
𝒔(𝝅𝟐 + 𝒔𝟐 )

Taking the inverse LT in t to get the solution:

1
𝑢(𝑥, 𝑡) = ℒ −1 { 𝑠𝑖𝑛 𝜋𝑥}
𝑠(𝜋 2 + 𝑠 2 )
𝐴 𝐵𝑠+𝐶
= 𝑠𝑖𝑛 𝜋𝑥 ℒ −1 { + } (Partial fraction)
𝑠 𝜋2 +𝑠2

1 1 𝑠
= 𝑠𝑖𝑛 𝜋𝑥 ℒ −1 { 2( − )}
𝜋 𝑠 𝜋2 +𝑠2

𝟏
𝒖(𝒙, 𝒕) = 𝒔𝒊𝒏 𝝅𝒙 (𝟏 − 𝒄𝒐𝒔 𝝅𝒕)
𝝅𝟐