Scribd Logo
Upload

Welcome to Scribd!

  • 23 views

    4 Partial Differential Equations: Z y X X

    Uploaded by

    John Wanyoike Makau
    This document discusses partial differential equations (PDEs) and provides examples of the wave equation and heat equation. It defines PDEs as equations involving partial derivatives of a dependent variable with respect to independent variables. The wave equation models string vibrations, while the heat equation models heat transfer. Both equations are solved using separation of variables, yielding general solutions that are products of functions of the independent variables.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    4 Partial Differential Equations: Z y X X

    Uploaded by

    John Wanyoike Makau
    23 views5 pages
    This document discusses partial differential equations (PDEs) and provides examples of the wave equation and heat equation. It defines PDEs as equations involving partial derivatives of a dependent variable with respect to independent variables. The wave equation models string vibrations, while the heat equation models heat transfer. Both equations are solved using separation of variables, yielding general solutions that are products of functions of the independent variables.

    Original Description:

    Mathematical Physics CAT

    Original Title

    Lecture Xi

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    This document discusses partial differential equations (PDEs) and provides examples of the wave equation and heat equation. It defines PDEs as equations involving partial derivatives of a dependent variable with respect to independent variables. The wave equation models string vibrations, while the heat equation models heat transfer. Both equations are solved using separation of variables, yielding general solutions that are products of functions of the independent variables.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    23 views5 pages

    4 Partial Differential Equations: Z y X X

    Uploaded by

    John Wanyoike Makau
    This document discusses partial differential equations (PDEs) and provides examples of the wave equation and heat equation. It defines PDEs as equations involving partial derivatives of a dependent variable with respect to independent variables. The wave equation models string vibrations, while the heat equation models heat transfer. Both equations are solved using separation of variables, yielding general solutions that are products of functions of the independent variables.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 5

    4

    PARTIAL DIFFERENTIAL EQUATIONS

    4.1

    Introduction

    A partial differential equation (PDE) is an equation involving the partial derivatives of a


    dependent variable with respective to its independent variables.
    Consider the dependent variable x, y, z, t (pronounced psi) of four independent variables
    x, y, z, and t . The first partial derivatives of with respect to x and t , for example, are defined
    by

    x x, y, z, t x, y, z, t
    lim

    0
    x
    x

    (1)

    x, y, z, t t x, y, z, t
    lim
    t t 0
    t

    (2)

    and

    respectively.
    The second partial derivatives with respect to x and t are defined by
    2
    x

    x x

    (3)

    and
    2
    t

    t t

    (4)

    An example of a PDE is the (three-dimensional) wave equation


    2

    1 2

    (5)

    c 2 t 2

    where c is a constant, t is the time variable, and 2 (pronounced del squared) is the
    Laplacian operator defined in Cartesian coordinates by
    2

    2 y
    x 2

    2 y
    y 2

    2 y
    z 2

    Another example of a PDE is the heat (diffusion) given by


    k 2

    (6)

    where k is a constant.

    4.2

    The Wave Equation

    Consider the one-dimensional wave equation


    2
    x 2

    1 2

    (7)

    c 2 t 2

    where x, t is the vertical displacement of a segment of a string, located at point x , from its
    equilibrium (i.e., rest position) at a given time t .
    In the separation of variables method, we seek a solution to this equation of the form
    X x T t

    (8)

    where X is a function of x only and T is function of t only. Therefore


    2

    x 2

    2 XT
    x 2

    d2X

    (9)

    dx2

    and
    2
    t 2

    2 XT
    t 2

    d 2T
    dt 2

    (10)

    Using equations (9), and (10) in equation (7) we have


    T

    d2X

    dx2

    X d 2T
    c 2 dt 2

    Rearranging this equation yields


    1 d2X
    1 d 2T

    X dx2
    c 2T dt 2

    (11)

    Equation (11) can only be satisfied if both sides of the equation are equal to a constant. For
    convenience we choose this constant to be k 2 . Therefore
    1 d2X
    k 2
    2
    X dx

    (12)

    and
    1 d 2T
    2

    c T dt

    k 2

    (13)

    Rearranging these ordinary differential equations we have


    d2X
    k2X 0
    dx2

    (14)

    and
    d 2T
    dt

    c 2 k 2T 0

    or
    d 2T
    dt 2

    2T 0

    (15)

    where 2 c 2 k 2
    Equations (14) and (15) are similar to equation (24) in topic 3. Their solutions are therefore
    X x A cos kx B sin kx

    (16)

    T t C cost D sin t

    (17)

    and

    where A, B, C, D are arbitrary constants.


    Therefore from equations (8), (16) and (17) we see that the general solution to equation (7) is
    x, t Acoskx B sin kxC cost D sin t

    4.3

    (18)

    The Heat Equation

    Consider the one-dimensional heat equation


    k

    2
    x

    (19)

    where is the temperature of a material at point x at time t .


    Again using the separation of variables method we assume a solution of the form
    X x T t

    (20)

    where the variable X depends on x alone and the variable T depends on t alone. Substituting
    this expression in equation (19) gives

    kT

    d2X
    dx

    dT
    dt

    (21)

    Equation (21) may be rearranged thus


    1 d2X
    1 dT

    2
    X dx
    kT dt

    (22)

    For this equation to hold each side must equal a constant, which we conveniently take as 2 .
    Consequently equation (22) results in the following ODEs
    d2X
    dx2

    2 X 0

    dT
    k2T 0
    dt

    (23)

    (24)

    The solution of the second order ordinary differential equation (23) is


    X x Acosx B sin x

    (25)

    To solve the first order ordinary differential equation (24) we rearrange it as


    dT
    k2 dt
    T

    (26)

    then integrating both sides of equation (26) with respect to T and t thus
    1

    T dT k dt

    (27)

    ln T k2t c

    (28)

    we obtain

    where c is an integration constant. Writing c ln C , equation (28) becomes


    ln T k2t ln C

    or
    ln T ln C ln

    T
    k2t
    C

    This implies that

    T
    exp k2t
    C

    or

    T t C exp k2t

    (29)

    Substituting the solutions (25) and (29) in equation (20) gives the general solution of the heat
    equation

    x, t A cosx B sin x C exp k2t

    (30)

    You might also like