Pde
Pde
Pde
Fourier Series
Suppose that f (x) is a periodic function defined on an interval −L ≤ x ≤ L, i.e., the period is
2L and f (x + 2L) = f (x). We use the Fourier Series to expand f (x) into a sum of cosine and
sine, i.e.,
∞
a0 X h nπ nπ i
f (x) = + an cos x + bn sin x , where
2 n=1
L L
1 L 1 L 1 L
Z Z nπ Z nπ
a0 = f (x) dx; an = f (x) cos x dx; bn = f (x) sin x dx, for n ≥ 1.
L −L L −L L L −L L
The following are some important sine and cosine equations and integrals:
1
sin x cos y = [sin (x + y) + sin (x − y)]
2
1
cos x cos y = [sin (x + y) − sin (x − y)]
2
1
sin x sin y = − [cos (x + y) − cos (x − y)]
2
1 1
sin2 x = (1 − cos 2x) and cos2 x = (1 + cos 2x)
2 2
(−1)k , if n is odd,
nπ
sin = where n = 2k + 1 with k = 0, 1, 2, . . .
2 0, if n is even,
nπ 0, if n is odd,
cos = k where n = 2k with k = 0, 1, 2, . . .
2 (−1) , if n is even,
L
2 L
2
Z mπ nπ Z mπ nπ 0, if m 6= n,
sin x sin x dx = cos x cos x dx =
L 0 L L L 0 L L 1, if m = n,
2m
(−1)m+n+1 + 1 , if
Z L
2 mπ nπ
2 2
m 6= n,
sin x cos x dx = (m − n ) π
L 0 L L 0, if m = n,
where n =1, 2, . . .
1
Z nπ nπ Z
L L nπ
f (x) sin x dx = − f (x) cos x + f ′ (x) cos x dx or
L nπ L nπ L
Z nπ nπ Z
L L nπ
f (x) cos x dx =f (x) sin x − f ′ (x) sin x dx.
L nπ L nπ L
y y
3 1
2
x
1 −2 −1 1 2 3 4
x
−2π 2π 4π 6π −1
Figure 46 Figure 47
y y
1
1
x
−2 −1 1 2 3 4
x
−1
−2 −1 0 1 2 3 4
Figure 48 Figure 49
2
Homogeneous Heat Equation and The Sturm-Liouville Problem
In this topic, we will have several types of boundary value problems associated with the one-
dimensional homogeneous heat equation. The equations are solved by the separation of variables
and Fourier series. Series solutions will be obtained.
Consider the problem of determining the temperature distribution u (x, t) in a thin, homogeneous
bar of length L, given the initial temperature (Initial Condition, IC) throughout the bar and
the temperature at both ends (Boundary Condition, BC) at all times. The Initial Boundary
Value Problem (IBVP) is
∂u ∂2u
PDE: = c2 2 , 0 < x < L, t > 0,
∂t ∂x
BC: (zero temperature at both ends) u (0, t) = u (L, t) = 0, t > 0,
IC: (given initial temperature) u (x, 0) = f (x) , 0 < x < L.
I. Let the solution be u (x, t) = X (x) T (t). Then we get the following two differential
equations:
II. Based on the boundary conditions in the SLP, obtain the starting index n0 , eigenvalues
λn and eigenfunctions Xn (x) from the SLP analysis, i.e.,
nπ 2 nπ
n0 = 1, λn = and Xn (x) = bn sin x .
L L
III. Solve the DET in terms of λ. Hence, for n = n0 , n0 + 1, . . ., obtain Tn (t) in terms of λn
and constant K, i.e.,
2
Tn (t) = Ke−c λn t .
3
B. Temperature in a Bar with Insulated Ends
Consider the heat equation for a bar with no heat flow across the ends:
∂u ∂2u
PDE: = c2 2 , 0 < x < L, t > 0,
∂t ∂x
∂u ∂u
BC: (insulated ends) (0, t) = (L, t) = 0, t > 0,
∂x ∂x
IC: (given initial temperature) u (x, 0) = f (x) , 0 < x < L.
Procedure:
X ′ (0) = X ′ (L) = 0,
which are different boundary conditions than we had before. Find the new n0 , λn and
Xn (x) from the SLP analysis, i.e.,
nπ 2 nπ
n0 = 0, λn = and Xn (x) = an cos x .
L L
Consider the IBVP in A, but the bar has non-zero temperature at both ends:
∂u ∂2u
PDE: = c2 2 , 0 < x < L, t > 0,
∂t ∂x
BC: (temperature at both ends) u (0, t) = T0 , u (L, t) = T1 , t > 0,
IC: (given initial temperature) u (x, 0) = f (x) , 0 < x < L.
Let the solution be u (x, t) = v (x) + w (x, t), then the PDE becomes
4
Choose v ′′ (x) = 0, v (0) = T0 , and v (L) = T1 , then
∂u ∂2u
= c2 2 , 0 < x < L, t > 0,
∂t ∂x
u (0, t) = u (L, t) = 0, t > 0,
u (x, 0) = f (x) , 0 < x < L.
4π
(B−A)x
with (a) f (x) = 2x, (b) f (x) = sin L
x , and (c) f (x) = A + L
with (a) f (x) = cos (2πx) , (b) f (x) = sin (2πx) , and (c) f (x) = x
5
Table of eigenvalues and eigenfunctions
for the SLP whose differential equation is
X ′′ + λX = 0, 0 < x < L.
Z L
Boundary conditions Eigenvalues λn and eigenfunctions Xn Xn2 dx
0
nπ 2 nπ L
X (0) = 0, X (L) = 0 λn = , Xn = sin x , n = 1, 2, 3, . . .
L L 2
nπ 2 nπ L for n = 0
X ′ (0) = 0, X ′ (L) = 0 λn = , Xn = cos x , n = 0, 1, 2, . . . L
L L for n ≥ 1
2
2
(2n − 1) π (2n − 1) π
λn = , Xn = sin x , L
X (0) = 0, X ′ (L) = 0 2L 2L
2
n = 1, 2, 3, . . .
2
(2n − 1) π (2n − 1) π
λn = , Xn = cos x , L
X ′ (0) = 0, X (L) = 0 2L 2L
2
n = 1, 2, 3, . . .
Wave Equation
If we consider a perfectly flexible elastic string stretched between two points at x = 0 and x = L
with uniform tension T and the string is displaced slightly from its initial position of rest and
released, with the end points remaining fixed, then the string will vibrate. The position of any
point P in the string will then depend on its distance from one end and on the instant in time.
Its displacement u at and time t can thus be expressed as u = f (x, t) where x is its distance
from the left-hand end.
The equation of motion is given by
∂ 2u 2
2∂ u T
2
= c 2
, where c2 =
∂t ∂x ρ
in which T is the tension in the string and ρ is the mass per unit length of the string. The
displacement of the string is regarded as small so that T and ρ remain constant.
The Initial Boundary Value Problem (IBVP) for wave equations is
I. Write u (x, t) = X (x) T (t) and substitute it into the partial differential equation:
6
Hence, the two differential equations are:
T ′′ (t) + λc2 T (t) = 0
X ′′ (x) + λX (x) = 0, X (0) = X (L) = 0 (SLP)
II. From the SLP analysis, the starting index n0 , eigenvalues λn and eigenfunctions Xn are
nπ 2 nπ
n0 = 1, λn = , Xn (x) = βn sin x .
L L
2
III. Solving T ′′ (t) + λc2 T (t) = 0 with λn = nπ L
,
nπc nπc
Tn (t) = an cos t + bn sin t .
L L
IV. The solution u (x, t) now becomes:
X∞ nπ h nπc nπc i
u (x, t) = sin x An cos t + Bn sin t , where An = βn an and Bn = βn bn
n=1
L L L
7
( 2π
( 2π
( 2π
f (x) = sin L
x f (x) = sin L
x f (x) = sin L
x
(a) ; (c) 2π
; (e) .
g (x) = 0 g (x) = sin L
x g (x) = 2x
( ( 2π
f (x) = 0 f (x) = sin L
x
(b) 2π
; (d) 3π
;
g (x) = sin L
x g (x) = sin L
x
Laplace’s Equation
The Laplace equation concerns the distribution of a field, e.g., temperature, potential, etc., over
a plane area subject to certain boundary conditions.
The potential at a point P in a plane can be indicated by an ordinate axis and is a function
of its position, i.e., z = u (x, y) where u (x, y) is the solution of the Laplace two-dimensional
equation
∂ 2u ∂ 2u
+ = 0.
∂x2 ∂y 2
The Boundary Value Problem (BVP) for Laplace’s equations is
PDE: uxx + uyy = 0, 0 < x < a, 0 < y < b,
(zero left and right edges) u (0, y) = u (a, y) = 0, 0 < y < b,
BC: (zero top edge) u (x, b) = 0, 0 < x < a,
(non-zero bottom edge) u (x, 0) = g (x) , 0 < x < a.
I. Write u (x, y) = X (x) Y (y) and substitute it into the partial differential equation:
X ′′ (x) Y ′′ (y)
X ′′ (x) Y (t) + X (x) Y ′′ (y) = 0 =⇒ =− = −λ
X (x) Y (y)
Hence, the two differential equations are:
X ′′ (x) + λX (x) = 0, X (0) = X (a) = 0 (SLP)
Y ′′ (y) − λY (y) = 0, Y (b) = 0
II. From the SLP analysis, the starting index n0 , eigenvalues λn and eigenfunctions Xn are
nπ 2 nπ
n0 = 1, λn = , Xn (x) = βn sin x .
a a
2
III. Solving Y ′′ (y) − λY (y) = 0 with λn = nπa
,
nπ nπ
y y
Yn (y) = cn e a + dn e− a .
2nπ
The boundary condition Yn (b) = 0 gives dn = −cn e a b , and
nπ
h nπ i ex − e−x
Yn (y) = 2e a b cn sinh (y − b) , where sinh x = is a hyperbolic function.
a 2
8
IV. The solution u (x, y) now becomes:
∞ nπ h nπ i nπ
X
u (x, y) = Bn sin x sinh (y − b) , where Bn = 2e a b an βn
n=1
a a