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)
