Unit-3 Applications of Differential Equations

Part-I: APPLICATIONS OF PARTIAL DIFFERENTIAL

EQUATIONS
1. Wave Equation [For vibrations of a Stretched Elastic String] :

The one dimensional Wave equation is

 2u 2  2u
c ………………………. (1)
t 2 x 2

Where u( x,t ) is the deflection of the string. To find out how the string
moves, we determined a solution u( x,t ) of (1) . Since the string is
fixed at the ends x  0 and x  l , we have two boundary conditions:
u(0,t)  0 , for all t ………………………… (2)

u(l,t)  0 , for all t ………………………… (3)

t  0 and
The form of the motion of the string will depend on the deflection at
on the velocity at t  0 . Denoting the initial deflection by f ( x) and
the initial velocity by g ( x) , we obtain two initial conditions:

u( x,0)  f ( x) ………………………… (4)

 u 
 t   g ( x) ………………………… (5)
 t 0
We want to find a solution of (1) satisfying the conditions (2) to (5) .

We shall obtain two ODE by applying Method of separation of

variables to (1) .

Let u( x,t)  X ( x)T (t) ………………………… (6)

be a solution of equation (1) .
  2u  2u d 2u
Then 2
 XT '' and 2
 X ''T , Where T ''  2 and
t x dt
d 2u
X ''  2 .
dx
By substituting this in equation (1) , we get

XT ''  c2 X ''T
Separating the variables, we get

X '' 1 T ''
 2 ………………………… (7)
X c T
Since x and t are independent variables, so (6) can hold only when
each side equal to some constant, say k .

X '' T ''
Then  k and 2  k
X cT
It gives two ODE

d2X d 2T
 kX  0 and  kc 2T  0 ………………………… (8)
dx 2 dt 2
Now we find solution of equation (8) with boundary conditions.

Case-1: k 0
Let k  p2

2 2 2 2
Then (D  p ) X 0 . So Auxiliary equation is m  p 0 .

 (m  p)(m  p)  0
m  p,  p
 px c e px and similarly
Then X c e T  c ecpt  c ecpt .
1 2 3 4
Where c , c , c , c are arbitrary constants.
1 2 3 4
Case-2: k 0
Let k   p2

Then (D2  p2) X  0 . So Auxiliary equation is m2  p2  0 .

m  ip, ip
Then X  c cos( px)  c sin( px) and similarly
1 2
T  c cos(cpt )  c sin(cpt )
3 4
Case-2: k 0
d2X
Then  0 . So X  c x  c
dx 2 1 2
and similarly T  c t  c .
3 4
Therefore various possible solutions of the Wave equation (1) are

u( x,t )  (c e px  c e px )(c ecpt  c ecpt )

1 2 3 4
u( x,t)  (c cos( px)  c sin( px))(c cos(cpt)  c sin(cpt))
1 2 3 4
u( x,t)  (c x  c )(c t  c )
1 2 3 4
Out of these three solutions we want to choose that solution which is consistent
with the physical nature of the problem. Since we are dealing with a problem on
vibrations, u must be a periodic function of x and t . So
u( x,t)  (c cos( px)  c sin( px))(c cos(cpt)  c sin(cpt)) … (9)
1 2 3 4
Now from boundary condition (2) ,

u(0,t )  c (c cos(cpt )  c sin(cpt))  0

1 3 4
Then c  0 .
1
Hence equation (9) becomes

u( x,t )  (c sin( px))(c cos(cpt)  c sin(cpt)) .……………… (10)

2 3 4
Now from boundary condition (3) ,

u(l,t)  (c sin( pl))(c cos(cpt)  c sin(cpt))  0 .

2 3 4
Then c sin( pl )  0 . But c  0 as it gives a trivial solution.
2 2
n
Therefore sin( pl )  0. Then pl  n .  p 
l

Hence u( x,t )  c sin n x c cos  n ct   c sin  n ct 

2 l  3  l  4  l 

It can be rewritten as

u( x,t )  sin n x a cos  n ct   b sin  n ct 

l  n  l  n  l 
on replacing c c by a and c c by b .
23 n 24 n
We can observe that a single solution u( x,t ) will not satisfy the initial
conditions (4) and (5) . Since the equation (1) is linear and
homogeneous, the sum of finitely many solutions will be solution of
equation (1) .
Hence the most general solution of (1) is

 n x   n ct   n ct  
u( x,t )   sin a cos  l   b sin  l   …………… (11)
n 1 l  n   n  

Satisfying initial condition (4) (given initial displacement)

From (4) and (11) , we have

 n x
u( x,0)   an sin  f ( x) .…….……………… (12)
n 1 l
Which is a Half range sine series,

2l n x
where a   f ( x)sin dx .…….……………… (13)
n l l
0
Satisfying initial condition (4) (given initial velocity)

Differentiating (11) w.r.to t and using (5) , we have

u  n x   n ct   n ct    n c 
  sin a sin  l   b cos  l    l 
t n1 l  n   n    

 u    n c  n x
     bn  sin  g ( x) ,
t
 t 0 n1 l  l

Which is half range sine series, where

n c 2l n x
b   g ( x)sin dx
l n l0 l

2 l n x
b   g ( x)sin dx .…….……………… (14)
n n c l
0
Hence the required solution of (1) is

   n ct   n ct   n x
u( x,t )   a cos  b
 n  sin   sin ,
n  l   l  l
n1 
Where a and b are given in (13) and (14) respectively.
n n

Examples

1. A string of length 𝑳 = 𝝅 has its ends fixed at 𝒙 = 𝟎and𝒙 = 𝝅. At time

𝒕 = 𝟎 the string is given a shape defined by 𝒇 𝒙 = 𝟓𝟎𝒙 (𝝅 − 𝒙)m,
and then it is released. Find the deflection of the string at any time 𝒕.

Solution: Let, 𝑢 𝑥, 𝑡 be the deflection of a string at any time 𝑡 . Then 𝑢 𝑥, 𝑡

satisfies the wave equation.
𝜕2𝑢 𝜕2𝑢
= 𝑐2
𝜕𝑡 2 𝜕𝑥 2

Its solution is given by,

∞ 𝑛𝜋𝑐𝑡 𝑛𝜋𝑐𝑡 𝑛𝜋𝑥

𝑢 𝑥, 𝑡 = 𝑛=1 𝑎𝑛 𝑐𝑜𝑠 + 𝑏𝑛 𝑠𝑖𝑛 𝑠𝑖𝑛 … … . . (1)
𝐿 𝐿 𝐿

Where,
2 𝐿 𝑛𝜋𝑥
𝑎𝑛 = 𝑓 𝑥 𝑠𝑖𝑛 𝑑𝑥 and
𝐿 0 𝐿
2 𝐿 𝑛𝜋𝑥
𝑏𝑛 = 𝑔 𝑥 𝑠𝑖𝑛 𝑑𝑥 (𝑛 ∈ 𝑁)
𝑛𝜋𝑐 0 𝐿

𝜕𝑢
Since the initial velocity 𝑥, 0 = 𝑔 𝑥 = 0 we have 𝑏𝑛 = 0.
𝜕𝑡

Therefore equation (1) becomes,

∞
𝑢 𝑥, 𝑡 = 𝑛=1 𝑎𝑛 𝑐𝑜𝑠 𝑛𝑐𝑡 sin 𝑛𝑥 … … … . . (2)
 2 𝐿 𝑛𝜋𝑥
Now, 𝑎𝑛 = 0
𝑓 𝑥 𝑠𝑖𝑛 𝑑𝑥
𝐿 𝐿

2 𝜋
= 0
50𝑥 (𝜋 − 𝑥)𝑠𝑖𝑛 𝑛𝑥 𝑑𝑥
𝜋

100 𝜋
= 0
(𝜋𝑥 − 𝑥 2 )𝑠𝑖𝑛 𝑛𝑥 𝑑𝑥
𝜋

100 𝑐𝑜𝑠 𝑛𝑥 𝑠𝑖𝑛 𝑛𝑥 𝑐𝑜𝑠 𝑛𝑥 𝜋

= 𝜋𝑥 − 𝑥 2 − − 𝜋 − 2𝑥 − + (−2)
𝜋 𝑛 𝑛2 𝑛3 0

100 𝑐𝑜𝑠 𝑛𝜋 𝑐𝑜𝑠 0

= 0−0−2 0−0−2
𝜋 𝑛3 𝑛3

200
= 1 − (−1)𝑛
𝜋𝑛 3

Hence from (2), the required solution is,

∞ 200 𝑛𝜋𝑐𝑡 𝑛𝜋𝑥
𝑢 𝑥, 𝑡 = 𝑛=1 1 − (−1)𝑛 𝑐𝑜𝑠 𝑠𝑖𝑛 .
𝜋𝑛 3 𝐿 𝐿

2. If a string of length l is released from rest in the position

4 x(l  x)
u( x,0)  then find the displacement of the string at any
l2
point, at any instant.

 16[1  (1)n ] n x  n ct 
[Ans: u ( x, t )   sin cos  ]
3 3 l  l 
n 1 n

2. Heat Equation :

The one dimensional Wave equation is

u  2u
 c2 2
t x (1)
with boundary condition u  0, t   u  l , t   0 , for all t (2)
and initial conditions u  x,0  f  x  (3)
We shall determine a solution u  x, t  which satisfies initial and
boundary conditions.
Let u  x, t   X ( x)T (t ) (4)

be a solution of given One-dimensional heat equation, X is function of

x only, T is function of t only.

u  2u dT d2X
Then,  XT ' and  X "T , where T'  and X '' 
t x 2
dt dx 2

By Substituting in (1) we have

XT '  c 2 X ''T

Separating the variables, we get

T' X ''
 K, (5)
c 2T X

Where K is constant.
From equation (5) ,
d2X dT
 KX  0 and  Kc 2T  0 (6)
dx 2 dt

Case-1: K >0
Let K  p2

c2 p 2t
Then X  c1e px  c2e px and T  c3e ,where c1 , c2 and c3 are
arbitrary constants.
Case-2: K <0
Let K   P2

c2 p 2t
Then X  c1 cos px  c2 sin px and T  c3e , where c1 , c2 and c3 are
arbitrary constants.
Case-3: K =0
Here K=0
Then X  c1 x  c2 and T  c3 , where c1 , c2 and c3 are arbitrary constants.

Thus the various possible solution of the heat equation (1) are ,

c2 p 2t
u  (c1e Px  c2e Px )c3e

c2 p 2t
u  (c1 cos px  c2 sin px)c3e

u  (c1 x  c2 )c3

Of these Solutions , we have to choose that solution which is

consistent with the physical nature of the problem. Since we are
dealing with on heat conduction, u must be a transient. i.e. u is to
decrease with the increase of time t.

c2 p 2t
Accordingly u ( x, t )  (c1 cos px  c2 sin px)e (7)

Is the only suitable solution of the heat equation.

From the boundary condition (2)

c 2 p 2t
u  c1e

c 2 p 2t
u  c1e

Here clearly c1  0

Hence (7) Becomes

c2 p 2t
u ( x, t )  c2 sin pxe (8)

Now again from boundary condition (2)

c2 p 2t
u (l , t )  c2 sin ple 0
For this is to be true for all time , c2 sin pl  0

But c2 can cot be zero, since it leads to a trivial solution.

Therfore sin pl  0

n
Thus pl  n so that p , n  1, 2,...
l

c 2n2 2t
n x l2
Hence, u ( x, t )  c2 sin e
l

c 2n2 2t

n x l2

n x  2n2t
Or u ( x, t )   b sin e   b sin e (9)
n 1
n l n 1
n l

are solution of equation (1) using (2).

So far we have solution (9) of (1) satisfying the boundary conditions
(2). To obtain a solution also satisfying the initial condition (3) ,we
consider a series

n x  2n2t
u ( x, t )   bn sin e _________________(10)
n 1 l

From this and (3) we have


n x
u ( x, 0)   bn sin  f ( x)
n 1 l

Which is half-range sine series

Where ,
l
2 n x
b   f ( x)sin dx , (n  1, 2,3...) (11)
n l l
0

Because of the exponential factor all the terms in (10) approach zero
as t approaches infinity. The rate of decay increase with n.
EXAMPLES

1. A rod of 30cm long has its end A and B are kept at 𝟐𝟎℃ and 𝟖𝟎℃
respectively until steady state condition prevail. The temperature at
each end is suddenly reduced to 𝟎℃ and kept so. Find the resulting
temperature 𝒖(𝒙, 𝒕) from the end A.

Solution: Here the temperature satisfies the heat equation,

𝜕𝑢 𝜕2𝑢
= 𝑐2
𝜕𝑡 𝜕𝑥 2

Now, the sudden change of the temperature at the end B depends only upon 𝑥
and not on 𝑡.

Thus the heat equation becomes,

𝜕2𝑢 𝜕𝑢
=0 ⇒ = 𝑎 ⇒ 𝑢 = 𝑎𝑥 + 𝑏
𝜕𝑥 2 𝜕𝑡

Since 𝑢 = 20 𝑓𝑜𝑟 𝑥 = 0, we get

20 = 𝑎 0 + 𝑏 ⇒ 𝑏 = 20

So that,

𝑢 = 𝑎𝑥 + 20

Also since 𝑢 = 80 𝑎𝑛𝑑 𝑥 = 30,we get

80 = 𝑎 30 + 20 ⇒ 30𝑎 = 60 ⇒ 𝑎 = 2

So that,

𝑢 𝑥 = 2𝑥 + 20

Thus the initial temperature is

𝑢 𝑥, 0 = 2(𝑥 + 10)

The solution of the heat equation is given by,

𝑛 2𝜋 2𝑐2
∞ 𝑛𝜋𝑥 −
𝑢 𝑥, 𝑡 = 𝑛=1 𝑏𝑛 sin 𝑒 𝐿2 … … … … … (1)
𝐿
Where,
2 𝐿 𝑛𝜋𝑥
𝑏𝑛 = 0
𝑓 𝑥 sin 𝑑𝑥
𝐿 𝐿

4 30 𝑛𝜋𝑥
= (𝑥 + 10) sin 𝑑𝑥
30 0 30

𝑛𝜋𝑥 𝑛 𝜋𝑥 30
4 cos sin
30 30
= 𝑥 + 10 − 𝑛𝜋 − (1) − 𝑛 2𝜋 2
30
30 30 2 0

4 30 30
= 40 −𝑐𝑜𝑠 𝑛𝜋 − 10 (−𝑐𝑜𝑠 0)
30 𝑛𝜋 𝑛𝜋

4 30
= 40 (−1)𝑛+1 + 10(1)
30 𝑛𝜋

40
= 4 (−1)𝑛+1 + (1)
𝑛𝜋

Hence by equation (1)

𝑛 +1 +1 𝑛 2𝜋 2𝑐2
40 ∞ 4(−1) 𝑛𝜋𝑥 − 𝑡
𝑢 𝑥, 𝑡 = 𝑛=1 𝑠𝑖𝑛 𝑒 900 .
𝜋 𝑛 30

2. A bar of length 2m is fully insulated along its sides. It is

initially at a uniform temperature of 𝟏𝟎℃ and at t=0 the ends
are plunged into ice and maintained at a temperature of 𝟎℃.
Determine an expression for the temperature at a point P at a
distance x from one end at any subsequent time t seconds after t=0.
 20[1(1)n ] n x c 2n2 2t /4
[Ans: u ( x, t )   sin e ]
n 1 n 2

3. Laplace Equation :

u   2u  2u 
The two dimensional heat equation is  c 2 2u  c 2  2  2 
t  x y 

If the heat flow is steady (that is, independent time) ,

 u
Then,  0 ,and the heat equation reduces to Laplace equation.
t

 2u  2u
 u 2  2 0
2
(1)
x y

Let u=X(x) Y(y) (2)

be a solution of (1) ,where X is a function of x only and Y is a
function of y only.
 2u  2u " 2 X  2Y
Then  X "Y and  XY ,Where "
 X and  Y"
x 2
y 2
x 2
y 2

By substituting of (1) ,we have

X "Y  XY "  0

Separating the variables ,we get

X" Y"
 (3)
X Y

Since x and y are independent variables ,therefore (3) can hold only
when each side equal to some constant say k.
Then,

X" Y"
k and  k
X Y

This leads to following two ordinary differential equation

2 X  2Y
 kX  0 and  kY  0 (4)
x 2 y 2

Solution of equations
Case-1: When K >0
Let k  P2
Then X  c1e Px  c2e px and Y  c3 cos Py  c4 sin Py , where c1 , c2 , c3 , c4 are
arbitrary constants.
Case-2:When K <0
Let k  P2

Then X  c1 cos Px  c2 sin Px and Y  c3e Py  c4e Py ,where c1 , c2 c3 , c4 are

arbitrary constants.
Case-3:When K=0
Then X  c1 x  c2 and Y  c3 y  c4 , where c1 , c2 , c3 , c4 are arbitrary constants.

Thus the various possible solution of the heat equation (1) are ,

u  (c1e Px  c2e Px )(c3 cos Py  c4 sin Py)

Py  Py
u  (c1 cos Px  c2 sin Px)(c3e  c4e )

u  (c1 x  c2 )(c3 y  c4 )

Of these we take that solution which is consistent with given

boundary conditions.

Example:

1. Solve the following boundary value problem:

𝝏𝟐 𝒖 𝝏𝟐 𝒖
𝟐 + = 𝟎 with conditions u(0, y)  u(l, y)  u( x,0)  0
𝝏𝒙 𝝏𝒚𝟐
n x
and u( x, a)  sin .
l
Solution: We know that three possible solutions of Laplace equation
𝝏𝟐𝒖 𝝏𝟐 𝒖
𝟐 + 𝟐 = 𝟎 ………………..(1) are
𝝏𝒙 𝝏𝒚
 u( x, y)  (c1e px  c2e px )(c3 cos( py)  c4 sin( py)) …………(2)

u( x, y)  (c '1 cos( px)  c '2 sin( px))(c '3 e py  c '4 e py ) ………(3)

u( x, y)  (c5 x  c6 )(c7 y  c8) …………(4)

We have to solve equation (1) satisfying given boundary conditions

u(0, y)  0 …………(5) u(l, y)  0 …………(6)

n x
u( x,0)  0 …………(7) u( x, a)  sin …………(8)
l
Using (5) and (6) in (2), we get

c1  c2  0 and c1e pl  c2e pl  0

Therefore c1  c2  0 , which is trivial solution. Similarly, we get a trivial

solution by using (5) and (6) in (4). Hence for this problem the appropriate
solution is equation (3).

Using (5) in (3), we have

c '1(c '3 e py  c '4 e py )  0 . Then c '1  0 .

So equation (3) becomes

u( x, y)  c '2 sin( px)(c '3 e py  c '4 e py ) …………(9)

Similarly using (6) in (3), we have

u(l, y)  c '2 sin( pl)(c '3 e py  c '4 e py )  0

Then either c '2  0 or sin( pl)  0

n
For c '2  0 , we have a trivial solution. So sin( pl)  0 .  p 
l
So equation (9) becomes
 n y n y
 n x 
u( x, y)  c '2 sin   (c '3 e l  c '4 e l ) …………(10)
 l 
Using (7), we have

 n x 
u( x,0)  c '2 sin   (c '3  c '4 )  0 c '4  c '3
 l 
Thus the solution is
n y n y
 n x 
u( x, y)  bn sin   (e
l  e l ) , where bn  c '2 c '3
 l 
Now from (8) we have

n a n a
n x  n x 
u( x,a) sin bn sin  (e
l e l )
l  l 
Therefore

1
bn  n a n a
.

(e l e l )
Hence the required solution is

n y n y  n y 
sinh   n x
e l e l n x  l  sin
u( x, y)  n a n a sin  .
l  n a  l
e e
l l sinh  
 l 
 Part-II: APPLICATIONS OF ORDINARY DIFFERENTIAL
EQUATIONS
Examples:
(1) An impulsive voltage E (t ) is applied to a circuit consisting
of L, R, C in series with zero initial conditions. If i be the
current at any subsequent time t,find the limit of i as t  0
?
Solution: The equation of circuit governing the current i is,

di 1t
L  Ri   idt  E (t ) ,where i  0 when t  0 .
dt C0

Taking Laplace transform of both sides ,we get

11
L( si  i(0))  Ri  iE
Cs

Or
 R 1  E
E  s2  s  i  s
 L CL  L

Or
E R 1
( s 2  2as  a 2  b2 )i  s, Where  2a and  a 2  b2
L L CL

E ( s  a)  a E sa 1 

Or i
2 2
 
2 2
a
2 2 
L ( s  a) b L  ( s  a ) b ( s  a ) b 


On inversion we get,
E  at a
i e cos bt  e at sin bt
L b

Taking limits as t  0,i  E

L
.
 Although the current i  0 initially ,yet a large current will
develop instaneously due to impulsive voltage applied at t  0 . In fact,
we have determined the limit of this current which is E L .

(2) Obtain the deflection of a weightless beam of length l and

freely supported at ends ,when a concentrated load W
acts at x=a. The differential equation for deflection being
d4y
EI  W  ( x  a)
dx 4

Solution:
The differential equation for deflection is
d4y
EI  W  ( x  a)
dx 4

Taking the Laplace transform of the differential equation, we get

W as
s 4 y  s3 y (0)  s 2 y ' (0)  sy '' (0)  y ''' (0)  e
EI

Using the conditions y(0)  y"(0)  0 and taking y' (0)  c1 , y''' (0)  c2 ,we have
W as
s 4 y  s 2c1  c2  e
EI

c1 c2 W eas
y  
s 2 s 4 EI s 4

Taking inverse Laplace transform, we have

x 3 W ( x  a )3
y  c1 x  c2  u ( x  a) (1)
3! EI 3!

' x 2 W ( x  a)2
y  c1  c2  u ( x  a)
2 EI 2

W
y''  c2 x  ( x  a)u ( x  a)
EI
Using the condition y(l )  0, y'' (l )  0 , we have
l 3 W b3
0  c1l  c2 
6 EI 6

W
0  c2l  b u( x  a)  1 forx  a &1  a  b
EI

W
 c2   b
EI

W 1  l 3 W b3  1  W bl 2 W b3 
c2   bc1   c2     
EI l  6 EI 6  l  EI 6 EI 6 

Wb 2 Wb Wb
 (l  b 2 )  (l  b)(l  b)  (l  b)
6 EIl 6 EIl 6 EIl

 from (1) the solution is

Wab W b 3 W ( x  a )3
y (l  b) x  x  u ( x  a)
6 EIl 6 EIl l EI 3!

W  ab b 
y  (l  b) x  x3  ( x  a)3 u ( x  a) 
6 EI  l l 

When 0  x  a, u( x  a)  0

W  ab b  (2)
y   (l  b)  x3 
6 EI  l l 

a  x  l , u ( x  a)  l

W  ab b 
y   (l  b) x  x3  ( x  a)3  (3)
6 EI  l l 

From (2) & (3), we have

W
y (a)   a 2b(l  b)  ba 3 
6 EIl

W 2
 a b  (l  b)  a 
6 EIl
 W 2
 a b2b
6 EIl

W a 2b 2

6 EI l

(3) A particle of mass m can oscillate about the position of

equilibrium under the effect of a restoring force mk 2
times the displacement. It started from rest by a constant force F
which acts for time T and then ceases. Find the amplitude of the
subsequent oscillation.

Hint: Equation of motion of the particle is

d 2x 2 F
2
 k x  [1 u(t T )]
dt m
2F kT  T
Ans: x  2
sin sin k  t   for t  T .
mk 2  2