CHAPTER 13

BOUNDARY-VALUE PROBLEMS IN RECTANGULAR COORDINATES

1
Chapter Contents
13.1 Separable Partial Differential Equations
13.2 Classical Equations and Boundary-Value Problems
13.3 Heat Equation
13.4 Wave Equation
13.5 Laplace’s Equation
13.6 Nonhomogeneous Equations and Boundary Conditions
13.7 Orthogonal Series Expansions
13.8 Fourier Series in Two Variable
2
 13.1 Separable PDEs
Linear PDE
For u (x, y), linear second-order PDE:
∂ 2u ∂ 2u ∂ 2u ∂u ∂u
A 2 +B + C 2 + D + E + Fu = G (1)
∂x ∂x∂y ∂y ∂x ∂y
G(x, y) = 0  homogeneous
Linearity: G(x, y) ≠ 0  nonhomogeneous.
𝜕𝜕𝜕𝜕 2
 Degree 1 for all terms (e.g.,  nonlinear)
𝜕𝜕𝜕𝜕
𝜕𝜕𝜕𝜕 𝜕𝜕𝜕𝜕
 No multiplication of dependent variables (e.g.,  nonlinear)
𝜕𝜕𝜕𝜕 𝜕𝜕𝜕𝜕
 No nonlinear function of dependent variables (e.g., sin 𝑢𝑢, 𝑢𝑢 2  nonlinear,
sin 𝑥𝑥 𝑢𝑢  linear)
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 Classification
Definition 13.1.1 Classification of Equations
If linear second-order differential equation
2 2 2
∂u ∂u ∂u ∂u ∂u
A 2 +B + C 2 + D + E + Fu = G
∂x ∂x∂y ∂y ∂x ∂y
where A, B, C, D, E, and F are real constants, is said to be
hyperbolic if B2 − 4AC > 0
parabolic if B2 − 4AC = 0
elliptic if B2 − 4AC < 0

4
 13.2 Classical Equations and BVPs
Typical second-order PDEs:
2
∂ u ∂u
Heat equation: =k 2 , k >0 (1)
(1D, parabolic PDE)
∂x ∂t
2 2
2 ∂ u ∂ u
Wave equation: a 2
= 2 (2)
(1D, hyperbolic PDE)
∂x ∂t
∂ 2u ∂ 2u
Laplace’s equation: 2
+ 2 = 0 (2D, elliptic
(3) PDE)
∂x ∂y Potential flow
1D heat diffusion
1D wave propagation

5
 Boundary Conditions
The two boundary conditions (BC):
u (0,
= t ) 0, u ( L=
, t ) 0, t > 0
(i) Dirichlet condition (fixed boundary condition)
u → u ( L, t ) = u0 , u 0 a constant
(ii) Neumann condition (2nd type boundary condition; specify the derivatives)
∂u ∂u
→ 0
=
∂n ∂x x = L
(iii) Robin condition (3rd type, Fourier-type, or radiation condition)
∂u ∂u
+ hu , h a constant → − h(u ( L, t ) − um ), h > 0 and um conatant
=
∂n ∂x x= L
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 13.3 Heat Equation
∂ 2u ∂u
 k = 2
, 0 < x < L, t > 0 B.C.s: u (0,=t ) 0, u ( L,=
t ) 0, t > 0
∂x ∂t
u(= x, 0) f ( x), 0 < x < L
Solution: X ′′ T ′
= = −λ
1. separation of variable: Let u(x, t) = X(x)T(t)  X kT separation
constant
X ′′ + λX = 0

2. B.C.s: u(0, t) = X(0)T(t) = 0 T ′ + kλT = 0
u(L, t) = X(L)T(t) = 0 T(t) ≠ 0 for nontrivial sol.  X(0) = X(L) = 0
3. I.C.: u(x, 0) = X(x)T(0) = f(x) for 0 < x < L
For X, BVP of an ODE: X ′′ + λ = X 0, X (0) = 0, X (0) L= 0,
For T, separable ODE: T ′ + kλT = 0  T = c e πλ / L ) t
− k ( n 2 2 2

3
7
 13.3 Heat Equation
Solve BVP: X ′′ + λ =
X 0, X (0)
= 0, X (0)
= 0,
L
 For the three cases:
λ = 0: X″ = 0  X ( x)= c1 + c2 x from B.C. X = 0 (trivial)
λ = −α2 < 0, α > 0:
X″ – α2X = 0 = X ( x) c1 cosh α x + c2 sinh α x
from B.C. X = 0 (trivial)
 λ = α2 > 0, α > 0: X″ + 4α2X = 0 = X ( x) c1 cos α x + c2 sin α x
X(0) = 0  c1 = 0  X(x) = c2 sin αx
=
X(L) = 0  X ( L) c= 2 sin λ L 0 we need c2 ≠ 0 for nontrivial sol.
 sin λn L = 0 where λn = αn2 = (nπ/L)2, n = 1, 2, 3, … eigenvalues
nπ
=  X ( x) c= 2 sin x, n 1, 2, 3, ... eigenfunctions
L 8
 13.3 Heat Equation
− k ( n 2π 2 / L2 ) t
Thus, solution of T  T = c3e
All solutions of PDE: − k ( n 2π 2 / L2 ) t nπ
= un X= ( x)T (t ) An e sin x
L
where An = c2c3.
From the I.C.: u(x, 0) = f(x), 0 < x < L
nπ Theorem 13.1.1
 un ( x= , 0) f= ( x) An sin
L
x Superposition Principle
General solution (linear combination of all un)
where An can be found as
 ∞ ∞
nπ
x, t ) ∑ un ∑ An e − k ( n π / L ) t sin
2 2 2
u (= = x Fourier series coefficients:
= n 1= n 1 L 2 L nπ
L∫
An = f ( x)sin x dx
Final sol.: 0 L
2  L
∞
nπ  − k ( n2π 2 /L2 ) t nπ n = 1, 2, 3, …
u ( x, t ) = ∑  ∫ f ( x) sin x dx e sin x
L n=1  0 L  L
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 13.3 Heat Equation 200  1 − (−1) n 
For example, u(x, 0) = 100, L = π, and k = 1, then An =
π  n 

200 ∞  1 − (−1) n  − n2t
u ( x, t ) = ∑ 
π n=1  n  e sin nx


10
 13.4 Wave Equation B.C.s: u (0,=
t ) 0, u ( L,=t ) 0, t > 0
∂ 2
u ∂ 2
u ∂u
2
a = , 0 < x < L, t > 0 I.C.s: u ( x=
, 0) f ( x), = g ( x), 0 < x < L
∂x 2
∂t 2
∂t t =0
Solution: Let u(x, t) = X(x)T(t), then X ′′ = T ′′ = −λ  X ′′ + λ X = 0
2
From B.C.  X(0) = X(L) = 0 X a T T ′′ + a 2λT = 0
Solve the BVP: X ′′ + λ X = 0, X (0)= 0, X ( L= ) 0
For λ =0 and λ < 0  trivial (DIY…)
For λ = α2 > 0
= X ( x) c1 cos α x + c2 sin α x from B.C. c1= 0, c2 sin αL = 0
Eigenvalues & Eigenfunctions:
nπ α = nπ/L, n = 1, 2, 3, …
λn n 2π= 2
/ L2 , X ( x) c=
2 sin x, n 1, 2, 3, ...
L
The general solution for T: nπ a nπ a
= T (t ) c3 cos t + c4 sin t
L L 11
 13.4 Wave Equation
Let An = c2c3, Bn = c= c ,   nπ a nπ a  nπ
2 4 un  An cos t + Bn sin t  sin x
 L L  L
∞
 nπ a nπ a  nπ
 u ( x, t ) ∑  An cos t + Bn sin t  sin x
n =1  L L  L
∞
nπ
From u(x, 0) = f(x), u ( x= , 0) f= ( x) ∑ An sin x
n =1 L
From Fourier integral, A = 2 L f ( x) sin nπ x dx
L ∫0
n
L
∂u ∂
= g ( x),, = g=u ∞
 nπ a  nπ
From
∂t t =0 ( x) ∑  Bn  sin x
∂t t =0 n =1  L  L

Thus 2 L nπ
nπ a ∫0
Bn = g ( x)sin dx
L
12
 Standing Wave (Mode)
The solution ∞
 nπ a nπ a  nπ
= u ( x, t ) ∑
n =1
 An cos
 L
t + Bn sin
L 
t  sin
L
x
can be re-written as
 nπ a  nπ
= un ( x, t ) Cn sin  t + φn  sin x
 L  L
where An Bn
= Cn An + B=
2 2
n ,
sin φn = , cos φn
Cn Cn
n = 1:
 u1(x, t) is the first standing wave or first normal mode
(fundamental mode).
 f1 = a/2L is the first harmonic (fundamental frequency).
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 Standing Wave (Mode)
Some interesting videos
Standing wave- water tank
 https://www.youtube.com/watch?v=NpEevfOU4Z8
Standing wave- string
 https://www.youtube.com/watch?v=PJbsCh2H2MA
Standing wave- 2D board
 https://www.youtube.com/watch?v=wvJAgrUBF4w
Standing wave- sound wave and water
 https://www.youtube.com/watch?v=uENITui5_jU
Standing wave- sound wave and particles
 https://www.youtube.com/watch?v=0UvLMwikcck
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 13.5 Laplace’s Equation B.C.s:
∂ 2
u ∂ 2
u ∂u ∂u
 + = 0, 0< x<a, 0< y<b = 0 , = 0 , 0 < y < b
∂x 2
∂y 2 = ∂x x 0= ∂x x a
u (=
x, 0) 0 , u (=
x, b ) f ( x ) , 0 < x < a
Solution: Let u(x, y) = X(x)Y(y),
 X ′′ Y ′′  B.C.s:
=− =−λ
X Y X′(0) = 0, X′(a) = 0,
X ′′ + λ X = 0 Y(0) = 0
Y ′′ − λY = 0
Solve BVP:
X ′′ + λ =
X 0, X (0)
= 0, X (a=
) 0

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 13.5 Laplace’s Equation
 X ′′ + λ =
X 0, X (0)
= 0, X (a= ) 0
For λ = 0, X″ = 0, X = c1 + c2x. From B.C. c2 = 0
 X = c1 , c1 ≠ 0 is a nontrivial solution.
For λ = −α2 < 0, α > 0,  trivial
For λ = α2 > 0, α > 0, X″ + α2X = 0  X = c1 cos αx + c2 sin αx,
From X′(0) = 0  c2 = 0 and so X = c1 cos αx .
From X′(a) = 0  −c1 α sin αa = 0,  we have α = nπ/a, n = 1, 2, 3, ….
Eigenvalues: λ0 = 0 and λn = (nπ/a)2, n = 1, 2, …
Eigenfunctions: nπ
=X c= 1, n 0;=X c1 cos , n 1, 2, ...
x=
a
For Y″ – λY = 0, when λ0 = 0, Y = c3 + c4y. Use Y(0) = 0 Y = c4y.
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 13.5 Laplace’s Equation
When λn = (nπ/a)2, n = 1, 2, …, Y = c3 cosh (nπy/a) + c4 sinh (nπy/a)
Use Y(0) = 0  Y = c4 sinh (nπy/a).
nπ nπ
un = X(x)Y(y): A0 y, n 0;=
Solution= An sinh y cos x, n 1, 2, ...
a a
= A0 c=1c4 for n
= 0; An c= 1c4 for n 1, 2, ...
From superposition principle  u ( x,=
∞
nπ nπ
y ) A0 y + ∑ An sinh y cos x
n =1 a a
∞
 nπ  nπ
Use B.C. u ( x, =b) f (=x) A0b + ∑  An sinh b  cos x
n =1  a  a
1 a 2 a nπ
From Fourier series: A0 = ∫ f ( x ) An = ∫ f ( x)cos xdx
ab 0 nπ 0 a
a sin b
a 17
 EX: Dirichlet Problem
Dirichlet Problem (DIY…)
∂ 2u ∂ 2u
2
+ = 2
0, 0 < x < a, 0 < y < b
∂x ∂y
=u (0, y ) 0,=u ( a, y ) 0
u ( x, 0) 0,=
= u ( x, b ) f ( x )
Solution ∞
nπ nπ
u ( x, y ) = ∑ An sinh y sin x
n =1 a a
where
2 a nπ
nπ b ∫0
An = f ( x)sin xdx
a sinh a
a 18
 Superposition Principle
Break down below PDE into 2 problems with homogeneous B.C.s
∂ 2u ∂ 2u u (0, y ) = F ( y ) ,u (=
a, y ) G ( y ) , 0 < y < b
+ = 0, 0< x<a, 0< y<b
∂x 2
∂y 2
u ( x, 0) = f ( x) ,u (=x, b ) g ( x ) , 0 < x < a

Problem 1: Problem 2:
∂ 2u1 ∂ 2u1 ∂ 2u 2 ∂ 2u 2
2
+ = 2
0, 0 < x < a, 0< y<b + = 0, 0 < x < a, 0< y<b
∂x ∂y ∂x 2
∂y 2

u1 (0,=
y ) 0, u1 (a=
, y ) 0, 0< y<b (0, y ) F ( y ), u2=
u2 = (a, y ) G ( y ), 0 < y < b
u1 ( x=
, 0) f ( x), u1 ( =
x, b) g ( x), 0 < x < a u2 (=
x, 0) 0, ( x, b) 0,
u2 = 0< x<a

19
 Superposition Principle
u1 and u2 are solutions of problem 1 and 2. Define u = u1 + u2, then
u (0, y ) =
u1 (0, y ) + u2 (0, y ) =
0 + F ( y) =
F ( y)

Also, u ( x, b=
) u1 ( x, b) + u2 ( x, b=
) g ( x) + =
0 g ( x)

20
 Superposition Principle
Verify it by yourself…
Solution of problem 1 Solution of problem 2
∞
 nπ nπ  nπ nπ nπ  nπ
∑
∞
u1 ( x, y ) A cosh y + B sinh y  sin = x u 2 ( x, y ) 
n =1
 n
 a
n
a  a ∑  An cosh
n =1  b
x + Bn sinh
b
x  sin
 b
y

where 2 a nπ where 2 b nπ
An = ∫ f ( x)sin xdx An = ∫ F ( y )sin ydy
a 0 a b 0 b
1 2 a nπ nπ  1 2 b nπ nπ 
Bn  ∫ g ( x)sin= xdx − An cosh b Bn
nπ  ∫0 G ( y )sin ydy − An cosh a
nπ  a 0 a a  sinh a  b b b 
sinh b b
a

21
 13.6 Nonhomogeneous BVPs
A BVP is nonhomogeneous if either the PDE or the BC are nonhomogeneous.
2
EX1: Solve k u =
∂
+ r
∂u
, 0 < x < 1, t > 0 Consider that the heat is generated
∂x 2 ∂t at a constant rate r within a rod.
u (0,= t ) 0, u (1,=t ) u1 , t > 0
u ( x=
, 0) f ( x), 0 < x < 1
Solution: Change of
Dependent variables ∂ 2u ∂ 2 v ∂u ∂v ∂ 2v ∂v
Let u(x, t) = v(x, t) + ψ(x)  2 = 2
+ ψ ′′ and =  k 2 + kψ ′′ + r =
To be determined ∂x ∂x ∂t ∂t ∂x ∂t
r Assumed to be 0
r  ψ ( x) = 2
− x + c1 x + c2
 kψ ′′ + r = 0 or ψ ′′ = − 2k
k
v(0, t) = 0 and v(1, t) = 0,
u (0, t ) = v(0, t ) + ψ (0) = 0  We choose
From B.C: ψ(0) = 0 and ψ(1) = u1
u (1, t ) = v(1, t ) + ψ (1) = u1  c2 = 0, c1 = r/2k + u1
22
 13.6 Nonhomogeneous BVPs
Consequently ψ ( x) = r 2  r 
− x + + u1  x
2k  2k 
I.C: u(x, 0) = v(x, 0) + ψ(x)  v(x, 0) = u(x, 0) − ψ(x) = f(x) – ψ(x).
2
new homogeneous BVP: k ∂= v ∂v
, 0 < x < 1, t > 0
∂x 2 ∂t
v(0,= t ) 0, v(1,=
t ) 0, t > 0 Heat Equation

 r 2  r 
v( x, 0)
= f ( x) + x − + u0  x , 0 < x < 1
{ }
∞
v( x, t ) = ∑ An e − kn 2π 2t
sin nπ x 2k  2k 
n =1
1  r 2  r  
An 2 ∫  f ( x) +
= x − + u1  x  sin nπ xdx tr
v( x, t ) → 0 as t → ∞ :transient
0
 2k  2k   
r 2  r  ∞ u ( x, t ) → ψ ( x) as t → ∞ Steady
u ( x, t ) = − x + + u1  x + ∑ An e − kn 2π 2t
sin nπ x state
2k  2 k  n =1
23
 EX 2: Time-Dependent PDE and BCs
2
Solve = ∂ u ∂u BVP: G(x, t) nonhomogeneous
, 0 < x < 1, t > 0
∂x 2 ∂t nonhomogeneous ∂ 2v ∂v
+ (1 − x)sin
= t , 0 < x < 1, t > 0
u (0,= t ) cos t , u (1,=t ) 0, t > 0 ∂x 2
∂t
u ( x, 0)
= 0, 0 < x < 1 v(0,= t ) 0, v(1,= t ) 0, t > 0
Solution: v( x, 0) = x − 1, 0 < x < 1
From EX1, set k = 1, L = 1, r = 0,
u0(t) = cos t, u1(t) = 0, f(x) = 0. Assume time-dependent coefficients:
(u0(t) = 0 in EX1) vn(t) and Gn(t) ∞
  Solutions: v( x, t ) = ∑ vn (t )sin nπ x
ψ ( x, t ) =cos t + x[0 − cos t ] =(1 − x)cos t n =1
 ∞
u ( x,=t ) v( x, t ) + (1 − x)cos t (1 − x)sin t = ∑ Gn (t )sin nπ x
n =1
24
 EX 2: Time-Dependent PDE and BCs
2 1 1 2
Gn (t ) =
1 ∫0
2sin t ∫ (1 − x)sin nπ xdx =
(1 − x)sin t sin nπ xdx =
0 nπ
sin t

∂ 2v ∞ ∂v ∞

∂x 2 ∑
= v
n 1=
n (t )( − n π )sin nπ x and
2 2
∑
=
∂t n 1
vn′ (t )sin nπ x

∞ ∞
2sin t
∑
n 1=
vn′ (t ) + n π vn (t )  sin nπ x =
2 2
∑n 1 nπ
sin nπ x

2sin t v ( x, t ) =
′
vn (t ) + n π vn (t ) =
2 2

nπ ∞
 n 2π 2 sin t − cos t − n 2π 2t 

2  n π sin t − cos t 
2 2 ∑ 2
n =1  nπ (n π + 1)
4 4
+ Cn e  sin nπ x
− n 2π 2t 
vn (t )   + Cn e
nπ  n π +1
4 4

arbitrary constant
25
 EX 2: Time-Dependent PDE and BCs
From I.C: v( x, 0) = x − 1, 0 < x < 1
 ∞
−2 
 = x −1 ∑  + Cn  sin nπ x
n =1  nπ ( n π + 1)
4 4

−2 1
+ Cn= 2 ∫ ( x − 1)sinnπ xdx
nπ (n π + 1)
4 4 0
2 2
−2 −2= Cn −
+ Cn = nπ (n π + 1) nπ
4 4

nπ (n π + 1)
4 4
nπ
2 ∞  n 2π 2 sin t − cos t + e − n π t e − n π t 
2 2 2 2

=  v ( x, t ) ∑ 
π n=1  n(n π + 1)
4 4
−
n 
 sin nπ x

2  n 2π 2 sin t − cos t + e − n π t e − n π 
2 2 2 2
∞ t
(1 − x)cos t + ∑ 
u ( x, t ) = −  sin nπ x
π n=1  n(n π + 1)
4 4
n 
26
 EX3: Time-Dependent PDE and Homo. BCs
nonhomogeneous
2
Solve ∂u ∂u
2
+ (1 − x)sin= t , 0 < x < 1, t > 0
∂x ∂t
u (0,= t ) 0, u (1,= t ) 0, t > 0 (25)
u ( x, 0) = 0, 0 < x < 1
Solution: DIY…
∞
 −2 
= 0 ∑ + Cn  sin nπ x
n =1  nπ ( n π + 1)
4 4

2
Cn =
nπ (n 4π 4 + 1)
∞  2 2 − n 2π 2t 
2 n π sin t − cos t e
u ( x, t ) ∑ 
π n=1  n(n π + 1)
4 4
+
n(n π + 1) 
4 4  sin nπ x
27
 13.7 Orthogonal Series Expansions
 Example 1 Using Orthogonal Series Expansions Sturm-Liouville
Solve for the temperature u(x, t) in a rod of unit length Problem:
∂ 2u ∂u X ′′ + λX = 0,
k= , 0 < x < 1, t > 0
∂x 2
∂t X (0) = 0, X ′(1) + hX (1) = 0
∂u
u (0, t ) = 0, =− hu (1, t ), h > 0, t > 0 For nontrivial λ = α2 > 0, α > 0
∂x x =1
General sol.  X = c1 cos αx + c2 sin αx
u ( x, 0)= 1, 0 < x < 1
B.C  c1 = 0  X(x) = c2 sin αx
Solution: Let u(x, t) = X(x)T(t)  α
α cos α + h sin α = 0 or tan α = −
 X ′′ + λX = 0 h
y = tan x
T ′ + kλT = 0 Inf. Sols.
X (0) = 0, X ′(1) = − hX (1) for x > 0
y = −x/h, h > 0
28
 Example 1
− kα n2t − kα n2t
Solution:
= T (t ) c3e , and
= so un X=
( x)T (t ) An e sin α n x
∞
u ( x, t ) = ∑ An e − kα n2t
sin α n x Eigenvalues: λn = αn2, n = 1, 2, …
n =1 Eigenfunctions: X(x) = c2 sin αnx
∞
I.C. 1 = ∑ An sin α n x 1
n =1
∫ sin α x dx
0 n
Orthogonal set: {sin αnx} with weight function p(x) = 1  An = 1
∫ sin α x dx
2

Also,
1 1 n
∫0
 sin 2α = (h + cos α n )
2
n xdx
0
2h 1 1 
1 1 
1
1 = 1 − sin 2α n 
Since ∫0 sinα n xdx = − cos α n x  = (1 − cos α n ) 2  2α n 
αn 0 αn
2h(1 − cos α n ) ∞
1 − cos α
 An = ∑
2
α
Final sol: u ( x , t ) = 2 h n
e − k n t
sin α n x
α n (h + cos α n )
2
n =1 α n ( h + cos α n )
2
29
 Example 2: Orthogonal Series Expansions
∂ 2
θ ∂ 2
θ Rotational vibration
2
a= 2 2
, 0 < x < 1, t > 0
∂x ∂t
∂θ
θ (0,
= t ) 0, = 0, t > 0
∂x x =1
∂θ
θ ( x, =
0) x, = 0, 0 < x < 1
∂t t =0
Solution: homogeneous B.C: X ′′ + λ= = 0, X ′=
X 0, X (0) (1) 0
X ′′ + λ X =
0 For nontrivial, λ = α2, α > 0 X = c1 cos αx + c2 sinαx
B.C  c1 = 0, c2 cosα = 0.
T ′′ + a λT =
2
0  2n − 1 
= X ( x) c=2 sin α n x c2 sin  =  π x, n 1, 2, 3, ...
X (0) 0= and X ′(1) 0  2  30
 Example 2: Orthogonal Series Expansions
I.C: θt(x, 0) = 0  X(x)T′(0) = 0 or T′(0) = 0.
Sol. for T(t) = c3cos aαnt + c4sin aαnt
T′(0) = 0  c4 = 0  T(t) = c3cosaαnt = c3cosa((2n – 1)/2)πt.
  2n − 1   2n − 1  An =
= θ n X= ( x)T (t ) An cos a   π t sin   π x
 2   2  1  2n − 1 
∞
 2n − 1   2n − 1  ∫0
x sin 
 2


π xdx
θ ( x, t ) = ∑ An cos a   π t sin   π x
 2   2  1
2  2n − 1 
∫ π xdx
n =1
sin  
∞
I.C: θ (x, 0) = x  θ ( x, 0)= x= ∑ An sin   2 n − 1  0
 2 
 π x
n =1  2  8(−1) n+1
 =
Orthogonal set:{sin((2n – 1)/2)πx}, n = 1, 2, 3, … (2n − 1) 2 π 2
Weight function: p(x) = 1 on [0, 1]
31
 13.8 Fourier Series in Two Variables
Heat and Wave Equation in 2D
2D heat equation:  ∂ 2u ∂ 2u  ∂u
k 2 + 2  =
 ∂x ∂y  ∂t
 ∂ 2
u ∂ 2
u  ∂ 2
u
2D wave equation: a  2 + 2  =
2
2
 ∂ x ∂y  ∂ t

EX1: Find temperature u(x, y, t) in a plate with I.C: f(x, y); B.C: 0 for t > 0.
Solution:  ∂ 2
u ∂ 2
u  ∂u
k + =
 ∂x 2 , 0 < x < b, 0 < y < c , t > 0
 ∂y 2  ∂t
subject to u (0, y, t )= 0, u (b, y, t )= 0, 0 < y < c, t > 0
u ( x, 0, t =) 0, u ( x, c, t =
) 0, 0 < x < b, t > 0
u ( x, y, 0) = f ( x, y ), 0 < x < b, 0 < y < c 32
 Example 1
X ′′ Y ′′ T ′
Let u = XYT  k ( X ′′YT + XY ′′T ) = XYT ′ or =− +
X Y kT
X ′′ Y ′′ T ′ ′′ T ′
 = − + = −λ  X ′′ + λ X =
2
0 and Y=
X Y kT +λ
Y kT
Y ′′ T′
= − µ and +λ = −µ
Another separation constant −µ  Y kT
Y ′′=+ µY 0 and T ′ + k (λ += µ )T 0
From B.C.s:
u (0,
= y, t ) 0, u (b=, y, t ) 0  =  X (0) 0,= X (b) 0
 imply 
u ( x=
, 0, t ) 0, u ( x=, c, t ) 0  = Y (0) 0,= Y (c ) 0
In x: X ′′ + λ= X 0, X (0) = 0, X (= b) 0 2 sets of eigenvalues:
m 2π 2 n 2π 2
In y: Y ′′ + µ= Y 0, Y (0) = 0, Y= (c ) 0
= λm = 2
, and µn 2
b c 33
 Example=
1 X ( x) c=2 sin
mπ
x, m 1, 2, 3, ...
b
2 sets of eigenfunctions: nπ
= Y ( y ) c= 4 sin y, n 1, 2, 3, ...
c
− k [( mπ / b ) 2 + ( nπ / c ) 2 ]t mπ nπ
general solution: umn ( x, y, t ) = Amn e sin x sin y
b c
∞ ∞
mπ nπ
Use superposition principle: u ( x, y, t ) = ∑∑ Amn e
− k [( mπ /b ) 2 + ( nπ / c ) 2 ]t
sin x sin y
m 1=
= n 1 b c
∞ ∞
mπ nπ
At t = 0, u ( x=
, y, 0) f= ( x, y ) ∑∑ Amn sin x sin y
m 1=
= n 1 b c sine series in
two variables
4 c b mπ nπ
and Amn = ∫
bc 0 0∫ f ( x, y )sin
b
x sin
c
y dx dy

34
 Example 1
cosine series in two variables
∞
mπ ∞
nπ ∞ ∞
mπ nπ
A00 + ∑ Am 0 cos
f ( x, y ) = x + ∑ A0 n cos y + ∑∑ Amn cos x cos y
m 1
= b n 1
= c m 1=
= n 1 b c
1 c b
where A00 = ∫ ∫ f ( x, y )dxdy
bc 0 0
2 c b mπ
Am 0 = ∫ ∫ f ( x, y )cos xdxdy
bc 0 0 b
2 c b nπ
A0 n = ∫ ∫ f ( x, y )cos ydxdy
bc 0 0 c
4 c b mπ nπ
Amn = ∫ ∫ f ( x, y )cos x cos ydxdy
bc 0 0 b c
35