MTH166

Lecture-23
Solution of Partial Differential Equations
And
Solution of 1D-Heat Equation
Topic:

Solution of Partial Differential Equations

Learning Outcomes:

To solve first order PDE using separation of variables solution.

To solve one dimensional Heat Equation.

Find the separation of variables solution of following PDE:
𝝏𝒖 𝝏𝒖
Problem 1. =
𝝏𝒙 𝝏𝒚

𝜕𝑢 𝜕𝑢
Solution. The given equation is: = (1)
𝜕𝑥 𝜕𝑦

Let solution be: 𝑢 𝑥, 𝑦 = 𝑋𝑌 (2) where 𝑋 = 𝑓 𝑥 , 𝑌 = 𝑔(𝑦)

𝜕𝑢 𝜕𝑢
⇒ = 𝑋 ′ 𝑌 and = 𝑋𝑌 ′
𝜕𝑥 𝜕𝑦

Equation (1) becomes: 𝑋 ′ 𝑌 = 𝑋𝑌 ′

𝑋′ 𝑌′
⇒ = =𝑘 (Say)
𝑋 𝑌
Taking these pairs one by one
𝑋′
⇒ =𝑘
𝑋
 𝑋′
⇒ ‫𝑥𝑑 𝑋 ׬‬ = 𝑘 ‫𝑥𝑑 ׬‬

⇒ log 𝑋 = 𝑘𝑥 + 𝑐1
⇒𝑋=𝑒 𝑘𝑥+𝑐1

𝑌′
also =𝑘
𝑌

𝑌′
⇒ ‫𝑦𝑑 𝑌 ׬‬ = 𝑘 ‫𝑦𝑑 ׬‬

⇒ log 𝑌 = 𝑘𝑦 + 𝑐2
⇒𝑌=𝑒 𝑘𝑦+𝑐2

Required solution is: 𝑢 𝑥, 𝑦 = 𝑋𝑌 = 𝑒 𝑘𝑥+𝑐1 𝑒 𝑘𝑦+𝑐2 =𝑒 𝑐1 +𝑐2 𝑒 𝑘(𝑥+𝑦)

⇒ 𝑢 𝑥, 𝑦 = 𝐴𝑒 𝑘(𝑥+𝑦) Answer. (𝐴 = 𝑒 𝑐1 +𝑐2
)
Find the separation of variables solution of following PDE:
𝝏𝒖 𝝏𝒖
Problem 2. 4 + 𝟑 =𝟎
𝝏𝒙 𝝏𝒚

𝜕𝑢 𝜕𝑢
Solution. The given equation is: 4 +3 =0 (1)
𝜕𝑥 𝜕𝑦

Let solution be: 𝑢 𝑥, 𝑦 = 𝑋𝑌 (2) where 𝑋 = 𝑓 𝑥 , 𝑌 = 𝑔(𝑦)

𝜕𝑢 𝜕𝑢
⇒ = 𝑋 ′ 𝑌 and = 𝑋𝑌 ′
𝜕𝑥 𝜕𝑦

Equation (1) becomes: 4𝑋 ′ 𝑌 + 3𝑋𝑌 ′ = 0 ⇒ 4𝑋 ′ 𝑌 = −3𝑋𝑌 ′

𝑋′ 𝑌′
⇒ 4 = −3 = 𝑘 (Say)
𝑋 𝑌
Taking these pairs one by one
𝑋′
⇒ 4 =𝑘
𝑋
 𝑋′ 𝑘
⇒ ‫𝑥𝑑 𝑋 ׬‬ = ‫𝑥𝑑 ׬‬
4
𝑘
⇒ log 𝑋 = 𝑥 + 𝑐1
4
𝑘
𝑥+𝑐1
⇒𝑋=𝑒 4

𝑌′
also −3 =𝑘
𝑌

𝑌′ 𝑘
⇒ ‫𝑦𝑑 𝑌 ׬‬ = − ‫𝑦𝑑 ׬‬
3
𝑘
⇒ log 𝑌 = − 𝑦 + 𝑐2
3
𝑘
−3𝑦+𝑐2
⇒𝑌=𝑒
𝑘 𝑘 1 1
𝑥+𝑐1 − 𝑦+𝑐2 𝑐1 +𝑐2 𝑘( 𝑥− 𝑦)
Required solution is: 𝑢 𝑥, 𝑦 = 𝑋𝑌 = 𝑒 4 𝑒 3 =𝑒 𝑒 4 3

𝑘
(3𝑥−4𝑦) 𝑐1 +𝑐2
⇒ 𝑢 𝑥, 𝑦 = 𝐴𝑒 12 Answer. (𝐴 = 𝑒 )
Find the separation of variables solution of following PDE:
𝝏𝒖 𝝏𝒖
Problem 3. 𝐲 + 𝒙 =𝟎
𝝏𝒙 𝝏𝒚

𝜕𝑢 𝜕𝑢
Solution. The given equation is: y +𝑥 =0 (1)
𝜕𝑥 𝜕𝑦

Let solution be: 𝑢 𝑥, 𝑦 = 𝑋𝑌 (2) where 𝑋 = 𝑓 𝑥 , 𝑌 = 𝑔(𝑦)

𝜕𝑢 𝜕𝑢
⇒ = 𝑋 ′ 𝑌 and = 𝑋𝑌 ′
𝜕𝑥 𝜕𝑦

Equation (1) becomes: 𝑦𝑋 ′ 𝑌 + 𝑥𝑋𝑌 ′ = 0 ⇒ 𝑦𝑋 ′ 𝑌 = −𝑥𝑋𝑌 ′

1 𝑋′ 1 𝑌′
⇒ = − = 𝑘 (Say)
𝑥 𝑋 𝑦 𝑌
Taking these pairs one by one
1 𝑋′
⇒ =𝑘
𝑥 𝑋
 𝑋′
⇒ ‫𝑥𝑑 𝑋 ׬‬ = 𝑘 ‫𝑥𝑑𝑥 ׬‬
𝑥2
⇒ log 𝑋 = 𝑘 + 𝑐1
2
𝑥2
𝑘 2 +𝑐1
⇒𝑋=𝑒
1 𝑌′
also − =𝑘
𝑦 𝑌

𝑌′
⇒ ‫𝑦𝑑 𝑌 ׬‬ = −𝑘 ‫𝑦𝑑𝑦 ׬‬
𝑦2
⇒ log 𝑌 = −𝑘 + 𝑐2
2
𝑦2
−𝑘 2 +𝑐2
⇒𝑌=𝑒
𝑥2 𝑦2 𝑥2 𝑦 2
𝑘 +𝑐1 −𝑘 +𝑐2 𝑐1 +𝑐2 𝑘( − )
Required solution is: 𝑢 𝑥, 𝑦 = 𝑋𝑌 = 𝑒 2 𝑒 2 =𝑒 𝑒 2 2

𝑘 2 2)
(𝑥 −𝑦 𝑐1 +𝑐2
⇒ 𝑢 𝑥, 𝑦 = 𝐴𝑒 2 Answer. (𝐴 = 𝑒 )
 Polling Quiz

If 𝑢 = 𝑓(𝑥, 𝑡), then the solution will be of the form:

(A) 𝑢(𝑥, 𝑦) = 𝑋 𝑥 𝑌(𝑦)

(B) 𝑢(𝑥, 𝑡) = 𝑋 𝑥 𝑇(𝑡)

(C) 𝑢(𝑥, 𝑦) = 𝑋 𝑡 𝑌(𝑥)

 𝝏𝒖 𝝏 𝒖 𝟐
Problem. Solve = 𝑪𝟐 𝟐 [1D-Heat Equation]; 𝒄𝟐 is Diffusivity constant.
𝝏𝒕 𝝏𝒙

Solution. The given one dimensional Heat equation is:

𝜕𝑢 𝜕 𝑢2
= 𝐶2 2 (1) 0 ≤ 𝑥 ≤ 𝑙 (𝑙𝑒𝑛𝑔𝑡ℎ), 𝑡 > 0 (𝑡𝑖𝑚𝑒)
𝜕𝑡 𝜕𝑥

Let solution be: 𝑢 𝑥, 𝑡 = 𝑋𝑇 (2) where 𝑋 = 𝑓 𝑥 , 𝑇 = 𝑔(𝑡)

𝜕𝑢 𝜕2 𝑢
⇒ = 𝑋𝑇 ′ and = 𝑋 ′′ 𝑇
𝜕𝑡 𝜕𝑥 2

Equation (1) becomes: 𝑋𝑇 ′ = 𝐶 2 𝑋 ′′ 𝑇

𝑋 ′′ 1 𝑇′
⇒ = = 𝑘 (Say)
𝑋 𝐶2 𝑇

As 𝑘 can take three values: zero, positive or negative, so we have following three cases.
Case 1. When 𝑘 = 0
𝑋 ′′ 𝑋 ′′
=𝑘 ⇒ =0 ⇒ 𝑋 ′′ = 0 ⇒ 𝑋 = 𝑎𝑥 + 𝑏
𝑋 𝑋

1 𝑇′ 1 𝑇′
Also =𝑘 ⇒ =0 ⇒ 𝑇′ = 0 ⇒𝑇=𝑐
𝐶2 𝑇 𝐶2 𝑇

Required solution of equation (1) is:

𝑢 𝑥, 𝑡 = 𝑋𝑇 = 𝑎𝑥 + 𝑏 𝑐 = 𝐴𝑥 + 𝐵
Case 2. When 𝑘 = 𝑝2 (Positive)
𝑋 ′′ 𝑋 ′′
=𝑘 ⇒ = 𝑝2 ⇒ 𝑋 ′′ − 𝑝2 𝑋 = 0
𝑋 𝑋

S.F. 𝐷2 − 𝑝2 𝑋 = 0
A.E. 𝐷2 − 𝑝2 = 0 ⇒ 𝐷 = ±𝑝
∴ 𝑋 = 𝑎𝑒 𝑝𝑥 + 𝑏𝑒 −𝑝𝑥
1 𝑇′ 1 𝑇′
Also =𝑘 ⇒ = 𝑝2 ⇒ 𝑇 ′ − 𝐶 2 𝑝2 𝑇 = 0
𝐶2 𝑇 𝐶2 𝑇

S.F. 𝐷 − 𝐶 2 𝑝2 𝑇 = 0
A.E. 𝐷 − 𝐶 2 𝑝2 = 0 ⇒ 𝐷 = 𝐶 2 𝑝2
𝐶 2 𝑝2 𝑡
∴𝑇= 𝑐𝑒
Required solution of equation (1) is:
2 𝑝2 𝑡 2 𝑝2 𝑡
𝑢 𝑥, 𝑡 = 𝑋𝑇 = 𝑎𝑒 𝑝𝑥 + 𝑏𝑒 −𝑝𝑥 𝑐𝑒 𝐶 = 𝐴𝑒 𝑝𝑥 + 𝐵𝑒 −𝑝𝑥 𝑒 𝐶

Case 3. When 𝑘 = −𝑝2 (Negative)

𝑋 ′′ 𝑋 ′′
=𝑘 ⇒ = −𝑝2 ⇒ 𝑋 ′′ + 𝑝2 𝑋 = 0
𝑋 𝑋
S.F. 𝐷2 + 𝑝2 𝑋 = 0
A.E. 𝐷2 + 𝑝2 = 0 ⇒ 𝐷 = ±𝑖𝑝
∴ 𝑋 = 𝑒 0𝑥 (𝑎 cos 𝑝𝑥 + 𝑏 sin 𝑝𝑥)
1 𝑇′ 1 𝑇′
Also =𝑘 ⇒ = −𝑝2 ⇒ 𝑇 ′ + 𝐶 2 𝑝2 𝑇 = 0
𝐶2 𝑇 𝐶2 𝑇

S.F. 𝐷 + 𝐶 2 𝑝2 𝑇 = 0
A.E. 𝐷 + 𝐶 2 𝑝2 = 0 ⇒ 𝐷 = −𝐶 2 𝑝2 𝑡
2 𝑝2 𝑡
∴ 𝑇 = 𝑐𝑒 −𝐶
Required solution of equation (1) is:
−𝐶 2 𝑝2 𝑡 −𝐶 2 𝑝2 𝑡
𝑢 𝑥, 𝑡 = 𝑋𝑇 = (𝑎 cos 𝑝𝑥 + 𝑏 sin 𝑝𝑥) 𝑐𝑒 = (𝐴 cos 𝑝𝑥 + 𝐵 sin 𝑝𝑥)𝑒
This is the most suitable and practically feasible solution of heat equation.
Note: Heat Equation
𝜕𝑢 2
2𝜕 𝑢
Equation: = 𝐶
𝜕𝑡 𝜕𝑥 2
Nature: Parabolic
Solution: 1. 𝑢 𝑥, 𝑡 = 𝐴𝑥 + 𝐵

2 𝑝2 𝑡
2. 𝑢 𝑥, 𝑡 = 𝐴𝑒 𝑝𝑥 + 𝐵𝑒 −𝑝𝑥 𝑒 𝐶

or
𝐶 2 𝑝2 𝑡
𝑢 𝑥, 𝑡 = (𝐴 cosh 𝑝𝑥 + 𝐵 sinh 𝑝𝑥)𝑒

−𝐶 2 𝑝2 𝑡
3.𝑢 𝑥, 𝑡 = (𝐴 cos 𝑝𝑥 + 𝐵 sin 𝑝𝑥)𝑒 (Most suitable one)