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Partial Differential Equations
Definition
One of the classical partial differential equation of
mathematical physics is the equation describing
the conduction of heat in a solid body (Originated
in the 18th century). And a modern one is the
space vehicle reentry problem: Analysis of transfer
and dissipation of heat generated by the friction
with earths atmosphere.
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For example:
Consider a straight bar with uniform cross-section and
homogeneous material. We wish to develop a model for
heat flow through the bar.
Let u(x,t) be the temperature on a cross section located
at x and at time t. We shall follow some basic principles
of physics:
A. The amount of heat per unit time flowing through a
unit of cross-sectional area is proportional to
with constant of proportionality k(x) called the
thermal conductivity of the material.
x u c c /
B. Heat flow is always from points of higher temperature
to points of lower temperature.
C. The amount of heat necessary to raise the
temperature of an object of mass m by an amount Au
is a c(x) m Au, where c(x) is known as the specific heat
capacity of the material.
Thus to study the amount of heat H(x) flowing from left
to right through a surface A of a cross section during the
time interval At can then be given by the formula:
) , ( A) of )( ( ) ( t x
x
u
t area x k x H
c
c
A =
Likewise, at the point x + Ax, we
have
Heat flowing from left to right across the plane during an
time interval At is:

If on the interval [x, x+Ax], during time At , additional
heat sources were generated by, say, chemical reactions,
heater, or electric currents, with energy density Q(x,t),
then the total change in the heat AE is given by the
formula:
). , (
u
t B) of )( ( ) ( t x x
t
area x x k x x H A +
c
c
A A + = A +
AE = Heat entering A - Heat leaving B + Heat
generated .
And taking into simplification the principle C above,
AE = c(x) m Au, where m = (x) AV . After dividing by
(Ax)(At), and taking the limits as Ax , and At 0, we
get:

If we assume k, c, are constants, then the eq. Becomes:
) , ( ) ( ) ( ) , ( ) , ( ) ( t x
t
u
x x c t x Q t x
x
u
x k
x c
c
= +
(
c
c
c
c

) , (
2
2
2
t x p
x
u
t
u
+
c
c
=
c
c
|
Boundary and Initial conditions
Remark on boundary conditions and initial condition on
u(x,t).
We thus obtain the mathematical model for the heat
flow in a uniform rod without internal sources (p = 0)
with homogeneous boundary conditions and initial
temperature distribution f(x), the follolwing Initial
Boundary Value Problem:
One Dimensional Heat Equation
. 0 , ) ( ) 0 , (
, 0 , 0 ) , ( ) , 0 (
, 0 , 0 , ) , ( ) , (
2
2
L x x f x u
t t L u t u
t L x t x
x
u
t x
t
u
< < =
> = =
> < <
c
c
=
c
c
|
Introducing solution of the form
u(x,t) = X(x) T(t) .
Substituting into the I.V.P, we obtain:
The method of separation of
variables
. 0 ) ( ) ( ' ' and 0 ) ( ) ( '
have we Thus Constants.
) (
) ( ' '
) (
) ( '
eq. following the to leads this
. 0 0 , ) ( ) ( ' ' ) ( ' ) (
= =
= =
> < < =
x kX x X t kT t T
x X
x X
t T
t T
L, t x t T x X t T x X
|
|
|
Imply that we are looking for a non-trivial solution
X(x), satisfying:

We shall consider 3 cases:
k = 0, k > 0 and k < 0.
Boundary Conditions
0 ) ( ) 0 (
0 ) ( ) ( ' '
= =
=
L X X
x kX x X
Case (i): k = 0. In this case we have
X(x) = 0, trivial solution
Case (ii): k > 0. Let k =
2
, then the D.E gives X' ' -
2
X = 0. The fundamental solution set is: { e
x
, e
-x
}. A
general solution is given by: X(x) = c
1
e
x
+ c
2
e
-x
X(0) = 0 c
1
+

c
2
= 0, and
X(L) = 0 c
1
e
L
+ c
2
e
-L
= 0 , hence
c
1
(e
2L
-1) = 0 c
1
= 0 and so is c
2
= 0 .
Again we have trivial solution X(x) 0 .
Finally Case (iii) when k < 0.
We again let k = -
2
, > 0. The D.E. becomes:
X ' ' (x) +
2
X(x) = 0, the auxiliary equation is
r
2
+
2
= 0, or r = i . The general solution:
X(x) = c
1
e
ix
+ c
2
e
-ix
or we prefer to write:
X(x) = c
1
cos x + c
2
sin x. Now the boundary conditions
X(0) = X(L) = 0 imply:
c
1
= 0 and c
2
sin L= 0, for this to happen, we need L =
nt , i.e. = nt /L or k = - (nt /L )
2
.
We set X
n
(x) = a
n
sin (nt /L)x, n = 1, 2, 3, ...
Finally for T '(t) - |kT(t) = 0, k = -
2
.
We rewrite it as: T ' + |
2
T = 0. Or T ' = - |
2
T
. We see the solutions are
: try we condition,
initial e satisfy th To . conditions boundary the
and D.E the satisfies ) ( ) ( ) , (
function the Thus
. .. 3, 2, 1, n , ) (
2
) / (
t T x X t x u
e b t T
n n n
t L n
n n
=
= =
t |
u(x,t) = u
n
(x,t), over all n.
More precisely,

This leads to the question of when it is possible to
represent f(x) by the so called
Fourier sine series ??
. ) ( sin ) 0 , (
: have must We
. sin ) , (
1

1
2
x f x
L
n
c x u
x
L
n
e c t x u
n
t
L
n
n
=
|
.
|
\
|
=
|
.
|
\
|
=
|
.
|
\
|
t
t
t
|
Jean Baptiste Joseph Fourier
(1768 - 1830)
Developed the equation for heat transmission and
obtained solution under various boundary
conditions (1800 - 1811).
Under Napoleon he went to Egypt as a soldier and
worked with G. Monge as a cultural attache for the
French army.
Example
Solve the following heat flow problem

Write 3 sin 2x - 6 sin 5x = c
n
sin (nt/L)x, and
comparing the coefficients, we see that c
2
= 3 , c
5
= -6,
and c
n
= 0 for all other n. And we have u(x,t) =
u
2
(x,t) + u
5
(x,t) .
. 0 , 5 sin 6 2 sin 3 ) 0 , (
0 0 , ( ) , 0 (
. 0 , 0 , 7
2
2
x x x x u
, , t t) u t u
t x
x
u
t
u
< < =
> = =
> < <
c
c
=
c
c
t
t
Wave Equation
In the study of vibrating string such as piano wire
or guitar string.
L . x g(x), ) (x,
t
u
L , x f (x) , ) u(x,
, t u(L,t), ,t) u(
t L x
x
u
t
u
< < =
c
c
< < =
> =
> < <
c
c
=
c
c
0 0
0 0
0 0
, 0 , 0 ,
2
2
2
2
2
o
f(x) = 6 sin 2x + 9 sin 7x - sin 10x , and
g(x) = 11 sin 9x - 14 sin 15x.
The solution is of the form:
Example:
. sin ] sin cos [ ) , (
1
L
x n
t
L
n
b t
L
n
a t x u
n
n
n
t to to
+ =
=
Reminder:
TAs Review session
Date: July 17 (Tuesday, for all students)
Time: 10 - 11:40 am
Room: 304 BH
Final Exam
Date: July 19 (Thursday)
Time: 10:30 - 12:30 pm
Room: LC-C3
Covers: all materials
I will have a review session on Wednesday

Fourier Series
For a piecewise continuous function f on [-T,T], we have
the Fourier series for f:
1,2,3, n ; sin ) (
1
1,2,3, n ; cos ) (
1
and , ) (
1
where
}, sin cos {
2
) (
0
1
0
=
|
.
|
\
|
=
=
|
.
|
\
|
=
=
|
.
|
\
|
+
|
.
|
\
|
+ ~
}
}
}
=
T
T
n
T
T
n
T
T
n
n
n
dx x
T
n
x f
T
b
dx x
T
n
x f
T
a
dx x f
T
a
x
T
n
b x
T
n
a
a
x f
t
t
t t
Examples
Compute the Fourier series for
. x - x x g
x x,
, x ,
f (x
1 1 , ) (
. 0
0 0
)
< < =
< <
< <
=
t
Convergence of Fourier Series
Pointwise Convegence
Theorem. If f and f ' are piecewise continuous on [ -T, T
], then for any x in (-T, T), we have

where the a
n
,
s and b
n
,
s are given by the previous fomulas.
It converges to the average value of the left and right hand
limits of f(x). Remark on x = T, or -T.
{ }, ( ) (
2
1
sin cos
2
1
0 +
=
+ =
)
`
+ +
x f x f
T
x n
b
T
x n
a
a
n
n n
t t
Consider Even and Odd extensions;
Definition: Let f(x) be piecewise continuous on the
interval [0,T]. The Fourier cosine series of f(x) on [0,T] is:

and the Fourier sine series is:
Fourier Sine and Cosine series
xdx
T
n
x f
T
a x
T
n
a
a
T
n
n
n
|
.
|
\
|
=
|
.
|
\
|
+
}
=
t t
cos ) (
2
, cos
2
0
1
0
, 3 , 2 , 1
, sin ) (
2
, sin
0
1
=
|
.
|
\
|
=
|
.
|
\
|
}
=
n
dx x
T
n
x f
T
b x
T
n
b
T
n
n
n
t t
Consider the heat flow problem:
< s
s <
=
> =
> < <
c
c
=
c
c
x -x ,
, x x ,
) x, ) u( (
, , t u , t) ) u( (
, t x ,
x
u
t
u
) (

2

2
0
0 3
0 t) , ( 0 2
0 0 2 1
2
2
t
t
t
t
Solution
Since the boundary condition forces us to consider
sine waves, we shall expand f(x) into its Fourier
Sine Series with T = t. Thus
}
=
t
t
0
sin ) (
2
nxdx x f b
n
With the solution
=
=

odd. is n when
n
4(-1)
even, is n if , 0
where
sin ) , (
2
1)/2 - (n
2
1
2
t
n
t n
n
n
b
nx e b t x u

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