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Chapter 12.1 Moodle

This document discusses separable partial differential equations and their solutions using separation of variables. It introduces the general form of a linear second-order partial differential equation and describes how to separate variables to reduce it to ordinary differential equations. Examples are provided to illustrate finding product solutions for specific PDEs using separation of variables and discussing cases based on constant values. The document also covers the superposition principle and classification of PDEs as hyperbolic, parabolic or elliptic.

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Muhammad Zulhusni Che Razali
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© © All Rights Reserved
Available Formats
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62 views

Chapter 12.1 Moodle

This document discusses separable partial differential equations and their solutions using separation of variables. It introduces the general form of a linear second-order partial differential equation and describes how to separate variables to reduce it to ordinary differential equations. Examples are provided to illustrate finding product solutions for specific PDEs using separation of variables and discussing cases based on constant values. The document also covers the superposition principle and classification of PDEs as hyperbolic, parabolic or elliptic.

Uploaded by

Muhammad Zulhusni Che Razali
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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12.

1 Separable Partial Differential Equations


Linear Partial Differential Equation (PDE)
Let u denote the dependent variable and let x and y denote the independent
variables, then the general form of a linear second-order PDE is given by :

2u

2u
2u
u
u
A
B
C
D
E
Fu G
2
2
xy
x
y
x
y
where the coefficients A,B,C,G are functions of x and y.
When G(x, y) = 0, the equation is said to be homogeneous; otherwise, it is
nonhomogeneous.

Separation of Variables
In this method we seek a particular solution of the form of a product of a
function of x and a function of y.

u( x , y ) X ( x )Y ( y )
Reduce a linear PDE in two variables to two ODEs.

u
X Y ,
x

u
XY ,
y

2u
x

X Y ,

2u
y

XY

where the primes denote ordinary differentiation.

Example 1:
2

u
u
Find product solutions of
4 .
2
y
x

Solution:
Substituting u( x , y ) X ( x )Y ( y ) into PDE yields :

X Y 4 XY .
Then, separate the variables :
X Y
.
4X Y
Both sides are independent of x and y (each side must be a constant).
Let the constant .

We consider three cases for : zero, negative or positive, that is

0, k 2 0, k 2 0 where k 0.
X Y

4X Y
X
4 X X 4 X 0 .....(1)

Y Y Y 0 ......(2)
Y
Case 1: 0
X 0 X ( x ) c1 c2 x

Y 0 Y ( y ) c3
u( x , y ) X ( x )Y ( y ) ( c1 c2 x )c3 A Bx

Case 2: 0 Let: k 2
X 4k 2 X 0 X ( x ) c cosh 2kx c sinh 2kx
4
5

2
2
k
Y k Y 0 Y ( y ) c6e y
u( x , y ) X ( x )Y ( y ) Ce

k2 y

cosh 2kx De

k2 y

sinh 2kx

Case 3: 0, Let: k 2
X 4k 2 X 0 X ( x ) c cos 2kx c sin 2kx
7
8

2
2

k
Y k Y 0 Y ( y ) c9e y
u( x , y ) X ( x )Y ( y ) Ee

k 2 y

cos 2kx Fe

k 2 y

sin 2kx

Superposition Principle
If u1,u2 ,...,uk are solutions of a homogeneous linear PDE,
then the linear combination
u c1u1 c2u2 +...+ck uk ,
where the ci , i 1, 2, ..., k , are constants, is also a solution.
For an infinite set u1,u2 ,u3 ,... of solutions of homogeneous linear
equation, we can construct another solution u by forming the

infinite series :

ck uk , where ck , k 1, 2, ... are constants.

k 1

Classification of Equations
The linear second-order PDE
2u

2u
2u
u
u
A
B
C
D
E
Fu G
2
2
xy
x
y
x
y
where A, B, C , D , E , F and G are real constants, is said to be
hyperbolic if B 2 4 AC 0,
parabolic if

B 2 4 AC 0,

elliptic if

B 2 4 AC 0.

Example 2:
Classify the following equations as hyperbolic, parabolic or elliptic.

2u

2u 2u
a) 3
5

0
2
2
xx y
x
2u

2u
2u
b)

3
0
2 xx
2
x
y
2u

2u
c)
9
2
xx
x
d)

2u
x

2u
y

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