PDEs and Boundary Conditions

New methods have been implemented for solving partial differential equations with
boundary condition (PDE and BC) problems.

1st order PDE with a single boundary condition

(BC) that does not depend on the independent
variables

The PDE & BC project, started five years ago implementing some of the basic
methods found in textbooks to match arbitrary functions and constants to given
PDE boundary conditions of different kinds. One frequent problem is that of a 1st
order PDE that can be solved without boundary conditions in terms of an
arbitrary function, and where a single boundary condition (BC) is given for the
PDE unknown function, and this BC does not depend on the independent
variables of the problem. The problem can be solved making simple, however,
ingenious use of differential invariants to match the boundary condition.

The examples that can now be handled using this new method, although
restricted in generality to "only one 1st order linear or nonlinear PDE and
only one boundary condition for the unknown function itself", illustrate
well how powerful it can be to use more advanced methods.

First consider a linear example, among the simplest one could imagine:
>
(1.1)

>
(1.2)
Now, input a boundary condition (BC) for the unknown such that this
BC does not depend on the independent variables ; this BC can,
however, depend on arbitrary symbolic parameters. For instance:
>
(1.3)
This kind of problem can now be solved in one step:
>
(1.4)
 (1.4)

To verify this result for correctness, use the pdetest. This also tests the solution
against the boundary conditions.
>
(1.5)
To obtain the solution (1.4), the PDE was first solved regardless of the boundary
condition:
>
(1.6)
Next, the arbitrary function was determined such that the
boundary condition is matched. Concretely, the
mapping _F1 is what was determined. You can see this mapping reversing the
solving process in two steps. Start by taking the difference between the general
solution (1.6) and solution (1.4) that matches the boundary condition:
>
(1.7)

and isolate here

>
(1.8)

So this is the value that determined. To see the actual

solving mapping _F1, that takes for arguments and and returns the
right-hand side of (1.8), one can perform a change of variables introducing the
two parameters and of the _F1 mapping:
>
(1.9)
>
(1.10)
>

(1.11)

So, the solving mapping _F1 is:

>

(1.12)

Although this PDE and BC example looks simple, this solution (1.12) is not
apparent, as is the way to get it just from the boundary condition
 and the solution (1.6).

Skipping the technical details, the key observation to compute a solving

mapping is that: Given a 1st order PDE, where the unknown depends on
independent variables, if the boundary condition depends on arbitrary
symbolic parameters , one can always seek a "relationship between these
parameters and the differential invariants that enter as arguments in
the arbitrary function _F1 of the solution", and get the form of the mapping _F1
from this relationship and the BC. The method works in general. However, if, for
instance, we change the BC (1.3), making its right-hand side a sum instead of a
product,
>
(1.13)
>
(1.14)
>
(1.15)
an interesting case happens when the boundary condition depends on less than
parameters. For instance:
>
(1.16)
>

(1.17)

As we see in this result, the additional difficulty represented by having few

parameters got tackled by introducing an arbitrary constant _C1 (this is likely to
evolve into something more general...)
>
(1.18)
Finally, consider a nonlinear example:
>
(1.19)

>

(1.20)
Here we have two independent variables, so for illustration purposes use a
boundary condition that depends on only one arbitrary parameter.
>
(1.21)
All looks OK, but we still have another problem: check the arbitrary function _F1
entering the general solution of PDE when tackled without any boundary
condition:
>
(1.22)
Remove this RootOf to see the underlying algebraic expression:
>
(1.23)
So this is a PDE where the general solution is implicit, actually depending on an
arbitrary function of the unknown The code handles this problem in the
same way, just that in cases like this there may be more than one solution. For
this very particular BC (1.21), there are actually three solutions:
>

(1.24)

Verify these three solutions against the PDE and the boundary condition.
>
(1.25)

Linear PDE on bounded domains with

homogeneous boundary conditions

More PDE on bounded domains are solved in Maple 2016.

Example: The wave equation

>
(2.1)

governs the displacements of a string whose length is l, so that , and

>
(2.2)
>
(2.3)

Many of the improvements were made when using the Fourier method (with
separation of variables by product and eigenfunction expansion). This method
separates the PDE by product into two ODEs, so that we now need to solve two
ODE boundary problems. One of these ODE boundary problems is a Sturm-
Liouville problem (an eigenvalue problem), whose solution we represent using
an infinite series.
Example: Consider the diffusion PDE and BC problem below, where ,

>

(2.4)

>
(2.5)
>
(2.6)

Example: Consider Laplace's equation on a bounded circular domain. The PDE

and BC problem below is in polar coordinates, with
>

(2.7)

>
(2.8)
>

(2.9)

Problems that include a source term can now be solved as well.

Example: Consider the following inhomogeneous PDE and BC problem, where

the PDE includes a source term. To solve this, we use Duhamel's principle,
namely that the solution to our inhomogeneous PDE problem can be found by
solving the homogeneous version of the problem for a new variable ,

such that
 The domain is bounded:

>
(2.10)

>
(2.11)
>

(2.12)

Cauchy problem for hyperbolic PDE with or

without sources
The method for solving the Cauchy problem for hyperbolic PDE (in unbounded
domains) has been expanded to include different types of sources as well as
functions in the initial conditions.

Here is an example without sources in the PDE, where now we can have
different types of functions in the initial conditions.
>
(3.1)

>
(3.2)
>

(3.3)

And an example with a source in the PDE:

>
(3.4)

>
(3.5)
>
(3.6)
 (3.6)

PDEtools commands for working with PDE

New PDEtools general-purpose commands and options for researching and

solving PDEs have been implemented.

Convert a first-order PDE that contains the

dependent variable explicitly into one that does not
The command, within the PDEtools package, is called
ToMissingDependentVariable. It works by setting a new dependent variable
which is a function of the independent variables of the problem, as well as of
the old dependent variable. In the resulting PDE, the new dependent variable
does not appear explicitly. For example, consider the following non-linear first
order PDE which was not solved by pdsolve previously:

>

(4.1.1)
Its solution is now found by pdsolve by first converting it into a PDE without a
dependent variable. For this, it uses the command
ToMissingDependentVariable:
>
(4.1.2)
That is, in order to solve pde_with_m, pdsolve creates and solves the above
pde_missing_m, using a new function v(x,y,m), and then changes variables
back to m(x,y) to give the solution:
>

(4.1.3)

New option reverse, for computing the family of

PDEs to which corresponds a given characteristic
strip, in the command charstrip
Consider a PDE, its characteristic strip, and its solution. What if we could send
just the characteristic strip back to PDEtools and ask for all the PDEs that
correspond to it? Now we can and more often than not, it is a whole family of
PDEs that correspond to any given characteristic strip. This allows users to
search for families of PDEs whose solution may be found due to knowing the
(solvable) characteristic strip of only one member of such a family.

In the example below, note the use of the option "simplifyusingpde = false";
this is necessary so that the characteristic strip does not get simplified using
the given PDE, rendering the "reverse" option as nonfunctional.

Example: Here is a PDE for which we know the characteristic strip:

>
(4.2.1)
>
(4.2.2)

And here is the family of PDEs that corresponds to that characteristic strip
(note the arbitrary function _F1(x)):
>
(4.2.3)