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Solving PDE by Using Laplace Transformation

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6 views4 pages

Solving PDE by Using Laplace Transformation

Uploaded by

nafidahnaf33
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Solution of PDE by using Laplace Transformation

𝜕𝑈
Problem-1: Given that the function 𝑈(𝑥, 𝑡) defined for 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑡 > 0. Find the (a) 𝐿 { 𝜕𝑡 } and
𝜕𝑈
(b) 𝐿 { 𝜕𝑥 }

Solution: (a) Integration by parts, we have

∞
𝜕𝑈 𝜕𝑈
𝐿 { } = ∫ 𝑒 −𝑠𝑡 𝑑𝑡
𝜕𝑡 𝜕𝑡
0
∞

= [𝑒 −𝑠𝑡 𝑈(𝑥, 𝑡)]∞


0 +𝑠∫ 𝑒
−𝑠𝑡
𝑈(𝑥, 𝑡) 𝑑𝑡
0
∞

= 𝑠 ∫ 𝑒 −𝑠𝑡 𝑈(𝑥, 𝑡)𝑑𝑡 − 𝑈(𝑥, 0)


0

= 𝑠𝑢(𝑥, 𝑠) − 𝑈(𝑥, 0) = 𝑠𝑢 − 𝑈(𝑥, 0)


where, 𝑢 = 𝑢(𝑥, 𝑠) = 𝐿{𝑈(𝑥, 𝑡)}.

(b) We have, using Leibnitz’s rule for differentiating under the integral sign,

∞ ∞
𝜕𝑈 𝜕𝑈 𝑑 𝑑𝑢
𝐿 { } = ∫ 𝑒 −𝑠𝑡 𝑑𝑡 = ∫ 𝑒 −𝑠𝑡 𝑈(𝑥, 𝑡) 𝑑𝑡 =
𝜕𝑥 𝜕𝑥 𝑑𝑥 𝑑𝑥
0 0
Problem-2: Show that
𝜕2 𝑈
(a) 𝐿 { 𝜕𝑡 2 } = 𝑠 2 𝑢(𝑥, 𝑠) − 𝑠𝑈(𝑥, 0) − 𝑈𝑡 (𝑥, 0)
𝜕2 𝑈 𝑑2 𝑢
(b) 𝐿 { 𝜕𝑥 2 } = 𝑑𝑥 2
𝜕𝑈
where, 𝑢 = 𝑢(𝑥, 𝑠) = 𝐿{𝑈(𝑥, 𝑡)} and 𝑈𝑡 (𝑥, 0) = |
𝜕𝑡 𝑡=0

Solution: Integration by parts, we have


∞
𝜕 2𝑈 𝜕 2𝑈
𝐿 { 2 } = ∫ 𝑒 −𝑠𝑡 2 𝑑𝑡
𝜕𝑡 𝜕𝑡
0
∞
𝜕𝑈
= [𝑒 −𝑠𝑡 𝑈𝑡 (𝑥, 𝑡)]∞
0 + 𝑠 ∫ 𝑒 −𝑠𝑡 𝑑𝑡
𝜕𝑥
0
∞
𝜕𝑈
= 𝑠 ∫ 𝑒 −𝑠𝑡 𝑑𝑡 − 𝑈𝑡 (𝑥, 0)
𝜕𝑥
0

= 𝑠[𝑠𝑢(𝑥, 𝑠) − 𝑈(𝑥, 0)] − 𝑈𝑡 (𝑥, 0)


= 𝑠 2 𝑢(𝑥, 𝑠) − 𝑠𝑈(𝑥, 0) − 𝑈𝑡 (𝑥, 0)

(b) We have, using Leibnitz’s rule for differentiating under the integral sign,

∞ ∞
𝜕 2𝑈 𝜕 2𝑈 𝑑2 𝑑2𝑢
𝐿 { 2 } = ∫ 𝑒 −𝑠𝑡 2 𝑑𝑡 = 2 ∫ 𝑒 −𝑠𝑡 𝑈(𝑥, 𝑡) 𝑑𝑡 = 2
𝜕𝑥 𝜕𝑥 𝑑𝑥 𝑑𝑥
0 0

Problem-3: Solve the following partial differential equation by using Laplace transformation
𝜕𝑈 𝜕 2𝑈
= 4 2,
𝜕𝑡 𝜕𝑥
subject to the conditions 𝑢(0, 𝑡) = 0, 𝑢(3, 𝑡) = 0, 𝑢(𝑥, 0) = 10 sin 2𝜋𝑥 − 6 sin 4𝜋𝑥.

Solution: The given partial differential equation is


𝜕𝑈 𝜕 2𝑈
=4 2
𝜕𝑡 𝜕𝑥
(1)
Taking Laplace transformation of both sides of Eq. (1), we have
𝜕𝑈 𝜕 2𝑈
𝐿{ } = 4𝐿 { 2 }
𝜕𝑡 𝜕𝑥
𝑑2 𝑢
𝑠𝑢(𝑥, 𝑠) − 𝑈(𝑥, 0) = 4 2
𝑑𝑥
where, 𝑢 = 𝑢(𝑥, 𝑠) = 𝐿{𝑈(𝑥, 𝑡)}
𝑑2𝑢
4 − 𝑠𝑢 = −𝑢(𝑥, 0)
𝑑𝑥 2
𝑑2𝑢 𝑠 1 1
2
− 𝑢 = − 𝑢(𝑥, 0) = − (10 sin 2𝜋𝑥 − 6 sin 4𝜋𝑥)
𝑑𝑥 4 4 4

The auxiliary equation is


𝑠
𝑚2 − =0
4
𝑠
𝑚 = ±√
4
Therefore, the complimentary function is
𝑠 𝑠
√ 𝑥 −√ 𝑥
𝑢𝑐 = 𝑐1 𝑒 4 + 𝑐2 𝑒 4

And the particular integral is


1 1
𝑢𝑝 = 𝑠 {− (10 sin 2𝜋𝑥 − 6 sin 4𝜋𝑥)}
𝐷2 − 4 4
5 3
− 2 sin 2𝜋𝑥
= + 2 sin 4𝜋𝑥
𝑠 𝑠
−4𝜋 2 − 4 −16𝜋 2 − 4
10 sin 2𝜋𝑥 6 sin 4𝜋𝑥
= −
𝑠 + 16𝜋 2 𝑠 + 64𝜋 2

Hence the general solution of Eq. (1) is


𝑠 𝑠 10 sin 2𝜋𝑥 6 sin 4𝜋𝑥
√ 𝑥 −√ 𝑥
𝑢 = 𝑢𝑐 + 𝑢𝑝 = 𝑐1 𝑒 4 + 𝑐2 𝑒 4 + −
𝑠 + 16𝜋 2 𝑠 + 64𝜋 2
(2)
Taking the Laplace transformation of those boundary conditions which involve 𝑡, we have
𝐿{𝑢(0, 𝑡)} = 𝑢(0, 𝑠) = 0
𝐿{𝑢(3, 𝑡)} = 𝑢(3, 𝑠) = 0
Using the first condition 𝑢(0, 𝑠) = 0 in Eq. (2), we have
𝑢(0, 𝑠) = 0 = 𝑐1 𝑒 0 + 𝑐2 𝑒 0
𝑐1 + 𝑐2 = 0
(3)
Again using the second condition 𝑢(3, 𝑠) = 0 in Eq. (2), we have
𝑠 𝑠
3√ −3√
𝑢(3, 𝑠) = 0 = 𝑐1 𝑒 4 + 𝑐2 𝑒 4

𝑠 𝑠
3√ −3√
𝑐1 𝑒 4 + 𝑐2 𝑒 4 =0
(4)
Solving Eq. (3) and Eq. (4), we get 𝑐1 = 0 and 𝑐2 = 0.
Hence Eq. (2) becomes
10 sin 2𝜋𝑥 6 sin 4𝜋𝑥
𝑢= −
𝑠 + 16𝜋 2 𝑠 + 64𝜋 2
Now taking inverse Laplace transformation, we obtain
1 1
𝐿−1 {𝑢} = 10 sin 2𝜋𝑥 𝐿−1 { } − 6 sin 4𝜋𝑥 𝐿−1
{ }
𝑠 + 16𝜋 2 𝑠 + 64𝜋 2
2 2𝑡
= 10 sin 2𝜋𝑥 𝑒 −16𝜋 𝑡 − 6 sin 4𝜋𝑥 𝑒 −64𝜋
1
[𝑠𝑖𝑛𝑐𝑒 𝐿−1 { } = 𝑒 −𝑎𝑡 ]
𝑠+𝑎
2 2𝑡
𝑢(𝑥, 𝑡) = 10 sin 2𝜋𝑥 𝑒 −16𝜋 𝑡 − 6 sin 4𝜋𝑥 𝑒 −64𝜋
which is the required solution.

Book-Laplace transformation by Spiegel


Page:-97, Problem:-25 and Page:-98, Problem:-26

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