MATH: 2107

Topic:
Partial Differential Equations (PDEs)

Dr. Md. Masum Billah

Dr. M. M. Billah 1
 Partial Differential Equations
 Partial Differential Equations (PDEs).
 What is a PDE?
 Examples of Important PDEs.
 Classification of PDEs.

Dr. M. M. Billah 2
Partial Differential Equations
A partial differential equation (PDE) is an
equation that involves an unknown function
and its partial derivatives.
Example :
 2 u ( x, t )  u ( x, t )
2

x t
PDE involves two or more independent variables
(in the example x and t are independent variables)
Dr. M. M. Billah 3
Notation
 2 u ( x, t )
u xx 
x 2
 2 u ( x, t )
u xt 
x t
Order of the PDE  order of the highest order derivative.

Dr. M. M. Billah 4
Linear PDE
Classification
A PDE is linear if it is linear in the unknown
function and its derivatives
Example of linear PDE :
2 u xx  1 u xt  3 utt  4 u x  cos(2t )  0
2 u xx  3 ut  4 u x  0
Examples of Nonlinear PDE
2 u xx   u xt  2  3 utt  0
u xx  2 u xt  3 ut  0
2 u xx  2 u xt ut  3 ut  0
Dr. M. M. Billah 5
 Representing the Solution of a PDE
(Two Independent Variables)
 Three main ways to represent the solution
T ( x1 , t1 ) T=5.2

t1 T=3.5

x1
Different curves are Three dimensional The axis represent
used for different plot of the function the independent
values of one of the T(x,t) variables. The value
independent variable
of the function is
displayed at grid
points
Dr. M. M. Billah 6
Heat Equation Different curve is
used for each value
of t

ice ice Temperature Temperature at

x different x at t=0
Thin metal rod insulated
everywhere except at the
edges. At t =0 the rod is
placed in ice

 2 T ( x, t )  T ( x, t ) Position x
 0
x 2
t Temperature at
T (0, t )  T (1, t )  0 different x at t=h

T ( x,0)  sin( x)

Dr. M. M. Billah 7
Examples of PDEs
PDEs are used to model many systems in
many different fields of science and
engineering.

Important Examples:
 Laplace Equation
 Heat Equation
 Wave Equation

Dr. M. M. Billah 8
Laplace Equation
 2u ( x , y , z )  2u ( x , y , z )  2u ( x , y , z )
2
 2
 2
0
x y z
Used to describe the steady state distribution of
heat in a body.
Also used to describe the steady state
distribution of electrical charge in a body.

Dr. M. M. Billah 9
Heat Equation
 u( x, y , z, t )   2u  2 u  2u 
   2  2  2 

t  x y z 

The function u(x,y,z,t) is used to represent

the temperature at time t in a physical body
at a point with coordinates (x,y,z)
 is the thermal diffusivity. It is sufficient to
consider the case  = 1.
Dr. M. M. Billah 10
Simpler Heat Equation
2
 T ( x, t )  T ( x, t )
 x
t x 2

T(x,t) is used to represent the temperature

at time t at the point x of the thin rod.

Dr. M. M. Billah 11
Wave Equation
 2u ( x , y , z , t )   2
u  2
u  2
u 
2
 c  2  2  2
2


t  x y z 

The function u(x,y,z,t) is used to represent the

displacement at time t of a particle whose
position at rest is (x,y,z) .
The constant c represents the propagation
speed of the wave.

Dr. M. M. Billah 12
Classification of PDEs
Linear Second order PDEs are important
sets of equations that are used to model
many systems in many different fields of
science and engineering.

Classification is important because:

 Each category relates to specific engineering
problems.
 Different approaches are used to solve these
categories.
Dr. M. M. Billah 13
Linear Second Order PDEs
Classification
A second order linear PDE (2 - independent variables)
A u xx  B u xy  C u yy  D  0,
A, B, and C are functions of x and y
D is a function of x, y , u, u x , and u y
is classified based on (B 2  4 AC) as follows :
B 2  4 AC  0 Elliptic
B 2  4 AC  0 Parabolic
B 2  4 AC  0 Hyperbolic
Dr. M. M. Billah 14
Linear Second Order PDE
Examples (Classification)
 2u ( x , y )  2u ( x , y )
Laplace Equation 2
 2
0
x y
A  1, B  0, C  1  B 2  4 AC  0
 Laplace Equation is Elliptic
One possible solution : u( x, y )  e x sin y
u x  e x sin y , u xx  e x sin y
u y  e x cos y , u yy   e x sin y
u xx  u yy  0
Dr. M. M. Billah 15
Linear Second Order PDE
Examples (Classification)
 2u ( x , t )  u ( x , t )
Heat Equation  2
 0
x t
A   , B  0, C  0  B 2  4 AC  0
 Heat Equation is Parabolic
______________________________________
2 2
2  u ( x , t )  u( x, t )
Wave Equation c 2
 2
0
x t
A  c 2  0, B  0, C  1  B 2  4 AC  0
 Wave Equation is Hyperbolic
Dr. M. M. Billah 16
Boundary Conditions for PDEs
 To uniquely specify a solution to the PDE,
a set of boundary conditions are needed.
 Both regular and irregular boundaries are
possible. t
 2u( x, t ) u ( x, t )
Heat Equation :  2
 0
x t region of
interest
u(0, t )  0
u(1, t )  0
x
u( x,0)  sin( x ) 1

Dr. M. M. Billah 17
Formation of PDEs
x2 y 2
Problem: Derive a PDE from the equation 2 z  2  2
a b
2 2
x y
Solution: Let us consider 2 z  2  2 ... ... ...  i 
a b

Differentiating (i) partially w. r. to x and y, we get

z 2 x z 2 y
2  2 2  2
x a y b
2x 2y
2p  2 2q  2
a b
p 1 q 1
 2 ... ... ...  ii   2 ... ... ...  iii 
x a y b
1
Substituting the values of 2 and 12 in equation (i), we have
a b
p q
2z  x2  y2
Dr. M. M. Billah x y 18
Formation of PDEs
p q
2z  x2  y2
x y
2z  xp  qy

px  qy  2 z
Which is the partial differential equation.

Dr. M. M. Billah 19
 Formation of PDEs
Problem: Derive a PDE from the equation z  f  x 2  y 2 

Solution: Let us consider z  f  x 2  y 2  ... ... ...  i 

Differentiating (i) partially w. r. to x and y, we get

z z
 f   x 2  y 2  .2 x  f   x 2  y 2  .  2 y 
x y
p  2 x f   x 2  y 2  ... ...  ii  q  2 y f   x 2  y 2  ... ...  iii 

Dividing (ii) by (iii), then we have

p x

q y
Dr. M. M. Billah 20
Formation of PDEs
py   qx

py  qx  0

Which is the required partial differential equation.

Dr. M. M. Billah 21
Formation of PDEs
Problem: Derive a PDE from the equation z  eax by f  ax  by 

Solution: Let us consider z  eax by f  ax  by  ... ... ...  i 

Differentiating (i) partially w. r. to x and y, we get

z
 ae ax by f  ax  by   ae ax by f   ax  by  ... ...  ii 
x
z
 be ax by f  ax  by   be ax by f   ax  by  ... ...  iii 
y

Multiplying equation (ii) by b and eq(iii) by a and then adding

we get
z z
b  a  2ab e ax by f  ax  by 
x y
Dr. M. M. Billah 22
Formation of PDEs
z z
b  a  2ab z
x y

Which is the partial differential equation.

Dr. M. M. Billah 23
 Formation of PDEs
Problem: Derive a PDE from the equation
z  f  x  iy   F ( x  iy ), where i 2  1
Solution: Let us consider z  f  x  iy   F ( x  iy ) ... ... ...  i 
Differentiating (i) partially w. r. to x and y, we get
z z
 f   x  iy   F ( x  iy )  if   x  iy   iF ( x  iy )
x y
p  f   x  iy   F ( x  iy ) q  if   x  iy   iF ( x  iy )
p q 2
 f   x  iy   F ( x  iy ) ....  ii   i f   x  iy   i 2 F ( x  iy )
x y
q
   f   x  iy   F ( x  iy )  .....  iii 
y
Adding (ii) and (iii), we have
p q
 0
Dr. M. M. Billah x y 24
Formation of PDEs
2 z 2z
 2 0
x y
2

Which is the partial differential equation.

Dr. M. M. Billah 25