Partial Differential Equations (PDEs)

Partial Differential Equations (PDEs)

12.1 PDEs

(Defintion) of PDE

1. A PDE is an equation involving one or more partial derivatives of an unknown
2. The order of a PDE: the highest order of the partial derivatives of the unknown

(Ex01) 1st order PDEs

$$u_t+a(x)u_x=f(x,t)$$

(Ex02) 2nd order PDEs

$$\begin{array}{rl}{u}_{tt}-C^2{u}_{xx}& =f\text{a wave equation}\\ u(0,t)& =0\\ u(L,t)& =0\end{array}$$

Other Second-Order PDEs

$$\begin{array}{rl}{u}_t-k{u}_{xx}& =f\text{one-dimensional heat equation}\\ u_{xx}+u_{yy}& =0\text{two-dimensional Laplacian equation}\\ u_{xx}+u_{yy}& =f\end{array}$$

(Ex03) Darcy Flow

$$\{\begin{array}{l}J=-k\nabla u\text{u: the pressure}\\ \nabla J=0\end{array}$$

If $k\equiv 1$: $-\nabla (\nabla u)=0⟶u_{xx}+u_{yy}=0$

(Definition) of Laplacian Operator

$$\Delta u=u_{xx}+u_{yy}=\nabla \nabla u$$

(Ex04) Wave Equation

$$u_{tt}-C^2{u}_{xx}=0$$

$$⟶u(x,t)=\sin (Ct)\cos (x)$$

$$⟶\{\begin{array}{ll}{u}_{tt}& =-C^2\sin (Ct)\cos (x)\\ u_{xx}& =-\sin (Ct)\cos (x)\end{array}$$

(Ex05) Heat Equation

$$u_t-k{u}_{xx}=0$$

$$⟶u(x,t)=e^{-kt}\sin (x)$$

$$⟶\{\begin{array}{ll}{u}_t& =-k{e}^{-kt}\sin (x)\\ u_{xx}& =-e^{-kt}\sin (x)\end{array}$$

(Ex06) Laplacian Equation

$$u_{xx}+u_{yy}=0$$

$$⟶u(x,y)=x^2-y^2$$

$$⟶\{\begin{array}{l}{u}_{xx}=2\\ u_{yy}=2\end{array}$$

Thm 01 (Superposition)

If $u_1$, $u_2$ are solutions of a linear PDEs, then $C_1{u}_1+C_2{u}_2$ for $C_1,C_2\in R$ is also a solution of the PDE.

12.3. Solution of Variables

Wave Equation

$$u_{tt}-C^2{u}_{xx}=0$$

Boundary Condtion:

$$\{\begin{array}{l}u(0,t)=0\\ u(L,t)=0\\ u(x,0)=f(x)\\ u_t(x,0)=g(x)\end{array}$$

Remark: This is a IBVP (Initial Boundary Value Problem)

$u(x,t)$: the displacement at $x$ and $t$.

(Idea): Assume that $u(x,t)=F(x)G(t)$, then

$$\{\begin{array}{l}{u}_{tt}=F(x)G^{\prime \prime }(t)\\ u_{xx}=F^{\prime \prime }(x)G(t)\end{array}$$

$$u_{tt}=C^2{u}_{xx}$$

$$⟶\frac{F(x)G^{\prime \prime }(t)}{C^{2}F(x)G(t)}=\frac{F^{\prime \prime }(x)G(t)}{F(x)G(t)}$$

$$⟶\frac{G^{\prime \prime }(t)}{G(t)}=C^2\frac{F^{\prime \prime }(x)}{F(x)}=k\text{ (a constant)}$$

1. $\frac{F^{\prime \prime }}{F}=k$ iff $F^{\prime \prime }-kF=0$
2. $\frac{G^{\prime \prime }}{C^{2}G}=K$ iff $G^{\prime \prime }-k{C}^{2}G=0$

Boundary Condition:

$$u(0,t)=F(0)G(t)=0\text{ for any }t$$

$$⟶F(0)=0$$

$$u(L,t)=F(L)G(t)=0\text{ for any }t$$

$$⟶F(L)=0$$

Then we get the question w.r.t. only $F$

$$\{\begin{array}{l}{F}^{\prime \prime }-KF=0\\ F(0)=0\\ F(L)=0\end{array}$$

It’s a Sturm-Liouville System

$F(x)=e^{rx}⟹r^2-k=0⟹r=\pm \sqrt{k}$

(a) $k>0⟹F(x)=C_1{e}^{\sqrt{k}x}+C_2{e}^{-\sqrt{k}x}$

$$\{\begin{array}{l}F(0)=0\\ F(L)=0\end{array}⟹\{\begin{array}{l}{C}_1=0\\ C_2=0\end{array}⟹F\equiv 0$$

(b) $k=0⟹F(x)=C_1+C_{2}x⟹\{\begin{array}{l}{C}_1=0\\ C_2=0\end{array}⟹F\equiv 0$

© $k<0$ and let $k=-p^2$ $(p>0)$

$$\begin{gathered} r=\pm pi \\ F(x)=C_1\cos (px)+C_2\sin (px) \\ F(0)=C_1=0⟹F(x)=C_2\sin (px) \\ ⟹F(L)=C_2\sin (pL)=0 \end{gathered}$$

So we have $pL=n\pi$ iff $p=\frac{n\pi }{L}$

Let $p_n=n\frac{\pi }{L}$ and $F_n(x)=\sin (n\frac{\pi }{L}x)$