Partial Differential Equations

Solutions using the Method of Separation of Variables

Introduction

Partial Differential Equations (PDEs) are equations that involve partial derivatives of a function of several variables. They are fundamental in describing phenomena such as heat, sound, electrostatics, and quantum mechanics.

The method of separation of variables is a common technique used to solve PDEs. It assumes that the solution can be written as a product of functions, each depending on a single coordinate variable.

Laplace's Equation

Laplace's Equation: \( \nabla^2 \phi = 0 \)

It describes steady-state heat distribution, electrostatic potential, and fluid flow.

Rectangular Symmetry

In Cartesian coordinates, Laplace's equation is:

\( \frac{\partial^2 \phi}{\partial x^2} + \frac{\partial^2 \phi}{\partial y^2} + \frac{\partial^2 \phi}{\partial z^2} = 0 \)

Assuming \( \phi(x, y, z) = X(x)Y(y)Z(z) \), we can separate the equation into ODEs for \( X, Y, \) and \( Z \).

Cylindrical Symmetry

In cylindrical coordinates, Laplace's equation is:

\( \frac{1}{r} \frac{\partial}{\partial r} \left( r \frac{\partial \phi}{\partial r} \right) + \frac{1}{r^2} \frac{\partial^2 \phi}{\partial \theta^2} + \frac{\partial^2 \phi}{\partial z^2} = 0 \)

Assuming \( \phi(r, \theta, z) = R(r)\Theta(\theta)Z(z) \), we can separate the equation into ODEs for \( R, \Theta, \) and \( Z \).

Spherical Symmetry

In spherical coordinates, Laplace's equation is:

\( \frac{1}{r^2} \frac{\partial}{\partial r} \left( r^2 \frac{\partial \phi}{\partial r} \right) + \frac{1}{r^2 \sin \theta} \frac{\partial}{\partial \theta} \left( \sin \theta \frac{\partial \phi}{\partial \theta} \right) + \frac{1}{r^2 \sin^2 \theta} \frac{\partial^2 \phi}{\partial \phi^2} = 0 \)

Assuming \( \phi(r, \theta, \phi) = R(r)\Theta(\theta)\Phi(\phi) \), we can separate the equation into ODEs for \( R, \Theta, \) and \( \Phi \).

Wave Equation

Wave Equation: \( \frac{\partial^2 u}{\partial t^2} = c^2 \nabla^2 u \)

It describes the propagation of waves, such as vibrations in a string or oscillations in a membrane.

Vibration of a Stretched String

The 1D wave equation for a stretched string is:

\( \frac{\partial^2 u}{\partial t^2} = c^2 \frac{\partial^2 u}{\partial x^2} \)

Assuming \( u(x, t) = X(x)T(t) \), we can separate the equation into ODEs for \( X \) and \( T \).

Oscillations of Membranes

The 2D wave equation for a rectangular membrane is:

\( \frac{\partial^2 u}{\partial t^2} = c^2 \left( \frac{\partial^2 u}{\partial x^2} + \frac{\partial^2 u}{\partial y^2} \right) \)

Assuming \( u(x, y, t) = X(x)Y(y)T(t) \), we can separate the equation into ODEs for \( X, Y, \) and \( T \).

The 2D wave equation for a circular membrane is:

\( \frac{\partial^2 u}{\partial t^2} = c^2 \left( \frac{\partial^2 u}{\partial r^2} + \frac{1}{r} \frac{\partial u}{\partial r} + \frac{1}{r^2} \frac{\partial^2 u}{\partial \theta^2} \right) \)

Assuming \( u(r, \theta, t) = R(r)\Theta(\theta)T(t) \), we can separate the equation into ODEs for \( R, \Theta, \) and \( T \).

Solved Problems

Problem 1: Laplace's Equation in Rectangular Coordinates

Problem Statement: Solve Laplace's equation in a rectangle with the following boundary conditions:

  • \( \phi(0, y) = 0 \)
  • \( \phi(a, y) = 0 \)
  • \( \phi(x, 0) = 0 \)
  • \( \phi(x, b) = \sin(\frac{\pi x}{a}) \)

Solution:

Using the method of separation of variables, we assume \( \phi(x, y) = X(x)Y(y) \).

The general solution is:

\( \phi(x, y) = \sum_{n=1}^{\infty} A_n \sin(\frac{n \pi x}{a}) \sinh(\frac{n \pi y}{a}) \)

Applying the boundary condition \( \phi(x, b) = \sin(\frac{\pi x}{a}) \), we find:

\( A_n = \frac{2}{a \sinh(\frac{n \pi b}{a})} \int_0^a \sin(\frac{\pi x}{a}) \sin(\frac{n \pi x}{a}) \, dx \)

For \( n = 1 \), \( A_1 = \frac{2}{a \sinh(\frac{\pi b}{a})} \cdot \frac{a}{2} = \frac{1}{\sinh(\frac{\pi b}{a})} \).

Thus, the solution is:

\( \phi(x, y) = \frac{\sin(\frac{\pi x}{a}) \sinh(\frac{\pi y}{a})}{\sinh(\frac{\pi b}{a})} \)

Problem 2: Wave Equation for a Stretched String

Problem Statement: Solve the wave equation for a string of length \( L \) with fixed ends and initial conditions:

  • \( u(0, t) = 0 \)
  • \( u(L, t) = 0 \)
  • \( u(x, 0) = \sin(\frac{\pi x}{L}) \)
  • \( \frac{\partial u}{\partial t}(x, 0) = 0 \)

Solution:

Using the method of separation of variables, we assume \( u(x, t) = X(x)T(t) \).

The general solution is:

\( u(x, t) = \sum_{n=1}^{\infty} \left( A_n \cos(\frac{n \pi c t}{L}) + B_n \sin(\frac{n \pi c t}{L}) \right) \sin(\frac{n \pi x}{L}) \)

Applying the initial conditions, we find \( B_n = 0 \) and \( A_n = 0 \) for \( n \neq 1 \). For \( n = 1 \), \( A_1 = 1 \).

Thus, the solution is:

\( u(x, t) = \cos(\frac{\pi c t}{L}) \sin(\frac{\pi x}{L}) \)