1
Introductory lecture notes on Partial Differential Equations - by Anthony Peirce UBC
Lecture 25: More Rectangular Domains: Neumann
Problems, mixed BC, and semi-infinite strip problems
(Compiled 6 November 2013)
In this lecture we Proceed with the solution of Laplaces equations on rectangular domains with Neumann, mixed
boundary conditions, and on regions which comprise a semi-infinite strip.
Key Concepts: Laplaces equation; Rectangular domains; The Neumann Problem; Mixed BC and semi-infinite
strip problems.
Reference Section: Boyce and Di Prima Section 10.8
25 More Rectangular Domains with mixed BC and semi-infinite strip problems
25.1 The Neumann Problem on a rectangle - only flux boundary conditions
Example 25.1 The Neumann Problem:
Figure 1. Inhomogeneous Neumann Boundary conditions on a rectangular domain as prescribed in (??)
uxx + uyy = 0,
ux (0, y) = 0
0<x<a
ux (a, y) = f (y)
uy (x, 0) = 0 = uy (x, b).
0<y<b
(25.1)
(25.2)
(25.3)
Let u(x, y) = X(x)Y (y).
X 00 (x)
Y 00 (y)
=
= 2
X(x)
Y (y)
(25.4)
2
Y 00 (y) + 2 Y (y) = 0
Y 0 (0) = 0 = Y 0 (b)
Y 0 (0) = B = 0
Y
Y0
=
=
A cos y + B sin y
A sin y + B cos y
(25.5)
= 0 or B = 0.
n
Y 0 (b) = A sin b = 0
Yn
(25.6)
= (n/b)
nyn = 0, 1, . . .
, Y0 = 1
= cos
b
(25.7)
Xn00 2 Xn = 0
(25.8)
Xn0 (0) = 0
(25.9)
n = 0: X000 = 0, X0 = c0 x + D0 X00 = c0 X00 (0) = c0 = 0.
Choose D0 = 1: X0 = 1
n1
Xn = cn cosh(n x) + Dn sinh(n x)
Xn0 = cn sinh(n x) + Dn cosh(n x)
Xn0 (0) = n Dn = 0
(25.10)
Choose cn = 1: Xn = cosh(n x).
Thus
un (x, y) = Xn Yn
u0 (x, y) = X0 Y0
= cosh(n x) cos(n y)
= 1
satisfy homog. BC.
(25.11)
Therefore
u(x, y) = A0 +
An cosh
nx
b
n=1
cos
ny
b
(25.12)
Now f (y) = ux (a, y).
ux (x, y) =
ux (a, y) =
An
n=1
n
X
An
n=1
sinh
n
b
nx
sinh
cos
na o
b
ny
(25.13)
cos
ny
b
= f (y) . . .
(25.14)
This is like a Fourier Cosine Series for f (y) but without the constant term a0 .
Recall
ny
2
a0 X
+
an cos
, an =
f (y) =
2
b
b
n=1
Zb
f (y) cos
0
ny
b
dy.
(25.15)
Thus the expansion (25.14) is consistent only if a0 = 0. For this to be true we require that
Zb
f (y) dy = 0
0
Zb
if
f (y) dy 6= 0 then there is no solution to the boundary value problem 1.
0
(25.16)
Laplaces Equation
Note
Zb
(1) If
f (y) dy 6= 0 there is a net flux into the domain through the right hand boundary and, since the other
0
boundaries are insulated, there can be no steady solution the temperature will continually change with time.
Zb
(2) If f (y) dy = 0 there is no net flux through the boundary and a steady state can exist. i.e. It is possible that
0
Zb
uxx + uyy = ut = 0. If
f (y) dy = 0 then
0
An
n
b
sinh
na
2
=
b
Zb
f (y) cos
ny
dy.
(25.17)
n1
(25.18)
Therefore
2
An =
n sinh na
b
Zb
f (y) cos
0
ny
b
dy
and
u (x, y) = A0 +
An cosh
n=1
nx
L
cos
ny
b
(25.19)
where A0 is undetermined. u(x, y) is said to be known up to an arbitrary constant.
(3) If u (x, y) is the steady state of a 2D Heat Equation ut = uxx + uyy with u(x, y, 0) = u0 (x, y) then
Z
Z
Z
u
ut dx dy = u dx dy =
ds = 0.
n
D
Therefore
Z
Z
Z
u dx dy = 0 u dx dy = const for all time = u0 (x, y) dx dy.
t
D
Now
(25.20)
(25.21)
Z
u (x, y)dxdy = A0 area(D) =
u0 (x, y) dx
(25.22)
Which the condition that determines A0 .
25.2 Rectangular domains with mixed BC
Example 25.2 Insulating BC along two sides and specified temperatures on the others:
u = uxx + uyy = 0
0 = ux (0, y) = ux (a, y) = u(x, 0)
u(x, b) = f (x).
(25.23)
(25.24)
(25.25)
Figure 2. Mixed Boundary conditions on a rectangular domain as prescribed in (25.24)
Let u(x, y) = X(x)Y (y).
X 00
Y 00
=
= 2 .
X
Y
(25.26)
Since we have homogeneous BC on X 0 (0) = 0 = X 0 (a) choose 2 .
(1) X 00 + 2 X = 0
X 0 (0) = 0 = X 0 (a).
X(x) = A cos x + B sin x X 0 (x) = A sin(x) + B cos(x)
X 0 (0) = B = 0 B = 0
X 0 (a) = A sin(a) = 0
(25.27)
Therefore
n = (n/a)
n = 0, 1, 2, . . .
are eigenfunctions and eigenvalues.
(2) n 6= 0: Y 00 2 Y = 0 and Y (0) = 0 Yn (y) = A sinh
un (x, y) = cos
Xn (x) = cos
ny
a
nx
a
sinh
ny
a
(25.28)
n 6= 0. Thus
ny
a
(25.29)
satisfy homogeneous BC.
0 = 0: In this case the ODE for Y0 is:
Y000 = 0 Y (y) = c1 y + c2
Y0 (0) = c2 = 0 Y0 (y) = y
and u0 (x, y) = y 1 satisfies the homogeneous BC.
(25.30)
(25.31)
Laplaces Equation
Therefore
u(x, y) = c0 y +
cn sinh
ny
n=1
u(x, b) =
(2c0 b) X
+
cn sinh
2
n=1
2
(2c0 b) =
a
Za
f (x) dx;
cn sinh
cos
nb
a
nx
nb
a
cos
nx
a
2
a
Ra
Za
f (x) dx;
cn =
2
a sinh( nb
a )
u(x, y) = c0 y +
cn sinh
ny
n=1
cos
= f (x)
f (x) cos
Ra
f (x) cos
nx
nx
(25.33)
nx
1
c0 =
ab
(25.32)
dx
dx
(25.34)
(25.35)
(25.36)
25.3 Semi-infinite strip problems
Example 25.3 A Semi-infinite strip with specified temperatures:
Figure 3. Diriclet Boundary conditions on a semi-infinite strip as prescribed in (25.39)
uxx + uyy = 0
0 < x < a,
0<y<
(25.37)
u(0, y) = 0 = u(a, y)
(25.38)
u(x, 0) = f (x)
(25.39)
u(x, y) 0 as y
Let u(x, t) = X(x)T (t) and plug into (1a?):
X 00 (x)
Y 00 (y)
=
= 2 since we have homogeneous BC on X.
X(x)
Y (y)
(25.40)
6
(1)
X 00 + 2 X = 0
X(0) = 0 = X(a)
(2) Y 00 2 Y = 0
n
Xn
= n/a
n = 1, 2, . . .
nx
= sin
a
(25.41)
Y (y) = Aey + Bey . Since u(x, y) 0 as y we require B = 0. Therefore
un (x, y) = en y sin
nx
(25.42)
satisfy the homogeneous BC and the BC at . Thus
u(x, y) =
cn e(
n=1
f (x) = u(x, 0) =
cn sin
nx
n=1
n
a
)y sin nx .
a
2
cn =
a
Za
f (x) sin
0
(25.43)
nx
a
dx.
(25.44)
Example 25.4 Semi-infinite strip with inhomogeneous BC:
Figure 4. Diriclet Boundary conditions on a semi-infinite strip as prescribed in (25.47)
uxx + uyy = 0
u(0, y) = A,
u(x, 0) = f (x)
0 < x < a,
0<y<
B = u(a, y)
u(x, y) 0 as y
Look for a function v(x) for which v 00 = 0 and which satisfies the inhomogeneous BC.
v = x +
v(0)= A = v(a) = a + A = B
BA
Therefore v(x) =
x + A.
a
(25.45)
(25.46)
(25.47)
Laplaces Equation
Now let u(x, y) = v(x) + w(x, y).
0 = uxx + uyy = vxx
% +wxx + vyy
% +wyy w = 0
(25.48)
A = u(0, y) = v(0) + w(0, y) w(0, y) = 0
(25.49)
B = u(a, y) = v(a) + w(a, y) w(a, y) = 0
(25.50)
f (x) = u(x, 0) = v(x) + w(x, 0) w(x, 0) = f (x) v(x).
(25.51)
Thus w satisfies the same BVP as does u in Eg. 3 above.
Therefore
u(x, y) = (B A)(x/a) + A +
dn e(
n=1
n
a
)y sin nx
a
(25.52)
where
2
dn =
a
Za
{f (x) v(x)} sin
0
nx
a
dx.
(25.53)
