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2023/24 Year 2/TRI 1 NAME

NME2101 Analytical Methods

CHAPTER 3
Partial Differential Equation (PDE)

Dr. Tay Zhi Yung

Associate Professor,
Engineering Cluster,
Singapore Institute of Technology.
Email: [email protected]
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Partial Differential
Equation
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Learning Objectives
• Understanding the 3 different types of PDE (Week 5)
• Solution methodology for the 3 different types of PDE (Week 6 and 7)
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1. Introduction
Partial differential equations involve relation between variations of more than one
independent variable (usually time and space).They are useful to describe many natural
phenomena and appear often in science and engineering.
• Maxwell’s equation –Electrical Engineering
• Equations of fluid –Aerospace, Mechanical, Civil and chemical engineering
• Schrodinger Equation –Quantum Mechanics
Three basic types of partial differential equation that appear most common in science and
engineering are
1. Laplace equation
2. Heat conduction or diffusion
3. Wave equation
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3 Types of PDE
1. Laplace equation
𝜕2𝑢 𝜕2𝑢 𝜕2𝑢
2
+ 2+ 2 =0
𝜕𝑥 𝜕𝑦 𝜕𝑧
2. Heat conduction or diffusion
1 𝜕𝑢
= ∇2 𝑢
𝜅 𝜕𝑡
3. Wave equation
1 𝜕2𝑢 2𝑢
= ∇
𝑐 2 𝜕𝑡 2
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1. Introduction
Unlike ordinary differential equation, in PDE, the dependent variable is a function of more
than 1 independent variable.
For instance, we say T is a function of time 𝑡 and distance 𝑥 and expressed as
𝑇 = 𝑓 𝑥, 𝑡
or
𝑇 𝑥, 𝑡

When 𝑇(𝑥, 𝑡) is expressed as partial differential equation, for instance in heat equation
T k  2T
=
t c x 2

The symbol 𝜕 is used to expressed the differentiation instead of 𝑑 used in ODE. This is
because the dependent variable 𝑦 here depends on more than 1 independent variable in
this case, i.e. 𝑥 and 𝑡
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UNDERSTANDING THE PDE

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Laplace Equation
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1.1 Laplace Equation

Laplace equation in 3-dimensional domain is given as

 2u  2u  2u
+ + =  2
u=0
x 2
y 2
z 2

For example, a Two-dimensional steady-state temperature distribution on

a rectangular plate can be expressed as

 2T  2T
+ 2 =0
x 2
y

Where T is the temperature distribution.

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1.1 Laplace Equation

Example 1: Show that u = x4 - 2x3y – 6x2y2 + 2xy3 + y4 satisfies the
Laplace equation
 2u  2u  2u
+ + =  2
u=0
x 2
y 2
z 2

Solutions
𝐺𝑖𝑣𝑒𝑛: 𝑢 = 𝑥 4 − 2𝑥 3 𝑦 − 6𝑥 2 𝑦 2 + 2𝑥𝑦 3 + 𝑦 4
Taking the second derivative of u with respect to x, y and z, we have
𝜕2𝑢 2 2
= 12𝑥 − 12𝑥𝑦 − 12𝑦
𝜕𝑥 2
𝜕2𝑢 2 + 12𝑥𝑦 + 12𝑦 2
= −12𝑥
𝜕𝑦 2
𝜕2𝑢
2
=0
𝜕𝑧
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1.1 Laplace Equation

Example 1 (continue)
𝜕2 𝑢 𝜕2 𝑢 𝜕2 𝑢
If we substitute , and into the partial differential equation, we
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧 2
obtain

𝜕2𝑢 𝜕2𝑢 𝜕2𝑢

2
+ 2+ 2
𝜕𝑥 𝜕𝑦 𝜕𝑧
= 12𝑥 2 − 12𝑥𝑦 − 12𝑦 2 + −12𝑥 2 + 12𝑥𝑦 + 12𝑦 2 + 0
=0

It is thus proven that 𝑢 = 𝑥 4 − 2𝑥 3 𝑦 − 6𝑥 2 𝑦 2 + 2𝑥𝑦 3 + 𝑦 4 satisfies

the Laplace equation and is the solution to this PDE.
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Example 2
Show that the stream function
𝑎2
𝜓 = 𝑈𝑦 1 − 2
𝑥 + 𝑦2
Satisfies the Laplace equation and sketch the curve 𝜓 = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡

The Laplace equation in polar coordinate is given as

𝜕 2 𝜓 1 𝜕𝜓 1 𝜕 2 𝜓
2
+ + 2 2 =0
𝜕𝑟 𝑟 𝜕𝑟 𝑟 𝜕𝜃
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Example 2 (solution)
From the given stream function
𝑎2
𝜓 = 𝑈𝑦 1 − 2
𝑥 + 𝑦2
𝜕2 𝜓 𝜕2 𝜓
Compute the value for ,
𝜕𝑥 2 𝜕𝑦 2

The relevant partial derivative for the 𝜓 𝑎𝑟𝑒

𝜕2𝜓 2𝑎2 𝑈𝑦 8𝑎2 𝑈𝑥 2 𝑦
2
= 2 2 2
− 2
𝜕𝑥 𝑥 +𝑦 𝑥 + 𝑦2 3
𝜕2𝜓 6𝑎2 𝑈𝑦 8𝑎2 𝑈𝑦 3
2
= 2 2 2
− 2
𝜕𝑦 𝑥 +𝑦 𝑥 + 𝑦2 3
Then, substitute the above partial derivative into the Laplace equation
𝜕2𝜓 𝜕2𝜓
2
+ 2 =0
𝜕𝑥 𝜕𝑦
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Example 2 (solution)
𝜕2𝜓 𝜕2𝜓
2
+ 2 =0
𝜕𝑥 𝜕𝑦
2𝑦𝑈𝑎2 8𝑥 2 𝑦𝑈𝑎2 6𝑦𝑈𝑎2 8𝑦 3 𝑈𝑎2
2 2 2
− 2 2 3
+ − 2
𝑥 +𝑦 𝑥 +𝑦 𝑥2 + 𝑦2 2 𝑥 + 𝑦2 3
By further expansion of the terms in the bracket, it is proven that the
𝑎2
stream function 𝜓 = 𝑈𝑦 1 − 2 2 satisfies the Laplace equation.
𝑥 +𝑦
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Example 2 (solution)
The plot of the stream function is given as

Which represents the streamline for flow past cylinder of radius 1 (you
have seen this in NA1B).
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Example 2 (solution)
If we express
𝑥 = 𝑟 cos 𝜃 and 𝑦 = 𝑟 sin 𝜃
The stream function in polar coordinate is thus given by
𝑎2
𝜓 = 𝑈𝑟 sin 𝜃 1 − 2
𝑟
Further expansion shows that
𝑈𝑎2
𝜓 = 𝑈𝑟 sin 𝜃 − sin 𝜃
𝑟
Where the first term in the RHS represent the uniform flow and the
second term represent the doublet.
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Example 2 (solution)
Then, substitute the above partial derivative into the Laplace equation
𝜕 2 𝜓 1 𝜕𝜓 1 𝜕 2 𝜓
2
+ + 2 2
𝜕𝑟 𝑟 𝜕𝑟 𝑟 𝜕𝜃
So, we arrive at
2𝑎2 𝑈 1 𝑎2 𝑈 1 𝑎2
− 3 sin 𝜃 + 𝑈 sin 𝜃 − 2 sin 𝜃 + 2 𝑈𝑟 sin 𝜃 −1
𝑟 𝑟 𝑟 𝑟 𝑟
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Heat Diffusion Equation

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1.2 Heat Diffusion Equation

Assuming that there is a propagation of heat at time 𝑡 in the 𝑥, 𝑦, 𝑧
domain, the propagation of heat can be expressed using the general
diffusion equation or heat equation in 3D is given as
1 u  2 u  2 u  2 u
= 2 + 2 + 2 =  2u
 t x y z

where κ is the diffusivity of the material.

𝜅 measures the capability of a substance or energy to be diffused or to
allow something to pass by diffusion.
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1.2 Heat Diffusion Equation

For example, if we consider a one-dimensional program, the heat flow along a
thin bar can be expressed as
T k  2T
=
t c x 2
Where T is the temperature, ρ is the mass density, c is the specific heat and k is
the thermal conductivity.

Note that in Thermodynamic:

1. Thermal conductivity 𝑘 is a measure of a material to conduct/transfer heat
2. Specific heat is the amount of heat to be supplied to a given mass of a
material to produce a unit change in its temperature
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1.2 Heat Diffusion Equation

If we say that the input such as temperature 𝑇 does not change with
time, the temperature is said to be in steady state.

If we take the time long enough such that the temperature has settled
down to a constant value, i.e. as t → ∞, the final solution is independent
of time
T
= 0   2T = 0
t

The condition of the heat transfer is now governed by the Laplace

equation, which is independent of time.
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1.2 Heat Diffusion Equation

𝑈 𝑥−𝑈𝑡
−
Example 3: Show that 𝑇 = 𝑇∞ + 𝑇𝑚 − 𝑇∞ 𝑒 , 𝑥 ≥ 𝑈𝑡
𝜅

satisfies the one-dimensional heat-conduction equation, together with the

boundary conditions 𝑇 → 𝑇∞ as 𝑥 → ∞ and T=Tm at x = Ut
Solutions
This 1D problem is governed by the heat diffusion equation, i.e.
T k  2T
=
t c x 2

𝑘
We note that the diffusivity 𝜅 = . So we can write the PDE as
𝑐𝜌
𝜕𝑇 𝜕2𝑇
=𝜅 2
𝜕𝑡 𝜕𝑥
We first find the relevant partial derivative in the heat diffusion equation,
𝜕𝑇 𝜕2 𝑇
i.e. and 2 (see next page)
𝜕𝑡 𝜕𝑥
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1.2 Heat Diffusion Equation

Example 3 (continue)
𝜕𝑇
Taking , We have
𝜕𝑡
𝜕𝑇 𝜕 −
𝑈 𝑥−𝑈𝑡
= 𝑇∞ + 𝑇𝑚 − 𝑇∞ 𝑒 𝜅
𝜕𝑡 𝜕𝑡
𝜕𝑇∞ 𝜕 −𝑈 𝑥−𝑈𝑡
= + 𝑇𝑚 − 𝑇∞ 𝑒 𝜅
𝜕𝑡 𝜕𝑡
𝜕𝑇∞ 𝑈𝑥 𝜕 𝑈2𝑡
= + 𝑇𝑚 − 𝑇∞ 𝑒 − 𝜅 𝑒 𝜅
𝜕𝑡 𝜕𝑡
𝑈2𝑡
𝑈𝑥 (𝑈 2 𝑒 𝜅 )
= 𝑇𝑚 − 𝑇∞ 𝑒 − 𝜅
𝜅
2
𝑈 −𝑈(𝑥−𝑈𝑡)
= 𝑇𝑚 − 𝑇∞ 𝑒 𝜅
𝜅
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1.2 Heat Diffusion Equation

Example 3 (continue)
𝜕2 𝑇
Taking , we have
𝜕𝑥 2

T 
= 
T + (Tm − T )e −U ( x −Ut ) / 

= (Tm − T )
(
 e −U ( x −Ut )/  )
x x x
−U ( x −Ut ) / 
= −(Tm − T )
Ue

T
2
= −(Tm − T )

U  e −U ( x −Ut )/  
x 2  x
U 2 −U ( x −Ut )/ 
= (Tm − T ) 2 e


𝜕𝑇 𝜕2 𝑇
If we substitute 𝑎𝑛𝑑 2 into the heat diffusion equation (see next
𝜕𝑡 𝜕𝑥
page)
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1.2 Heat Diffusion Equation

Example 3 (continue)
We arrive at

T k  2T
=
t c x 2

𝑈 2 −𝑈(𝑥−𝑈𝑡) 𝑈 2 −𝑈 𝑥−𝑈𝑡
𝑇𝑚 − 𝑇∞ 𝑒 𝜅 = 𝜅 𝑇𝑚 − 𝑇∞ 2 𝑒 𝜅
𝜅 𝜅
Where it is proven that the RHS = LHS and
𝑈 𝑥−𝑈𝑡
−
𝑇 = 𝑇∞ + 𝑇𝑚 − 𝑇∞ 𝑒 𝜅

Satisfies the heat diffusion equation.

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Example 4
Show that the function
1 𝑥2
𝑇= exp −
𝑡 4𝜅𝑡
Satisfies the one dimensional heat-conduction. Plot T against x for
various times 𝑡, and comment.
Solutions
The one dimension heat diffusion equation is given by
𝜕𝑇 𝜕2𝑇
=𝜅 2
𝜕𝑡 𝜕𝑥
Find 𝜕𝑇/𝜕𝑡 and 𝜕 2 𝑇/𝜕𝑥 2
(see next slide)
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Wave Equation
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1.3 Wave Equation

When a problem involves propagation of wave, for example the vibration
of a guitar string when it is plucked, the vibration can be expressed as a
function of time 𝑡 and space (𝑥, 𝑦, 𝑧) where the vibration problem can
be represented by using the general wave equation given as
1  2u  2u  2u  2u
= + + =  2
u
c t
2 2
x 2
y 2
z 2

where c is the velocity of wave propagation.

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1.3 Wave Equation

For example, the vibration of a taut string stretched to a uniform tension
T in one dimensional case where u is the displacement is given as
 2u  2u
T 2 = 2
x t
where  is the mass of the string per unit length. Note that 𝑇/𝜌 has a
unit of 𝑐 2 , 𝑖. 𝑒. [𝑚2 /𝑠 2 ]
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Example 5
Show that
𝜋𝑥 𝜋𝑐𝑡
𝑢 = 𝑢0 sin cos
𝐿 𝐿
Satisfies the one-dimensional wave equation and the conditions
𝜋𝑥
(a) A given initial displacement 𝑢 𝑥, 0 = 𝑢0 sin
𝐿
𝜕𝑢 𝑥,0
(b) Zero initial velocity, =0
𝜕𝑡

Solutions
The wave equation in 1D is given as
1 𝜕2𝑢 𝜕2𝑢
2 2
= 2
𝑐 𝜕𝑡 𝜕𝑥
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1.3 Wave Equation

Example 5 (continue)
𝜕2 𝑢 𝜕2 𝑢
The relevant partial derivative for the wave equation are and
𝜕𝑡 2 𝜕𝑥 2

𝜕𝑢2 𝜋 2 𝑢0 𝜋𝑥 𝜋𝑐𝑡
2
= − 2 sin cos
𝜕𝑥 𝐿 𝐿 𝐿
𝜕2𝑢 𝜋 2 𝑐 2 𝑢0 𝜋𝑥 𝜋𝑐𝑡
2
=− 2
sin cos
𝜕𝑡 𝐿 𝐿 𝐿
𝜕2 𝑢 𝜕2 𝑢
Substitute and into the wave equation
𝜕𝑡 2 𝜕𝑥 2

1 𝜕2𝑢 𝜕2𝑢
2 2
= 2
𝑐 𝜕𝑡 𝜕𝑥
(see next slide)
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1.3 Wave Equation

Example 5 (continue)
1 𝜕2𝑢 𝜕2𝑢
2 2
= 2
𝑐 𝜕𝑡 𝜕𝑥
1 𝜋 2 𝑐 2 𝑢0 𝜋𝑥 𝜋𝑐𝑡 𝜋 2 𝑢0 𝜋𝑥 𝜋𝑐𝑡
2
− 2
sin cos = − 2 sin cos
𝑐 𝐿 𝐿 𝐿 𝐿 𝐿 𝐿

Which we proved that the LHS = RHS.

If we consider the first boundary condition, we found that

 x   c(0) 
u t =0 = u0 sin   cos 
L  L 
 x 
= u0 sin  
L
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1.3 Wave Equation

Example 5 (continue)

𝑎𝑛𝑑 the second boundary condition, we found that

𝜕𝑢 𝜋𝑐 𝜋𝑥 𝜋𝑐(0)
ቤ = − 𝑢0 sin sin
𝜕𝑡 𝑡=0 𝐿 𝐿 𝐿

𝜋𝑥 𝜋𝑐𝑡
It is thus shown that the 𝑢 = 𝑢0 sin cos satisfies both the
𝐿 𝐿
boundary conditions.
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Example 6
Verify that the function
𝑥 𝑐𝑡 2
𝑢 = 𝑎 exp − −
ℎ ℎ
Satisfies the wave equation. Sketch the graphs of the solution 𝑢 against
2ℎ 4ℎ
𝑥 at 𝑡 = 0, 𝑡 = 𝑎𝑛𝑑 𝑡 = .
𝑐 𝑐

Solutions
The wave equation in 1D is given as
1 𝜕2𝑢 𝜕2𝑢
2 2
= 2
𝑐 𝜕𝑡 𝜕𝑥
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Example 6
Example 6 (continue)

𝜕2 𝑢 𝜕2 𝑢
The relevant partial derivative for the wave equation are and
𝜕𝑡 2 𝜕𝑥 2

𝜕𝑢2 4 𝑥 𝑐𝑡 2 𝑥 𝑐𝑡 2 2𝑎 𝑥 𝑐𝑡 2

2
=𝑎 2 − exp − − − 2 exp − −
𝜕𝑥 ℎ ℎ ℎ ℎ ℎ ℎ ℎ ℎ
𝜕2𝑢
𝜕𝑡 2
4𝑐 2 𝑥 𝑐𝑡 2 𝑥 𝑐𝑡 2
2 2
𝑥 𝑐𝑡 2
=𝑎 2 − exp − − − 2𝑎𝑐 /ℎ exp − −
ℎ ℎ ℎ ℎ ℎ ℎ ℎ

𝜕2 𝑢 𝜕2 𝑢
Substitute and into the wave equation
𝜕𝑡 2 𝜕𝑥 2

1 𝜕2𝑢 𝜕2𝑢
2 2
= 2
𝑐 𝜕𝑡 𝜕𝑥
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Example 6 (continue)
1 𝜕2𝑢 𝜕2𝑢
2 2 = 2
𝑐 𝜕𝑡 𝜕𝑥
1 4𝑐 2 𝑥 𝑐𝑡 2 𝑥 𝑐𝑡 2 2𝑎𝑐 2
2
𝑎 2 − exp − − −
𝑐 ℎ ℎ ℎ ℎ ℎ 𝑥 𝑐𝑡 2
ℎ2 exp − −
ℎ ℎ
4 𝑥 𝑐𝑡 2 𝑥 𝑐𝑡 2 2𝑎 𝑥 𝑐𝑡 2
=𝑎 2 − exp − − − 2 exp − −
ℎ ℎ ℎ ℎ ℎ ℎ ℎ ℎ

Which we proved that the LHS = RHS.

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SOLUTIONS OF PDE
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2.1.1 Solution of PDE

• In the previous sections, you were given the solutions to the PDE and
asked to show that these solutions satisfy the relevant PDE or
boundary conditions.
• However, in most cases, you will be given the PDE and boundary
conditions and asked to find the solutions to these PDE problems.
• Similar to ODE, there are known general solutions to these PDE,
therefore you ability to recognize the different PDE, i.e. Laplace
equation, heat diffusion equation and wave equation is essential in
order to solve the PDE.
There three techniques possible to solve the PDE:
I. Separation of Variables
II. Laplace Transform Technique
III. D’Alembert Solution and Characteristics (Methods of
Characteristics) (not covered)
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2.1.1 Solution of PDE

• For this chapter, we will focus on the first method, i.e. Separation of
Variable. The second technique (Laplace transform) will be introduced
in the next chapter. The third technique is not covered in this module.
• Mathematician has worked out some of the known general solutions to
these PDEs and will be shown in the next slide.
• It is to note here that although you will not be tested to derive some of
these solutions to the PDE, a good understanding on how these
general solutions to the PDEs come about is essential in order to solve
the PDE problem.
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3 Types of PDE
1. Laplace equation
𝜕2𝑢 𝜕2𝑢 𝜕2𝑢
2
+ 2+ 2 =0
𝜕𝑥 𝜕𝑦 𝜕𝑧
2. Heat conduction or diffusion
1 𝜕𝑢 𝑘
= ∇2 𝑢 𝜅=
𝜅 𝜕𝑡 𝑐𝜌
3. Wave equation
1 𝜕2𝑢 2𝑢
= ∇
𝑐 2 𝜕𝑡 2
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2.1.1 Solution of PDE

Here are the general solutions to the three PDE:
For Wave Equation, the possible general solutions are
u1 = A sin (ct )sin (x )
u 2 = B cos(ct ) cos(x )
u 3 = C cos(ct )sin (x )
u 4 = D sin (ct ) cos(x )
For Heat Diffusion Equation, the general solutions are
𝑢 = 𝑒 −𝛼𝑡 𝐴 sin 𝜆𝑥 + 𝐵 cos 𝜆𝑥
For Laplace Equation, the possible general solutions are
𝜆 = −𝜇2 < 0: 𝑢 = 𝐴 sin 𝜇𝑥 + 𝐵 cos 𝜇𝑥 ∙ (𝐶𝑒 𝜇𝑦 + 𝐷𝑒 −𝜇𝑦 )
𝜆 = 𝜇 > 0: u = 𝐴𝑒 𝜇𝑥 + 𝐵𝑒 −𝜇𝑥 ∙ (𝐶 sin 𝜇𝑦 + 𝐷 cos 𝜇𝑦)
𝜆 = 0: u = 𝐴𝑥 + 𝐵 ∙ (𝐶𝑦 + 𝐷)
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2.1.1 Solution of PDE

• The symbolic variable shown in the solutions to the PDE (in the
previous slide) will be explained in detail when we look at the
derivation of the solution.
• Here, we shall focus on the Method of Separable, which is already
introduced in Chapter 1 (ODE).
• The concept for Method of Separable is shown next.
 SIT Internal

2. Method of Separation of Variable

We consider a simple case.
Assuming that we have an independent variable 𝑢 = 𝑓 𝑥, 𝑦 which is a
function of (𝑥, 𝑦) and this variable satisfy the PDE for continuity
equation
𝜕𝑢 𝜕𝑢
+ =0
𝜕𝑥 𝜕𝑦
We can write this variable as a product of two functions, i.e. 𝑋(𝑥) and
𝑌(𝑦), where each function depends only on one variable, i.e. 𝑥 and 𝑦,
respectively.
Following this, we have
𝑢 𝑥, 𝑦 = 𝑋 𝑥 ∙ 𝑌(𝑦)
Advantage is that, it is sometimes possible to find X(x) and Y(y) as
solutions of ordinary differential equations (ODE), and we shall show this
shortly.
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2. Method of Separation of Variable

(Continue) Now that we have assumed
𝑢 𝑥, 𝑦 = 𝑋 𝑥 ∙ 𝑌(𝑦)
We can find the 𝜕𝑢/𝜕𝑥 and 𝜕𝑢/𝜕𝑦
𝜕𝑢 𝑑𝑋
= ∙ 𝑌(𝑦)
𝜕x 𝑑𝑥
𝜕𝑢 𝑑𝑌
=𝑋 𝑥 ∙
𝜕𝑦 𝑑𝑦
If we substitute this into the PDE
𝜕𝑢 𝜕𝑢
+ =0
𝜕𝑥 𝜕𝑦
𝑑𝑌 𝑑𝑋
𝑋 𝑥 ∙ + ∙𝑌 𝑦 =0
𝑑𝑦 𝑑𝑥
We get
1 𝑑𝑋 1 𝑑𝑌
∙ =− =0
𝑋 𝑑𝑥 𝑌 𝑑𝑦
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2. Method of Separation of Variable

(Continue) In order for the LHS = RHS, they both must be equal to a
constant 𝜆
1 𝑑𝑋 1 𝑑𝑌
∙ =− =𝜆=0
𝑋 𝑑𝑥 𝑌 𝑑𝑦
So, if we equate LHS=𝜆
1 𝑑𝑋
∙ =𝜆
𝑋 𝑑𝑥
If you recall, this is the form of an ODE, which we can solved directly by
integrating both side
𝑑𝑋 𝑑𝑋
= 𝜆𝑑𝑥 → න = න 𝜆𝑑𝑥
𝑋 𝑋
ln 𝑋 = 𝜆𝑥 + 𝐶 → 𝑋(𝑥) = 𝑒 𝜆𝑥+𝐶 = 𝐵𝑒 𝜆𝑥
Now, we successfully obtained the general solution for 𝑋(𝑥)
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2. Method of Separation of Variable

(Continue) Similarly for 𝑌(𝑦), we equate RHS=𝜆
1 𝑑𝑌
− =𝜆
𝑌 𝑑𝑦
And following similar steps 𝑌 𝑦 is given as
𝑌(𝑦) = 𝐶𝑒 −𝜆𝑦
Hence
𝑢 = 𝑋 ∙ 𝑌 = 𝐵𝑒 𝜆𝑥 ∙ 𝐶𝑒 −𝜆𝑦 = 𝐴𝑒 𝜆 𝑥−𝑦

We have shown that the solution to the continuity equation can be solved
using the separation of variable.
Note: in order to prove that your solution is correct, you may substitute
𝑢 = 𝐴𝑒 𝜆 𝑥−𝑦 into the continuity equation.
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2.1 Solution of Wave Equation

The final solution is then u (x, y ) = X (x )Y ( y ) = Ae
 ( x− y )

Note that the method of separation of variable is not guaranteed to work

since
i. The solution in general need not be separated in each variable
ii. The boundary conditions imposed in the original problem may not be
satisfied by the resulting solution

For the following sections, we will be using the method of separation of

variables to obtain the general solutions for the three PDEs. We start
with the Wave Equation, followed by Heat Conduction Equation and
Laplace Equation.
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Solution to Wave Equation

 SIT Internal

2.1.2 Solution of Wave Equation

I. Method of Separation of Variables
Consider the wave equation
1 𝜕2𝑢 𝜕2𝑢
2 2
= 2
𝑐 𝜕𝑡 𝜕𝑥
It is assumed that the wave is travelling periodically as a sine or cosine
waves, the method of separation of variables is useful as we could
separate the travelling wave function 𝑢(𝑥, 𝑡) as a product of two
functions that depends on the time and space, i.e.
𝑢(𝑥, 𝑡) = 𝑇 𝑡 . 𝑋(𝑥)
As we say that 𝑢 is periodic in time, immediately without proving the
solution for 𝑇(𝑡) is of either of the two forms
𝑇(𝑡) = sin 𝑐𝜆𝑡 Or 𝑇 = cos 𝑐𝜆𝑡

However, we shall show how to derive the solution to T in the following

slides using methods of separable
 SIT Internal

2.1.2 Solution of Wave Equation

(cont) By using the method of separation of variable, we substitute 𝑢 =
𝑇 𝑡 . 𝑋(𝑥) into the PDE
1 𝜕2𝑢 𝜕2𝑢
2 2
= 2
𝑐 𝜕𝑡 𝜕𝑥
To get
1 𝑑2𝑇 𝑡 𝑑2 𝑋 𝑥
2 2
∙𝑋 𝑥 =𝑇 𝑡 ∙
𝑐 𝑑𝑡 𝑑𝑥 2

(see next slide)

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1 𝑑2𝑇 𝑡 𝑑2 𝑋 𝑥
2 2
∙𝑋 𝑥 =𝑇 𝑡 ∙
𝑐 𝑑𝑡 𝑑𝑥 2
Grouping 𝑇 𝑡 and 𝑋 𝑥
1 𝑑2 𝑇 𝑡 1 1 𝑑2 𝑋 𝑥
2 2
= ∙
𝑐 𝑑𝑡 𝑇 𝑡 𝑋 𝑥 𝑑𝑥 2
For LHS=RHS, it has to be a constant 𝜆2 (note 𝜆2 is used for easier
representation of solution that you will see shortly)
1 𝑑2𝑇 𝑡 1 2
∴ 2 = −𝜆
𝑐 𝑑𝑡 2 𝑇(𝑡)
1 𝑑2 𝑇 𝑡 2→
𝑑 2𝑇 𝑡
2 𝑐 2 𝑇(𝑡)
= −(𝜆𝑐) = −𝜆
𝑇 𝑑𝑡 2 𝑑𝑡 2
𝑑2𝑇 𝑡 2𝑇 𝑡 = 0
+ 𝜆𝑐
𝑑𝑡 2
(see next slide)
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𝑑2 𝑇 𝑡 2
+ 𝜆𝑐 𝑇 𝑡 =0
𝑑𝑡 2
The above equation is a 2nd order ODE that can be solved by finding the
characteristic equation.
The characteristic equation is hence
𝑚2 + 𝜆𝑐 2
=0
Hence
𝑚 = ±𝑖𝜆𝑐 (Type 3 solution, refer to 2nd order ODE)
For a periodic solutions, 𝑇 𝑡 has to be in the form of cosine or sine function,
i.e.
𝑇 𝑡 = sin 𝑐𝜆𝑡 𝑜𝑟 𝑇 𝑡 = cos(𝑐𝜆𝑡)
Therefore we have
𝑢 =𝑇 𝑡 ∙𝑋 𝑥
𝑢 = sin(𝑐𝜆𝑡) ∙ 𝑋 𝑥 𝑜𝑟 𝑢 = cos 𝑐𝜆𝑡 ∙ 𝑋(𝑥)
 SIT Internal

Similarly, to solve for 𝑋, we equation RHS to −𝜆2

1 𝑑2𝑋 𝑥 2
∙ = −𝜆
𝑋 𝑥 𝑑𝑥 2
And arrive at
2
2
𝑑 𝑋 𝑥
−𝜆 𝑋 𝑥 =
𝑑𝑥 2
This can be written as
𝑑2 𝑋 2𝑋 = 0
+ 𝜆
𝑑𝑥 2
This is a second order ODE and can be solved from the characteristic
equation
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The characteristic equation is given as

𝑚2 + 𝜆2 = 0
𝑚 = ±𝑖𝜆
𝑚1 = 𝑖𝜆 𝑎𝑛𝑑 𝑚2 = −𝑖𝜆
Hence 𝛼 = 0 and 𝛽 = 𝜆
The solution is hence
𝑋 𝑥 = cos(𝜆𝑥) or 𝑋 𝑥 = sin(𝜆𝑥)
 SIT Internal

3.3 Solution of Wave Equation

As a summary, the solutions are
𝑋 𝑥 = cos(𝜆𝑥) or 𝑋 𝑥 = sin(𝜆𝑥)
𝑇 𝑡 = sin 𝑐𝜆𝑡 or 𝑇 𝑡 = cos(𝑐𝜆𝑡)
The final solution could be a linear combination of above, depending on
the boundary conditions
u1 = A sin (ct )sin (x )
u 2 = B cos(ct ) cos(x )
u 3 = C cos(ct )sin (x )
u 4 = D sin (ct ) cos(x )
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3.3 Solution of Wave Equation

Example 7: Solve the wave equation for the vibration of a string
stretched between the points 𝑥 = 0 and 𝑥 = 𝑙 and subject to the
following boundary conditions
a) u(0,t) = 0, ( t  0) (fixed at the end 𝑥 = 0)
b) u(l,t) = 0, ( t  0) (fixed at the end 𝑥 = 𝑙)
c) ∂u(x,0)/∂t = 0, ( 0  x 1) (with zero initial velocity)
d) u(x,0) = F(x), ( 0  x 1) (given initial displacement)
Consider
𝜋𝑥 1 3𝜋𝑥
𝐹 𝑥 = sin + sin
𝑙 4 𝑙
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General solution
We know that the solution of wave equation can be one of the following:
u1 = A sin (ct )sin (x )
u 2 = B cos(ct ) cos(x )
u 3 = C cos(ct )sin (x )
u 4 = D sin (ct ) cos(x )
Comparing to the boundary conditions:
a) u(0,t) = 0, ( t  0) (fixed at the end 𝑥 = 0)
b) u(l,t) = 0, ( t  0) (fixed at the end 𝑥 = 𝑙)
c) ∂u(x,0)/∂t = 0, ( 0  x 1) (with zero initial velocity)
𝜋𝑥 1 3𝜋𝑥
d) u(x,0) = sin + sin , ( 0  x 1)
𝑙 4 𝑙

By inspection, we know that condition (a) could not be satisfied by the

cos(𝜆𝑥) .
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The condition (b) can only be satisfied by the sin 𝜆𝑥 provided that
sin 𝜆𝑙 = 0 𝑜𝑟 𝜆𝑙 = 𝑛𝜋 𝑛 = 1,2,3, …
𝑛𝜋
∴𝜆= 𝑛 = 1,2,3, …
𝑙
Hence the solution appropriate to this problem takes the form either
𝑛𝑐𝜋t 𝑛𝜋𝑥
𝑢3 = 𝐶cos sin
𝑙 𝑙
or
𝑛𝑐𝜋𝑡 𝑛𝜋𝑥
𝑢1 = 𝐴sin 𝑠𝑖𝑛
𝑙 𝑙
𝑛𝑐𝜋t 𝑛𝜋𝑥
Only 𝑢3 = 𝐶cos sin satisfies the 3rd BC:
𝑙 𝑙
𝜕𝑢 𝑥, 0
= 0 (0 ≤ 𝑥 ≤ 𝑙)
𝜕𝑡
(see next slide)
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Particular Solution for Boundary Condition (d)

To satisfy the 4th BC
𝜋𝑥 1 3𝜋𝑥
𝑢 𝑥, 0 = sin + sin (1)
𝑙 4 𝑙
We expressed 𝑢 as a linear combination of function
∞
𝑛𝑐𝜋t 𝑛𝜋𝑥
𝑢 = ෍ 𝑐𝑛 cos sin
𝑙 𝑙
𝑛=1

Expanding this summation, we have

𝑐𝜋𝑡 𝜋𝑥 2𝑐𝜋𝑡 2𝜋𝑥
𝑢 = 𝑐1 cos sin + 𝑐2 cos sin +
𝑙 𝑙 𝑙 𝑙
3𝑐𝜋𝑡 3𝜋𝑥
𝑐3 cos sin +⋯ (2)
𝑙 𝑙
If we compare (1) and (2) , it is found that
1
𝑐1 = 1, 𝑐2 = 0, 𝑐3 = , 𝑐4 = 0, …
4
(see next slide)
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Hence we have
𝑐𝜋𝑡 𝜋𝑥 1 3𝑐𝜋𝑡 3𝜋𝑥
𝑢 = cos sin + cos sin
𝑙 𝑙 4 𝑙 𝑙
 SIT Internal

Solution to Heat Diffusion

Equation
 SIT Internal

2.2 Solution to Heat-Conduction/Diffusion

Equation
The heat equation is given as
1 𝜕𝑢
= 𝛻 2𝑢
𝜅 𝜕𝑡
It can written in 1D as
1 𝜕𝑢 𝜕 2 𝑢
= 2
𝜅 𝜕𝑡 𝜕𝑥
By using method of separation, 𝑢 can be written as
𝑢 =𝑇 𝑡 ∙𝑋 𝑥
Substituting into the 1D heat equation
1 𝑑𝑇(𝑡) 𝑑2 𝑋 𝑥
∙ 𝑋(𝑥) = 2
𝑇(𝑡)
𝜅 𝑑𝑡 𝑑𝑥
Rearranging
1 𝑑𝑇(𝑡) 1 1 𝑑2 𝑋 𝑥
∙ = ∙
𝜅 𝑑𝑡 𝑇 𝑡 𝑋 𝑥 𝑑𝑥 2
(see next slide)
 SIT Internal

For LHS=RHS, they must be equal to a constant, either +𝑘 or −𝑘 (note: -𝑘 is used for
easier representation of solution)

1 𝑑𝑇(𝑡) 1
∙ = −𝑘
𝜅 𝑑𝑡 𝑇 𝑡
𝑑𝑇(𝑡)
= −𝑘𝜅 ∙ 𝑑𝑡
𝑇(𝑡)
Integrating both side, we have
ln 𝑇 = −𝑘𝜅𝑡 + 𝐶
→ 𝑇 = 𝐴𝑒 −𝑘𝜅𝑡 = 𝐴𝑒 −𝛼𝑡 , 𝑤ℎ𝑒𝑟𝑒 𝛼 = 𝑘𝜅
Hence we have
𝑢 = 𝑇 𝑡 ∙ 𝑋 𝑥 = 𝐴𝑒 −𝛼𝑡 ∙ 𝑋(𝑥)
Substituting 𝑢 = 𝐴𝑒 −𝛼𝑡 ∙ 𝑋(𝑥) into

1 𝑑𝑇(𝑡) 1 1 𝑑2 𝑋 𝑥
∙ = ∙
𝜅 𝑑𝑡 𝑇 𝑡 𝑋 𝑥 𝑑𝑥 2
(see next slide)
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We obtain
1 𝐴𝛼𝑒 −𝛼𝑡 1 𝑑 2 𝑋
− −𝛼𝑡
=
𝜅 𝐴𝑒 𝑋 𝑑𝑥 2
𝛼 𝑑2 𝑋
→− 𝑋=
𝜅 𝑑𝑥 2
𝛼
If we assume that = 𝜆2 , we can write the above equation as
𝜅
𝑑2 𝑋 2
2
+ 𝜆 𝑋=0
𝑑𝑥
This is a second order ODE problem with Type 3 Complementary solution
∴ 𝑋 = 𝐵 sin 𝜆𝑥 + 𝐶 cos 𝜆𝑥
Thus
𝑢(𝑥, 𝑡) = 𝑇 𝑡 ∙ 𝑋 𝑥
𝑢 = 𝑒 −𝛼𝑡 (𝐷 sin 𝜆𝑥 + 𝐸 cos 𝜆𝑥)
where 𝐷 = 𝐴𝐵 and 𝐸 = 𝐴𝐶
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Example 8
𝜕𝑇 𝜕2 𝑇
Solve the heat-conduction equation = 𝜅 2 subject to the boundary
𝜕𝑡 𝜕𝑥
conditions
(a) 𝑇 = 0 at 𝑥 = 0 for all 𝑡 > 0 (held at zero temperature)
𝜕𝑇
(b) = 0 at 𝑥 = 𝑙 and for all 𝑡 > 0 (no heat loss from this end)
𝜕𝑥
3𝜋𝑥
(c) 𝑇 = 𝑇0 sin at 𝑡 = 0 and for 0 ≤ 𝑥 ≤ 𝑙 (given initial
2𝑙
temperature profile)
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Taking the solution as

𝑇 = 𝑒 −𝛼𝑡 (𝐴 sin 𝜆𝑥 + 𝐵 cos 𝜆𝑥)

Using BC (a), 𝑇 = 0 at 𝑥 = 0
𝑇 0, 𝑡 = 0 = 𝑒 −𝛼𝑡 𝐴 sin 𝜆 0 + 𝐵 cos 𝜆 0
𝐴 0 +𝐵 =0→𝐵 =0
∴ 𝑇 = 𝑒 −𝛼𝑡 (𝐴 sin 𝜆𝑥)
𝜕𝑇
Using BC (b), = 0 at 𝑥 = 𝑙
𝜕𝑥
𝜕𝑇 𝑙, 𝑡
= 𝑒 −𝛼𝑡 𝐴𝜆 cos 𝜆𝑙 = 0
𝜕𝑥
We hence have
1
cos 𝜆𝑙 = 0 𝑜𝑟 𝜆𝑙 = 𝑛 + 𝜋 𝑤ℎ𝑒𝑟𝑒 𝑛 = 0,1,2,3, …
2
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Leading to
−𝛼𝑡
1 𝑥
∴𝑇=𝑒 𝐴 sin 𝑛+ 𝜋 (𝑛 = 0,1,2,3, … )
2 𝑙
3𝜋𝑥
By using the BC (c) 𝑇 = 𝑇0 sin at 𝑡 = 0 and for 0 ≤ 𝑥 ≤ 𝑙
2𝑙

1 𝑥 3𝜋𝑥
𝑇 𝑥, 0 = 𝑒 −𝛼(0) 𝐴 sin 𝑛+ 𝜋 = 𝑇0 sin
2 𝑙 2𝑙
By comparison,
𝐴 = 𝑇0 and 𝑛 = 1
and
9 𝜋 2
2
𝛼 = 𝜅𝜆 = 𝜅
4 𝑙
The final solution is hence
9 𝜋 2 3𝜋𝑥
− 𝜅 𝑡
𝑇= 𝑇0 𝑒 4 𝑙 sin
2𝑙
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Assignment
𝜕𝑢 𝜕2 𝑢
Solve the heat-conduction equation = 𝜅 2 subject to the boundary
𝜕𝑡 𝜕𝑥
condition:
(a) 𝑢 0, 𝑡 = 0 𝑡≥0
(b) 𝑢 𝑙, 𝑡 = 0 (𝑡 ≥ 0)
1 𝑥
(c) 𝑢 𝑥, 0 = 𝑢0 − (0 < 𝑥 < 𝑙)
2 𝑙

(This solution involved Fourier Series and will

be shown in chapter on Fourier Series)
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𝜕𝑢 𝜕2 𝑢
Solve the heat-conduction equation = 𝜅 2 in a bar subject to the
𝜕𝑡 𝜕𝑥
boundary condition:
(a) 𝑢 0, 𝑡 = 0 𝑡≥0
(b) 𝑢 𝑙, 𝑡 = 0 (𝑡 ≥ 0)
(c) 𝑢 𝑥, 0 = 𝑥(2 − 𝑥) (0 < 𝑥 < 𝑙)

(This solution involved Fourier Series and will

be shown in chapter on Fourier Series)
 SIT Internal

Solution to Laplace Equation

 SIT Internal

2.3 Solution of Laplace Equation

In 2D, the Laplace equation is given as

 2u  2u
+ 2 =0
x 2
y
The solution by separation of variable is of the form
u (x, y ) = X (x )Y ( y )
Substitute 𝑢 𝑥, 𝑦 = 𝑋 𝑥 ∙ 𝑌(𝑦) into the Laplace equation,
The PDE is reduce to a ODE problem, i.e.

d2X d 2Y 1 d2X 1 d 2Y
Y 2
+X 2
= 0 or 2
=−
dx dy X dx Y dy 2
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2.3 Solution of Laplace Equation

For LHS =RHS, it has to be equal to a constant 𝜆.
For Laplace equation, the solution has three different forms depending on
constant 
We therefore obtain two 2nd order ODE of simple-harmonic type
𝑑2𝑋 𝑑2 𝑌
2
= 𝜆𝑋, 2
= −𝜆𝑌
𝑑𝑥 𝑑𝑦
Recall that in Chapter 1:
1. If 𝜆1 and 𝜆2 are real numbers and 𝜆1 ≠ 𝜆2 , then
𝑦 = 𝐶1 𝑒 𝜆1 𝑥 + 𝐶2 𝑒 𝜆2 𝑥
4. If 𝜆1 𝑎𝑛𝑑 𝜆2 are real numbers and 𝜆1 = 𝜆2 , then:
𝑦 = 𝐶1 𝑒 𝜆1 𝑥 + 𝐶2 𝑥𝑒 𝜆2 𝑥
5. If 𝜆1 and 𝜆2 are complex numbers where 𝜆1 = 𝛼 + 𝑖𝛽 and 𝜆2 = 𝛼 −
𝑖𝛽, then
𝑦 = 𝑒 𝛼𝑥 (𝐶1 sin 𝛽𝑥 + 𝐶2 cos 𝛽𝑥)
 SIT Internal

The general solution is any product of 𝑋(𝑥) and 𝑌 𝑦 . We consider three

possible cases of 𝜆

Case 1: If 𝝀 = −𝝁𝟐 < 𝟎

𝑑2 𝑋 2 𝑋,
𝑑 2𝑌
2𝑌
= −𝜇 = 𝜇
𝑑𝑥 2 𝑑𝑦 2
𝑑2 𝑋 2 𝑋 = 0,
𝑑 2𝑌
2𝑌 = 0
+ 𝜇 − 𝜇
𝑑𝑥 2 𝑑𝑦 2
Hence
𝑋 = 𝐴 sin 𝜇𝑥 + 𝐵 cos 𝜇𝑥 , 𝑌 = 𝐶𝑒 𝜇𝑦 + 𝐷𝑒 −𝜇𝑦
𝑢 = 𝑋 ∙ 𝑌 = 𝐴 sin 𝜇𝑥 + 𝐵 cos 𝜇𝑥 ∙ (𝐶𝑒 𝜇𝑦 + 𝐷𝑒 −𝜇𝑦 )
 SIT Internal

Case 2: If 𝝀 = 𝝁𝟐 > 𝟎
𝑑2 𝑋 2 𝑋,
𝑑2 𝑌 2𝑌
= 𝜇 = −𝜇
𝑑𝑥 2 𝑑𝑦 2
𝑑2𝑋 2 𝑑2 𝑌
• − 𝜇 𝑋 = 0, + 𝜇2 𝑌 = 0
𝑑𝑥 2 𝑑𝑦 2

Hence
𝑋 = 𝐴𝑒 𝜇𝑥 + 𝐵𝑒 −𝜇𝑥 , 𝑌 = 𝐶 sin 𝜇𝑦 + 𝐷 cos 𝜇𝑦
𝑢 = 𝑋 ∙ 𝑌 = 𝐴𝑒 𝜇𝑥 + 𝐵𝑒 −𝜇𝑥 ∙ (𝐶 sin 𝜇𝑦 + 𝐷 cos 𝜇𝑦)

Case 3: If 𝝀 = 𝟎
𝑑2𝑋 𝑑2 𝑌
2
= 0, 2
=0
𝑑𝑥 𝑑𝑦
Hence
𝑋 = 𝐴𝑥 + 𝐵, 𝑌 = 𝐶𝑦 + 𝐷
𝑢 = 𝑋 ∙ 𝑌 = 𝐴𝑥 + 𝐵 ∙ (𝐶𝑦 + 𝐷)
 SIT Internal

Summary
Hence we have
𝜆 = −𝜇2 < 0: 𝑢 = 𝐴 sin 𝜇𝑥 + 𝐵 cos 𝜇𝑥 ∙ (𝐶𝑒 𝜇𝑦 + 𝐷𝑒 −𝜇𝑦 )
𝜆 = 𝜇 > 0: u = 𝐴𝑒 𝜇𝑥 + 𝐵𝑒 −𝜇𝑥 ∙ (𝐶 sin 𝜇𝑦 + 𝐷 cos 𝜇𝑦)
𝜆 = 0: u = 𝐴𝑥 + 𝐵 ∙ (𝐶𝑦 + 𝐷)

The first case can also be expressed as (see next page for derivative)
𝑢 = 𝐴 sin 𝜇𝑥 + 𝐵 cos 𝜇𝑥 ∙ (𝐶 cosh 𝜇𝑦 + 𝐷 sinh 𝜇𝑦)

And second case

𝑢 = 𝐴 cosh 𝜇𝑥 + 𝐵 sinh 𝜇𝑥 ∙ 𝐶 sin 𝜇𝑦 + 𝐷 cos 𝜇𝑦

Note that the particular form of the solution depends on the problem and
the associated boundary conditions
 SIT Internal

Summary
𝐶 cosh 𝜇𝑦 + 𝐷 sinh 𝜇𝑦
𝑒 𝜇𝑦 + 𝑒 𝜇𝑦 𝑒 𝜇𝑦 − 𝑒 𝜇𝑦
=𝐶 +𝐷
2 2
𝐶𝑒 𝜇𝑦 𝐷𝑒 𝜇𝑦 𝐶𝑒 −𝜇𝑦 𝐷𝑒 𝜇𝑦
= + + −
2 2 2 2
𝜇𝑦
𝐶 𝐷 −𝜇𝑦
𝐶 𝐷
=𝑒 + +𝑒 −
2 2 2 2
= 𝐸𝑒 𝜇𝑦 + 𝐹𝑒 −𝜇𝑦
 SIT Internal

2.3 Solution to Laplace Equation

Example 9: Using Separation of Variables method to find the solution of
the 2D Laplace equation satisfying the boundary conditions
a) u(x,0) = 0, (0  x  2)
b) u(x,1) = 0, (0  x  2)
c) u(0,y) = 0, (0  y  1)
d) u(2,y) = a sin 2y, (0  y  1)
 SIT Internal

Solution
Due to BC4: u(2,y) = a sin 2y, (0  y  1), the solution must contain
the term sin 𝜇𝑦, so we can choose the following as the general solution

𝑢 = 𝐴𝑒 𝜇𝑥 + 𝐵𝑒 −𝜇𝑥 ∙ (𝐶 sin 𝜇𝑦 + 𝐷 cos 𝜇𝑦)

Using BC1: u(x,0) = 0, (0  x  2)

𝑢 𝑥, 0 = 𝐴𝑒 𝜇𝑥 + 𝐵𝑒 −𝜇𝑥 ∙ 𝐶 sin 𝜇 0 + 𝐷 cos 𝜇 0 = 0
𝐴𝑒 𝜇𝑥 + 𝐵𝑒 −𝜇𝑥 ∙ 𝐷 = 0 0 ≤ 𝑥 ≤ 2 → 𝐷 = 0

∴ 𝑢 = 𝐴𝑒 𝜇𝑥 + 𝐵𝑒 −𝜇𝑥 ∙ 𝐶 sin 𝜇𝑦
= 𝐴′𝑒𝜇𝑥 + 𝐵′𝑒 −𝜇𝑥 ∙ sin 𝜇𝑦
 SIT Internal

Solution
Using BC2: u(x,1) = 0, (0  x  2)

𝑢 𝑥, 1 = 𝐴′𝑒𝜇𝑥 + 𝐵′𝑒 −𝜇𝑥 ∙ sin 𝜇 = 0 (0 ≤ 𝑥 ≤ 2)

sin 𝜇 = 0 𝑜𝑟 𝜇 = 𝑛𝜋 (𝑛 𝑖𝑠 𝑖𝑛𝑡𝑒𝑔𝑒𝑟)
therefore
𝑢 = 𝐴′𝑒𝜇𝑥 + 𝐵′𝑒 −𝜇𝑥 ∙ sin 𝑛𝜋𝑦
Using BC3: u(0,y) = 0, (0  y  1)
𝑢 0, 𝑦 = 𝐴′𝑒𝜇(0) + 𝐵′𝑒 −𝜇(0) ∙ sin 𝑛𝜋 𝑦 = 0 0≤𝑦≤1
𝐵′ = −𝐴′
Therefore
𝑢 = 𝐴′𝑒𝜇𝑥 − 𝐴′𝑒 −𝜇𝑥 ∙ sin 𝑛𝜋 𝑦
 SIT Internal

Solution
𝑢 = 𝐴′𝑒𝜇𝑥 − 𝐴′𝑒 −𝜇𝑥 ∙ sin 𝑛𝜋𝑦
𝑒 𝜇𝑥 − 𝑒 𝜇𝑥
= 𝐴′ 𝑒 𝜇𝑥 − 𝑒 −𝜇𝑥 sin 𝑛𝜋 𝑦 = 2A′ sin 𝑛𝜋𝑦
2
𝑢 = 2𝐴′ sinh 𝑛𝜋𝑥 sin 𝑛𝜋𝑦

Using BC4: u(2,y) = a sin 2y, (0  y  1)

𝑢(2, 𝑦) = 2𝐴′ sinh 2𝑛𝜋 sin 𝑛𝜋𝑦 = a sin 2y
2𝐴′ sinh 2𝑛𝜋 sin 𝑛𝜋𝑦 = a sin 2y
Hence
𝑛=2
And
2𝐴′ sinh 2𝑛𝜋 = 𝑎 → 𝐴′ = 𝑎/(2 sinh 4𝜋)
 SIT Internal

Solution
Therefore
𝑢 𝑥, 𝑦 = 2𝐴′ sinh 𝑛𝜋𝑥 sin 𝑛𝜋𝑦
2𝑎
𝑢(𝑥, 𝑦) = sinh 2𝜋𝑥 sin 2𝜋𝑦
2 sinh 4𝜋
 SIT Internal

Assignment
Solve the Laplace equation for steady heat conduction in the semi-infinite
region 0 ≤ 𝑦 ≤ 1, 𝑥 ≥ 0 and subject to the boundary conditions
(a) 𝑢 𝑥, 0 = 0 𝑥≥0
(b) 𝑢 𝑥, 1 = 0 (𝑥 ≥ 0)
(c) 𝑢 𝑥, 𝑦 → 0 𝑎𝑠 𝑥 → ∞
(d) 𝑢 0, 𝑦 = 0 (0 ≤ 𝑦 ≤ 1)