S.L.

Omalanga Study Guide Material (APM- 4814)

UNIT 3: DISTINGUISH BETWEEN DIFFERENT BOUNDARY

CONDITIONS FOR PDEs SOLUTION.
Learning objectives:
After studying this chapter, you should be able to describe and to distinguish
between the different boundary conditions for solving PDEs.

3.1 Introduction
Let S be a non-empty set. A point z is called a boundary point of S, if every δ-
neighbourhood of z contains at least one point of S and at least one point not in
S. The totality of all the boundary points defines the boundary of S.

Example 1: The points on the circle |𝑧 − 𝑧0 | = r are the boundary points for the
disk |𝑧 − 𝑧0 | ≤ r.

Figure 1: Illustration of the boundary points for the disk |𝑧 − 𝑧0 | ≤ r.

It is well known that as for ODEs, PDEs solutions are usually not unique. PDEs
are usually specified through a set of boundary or initial conditions. A boundary
condition expresses the behaviour of a function on the boundary (border) of its
area of definition. An initial condition is like a boundary condition, but then for
the time-direction. Not all boundary conditions allow for solutions, but usually
the physics suggests what makes sense.

Example 2: Let us consider a situation of differential equations, where we have

a particle under the influence of a constant force:

𝜕2 𝑥
=a (1) which can lead to:
𝜕𝑡 2

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𝜕𝑥
= 𝑎𝑡 + 𝑣0 , (2) and
𝜕𝑡

x = ½ a𝑡 2 + 𝑣0 𝑡 + 𝑥0 (3)

This contains two integration constants. Standard practice would be to

𝜕𝑥
specify (t=0) =𝑣0 and x (t=0) = 𝑥0 . These are linear initial conditions (linear
𝜕𝑡

since they only involve x and its derivatives linearly), which have at most a first
derivative in them. This one order difference between boundary condition and
equation persists to PDE’s. It is kind of obviously that since the equation already
involves that derivative, we can not specify the same derivative in a different
equation.

The important difference between the arbitrariness of integration constants in

PDE’s and ODE’s is that whereas solutions of ODE’s these are really constants,
solutions of PDE’s contain arbitrary functions.

𝜕𝑢
Example 3: Take u = y f(x), then = f (x). (4)
𝜕𝑦

This can be used to eliminate f from the first of the equations, giving:

𝜕𝑢
u=y (5)
𝜕𝑦

u = y f(x) which has the general solution u = yf(x) (6)

Example 4: Consider u (x, y) = f (x+y) + g (x-y), which gives on double

𝜕2 𝑢 𝜕2 𝑢
differentiation: 2
− = 0 (7)
𝜕𝑥 𝜕𝑦 2

The problem is that without additional conditions the arbitrariness in the solutions
makes it almost useless (if possible) to write down the general solution. We need
additional conditions, that reduce this freedom. In most physical problems these

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are boundary conditions, that describes how the system behaves on its boundaries
(for all times) and initial conditions, that specify the state of the system for an
initial time t = 0. In the ODE problem discussed before we have two initial
conditions (velocity and position at time t = 0).

For the problems of interest here we shall only consider linear boundary
conditions, which express a linear relation between the function and its partial
derivatives, for instance:

𝜕𝑢
u (x, y = 0) + x (x, y = 0) = 0 (8)
𝜕𝑥

As before the maximal order of the derivative in the boundary condition is one
order lower than the order of the PDE. For a second order differential equation
we have three possible types of boundary condition:

a. Dirichlet boundary conditions: The value of the function is specified on the

boundary. The dependent variables of the partial differential equation are
prescribed in domain at different points.
For example, if an iron rod had one end held at absolute zero then the value of
the problem would be known at that point in space. A Dirichlet boundary
condition imposed on an ordinary or a partial differential equation specifies
the values of a solution is to take on the boundary of the domain. The question
of finding solutions to such equations is known as the Dirichlet problem.
When we specify the value of u on the boundary, we speak of Dirichlet
boundary conditions. An example for a vibrating string with its ends, at x = 0
and x = L, fixed would be:
u (0, t) = u (L, t) = 0 (9)
b. Von Neumann boundary conditions: The value of derivative normal to the
𝜕𝑓
boundary is specified ( is specified on the boundary).
𝜕𝑛

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 For example, if one iron rod had heater at one end then energy would be added
at a constant rate but the actual temperature would not be known. A Neumann
boundary condition imposed on an ordinary or a partial differential equation
specifies the derivative values of a solution is to take on the boundary of the
domain. For example:
-∆u = f (x, u), in Ω
𝜕𝑢
= 0, on ∂Ω.
𝜕𝑥

In multidimensional problems the derivative of a function with respect to each

of the variables forms a vector field (i.e., a function that takes a vector value
at each point of space), usually called the gradient. For three variables this
takes the form:
𝜕𝑓 𝜕𝑓 𝜕𝑓
grad f (x, y, z) = ∇ f (x, y, z) = ( (x, y, z), (x, y, z), (x, y, z)).
𝜕𝑥 𝜕𝑦 𝜕𝑧

Figure 2: A sketch of the normal derivatives used in the von Neumann boundary
conditions.
Typically, we cannot specify the gradient at the boundary since that is too
restrictive to allow for solutions. Physical problems often need to specify the
component normal to the boundary, let us take figure 2 for an example. When this
normal derivative is specified, we speak of von Neumann boundary conditions.

In the case of an insulated (infinitely thin) rod of length L, we cannot have a heat-
flux beyond the ends so that the gradient of the temperature must vanish (heat can
only flow where a difference in temperature exists). This leads to:

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𝜕𝑢 𝜕𝑢
(0, 𝑡) = (L, t) = 0 (10)
𝜕𝑥 𝜕𝑥

c. Mixed (Robin’s) boundary conditions :

We can of course mix Dirichlet and von Neumann boundary conditions. For the
thin rod example given above we could require:
𝜕𝑢 𝜕𝑢
u (0, t) + (0, t) = u (a, t) + (a, t) = 0 (11)
𝜕𝑥 𝜕𝑥

In many physical problems we have implicit boundary conditions, which just

mean that we have certain conditions we wish to be satisfied. This is usually the
case for systems defined on an infinite definition area. For the case of the
Schrödinger equation this usually means that we require the wavefunction to be
normalizable. We thus have to disallow the wave function blowing up at infinity.
Sometimes we implicitly assume continuity or differentiability. In general, one
should be careful about such implicit boundary conditions, which may be
extremely important.

More realistic examples of Boundary and Initial Conditions:

1. A string with fixed points:

Consider a string fixed at x = 0 and x = a, as in Figure 3 below:

Figure 3: A string with fixed endpoints.

1 𝜕2 𝑢 𝜕2 𝑢
It satisfies the wave equation: = , 0<x<a
𝐶 2 𝜕𝑡 2 𝜕𝑥 2

With boundary conditions: u (0, t) = u (a, t) = 0, t > 0,

𝜕𝑢
and initial conditions, u (x, 0) = f (x), (x, 0) = g (x).
𝜕𝑥

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 2. A String with Freely Floating Endpoints:

Consider a string with ends fastened to air bearings that are fixed to a rod
orthogonal to the x-axis. Since the bearings float freely there should be no force
along the rods, which means that the string is horizontal at the bearings (Figure
4).

Figure 4: A string with floating endpoints.

It satisfies the wave equation with the same initial conditions as above, but the
boundary conditions now are:
𝜕𝑢 𝜕𝑢
(0, 𝑡) = (a, t) = 0, t > 0 : This is clearly of von Neumann type.
𝜕𝑥 𝜕𝑥

3. A string with Endpoints Fixed to Strings:

To illustrate mixed boundary conditions, we make an even more complicated
contraption where we fix the endpoints of the string to springs, with equilibrium
at y = 0, see Figure 5 for a sketch:

Figure 5: A string with endpoints fixed to springs.

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Hook’s law states that the force exerted by the spring (along the y axis) is F =
−ku (0, t), where k is the spring constant. This must be balanced by the force the
string on the spring, which is equal to the tension T in the string. The component
parallel to the y axis is Tsin α, where α is the angle with the horizontal, see Figure
6:

Figure 6: The balance of forces at one endpoint of the string of Figure 5.

For small α we have:
𝜕𝑢
Sin α ≈ tan α = (0, t)
𝜕𝑥
𝑇 𝜕𝑢
As both forces will cancel out, then: u (0, t) - (0, t) = 0, t > 0
𝐾 𝜕𝑥
𝑇 𝜕𝑢
And u (a, t) - (a, t) = 0, There are mixed boundary conditions.
𝐾 𝜕𝑥

Exercises
𝜕2 𝑢 𝜕2 𝑢
Suppose that it is required to solve Laplace equation (2 𝑢 = 2
+ = 0) over
𝜕𝑥 𝜕𝑦 2

a domain bounded by a fixed boundary. Over the boundary, boundary conditions

are associated.
The main idea of solution can be summarized as follows:
a. Divide the whole domain by vertical and horizontal lines usually called “Grid”
the intersection between any vertical and horizontal line is called node.
b. Replace all the derivatives appearing in the given PDE into the corresponding
differential equation.
c. Substituting by differences in the PDE leads to an algebraic equation.

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d. By applying the resultant algebraic in step 3 to all nodes over the grid we will
get a number of algebraic equations that is equal to the number of nodes.
e. Use any numerical method to solve the resultant system of equations.
➢ First Kind Dirichlet: In this type, the potential is known at all point of the
boundary. The word potential refers mainly to the known type, which can
be temperature, twisting angle etc…

Question 1: Find the steady state temperature inside a square plate with pre-
scribed boundary condition shown in the attached figure, taking a = b = 1.

Solution:
The domain is a square of side length equals unity, and the grid is constructed in
such a way that there is equal space distance in both horizontal and vertical
directions, i.e., ∆x = ∆y = 0.25. The next step of the solution procedure and due
to equal grid size, we will make use of the differential equation given by the
following equation:
𝑢𝑖+1,𝑗 + 𝑢𝑖−1,𝑗 + 𝑢𝑖,𝑗+1 + 𝑢𝑖,𝑗−1 − 4𝑢𝑖,𝑗 = 0. (Differential equation
corresponding to Laplace equation, Special form ∆x = ∆y)

Figure 7: Domain of interest.

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The next step is to number the nodes, in our example, we in a vertical direction
as shown in the above Figure 7. Then apply Laplace equation at each node
separately, as follows:
➢ At the point (1,1): 𝑢𝑖+1,𝑗 + 𝑢𝑖−1,𝑗 + 𝑢𝑖,𝑗+1 + 𝑢𝑖,𝑗−1 − 4𝑢𝑖,𝑗 = 0 (1)
➢ At the point (2,1): 𝑢11 + 𝑢13 + 0 + 𝑢22 −4𝑢21 = 0 (2)
➢ At the point (3,1): 𝑢21 + 50 + 0 + 𝑢32 − 4 𝑢31 = 0 (3)
➢ At the point (1,2): 75+ 𝑢22 + 𝑢13 + 𝑢11 −4 𝑢12 = 0 (4)

By continuing, one can get nine equations in nine unknowns, then using Gauss or
Gauss-Jordan or any other method then final results can be summarized as
follows:

𝑢11 = 43.00061

𝑢12 =63.21152

𝑢13 = 78.58718

𝑢21 =33.29755

𝑢22 =56.11238

𝑢23 =76.06401

𝑢31 =33.88506

𝑢32 =52.33999

𝑢33 =69.71050

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Question 2 :

➢ Second Kind Neumann :

In this type, the potential derivative is known at all point of the boundary. The
word potential derivative refers mainly to the known whatever its type, may be
temperature gradient, twisting angle gradient etc…

Figure 8: Dealing with boundary node.

Now we want to solve the same example before, but with a little bit difference
that the left side of the square will be subjected to boundary condition of
Neumann’s type.

Find the steady state temperature inside a square plate with pre-scribed boundary
condition shown in the attached figure taking a = b = 1.

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Figure 9: Domain of the problem.

Reading Materials
1. R. K. Mohanty and S. Dey, “A New Finite Difference Discretization of
Order Four for ∂u∂n for Two-Dimensional Quasi-Linear Elliptic Boundary
Value Problems,” International Journal of Computer Mathematics. Vol. 76,
No. 4, 2001, pp. 505-516.
2. M. Kumar, P. Singh and P. Kumar, “A Survey on Various Computational
Techniques for Nonlinear elliptic boundary Value Problems,” Advances in
Engineering Software, Vol. 39, No. 9, 2008, pp. 725-736.

3. J. D. Hoffman, “Numerical Methods for Engineers and Scientists,” 2 nd

Edition, McGraw-Hill, Inc., New York, 1992.

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