Math 241 - Rimmer

13.2 Classical PDE’s and Boundary Value Problems

Heat Equation Wave Equation Laplace ' s Equation
Solution: u ( x, t ) Solution: u ( x, t ) Solution: u ( x, y )
∂ 2u ∂u ∂ 2 u ∂ 2u ∂ 2u ∂ 2u
k = k >0 a2 = + =0
∂x 2 ∂t ∂x 2 ∂t 2 ∂x 2 ∂y 2
or ku xx = ut k > 0 or a 2u xx = utt or u xx + u yy = 0
● _________ (transfer) ● measures mechanical ● time independent
by __________ in a rod vibrations of a _______ (__________) temperature
or thin wire distribution throughout a
u= u= thin __________

x= x= u=
t= t=
( x, y ) =
● often called the ● ______ and _______
___________ equation, satisfy the wave eq. in a other areas:
measures ___________ long cable (telegraph eq.) ● electrostatic potential
___________________ ● gravitational potential
other areas:
● velocity in fluid mechanics
● ____________ equation ● fluid mechanics
(financial mathematics) ● acoustics
reduces to heat equation ● elasticity

Math 241 - Rimmer

13.2 Classical PDE’s and Boundary Value Problems

We need to consider ________ conditions and _________ values:

Initial conditions : when time t = 0 ⇒

Heat equation:

Wave equation:

can also specify initial velocity of the string

g ( x) = 0 ⇒

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 Math 241 - Rimmer
13.2 Classical PDE’s and Boundary Value Problems

Boundary conditions : 3 types:

● _____________ : Condition on the function u at the endpoints

Heat equation:
temperature at the left and right ends of the rod

Wave equation:
ends of the string are fixed to the x − axis could also move in a transverse manner
according to a function of time

Laplace's equation:
temperature on the boundary of the plate

Math 241 - Rimmer

13.2 Classical PDE’s and Boundary Value Problems

● _________: Condition on the normal derivative of the function u (directional

derivative of u perpendicular to the boundary) at the endpoints

Heat equation:
no temperature change at the left or right ends of the rod ⇒ end is _____________

Wave equation:
string endpoint which is free to move in a transverse direction

Laplace's equation:
no temperature change through the side of the plate

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 Math 241 - Rimmer
13.2 Classical PDE’s and Boundary Value Problems

● _______ : Condition that is a combination of Dirichlet and Neumann, mainly used

for the heat equation

The heat loss or heat gain represented as _________ through an endpoint.

_______________________ states that this is proprtional to the difference

between that temperature at the boundary and the temperature of the surrounding medium.

h > 0, h and um are constants

Assume the rod is at a higher temperature than the medium surrounding the ends:
⇒

This explains the heat gain on the left end and the heat loss on the right end.

Math 241 - Rimmer

13.2 Classical PDE’s and Boundary Value Problems

Heat transfer through the lateral surface ⇒

The pde becomes:

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 Math 241 - Rimmer
13.2 Classical PDE’s and Boundary Value Problems

Set up the boundary value problem :

Solve :
1. Heat equation - a rod of length L
The left end is held at temperature zero, and the right end
Subject to :
is insulated. The inital temperature is f ( x ) throughout.

3. Heat equation - a rod of length L

Solve :
The left end is held at temperature 100
, and there is heat
transfer from the right end into the surrounding medium at Subject to :
temperature zero. The inital temperature is f ( x ) throughout.

10. Wave equation - a string of length L

Solve :
The ends are secured to the x − axis, and the string is
initially at rest on that axis. An external vertical force Subject to :
proportional to the horizontal distance from the left end
acts on the string for t > 0.