Partial Differential Equations : Second Order Linear PDEs

Study concepts, example questions & explanations for Partial Differential Equations

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Example Questions

Example Question #1 : Wave Equations

Which of the following describes the physical phenomena that is the wave equation?

Possible Answers:

\displaystyle u_{tt}+c^2\bigtriangledown^4u=0

\displaystyle \bigtriangledown^2u=f(x,y,z)

\displaystyle u_{tt}-c^2(u_{xx}+u_{yy}+u_{zz})=0

\displaystyle u_{xx}+u_{yy}+u_{zz}=0

\displaystyle u_t-k(u_{xx}+u_{yy}+u_{zz})=0

Correct answer:

\displaystyle u_{tt}-c^2(u_{xx}+u_{yy}+u_{zz})=0

Explanation:

When dealing with partial differential equations, there are phenomenons in the physical world that have specific equations related to them in the mathematical world.

Looking at the possible answer selections below, identify the physical phenomena each represents.

 \displaystyle u_t-k(u_{xx}+u_{yy}+u_{zz})=0 is known as the heat equation.

\displaystyle u_{tt}-c^2(u_{xx}+u_{yy}+u_{zz})=0 is known as the wave equation.

\displaystyle u_{xx}+u_{yy}+u_{zz}=0 is known as the Laplace equation.

\displaystyle \bigtriangledown^2u=f(x,y,z) is known as the Poisson equation.

\displaystyle u_{tt}+c^2\bigtriangledown^4u=0 is known as the biharmonic wave equation.

 

Therefore, the correct answer for the wave equation is 

\displaystyle u_{tt}-c^2(u_{xx}+u_{yy}+u_{zz})=0

Example Question #1 : Heat Equations

Which of the following describes the physical phenomena that is the heat equation?

Possible Answers:

\displaystyle u_t-k(u_{xx}+u_{yy}+u_{zz})=0

\displaystyle u_{tt}+c^2\bigtriangledown^4u=0

\displaystyle \bigtriangledown^2u=f(x,y,z)

\displaystyle u_{xx}+u_{yy}+u_{zz}=0

\displaystyle u_{tt}-c^2(u_{xx}+u_{yy}+u_{zz})=0

Correct answer:

\displaystyle u_t-k(u_{xx}+u_{yy}+u_{zz})=0

Explanation:

When dealing with partial differential equations, there are phenomenons in the physical world that have specific equations related to them in the mathematical world.

Looking at the possible answer selections below, identify the physical phenomena each represents.

 \displaystyle u_t-k(u_{xx}+u_{yy}+u_{zz})=0 is known as the heat equation.

\displaystyle u_{tt}-c^2(u_{xx}+u_{yy}+u_{zz})=0 is known as the wave equation.

\displaystyle u_{xx}+u_{yy}+u_{zz}=0 is known as the Laplace equation.

\displaystyle \bigtriangledown^2u=f(x,y,z) is known as the Poisson equation.

\displaystyle u_{tt}+c^2\bigtriangledown^4u=0 is known as the biharmonic wave equation.

 

Therefore, the correct answer for the heat equation is 

\displaystyle u_t-k(u_{xx}+u_{yy}+u_{zz})=0

Example Question #1 : Second Order Linear Pd Es

Solve for the general solution using separation of variables.

Given the following information:

\displaystyle \\u_t=u_{xx} \\0\leq x\leq1 \\t>0

\displaystyle \\\text{Boundary Conditions: }\left\{\begin{matrix} u_x(0,t)=0\\ u_x(1,t)=0 \end{matrix}\right.

\displaystyle \text{Initial Conditions: }u(x,0)=cos(\pi x)

Possible Answers:

\displaystyle \u(x,t)=e^{-\lambda^2t}\cos(\lambda x)

\displaystyle \u(x,t)=e^{-\pi^2t}\sin(\pi x)

\displaystyle \u(x,t)=e^{-\pi^2t}\sin(\pi x)+\cos(\pi x)

\displaystyle \u(x,t)=e^{-\pi^2t}\cos(\pi x)+\sin(\pi x)

\displaystyle \u(x,t)=e^{-\pi^2t}\cos(\pi x)

Correct answer:

\displaystyle \u(x,t)=e^{-\pi^2t}\cos(\pi x)

Explanation:

Since the question states to use separation of variables the solution looks as follows.

\displaystyle u(x,0)=cos(\pi x)

Let 

\displaystyle U(x,t)=T(t)X(x)

therefore the partial differential equation becomes

\displaystyle \\X(x)T'(t)=T(t)X''(x) \\\\\frac{T'(t)}{T(t)}=\frac{X''(x)}{X(x)}=k

\displaystyle k is some constant therefore making the ordinary differential equation,

\displaystyle \\T'(t)-kT(t)=0 \\X''(x)-kX(x)=0

In this particular case the constant must be negative.

\displaystyle \\k=-\lambda^2 \\T'(t)+\lambda^2T(t)=0 \\X''(x)+\lambda^2X(x)=0

Solving for \displaystyle X and \displaystyle T results in the following.

\displaystyle \\T(t)=Ae^{-\lambda^2t} \\X(x)=B\cos(\lambda x)+C\sin(\lambda x)

From here solve for the general transient solution

\displaystyle \\U(x,t)=e^{-\lambda ^2t}(A\cos(\lambda x)+B\sin(\lambda x)) \\U_x(x,t)=e^{-\lambs ^2t}(-A\lambda \sin(\lambda x)+B\lambda \cos(\lambda x))

Lastly apply the boundary conditions to solve for the constants and in turn solve the general solution.

\displaystyle \\U_x(0,t)=B\lambda e^{-\lambda ^2t}=0 \\B=0 \\u(x,t)=e^{-\pi^2t}\cos(\pi x)

 

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