PDE-Laplace
PDE-Laplace
PDE-Laplace
equation
José Rafael Ortega
Septiembre 2024
KeyWords:
Orthogonal Systems,Method of separation of variables, Bound-
ary Conditions,Laplace’s equation, Coupled equations, Fourier
Series
1 Introduction
Remember that a second order linear homogeneous equation ax′′ +
bx′ + c has solutions:
1
roots of ar2 + br + c General solution
r1, r2 real and distints x = Aer1t + Ber2t
r = r1 = r2 x = Aert + Btert
r1, r2 complex: α ± βi x = eαt(A cos(βt) + iB sin(βt))
Table 1: Roots of second order equation
2
1. Now we proceed to solve the P DE
PDE
∂ 2u 2
∂x2
+ ∂∂yu2 = 0
u(x, H) = f1(x)
u(x, 0) = f2(x)
u(L, y) = u(0, y) = 0
Sub-problem 1.
u1(x, H) = f1(x)
u1(0, y) = 0 u1(L, y) = 0
y
u1(x, 0) = 0
x
3
Sub-problem 2.
u2(x, H) = 0
u2(0, y) = 0 u2(L, y) = 0
y
u2(x, 0) = f2(x)
x
If u1(x, y) is a solution of problem 1. and u2(x, y)is a solution of
problem 2. then u(x, y) = u1(x, y) + u2(x, y) is a solution of original
problem, because:
∂ 2u ∂ 2u ∂ 2u1 ∂ 2u1 ∂ 2u2 ∂ 2u2
+ = + + + =0
∂x2 ∂y 2 ∂x2 ∂y 2 ∂x2 ∂y 2
and u also verifies the boundary conditions since:
2.
Let us now to solve each of this sub-problems.
Sub-problem 1.
4
∂ 2 u1 2
∂x2
+ ∂∂yu21 = 0
u1(x, H) = f1(x)
u1(x, 0) = 0
u1(L, y) = u1(0, y) = 0
5
that both of these functions are the same constant,hence
F ′′ G′′
=− = k, k∈R
F G
The boundary conditions are
u1(0, y) = F (0)G(y) = 0
u1(L, y) = F (L).G(y) = 0
Original problem
∂ 2u 2
∂x2
+ ∂∂yu2 = 0
u(x, H) = f1(x)
u(x, 0) = f2(x)
u(L, y) = u(0, y) = 0
Associated ODE.
′′
F (x) = k.F (x)
F (0) = F (L) = 0
G′′(y) = −kG(y)
6
We first solve the system for F (x), distinguishing the cases
k > 0, k = 0, k < 0
7
. And we have F (0) = 0 if and only if A = 0, and F (L) = 0 if and
only if B sin(λL) = 0. So if we want non trivial solutions we must
have B ̸= 0 and we need have
nπ
λ=
L
for some integer n ≥ 1
Conclusion.
′′ n2π 2
G (y) = 2 G(y)
L
which according with the table 1 have the general solution
nπy
− nπy
G(y) = Ane L + Bne L (4)
8
ew −e−w
And finally using that sinh(w) = 2 we can write the general
solution as
nπ y
G(y) = Cn(sinh ) (6)
L
with Cn = 2An. The product solution in this case is
nπx nπy
(u1)n(x, y) = sin( ) × Cn(sinh( )) (7)
L L
Using the superposition principle we obtain a solution
∞ ∞
X X nπx nπy
u1(x, y) = (u1)n(x, y) = Cn sin( ) × (sinh( )) (8)
n=1 n=1
L L
9
Then
Z L
nπ H 1 n πx
C n sinh = f1 (x) sin dx n = 1, 2, 3, . . .
L L 0 L
Z L
1 n πx
Cn = f1 (x) sin dx n = 1, 2, 3, . . .
L sinh n πLH 0
L
Now we use the formula of f1 and we will obtain the exact expression
for Cn
Z L
1 4T1 n πx
Cn = nπH
− 2 x(x − L) sin dx
L sinh L 0 L L
Or
Z L
4T1 2
n πx
Cn = − 3 (x − Lx) sin dx
L sinh n πLH
0 L
10
Hence
Z L n πx Z L
2 L n πx
(x − Lx) sin dx = (2x − L) cos dx
0 L nπ 0 L
Integrating by parts, again
L L
L2
Z n πx Z
2 nπ x x=L n
(x − Lx) sin dx = 2 2 (2x − L) sin( ) − 2 sin
0 L nπ | {z L x=0} 0
=0
we get
Z L 2
Z L
2
n πx L n πx 2L3
(x − Lx) sin dx = 2 2 − 2 sin dx = 3 3 cos
0 L n π 0 L nπ
And finally we obtain
Z L
2
n πx 2L3(−1)n 2L3 2L3 n
(x − Lx) sin dx = 3π3
− 3π3
= 3π3
((−1) − 1)
0 L n n n
Therefore
Z L
4T1 2
n πx 8T1 1
Cn = − 3 (x − Lx) sin dx = − ((−
L sinh n πLH sinh n πLH n3π 3
0 L
In consequence
16T1 1
n3 π 3 sinh nπ H
if n is odd
L
Cn = (10)
0 if n is even
11
We conclude, finally using (8) that the expression for u1(x, y) is
∞
16T1 X 1 (2n + 1)π x (2n + 1)π y
u1(x, y) = 3 sin( ) × sinh
π n=0 (2n + 1)3 L L
(11)
3.
We proceed as before by separating variables and finding that our
solutions must be of the form
Fn(x)Gn(y)
Where
nπx
Fn(x) = sin( L )
and where
G′′(y) = n2π2 G(y)
L2
But where G must now satisfy the homogeneous boundary condition
G(H) = 0
The most convenient form for the solution is
nπ H − y
G(y) = sinh
L
This means that our general solution, using the superposition prin-
ciple, has the form
∞
X nπx nπ(H − y)
u2(x, y) = Cn sin( ) × (sinh( )) (12)
n=1
L L
12
Setting y = 0 we have
∞
X nπx nπ(H)
u2(x, 0) = f2(x) = Cn sin( ) × (sinh( ))
n=1
L L
P∞
Hence f2(x) = nπx
n=1 Cn sin( L ) × (sinh( nπ(H)
L )) This implies that
we must have
16T2 1
n3 π 3 sinh nπ H
if n is odd
L
Cn = (13)
0 if n is even
13