How to get a converging solution for a second order PDE?

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Discussion Overview

The discussion revolves around solving a second order partial differential equation (PDE) with specific boundary conditions. Participants explore various approaches to finding a converging solution, including the use of Fourier series and numerical methods, while addressing discrepancies in their results.

Discussion Character

  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant presents a PDE and their derived solution using a Fourier sine series, noting a potential typo in the reference solution regarding the absence of a constant.
  • Another participant agrees on the form of the PDE but questions the validity of the solution due to a factor of 2 in the denominator of a hyperbolic function, suggesting it does not satisfy boundary conditions.
  • There is a discussion about the convergence of the proposed solutions, with one participant asserting that their solution diverges while the reference solution converges.
  • Participants explore the relationship between sine and cosine functions, questioning whether a transformation between them is valid for odd indices.
  • One participant acknowledges a mistake in the limits of integration for the boundary conditions, which leads to a clarification of the problem's setup.
  • There is uncertainty about the origin of a specific cosine transformation and its implications for the boundary conditions.

Areas of Agreement / Disagreement

Participants generally agree on the form of the PDE and the boundary conditions, but there are multiple competing views regarding the correctness of the solutions and the implications of certain mathematical transformations. The discussion remains unresolved regarding the validity of the solutions presented.

Contextual Notes

Participants express uncertainty about the boundary conditions, specifically whether they are at y = ±b or y = ±b/2, which affects the validity of their solutions. There are also unresolved questions about the transformation of sine to cosine functions and its impact on the series expansion.

enea19
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I have been struggling with a problem for a long time. I need to solve the second order partial differential equation
$$\frac{1}{G_{zx}}\frac{\partial ^2\phi (x,y)}{\partial^2 y}+\frac{1}{G_{zy}}\frac{\partial ^2\phi (x,y)}{\partial^2 x}=-2 \theta$$
where ##G_{zy}##, ##G_{zx}##, ##\theta##, ##a##, and ##b## are constants and with BCs ##\phi (0,y)=\phi (a,y)=0## and ##\phi (x,-b)=\phi (x,b)=0##. The solution that I have sets ##\phi (x,y)=\sum _{k=1,3,5\text{...}}^{\infty } Y(y) \sin \left(\frac{\pi k}{a}x\right)## and expands ##-2 \theta## in a Fourier sine series in the interval between 0 and a so we end up with a second order differential equation,
$$\frac{Y''(y)}{G_{zx}}-\frac{\pi ^2 k^2 Y(y)}{a^2 G_{zy}}=-\frac{8 \theta }{\pi k}$$
I tried several times to solve it by hand but end up making mistakes. Therefore I resorted to Mathematica and it gives me the following solution,
$$\phi_{mine}(x,y)=-\sum_{k=1,3,5,...}^{\infty}\frac{8 a^2 G_{zy} \theta \left(\text{sech}\left(\frac{\pi b k}{2 a} \frac{\sqrt{G_{zx}}}{\sqrt{G_{zy}}} \right) \cosh \left(\frac{\pi k y}{a} \frac{\sqrt{G_{zx}}}{\sqrt{G_{zy}}}\right)-1\right)}{\pi ^3 k^3}\sin \left(\frac{\pi k x}{a}\right)$$

This is almost exactly what is written in the solution that I have, which is
$$\phi_{sol}(x,y)=\frac{8}{\pi^3} G_{zy} a^2 \sum_{k=1,3,5,...}^{\infty}\frac{(-1)^{(k-1)/2}}{k^3}\left( 1-\frac{\cosh \left(\frac{\pi k \mu }{a}y\right)}{\cosh \left(\frac{b \pi k \mu}{2 a}\right)} \right)\cos \left(\frac{\pi k}{a}x\right)$$
where ##\mu=\sqrt{\frac{G_{zx}}{G_{zy}}}##.

##\phi_{sol}(x,y)## is missing ##\theta## but I suspect that it might be a typo. I know that ##\phi_{mine}(x,y)## is wrong because the next step in the process involves working out a constant ##\beta## where
$$\beta=\frac{2 \int_{-b/2}^{b/2} \left(\int_0^a \phi (x,y) \, dx\right) \, dy}{G_{zx} a b^3}$$
I get that ##\phi_{sol}(x,y)## converges to a value while ##\phi_{mine}(x,y)## goes to infinity. Therefore I'm doing something wrong but I'm not sure what. I've been trying to figure out the difference between my answer and the solution and all I can find is that somehow
$$\sin \left(\frac{\pi k x}{a}\right)=\cos\left(\frac{\pi k x}{a}\right) (-1)^{(k-1)/2}$$
for ##k=1,3,5,...## Is it possible to change ##\sin \left(\frac{\pi k x}{a}\right)## into ##\cos\left(\frac{\pi k x}{a}\right) (-1)^{(k-1)/2}## when only odd values of ##k## are used? I've never seen this and when I plot them they give different curves so they don't seem to be equivalent.
 
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enea19 said:
I have been struggling with a problem for a long time. I need to solve the second order partial differential equation
$$\frac{1}{G_{zx}}\frac{\partial ^2\phi (x,y)}{\partial^2 y}+\frac{1}{G_{zy}}\frac{\partial ^2\phi (x,y)}{\partial^2 x}=-2 \theta$$
where ##G_{zy}##, ##G_{zx}##, ##\theta##, ##a##, and ##b## are constants and with BCs ##\phi (0,y)=\phi (a,y)=0## and ##\phi (x,-b)=\phi (x,b)=0##. The solution that I have sets ##\phi (x,y)=\sum _{k=1,3,5\text{...}}^{\infty } Y(y) \sin \left(\frac{\pi k}{a}x\right)## and expands ##-2 \theta## in a Fourier sine series in the interval between 0 and a so we end up with a second order differential equation,
$$\frac{Y''(y)}{G_{zx}}-\frac{\pi ^2 k^2 Y(y)}{a^2 G_{zy}}=-\frac{8 \theta }{\pi k}$$
I tried several times to solve it by hand but end up making mistakes. Therefore I resorted to Mathematica and it gives me the following solution,
$$\phi_{mine}(x,y)=-\sum_{k=1,3,5,...}^{\infty}\frac{8 a^2 G_{zy} \theta \left(\text{sech}\left(\frac{\pi b k}{2 a} \frac{\sqrt{G_{zx}}}{\sqrt{G_{zy}}} \right) \cosh \left(\frac{\pi k y}{a} \frac{\sqrt{G_{zx}}}{\sqrt{G_{zy}}}\right)-1\right)}{\pi ^3 k^3}\sin \left(\frac{\pi k x}{a}\right)$$

I don't know where the 2 in the denominator of the sech term comes from; it results in this solution not satisfying the boundary condition on y = \pm b. (Unless the boundary is actually at y = \pm b/2, in which case it is correct.)

Setting \phi = \sum_{n=1}^\infty Y_n(y) \sin(n\pi x/a) I find that Y_n = 0 for even n and <br /> Y_n&#039;&#039; - \frac{n^2 \pi^2 G_{zx}}{a^2 G_{zy}}Y_n = -\frac{8 \theta G_{zx}}{n\pi} for odd n. So far we agree.

The solution of this which satisfies the boundary condition on y = \pm b is <br /> Y_n = \frac{8\theta a^2 G_{zy}}{n^3 \pi^3} \left(1 - \cosh\left( \frac{n\pi G_{zx}^{1/2}}{aG_{zy}^{1/2}} y \right)\mathrm{sech}\left(\frac{n\pi G_{zx}^{1/2}}{aG_{zy}^{1/2}} b\right)\right)<br /> which is basically \phi_{mine} but without the erroneous 2 in the denominator of the sech factor.

This is almost exactly what is written in the solution that I have, which is
$$\phi_{sol}(x,y)=\frac{8}{\pi^3} G_{zy} a^2 \sum_{k=1,3,5,...}^{\infty}\frac{(-1)^{(k-1)/2}}{k^3}\left( 1-\frac{\cosh \left(\frac{\pi k \mu }{a}y\right)}{\cosh \left(\frac{b \pi k \mu}{2 a}\right)} \right)\cos \left(\frac{\pi k}{a}x\right)$$
where ##\mu=\sqrt{\frac{G_{zx}}{G_{zy}}}##.

\phi_{sol} has the same issue: It doesn't satisfy the boundary condition on y = \pm b because of the 2 in the denominator of the \cosh \left(\frac{b \pi k \mu}{2 a}\right) expression. But it does vanish at y = \pm b/2.

##\phi_{sol}(x,y)## is missing ##\theta## but I suspect that it might be a typo. I know that ##\phi_{mine}(x,y)## is wrong because the next step in the process involves working out a constant ##\beta## where
$$\beta=\frac{2 \int_{-b/2}^{b/2} \left(\int_0^a \phi (x,y) \, dx\right) \, dy}{G_{zx} a b^3}$$

The domain in y suggests that the boundary is indeed at y = \pm \frac12 b rather than y = \pm b.

I get that ##\phi_{sol}(x,y)## converges to a value while ##\phi_{mine}(x,y)## goes to infinity. Therefore I'm doing something wrong but I'm not sure what.

If you apply the boundary condition at y = \pm b and integrate from -b to b then you end up summing terms of the form (b - \tanh(Cnb)/(Cn))/n^4 for some constant C, which will converge because you can bound it above by (b + 1/(Cn))/n^4 and below by (b - 1/(Cn))/n^4, both of which converge.

If you apply the boundary condition at y = \pm b/2 and integrate from -b/2 to b/2, then you'll get the same thing for a different value of C.

If you apply the boundary condition at y = b and integrate from -b/2 to b/2, then you get something like <br /> \frac{1}{n^4}\left(b - \frac{1}{Cn}\sinh(\tfrac12 Cnb)\mathrm{sech}(Cnb)\right) which should converge because the exponential terms are asymptotic to e^{-Cnb/2}. If you do it the other way around the exponential terms are asymptotic to e^{Cnb/2}, and the sum won't converge.

I've been trying to figure out the difference between my answer and the solution and all I can find is that somehow
$$\sin \left(\frac{\pi k x}{a}\right)=\cos\left(\frac{\pi k x}{a}\right) (-1)^{(k-1)/2}$$
for ##k=1,3,5,...## Is it possible to change ##\sin \left(\frac{\pi k x}{a}\right)## into ##\cos\left(\frac{\pi k x}{a}\right) (-1)^{(k-1)/2}## when only odd values of ##k## are used?

That would mean that \tan(k \pi x/a) = (-1)^{(k-1)/2} for every x, which is not the case.

I've never seen this and when I plot them they give different curves so they don't seem to be equivalent.

Expanding in cosines rather than sines suggests that the boundary condition is that \partial \phi/\partial x should vanish at x = 0, a rather than \phi. That of course results in a different series expansion for -2\theta.
 
Thanks for your answer! Oh my, I realized that I wrote the wrong limits! I'm really sorry, you are right the limits for ##y## are indeed ##\pm b/2##. Apologies for the confusion and thanks again for the answer.

If it's not too much bother, where do you think the ##\cos\left(\frac{\pi k x}{a}\right) (-1)^{(k-1)/2}## comes from?
 
Last edited:
enea19 said:
Thanks for your answer! Oh my, I realized that I wrote the wrong limits! I'm really sorry, you are right the limits for ##y## are indeed ##\pm b/2##. Apologies for the confusion and thanks again for the answer.

If it's not too much bother, where do you think the ##\cos\left(\frac{\pi k x}{a}\right) (-1)^{(k-1)/2}## comes from?

I have no idea. Expanding as a series in cosines makes no sense, since they don't satisfy the given boundary conditions.
 
Last edited:

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