How to solve this boundary value problem-Method of separation of variables

In summary, the conversation discusses the use of the method of separation of variables to solve a boundary value problem. The solution is of the form $u(x,y)=X(x) \cdot Y(y)$ and the respective problems are solved for $X$ and $Y$. The conversation also explores alternative methods and discusses the process of finding eigenvalues and corresponding eigenfunctions. The final solution is given as $u(x,y)=\frac{1}{2 \sinh{(2 \pi})} \sinh{(2 \pi x)} \sin{(2 \pi y)}$, which satisfies the given conditions.
  • #1
mathmari
Gold Member
MHB
5,049
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Hey! :eek:

I have a question.. (Wasntme)

When we have the following boundary value problem:
$$u_{xx}+u_{yy}=0, 0<x<a, 0<y<b (1)$$
$$u_x(0,y)=u_x(a,y)=0, 0<y<b$$
$$u(x,0)=x, u_y(x,b)=0, 0<x<a$$using the method of separation of variables, the solution would be of the form $u(x,y)=X(x) \cdot Y(y)$
$$(1) \Rightarrow X''Y+XY''=0 \Rightarrow \frac{X''}{X}+\frac{Y''}{Y}=0 \Rightarrow \frac{X''}{X}=- \frac{Y''}{Y}=- \lambda$$

So we have the following problems:
$$\left.\begin{matrix}
X''+\lambda X=0, 0<x<a\\
X'(0)=X'(a)=0
\end{matrix}\right\}(2)$$

and

$$\left.\begin{matrix}
Y''-\lambda Y=0, 0<y<b\\
Y'(b)=0
\end{matrix}\right\}(3)$$

$$u(x,0)=X(x)Y(0)=x$$

So solving the problem $(2)$ we get the eigenvalues and the corresponding eigenfunctions.
If we have the following boundary value problem:
$$u_{xx}+u_{yy}=0, 0<x<1, 0<y<1 (1')$$
$$u(0,y)=0, u(1,y)= \sin{(\pi y)} \cos{(\pi y)}, 0<y<1$$
$$u(x,0)=u(x,1)=0, 0<x<1$$

using the method of separation of variables, the solution would be of the form $u(x,y)=X(x) \cdot Y(y)$
$$(1') \Rightarrow X''Y+XY''=0 \Rightarrow \frac{X''}{X}+\frac{Y''}{Y}=0 \Rightarrow \frac{X''}{X}=- \frac{Y''}{Y}= \lambda$$

So we have the following problems:
$$\left.\begin{matrix}
X''-\lambda X=0, 0<x<1\\
X(0)=0
\end{matrix}\right\}(2')$$

and

$$\left.\begin{matrix}
Y''+\lambda Y=0, 0<y<1\\
Y(0)=Y(1)=0
\end{matrix}\right\}(3')$$

$$u(1,y)=X(1)Y(y)= \sin{(\pi y)} \cos{(\pi y)}$$

So do we have to solve in this case the problem $(3')$ to find the eigenvalues nd the corresponding eigenfunctions?
Or did I have to set $\frac{X''}{X}=- \frac{Y''}{Y}=- \lambda$ instead of $\frac{X''}{X}=- \frac{Y''}{Y}= \lambda$, as at the other boundary value problem? (Wondering)
 
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  • #2
Or could we solve this problem as followed? (Wondering)

$$u(x,y)=v(x,y)+s(x)$$

$$v_{xx}+v_{yy}+s''(x)=0, 0<x<1, 0<y<1$$
$$v(0,y)+s(0)=0, 0<y<1$$
$$v(1,y)+s(1)=\sin{( \pi y)} \cos{( \pi y)}, 0<y<1$$
$$v(x,0)+s(x)=v(x,1)+s(x)=0, 0<x<1$$

So we have the following problems:

$$s''(x)=0, 0<x<1$$
$$s(0)=0, s(1)= \sin{( \pi y)} \cos{( \pi y)}$$

$$v_{xx}+v_{yy}=0, 0<x<1, 0<y<1$$
$$v(0,y)=0, v(1,y)=0, 0<y<1$$
$$v(x,0)=v(x,1)=-s(x), 0<x<1$$
 
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  • #3
mathmari said:
Or could we solve this problem as followed? (Wondering)

$$u(x,y)=v(x,y)+s(x)$$

$$v_{xx}+v_{yy}+s''(x)=0, 0<x<1, 0<y<1$$
$$v(0,y)+s(0)=0, 0<y<1$$
$$v(1,y)+s(1)=\sin{( \pi y)} \cos{( \pi y)}, 0<y<1$$
$$v(x,0)+s(x)=v(x,1)+s(x)=0, 0<x<1$$

So we have the following problems:

$$s''(x)=0, 0<x<1$$
$$s(0)=0, s(1)= \sin{( \pi y)} \cos{( \pi y)}$$

$$v_{xx}+v_{yy}=0, 0<x<1, 0<y<1$$
$$v(0,y)=0, v(1,y)=0, 0<y<1$$
$$v(x,0)=v(x,1)=-s(x), 0<x<1$$

The solution of the problem $$s''(x)=0, 0<x<1$$
$$s(0)=0, s(1)= \sin{( \pi y)} \cos{( \pi y)}$$
is $s(x)=\sin{( \pi y)} \cos{( \pi y)} x$, isn't it? (Wondering)To solve the problem $$v_{xx}+v_{yy}=0, 0<x<1, 0<y<1$$
$$v(0,y)=0, 0<y<1$$
$$v(1,y)=0, 0<y<1$$
$$v(x,0)=v(x,1)=-s(x), 0<x<1$$
we use the method of separation of variables, the solution is of the form $v(x,y)=X(x)Y(y)$

So we become the following two problems:

$$\left.\begin{matrix}
X''+ \lambda X=0, 0<x<1\\
X(0)=X(1)=0
\end{matrix}\right\}(*)$$

$$\left.\begin{matrix}
Y''- \lambda Y=0, 0<x<1\\
Y(0)=Y(1)=-s(x)=-\sin{( \pi y)} \cos{( \pi y)} x
\end{matrix}\right\}(**)$$

Right? (Wondering)

From the problem $(*)$ we get that the eigenvalues are $\lambda_n=n^2 \pi^2$ and the corresponding eigenfunctions are $X_n(x)=\sin{(n \pi x)}$.

From the problem $(**)$, we get $Y(y)=c_n e^{-n \pi y}+d_n e^{n \pi y}$, don't we?

$Y(0)=-s(x) \Rightarrow c_n+d_n=-\sin{( \pi y)} \cos{( \pi y)} x$
Is this relation correct? Can we set at the left part $y=0$ and the right part of the relation there is still the variable $y$? (Wondering)
 
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  • #4
Erm... this seems to be quite a work in progress... (Sweating)

You seem to know what you're doing! (Nod)

Or do you still have questions? (Wondering)
 
  • #5
I like Serena said:
Erm... this seems to be quite a work in progress... (Sweating)

You seem to know what you're doing! (Nod)

Or do you still have questions? (Wondering)

I finally used the first way I mentioned at my first post, I mean using the method of separation of variables ($u(x,y)=X(x)Y(y)$) and found that $Y_n(y)=\sin{(n \pi y)}$ and $X_n(x)=A_n \sinh{(n \pi x)}$. So the solution is $$u(x,y)=\sum_{n=1}^{\infty}{A_n \sinh{(n \pi x)}\sin{(n \pi y)}}$$
Then using the conditions the final solution is $$u(x,y)=\frac{1}{2 \sinh{(2 \pi})} \sinh{(2 \pi x)} \sin{(2 \pi y)}$$ which satisfies the conditions! (Sun)
 

1. What is the method of separation of variables?

The method of separation of variables is a mathematical technique used to solve boundary value problems, which involve finding a solution to a differential equation that satisfies certain conditions at the boundaries of the problem. It involves separating the variables in the differential equation and solving for each variable separately.

2. When is the method of separation of variables typically used?

This method is typically used when the boundary value problem involves a partial differential equation that can be separated into simpler ordinary differential equations. It is most commonly used in problems involving heat transfer, fluid mechanics, and quantum mechanics.

3. How does the method of separation of variables work?

The method of separation of variables works by assuming that the solution to the boundary value problem can be written as a product of two functions, each depending on only one variable. These two functions are then substituted into the differential equation, which results in two separate ordinary differential equations. These equations can then be solved separately, and the solutions are combined to form the final solution to the boundary value problem.

4. What are the advantages of using the method of separation of variables?

One of the main advantages of this method is that it simplifies the problem by breaking it down into smaller, more manageable parts. It also allows for the use of known techniques for solving ordinary differential equations, making the overall problem easier to solve. Additionally, the method of separation of variables is widely applicable and can be used to solve a variety of boundary value problems.

5. Are there any limitations to using the method of separation of variables?

While the method of separation of variables is a powerful tool for solving boundary value problems, it is not always applicable. It can only be used when the boundary value problem involves a partial differential equation that can be separated into simpler ordinary differential equations. Additionally, the method may not always produce a solution, and even when it does, the solution may not be unique.

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