Partial Differential Equation with initial conditions

In summary, the problem at hand involves solving for u(x,y) in a partial differential equation with given boundary conditions. To do so, we can first set u(x,y) = X(x)Y(y) and divide by this term to obtain two ordinary PDEs. From there, we can solve for X(x) and Y(y) individually using standard methods, considering the constant λ as a parameter shared by both equations. Once the general solutions for both are found, the boundary conditions can be applied to obtain a final solution for u(x,y).
  • #1
alex12
1
0
Hello! This is my first post to this excellent forum! I would like some help with this exercise:

[itex] u_{xx} (x,y) + u_{yy} (x,y) = 0[/itex], with [itex] 0 < x < 2 \pi [/itex], [itex] 0 < y < 4 \pi [/itex]
[itex] u_x (0,y) = 0, \, u_x(2 \pi, y) = 0, \, 0< y < 4 \pi [/itex]
[itex] u(x,0) = a \cos(2x), \, u(x, 4 \pi) = a \cos^3(x), \, 0<x<2\pi[/itex]

I think that the first step is to set [itex] u(x,y) = X(x) Y(y) [/itex], from which the first equation becomes [itex] X''(x) Y(y) + X(x) Y''(y) = 0 [/itex]. And by dividing with [itex] X(x) Y(y) [/itex] with obtain [itex] \frac{X''(x)}{X(x)} = \frac{Y''(y)}{Y(y)} = - \lambda [/itex]

Now, be obtain two ordinary PDEs, [itex] X''(x) + \lambda X(x) = 0 [/itex], and [itex] Y''(y) - \lambda Y(y) = 0 [/itex].

I don't know how to continue from now one. Especially what to do with the non-homogeneous initial conditions.

Thank you very much in advance!
 
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  • #2
Without analyzing the equations in detail, consider:

(a) λ is a constant (parameter) shared by both equations;
(b) the ODE's can be solved in the "ordinary" way; don't stop until you have the general solutions for both!
(c) the boundary conditions will not be applied until you have found the general solutions; you may end up having to "patch together" pieces drawn from the two sets of general solutions which are continuous where the patches join.
 

1. What is a partial differential equation?

A partial differential equation (PDE) is a mathematical equation that involves partial derivatives of an unknown function with respect to multiple independent variables. It is used to describe physical phenomena in which the quantity being studied varies continuously over space and time.

2. What are initial conditions in a partial differential equation?

Initial conditions refer to the values of the unknown function and its derivatives at a given starting point in time. These conditions are used to find a specific solution to the PDE that satisfies both the equation and the given initial conditions.

3. How are initial conditions different from boundary conditions?

Initial conditions are specified at a particular starting point in time, while boundary conditions are specified at the boundaries of the domain in which the PDE is being solved. Initial conditions are used to determine a unique solution to the PDE, while boundary conditions are used to ensure that the solution is valid within the given domain.

4. What is the difference between a first-order and a second-order partial differential equation?

A first-order PDE involves only first derivatives of the unknown function, while a second-order PDE involves second derivatives. This means that the solution to a first-order PDE will depend on only one independent variable, while the solution to a second-order PDE will depend on two independent variables.

5. What are some real-world applications of partial differential equations with initial conditions?

Partial differential equations with initial conditions are used in many fields of science and engineering to model various physical phenomena. Some examples include heat transfer, fluid dynamics, electromagnetism, and quantum mechanics. They are also used in economics and finance to model the behavior of financial markets.

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