Lecture No.

08
1

Mathematical Methods of
Physics

Dr. Sarmad Masood Shaheen

Assistant Professor,
Department of Physics,
University of Sahiwal, Sahiwal
 Outlines

• Objectives
• Course Outline
• Recap
• Heat equation
• two dimensional laplac equation
• 2 -D heat equation
• n th order homogenous Linear differential Equation
• Some Examples on non-homogenous DE.
• To do list

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 Objectives

➢ To give an understanding of the Heat equation

➢ To give an understanding of the two dimensional laplac equation

➢ To give an understanding of the 2 -D heat equation

➢ To give an understanding of the n th order homogenous Linear differential Equation

➢ To give an understanding of the Some Examples on non-homogenous DE.

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 Recap

• In previous lecture we discussed:

• GSO PDE and Superposition Principle
• Examples of GSO PDE Differential
• Equation with Constant Coefficients.
• Exponential Type Solutions
•

4
 Example #2

• Q:
• Solve the heat equation and represent it’s solution in the forms of sine
and cosine functions.
∂u ∂2u
• = k
∂t ∂x 2
• Sol:
• Dtu = k Dx2u
• Dtu − k Dx2u = 0 − − − − (S20 − 2)
• Let the solution is u = e hx + mt then
• Dtu = m(e hx + mt)
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 Example #2

• Dxu = h(e hx + mt) similarly

• Dx2u = h 2(e hx + mt) So the eq. S20 - 2 can be shortened to:
• me hx + mt − k h 2 e hx + mt = 0
• (m − k h 2)e hx + mt = 0
• Since e hx + mt ≠ 0; So
• m − k h 2 = 0 thus
• m = k h 2 and the solution is:
hx + kh 2t
• u = e

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 Example #2

• Now let h = ιω then

ιωx + kι 2ω 2t
• u = e
ιωx − kω 2t ιωx −kω 2t
• u = e = e .e
• Since e iωx = cosωx + ι sinωx ; then
−kω 2t
• u = [cosωx + ι sinωx] e
• The general solution is:

∑[
•
u = A(ωn) cos(ωn) + ιB(ωn) sin(ωn)] e −kω 2t

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 Example # 3

• Q:
• Solve the following equation:
• y′′ − 5y′ + 6y = 0
• Sol:
• D 2y − 5Dy + 6y = 0
• (D 2 − 5D + 6)y = 0
• D 2 − 5D + 6 = 0
• D 2 − 3D − 2D + 6 = 0

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 Example # 3

• (D − 3)(D − 2 ) = 0
• D = 2, 3
• Thus the G.S is:
• y = c1e 2x + c2e 3x

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 Example # 4

• Q:
• Solve the two dimensional laplac equation:
2 2
2 ∂ u ∂ u
• ∇ u = 0 or + = 0 using the exponential form
∂x 2 ∂y 2
and represent it’s solution in terms of sin and coin functions.
• Sol:
• Dx2u + Dy2u = 0 − − − − − − (S25 − 1)
• Let u = e hx + my be the solution of the differential equation. Then
• Dx2u = h 2 . e hx + my = h 2 . u
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 Example # 4

• Dy2u = m 2 . e hx + my = m 2 . u
• So the eq. S25-1 can be transformed to:
• h 2u + m 2u = 0
• (h 2 + m 2)u = 0
• So h 2 + m 2 = 0: as u ≠ 0
• m2 = − h2
• m = ± ιh

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 Example # 4

• And the Laplace eq. Is

• u = e hx + my
• u = e hx ± ιhy
• u = e hx . e ±ιhy and this equation can be written in terms of sin and
cosin functions. i.e
• u = e hx . [cos(hy) ± sin(hy)]
• And the G.S is:
e hn x . [A(hn)cos(hy) ± B(hn)sin(hy)]
∑
•
u =
n

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 Exercise # 5

• Q:
• Solve 2 -D heat equation using exponential solutions.
∂u
• − k ∇2 u = 0 − − − − − − − (S28 − 1)
∂t
• Sol:
∂ ∂
• Since ∇ = + So the eq. S28 - 1 can be transformed to:
∂x ∂y

( ∂x ∂y )
∂u ∂ 2u ∂2u
− k + = 0
• ∂t 2 2

• Dtu − k(Dx2u + Dy2u) = 0

• Dtu − kDx2u − kDy2u = 0 ————— (S28 - 2)

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 Exercise # 5

• Let the solution is u = e hx + mt + vt then

• Dtu = vu
• Dxu = h 2u
• Dyu = m 2u then our eq. S28 - 2 becomes
• vu − k [h 2u + m 2u] = 0
• (v − kh 2 − km 2)u = 0
• v − kh 2 − km 2 = 0
• km 2 = v − kh 2

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 Exercise # 5

• km 2 = v − kh 2
v
• m = ± − h2
k
• Thus our solution for the equation is:
hx ± v
− h2 y
• u = e .e k
. e vt
• Please follow steps in the previous examples to express the above
solution in terms of sine and cosine functions and also writing the
general solutions for the equation.

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 th
n order homogenous Linear differential
Equation
d ny d n−1y dy
• a0 n + a1 n−1 + . . . . . . . . . . . . . + an−1 + an y = 0
dx dx dx
• Where
• a0, a1, a2, a3, a4 . . . . . . , an are real constants and a0 ≠ 0 is a
homogenous linear differential eq. of n th order.
• In short notation, the eq. can be written as
• a0 D ny + a1Dy(n − 1) + a2 Dy(n − 2) . . . . . + an − 1Dy + a n = 0
• For the homogenous eq. the general solution is:
• y = yc
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 th
n order homogenous Linear differential
Equation
• CaseI (Real & distinct values)
• When the values are real and distinct, let’s say
• D = 1, 2, − 3 then the solution is
• yc = c1e x + c2e 2x + c3e −3x
• CaseII (Real & Equal )
• D = 2, 2, 2
• yc = c1e 2x + c2e 2x + c3e 2x
• yc = (c1 + c2 + c3)e 2x

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 th
n order homogenous Linear differential
Equation
• CaseIII (Imaginary values)
• D = 2 ± 3ι
• yc = e (2 ± 3ι)x
• yc = e 2x . e ± 3ιx
• yc = e 2x . (cos(3x) ± ιsin(3x))

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 th
n order non-homogenous DE

d ny d n−1y dy
• a0 n + a1 n−1 + . . . . . . . . . . . . . + an−1 + an y = f(x)
dx dx dx
• Where a0, a1, a2, a3, a4 . . . . . . , an are real constants and a0 ≠ 0
• Is non-homogenous Differential equation.
• It can also be stated as:
• a0 D ny + a1Dy(n − 1) + a2 Dy(n − 2) . . . . . + an − 1Dy + a n = f(x)
• And the solution can be defined as:
• y = yc + yp

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 th
n order non-homogenous DE

[a0 D + a1D + a2 D (n − 2) . . . . . + an − 1D + a n ] y = f (x)

n (n − 1)
•

• F(D)y = f (x)
f (x)
• yp =
F(D)
• CaseI
• If F(x) = e ax : then
e ax
• yp =
F(D)
• CaseII
• If f (x) = sin(a x) : then
sin(a x)
• yp =
F(D)

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 Non-linear Differential Equations

• An equation is said be non-linear it does not satisfy the conditions of

the linear equation (Simply).
• To solve non-linear differential equations, different methods are used.
• Most common is To solve by using separation of varibales.
• If the equation is not separable, then we make it to a separable one.
• Detailed examples have been discussed during the lecture of First
order differential equations.

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 Exercise # 1

• Q:
• Find the G.S of given non-homogenous PDE.
∂2u ∂2u
• − = x − y
∂x 2 ∂y 2

• Sol:
• u = uc + up
• And let u = ϕ([y + mx) then:
• Dxu = mϕ′
• Dx2u = m 2ϕ′′
• Dyu = ϕ′

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 Exercise # 1

• Dy2u = ϕ′′
• And
• Dx2u − Dy 2u = 0
• m 2ϕ′′ − ϕ′′ = 0
• (m 2 − 1)ϕ′′ = 0
• Thus m = 1, − 1
• So our solution is:
• uc = ϕ(y + x) + ϕ(y − x)

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 Exercise # 1

• Now let us solve for particular solution

• (Dx2 − Dy2)u = x − y
• Now
∂ 2u ∂ 2u
• = x, = y
∂x 2 ∂y 2
∂u x2 ∂u y2
• = , =
∂x 2 ∂y 2
x3 y3
• up1 = , up2 =
6 6
x3 y3
• Thus up = up1 + up2 → +
6 6
x3 y3
• Sol. is up = ϕ(y + x) + ϕ(y − x) + +
6 6

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 Exercise # 1

• up will satisfy the given PDE.

• It is obtained by integrating PDE directly where other independent
variables are neglected at a time.
• up is not unique
x3 yx 2
• up = − will also satisfy the given PDE.
6 2
• Let us check the solution given above.

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 Exercise # 1

• Check:

(6 ) (6 )
2 x3 yx 2 2 x3 yx 2
∂ − 2
∂ − 2
• L.H.S = −
∂x 2 ∂y 2

( ) ( )
x3 yx 2 x3 yx 2
∂ 6 − ∂ 6 −
∂ 2 ∂ 2
• = −
∂x ∂x ∂y ∂y

∂x ( 6 2 ) ∂y ( 6 2)
∂ 3x 2 2x y ∂ 0 x2
•
= − − −

• = (x − y) − (0)
• = x − y
• = R.H.S

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 Exercise #1

x3 yx 2
• How up = − is obtained?
6 2
• Since (Dx2 − Dy2)u = x − y
x − y
And up =
• (Dx2 − Dy2)
x − y
up =
• Dy2
Dx (1 − 2 )
2
Dx
−1
Dy2
Dx2 ( Dx )
1
•
= 1 − 2 (x − y)

−1
Dy2
( Dx ) ( )
Dy 2
Since 1 − 2 = 1+ + ........
• Dx 2
•

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 Exercise #1

• So our solution becomes:

Dx2 ( )
1 Dy 2
up = 1+ + . . . . . . . . (x − y)
• Dx 2
• Since our equation is a second order differential equation, we can ignore the higher
terms and except 1st term. Thus
1
• up = (x − y)
Dx2
1 x2
• up = ( − xy)
Dx 2
x3 x 2y
• up = −
6 2
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 Exercise # 2

• Q: Find the solution for the equation

∂ 2u ∂ 2u
• − = xy
∂x 2 ∂y 2
• Sol:
• Since (Dx2 − Dy2)u = x y
• Then the particular solution can be obtained
xy
up =
• (Dx2 − Dy2)
xy
up =
• Dy2
Dx (1 − 2 )
2
Dx
−1
Dy2
Dx2 ( Dx )
1
•
= 1 − 2 (x y)

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 Exercise # 2

−1
Dy2
( Dx ) ( )
Dy 2
Since 1 − 2 = 1+ + ........
• Dx 2

Dx ( )
1 Dy 2
up = 1+ + . . . . . . . . xy
• 2 Dx 2

• Since our equation is a second order differential equation, we can ignore the
higher terms and except 1st term. Thus
1
• up = (xy)
Dx
2

x 3y
• =
6
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 Exercise # 2

• Check:
• Now let us find whether the solution satisfies the equation or not.

( ) ( )
2 x 2y 2 x 2y
∂ 6
∂ 6
• L.H.S = −
∂x 2 ∂y 2

∂x ( 6 ) ∂y ( 6 )
∂ 3x 2y ∂ x3
•
= −

2xy
• = − 0
2
• = xy
• = R.H.S

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 About Next Lecture

• In the next lecture, we would focus on:

• Frobenius Method
• Bessel’s Equation
• Bessel’s Functions
• Bessel’s Function of order zero

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Please do not hesitate to ask any question.

As there are no stupid questions.

Send your queries/questions at:
sarmadmasood@uosahiwal.edu.pk
Your questions/concerns will be
Addressed ASAP.

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