Existence and Uniqueness of Solutions of Boundary

Value Problem for some Partial Differential Equations

By
Abdulmohsen Alharthi
Supervisor
Pr.Dr. Lazhar Bougoffa
Al-Imam Muhammad Ibn Saud Islamic University
Faculty of Science
Department of Mathematics and Statistics
May 3, 2015

Abstract
In this project, we study some results and theorems on the existence and uniqueness of
solutions for boundary value problems of the wave equation, the heat equation and the
Laplaces equation.

Contents
Introduction
1 The
1.1
1.2
1.3
1.4
1.5

1.6
1.7

2 The
2.1
2.2
2.3
2.4

One-Dimensional Wave Equation

The Wave Equation on R . . . . . . . . . . . .
The Initial-Value Problem . . . . . . . . . . . .
The Wave Equation with a Source . . . . . . . .
The Goursats Problem . . . . . . . . . . . . . .
The Wave Equation in R+ . . . . . . . . . . . .
1.5.1 Dirichlet Problem on the half-line (0, )
1.5.2 Neumann Problem on half-line (0, ) . .
Weak Solutions . . . . . . . . . . . . . . . . . .
Energy and Uniqueness . . . . . . . . . . . . . .
1.7.1 Energy . . . . . . . . . . . . . . . . . . .
1.7.2 Uniqueness . . . . . . . . . . . . . . . .

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2
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11
11
11
12
13
13
14
14

3 The Laplaces Equation

3.1 The Laplaces Equation in Polar Coordinates .
3.2 The Laplaces Equation in a Rectangle . . . .
3.2.1 The Dirichlet Problem . . . . . . . . .
3.2.2 The Neumann Problem . . . . . . . . .
3.3 The Maximum Principle . . . . . . . . . . . .
3.4 Uniqueness . . . . . . . . . . . . . . . . . . .

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15
15
16
16
16
16
16

2.5

Heat Equation
The Maximum Principle . . . . . . . . .
The Fundamental Solution . . . . . . . .
The Heat Equation on R . . . . . . . . .
The Heat on half-line . . . . . . . . . .
2.4.1 The Dirichlet Problem on (0, )
2.4.2 The Neumann Problem on (0, )
Uniqueness . . . . . . . . . . . . . . . .

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Conclusion

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18

ii

Introduction
It is well known that most of the physical and engineering phenomena can be described in
mathematical models consisting of second order linear partial differential equations (PDEs).
The second order linear PDEs can be classified into three types, hyperbolic equations,
parabolic equations and elliptic equations. All the three types of equations can be reduced
to canonical forms. Hyperbolic equations reduce to a form coinciding with the wave equation
in the leading terms, the parabolic equations reduce to a form modeled by the heat equation,
and the Laplaces equation models the canonical form of elliptic equations.
Thus, the wave, heat and Laplaces equations serve as canonical models for all second
order constant coefficient PDEs. For this we need to study some results and theorems on
the existence and uniqueness of the solutions for the boundary value problems of the wave
equation, the heat equation and the Laplaces equation.
The first chapter treats the one-dimensional wave equation and models sound waves,
water waves, vibrations in solids, and torsional vibrations in a rod. The second chapter treats
the one-dimensional heat equation (Diffusion). The last chapter treats the two-dimensional
Laplace equation and the Poissons equation.

Chapter 1
The One-Dimensional Wave Equation
In this chapter we study the wave equation on the whole real line
2
2u
2 u

c
= 0, < x < ,
t2
x2

(1.1)

where c is the velocity of wave propagation along the string. This is the one-dimensional
wave equation which models sound waves, water waves, vibrations in solids, and torsional
vibrations in a rod. More details about the derivation of the wave equation can be found in
[1, 2].

1.1

The Wave Equation on R

We can write Eq.(1.1) as

c
t
x

+c
u = 0, < x < .
t
x

(1.2)

Theorem 1.1.1.
The general solution to the wave equation is given by
u(x, t) = f (x + ct) + g(x ct),

(1.3)

where f and g are two arbitrary functions of a single variable.

Proof.
To derive formula (1.3), we introduce the characteristic coordinates
= x + ct,
= x ct.
By the chain rule, we have
u u
u
u
u
=
+
=c
c ,
t
t t

u
u u
u u
=
+
=
+
.
x
x x

Upon substitution, we have

c
t
x

+c
u = 2c
t
x

2c
u = 0,

which means that

u
2u
= 0
= F () u(, ) = f () + g().

We return to the original variables x and t, we obtain

u(x, t) = f (x + ct) + g(x ct).


1.2

The Initial-Value Problem

The initial-value problem is to solve the wave equation with initial conditions

c2 uxx (x, t) = 0,
< x < , t > 0,
u(x, 0) = (x), ut (x, 0) = (x),
tt (x, t)

(1.4)

where and are two arbitrary functions of x. u(x, 0) = (x) defines the initial position of
the string, while ut (x, 0) = (x) is the initial velocity.
Theorem 1.2.1 (DAlembert Solution 1746).
The unique solution of the initial-value problem (1.4) is given by
1
1 Z x+ct
u(x, t) = ((x + ct) + (x ct)) +
( )d
2
2c xct

(1.5)

Proof.
First, setting t = 0 in Eq.(1.3), we get
(x) = f (x) + g(x),

(1.6)

then, using chain rule, we differentiate Eq.(1.3) with respect to t to get

(x) = cf 0 (x) cg 0 (x).

(1.7)

Solving Eqs.(1.6)-(1.7) for f 0 and g 0

!

f0 =
0 +
,
2
c
!
1

0
0
g =

.
2
c
Integrating, we get

f (s)

1 s
= 12 (s) + 2c
0 ( )d + A,
R
g(s) = 1 (s) 1 s ( )d + B,
2
2c 0

where A and B are constants. Because of Eq.(1.6), we have A + B = 0. Substituting

s = x + ct into the formula for f and s = x ct into that of g, we get
u(x, t) = f (x + ct) + g(x ct)

 

1
1 Z x+ct
1
1 Z xct
= (x + ct) +
( )d + A + (x ct)
( )d + B
2
2c 0
2
2c 0
Z x+ct
1
1
= ((x + ct) + (x ct)) +
( )d .
2
2c xct

3

1.3

The Wave Equation with a Source

The purpose of this section is to solve

c2 uxx (x, t) = f (x, t),

< x < , t > 0,
u(x, 0) = (x), ut (x, 0) = (x),
tt (x, t)

(1.8)

with f (x, t) is a given function. For instance, f (x, t) could be interpreted as an external
force acting on an infinitely long vibrating string.
Theorem 1.3.1.
The unique solution of problem(1.8) is given as:
1 Z x+ct
1 Z t Z x+c(t )
1
f (y, )dyd . (1.9)
( )d +
u(x, t) = ((x + ct) + (x ct)) +
2
2c xct
2c 0 xc(t )
Proof.
Let 4 be a triangle bounded domain with smooth boundary in the xt-plan with vertices
at (x0 , t0 ), (x0 ct0 , 0) and (x0 + ct0 , 0), and let 4 be a boundary of 4 such that 4 =
1 + 2 + 3 , (see figure 1).

Thus,
ZZ

f dtdx =

ZZ
4

ZZ
4

Z
4

Z
1

On 1 :

(c2 uxx + utt )dtdx

(c2 (ux )x (ut )t )dtdx

(c2 ux dt ut dx)

(c2 ux dt ut dx) +

t=0
Z
1

On 2 :
Z
2

(by using Greens Theorem) ,

Z
2

(c2 ux dt ut dx) +

Z
3

(c2 ux dt ut dx).

dt = 0. Thus,

(c ux dt ut dx) =

x + ct = x0 + ct0

(c2 ux dt ut dx) = c
=c

Z
2

Z
1

ut (x, 0)dx =

Z x0 +ct0

(x)dx.

x0 ct0

dx + cdt = 0. Thus,

(ux dx + ut dt)
(the total derivative of u(x, t)) ,

du

= cu(x0 , t0 ) c(x0 + ct0 ).

4

 On 3 :

x ct = x0 ct0
Z
3

dx cdt = 0. Thus,

(c ux dt ut dx) = c

Z
3

= c

(ux dx ut dt)

du

= cu(x0 , t0 ) c(x0 ct0 ).

Adding these three results, to get
ZZ
4

f dxdt = 2cu(x0 , t0 ) c [(x0 + ct0 ) + (x0 ct0 )]

Z x0 +ct0

(x)dx.

x0 ct0

Consequently, we have
1
1 Z x+ct
1 Z t Z x+c(t )
f (y, )dyd .
u(x, t) = ((x + ct) + (x ct)) +
( )d +
2
2c xct
2c 0 xc(t )


1.4

The Goursats Problem

The Gourats problem is given as

utt (x, t) c uxx (x, t)

u(x, t) = f (x),
u(x, t) = g(x),

= h(x, t), < x < , t 0,

for x = ct,
for x = ct.

(1.10)

Theorem 1.4.1.
The unique solution of Goursats problem (1.10) is given by
x + ct
s+v sv
x ct
1 Z x+ct Z xct
u(x, t) = f
h
,
+g
u(0, 0) 2
dvds.
2
2
4c 0
2
2
0


Proof.
Here, the conditions are given on characteristics,(see figure 2).

Introduce the characteristic coordinates

= x + ct and = x ct.
Then, (1.10) can be transformed into the following equivalent problem:

2 2u

4c

= h( +
,
),
< + < , ,
2
2c

u(, 0) = f ( 2 ), u(0, ) = g( 2 ),

u(0, 0) = f (0) = g(0).

5

(1.11)

The solution of (1.11) is given as

!

1 Z Z
+

+g
u(0, 0) 2
h
,
dvds.
2
2
4c 0 0
2
2

u(, ) = f

 

Go back to the original independent variables:



u(x, t) = f

x + ct
s+v sv
x ct
1 Z x+ct Z xct
h
,
+g
u(0, 0) 2
dvds.
2
2
4c 0
2
2
0


1.5

The Wave Equation in R+

Now we try the same kind of problem for the wave equation.

1.5.1

Dirichlet Problem on the half-line (0, )

Consider the Dirichlet problem on the half-line (0, )

utt (x, t) c uxx (x, t)

= 0,
0 < x < , t > 0,
u(x, 0) = (x), ut (x, 0) = (x),

u(0, t) = 0.

(1.12)

Proceeding as before,
1
f (x) = (x) +
2
1
g(x) = (x)
2

1 Zx
( )d + A,
2c Z0
1 x
( )d + B, with A + B = 0.
2c 0

We must know the function g(x ct) for x ct < 0. For this taking into account that
the boundary condition
u(0, t) = 0, t 0.
f (ct) + g(ct) = 0 or g(y) = f (y), y < 0,
that is,
g(x ct) = f ((x ct)) = f (ct x), which defined on R .
Then, the solution is given by
u(x, t) =

1 ((x + ct) + (x ct)) + 1 R x+ct ( )d,

2
2c xct
R
1 ((x + ct) (ct x)) + 1 x+ct ( )d,
2c ctx

1.5.2

x > ct,
x < ct.

Neumann Problem on half-line (0, )

Consider the Neumann problem

utt (x, t) c uxx (x, t)

= 0,
0 < x < , t > 0,
u(x, 0) = (x), ut (x, 0) = (x),

ux (0, t) = 0.

(1.13)

Again, for x ct we use the boundary condition ux (0, t) = 0, and from Eq.(1.3), we
obtain
f 0 (ct) + g 0 (ct) = 0.
Now, setting y = ct, we obtain
g 0 (y) = f 0 (y), y < 0.
So that,
g(y) = f (y) + C.
Therefore,
1 Z ctx
1
( )d + A + C.
g(x ct) = f (ct x) + C = (ct x) +
2
2c 0
Since,
1
B + (0) = g(0) = f (0) + C =
2
we have A + C = B and

1
(0) + A + C,
2
A + B = 0.

Therefore, the solution is found as:

u(x, t) =

R
1 ((x + ct) + (x ct)) + 1 x+ct ( )d,
2
2c xct
R x+ct
1 ((x + ct) + (ct x)) + 1
( )d
2

1.6

2c

R ctx
0

x > ct,
( )d , x < ct.


Weak Solutions

Let H be the space of all functions defined on R2 and of class C2 which are zero outside
a bounded set of R2 .
Theorem 1.6.1.
Let u C2 , then
ZZ

"

"

ZZ
2
2
2u
2
2
2 u

c
dxdt
=
(x,
t)

c
dxdt
u(x, t)
t2
x2
t2
x2
R2
R2

Proof.
Let H,there exists a rectangle = (a, a) (b, b) such that is zero outside , (see
figure 3).

Let
ZZ

"

ZZ
ZZ
2
2
2
2
2
2

c
dxdt
=
dxdt

c
dxdt
u(x, t)
u(x,
t)
u(x,
t)
t2
x2
t2
x2

But,
Z a Z b
2
2
u(x, t) 2 dtdx.
u(x, t) 2 dxdt =
t
t
a b

Integrating by parts with respect to t from b to b two times and taking into account
(x, t) H, we obtain:
ZZ

"

u(x, t) 2 dt = u(x, t)
t
t
b

Z b

"

= u(x, t)
t
=

Z b

#b

Z b
b

#b

u
dt
t t
#b

"

(x, t)
t
b

+
b

Z b

(x, t)

2u
dt
t2

(x, t)

u
dt.
t2

Thus,
ZZ

Z a Z b
ZZ
2
2u
2u
u(x, t) 2 dtdx =
(x, t) 2 dtdx =
(x, t) 2 dtdx.
t
t
t

a b

Similarly,
Z b Z a
2
2
u(x, t) 2 dxdt =
u(x, t) 2 dxdt.
x
x

b a
Integrating by parts with respect to x from a to a,
ZZ

ZZ

Thus
ZZ

Z b Z a
ZZ
2u
2
2u
(x, t) 2 dxdt =
u(x, t) 2 dxdt =
(x, t) 2 dxdt.
x
x
x
b a

ZZ
2
2
2
2u
2
2 u
u(x, t)

c
dtdx
=
(x,
t)

c
dtdx.
t2
x2
t2
x2

Therefore
ZZ

ZZ
2
2
2
2u
2
2 u
u(x, t)
(x,
t)

c
dtdx
=

c
dtdx.
t2
x2
t2
x2
R2
R2


Remark: If u is a solution of utt c2 uxx = 0 then,

RR

u (tt c2 xx ) dtdx = 0.

Corollary 1.6.1.
For the wave equation
utt c2 uxx = 0.
A function of class C2 is a solution of Eq.(1.14) if and only if
ZZ

2
2
2
c
dtdx = 0, H.
u(x, t)
t2
x2
R2

Definition 1.6.1.
A solution of Eq.(1.14), such that
ZZ

2
2
2
u(x, t)

c
dtdx = 0, H,
t2
x2
R2

is called a Weak Solution.

8

(1.14)

1.7
1.7.1

Energy and Uniqueness

Energy

Let u be a solution of the wave equation (1.1). By multiplying both sides of Eq.(1.1) by
and integrating with respect to x, over I = [a, b] R, we obtain
Z b
a

Z b
u 2 u
u 2 u
2
dx

c
dx = 0.
t t2
a t x2

u
t

(1.15)

Since
!2

u 2 u
1 u
,
=
2
t t
2 t t
!
u 2 u
u 2 u
u u

,
=
t x2
x x t
x xt
u 2 u
1
=
x xt
2 t

u
x

!2

Thus Eq.(1.15) becomes

1 Z b u
2 a t
t

!2

+c

Let

u
x

1 Z b u
E(t) =
2 a
t

!2

2 u

x=b

u 
dx = c

.
x t x=a

!2

+c

u
x

(1.16)

!2

(1.17)

dx.

This integral is called the energy integral of u. (Law of Conservation of Energy).

Proposition 1.7.1.
Let I = [a, b] R.

1 Z b u
dE
=
dt
2 a t
t

1.7.2

!2

+c

u
x

!2

2 u

x=b

u 
dx = c

.
x t x=a

Uniqueness

We will establish the uniqueness theorem.

Theorem 1.7.1.
Let u1 and u2 are two solutions of the following problem:

utt (x, t) c uxx (x, t)

= f (x, t),
a < x < b, t > 0,
u(x, 0) = (x), ut (x, 0) = (x),

u(a, t) = (t), u(b, t) = (t),

t 0.

(1.18)

Then u1 (x, t) = u2 (x, t), x [a, b], t 0.

Proof.
Let v(x, t) = u1 (x, t) u2 (x, t) is a solution of problem (1.18), then we have v(a, t) = 0 and
v(b, t) = 0,
d
d
v(a, t) = 0
and
v(b, t).
dt
dt
9

Using the proposition (1.7.1),

"

dE

= c2
v(b, t) v(b, t)
v(a, t) v(a, t) = 0,
dt
x
t
x
t
where E is the energy integral of v that is

!2

1Z b
E(t) =
v(x, t)
2 a
t

v(x, t)
x

+ c2

!2
dx

where A is a constant. Since v(x, 0) = 0, x

v(x, 0) = 0 and
to get
E(0) = 0 = A.

Thus

It follows

!2

1Z b
v(x, t)
E(t) =
2 a t

v(x, 0)
t

= 0, evaluating E(0)

!2

!2

1Z b
E(t) =
v(x, t)
2 a
t

= A,

v(x, t)
x

+ c2

dx

= 0.

!2
c2 Z b
dx +
v(x, t) dx = 0.
2 a x

Hence,

v(x, t) = 0
t

and

v(x, t) = 0,
x

that is
v(x, t) = B.
Using v(x, 0) = 0, we obtain B = 0. This means that
v(x, t) = 0 u1 (x, t) = u2 (x, t).


10

Chapter 2
The Heat Equation
In this chapter, we begin our study of the one dimensional heat equation (Diffusion)
u
2u
k 2 = 0,
t
x

a x b,

0 t T,

(2.1)

where k is called the thermal diffusivity. The general parabolic equation can be stated as
follows: Find a general solution u(x, t) of Eq.(2.1) which satisfies
(i) IC : the value of u at t = 0 is a known function.
(ii) BC : we are given for all t the value of u and

u
x

at x = a and x = b.

The solution (2.1) in the rectangle = (a, b) (0, T ) attains its maximum or minimum on
= (x = a, 0 t T ) (x = b, 0 t T ) (t = 0, a x b) .

2.1

The Maximum Principle

1. Let u1 and u2 are two solutions of

2u
u
k 2 = 0,
t
x

on \ ,

if u1 u2 on , then u1 u2 on .
2. u(x, t) attains its extermum on , if m u(x, t) M on , then m u(x, t) M
on .
In particular, if u(x, t) = 0 on , then u(x, t) = 0 on .

2.2

The Fundamental Solution

The fundamental solution of the heat equation

ut (x, t) kuxx (x, t) = 0,
is given by
x2
1
(x, t) =
e 4kt .
2 kt

Lemma 2.2.1.
If a > 0, then
Z

au2

du =

11

.
a

Proof.
2

I =

ax2

dx

ay 2

Z 2 Z

dy =

I=

rear drd =

,
a

.
a


2.3

The Heat Equation on R

Consider the initial value problem

kuxx (x, t) = 0, < x < , t > 0,

u(x, 0) = (x).
t (x, t)

(2.2)

Theorem 2.3.1.
The unique solution of problem (2.2) is given by
1 Z (xy)2
u(x, t) =
e 4kt (y)dy,
2 kt

t > 0.

(2.3)

Proof.
let ubt (, t) and ubxx (, t) be the Fourier transform of ut (x, t) and uxx (x, t) respectively. Thus
ubt (, t) =

ut (x, t)eix dx

Z
u(x, t)eix dx
=
t

= ub(, t),
t
we impose, u(x, t) 0 as x
ubxx (, t) =

uxx (x, t)eix dx





=
u(x, t)eix 
+ i u(x, t)eix 
+ i
u(x, t)eix dx

= 2 ub(, t),
taking the Fourier transform to both sides of (2.2) we obtain an ODE in t

u
b(, t) + k 2 u
b(, t)
t
u
b(, 0)

= 0, t > 0,

b
= (),

with
2

k t
b
ub(, t) = ()e
.

12

2
b
Now let (,
t) = ek t we try to find (x, t) by Fourier inverse
1 Z b
(, t)eix d
(x, t) =
2
1 Z kt2 +ix
=
e
d
2
i
h
ix 2
ix 2
1 Z kt ( 2kt
) ( 2kt
)
=
e
d
2
ix 2
x2
1 Z kt( 2kt
) e 4kt
=
e
d
2
x2
1
e 4kt
=
( Lemma (2.2.1)).
2 kt
Now by convolution we get the result

u(x, t) =

(x y, t)(y)dy

1 Z (xy)2
=
e 4kt (y)dy.
2 kt


2.4
2.4.1

The Heat on half-line

The Dirichlet Problem on (0, )

The problem is

ut (x, t) kuxx (x, t)

= 0, 0 < x < , t > 0,

(2.4)

u(x, 0) = (x),
u(0, t) = 0.

Theorem 2.4.1.
The unique solution of problem (2.4) is given by
(x+y)2
1 Z (xy)2
u(x, t) =
e 4kt e 4kt
(y)dy,
2 kt 0

t > 0.

Proof.
Extend to R

(x),

x > 0,
odd (x) = 0,
x = 0,

(x), x < 0.
Then the solution on R is
u(x, t) =
=
=
=

Z 0

Z 0

(x y, t)odd (y)dy
(x y, t)odd (y)dy +

Z
0

(x y, t)((y))dy +

(x y, t)odd (y)dy

(x y, t)(y)dy,

[(x + y, t) + (x y, t)] (y)dy

0
(x+y)2
1 Z (xy)2
e 4kt e 4kt
(y)dy.
=
2 kt 0

13

(2.5)

2.4.2

The Neumann Problem on (0, )

Consider the Neumann problem

ut (x, t) kuxx (x, t)

= 0, 0 < x < , t > 0,

(2.6)

u(x, 0) = (x),
ux (0, t) = 0.

Theorem 2.4.2.
The unique solution of problem (2.6) is given by
(x+y)2
1 Z (xy)2
e 4kt + e 4kt
(y)dy,
u(x, t) =
2 kt 0

t > 0.

(2.7)

Proof.
Extend to R

(x),

x > 0,
even (x) = 0,
x = 0,

(x), x < 0.
Then the solution on R is
u(x, t) =
=
=
=

Z 0

Z 0

(x y, t)odd (y)dy
(x y, t)even (y)dy +
(x y, t)((y))dy +

Z
0

(x y, t)even (y)dy
(x y, t)(y)dy

[(x + y, t) + (x y, t)] (y)dy

0
(x+y)2
1 Z (xy)2
e 4kt + e 4kt
(y)dy.
=
2 kt 0

2.5

Uniqueness

The maximum principle can be use to proof for the uniqueness solution of the Dirichlet
problem.
Theorem 2.5.1.
If u1 and u2 are two solutions of the Dirichlet problem for the heat equation

ut (x, t) kuxx (x, t)

= h(x, t),

u(x, 0) = (x),
u(a, t) = f (x), u(b, t) = g(x),

a x b, t > 0,
a x b,

(2.8)

then u1 = u2 .
Proof.
Let v(x, t) = u1 (x, t) u2 (x, t) be a solution of problem (2.8), then we have vt (x, t)
kvx x(x, t) = 0, v(x, 0) = 0, v(a, t) = 0, v(b, t) = 0 this means v(x, t) = 0 on , by the
maximum principle v(x, t) = 0 on ,
so that u1 (x, t) = u2 (x, t), a x b, t 0.

14

Chapter 3
The Laplaces Equation
Laplaces equation, also called the potential equation may be written as
2u 2u
+
= 0.
x2 y 2

(3.1)

which is the two-dimensional Laplace equation. Also

2u 2u 2u
+
+
= 0.
x2 y 2 z 2
n
X

2u
= 0,
2
i=1 xi

are the three and n-dimensional Laplace equation respectively. For Laplaces equation on a
region , a complete well-posed problem consist of the potential equation with appropriate
boundary conditions on .

3.1

The Laplaces Equation in Polar Coordinates

We can write Eq.(3.1) in polar coordinates u(x, y) u(r, ) we have

u
u r u
=
+
,
x
r x x
2u

=
x2
x

u r u
+
r x x

!2

2 u 2 r u 2 u

+
+
+
r2 x2 r x2
x

!2

r
x

2u
.
2

2u
=
y 2

r
y

!2

2 u 2 r u 2 u

+
+
+
r2 y 2 r y 2
y

!2

2u
.
2

Similarly,

We have

2 u 2 u r
+
=
x2 y 2
x
"

!2

r
+
y

!2

2 2 u
+
+
+
x2 y 2
x
= 0.
15

"

2u
2 r 2 r u

+
+
r2
x2 y 2 r
!2

+
y

!2

2u
2

Now, we compute the derivatives of r =

x2 + y 2 and = tan1

 
y
x

, to get

r
x
2r
y
2r
y2
r
x2
q
q

= 2
,
=
,
=
,
=
,
x
x + y 2 x2
x2 + y 2 y 2
(x2 + y 2 )3 y
(x2 + y 2 )3
y
x
2
2xy

2
2xy

= 2
= 2
, 2 = 2
,
, 2 = 2
.
2
2
2
2
x
x + y x
(x + y ) y
x + y y
(x + y 2 )2
We obtain the Laplaces equation in a polar coordinates
2u
1
1 u
+ 2
+
2
r
r r
r
 

3.2
3.2.1

2u
= 0,
2

0 2, 0 < r < .

(3.2)

The Laplaces Equation in a Rectangle

The Dirichlet Problem

Consider = (a, b) (c, d). The Dirichlet problem

uxx (x, y) + uyy (x, y)

= 0,
on ,
u(a, y) = (y), u(b, y) = (x), c < y < d,

u(x, c) = (x), u(x, d) = (x), a < x < b,

3.2.2

(3.3)

The Neumann Problem

Consider = (a, b) (c, d). The Neumann problem

uxx (x, y) + uyy (x, y)

= 0,
on ,
ux (a, y) = (y), ux (b, y) = (x), c < y < d,

uy (x, c) = (x), uy (x, d) = (x), a < x < b

3.3

(3.4)

The Maximum Principle

Let u(x, y) is a solution to the Poissons equation,

2u 2u
+
= f (x, y), on \ .
x2 y 2
Then, u(x, y) attains its extremum on , if m u(x, y) M then m u(x, y) M on
. In particular, if u(x, y) = 0 on , then u(x, y) = 0 on .

3.4

Uniqueness

Theorem 3.4.1.
Let = (a, b) (c, d) and if u1 and u2 be two solutions of the following problem
2
u

+ yu2 = 0, on \ ,
u(x, y) = 0,
on .
x2

Then u1 = u2 , this means the solution to the Laplaces problem is unique.

16

(3.5)

Proof.
Let v(x, y) = u1 (x, y) u2 (x, y) be solution of problem (3.5), then by multiplying both sides
2v
2v
of x
2 + y 2 = 0 by v and integrating over ,
#

"

2v 2v
0=
+
dxdy
v
x2 y 2

#
#
Z d "Z b
Z b "Z d
2v
2v
v 2 dx dy +
v 2 dy dx
=
x
y
a
c
c
a
ZZ

=
that is

ZZ

ZZ

!2

!2

!2

v
+
y

v
+
y

dxdy

!2
dxdy

Z d
c

Z d
c

Z b
v 
v 
v  dx,
v  dy +
x a
y c
a
b

Z b
v 
v 
v  dx.
v  dy +
x a
y c
a

For Dirichlet problem (3.3) and Neumann problem (3.4) we have

Z d
c

hence

ZZ

Z b
v 
v 
v  dy +
v  dx = 0,
x a
y c
a

!2

v
+
y

!2
dxdy

= 0,

we find
v
v
= 0 and
= 0, implies v(x, y) = c,
x
y
c = 0 because v(x, y) = 0 on .

Therefore,
v(x, y) = u1 (x, y) u2 (x, y) = 0

u1 (x, y) = u2 (x, y).



Problem (3.5) is a special case of the following problem

2
u

+ yu2 = f (x, y), on \ ,

u(x, y) = g(x, y),
on .
x2

(3.6)

Theorem 3.4.2.
The problem (3.6) has one and only one solution on .
Proof.
Let v(x, y) = u1 (x, y) u1 (x, y) be solution of problem (3.6) then we have
2
v

v
+ y
on \ ,
2 = f f = 0,
v(x, y) = g g = 0,
on .
x2

v(x, y) = 0 on , by the maximum principle v(x, y) = 0 on , so that u1 (x, y) =

u2 (x, y).


17

Conclusion
We have considered the wave, heat and Laplaces equations. We have demonstrated that
the exact solution can be obtained in a straightforward manner by using a direct method.
Also, theorems on the uniqueness solutions were obtained.

18

Bibliography
[1] Walter, A.Stranss, Partial Differential Equations, An Introduction, Wiley, 1992
[2] T.Hillen,I.Eleonard and H.Van Roessel, Partial Differential Equations, Theory and Completely Solved Problem, Wiley, 2012

19