Second order PDE (w.r.t 2 variables)

In summary, the solution to the given set of partial differential equations involves using the theorem of integration and solving two ordinary differential equations to obtain the final solution of u(x,y)=Ax+By+C.
  • #1
miniradman
196
0

Homework Statement


find the solution to:

[itex]\frac{\partial^{2}u}{\partial x \partial y} = 0[/itex]

[itex]\frac{\partial^{2}u}{\partial x^{2}} = 0[/itex]

[itex]\frac{\partial^{2}u}{\partial y^{2}} = 0[/itex]


Homework Equations


theorem of integration


The Attempt at a Solution


now from a previous question I had earlier, I have found that I can simply do integration as per normal. So in doing that I managed to get:

[itex]u(x,y) = xf(y) + g(y)[/itex]

[itex]u(x,y) = yf(x) + g(x)[/itex]

However I have a problem that arises when I take the integral of two different variables (in the care of the first expression for u)

[itex]u(x,y) = F(y) + g(x)[/itex] where [itex]F(x) [/itex] is the integral of [itex]f(x)[/itex]

However the final solution is:

[itex]u(x,y) = Ax + By + C[/itex]

...to which I don't how to get to. I understand that when you put back all the partial differentials together, all those arbitrary functions collapse down to one constant of integration. However, I don't see how to get those constant co-efficients in front of x and y. Also I don't know how to treat the [itex]F(x) [/itex] (what to do with it).
 
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  • #2
miniradman said:
[itex]\frac{\partial^{2}u}{\partial x \partial y} = 0[/itex]
[itex]\frac{\partial^{2}u}{\partial x^{2}} = 0[/itex]
[itex]\frac{\partial^{2}u}{\partial y^{2}} = 0[/itex]

The Attempt at a Solution


now from a previous question I had earlier, I have found that I can simply do integration as per normal. So in doing that I managed to get:

[itex]u(x,y) = xf(y) + g(y)[/itex]
[itex]u(x,y) = yf(x) + g(x)[/itex]
I'm guessing you applied a previous result to the 2nd and 3rd PDEs? But you chose the same function names(!). They should have different names, else confusion will result.

However I have a problem that arises when I take the integral of two different variables (in the care of the first expression for u)

[itex]u(x,y) = F(y) + g(x)[/itex] where [itex]F(x) [/itex] is the integral of [itex]f(x)[/itex]
Huh?? Why are you trying to integrate like this? In any case, it's perhaps better to simply start with your solution to the 2nd PDE, i.e.,
$$u(x,y) = xf(y) + g(y)$$ and then substitute that into the 3rd. That gives you some constraints on what ##f(y)## and ##g(y)## can possibly be. In fact, it determines both of these up to 4 constants. Then substitute the solution for ##u## so far into the 1st PDE. That should give the correct answer with 3 constants.

[...] I understand that when you put back all the partial differentials together, all those arbitrary functions collapse down to one constant of integration.
I suspect you're misunderstanding something here. Try the method I outlined above.
 
  • #3
A simple PDE

Instead of using the previous result:

From the frist equation,

[itex]\frac{\delta ^2 u}{\delta x\delta y}=0\Rightarrow \int \frac{\delta ^2 u}{\delta x\delta y}\, dy=\int 0 \, dy\Rightarrow \frac{\delta u}{\delta x}=h(x)\Rightarrow \int\frac{\delta u}{\delta x}\, dx=\int h(x)\, dx[/itex]
[itex]\Rightarrow u(x,y)=H(x)+g(y)[/itex], where [itex]H(x)=\int h(x)\, dx[/itex]

now substitute this into [itex]u(x,y)=H(x)+g(y)[/itex] and plug it into the second and third equations to obtain a system of two ordinary differential equations (simple ones), namely [itex]H^{\prime\prime}(x)=0[/itex] and [itex]g^{\prime\prime}(x)=0[/itex]. Solve these and substitute the their solutions into [itex]u(x,y)=H(x)+g(y)[/itex] to arrive at [itex]u(x,y)=Ax+By+C[/itex].
 
Last edited:

Related to Second order PDE (w.r.t 2 variables)

What is a second order PDE?

A second order partial differential equation (PDE) is a mathematical equation that contains partial derivatives of a function with respect to two independent variables. It is a type of differential equation that involves second order derivatives.

What is the difference between a first and second order PDE?

The main difference between a first and second order PDE is the number of independent variables. A first order PDE involves only one independent variable, while a second order PDE involves two independent variables. This means that a second order PDE is more complex and can have a wider range of solutions.

What are some examples of second order PDEs?

Some common examples of second order PDEs include the heat equation, wave equation, and Laplace's equation. These equations are used in various fields, such as physics, engineering, and finance, to model and solve problems related to heat transfer, wave propagation, and potential functions.

How do you solve a second order PDE?

Solving a second order PDE involves finding a function that satisfies the equation for all values of the independent variables. This can be done through various methods, such as separation of variables, eigenfunction expansion, and the method of characteristics. The specific method used depends on the type of PDE and its boundary conditions.

What are the applications of second order PDEs?

Second order PDEs have numerous applications in various fields of science and engineering. They are used to model and solve problems related to heat transfer, fluid mechanics, electromagnetism, quantum mechanics, and more. They are also used in image and signal processing, financial modeling, and computer graphics.

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