MATH 212 Useful File, Fall 2011
American University of Beirut · Introductory Partial Differential Equations · 3 pages
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FORMULA SHEET
a) The solution of the following problem :
∂2u
∂t2 = c2∂2u
∂x2
u(0, t) = u(L, t) = 0, ∀ t
u(x, 0) = f(x)
ut(x, 0) = g(x), ∀ x ∈ [0, L]
for a string of length L is
u(x, t) =
�
n≥1
�
Bn cos(λnt) + B∗
n sin(λnt)
�
sin
�nπx
L
�
,
with λn = cnπ
L ,
Bn = 2
L
� L
0
f(x) sin
�nπx
L
�
dx , n = 1, 2, . . . and
B∗
n =
2
cnπ
� L
0
g(x) sin
�nπx
L
�
dx, n = 1, 2, . . .
b) The solution of the following problem :
∂u
∂t = c2∂2u
∂x2
u(0, t) = u(L, t) = 0
u(x, 0) = f(x)
for a thin metal bar of length L is
u(x, t) =
�
n≥1
Bn sin
�nπx
L
�
e−λn2t,
with
λn = cnπ
L
Bn = 2
L
� L
0
f(x) sin
�nπx
L
�
dx, n = 1, 2, . . .
c) The solution of the following equation : ∂2u
∂x2 + ∂2u
∂y2 = 0 in the
following rectangle R
1
2
FORMULA SHEET
such that u(x, y) = f(x) on the upper side and 0 on the other
sides of R , is :
u(x, y) =
�
n≥1
Bn sin
�nπx
a
�
sinh
�nπy
a
�
,
with Bn =
2
a sinh
�nπb
a
�
� a
0
f(x) sin
�nπx
a
�
dx, n=1,2,. . .
d) The solution of the following problem
∂2u
∂t2 = c2�∂2u
∂x2 + ∂2u
∂y2
�
u = 0 on the boundary
u(x, y, 0) = f(x, y)
ut(x, y, 0) = g(x, y)
considered in the following rectangular membrane :
FORMULA SHEET
3
is u(x, y, t) =
�
m≥1
�
n≥1
�
Bmn cos(λmnt)+B∗
mn sin(λmnt)
�
sin
�mπx
a
�
sin
�nπy
b
�
,
with
Bmn = 4
ab
� b
0
� a
0
f(x, y) sin
�mπx
a
�
sin
�nπy
b
�
dxdy
B∗
mn =
4
abλmn
� b
0
� a
0
g(x, y) sin
�mπx
a
�
sin
�nπy
b
�
dxdy
and λmn = cπ
�
m2
a2 + n2
b2 , m = 1, 2, . . . and n = 1, 2, . . .
Laplace transform
a) L{1} = 1
s
b) L{tn} =
n!
sn+1, n = 1, 2, 3, . . .
c) L{eat} =
1
s − a
d) L{sin(kt)} =
k
s2 + k2
e) L{cos(kt)} =
s
s2 + k2
f) L{f(t − a)U(t − a)} = e−asF(s), where F(s) = L{f(t)}.
g) If f, f ′,. . .,f (n−1) are continuous on [0, ∞) and if f (n)(t) is piece-
wise continuous on [0, ∞), then
L{f (n)(t)} = snF(s) − sn−1f(0) − sn−2f ′(0) − . . . − f (n−1)(0),
where F(s) = L{f(t)}.