Partial Differential Equations in Finite Domains

Transient heat conduction or mass transfer in solids with constant physical properties (diffusion coefficient, thermal diffusivity, thermal conductivity, etc.) is usually represented by a linear parabolic partial differential equation. Steady state heat or mass transfer in solids, potential distribution in electrochemical cells is usually represented by elliptic partial differential equations. In this chapter, we describe how one can arrive at the analytical solutions for linear parabolic partial differential equations and elliptic partial differential equations in finite domains using a separation of variables method. The methodology is illustrated using a transient one dimensional heat conduction in a rectangle. 

Linear first order parabolic partial differential equations in finite domains are solved using the Laplace transform technique in this section. Parabolic PDEs are first order in the time variable and second order in the spatial variable. The method involves applying the Laplace transform in the time variable to convert the partial differential equation to an ordinary differential equation in the Laplace domain. This becomes a boundary value problem (BVP) in the spatial direction with s, the Laplace variable as a parameter. The boundary conditions in x are converted to the Laplace domain and the differential equation in the Laplace domain is solved by using the techniques illustrated in chapter 3.1 for solving linear boundary value problems. Once an analytical solution is obtained in the Laplace domain, the solution is inverted to the time domain to obtain the final analytical solution (in time and spatial coordinates). Certain simple problems can be inverted to the time domain using Maple. This is best illustrated with the following examples. 

---