A First Course in Quasi-Linear Partial

Differential Equations
for Physical Sciences and Engineering
Solution Manual

Marcel B. Finan
Arkansas Tech University
All
c Rights Reserved
2

Preface
This manuscript provides the complete and detailed solutions to A First
Course in Partial Differential Equations for Physical Sciences and Engineer-
ing. Distribution of this book in any form is prohibited.

Marcel B Finan
August 2009
Contents

Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
Solutions to Section 1 . . . . . . . . . . . . . . . . . . . . . . . . . 4
Solutions to Section 2 . . . . . . . . . . . . . . . . . . . . . . . . . 11
Solutions to Section 3 . . . . . . . . . . . . . . . . . . . . . . . . . 18
Solutions to Section 4 . . . . . . . . . . . . . . . . . . . . . . . . . 24
Solutions to Section 5 . . . . . . . . . . . . . . . . . . . . . . . . . 31
Solutions to Section 7 . . . . . . . . . . . . . . . . . . . . . . . . . 37
Solutions to Section 8 . . . . . . . . . . . . . . . . . . . . . . . . . 41
Solutions to Section 9 . . . . . . . . . . . . . . . . . . . . . . . . . 45
Solutions to Section 10 . . . . . . . . . . . . . . . . . . . . . . . . . 50
Solutions to Section 11 . . . . . . . . . . . . . . . . . . . . . . . . . 63
Solutions to Section 12 . . . . . . . . . . . . . . . . . . . . . . . . . 71
Solutions to Section 13 . . . . . . . . . . . . . . . . . . . . . . . . . 78
Solutions to Section 14 . . . . . . . . . . . . . . . . . . . . . . . . . 85
Solutions to Section 15 . . . . . . . . . . . . . . . . . . . . . . . . . 90
Solutions to Section 16 . . . . . . . . . . . . . . . . . . . . . . . . . 101
Solutions to Section 17 . . . . . . . . . . . . . . . . . . . . . . . . . 110
Solutions to Section 18 . . . . . . . . . . . . . . . . . . . . . . . . . 120
Solutions to Section 19 . . . . . . . . . . . . . . . . . . . . . . . . . 132
Solutions to Section 20 . . . . . . . . . . . . . . . . . . . . . . . . . 149
Solutions to Section 21 . . . . . . . . . . . . . . . . . . . . . . . . . 159
Solutions to Section 22 . . . . . . . . . . . . . . . . . . . . . . . . . 171
Solutions to Section 23 . . . . . . . . . . . . . . . . . . . . . . . . . 182
Solutions to Section 24 . . . . . . . . . . . . . . . . . . . . . . . . . 191
Solutions to Section 25 . . . . . . . . . . . . . . . . . . . . . . . . . 197

3
4 CONTENTS

Solutions to Section 1
Problem 1.1
Classify the following equations as either ODE or PDE.

t2
(a) (y 000 )4 + (y 0 )2 +4
= 0.

∂u y−x
(b) ∂x
+ y ∂u
∂y
= y+x
.

(c) y 00 − 4y = 0.

Solution.
(a) ODE with dependent variable y and independent variabe x.
(b) PDE with dependent variable u and independent variabes x and y.
(c) ODE with dependent variable y and independent variabe x

Problem 1.2
Write the equation
uxx + 2uxy + uyy = 0
in the coordinates s = x, t = x − y.

Solution.
We have

ux =us sx + ut tx = us + ut
uxx =uss sx + ust tx + ust sx + utt tx = uss + 2ust + utt
uxy =uss sy + ust ty + ust sy + utt ty = −ust − utt
uy =us sy + ut ty = −ut
uyy = − ust sy − utt ty = utt .

Substituting these expressions into the given equation we find

uss = 0

Problem 1.3
Write the equation
uxx − 2uxy + 5uyy = 0
in the coordinates s = x + y, t = 2x.
SOLUTIONS TO SECTION 1 5

Solution.
We have

ux =us sx + ut tx = us + 2ut
uxx =uss sx + ust tx + 2ust sx + 2utt tx = uss + 4ust + 4utt
uxy =uss sy + ust ty + 2ust sy + 2utt ty = uss + 2ust
uy =us sy + ut ty = us
uyy =uss sy + ust ty = uss .

Substituting these expressions into the given equation we find

uss + utt = 0

Problem 1.4
For each of the following PDEs, state its order and whether it is linear or
non-linear. If it is linear, also state whether it is homogeneous or nonhomo-
geneous:
(a) uux + x2 uyyy + sin x = 0.
2
(b) ux + ex uy = 0.
(c) utt + (sin y)uyy − et cos y = 0.

Solution.
(a) Order 3, non-linear.
(b) Order 1, linear, homogeneous.
(c) Order 2, linear, non-homogeneous

Problem 1.5
For each of the following PDEs, determine its order and whether it is linear
or not. For linear PDEs, state also whether the equation is homogeneous or
not; For nonlinear PDEs, circle all term(s) that are not linear.
(a) x2 uxx + ex u = xuxyy .
(b) ey uxxx + ex u = − sin y + 10xuy .
(c) y 2 uxx + ex uux = 2xuy + u.
(d) ux uxxy + ex uuy = 5x2 ux .
(e) ut = k 2 (uxx + uyy ) + f (x, y, t).

Solution.
(a) Linear, homogeneous, order 3.
6 CONTENTS

(b) Linear, non-homogeneous, order 3. The inhomogeneity is − sin y.

(c) Non-linear, order 2. The non-linear term is ex uux .
(d) Non-linear, order 3. The non-linear terms are ux uxxy and ex uuy .
(e) Linear, non-homogeneous, order 2. The inhomogeneity is f (x, y, t)

Problem 1.6
Which of the following PDEs are linear?
(a) Laplace’s equation: uxx + uyy = 0.
(b) Convection (transport) equation: ut + cux = 0.
(c) Minimal surface equation: (1 + Zy2 )Zxx − 2Zx Zy Zxy + (1 + Zx2 )Zyy = 0.
(d) Korteweg-Vries equation: ut + 6uux = uxxx .

Solution.
(a) Linear.
(b) Linear.
(c) Non-linear where all the terms are non-linear.
(d) Non-linear with non-linear term 6uux

Problem 1.7
Classify the following differential equations as ODEs or PDEs, linear or
non-linear, and determine their order. For the linear equations, determine
whether or not they are homogeneous.
(a) The diffusion equation for u(x, t) :

ut = kuxx .

(b) The wave equation for w(x, t) :

wtt = c2 wxx .

(c) The thin film equation for h(x, t) :

ht = −(hhxxx )x .

(d) The forced harmonic oscillator for y(t) :

ytt + ω 2 y = F cos (ωt).

(e) The Poisson Equation for the electric potential Φ(x, y, z) :

Φxx + Φyy + Φzz = 4πρ(x, y, z).

SOLUTIONS TO SECTION 1 7

where ρ(x, y, z) is a known charge density.

(f) Burger’s equation for h(x, t) :

ht + hhx = νhxx .

Solution.
(a) PDE, linear, second order, homogeneous.
(b) PDE, linear, second order, homogeneous.
(c) PDE, quasi-linear (non-linear), fourth order.
(d) ODE, linear, second order, non-homogeneous.
(e) PDE, linear, second order, non-homogeneous.
(f) PDE, quasilinear (non-linear), second order

Problem 1.8
Write down the general form of a linear second order differential equation of
a function in three variables.

Solution.
A(x, y, z)uxx + B(x, y, z)uxy + C(x, y, z)uyy + E(x, y, z)uxz + F (x, y, z)uyz +
G(x, y, z)uzz +H(x, y, z)ux +I(x, y, z)uy +J(x, y, z)uz +K(x, y, z)u = L(x, y, z)

Problem 1.9
Give the orders of the following PDEs, and classify them as linear or non-
linear. If the PDE is linear, specify whether it is homogeneous or non-
homogeneous.
(a) x2 uxxy + y 2 uyy − log (1 + y 2 )u = 0
(b) ux + u3 = 1
(c) uxxyy + ex ux = y
(d) uuxx + uyy − u = 0
(e) uxx + ut = 3u.

Solution.
(a) Order 3, linear, homogeneous.
(b) Order 1, non-linear.
(c) Order 4, linear, non-homogeneous
(d) Order 2, non-linear.
(e) Order 2, linear, homogeneous
8 CONTENTS

Problem 1.10
Consider the second-order PDE

uxx + 4uxy + 4uyy = 0.

Use the change of variables v(x, y) = y − 2x and w(x, y) = x to show that

uww = 0.

Solution.
Using the chain rule we find

ux = − 2uv + uw
uxx =4uvv − 4uvw + uww
uy =uv
uyy =uvv
uxy = − 2uvv + uvw .

Substituting these into the given PDE we find uww = 0

Problem 1.11
Write the one dimensional wave equation utt = c2 uxx in the coordinates
v = x + ct and w = x − ct.

Solution.
We have

ut =cuv − cuw
utt =c2 uvv − 2c2 uwv + c2 uww
ux =uv + uw
uxx =uvv + 2uvw + uww .

Substituting we find uvw = 0

Problem 1.12
Write the PDE
uxx + 2uxy − 3uyy = 0
in the coordinates v(x, y) = y − 3x and w(x, y) = x + y.
SOLUTIONS TO SECTION 1 9

Solution.
We have

ux = − 3uv + uw
uxx = − 3(−3uv + uw )v + (−3uv + uw )w = 9uvv − 6uvw + uww
uxy = − 3uvv + uvw − 3uvw + uww = −3uvv − 2uvw + uww
uy =uv + uw
uyy =(uv + uw )v + (uv + uw )w = uvv + 2uvw + uww .

Substituting into the PDE we find uvw = 0

Problem 1.13
Write the PDE
aux + buy = 0
in the coordinates s(x, y) = ax+by and t(x, y) = bx−ay. Assume a2 +b2 > 0.

Solution.
According to the chain rule for the derivative of a composite function, we
have

ux =us sx + ut tx = aus + but

uy =us sy + ut ty = bus − aut .

Substituting these into the given equation to obtain

a2 us + abut + b2 us − abut = 0

or
(a2 + b2 )us = 0
and since a2 + b2 > 0 we obtain

us = 0

Problem 1.14
Write the PDE
ux + uy = 1
in the coordinates s = x + y and t = x − y.
10 CONTENTS

Solution.
Using the chain rule we find

ux = us sx + ut tx = us + ut

uy = us sy + ut ty = us − ut .
1
Substituting these into the PDE to obtain us = 2

Problem 1.15
Write the PDE
aut + bux = u, a, b 6= 0
in the coordinates v = ax − bt and w = a1 t.

Solution.
We have ut = −buv + a1 uw and ux = auv . Substituting we find uw = u
SOLUTIONS TO SECTION 2 11

Solutions to Section 2
Problem 2.1
Determine a and b so that u(x, y) = eax+by is a solution to the equation

uxxxx + uyyyy + 2uxxyy = 0.

Solution.
We have uxxxx = a4 eax+by , uyyyy = b4 eax+by , and uxxyy = a2 b2 eax+by . Thus,
substituting these into the equation we find

(a4 + 2a2 b2 + b4 )eax+by = 0.

Since eax+by 6= 0, we must have a4 + 2a2 b2 + b4 = 0 or (a2 + b2 ) = 0. This is

true only when a = b = 0. Thus, u(x, y) = 1

Problem 2.2
Consider the following differential equation

tuxx − ut = 0.

Suppose u(t, x) = X(x)T (t). Show that there is a constant λ such that
X 00 = λX and T 0 = λtT.

Solution.
Substituting into the differential equation we find

tX 00 T − XT 0 = 0

or
X 00 T0
= .
X tT
The LHS is a function of x only whereas the RHS is a function of t only.
This is true only when both sides are constant. That is, there is λ such that

X 00 T0
= =λ
X tT
and this leads to the two ODEs X 00 = λX and T 0 = λtT
12 CONTENTS

Problem 2.3
Consider the initial value problem

xux + (x + 1)yuy = 0, x, y > 1

u(1, 1) = e.
xex
Show that u(x, y) = y
is the solution to this problem.

Solution.  
x x x xex
We have xux +(x+1)yuy = y (e +xe )+(x+1)y − y2 = 0 and u(1, 1) = e

Problem 2.4
Show that u(x, y) = e−2y sin (x − y) is the solution to the initial value prob-
lem
ux + uy + 2u = 0, x, y > 1
u(x, 0) = sin x.

Solution.
We have ux +uy +2u = e−2y cos (x − y)−2e−2y sin (x − y)−e−2y cos (x − y)+
2e−2y sin (x − y) = 0 and u(x, 0) = sin x

Problem 2.5
Solve each of the following differential equations:
(a) du
dx
= 0 where u = u(x).
(b) ∂u
∂x
= 0 where u = u(x, y).

Solution.
(a) The general solution to this equation is u(x) = C where C is an arbitrary
constant.
(b) The general solution is u(x, y) = f (y) where f is an arbitrary function of
y

Problem 2.6
Solve each of the following differential equations:
2
(a) ddxu2 = 0 where u = u(x).
∂2u
(b) ∂x∂y = 0 where u = u(x, y).
SOLUTIONS TO SECTION 2 13

Solution.
(a) The general solution to this equation is u(x) = C1 x + C2 where C1 and
C2 are arbitrary constants.
(b) We have uy =R f (y) where f is an arbitrary differentiable function of y.
Hence, u(x, y) = f (y)dy + g(x)
Problem 2.7
Show that u(x, y) = f (y + 2x) + xg(y + 2x), where f and g are two arbitrary
twice differentiable functions, satisfy the equation
uxx − 4uxy + 4uyy = 0.
Solution.
Let v(x, y) = y + 2x. Then
ux =2fv (v) + g(v) + 2xgv (v)
uxx =4fvv (v) + 4gv (v) + 4xgvv (v)
uy =fv (v) + xgv (v)
uyy =fvv (v) + xgvv (v)
uxy =2fvv (v) + gv (v) + 2xgvv (v).
Hence,
uxx − 4uxy + 4uyy =4fvv (v) + 4gv (v) + 4xgvv (v)
−8fvv (v) − 4gv (v) − 8xgvv (v)
+4fvv (v) + 4xgvv (v) = 0
Problem 2.8
Find the differential equation whose general solution is given by u(x, t) =
f (x−ct)+g(x+ct), where f and g are arbitrary twice differentiable functions
in one variable.
Solution.
Let v = x − ct and w = x + ct. We have
ux =fv vx + gw wx = fv + gw
uxx =fvv vx + gww wx = fvv + gww
ut =fv vt + gw wt = −cfv + cgw
utt = − cfvv vt + cgww wt = c2 fvv + c2 gww
Hence, u satisfies the wave equation utt = c2 uxx
14 CONTENTS

Problem 2.9
Let p : R → R be a differentiable function in one variable. Prove that

ut = p(u)ux

has a solution satisfying u(x, t) = f (x + p(u)t), where f is an arbitrary

differentiable function. Then find the general solution to ut = (sin u)ux .

Solution.
Let v = x + p(u)t. Using the chain rule we find

ut = fv · vt = fv · (p(u) + pu ut t).

Thus
(1 − tfv pu )ut = fv p.
If 1 − tfv pu ≡ 0 on any t−interval I then fv p ≡ 0 on I which implies that
fv ≡ 0 or p ≡ 0 on I. But either condition will imply that tfv pu = 0 and
this will imply that 1 = 1 − tfv pu = 0, a contradiction. Hence, we must have
1 − tfv pu 6≡ 0. In this case,
fv p
ut = .
1 − tfv pu
Likewise,
ux = fv · (1 + pu ux t)
or
fv
ux = .
1 − tfv pu
It follows that ut = p(u)ux .
If ut = (sin u)ux then p(u) = sin u so that the general solution is given by

u(x, t) = f (x + t sin u)

where f is an arbitrary differentiable function in one variable

Problem 2.10
Find the general solution to the pde

uxx + 2uxy + uyy = 0.

Hint: See Problem 1.2.

SOLUTIONS TO SECTION 2 15

Solution.
Using Problem 1.2, we found uss = 0. Hence, u(s, t) = sf (t) + g(t) where
f and g are arbitrary differentiable functions. In terms of x and y we find
u(x, y) = xf (x − y) + g(x − y)

Problem 2.11
Let u(x, t) be a function such that uxx exists and u(0, t) = u(L, t) = 0 for all
t ∈ R. Prove that Z L
uxx (x, t)u(x, t)dx ≤ 0.
0

Solution.
Using integration by parts, we compute
Z L Z L
L
uxx (x, t)u(x, t)dx = ux (x, t)u(x, t)|x=0 − u2x (x, t)dx
0 0
Z L
=ux (L, t)u(L, t) − ux (0, t)u(0, t) − u2x (x, t)dx
0
Z L
=− u2 (x, t)dx ≤ 0
0

Note that we have used the boundary conditions u(0, t) = u(L, t) = 0 and
the fact that u2x (x, t) ≥ 0 for all x ∈ [0, L]

Problem 2.12
Consider the initial value problem
ut + uxx = 0, x ∈ R, t > 0
u(x, 0) = 1.
(a) Show that u(x, t) ≡ 1 is a solution to this problem.
n2 t
(b) Show that un (x, t) = 1 + e n sin nx is a solution to the initial value
problem
ut + uxx = 0, x ∈ R, t > 0
sin nx
u(x, 0) = 1 + .
n
(c) Find sup{|un (x, 0) − 1| : x ∈ R}.
(d) Find sup{|un (x, t) − 1| : x ∈ R, t > 0}.
(e) Show that the problem is ill-posed.
16 CONTENTS

Solution.
(a) This can be done by plugging in the equations.
(b) Plug in.
(c) We have sup{|un (x, 0) − 1| : x ∈ R} = n1 sup{| sin nx| : x ∈ R} = n1 .
2
en t
(d) We have sup{|un (x, t) − 1| : x ∈ R} = n
.
2
en t
(e) We have limt→∞ sup{|un (x, t) − 1| : x ∈ R, t > 0} = limt→∞ n
= ∞.
Hence, the solution is unstable and thus the problem is ill-posed

Problem 2.13
Find the general solution of each of the following PDEs by means of direct
integration.
(a) ux = 3x2 + y 2 , u = u(x, y).
(b) uxy = x2 y, u = u(x, y).
(c) uxtt = e2x+3t , u = u(x, t).

Solution.
(a) u(x, y) = x3 + xy 2 + f (y), where f is an arbitrary differentiable function.
3 2
(b) u(x, y) = x 6y + F (x) + g(y), where F (x) = f (x)dx and g(y) is an
R

arbitrary differentiable function.

1 2x+3t
R R
(c) u(x, t) = 18 e + t f1 (x)dx + f2 (x)dx + g(t)

Problem 2.14
Consider the second-order PDE

uxx + 4uxy + 4uyy = 0.

(a) Use the change of variables v(x, y) = y − 2x and w(x, y) = x to show

that uww = 0.
(b) Find the general solution to the given PDE.

Solution.
(a) Using the chain rule we find

ux = − 2uv + uw
uxx =4uvv − 4uvw + uww
uy =uv
uyy =uvv
uxy = − 2uvv + uvw .
SOLUTIONS TO SECTION 2 17

Substituting these into the given PDE we find uww = 0.

(b) Solving the equation uww = 0 we find uw = f (v) and u(v, w) = wf (v) +
g(v). In terms of x and y the general solution is u(x, y) = xf (y − 2x) + g(y −
2x)

Problem 2.15
Derive the general solution to the PDE

utt = c2 uxx

by using the change of variables v = x + ct and w = x − ct.

Solution.
We have

ut =cuv − cuw
utt =c2 uvv − 2c2 uwv + c2 uww
ux =uv + uw
uxx =uvv + 2uvw + uww

Substituting we find uvw = 0 and solving Rthis equation we find uv = f (v)

and u(v, w) = F (v) + G(w) where F (v) = f (v)dv.
Finally, using the fact that v = x + ct and w = x − ct; we get d’Alembert’s
solution to the one-dimensional wave equation:

u(x, t) = F (x + ct) + G(x − ct)

where F and G are arbitrary differentiable functions

18 CONTENTS

Solutions to Section 3
Problem 3.1
Solve the IVP: y 0 + 2ty = t, y(0) = 0

Solution.
2
R
Since p(t) = 2t, we find µ(t) = e 2tdt = et . Multiplying the given equation
2
by et to obtain
 2 0 2
et y = tet

Integrating both sides with respect to t and using substitution on the right-
hand integral to obtain
2 1 2
et y = et + C
2
2
Dividing the last equation by et to obtain

2 1
y(t) = Ce−t +
2

Since y(0) = 0, we find C = − 12 . Thus, the unique solution to the IVP is

given by
1 2
y = (1 − e−t )
2

Problem 3.2
Find the general solution: y 0 + 3y = t + e−2t

Solution.
Since p(t) = 3, the integrating factor is µ(t) = e3t . Thus, the general solution
is
y(t) = e−3t Re3t (t + e−2t )dt + Ce−3t
R

= e−3t 3t t
 3t (te + e )dt + Ce
−3t

= e−3t e9 (3t − 1) + et + Ce−3t

= 3t−1
9
+ e−2t + Ce−3t

Problem 3.3
Find the general solution: y 0 + 1t y = 3 cos t, t > 0
SOLUTIONS TO SECTION 3 19

Solution. R dt
Since p(t) = 1t , the integrating factor is µ(t) = e t = eln t = t. Using the
method of integrating factor we find
1
3t cos tdt + Ct
R
y(t) = t
= 3t (t sin t + cos t) + Ct
= 3 sin t + 3 cos
t
t
+ Ct
Problem 3.4
Find the general solution: y 0 + 2y = cos (3t).
Solution.
We have p(t) = 2 so that µ(t) = e2t . Thus,
Z
−2t
y(t) = e e2t cos (3t)dt + Ce−2t

But
e2t
Z Z
2t 2
e cos (3t)dt = sin (3t) − e2t sin (3t)dt
3 3
e2t 2 e2t
Z
2
= sin (3t) − (− cos (3t) + e2t cos (3t)dt)
3 3 3 3
e2t
Z
13
e2t cos (3t)dt = (3 sin (3t) + 2 cos (3t))
9 9
e2t
Z
e2t cos (3t)dt = (3 sin (3t) + 2 cos (3t))
13
Hence,
1
y(t) = (3 sin (3t) + 2 cos (3t)) + Ce−2t
13
Problem 3.5
Find the general solution: y 0 + (cos t)y = −3 cos t.
Solution.
Since p(t) = cos t we have µ(t) = esin t . Thus,
Z
− sin t
y(t) =e esin t (−3 cos t)dt + Ce− sin t

= − 3e− sin t esin t + Ce− sin t

=Ce− sin t − 3
20 CONTENTS

Problem 3.6
Given that the solution to the IVP ty 0 + 4y = αt2 , y(1) = − 13 exists on the
interval −∞ < t < ∞. What is the value of the constant α?

Solution.
4
Solving this equation with the integrating factor method with p(t) = t
we
find µ(t) = t4 . Thus,
Z
1 C
y = 4 t4 (αt)dt + 4
t t
α 2 C
= t + 4
6 t
Since the solution is assumed to be defined for all t, we must have C = 0.
On the other hand, since y(1) = − 13 we find α = −2

Problem 3.7
Suppose that y(t) = Ce−2t + t + 1 is the general solution to the equation
y 0 + p(t)y = g(t). Determine the functions p(t) and g(t).

Solution. R
The integrating factor is µ(t) = e2t . Thus, p(t)dt = 2t and this implies that
p(t) = 2. On the other hand, the function t + 1 is the particular solution
to the nonhomogeneous equation so that (t + 1)0 + 2(t + 1) = g(t). Hence,
g(t) = 2t + 3

Problem 3.8
Suppose that y(t) = −2e−t + et + sin t is the unique solution to the IVP
y 0 + y = g(t), y(0) = y0 . Determine the constant y0 and the function g(t).

Solution.
First, we find y0 : y0 = y(0) = −2 + 1 + 0 = −1. Next, we find g(t) : g(t) =
y 0 + y = (−2e−t + et + sin t)0 + (−2e−t + et + sin t) = 2e−t + et + cos t − 2e−t +
et + sin t = 2et + cos t + sin t

Problem 3.9
Find the value (if any) of the unique solution to the IVP y 0 + (1 + cos t)y =
1 + cos t, y(0) = 3 in the long run?
SOLUTIONS TO SECTION 3 21

Solution. R
The integrating factor is µ(t) = e (1+cos t)dt = et+sin t . Thus, the general solu-
tion is
Z
−(t+sin t)
y(t) =e et+sin t (1 + cos t)dt + Ce−(t+sin t)

=1 + Ce−(t+sin t)

Since y(0) = 3, we find C = 2 and therefore y(t) = 1 + 2e−(t+sin t) . Finally,

lim y(t) = lim (1 + 2e− sin t e−t ) = 1

t→∞ t→∞

Problem 3.10
Solve the initial value problem ty 0 = y + t, y(1) = 7

Solution.
Rewriting the equation in the form
1
y0 − y = 1
t
we find p(t) = − 1t and µ(t) = 1t . Thus, the general solution is given by

y(t) = t ln |t| + Ct

But y(1) = 7 so that C = 7. Hence,

y(t) = t ln |t| + 7t

Problem 3.11
Show that if a and λ are positive constants, and b is any real number, then
every solution of the equation

y 0 + ay = be−λt

has the property that y → 0 as t → ∞. Hint: Consider the cases a = λ and

a 6= λ separately.

Solution.
Since p(t) = a we find µ(t) = eat . Suppose first that a = λ. Then

y 0 + ay = be−at
22 CONTENTS

and the corresponding general solution is

y(t) = bte−at + Ce−at

Thus,
limt→∞ y(t) = limt→∞ ( ebtat + eCat )
= limt→∞ aebat = 0
Now, suppose that a 6= λ then

b −λt
y(t) = e + Ce−at
a−λ
Thus,
lim y(t) = 0
t→∞

Problem 3.12
Solve the initial-value problem y 0 + y = et y 2 , y(0) = 1 using the substitution
1
u(t) = y(t)

Solution.
Substituting into the equation we find

u0 − u = −et , u(0) = 1

Solving this equation by the method of integrating factor with µ(t) = e−t we
find
u(t) = −tet + Cet
Since u(0) = 1, C = 1 and therefore u(t) = −tet + et . Finally, we have

y(t) = (−tet + et )−1

Problem 3.13
Solve the initial-value problem ty 0 + 2y = t2 − t + 1, y(1) = 1
2

Solution.
Rewriting the equation in the form
2 1
y0 + y = t − 1 +
t t
SOLUTIONS TO SECTION 3 23

2
Since p(t) = t
we find µ(t) = t2 . The general solution is then given by

t2 t 1 C
y(t) = − + + 2
4 3 2 t
1 1
Since y(1) = 2
we find C = 12
. Hence,

t2 t 1 1
y(t) = − + +
4 3 2 12t2
Problem 3.14
Solve y 0 − 1t y = sin t, y(1) = 3. Express your answer in terms of the sine
Rt
integral, Si(t) = 0 sins s ds.

Solution.
Since p(t) = − 1t we find µ(t) = 1t . Thus,

0 R 0
1 t sin s
t
y = 0 s
1
t
y(t) = Si(t) + C
y(t) = tSi(t) + Ct

Since y(1) = 3, C = 3 − Si(1). Hence, y(t) = tSi(t) + (3 − Si(1))t

24 CONTENTS

Solutions to Section 4
Problem 4.1
Solve the (separable) differential equation

2 −ln y 2
y 0 = tet .

Solution.
At first, this equation may not appear separable, so we must simplify the
right hand side until it is clear what to do.

2 −ln y 2
y 0 =tet
 
1
t2 ln
=te · e y2

2 1
=tet · 2
y
t 2
= 2 et .
y

Separating the variables and solving the equation we find

2
y 2 y 0 =tet
Z Z
1 3 0 2
(y ) dt = tet dt
3
1 3 1 t2
y = e +C
3 2
3 2
y = et + C
3
2

Problem 4.2
Solve the (separable) differential equation

t2 y − 4y
y0 = .
t+2
SOLUTIONS TO SECTION 4 25

Solution.
Separating the variables and solving we find

y 0 t2 − 4
= =t−2
y t+2
Z Z
0
(ln |y|) dt = (t − 2)dt
t2
ln |y| = − 2t + C
2
t2
y(t) =Ce 2 −2t

Problem 4.3
Solve the (separable) differential equation

ty 0 = 2(y − 4).

Solution.
Separating the variables and solving we find

y0 2
=
y−4 t
Z Z
0 2
(ln |y − 4|) dt = dt
t
ln |y − 4| = ln t2 + C
y−4
ln | 2 | =C
t
y(t) =Ct2 + 4

Problem 4.4
Solve the (separable) differential equation

y 0 = 2y(2 − y).

Solution.
Separating the variables and solving (using partial fractions in the process)
26 CONTENTS

we find
y0
=2
y(2 − y)
y0 y0
+ =2
2y 2(2 − y)
Z Z Z
1 0 1 0
(ln |y|) dt − (ln |2 − y|) dt = 2dt
2 2
 
 y 
ln   =4t + C
2 − y
 
 y  4t
 2 − y  =Ce
 

2Ce4t
y(t) =
1 + Ce4t
Problem 4.5
Solve the IVP
4 sin (2t)
y0 = , y(0) = 1.
y

Solution.
Separating the variables and solving we find

yy 0 =4 sin (2t)
(y 2 )0 =8 sin (2t)
Z Z
2 0
(y ) dt = 8 sin (2t)dt

y 2 = − 4 cos (2t) + C
p
y(t) = ± C − 4 cos (2t).

Since y(0) = 1, we find C = 5 and hence

p
y(t) = 5 − 4 cos (2t)

Problem 4.6
Solve the IVP:
π
yy 0 = sin t, y( ) = −2.
2
SOLUTIONS TO SECTION 4 27

Solution.
Separating the variables and solving we find

0
y2
Z  Z
dt = sin tdt
2
y2
= − cos t + C
2
y 2 = − 2 cos t + C.

p
Since y( π2 ) = −2, we find C = 4. Thus, y(t) = ± (−2 cos t + 4). From
y( π2 ) = −2, we have
p
y(t) = − (−2 cos t + 4)

Problem 4.7
Solve the IVP:
y 0 + y + 1 = 0, y(1) = 0.

Solution.
Separating the variables and solving we find

(ln (y + 1))0 = − 1
ln (y + 1) = − t + C
y + 1 =Ce−t
y(t) = Ce−t − 1.

Since y(1) = 0, we find C = e. Thus, y(t) = e1−t − 1

Problem 4.8
Solve the IVP:
y 0 − ty 3 = 0, y(0) = 2.
28 CONTENTS

Solution.
Separating the variables and solving we find
Z Z
0 −3
y y dt = tdt
Z  −2 0
y t2
dt = + C
−2 2
1 t2
− 2 = +C
2y 2
1
y2 = 2 .
−t + C
q
1 4
Since y(0) = 2, we find C = 4
. Thus, y(t) = ± −4t2 +1
. Since y(0) = 2, we
have y(t) = √ 2
−4t2 +1

Problem 4.9
Solve the IVP:
π
y 0 = 1 + y 2 , y( ) = −1.
4

Solution.
Separating the variables and solving we find

y0
=1
1 + y2
arctan y =t + C
y(t) = tan (t + C).

Since y( π4 ) = −1, we find C = π2 . Hence, y(t) = tan (t + π2 ) = − cot t

Problem 4.10
Solve the IVP:
1
y 0 = t − ty 2 , y(0) = .
2
SOLUTIONS TO SECTION 4 29

Solution.
Separating the variables and solving we find

y0
=−t
y2 − 1
y0 y0
− = − 2t
y−1 y+1
 
y − 1
ln   = − t2 + C
y + 1
y−1 2
=Ce−t
y+1
2
1 + Ce−t
y(t) = .
1 − Ce−t2

Since y(0) = 12 , we find C = − 31 . Thus,

2
3 − e−t
y(t) =
3 + e−t2

Problem 4.11
Solve the equation 3uy + uxy = 0 by using the substitution v = uy .

Solution.
Letting v = uy we obtain 3v + vx = 0. Solving this ODE by the method of
separation of variables we find
vx
=−3
v
ln |v(x, y)| = − 3x + f (y)
v(x, y) =f (y)e−3x .

f (y)e−3x dy = F (y)e−3x + G(x) where F (y) =

R R
Hence, u(x, y) = f (y)dy

Problem 4.12
Solve the IVP
(2y − sin y)y 0 = sin t − t, y(0) = 0.
30 CONTENTS

Solution.
Separating the variables and solving we find
Z Z
−3x 0
f (y)e (2y − sin y)y dt = (sin t − t)dt (4.1)
t2
f (y)e−3x y 2 + cos y = − cos t − + C. (4.2)
2
Since y(0) = 0, we find C = 2. Thus,

t2
y 2 + cos y + cos t + =2
2
Problem 4.13
State an initial value problem, with initial condition imposed at t0 = 2,
having implicit solution y 3 + t2 + sin y = 4.

Solution.
Differentiating both sides of the given equation we find

3y 2 y 0 + cos y + 2t = 0, y(2) = 0

Problem 4.14
Can the differential equation
dy
= x2 − xy
dx
be solved by the method of separation of variables? Explain.

Solution.
If we try to factor the right side of the ODE, we get
dy
= x(x − y).
dx
The second factor is a function of both x and y. The ODE is not separable
SOLUTIONS TO SECTION 5 31

Solutions to Section 5
Problem 5.1
Classify each of the following PDE as linear, quasi-linear, semi-linear, or non-
linear.
(a) xux + yuy = sin (xy).
(b) ut + uux = 0
(c) u2x + u3 u4y = 0.
(d) (x + 3)ux + xy 2 uy = u3
Solution.
(a) Linear (b) Quasi-linear, non-linear (c) Non-linear (d) Semi-linear, non-
linear
Problem 5.2
Show that u(x, y) = ex f (2x − y), where f is a differentiable function of one
variable, is a solution to the equation
ux + 2uy − u = 0.
Solution.
Let w = 2x−y. Then ux +2uy −u = ex f (w)+2ex fw (w)−2ex fw (w)−ex f (w) =
0
Problem 5.3
√
Show that u(x, y) = x xy satisfies the equation
xux − yuy = u
subject to the constraint
u(y, y) = y 2 , y ≥ 0.
Solution.  1 1  3 1 √
We have xux − yuy = x 2 x y − y 21 x 2 y − 2 = x xy = u. Also, u(y, y) =
3 2 2

y2
Problem 5.4
Show that u(x, y) = cos (x2 + y 2 ) satisfies the equation
−yux + xuy = 0
subject to the constraint
u(0, y) = cos y 2 .
32 CONTENTS

Solution.
We have −yux + xuy = −2xy sin (x2 + y 2 ) + 2xy sin (x2 + y 2 ) = 0. Moreover,
u(0, y) = cos y 2

Problem 5.5
Show that u(x, y) = y − 12 (x2 − y 2 ) satisfies the equation

1 1 1
ux + uy =
x y y

subject to u(x, 1) = 21 (3 − x2 ).

Solution.
We have x1 ux + y1 uy = x1 (−x) + y1 (1 + y) = y1 . Moreover, u(x, 1) = 12 (3 − x2 )

Problem 5.6
Find a relationship between a and b if u(x, y) = f (ax+by) is a solution to the
equation 3ux − 7uy = 0 for any differentiable function f such that f 0 (x) 6= 0
for all x.

Solution.
Let v = ax + by. We have

d(ax + by)
ux =fv (v) = afv (v)
dx
d(ax + by)
uy =fv (v) = bfv (v).
dy

Hence, by substitution we find 3a − 7b = 0

Problem 5.7
Reduce the partial differential equation

aux + buy + cu = 0

to a first order ODE by introducing the change of variables s = ax + by and

t = bx − ay.
SOLUTIONS TO SECTION 5 33

Solution.
By the chain rule we find

ux = us sx + ut tx = aus + but

uy = us sy + ut ty = bus − aut .
Thus,
0 = aux + buy + cu = (a2 + b2 )us + cu
or
cu
us + = 0.
a2 + b2
This is a first order linear ODE that can be solved using the method of
separation of variables

Problem 5.8
Solve the partial differential equation

ux + uy = 1

by introducing the change of variables s = x + y and t = x − y.

Solution.
Using the chain rule we find

ux = us sx + ut tx = us + ut

uy = us sy + ut ty = us − ut
Substituting these into the PDE to obtain us = 21 . Solving this ODE we
find u(s, t) = 12 s + f (t) where f is an arbitrary differentiable function in one
variable. Now substituting for s and t we find u(x, y) = 21 (x + y) + f (x − y)

Problem 5.9
Show that u(x, y) = e−4x f (2x − 3y) is a solution to the first-order PDE

3ux + 2uy + 12u = 0.

34 CONTENTS

Solution.
We have

ux = − 4e−4x f (2x − 3y) + 2e−4x f 0 (2x − 3y)

uy = − 3e−4x f 0 (2x − 3y)

Thus,

3ux + 2uy + 12u = − 12e−4x f (2x − 3y) + 6e−4x f 0 (2x − 3y)

−6e−4x f 0 (2x − 3y) + 12e−4x f (2x − 3y) = 0

Problem 5.10
Derive the general solution of the PDE

aut + bux = u, a, b 6= 0

by using the change of variables v = ax − bt and w = a1 t.

Solution.
We have ut = −buv + a1 uw and ux = auv . Substituting we find uw = u
and solving this equation we find u(v, w) = f (v)ew where f is an arbitrary
t
differentiable function in one variable. Thus, u(x, t) = f (ax − bt)e a

Problem 5.11
Derive the general solution of the PDE

aux + buy = 0, a, b 6= 0

by using the change of variables s(x, y) = ax + by and t(x, y) = bx − ay.

Assume a2 + b2 > 0.

Solution.
According to the chain rule for the derivative of a composite function, we
have

ux =us sx + ut tx = aus + but

uy =us sy + ut ty = bus − aut

Substituting these into the given equation to obtain

a2 us + abut + b2 us − abut = 0
SOLUTIONS TO SECTION 5 35

or
(a2 + b2 )us = 0
and since a2 + b2 > 0 we obtain

us = 0.

Solving this equation, we find

u(s, t) = f (t)

where f is an arbitrary differentiable function of one variable. Now, in terms

of x and y we find
u(x, y) = f (bx − ay)

Problem 5.12
Write the equation
ut + cux + λu = f (x, t)
in the coordinates v = x − ct, w = t.

Solution.
Using the chain rule, we find

ut =uv vt + uw wt = −cuv + uw
ux =uv vx + uw wx = uv

Substituting these into the original equation we obtain the equation

uw + λu = f (v + cw, w)

Problem 5.13
Suppose that u(x, t) = w(x − ct) is a solution to the PDE

xux + tut = Au

where A and c are constants. Let v = x − ct. Write the differential equation
with unknown function w(v).
36 CONTENTS

Solution.
Using the chain rule we find

ut = −cwv

and
ux = w v .
Substititution into the original PDE gives

vwv (v) = Aw(v)

SOLUTIONS TO SECTION 7 37

Solutions to Section 7
Problem 7.1
Solve ux + yuy = y 2 with the initial condition u(0, y) = siny.

Solution.
dy
We have a = 1, b = y, and f = y 2 . Solving dx
= y we find y = k1 ex . Solving
k2
du
dx
= y 2 = k12 e2x we find u = 21 e2x + f (k1 ) = 21 y 2 + f (k1 ) = 21 y 2 + f (ye−x ).
Using the initial condition u(0, y) = sin y we find sin y − 21 y 2 = f (y). Hence,
u(x, y) = 21 y 2 − 21 y 2 e−2x e2x + sin (ye−x )

Problem 7.2
Solve ux + yuy = u2 with the initial condition u(0, y) = sin y.

Solution.
dy
We have a = 1, b = y, and f = u2 . Solving dx = y we find y = k1 ex . Solving
du
dx
= u2 we find x + u1 = k2 . Thus, u(x, y) = f (ye−x 1
)−x
. Using the initial
condition u(0, y) = sin y we find f (y) = csc y. Hence, u(x, y) = csc (ye1−x )−x

Problem 7.3
Find the general solution of yux − xuy = 2xyu.

Solution.
The system of ODEs is

dy x du
=− , = 2xu.
dx y dx

Solving the first equation, we find x2 + y 2 = k1 . Solving the second equation,

2 2
we find u = k2 ex . Hence, u(x, y) = ex f (x2 + y 2 ) where f is an arbitrary
differentiable function in one variable

Problem 7.4
Find the integral surface of the IVP: xux + yuy = u, u(x, 1) = 2 + e−|x| .

Solution.
The system of ODEs is
dy y du u
= , = .
dx x dx x
38 CONTENTS

Solving the first equation, we find y =
k1 x. Solving the second equation, we

y
find u = k2 x. Hence, u(x, y) = xf x where f is an arbitrary differentiable
function in one variable. From the initial condition u(x, 1) = 2 + e−|x| we
1
find f (x) = x(2 + e− |x| . Hence, the integral surface is

u(x, y) = y(2 + e−| y | )

x

Problem 7.5
1
Find the unique solution to 4ux + uy = u2 , u(x, 0) = 1+x2
.

Solution.
The system of ODEs can be written as

dx dy du
= = 2.
4 1 u

Solving the equation dx 4

= dy 1
we find x − 4y = k1 . Solving the equation
dy du 1 1
1
= u2 we find u(x, y) = f (x−4y)−y . Using the initial condition u(x, 0) = 1+x 2
2 1
we find f (x) = 1 + x . Hence, u(x, y) = (x−4y)2 +1−y

Problem 7.6
2
Find the unique solution to e2y ux + xuy = xu2 , u(x, 0) = ex .

Solution.
The system of ODEs can be written as

dx dy du
2y
= = 2.
e x xu
du
Thus, xdx = e2y dy which implies x2 − e2y = k1 . Solving the equation u2
= dy
we find y + u1 = k2 = f (x2 − e2y ). Hence,

1
u(x, y) = .
f (x2 − e2y ) − y
2
Using the initial condition u(x, 0) = ex we find f (x) = e−(x+1) . Hence,

1
u(x, y) = −x2 +e2y −1
e −y
SOLUTIONS TO SECTION 7 39

Problem 7.7
Find the unique solution to xux + uy = 3x − u, u(x, 0) = tan−1 x.

Solution.
The system of ODEs can be written as
dx dy du
= = .
x 1 3x − u
dy
Solving the equation dx
x
= 1
we find xe−y = k1 . On the other hand, we have

dx du d(3x − u)
= = =⇒ (3x − u)d(3x − u) = udu.
x 3x − u u
Thus, (3x − u)2 − u2 = k2 = f (xe−y ) which leads to
3 1
u(x, y) = x − f (xe−y ).
2 6x
Using the initial condition, u(x, 0) = tan−1 x we find f (x) = 9x2 −6x tan−1 x.
Hence,
3 9x2 e−2y − 6xe−y tan−1 (xe−y ) 3 3
u(x, y) = x− = x− xe−2y +e−y tan−1 (xe−y )
2 6x 2 2
Problem 7.8
Solve: xux − yuy = 0, u(x, x) = x4 .

Solution.
dy
Solving the equation dx = − xy we find xy = k1 . Since the right-hand side
is 0, u(x, y) = k2 = f (k1 ) = f (xy). But u(x, x) = x4 = f (x2 ). Hence,
f (x) = x2 , x ≥ 0, Hence,

u(x, y) = x2 y 2 , xy ≥ 0

Problem 7.9
Find the general solution of yux − 3x2 yuy = 3x2 u.

Solution.
dy
Solving the equation dx = −3x2 we find y + x3 = k1 . Solving the equation
du
u
= − dy
y
we find uy = k2 = f (k1 ) = f (y + x3 ) where f is a differentiable
function in one variable
40 CONTENTS

Problem 7.10
Find u(x, y) that satisfies yux + xuy = 4xy 3 subject to the boundary condi-
tions u(x, 0) = −x4 and u(0, y) = 0.

Solution.
dy
Solving the equation dx = xy we find y 2 − x2 = k1 . On the other hand,
du = 4y 3 dy so that u(x, y) = y 4 + f (y 2 − x2 ). Since u(x, 0) = −x4 , we
have f (−x2 ) = −x4 or f (x) = −x2 for x ≤ 0. Since u(0, y) = 0 we find
f (y 2 ) = −y 4 so that f (y) − y 2 for y ≥ 0. Hence, f (x) = −x2 for all x.
Finally,
u(x, y) = y 4 − (y 2 − x2 )2 = 2x2 y 2 − x4
SOLUTIONS TO SECTION 8 41

Solutions to Section 8
Problem 8.1
Find the solution to ut + 3ux = 0, u(x, 0) = sin x.
Solution.
dt
Solving dx = 31 we find x − 3t = k1 . Solving the equation du dx
= 0 we find
u(x, t) = k2 = f (x − 3t) where f is a differentiable function in one variable.
Since u(x, 0) = sin x, we find sin x = f (x). Hence, u(x, t) = sin (x − 3t)
Problem 8.2
Solve the equation aux + buy + cu = 0.
Solution.
dy
Solving the equation dx = ab we find bx − ay = k1 . Solving the equation du dx
=
c − ac x − ac x
− a u we find u(x, y) = k2 e = f (bx − ay)e where f is a differentiable
function in one variable
Problem 8.3
Solve the equation ux +2uy = cos (y − 2x) with the initial condition u(0, y) =
f (y) where f : R → R is a given function.
Solution.
dy
Solving the equation dx = 2 we find 2x − y = k1 . Solving the equation
du
dx
= cos (y − 2x) we find
u(x, y) = x cos (y − 2x) + k2 = x cos (y − 2x) + g(2x − y)
where g is a differentiable function in one variable.
Since u(0, y) = f (y), we obtain f (y) = g(−y) or g(y) = f (−y). Thus,
u(x, y) = x cos (y − 2x) + f (y − 2x)
Problem 8.4
Show that the initial value problem ut + ux = x, u(x, x) = 1 has no solution.
Solution.
dy
Solving the equation dx = 1 we find x − y = k1 . Solving the equation dudx
=x
1 2
we find u(x, y) = 2 x + f (x − y) where f is a differentiable function of one
2
variable. Since u(x, x) = 1 we find 1 = 12 x2 + f (0) or f (0) = 1 − x2 which
is impossible since f (0) is a constant. Hence, the given initial value problem
has no solution
42 CONTENTS

Problem 8.5
Solve the transport equation ut + 2ux = −3u with initial condition u(x, 0) =
1
1+x2
.

Solution.
dt
Solving the equation dx = 12 we find x − 2t = k1 . Solving the equation
3
du
dx
= − 32 u we find u(x, t) = f (x − 2t)e− 2 x . Since u(x, 0) = 1+x
1
2 we find
3
e2x
f (x) = 1+x2
. Hence,
e−3t
u(x, t) =
1 + (x − 2t)2
Problem 8.6
Solve ut + ux − 3u = t with initial condition u(x, 0) = x2 .

Solution.
dt du
Solving the equation dx = 1 we find x − t = k1 . Solving the equation dx
=
3u + t = 3u + x + k1 by the method of integrating factor, we find
1 1
u(x, t) = − t − + f (x − t)e3x .
3 9
But u(x, 0) = x2 which leads to f (x) = e−3x x2 + 19 . Hence,

 
3t 2 1 1 1
u(x, t) = e (x − t) + − t−
9 3 9
Problem 8.7
Show that the decay term λu in the transport equation with decay

ut + cux + λu = 0

can be eliminated by the substitution w = ueλt .

Solution.
Using the chain rule we find wt = ut eλt + λueλt and wx = ux eλt . Substituting
these equations into the original equation we find

wt e−λt − λu + cwx e−λt + λu = 0

or
wt + cwx = 0
SOLUTIONS TO SECTION 8 43

Problem 8.8 (Well-Posed)

Let u be the unique solution to the IVP

ut + cux = 0

u(x, 0) = f (x)
and v be the unique solution to the IVP

ut + cux = 0

u(x, 0) = g(x)
where f and g are continuously differentiable functions.
(a) Show that w(x, t) = u(x, t) − v(x, t) is the unique solution to the IVP

ut + cux = 0

u(x, 0) = f (x) − g(x)

(b) Write an explicit formula for w in terms of f and g.
(c) Use (b) to conclude that the transport problem is well-posed. That is, a
small change in the initial data leads to a small change in the solution.

Solution.
(a) w(x, t) is a solution to the equation follows from the principle of super-
position. Moreover, w(x, 0) = u(x, 0) − v(x, 0) = f (x) − g(x).
(b) w(x, t) = f (x − ct) − g(x − ct).
(c) From (b) we see that

sup{|u(x, t) − v(x, t)|} = sup{|f (x) − g(x)|}.

x,t x

Thus, small changes in the initial data produces small changes in the solution.
Hence, the problem is a well-posed problem

Problem 8.9
Solve the initial boundary value problem

ut + cux = −λu, x > 0, t > 0

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

44 CONTENTS

Solution.
dt
Solving dx = 1c we find x − ct = k1 . Solving the equation dudx
= − λc u we find
λ
u(x, t) = f (x − ct)e−
c x . From the condition u(0, t) = g(t) we find f (−ct) =
g(t) or f (t) = g − ct . Thus,
 x −λx
u(x, t) = g t − e c .
c
This is valid only for x < ct since g is defined on (0, ∞). Also, this expression
will not satisfy u(x, 0) = 0. So we define u(x, t) = 0 for x ≥ ct. That is, the
solution to the initial boundary value problem is

λ
g t − xc e− c x if x < ct
u(x, t) =
0 if x ≥ ct

Problem 8.10
Solve the first-order equation 2ut +3ux = 0 with the initial condition u(x, 0) =
sin x.

Solution.
dt
Solving the equation dx = 23 we find 2x − 3t = k1 . Solving the equation
du
dx
= 0 we find u(x, t) = k2 = f (2x−3t) where f is an arbitrary differentiable
function. Using the initial condition we
find f (2x) = sin x or f (x) = sin x2 .

The final answer is u(x, t) = sin 2x−3t

2

Problem 8.11
Solve the PDE ux + uy = 1.

Solution.
dy
Solving the equation dx = 1 we find x − y = k1 . Solving the equation du
dx
=1
we find u(x, y) = x + f (x − y) where f is an arbirary differentiable function
in one variable
SOLUTIONS TO SECTION 9 45

Solutions to Section 9
Problem 9.1
Find the general solution of the PDE ln (y + u)ux + uy = −1.

Solution.
dx
The characteristic equations are ln (y+u) = dy
1
= −1du
. Using the second and
third fractions we find that y + u = k1 . Now, from the first and second
fractions we have lndxk1 = dy
1
so that x + k2 = y ln k1 . Hence, y ln (y + u) − x =
k2 . Hence, the general solution is given by u = −y + f (y ln (y + u) − x) where
f is an arbitrary differentiable function

Problem 9.2
Find the general solution of the PDE x(y − u)ux + y(u − x)uy = u(x − y).

Solution.
dx dy du
The characteristic equations are given by x(y−u)
= y(u−x)
= u(x−y)
. We have

dx + dy + du du
=
x(y − u) + y(u − x) + u(x − y) u(x − y)
or
d(x + y + z) du
= .
0 u(x − y)
Hence. x + y + z = k1 . On the other hand we have
dx dy du
x
+ y u
= .
−(x − y) x−y

This implies that

dx dy du
+ =−
x y u
or
ln xyu = k
f (x+y+z)
that is xyu = k2 . Hence, the general solution is given by u = xy
where
f is an arbitrary differentiable function

Problem 9.3
Find the general solution of the PDE u(u2 + xy)(xux − yuy ) = x4 .
46 CONTENTS

Solution.
dy
The characteristic equations are ux(udx du
2 +xy) = − yu(u2 +xy) = x4 . From the first

and second fractions we get dx x

= − dyy
. Upon integration we find xy = k1 .
From first and third fractions we get x dx = (u3 + uxy)du or x3 dx = (u3 +
3
4 4
k1 u)du. Integration leads to x4 = u4 + k21 u2 + k2 or x4 − u4 − 2k1 u2 = k2 .
Substituting for k1 we find x4 − u4 − 2xyu2 = k2 . Hence, the general solution
is given by x4 − u4 − 2xyu2 = f (xy) where f is an arbitrary differentiable
function

Problem 9.4
Find the general solution of the PDE (y + xu)ux − (x + yu)uy = x2 − y 2 .

Solution.
dx dy du
The characteristic equations are y+xu
= − x+yu = x2 −y 2
. We have

xdx + ydy − udu du

= 2 .
xy + x2 u 2 2
− xy − y u − ux + uy 2 x − y2

Thus, xdx + ydy − udu = 0 or x2 + y 2 − u2 = k1 . On the other hand,

ydx + xdy + udu du

= 2 .
y2 2 2
+ xyu − x − xyu + x − y 2 x − y2

That is, ydx + xdy + udu = 0. Hence, 2xy + u2 = k2 . The general solution is
2xy + u2 = f (x2 + y 2 − u2 ) where f is an arbitrary differentiable function

Problem 9.5
Find the general solution of the PDE (y 2 + u2 )ux − xyuy + xu = 0.

Solution.
dy
The characteristic equations are y2dx
+u2
= −xy du
= −xu . Using the last two
dy du y
fractions we find y = u which leads to u = k1 . On the other hand, we have

xdx + ydy + udu du

= .
xy 2 2 2
+ xu − xy − xu 2 −xu

Thus, xdx + ydy +
udu = 0 or x2 + y 2 + u2 = k2 . The general solution is

x2 + y 2 + u2 = f uy where f is an arbitrary differentiable function
SOLUTIONS TO SECTION 9 47

Problem 9.6
Find the general solution of the PDE ut + uux = x.

Solution.
The characteristic equations are

dx dt du
= = .
u 1 x

Solving dxu
= du
x
we find u2 − x2 = k1 . Solving dt1 = d(x+u)
x+u
we find x + u =
t t 2 2
k2 e = e f (u − x ) where f is an arbitrary differentiable function

Problem 9.7
Find the general solution of the PDE (y − u)ux + (u − x)uy = x − y.

Solution.
The characteristic equations are

dx dy du
= = .
y−u u−x x−y

We have
dx + dy + du dx + dy + du
=
y−u+u−x+x−y 0
so that dx + dy + du = 0. Hence, x + y + u = k1 . Likewise,

xdx + ydy + udu xdx + ydy + udu

=
x(y − u) + y(u − x) + u(x − y) 0

so that xdx + ydy + udu = 0. Hence, x2 + y 2 + u2 = k2 . The general solution

is given by
x2 + y 2 + u2 = f (x + y + u)
where f is an arbitrary differentiable function

Problem 9.8
Solve
x(y 2 + u)ux − y(x2 + u)uy = (x2 − y 2 )u.
48 CONTENTS

Solution.
The characteristic equations are
dx dy du
= = 2 .
x(y 2+ u) 2
−y(x + u) (x − y 2 )u
We first note that
dx dy du dx dy du
x y u x
+ y
+ u
= = = .
y2 + u 2
−(x + u) x2 − y 2 0
Thus,
dx dy du
+ + =0
x y u
which gives xyu = k1 . Likewise, we have
xdx + ydy − du xdx + ydy − du
= .
x2 (y 2 2 2 2 2
+ u) − y (x + u) − (x − y )u 0

Thus, xdx+ydy −du = 0 and this implies that x2 +y 2 −2u = k2 . The general
solution is given by
x2 + y 2 − 2u = f (xyu)
where f is an arbitrary differentiable function

Problem 9.9
Solve √
1 − x2 ux + uy = 0.

Solution.
The characteristic equations are
dx dy du
√ = = .
1−x 2 1 0

From the last fraction, we have u(x, y) = k1 . From the first two fractions, we
have y = sin−1 x + k2 = sin−1 x + f (u) where f is a differentiable function

Problem 9.10
Solve
u(x + y)ux + u(x − y)uy = x2 + y 2 .
SOLUTIONS TO SECTION 9 49

Solution.
The characteristic equations are
dx dy du
= = 2 .
u(x + y) u(x − y) x + y2

Each of these ratio is equivalent to

ydx + xdy − udu xdx − ydy − udu
=
0 0
or
u2 1
d(xy − 2
) 2
(x2 − y 2 − u2 )
= .
0 0
Hence,
1 2 u2
(x − y 2 − u2 ) = f (xy − )
2 2
where f is a differentiable function
50 CONTENTS

Solutions to Section 10
Problem 10.1
Solve
(y − u)ux + (u − x)uy = x − y
with the condition u(x, x1 ) = 0.

Solution.
The characteristic equations are
dx dy du
= = .
y−u u−x x−y
We have
dx + dy + du dx + dy + du
=
y−u+u−x+x−y 0
so that dx + dy + du = 0. Hence, x + y + u = c1 . Likewise,
xdx + ydy + udu xdx + ydy + udu
=
x(y − u) + y(u − x) + u(x − y) 0

so that xdx + ydy + udu = 0. Hence, x2 + y 2 + u2 = c2 . The general solution

is given by
f (x + y + u, x2 + y 2 + u2 ) = 0
where f is an arbitrary differentiable function. Now, using the Cauchy data
u = 0 when xy = 1 we find c21 = (x + y)2 = x2 + y 2 + 2xy = c2 + 2. Hence,
the integral surface is described by

(x + y + u)2 = x2 + y 2 + u2 + 2

and the unique solution is given by

1 − xy
u(x, y) = , x + y 6= 0
x+y

Problem 10.2
Solve the linear equation
yux + xuy = u,
with the Cauchy data u(x, 0) = x3 .
SOLUTIONS TO SECTION 10 51

Solution.
The characteristic equations are
dx dy du
= = .
y x u
Using the first two fractions we find x2 − y 2 = c1 Now, since
du dx + dy
=
u x+y
we can write u = c2 (x + y). Hence, the general solution is given by
u
f (x2 − y 2 , )=0
x+y
or
u = (x + y)g(x2 − y 2 )
where f and g are arbitrary differentiable functions. Using the Cauchy data
we find g(x2 ) = x2 , that is g(x) = x. Consequently, the unique solution is
given by
u(x, y) = (x + y)(x2 − y 2 )

Problem 10.3
Solve
x(y 2 + u)ux − y(x2 + u)uy = (x2 − y 2 )u
with the Cauchy data u(x, −x) = 1.

Solution.
The characteristic equations are
dx dy du
= = .
x(y 2 + u) −y(x2 + u) (x2 − y 2 )u
We first note that
dx dy du dx dy du
x y u x
+ y
+ u
= = = .
y2 + u −(x2 + u) x2 − y 2 0
Thus,
dx dy du
+ + =0
x y u
52 CONTENTS

which gives xyu = c1 . Likewise, we have

xdx + ydy − du xdx + ydy − du

= .
x2 (y 2 2 2 2 2
+ u) − y (x + u) − (x − y )u 0

Thus, xdx + ydy − du = 0 and this implies that x2 + y 2 − 2u = c2 . The general

solution is given by
f (xyu, x2 + y 2 − 2u) = 0
where f is an arbitrary differentiable function. Using the Cauchy data we
see that f (−x2 , 2x2 − 2) = 0 which implies that f (x, y) = 2x + y + 2. Hence,
the unique solution is given by

2xyu + x2 + y 2 − 2u + 2 = 0

Problem 10.4
Solve
xux + yuy = xe−u
with the Cauchy data u(x, x2 ) = 0.

Solution.
The characteristic equations are

dx dy du
= = −u .
x y xe

Using the first two fractions we find xy = c1 . Using the first and the last
fractions we find dx = eu du or x − eu = c2 . Hence, the general solution is
given by
y
f ( , x − eu ) = 0
x
where f is an arbitrary differentiable function. Using the Cauchy data we
find f (x, x − 1) = 0 so that f (x, y) = −x + y + 1. Hence, the unique integral
surface is described by
y
− + x − eu + 1 = 0
x
or  y
u(x, y) = ln x + 1 −
x
SOLUTIONS TO SECTION 10 53

Problem 10.5
Solve the initial value problem

xux + uy = 0, u(x, 0) = f (x)

using the characteristic equations in parametric form.

Solution.
The initial curve in parametric form is

Γ : x0 (t) = t, y0 (t) = 0, u0 (t) = f (t).

Since
dy0 dx0
a(x0 (t), y0 (t), u0 (t)) (t) − b(x0 (t), y0 (t), u0 (t)) (t) = −1 6= 0
dt dt
the initial value problem has a unique solution. The characteristic equations
in parametric form are

dx dy du
= x, = 1, = 0.
ds ds ds
Solving we find

x(s, t) = α(t)es , y(s, t) = s + β(t), u(s, t) = γ(t).

But
x(0, t) = t, y(0, t) = 0, u(0, t) = f (t).
Hence,
x(s, t) = tes , y(s, t) = s, u(s, t) = f (t).
Now, s = y and t = xe−y . Hence, u(x, y) = f (xe−y )

Problem 10.6
Solve the initial value problem

ut + aux = 0, u(x, 0) = f (x).

54 CONTENTS

Solution.
The initial curve parametrization is given by

Γ : x0 (w) = w, t0 (w) = 0, u0 (w) = f (w).

Since
dt0 dx0
a(x0 (w), t0 (w), u0 (w)) (w) − b(x0 (w), t0 (w), u0 (w)) (w) = −1 6= 0
dw dw
the initial value problem has a unique solution. The characteristic curves are
solutions to the system

dt dx du
= 1, = a, = 0.
ds ds ds
Solving this system we find

t(s, w) = s + α(w), x(s, w) = as + β(w), u(s, w) = γ(w).

But x(0, w) = w, t(0, w) = 0, and u(0, w) = f (w) so that we find

x(s, w) = as + w, t(s, w) = s, u(s, w) = f (w).

Using the first two equations we find s = t, w = x − at. Hence, the unique
solution is given by u(t, x) = f (x − at)

Problem 10.7
Solve the initial value problem

aux + uy = u2 , u(x, 0) = cos x

Solution.
The initial curve parametrization is given by

Γ : x0 (t) = t, y0 (t) = 0, u0 (t) = cos t.

Since
dy0 dx0
a(x0 (t), y0 (t), u0 (t)) (t) − b(x0 (t), y0 (t), u0 (t)) (t) = −1 6= 0
dt dt
SOLUTIONS TO SECTION 10 55

the initial value problem has a unique solution. The characteristic curves are
solutions to the system

dx dy du
= a, = 1, = u2 .
ds ds ds
Solving this system we find
1
x(s, t) = as + α(t), y(s, t) = s + β(t), u(s, t) = − .
s + γ(t)

But x(0, t) = t, y(0, t) = 0, and u(0, t) = cos t so that we find

1
x(s, t) = as + t, y(s, t) = s, u(s, t) = .
sec t − s
The first two equations lead to s = y and t = x − ay. Substituting into the
third equation we find
1
u(x, y) =
sec (x − ay) − y

Problem 10.8
Solve the initial value problem

ux + xuy = u, u(1, y) = h(y).

Solution.
The initial curve parametrization is given by

Γ : x0 (t) = 1, y0 (t) = t, u0 (t) = h(t).

Since
dy0 dx0
a(x0 (t), y0 (t), u0 (t)) (t) − b(x0 (t), y0 (t), u0 (t)) (t) = 1 6= 0
dt dt
the initial value problem has a unique solution. The characteristic curves are
solutions to the system

dx dy du
= 1, = x, = u.
ds ds ds
56 CONTENTS

Solving the first equation we find x(s, t) = s + α(t). Since x(0, t) = 1 we find
x(s, t) = s+1. Hence, the second equation above becomes dy ds
= s+1. Solving
s2 2
we obtain y(s, t) = 2 + s + β(t). Since y(0, t) = t we find y(s, t) = s2 + s ++t.
Next, we have du ds
= u so that u(s, t) = γ(t)es . Since u(0, t) = h(t) we find
s
u(s, t) = h(t)e .
Now we need to solve for s and t in terms of x and y. In particular, x = s + 1
2
implies that s = x − 1. Therefore, y = (x−1)2
+ x − 1 + t which implies that
(x−1)2
t = y − 2 − (x − 1). And as a result, we have found the solution

(x − 1)2
 
u(x, y) = h y − − (x − 1) ex−1
2

Problem 10.9
Solve the initial value problem

uux + uy = 0, u(x, 0) = f (x).

Solution.
The initial curve parametrization is given by

Γ : x0 (t) = t, y0 (t) = 0, u0 (t) = f (t).

Since
dy0 dx0
a(x0 (t), y0 (t), u0 (t)) (t) − b(x0 (t), y0 (t), u0 (t)) (t) = −1 6= 0
dt dt
the initial value problem has a unique solution. The characteristic curves are
solutions to the system

dx dy du
= u, = 1, = 0.
ds ds ds
Solving the second equation we find y(s, t) = s+β(t). Since y(0, t) = 0 we find
y(s, t) = s. Solving the last equation we find u(s, t) = γ(t). But u(0, t) = f (t)
so that u(s, t) = f (t). Now, dxds
= f (t) so that x(s, t) = f (t)s + α(t). Since
x(0, t) = t we conclude that x(s, t) = f (t)s + t. Solving s and t in terms
of x and y we find s = y and t = x − f (t)s = x − f (t)y = x − uy. Thus,
u(x, y) = f (x − uy) so that u is defined implicitly
SOLUTIONS TO SECTION 10 57

Problem 10.10
Solve the initial value problem
√
1 − x2 ux + uy = 0, u(0, y) = y.

Solution.
The initial curve parametrization is given by

Γ : x0 (t) = 0, y0 (t) = t, u0 (t) = t.

Since
dy0 dx0
a(x0 (t), y0 (t), u0 (t)) (t) − b(x0 (t), y0 (t), u0 (t)) (t) = 1 6= 0
dt dt
the initial value problem has a unique solution. The characteristic curves are
solutions to the system

dx 1 dy du
=√ , = 1, = 0.
ds 1 − x2 ds ds

From the last equation, we have u(s, t) = γ(t). Since u(0, t) = t, we find
u(s, t) = t. From the second equation, we have y(s, t) = s + β(t). Since
y(0, t) = t, we find y(s, t) = s + t. From the first equation, we find x(s, t) =
sin (s + α(t)). Since x(0, t) = 0, we find x(s, t) = sin s. Solving s and t in
terms of x and y, we find s = arcsin x and t = y − arcsin x. Hence, the
solution to the problem is u(x, y) = y − arcsin x

Problem 10.11
Consider
xux + 2yuy = 0.

(i) Find and sketch the characteristics.

(ii) Find the solution with u(1, y) = ey .
(iii) What happens if you try to find the solution satisfying either u(0, y) =
g(y) or u(x, 0) = h(x) for given functions g and h?
(iv) Explain, using your picture of the characteristics, what goes wrong at
(x, y) = (0, 0).
58 CONTENTS

Solution.
dy
(i) The characterisitcs are solutions to the ODE dx = 2yx
. Solving we find
2
y = Cx . Thus, the characteristics are parobolas in the plane centered at the
origin. See figure below.

(ii) The general solution is u(x, y) = f (yx−2 ), and so the solution satisfy-
ing the condition at u(1, y) = ey is
−2
u(x, y) = eyx .

(iii) In the first case, we cannot substitute x = 0 into yx−2 (the argument
of the function f, above) because x−2 is not defined at 0. Similarly, in the
second case, we’d need to find a function f so that f (0) = h(x). If h is not
constant, it is not possible to satisfy this condition for all x ∈ R.
(iv) All characteristics intersect at (0, 0). Since the solution is constant along
any characteristic, if the solution is not exactly constant for all (x, y), then
the limit of u(x, y) as (x, y) → (0, 0) is different if we approach (0, 0) along
different characteristics. Therefore, the method doesn’t work at that point

Problem 10.12
Solve the equation ux + uy = u subject to the condition u(x, 0) = cos x.

Solution.
The initial curve in R3 can be given parametrically as

Γ : x0 (t) = t, y0 (t) = 0, u0 (t) = cos t.

SOLUTIONS TO SECTION 10 59

We have
dy0 dx0
a(x0 (t), y0 (t), u0 (t)) (t) − b(x0 (t), y0 (t), u0 (t)) (t) = −1 6= 0
dt dt
so by Theorem 11.1 the given Cauchy problem has a unique solution. To find
this solution, we solve the system of ODEs

dx
=1
ds
dy
=1
ds
du
=u.
ds
Solving this system we find

x(s, t) = s + α(t), y(s, t) = s + β(t), u(s, t) = γ(t)es .

But x(0, t) = t so that α(t) = t. Similarly, y(0, t) = 0 so that β(t) = 0

and u(0, t) = cos t implies γ(t) = cos t. Hence, the unique solution is given
parametrically by the equations

x(s, t) = t + s, y(s, t) = s, u(s, t) = es cos t.

Solving the first two equations for s and t we find

s = y, t = x − y

and substituting these into the third equation we find

u(x, y) = ey cos (x − y)

Problem 10.13
(a) Find the general solution of the equation

ux + yuy = u.

(b) Find the solution satisfying the Cauchy data u(x, 3ex ) = 2.
(c) Find the solution satisfying the Cauchy data u(x, ex ) = ex .
60 CONTENTS

Solution.
(a) The characteristic equations in non-parametric form are
dx dy du
= = .
1 y u
Using the first two fractions we find y = C1 ex . Using the first and the last
fractions we find u = C2 ex . Thus, the general solution is given by
f (ye−x , ue−x ) = 0
or
u = ex f (ye−x )
where f is an arbitrary differentiable function.
(b) We want 2 = u(x, 3x) = ex f (3ex e−x ) = ex f (3). This equation is impossi-
ble so this Cauchy problem has no solutions.
(c) We want ex = ex f (ex e−x ) =⇒ f (1) = 1. In this case, there are infinitely
many solutions to this Cauchy problem, namely, u(x, y) = ex f (ye−x ) where
f is an arbitrary function satisfying f (1) = 1

Problem 10.14
Solve the Cauchy problem
ux + 4uy = x(u + 1)
u(x, 5x) = 1.

Solution.
dx dy du
The characteristic equations are 1
= 4
= x(u+1)
. Solving we find 4x−y = C1
x2
and u + 1 = C2 e . Thus, the general solution is given by f (4x − y, (u +
2
x2 x2
1)e− 2 ) = 0 or u = −1 + e 2 f (4x − y).
x2 x2
Using the condition u(x, 5x) = 1 we obtain e 2 f (−x) = 2 or f (x) = 2e− 2 .
Thus,
x2 (4x−y)2
u(x, y) = −1 + 2e 2 e− 2

Problem 10.15
Solve the Cauchy problem
ux − uy = u
u(x, −x) = sin x.
SOLUTIONS TO SECTION 10 61

Solution.
dy
The characteristic equations are dx
1
= −1 = du
u
. Solving we find x+y = C1 and
u = C2 e . Thus, the general solution is f (x + y, ue−x ) = 0 or u = ex f (x + y).
x

Using the condition u(x, −x) = sin x we find f (0) = e−x sin x which is an
impossible equation. Hence, the Cauchy problem has no solutions

Problem 10.16
(a) Find the characteristics of the equation

yux + xuy = 0.

(b) Sketch some of the characteristics.

2
(c) Find the solution satisfying the boundary condition u(0, y) = e−y .
(d) In which region of the plane is the solution uniquely determined?

Solution.
dy
(a) The characteristics satisfy the ODE dx = xy . Solving this equation we find
x2 − y 2 = C. Thus, the characteristics are hyperbolas.
(b)

(c) The general solution to the PDE is u(x, y) = f (x2 − y 2 ) where f is

2
an arbitrary differentiable function. Since u(0, y) = e−y we find f (y) = ey .
2 2
Hence, u(x, y) = ex −y .
(d) This solution is only defined in the region covered by characteristics that
62 CONTENTS

cross the y axis: y 2 − x2 > 0. The solution in the region y 2 − x2 < 0 can be
any function of the form u(x, y) = f (x2 − y 2 )

Problem 10.17
Consider the equation ux + yuy = 0. Is there a solution satisfying the extra
condition
(a) u(x, 0) = 1
(b) u(x, 0) = x?
If yes, give a formula; if no, explain why.

Solution.
dy
(a) Solving the ODE dx = y we find the characteristics ye−x = C. Thus,
u(x, y) = f (ye−x ). If u(x, 0) = 1 then we choose f to be any arbitrary
differentiable function satisfying f (0) = 1.
(b) The line y = 0 is a characteristic so that u has to be constant there.
Hence, there is no solution satisfying the condition u(x, 0) = x
SOLUTIONS TO SECTION 11 63

Solutions to Section 11
Problem 11.1
Classify each of the following equation as hyperbolic, parabolic, or elliptic:
(a) Wave propagation: utt = c2 uxx , c > 0.
(b) Heat conduction: ut = cuxx , c > 0.
(c) Laplace’s equation: ∆u = uxx + uyy = 0.

Solution.
(a) We have A = 1, B = 0 and C = −c2 so that B 2 − 4AC = 4c2 > 0. Thus,
the given equation is of hyperbolic type.
(b) We have A = 0, B = 0 and C = c so that B 2 − 4AC = 0. Thus, the given
equation is of parabolic type.
(c) We have A = 1, B = 0 and C = 1 so that B 2 − 4AC = −4 < 0. Thus,
the given equation is of elliptic type

Problem 11.2
Classify the following linear scalar PDE with constant coefficents as hyper-
bolic, parabolic or elliptic.
(a) uxx + 4uxy + 5uyy + ux + 2uy = 0.
(b) uxx − 4uxy + 4uyy + 3ux + 4u = 0.
(c) uxx + 2uxy − 3uyy + 2ux + 6uy = 0.

Solution.
(a) We have A = 1, B = 4 and C = 5 so that B 2 − 4AC = 16 − 20 = −4 < 0.
Thus, the given equation is of elliptic type.
(b) We have A = 1, B = −4 and C = 4 so that B 2 − 4AC = 16 − 16 = 0.
Thus, the given equation is of parabolic type.
(c) We have A = 1, B = 2 and C = −3 so that B 2 − 4AC = 4 + 12 = 16 > 0.
Thus, the given equation is of hyperbolic type

Problem 11.3
Find the region(s) in the xy−plane where the equation

(1 + x)uxx + 2xyuxy − y 2 uyy = 0

is elliptic, hyperbolic, or parabolic. Sketch these regions.

64 CONTENTS

Solution.
We have A = 1 + x, B = 2xy, and C = −y 2 so that B 2 − 4AC = 4x2 y 2 +
4y 2 (1 + x) = 4y 2 (x2 + x + 1).
• The PDE is of hyperbolic type if 4y 2 (x2 + x + 1) > 0. This is true for all
y 6= 0. Graphically, this is the xy−plane with the x−axis removed.
• The PDE is of parabolic type if 4y 2 (x2 + x + 1) = 0. Since x2 + x + 1 > 0
for all x ∈ R, we must have y = 0. Graphically, this is x−axis.
• The PDE is of elliptic type if 4y 2 (x2 + x + 1) < 0 which can not happen

Problem 11.4
Show that u(x, t) = cos x sin t is a solution to the problem

utt = uxx
u(x, 0) = 0
ut (x, 0) = cos x
ux (0, t) = 0

for all x, t > 0.

Solution.
We have

ux (x, t) = − sin x sin t,

uxx (x, t) = − cos x sin t,
ut (x, t) = cos x cos t,
utt (x, t) = − cos x sin t.

Thus,

uxx (x, t) = − cos x sin t = utt (x, t),

u(x, 0) = cos x sin 0 = 0,
ut (x, 0) = cos x cos 0 = cos x,
ux (0, t) = − sin 0 sin t = 0

Problem 11.5
Classify each of the following PDE as linear, quasilinear, semi-linear, or non-
linear.
SOLUTIONS TO SECTION 11 65

(a) ut + uux = uuxx

(b) xutt + tuyy + u3 u2x = t + 1
(c) utt = c2 uxx
(d) u2tt + ux = 0.
Solution.
(a) Quasi-linear (b) Semi-linear (c) Linear (d) Nonlinear
Problem 11.6
Show that, for all (x, y) 6= (0, 0), u(x, y) = ln (x2 + y 2 ) is a solution of
uxx + uyy = 0,
and that, for all (x, y, z) 6= (0, 0, 0), u(x, y, z) = √ 1
is a solution of
x2 +y 2 +z 2

uxx + uyy + uzz = 0.

Solution.
We have
2x
ux =
x2
+ y2
2y 2 − 2x2
uxx = 2
(x + y 2 )2
2y
uy = 2
x + y2
2x2 − 2y 2
uyy = 2
(x + y 2 )2
Plugging these expressions into the equation we find uxx + uyy = 0. Similar
argument holds for the second part of the problem
Problem 11.7
Consider the eigenvalue problem
uxx = λu, 0 < x < L
ux (0) = k0 u(0)
ux (L) = −kL u(L)
with Robin boundary conditions, where k0 and kL are given positive numbers
and u = u(x). Can this system have a nontrivial solution u 6≡ 0 for λ > 0?
Hint: Multiply the first equation by u and integrate over x ∈ [0, L].
66 CONTENTS

Solution.
Multiplying the equation by u and integrating, we obtain
Z L Z L
2
λ u (x)dx = uuxx (x)dx
0 0
Z L
=[u(L)ux (L) − u(0)ux (0)] − u2x (x)dx
0
 Z L 
2 2 2
= − kL u(L) + k0 u(0) + ux (x)dx
0

For λ > 0, because k0 , kL > 0, the right-hand side is nonpositive and the
left-hand side is nonnegative. Therefore, both sides must be zero, and there
can be no solution other than u ≡ 0, which is the trivial solution

Problem 11.8
Show that u(x, y) = f (x)g(x), where f and g are arbitrary differentiable
functions, is a solution to the PDE

uuxy = ux uy .

Solution.
Substitute u(x, y) = f (x)g(y) into the left side of the equation to obtain
f (x)g(y)(f (x)g(y))xy = f (x)g(y)f 0 (x)g 0 (y). Now, substitute the same thing
into the right side to obtain (f (x)g(y))x (f (x)g(y))y = f 0 (x)g(y)f (x)g 0 (y) =
f (x)g(y)f 0 (x)g 0 (y). So the sides are equal, which means f (x)g(y) is a solu-
tion

Problem 11.9
Show that for any n ∈ N, the function un (x, y) = sin nx sinh ny is a solution
to the Laplace equation

∆u = uxx + uyy = 0.

Solution.
We have

(un )xx = −n2 sin nx sinh ny and (un )yy = n2 sin nx sinh ny

Hence, ∆un = 0
SOLUTIONS TO SECTION 11 67

Problem 11.10
Solve
uxy = xy.

Solution.
2
Integrate both sides with respect to y to obtain ux (x, y) = xy2 + f (x). Next,
2 2
integrateR both sides w.r.t. x to obtain u(x, y) = x 4y + F (x) + G(y), where
F (x) = f (x)dx can be any function of x, since f (x) itself is an arbitrary
function of x

Problem 11.11
Classify each of the following second-oder PDEs according to whether they
are hyperbolic, parabolic, or elliptic:
(a) 2uxx − 4uxy + 7uyy − u = 0.
(b) uxx − 2 cos xuxy − sin2 xuyy = 0.
(c) yuxx + 2(x − 1)uxy − (y + 2)uyy = 0.

Solution.
(a) We have A = 2, B = −4, C = 7 so B 2 − 4AC = 16 − 56 = −40 < 0. So
this equation is elliptic everywhere in R2 .
(b) We have A = 1, B = −2 cos x, C = − sin2 x so B 2 − 4AC = 4 cos2 x +
4 sin2 x = 4 > 0. So this equation is hyperbolic everywhere in R2 .
(c) We have A = y, B = 2(x − 1), C = −(y + 2) so B 2 − 4AC = 4(x −
1)2 + 4y(y + 2) = 4[(x − 1)2 + (y + 1)2 − 4]. The equation is parabolic if
(x − 1)2 + (y + 1)2 = 4. It is hyperbolic if (x − 1)2 + (y + 1)2 > 4 and elliptic
if (x − 1)2 + (y + 1)2 < 4

Problem 11.12
Let c > 0. By computing ux , uxx , ut , and utt show that
Z x+ct
1 1
u(x, t) = (f (x + ct) + f (x − ct)) + g(s)ds
2 2c x−ct

is a solution to the PDE

utt = c2 uxx
where f is twice differentiable function and g is a differentiable function.
Then compute and simplify u(x, 0) and ut (x, 0).
68 CONTENTS

Solution.
Using the chain rule we find
1 1
ut (x, t) = (cf 0 (x + ct) − cf 0 (x − ct)) + [g(x + ct)(c) − g(x − ct)(−c))
2 2c
c 0 0 1
= (f (x + ct) − f (x − ct)) + (g(x + ct) + g(x − ct))
2 2
c2 00 c
utt = (f (x + ct) + f 00 (x − ct)) + (g 0 (x + ct) − g 0 (c − xt))
2 2
1 0 1
ux (x, t) = (f (x + ct) + f 0 (x − ct)) + [g(x + ct) − g(x − ct)]
2 2c
1 00 1
uxx (x, t) = (f (x + ct) + f 00 (x − ct)) + [g 0 (x + ct) − g 0 (x − ct)].
2 2c
By substitutition we see that c2 uxx = utt . Moreover,
1 x
Z
1
u(x, 0) = (f (x) + f (x)) + g(s)ds = f (x)
2 2c x
and
ut (x, 0) = g(x)

Problem 11.13
Consider the second-order PDE

yuxx + uxy − x2 uyy − ux − u = 0.

Determine the region D in R2 , if such a region exists, that makes this PDE:
(a) hyperbolic, (b) parabolic, (c) elliptic.

Solution.
We have A = y, B = 1, and C = −x2 . Thus, B 2 − 4AC = 1 + 4yx2 . We have
then (a) 1 + 4x2 y > 0, (b) 1 + 4x2 y = 0, (c) 1 + 4x2 y < 0

Problem 11.14
Consider the second-order hyperbolic PDE

uxx + 2uxy − 3uyy = 0.

Use the change of variables v(x, y) = y − 3x and w(x, y) = x + y to solve the

given equation.
SOLUTIONS TO SECTION 11 69

Solution.
We have

ux = − 3uv + uw
uxx =9uvv − 6uvw + uww
uxy = − 3uvv − 2uvw + uww
uy =uv + uw
uyy =(uv + uw )v + (uv + uw )w = uvv + 2uvw + uww

Substituting into the PDE we find uvw = 0. Solving this equation we find
u(v, w) = f (v) + g(w). In terms of x and y we have

u(x, y) = f (y − 3x) + g(x + y)

Problem 11.15
Solve the Cauchy problem

uxx + 2uxy − 3uyy = 0.

u(x, 2x) = 1, ux (x, 2x) = x.

Solution.
From the previous exercise we have

u(x, y) = f (y − 3x) + g(x + y).

From the Cauchy data u(x, 2x) = 1 we find

1 = f (−x) + g(3x). (11.3)

Now from the Cauchy data ux (x, 2x) = x we find

x = −3f 0 (−x) + g 0 (3x). (11.4)

Differentiate (11.3) with respect to x we find

−f 0 (−x) + 3g 0 (3x) = 0 (11.5)

Multiply (11.5) by −3 to obtain

3f 0 (−x) − 9g 0 (3x) = 0 (11.6)

70 CONTENTS

Add (11.4) and (11.6) to obtain x = −8g 0 (3x) or g 0 (x) = − 24

x
. Integrating,
x2
we find g(x) = − 48 + C. Now, from (11.3) we have 1 = f (−x) + g(3x) or
9 2
f (−x) = 1 + 48 x − C = f (x). Thus,

10x2 + y 2 − 7xy + 6
u(x, y) = f (y − 3x) + g(x + y) =
6
SOLUTIONS TO SECTION 12 71

Solutions to Section 12
Problem 12.1
Show that if v(x, t) and w(x, t) satisfy equation 12.1 then αv + βw is also a
solution to 12.1, where α and β are constants.

Solution.
Let z(x, t) = αv(x, t) + βw(x, t). Then we have

c2 zxx =c2 αvxx + c2 βwxx

=αvtt + βvtt
=ztt

Problem 12.2
Show that any linear time independent function u(x, t) = ax + b is a solution
to equation 12.1.

Solution.
Indeed we have c2 uxx (x, t) = 0 = utt (x, t)

Problem 12.3
Find a solution to 12.1 that satisfies the homogeneous conditions u(x, 0) =
u(0, t) = u(L, t) = 0.

Solution.
Clearly the trivial solution u(x, t) = 0 for all x and t is an answer to the
question

Problem 12.4
Solve the initial value problem

utt =9uxx
u(x, 0) = cos x
ut (x, 0) =0.

Solution.
According to Example 12.1, the unique solution is given by
1
u(x, t) = (cos (x − 3t) + cos (x + 3t))
2
72 CONTENTS

Problem 12.5
Solve the initial value problem
utt =uxx
1
u(x, 0) =
1 + x2
ut (x, 0) =0.
Solution.
According to Example 12.1 with w(x) = 0, the unique solution is given by
 
1 1 1
u(x, t) = +
2 1 + (x + t)2 1 + (x − t)2
Problem 12.6
Solve the initial value problem
utt =4uxx
u(x, 0) =1
ut (x, 0) = cos (2πx).
Solution.
We have v(x) = 1 and w(x) = cos (2πx). The unique solution is given by
1 x+2t
Z
1
u(x, t) = [2 + cos (2πs)ds]
2 2 x−2t
 x+2t
1 1
=1 + sin (2πs)
4 2π x−2t
1
=1 + [sin (2πx + 4πt) − sin (2πx − 4πt)]
8π
Problem 12.7
Solve the initial value problem
utt =25uxx
u(x, 0) =v(x)
ut (x, 0) =0
where 
1 if x < 0
v(x) =
0 if x ≥ 0.
SOLUTIONS TO SECTION 12 73

Solution.
The general solution is given by
1
u(x, t) = (v(x + 5t) + v(x − 5t)).
2
Thus, 

 if x − 5t < 0 and x + 5t < 0
1
 1
2
if x − 5t < 0 and x + 5t > 0
u(x, t) = 1
if x − 5t > 0 and x + 5t < 0
 2


0 if x − 5t > 0 and x + 5t > 0
Problem 12.8
Solve the initial value problem
utt =c2 uxx
2
u(x, 0) =e−x
ut (x, 0) = cos2 x.
Solution.
We have
1 x+ct
Z
1 −(x+ct)2 −(x−ct)2
u(x, t) = [e +e ]+ cos2 sds
2 2c x−ct
1 2 2 t 1
= [e−(x+ct) + e−(x−ct) ] + + cos (2x) sin (2ct)
2 2 4c
Problem 12.9
Prove that the wave equation, utt = c2 uxx satisfies the following properties,
which are known as invariance properties. If u(x, t) is a solution, then
(i) Any translate, u(x − y, t) where y is a fixed constant, is also a solution.
(ii) Any derivative, say ux (x, t), is also a solution.
(iii) Any dilation, u(ax, at), is a solution, for any fixed constant a.
Solution.
Just plug the translated/differentiated/dialated solution into the wave equa-
tion and check that it is a solution
Problem 12.10
v(r)
Find v(r) if u(r, t) = r
cos nt is a solution to the PDE
2
urr + ur = utt .
r
74 CONTENTS

Solution.
We have
v 0 (r) v(r)
ur = cos nt − 2 cos nt
r r
v 00 (r) v 0 (r) v(r)
urr = cos nt − 2 2 cos nt + 2 3 cos nt
r r r
v(r)
ut = − n sin nt
r
v(r)
utt = − n2 cos nt
r

Avoiding the trivial solution u = 0, we cancel cos nt and find from urr + 2r ur =
utt the ODE
v 00 (r) v(r)
= −n2
r r
or
v 00 (r) + n2 v(r) = 0.
Solving this equation we find

v(r) = A cos (nr) + B sin (nr)

Problem 12.11
Find the solution of the wave equation on the real line (−∞ < x < +∞)
with the initial conditions

u(x, 0) = ex , ut (x, 0) = sin x.

Solution.
The general solution is given by
Z x+ct
1 1
u(x, t) = [ex−ct + ex+ct + sin sds]
2 c x−ct

Thus,

1 1
u(x, t) = [ex−ct + ex+ct + (cos (x − ct) − cos (x + ct))]
2 c
SOLUTIONS TO SECTION 12 75

Problem 12.12
The total energy of the string (the sum of the kinetic and potential energies)
is defined as
1 L 2
Z
E(t) = (ut + c2 u2x )dx.
2 0
(a) Using the wave equation derive the equation of conservation of energy
dE(t)
= c2 (ut (L, t)ux (L, t) − ut (0, t)ux (0, t)).
dt
(b) Assuming fixed ends boundary conditions, that is the ends of the string
are fixed so that u(0, t) = u(L, t) = 0, for all t > 0, show that the energy is
constant.
(c) Assuming free ends boundary conditions for both x = 0 and x = L, that
is both u(0, t) and u(L, t) vary with t, show that the energy is constant.
Solution.
(a) We have
Z L Z L
dE
(t) = ut utt dx + c2 ux uxt dx
dt 0 0
Z L Z L
2 2 2
= ut utt dx + c ut (L, t)ux (L, t) − c ut (0, t)ux (0, t) − c ut uxx dx
0 0
Z L
2 2
=c ut (L, t)ux (L, t) − c ut (0, t)ux (0, t) + ut (utt − c2 uxx )dx
0
2
=c (ut (L, t)ux (L, t) − ut (0, t)ux (0, t))
since utt − c2 uxx = 0.
(b) Since the ends are fixed, we have ut (0, t) = ut (L, t) = 0. From (a) we
have
dE
(t) = c2 (ut (L, t)ux (L, t) − ut (0, t)ux (0, t)) = 0.
dt
(c) Assuming free ends boundary conditions, that is ux (0, t) = ux (L, t) = 0,
we find dEdt
(t) = 0
Problem 12.13
For a wave equation with damping
utt − c2 uxx + dut = 0, d > 0, 0 < x < L
with the fixed ends boundary conditions show that the total energy decreases.
76 CONTENTS

Solution.
Using the previous exercise, we find
Z L
dE
(t) = −d (ut )2 dx.
dt 0

The right-hand side is nonpositive, so the energy either decreases or is con-

stant. The latter case can occur only if ut (x, t) is identically zero, which
means that the string is at rest

Problem 12.14
(a) Verify that for any twice differentiable R(x) the function

u(x, t) = R(x − ct)

is a solution of the wave equation utt = c2 uxx . Such solutions are called
traveling waves.
(b) Show that the potential and kinetic energies (see Exercise 12.12) are
equal for the traveling wave solution in (a).

Solution.
(a) By the chain rule we have ut (x, t) = −cR0 (x−ct) and utt (x, t) = c2 R00 (x−
ct). Likewise, ux (x, t) = R0 (x − ct) and uxx = R00 (x − ct). Thus, utt = c2 uxx .
(b) We have

1 L
Z Z L 2 Z L 2
2 c 0 2 c
(ut ) dx = [R (x − ct)] dx = (ux )2 dx
2 0 0 2 0 2
Problem 12.15
Find the solution of the Cauchy wave equation

utt = 4uxx

u(x, 0) = x2 , ut (x, 0) = sin 2x.

Simplify your answer as much as possible.

Solution.
The solution is
Z x+ct
1 1
u(x, t) = [f (x − ct) + f (x + ct) + g(s)ds].
2 c x−ct
SOLUTIONS TO SECTION 12 77

Here, f (x) = x2 , g(x) = sin 2x, and c = 2. Thus,

Z x+2t
1 1
u(x, t) = [(x − 2t)2 + (x + 2t)2 ] + sin 2sds
2 4 x−2t
x+2t
1 
=x2 + 4t2 − cos 2s
8 x−2t
1 1
=x2 + 4t2 − cos (2x + 4t) + cos (2x − 4t)
8 8
1
=x2 + 4t2 + sin 2x sin 4t
4
78 CONTENTS

Solutions to Section 13
Problem 13.1
Show that if u(x, t) and v(x, t) satisfy equation (13.1) then αu + βv is also a
solution to (13.1), where α and β are constants.

Solution.
Let z(x, t) = αu(x, t) + βv(x, t). Then we have

kzxx =kαuxx + kβvxx

=αut + βvt
=zt

Problem 13.2
Show that any linear time independent function u(x, t) = ax + b is a solution
to equation (13.1).

Solution.
Indeed we have kuxx (x, t) = 0 = ut (x, t)

Problem 13.3
Find a linear time independent solution u to (13.1) that satisfies u(0, t) = T0
and u(L, T ) = TL .

Solution.
Letg u(x, t) = ax + b. From the assumptions of the problem we must have
b = T0 and a = TLL−T0 . Thus, u(x, t) = T0 + TLL−T0 x

Problem 13.4
Show that to solve (13.1) with the boundary conditions u(0, t) = T0 and
u(L, t) = TL it suffices to solve (13.1) with the homogeneous boundary
conditions u(0, t) = u(L, t) = 0.

Solution.
Let u be the solution to (13.1) that satisfies u(0, t) = u(L, t) = 0. Let w(x, t)
be the time independent solution to (13.1) that satisfies w(0, t) = T0 and
w(L, t) = TL . That is, w(x, t) = T0 + TLL−T0 x. From Exercise 13.1, the function
u(x, t) = u(x, t) + w(x, t) is a solution to (13.1) that satisfies u(0, t) = T0 and
u(L, t) = TL
SOLUTIONS TO SECTION 13 79

Problem 13.5
Find a solution to (13.1) that satisfies the conditions u(x, 0) = u(0, t) =
u(L, t) = 0.
Solution.
Clearly the trivial solution u(x, t) = 0 for all x and t is an answer to the
question
Problem 13.6
Let (I) denote equation (13.1) together with intial condition u(x, 0) = f (x),
where f is not the zero function, and the homogeneous boundary conditions
u(0, t) = u(L, t) = 0. Suppose a nontrivial solution to (I) can be written in
the form u(x, t) = X(x)T (t). Show that X and T satisfy the ODE
X 00 − λk X = 0 and T 0 − λT = 0
for some constant λ.
Solution.
Substituting u(x, t) = X(x)T (t) into (13.1) we obtain
X 00 T0
k = .
X T
Since X only depends on x and T only depends on t, we must have that
there is a constant λ such that
00 T0
k XX = λ and T
= λ.
This gives the two ordinary differential equations
X 00 − λk X = 0 and T 0 − λT = 0
Problem 13.7
Consider again the solution u(x, t) = X(x)T (t). Clearly, T (t) = T (0)e−λt .
Suppose that λ > 0. √ √
(a) Show that X(x) = Aex α + Be−x α , where α = λk and A and B are
arbitrary constants. √
(b) √Show that A and B satisfy the two equations A + B = 0 and A(eL α −
e−L α ) = 0.
(c) Show that A = 0 leads to a contradiction.
√ √
(d) Using (b) and (c) show that eL α = e−L α . Show that this equality leads
to a contradiction. We conclude that λ < 0.
80 CONTENTS

Solution.
(a) Letting α = λk > 0 we obtain √
the ODE√
X 00 − αX = 0 whose general
solution is given by X(x) = Aex α + Be−x α for some constants A and B.
(b) The condition u(0, t) = 0 implies that X(0) = 0 which √
in turn √implies
A + B = 0. Likewise,
√ √
the condition u(L, t) = 0 implies Ae Lα
+ Be−L α = 0.
Hence, A(eL α − e−L α ) = 0.
(c) If A = 0 then B = 0 and u(x, t) is the trivial solution which contradicts
the assumption that u is non-trivial.√
Hence, √we must √have A 6= 0.
(d) Using (b) and (c) √ we obtain e L α
= e−L α or e2L α = 1. This equation
is impossible
√ since 2L α√> 0. Hence, we must have λ < 0 so that X(x) =
A cos (x −α) + B sin (x −α

Problem 13.8
Consider the results of the previous exercise. q
−λ
(a) Show that X(x) = c1 cos βx + c2 sin βx where β = k
.
2 2
(b) Show that λ = λn = − knL2π , where n is an integer.

Solution. q
(a)Now, write β = − λk . Then we obtain the equation X 00 + β 2 X = 0 whose
general solution is given by

X(x) = c1 cos βx + c2 sin βx.

(b) Using X(0) = 0 we obtain c1 = 0. Since c2 6= 0 we must have sin βL = 0.

2 2
Thus, λ = − knL2π , where n is an integer

Problem 13.9
kn2 π 2
Show that u(x, t) = nk=1 uk (x, t), where un (x, t) = cn e L2 t sin nπ
P

L
x sat-
isfies (13.1) and the homogeneous boundary conditions.

Solution.
kn2 π 2
For each integer n ≥ 0 we have un (x, t) = Tc(0) T (0)e L2 t sin nπ


n
L
x is a
solution to (13.1). By superposition, u(x, t) is also a solution to (13.1).
Moreover, u(0, t) = u(L, t) = 0 since un (0, t) = un (L, t) = 0

Problem 13.10
Suppose that a wire is stretched between 0 and a. Describe the boundary
SOLUTIONS TO SECTION 13 81

conditions for the temperature u(x, t) when

(i) the left end is kept at 0 degrees and the right end is kept at 100 degrees;
and
(ii) when both ends are insulated.

Solution.
(i) u(0, t) = 0 and u(a, t) = 100 for t > 0.
(ii) ux (0, t) = ux (a, t) = 0 for t > 0

Problem 13.11
Let ut = uxx for 0 < x < π and t > 0 with boundary conditionsR π 2 u(0,2t) =
0 = u(π, t) and initial condition u(x, 0) = f (x). Let E(t) = 0 (ut + ux )dx.
Show that E 0 (t) < 0.

Solution.
Solving this problem we find u(x, t) = e−t sin x. We have
Z π Z π
−2t −2t
E(t) = 2 2
[e sin x + e cos x]dx = e−2t dx = πe−2t .
0 0

Thus, E 0 (t) = −2πe−2t < 0 for all t > 0

Problem 13.12
Suppose

ut = uxx + 4, ux (0, t) = 5, ux (L, t) = 6, u(x, 0) = f (x).

Calculate the total thermal energy of the one-dimensional rod (as a function
of time).

Solution.
We have Z L
d
u(x, t)dx = ux |L0 + 4L = 1 + 4L.
dt 0

Thus,
Z L
E(t) = f (x)dx + (1 + 4L)t
0
82 CONTENTS

Problem 13.13
Consider the heat equation
ut = kuxx
for x ∈ (0, 1) and t > 0, with boundary conditions u(0, t) = 2 and u(1, t) = 3
for t > 0 and initial conditions u(x, 0) = x for x ∈ (0, 1). A function v(x)
that satisfies the equation v 00 (x) = 0, with conditions v(0) = 2 and v(1) = 3
is called a steady-state solution. Find v(x).

Solution.
Solving the equation v 00 (x) = 0 we find v(x) = ax + b. Using the conditions
v(0) = 2 and v(1) = 3 we find v(x) = x + 2

Problem 13.14
Consider the equation for the one-dimensional rod of length L with given
heat energy source:
ut = uxx + q(x).
Assume that the initial temperature distribution is given by u(x, 0) = f (x).
Find the equilibrium (steady state) temperature distribution in the following
cases.
(a) q(x) = 0, u(0, t) = 0, u(L, t) = T.
(b) q(x) = 0, ux (0, t) = 0, u(L, t) = T.
(c) q(x) = 0, u(0, t) = T, ux (L, t) = α.

Solution.
Recall that a steady-state solution is a solution that does not depend on time
(i.e. ut = 0.).
(a) We have v 00 (x) = 0 =⇒ v(x) = c1 x + c2 . But v(0) = 0 and v(L) = T so
that c1 = TL and c2 = 0. Thus, the steady-state solution is v(x) = TL x.
(b) We have v(x) = c1 x + c2 with v 0 (0) = 0 and v(L) = T. Thus, c1 = 0 and
c2 = T so that v(x) = T.
(c) We have v(x) = c1 x + c2 with v(0) = T and v 0 (L) = α. Thus, c1 = α and
c2 = T so that v(x) = αx + T

Problem 13.15
Consider the equation for the one-dimensional rod of length L with insulated
ends:
cρut = Kuxx , ux (0, t) = ux (L, t) = 0.
SOLUTIONS TO SECTION 13 83

(a) Give the expression for the total thermal energy of the rod.
(b) Show using the equation and the boundary conditions that the total
thermal energy is constant.

Solution. R
L
(a) E(t) = 0 cρu(x, t)dx.
(b) We integrate the equation in x from 0 to L :
Z L Z L
cρut (x, t)dx = Kuxx dx = Kux (x, t)|L0 = 0,
0 0

since ux (0, t) = ux (L, t) = 0. The left-hand side can also be written as

d L
Z
cρu(x, t)dx = E 0 (t).
dt 0
Thus, we have shown that E 0 (t) = 0 so that E(t) is constant

Problem 13.16
Suppose

ut = uxx + x, u(x, 0) = f (x), ux (0, t) = β, ux (L, t) = 7.

(a) Calculate the total thermal energy of the one-dimensional rod (as a func-
tion of time).
(b) From part (a) find the value of β for which a steady-state solution exist.
(c) For the above value of β find the steady state solution.

Solution.
(a) The total thermal energy is
Z L
E(t) = u(x, t)dx.
0

We have
L L
L2
Z Z
dE
= ut (x, t)dx = ux |L0 + xdx = (7 − β) + .
dt 0 0 2
(b) The steady solution (equilibrium) is possible if the right-hand side van-
ishes:
L2
(7 − β) + =0
2
84 CONTENTS

2
Solving this equation for β we find β = 7 + L2 .
(c) By integrating the equation uxx + x = 0 we find the steady solution

x3
u(x) = − + C1 x + C2
6
From the condition ux (0) = β we find C1 = β. The steady solution should
also have the same value of the total energy as the initial condition. This
means Z L 3  Z L
x
− + βx + C2 dx = f (x)dx = E(0).
0 6 0

Performing the integration and then solving for C2 we find

1 L L3
Z
L
C2 = f (x)dx + −β .
L 0 24 2
Therefore, the steady-state solution is

1 L L3 x3
Z
L
u(x) = f (x)dx + − β + βx −
L 0 24 2 6
SOLUTIONS TO SECTION 14 85

Solutions to Section 14
Problem 14.1
Define fn : [0, 1] → R by fn (x) = xn . Define f : [0, 1] → R by

0 if 0 ≤ x < 1
f (x) =
1 if x = 1

(a) Show that the sequence {fn }∞

n=1 converges pointwise to f.
(b) Show that the sequence {fn }∞
n=1 does not converge uniformly to f. Hint:
Suppose otherwise. Let  = 0.5 and get a contradiction by using a point
1
(0.5) N < x < 1.

Solution.
(a) For all 0 ≤ x < 1 we have limn→∞ fn (x) = limn→∞ xn = 0. Also,
limn→∞ fn (1) = 1. Hence, the sequence {fn }∞n=1 converges pointwise to f.
(b) Suppose the contrary. Let  = 12 . Then there exists a positive integer N
such that for all n ≥ N we have

1
|fn (x) − f (x)| <
2
for all x ∈ [0, 1]. In particular, we have

1
|fN (x) − f (x)| <
2
1
for all x ∈ [0, 1]. Choose (0.5) N < x < 1. Then |fN (x) − f (x)| = xN > 0.5 =
 which is a contradiction. Hence, the given sequence does not converge
uniformly

Problem 14.2
Consider the sequence of functions

nx + x2
fn (x) =
n2
defined for all x in R. Show that this sequence converges pointwise to a
function f to be determined.
86 CONTENTS

Solution.
For every real number x, we have

nx + x2 x x2
lim fn (x) = lim = lim + lim =0
n→∞ n→∞ n2 n→∞ n n→∞ n2

Thus, {fn }∞
n=1 converges pointwise to the zero function on R

Problem 14.3
Consider the sequence of functions

sin (nx + 3)
fn (x) = √
n+1
defined for all x in R. Show that this sequence converges pointwise to a
function f to be determined.

Solution.
For every real number x, we have
1 1
−√ ≤ fn (x) ≤ √ .
n+1 n+1
Moreover,
1
lim √ = 0.
n→∞ n+1
Applying the squeeze rule for sequences, we obtain

lim fn (x) = 0
n→∞

for all x in R. Thus, {fn }∞

n=1 converges pointwise to the zero function on R

Problem 14.4
Consider the sequence of functions defined by fn (x) = n2 xn for all 0 ≤ x ≤ 1.
Show that this sequence does not converge pointwise to any function.

Solution.
First of all, observe that fn (0) = 0 for every n in N. So the sequence
{fn (0)}∞
n=1 is constant and converges to zero. Now suppose 0 < x < 1
then n x = n2 en ln x . But ln x < 0 when 0 < x < 1, it follows that
2 n
SOLUTIONS TO SECTION 14 87

limn→∞ fn (x) = 0 for 0 < x < 1

Finally, fn (1) = n2 for all n. So,

lim fn (1) = ∞.
n→∞

Therefore, {fn }∞
n=1 is not pointwise convergent on [0, 1]

Problem 14.5
Consider the sequence of functions defined by fn (x) = (cos x)n for all − π2 ≤
x ≤ π2 . Show that this sequence converges pointwise to a noncontinuous
function to be determined.

Solution.
For − π2 ≤ x < 0 and 0 < x ≤ π
2
we have

lim (cos x)n = 0.

n→∞

For x = 0 we have fn (0) = 1 for all n in N. Therefore, {fn }∞

n=1 converges
pointwise to

0 if − π2 ≤ x < 0 and 0 < x ≤ π2


f (x) =
1 if x = 0

Problem 14.6
n
Consider the sequence of functions fn (x) = x − xn defined on [0, 1).
(a) Does {fn }∞n=1 converge to some limit function? If so, find the limit func-
tion and show whether the convergence is pointwise or uniform.
(b) Does {fn0 }∞
n=1 converge to some limit function? If so, find the limit func-
tion and show whether the convergence is pointwise or uniform.

Solution.
(a) Let  > 0 be given. Let N be a positive integer such that N > 1 . Then
for n ≥ N
n n
 
x − x − x = |x| < 1 ≤ 1 < .
 
 n  n n N
Thus, the given sequence converges uniformly (and pointwise) to the function
f (x) = x.
(b) Since limn→∞ fn0 (x) = 1 for all x ∈ [0, 1), the sequence {fn0 }∞
n=1 converges
88 CONTENTS

pointwise to f 0 (x) = 1. However, the convergence is not uniform. To see

this, let  = 12 and suppose that the convergence is uniform. Then there is a
positive integer N such that for n ≥ N we have
1
|1 − xn−1 − 1| = |x|n−1 < .
2
In particular, if we let n = N + 1 we must have xN < 21 for all x ∈ [0, 1).

1
But x = 12 N ∈ [0, 1) and xN = 12 which contradicts xN < 12 . Hence, the
convergence is not uniform

Problem 14.7
xn
Let fn (x) = 1+x n for x ∈ [0, 2].

(a) Find the pointwise limit f (x) = limn→∞ fn (x) on [0, 2].
(b) Does fn → f uniformly on [0, 2]?

Solution.
(a) The pointwise limit is

 0 if 0 ≤ x < 1
1
f (x) = if x = 1
 2
1 if 1 < x ≤ 2
(b) The convergence cannot be uniform because if it were f would have to
be continuous

Problem 14.8
n+cos x
For each n ∈ N define fn : R → R by fn (x) = 2n+sin2 x
.
(a) Show that fn → 12 uniformly.
R7
(b) Find limn→∞ 2 fn (x)dx.

Solution.
(a) Let  > 0 be given. Note that
 2 cos x − sin2 x 
 
1 ≤ 3 .
|fn (x) − | =  2
2 2(2n + sin x)  4n
3
Since limn→∞ 4n = 0 we can find a positive integer N such that if n ≥ N
3
then 4n < . Thus, for n ≥ N and all x ∈ R we have
1 3
|fn (x) − | ≤ < .
2 4n
SOLUTIONS TO SECTION 14 89

This shows that fn → 21 uniformly on R and also on [2, 7].

(b) We have
Z 7 Z 7 Z 7
1 5
lim fn xdx = lim fn xdx = dx =
n→∞ 2 2 n→∞ 2 2 2

Problem 14.9
Show that the sequence defined by fn (x) = (cos x)n does not converge uni-
formly on [− π2 , π2 ].

Solution.
We have proved earlier that this sequence converges pointwise to the discon-
tinuous function
0 if − π2 ≤ x < 0 and 0 < x ≤ π2

f (x) =
1 if x = 0

Therefore, uniform convergence cannot occur for this given sequence

Problem 14.10
Let {fn }∞
n=1 be a sequence of functions such that

2n
sup{|fn (x)| : 2 ≤ x ≤ 5} ≤ .
1 + 4n
(a) Show that this sequence converges uniformly
R5 to a function f to be found.
(b) What is the value of the limit limn→∞ 2 fn (x)dx?

Solution.
(a) Using the squeeze rule we find

lim sup{|fn (x)| : 2 ≤ x ≤ 5} = 0.

n→∞

Thus, {fn }∞
n=1 converges uniformly to the zero function.
(b) We have Z 5 Z 5
lim fn (x)dx = 0dx = 0
n→∞ 2 2
90 CONTENTS

Solutions to Section 15
Problem 15.1
Let f and g be two functions with common domain D and common period
T. Show that
(a) f g is periodic of period T.
(b) c1 f + c2 g is periodic of period T, where c1 and c2 are real numbers.

Solution.
(a) We have (f g)(x + T ) = f (x + T )g(x + T ) = f (x)g(x) = (f g)(x).
(b) We have (c1 f +c2 g)(x+T ) = c1 f (x+T )+c2 g(x+T ) = c1 f (x)+c2 g(x) =
(c1 f + c2 g)(x)

Problem 15.2
Show
R Lthat for m
6= n we have
(a) −L sin L x sin nπ
mπ


L
x dx = 0 and
RL mπ

nπ


(b) −L cos L x sin L x dx = 0.

Solution.
(a) For n 6= m we have

L
1 L
Z     
(m − n)π
Z  mπ   nπ  (m + n)π
sin x sin x dx = − cos x − cos x dx
−L L L 2 −L L L
  
1 L (m + n)π
=− sin x
2 (m + n)π L
 L
L (m − n)π
− sin x
(m − n)π L −L
=0

where we used the trigonometric identiy

1
sin a sin b = [− cos (a + b) + cos (a − b)].
2
SOLUTIONS TO SECTION 15 91

(b) For n 6= m we have

L
1 L
Z     
(m − n)π
Z  mπ   nπ  (m + n)π
cos x sin x dx = sin x − sin x dx
−L L L 2 −L L L
  
1 L (m + n)π
= − cos x
2 (m + n)π L
 L
L (m − n)π
+ cos x
(m − n)π L −L
=0

where we used the trigonometric identiy

1
cos a sin b = [sin (a + b) − sin (a − b)]
2

Problem 15.3
Compute
RL the following integrals:
2 nπ


(a) −L cos L x dx.
RL
(b) −L sin2 nπ


L
x dx.
RL
(c) −L cos nπ nπ



L
x sin L
x dx.

Solution.
1+cos 2a
(a) Using the trigonometric identity cos2 a = 2
we can write

L
1 L
Z  nπ  Z    
2 2nπ
cos x dx = 1 + cos x dx
−L L 2 −L L
    L
1 L 2nπ
= x+ sin x = L.
2 2nπ L −L

(b) Using the trigonometric identity sin2 a = 1−cos 2a

2
we can write

L
1 L
Z  nπ  Z   
2 2nπ
sin x dx = 1 − cos x dx
−L L 2 −L L
    L
1 L 2nπ
= x− sin x =L
2 2nπ L −L
92 CONTENTS

cos 2a
(c) Using the trigonometric identity cos a sin a = 2
we can write

L
1 L
Z  nπ   nπ  Z  
2nπ
cos x sin x dx = cos x dx
−L L L 2 −L L
   L
L 2nπ
= sin x =0
4nπ L −L

Problem 15.4
Find the Fourier coefficients of

 −π, −π ≤ x < 0
f (x) = π, 0<x<π
0, x = 0, π


on the interval [−π, π].

Solution.
We have

1 π
Z
a0 = f (x)dx = 0
π −π
1 π
Z
an = f (x) cos nxdx
π −π
Z 0 Z π
=− cos nxdx + cos nxdx = 0
−π 0
1 π
Z
bn = f (x) sin nxdx
π −π
Z 0 Z π
=− sin nxdx + sin nxdx
−π 0
2
= [1 − (−1)n ]
n

Problem 15.5
1
Find the Fourier series of f (x) = x2 − 2
on the interval [−1, 1].
SOLUTIONS TO SECTION 15 93

Solution.
We have
Z 1
1 1
a0 = (x2 − )dx = −
−1 2 3
Z 1
1
an = (x2 − ) cos nπxdx
−1 2
Z 1
1 1
Z
2
= x cos nπxdx − cos nπxdx
−1 2 −1
1 Z 1  1
2 sin (nπx) sin (nπx) 1 sin (nπx)
=x − 2x dx −
nπ −1 −1 nπ 2 nπ −1
 1 Z 1
cos (nπx) cos (nπx)
=2x − 2 dx
(nπ)2 −1 −1 (nπ)2
4
= 2
(−1)n .
(nπ)
Z 1
1
bn = (x2 − ) sin nxdx = 0.
−1 2

Note that bn = 0 because the integrand is odd. Hence,

∞
1 X 4
f (x) = − + (−1)n cos (nπx)
6 n=1 (nπ)2

Problem 15.6
Find the Fourier series of the function

 −1, −2π < x < −π
f (x) = 0, −π < x < π
1, π < x < 2π.


Solution.
From the graph of f (x) we see that f is an odd function on (−2π, 2π). Thus,
94 CONTENTS

nx


f (x) cos 2
is odd so that an = 0 for all n ∈ N. Now,

Z 2π
1
a0 = f (x)dx = 0
2π −2π
Z 2π
1  nx 
bn = f (x) sin dx
2π −2π 2
1 2π
Z  nx 
= f (x) sin dx
π 0 2
1 2π
Z  nx 
= sin dx
π π 2
2  nx i2π
=− cos
nπ 2 π
2 h  nπ  n
i
= cos − (−1)
nπ 2

Hence,

∞
X 2 h  nπ  i  nx 
f (x) = cos − (−1)n sin
n=1
nπ 2 2

Problem 15.7
Find the Fourier series of the function


1 + x, −2 ≤ x ≤ 0
f (x) =
1 − x, 0 < x ≤ 2.

Solution.
From the graph of f (x) we see that f is an even function on [−2, 2]. Thus,
SOLUTIONS TO SECTION 15 95

nπ


f (x) sin 2
x is odd so that bn = 0 for all n ∈ N. Now,
1 2
Z Z 0 Z 2 
1
a0 = f (x)dx = (1 + x)dx + (1 − x)dx = 0
2 −2 2 −2 0
1 2
Z  nπ 
an = f (x) cos x dx
2 −2 2
Z 2  nπ 
= (1 − x) cos x dx
0 2
Z 2  nπ  Z 2  nπ 
= cos x dx − x cos x dx
0 2 0 2
4  nπ i2
=− cos x
(nπ)2 2 0
4
= [1 − (−1)n ]
(nπ)2
Hence,
∞
X 4 n
 nπ 
f (x) = [1 − (−1) ] cos x
n=1
(nπ)2 2

Problem 15.8
1
Show that f (x) = x
is not piecewise continuous on [−1, 1].
Solution.
Since the sided limits at the point of discontinuity x = 0 do not exist, the
function is not piecewise continuous in [−1, 1]
Problem 15.9
Assume that f (x) is continuous and has period 2L. Prove that
Z L Z L+a
f (x)dx = f (x)dx
−L −L+a

is independent of a ∈ R. In particular, it does not matter over which interval

the Fourier coefficients are computed as long as the interval length is 2L.
[Remark: This result is also true for piecewise continuous functions].
Solution.
Define the function Z L+a
g(a) = f (x)dx.
−L+a
96 CONTENTS

Using the fundamental theorem of calculus, we have

Z L+a
dg d
= f (x)dx
da da −L+a
=f (L + a) − f (−L + a) = f (−L + a + 2L) − f (−L + a)
=f (−L + a) − f (−L + a) = 0

Hence, g is a constant function, and in particular we can write g(a) = g(0)

for all a ∈ R which gives the desired result

Problem 15.10
Consider the function f (x) defined by


1 0≤x<1
f (x) =
2 1≤x<3

and extended periodically with period 3 to R so that f (x + 3) = f (x) for all

x.
(i) Find the Fourier series of f (x).
(ii) Discuss its limit: In particular, does the Fourier series converge pointwise
or uniformly to its limit, and what is this limit?
(iii) Plot the graph of f (x) and the limit of the Fourier series.

Solution.
(i) The Fourier series is computed for functions of period 2L. Since this
function has period 3, L = 3/2. By the previous problem, we can compute
the coefficients over any interval of length 3, so we might as well use [0, 3].
SOLUTIONS TO SECTION 15 97

Using the formulas for the coefficients, we obtain:

Z L Z 1 Z 3 
1 2 10
a0 = f (x)dx = dx + 2dx =
L −L 3 0 1 3
Z L Z 1   Z 3   
1  nπx  2 2nπx 2nπx
an = f (x) cos dx = cos dx + 2 cos dx
L −L L 3 0 3 1 3
      
2 3 2nπ 2nπ
= sin − 0 + 2 sin 2nπ − sin
3 2nπ 3 3
 
1 2nπ
=− sin
nπ 3
Z L Z 1   Z 3   
1  nπx  2 2nπx 2nπx
bn = f (x) sin dx = sin dx + 2 sin dx
L −L L 3 0 3 1 3
      
2 3 2nπ 2nπ
=− cos − 1 + 2 cos 2nπ − cos
3 2nπ 3 3
   
1 2nπ
=− − cos +1
nπ 3

Thus, the Fourier series is

∞           
10 X 1 2nπ 2nπx 1 2nπ 2nπx
f (x) = + − sin cos − − cos + 1 sin .
3 nπ 3 3 nπ 3 3
n=1

(ii) Using the theorem discussed in class, because this function and its derivative
are piecewise continuous, the Fourier series will converge to the function at each
point of continuity. At any point of discontinuity, the Fourier series will converge
to the average of the left and right limits.
98 CONTENTS

(iii)

Problem 15.11
For the following functions f (x) on the interval −L < x < L, determine the
coefficients an , n = 0, 1, 2, · · · and bn , n ∈ N of the Fourier series expansion.
(a) f (x) = 1.
(b) f (x) = 2 + sin πx


L .

1 x≤0
(c) f (x) =
0 x > 0.
(d) f (x) = x.

Solution.
(a) a0 = 2, an = bn = 0 for n ∈ N.
(b) a0 = 4, an = 0, b1 = 1, and bn = 0.
1
(c) a0 = 1, an = 0, bn = πn [1 − (−1)n ], n ∈ N.
2L
(d) a0 = an = 0, bn = πn (−1)n+1 , n ∈ N

Problem 15.12
Let f (t) be the function with period 2π defined as

2 if 0 ≤ x ≤ π2

f (t) =
0 if π2 < x ≤ 2π

f (t) has a Fourier series and that series is equal to

∞
a0 X
+ (an cos nt + bn sin nt).
2
n=1

a3
Find b3 .
SOLUTIONS TO SECTION 15 99

Solution.
We have Z π
1 2 2
a3 = 2 cos 3xdx = −
π 0 3π
and Z π
1 2 2
b3 = 2 sin 3xdx = .
π 0 3π
a3
Thus, b3 = −1

Problem 15.13
Let f (x) = x3 on [−π, π], extended periodically to all of R. Find the Fourier
coefficients an , n = 1, 2, 3, · · · .

Solution.
Since the extension is an odd function, we must have an = 0 for all n ∈ N

Problem 15.14
Let f (x) be the square wave function

−π −π ≤ x < 0
f (x) =
π 0≤x≤π

extended periodically to all of R. To what value does the Fourier series of f (x)
converge when x = 0?

Solution.
f (x) is piecewise smooth function with discontinuity at x = 0. Thus, the Fourier
series of f (x) at x = 0 converges to

f (0− ) + f (0+ ) −π + π
= =0
2 2

Problem 15.15
(a) Find the Fourier series of

1 −π ≤ x < 0
f (x) =
2 0≤x≤π

extended periodically to all of R. Simplify your coefficients as much as possible.

(−1)n+1
(b) Use (a) to evaluate the series ∞
P
n=1 (2n−1) . Hint: Evaluate the Fourier series
at x = π2 .
100 CONTENTS

Solution.
(a) We have

1 π
Z Z 0 Z π 
1
a0 = f (x)dx = dx + dx = 3
π −π π −π 0
Z π
1
an = f (x) cos nxdx = 0
π −π
1 π 1 1 (−1)n
Z  
bn = f (x) sin nxdx = −
π −π π n n

Thus,
∞
3 2 X sin (2n − 1)x
f (x) = + .
2 π 2n − 1
n=1

(b) By the convergence theorem we have

∞
3 2 X sin (2n − 1) π2
   
1 π− π−
[f +f = + .
2 2 2 2 π 2n − 1
n=1

This implies
∞
3 2 X (−1)n+1
2= +
2 π 2n − 1
n=1

and this reduces to

∞
X (−1)n+1 π
=
2n − 1 4
n=1
SOLUTIONS TO SECTION 16 101

Solutions to Section 16
Problem 16.1
Give an example of a function that is both even and odd.

Solution.
Let f (x) be such a function. Since f is both even and odd, we must have f (x) =
−f (x). This implies that 2f (x) = 0 and therefore f (x) = 0 for all x in the domain
of f

Problem 16.2
Graph the odd and even extensions of the function f (x) = 1, 0 ≤ x ≤ 1.

Solution.
We have 
 1 0<x≤1
fodd (x) = −1 −1 ≤ x < 0
0 x=0


and feven (x) = 1 for −1 ≤ x ≤ 1. The odd extension of f is shown in (a) while the
even extension is shown in (b)

Problem 16.3
Graph the odd and even extensions of the function f (x) = L − x for 0 ≤ x ≤ L.

Solution.
We have 
 L−x 0<x≤L
fodd (x) = −L − x −L ≤ x < 0
0 x=0


and 
L−x 0≤x≤L
feven (x) =
L + x −L ≤ x ≤ 0
102 CONTENTS

The odd extension is shown in (a) while the even extension is shown in (b)

Problem 16.4
Graph the odd and even extensions of the function f (x) = 1 + x2 for 0 ≤ x ≤ L.
Solution.
We have feven (x) = 1 + x2 for −L ≤ x ≤ L while
 1 + x2

0<x≤L
fodd (x) = −1 − x2 −L ≤ x < 0
0, x=0


The odd extension is shown in (a) while the even extension is shown in (b)
SOLUTIONS TO SECTION 16 103

Problem 16.5
Find the Fourier cosine series of the function
0 ≤ x ≤ π2

x,
f (x) =
π − x, π2 ≤ x ≤ π

Solution.
We have "Z π
#
Z π
2 2 π
a0 = xdx + (π − x)dx =
π 0 π 2
2

and for n ∈ N
"Z π
#
Z π
2 2
an = x cos nxdx + (π − x) cos nxdx .
π 0 π
2

Using integration by parts we find

Z π hx Z π iπ
2 1 2 2
x cos nxdx = sin nx − sin nxdx
0 n 0 n 0
π sin (nπ/2) 1 π
= + 2 [cos nx]02
2n n
π sin (nπ/2) cos (nπ/2) 1
= + 2
− 2
2n n n
while
π π
1 π

(π − x)
Z Z
(π − x) cos nxdx = sin nx + sin nxdx
π n π n π
2 2 2

π sin (nπ/2) 1
=− − 2 [cos nx]ππ
2n n 2

π sin (nπ/2) cos (nπ/2) 1

=− + − 2 cos (nπ).
2n n2 n
Thus, when n ∈ N
2
an = [2 cos (nπ/2) − 1 − (−1)n ],
πn2
and the Fourier cosine series of f (x) is
∞
π X 2
f (x) = + [2 cos (nπ/2) − 1 − (−1)n ] cos nx
4 πn2
n=1
104 CONTENTS

Problem 16.6
Find the Fourier cosine series of f (x) = x on the interval [0, π].

Solution.
We have
Z π
2
a0 = xdx = π
π 0

and

2 π
Z
an = x cos nxdx
π 0

2 hx iπ 1 Z π 
= sin nx − sin nxdx
π n 0 n 0
2 2
= 2 [cos nx]π0 = 2 [(−1)n − 1]
n π n π

Hence, the Fourier cosine of f is

∞
π X 2
f (x) = + [(−1)n − 1] cos nx
2 n2 π
n=1

Problem 16.7
Find the Fourier sine series of f (x) = 1 on the interval [0, π].

Solution.
We have
Z π
2 2
bn = sin nxdx = [1 − (−1)n ].
π 0 nπ

Hence, the Fourier sine series of f is

∞
X 2
f (x) = [1 − (−1)n ] sin nx
nπ
n=1

Problem 16.8
Find the Fourier sine series of f (x) = cos x on the interval [0, π].
SOLUTIONS TO SECTION 16 105

Solution.
We have
2 π
Z
bn = cos x sin nxdx
π 0
Z π
1
= [sin (n + 1)x − sin (1 − n)x]dx
π 0
cos (n + 1)x cos (1 − n)x π
 
1
= − +
π n+1 1−n 0
n
 
2n 1 − (−1)
=
π n2 − 1

Hence, the Fourier sine series is

∞
1 − (−1)n
 
2X
f (x) = n sin nx
π n2 − 1
n=1

Problem 16.9
Find the Fourier cosine series of f (x) = e2x on the interval [0, 1].

Solution.
We have Z 1
a0 = 2 e2x dx = e2 − 1
0

and using integration by parts twice one finds

1
4[(−1)n e2 − 1]
Z
an = 2 e2x cos nπxdx = .
0 4 + n2 π 2

Hence, the Fourier cosine series is given by

∞
X 4[(−1)n e2 − 1]
1
f (x) = (e2 − 1) + cos (nπx)
2 4 + n2 π 2
n=1

Problem 16.10
For the following functions on the interval [0, L], find the coefficients bn of the
Fourier sine expansion.
(a) f (x) = sin 2π


Lx .
(b) f (x) = 1
(c) f (x) = cos Lπ x .


106 CONTENTS

Solution.
The coefficients bn are given by the formula
Z L
2  nπ 
bn = f (x) sin x , n ∈ N.
L 0 L

(a) If f (x) = sin 2π

L x then bn = 0 if n 6= 2 and b2 = 1.
(b) If f (x) = 1 then

2 L
Z  nπ  2
bn = sin x dx = [1 − (−1)n ].
L 0 L nπ

(c) If f (x) = cos Lπ x then

Z L
2 π  π 
b1 = cos x sin x dx = 0
L 0 L L

and for n 6= 1 we have

2 L
Z π   nπ 
bn = cos x sin x dx
L 0 L L
1 2 L h  πx 
Z  πx  i
= sin (1 + n) − sin (1 − n) dx
2L 0 L L
 L
1 L  πx  L  πx 
= − cos (1 + n) + cos (1 − n)
L (1 + n)π L (1 − n)π L 0
2n
= 2 [1 − (−1)n ]
(n − 1)π

Problem 16.11
For the following functions on the interval [0, L], find the coefficients an of the
Fourier cosine expansion.
(a) f (x) = 5 + cos Lπ x .

(b) f (x) = x
(c)
1 0 < x ≤ L2

f (x) =
0 L2 < x ≤ L

Solution.
(a) a0 = 10 and a1 = 1, and an = 0 for n 6= 1.
2L n
(b) a0 = L and an = (πn) 2 [(−1) − 1], n ∈ N.
2 πn


(c) a0 = 1 and an = πn sin 2 , n ∈ N
SOLUTIONS TO SECTION 16 107

Problem 16.12
Consider a function f (x), defined on 0 ≤ x ≤ L, which is even (symmetric) around
x = L2 . Show that the even coefficients (n even) of the Fourier sine series are zero.

Solution.
By definition of Fourier sine coefficients,
2 L
Z  nπ 
bn = f (x) sin x dx
L 0 L
L
The symmetry around x = 2 can be written as
   
L L
f +x =f −x
2 2
for all x ∈ R. To use this symmetry it is convenient to make the change of variable
x − L2 = u in the above integral to obtain
Z L    
2 L nπ L
bn = f + u sin + u du.
−L 2 L 2
2

Since f L2 + u is even in u and for n even sin nπ L

= sin nπu




L 2 +u L is odd in
u, the integrand of the above integral is odd in u for n even. Since the intergral is
from − L2 to L2 we must have b2n = 0 for n = 0, 1, 2, · · ·

Problem 16.13
L
Consider a function f (x), defined on 0 ≤ x ≤ L, which is odd around x = 2. Show
that the even coefficients (n even) of the Fourier cosine series are zero.

Solution.
By definition of Fourier cosine coefficients,
2 L
Z  nπ 
an = f (x) cos x dx
L 0 L
The anti-symmetry around x = L2 can be written as
   
L L
f − y = −f +y
2 2
for all y ∈ R. To use this symmetry it is convenient to make the change of variable
x = L2 + y in the above integral to obtain
Z L     
2 L nπ L
an = f + y cos + y dy.
−L 2 L 2
2
108 CONTENTS

Since f L2 + y is odd in y and for n even cos nπ L

= ± cos nπy




L 2 +y L is even
in y, the integrand of the above integral is odd in y for n even. Since the intergral
is from − L2 to L2 we must have a2n = 0 for all n = 0, 1, 2, · · ·

Problem 16.14
πx


The Fourier sine series of f (x) = cos L for 0 ≤ x ≤ L is given by

 πx  ∞
X  nπx 
cos = bn sin , n∈N
L L
n=1

where
2n
b1 = 0, bn = [1 − (−1)n ].
(n2 − 1)π
nπx


Using term-by-term integration, find the Fourier cosine series of sin L .

Solution.
Integrate both sides from 0 to x we find
∞
L  nπx  X Lbn   nπx 
sin = 1 − cos .
π L πn L
n=1

Thus,
 nπx  ∞
a0 X bn  nπx 
sin = − cos
L 2 n L
n=1

where
∞
a0 X bn
= .
2 n
n=1

It is more convenient to calculate a0 using the definition rather than trying to sum
the series;
2 L
Z  πx  4
a0 = sin dx = .
L 0 L π
Hence,
∞
 nπx  2 2 X 1 − (−1)n  nπx 
sin = − cos
L π π n2 − 1 L
n=2

Problem 16.15
Consider the function 
1 0≤x<1
f (x) =
2 1≤x<2
SOLUTIONS TO SECTION 16 109

(a) Sketch the even extension of f.

(b) Find a0 in the Fourier series for the even extension of f.
(c) Find an (n = 1, 2, · · · ) in the Fourier series for the even extension of f.
(d) Find bn in the Fourier series for the even extension of f.
(e) Write the Fourier series for the even extension of f.

Solution.
(a)

R2
(b) a0 = 22 0 f (x)dx = 3.
(c) We have
Z 2
2  nπx 
an = f (x) cos dx
2 0 2
Z 1 nπx  Z 2  nπx 
= cos dx + 2 cos dx
0 2 1 2
2  nπx 1 2  nπx 2
= sin  +2 sin 
nπ 2 0 nπ 2 1
2  nπ 
=− sin .
nπ 2
(d) bn = 0 since f (x) sin nπx


2 is odd in−2 ≤ x ≤ 2.
(e)
∞   nπ 
3 X 2  nπx 
f (x) = + − sin cos
2 nπ 2 2
n=1
110 CONTENTS

Solutions to Section 17
Problem 17.1
Solve using the separation of variables method

∆u + λu = 0.

Solution.
We look for a solution of the form u(x, y) = X(x)Y (y). Substituting in the given
equation, we obtain
X 00 Y + XY 00 + λXY = 0.
Assuming X(x)Y (y) is nonzero, dividing for X(x)Y (y) and subtract both sides for
X 00 (x)
X(x) , we find:
X 00 (x) Y 00 (y)
− = + λ.
X(x) Y (y)
The left hand side is a function of x while the right hand side is a function of y.
This says that they must equal to a constant. That is,

X 00 (x) Y 00 (y)
− = + λ = δ.
X(x) Y (y)

where δ is a constant. This results in the following two ODEs

X 00 + δX = 0 and Y 00 + (λ − δ)Y = 0.

• If δ > 0 and λ − δ > 0 then

X(x) =A cos δx + B sin δx

Y (y) =C cos (λ − δ)y + D sin (λ − δ)y

• If δ > 0 and λ − δ < 0 then

X(x) =A cos δx + B sin δx

√ √
Y (y) =Ce− −(λ−δ)y + De −(λ−δ)y

• If δ = λ > 0 then

X(x) =A cos δx + B sin δx

Y (y) =Cy + D
SOLUTIONS TO SECTION 17 111

• If δ = λ < 0 then
√ √
X(x) =Ae− −δx
+ Be −δx

Y (y) =Cy + D
• If δ < 0 and λ − δ > 0 then
√ √
X(x) =Ae− −δx
+ Be −δx

Y (y) =C cos (λ − δ)y + D sin (λ − δ)y

• If δ < 0 and λ − δ < 0 then
√ √
X(x) =Ae− −δx
+ Be −δx
√ √
Y (y) =Ce− (λ−δ)y
+ De (λ−δ)y

Problem 17.2
Solve using the separation of variables method
ut = kuxx .

Solution.
Let’s assume that the solution can be written in the form u(x, t) = X(x)T (t).
Substituting into the heat equation we obtain
X 00 T0
= .
X kT
Since X only depends on x and T only depends on t, we must have that there is
a constant λ such that
X 00 T0
X = λ and kT = λ.
This gives the two ordinary differential equations
X 00 − λX = 0 and T 0 − kλT = 0.
Next, we consider the three cases of the sign of λ.
Case 1: λ = 0
In this case, X 00 = 0 and T 0 = 0. Solving these equations we find X(x) = ax + b
and T (t) = c.

Case 2: λ > 0 √ √
In this case, X(x) = Ae λx + Be− λx and T (t) = Cekλt .

Case 3: λ < 0 √ √
In this case, X(x) = A cos −λx + B sin −λx and and T (t) = Cekλt
112 CONTENTS

Problem 17.3
Derive the system of ordinary differential equations for R(r) and Θ(θ) that is
satisfied by solutions to
1 1
urr + ur + 2 uθθ = 0.
r r
Solution.
Suppose that a solution u(r, θ) of the given equation can be written in the form
u(r, θ) = R(r)Θ(θ). Substituting in the given equation we obtain
1 1
R00 (r)Θ(θ) + R0 (r)Θ(θ) + 2 R(r)Θ00 (θ) = 0
r r
Dividing by RΘ (under the assumption that RΘ 6= 0) we obtian

Θ00 (θ) R00 (r) R0 (r)

= −r2 −r .
Θ(θ) R(r) R(r)
The left-hand side is independent of r whereas the right-hand side is independent
of θ so that there is a constant λ such that
Θ00 (θ) R00 (r) R0 (r)
− = r2 +r = λ.
Θ(θ) R(r) R(r)
This results in the following ODEs

Θ00 (θ) + λΘ(θ) = 0

and
r2 R00 (r) + rR0 (r) − λR(r) = 0.
The second equation is known as Euler’s equation

Problem 17.4
Derive the system of ordinary differential equations and boundary conditions for
X(x) and T (t) that is satisfied by solutions to

utt = uxx − 2u, 0 < x < 1, t > 0

u(0, t) = 0 = ux (1, t) t > 0

of the form u(x, t) = X(x)T (t). (Note: you do not need to solve for X and T .)

Solution.
First, plug u(x, t) = X(x)T (t) into the equation for the boundary conditions to
obtain
SOLUTIONS TO SECTION 17 113

X(0)T (t) = 0 and X 0 (1)T (t) = 0.

Since this must hold for all t > 0, we either have T (t) = 0 for all t > 0, which
leads to the trivial solution, so we throw this possibility out, or

X(0) = 0 and X(1) = 0

which we keep. Plug u(x, t) = X(x)T (t) into the equation and rearrange terms to
obtain
T 00 X 00 − 2X
= .
T X
Since one side depends only on t and the other only on x, they must both be
constant:
T 00 X 00 − 2X
= = λ.
T X
Writing this as two separate equations, we obtain

X 00 = (2 + λ)X
T 00 = λT.
Thus, the final set of ODEs and boundary conditions is:

X 00 = (2 + λ)X, T 00 = λT, X(0) = 0, X(1) = 0

Problem 17.5
Derive the system of ordinary differential equations and boundary conditions for
X(x) and T (t) that is satisfied by solutions to

ut = kuxx , 0 < x < L, t > 0

u(x, 0) = f (x), u(0, t) = 0 = ux (L, t) t > 0

of the form u(x, t) = X(x)T (t). (Note: you do not need to solve for X and T .)

Solution.
Plug u(x, t) = X(x)T (t) into the equation and rearrange terms to obtain

T0 X 00
= .
kT X
Since one side depends only on t and the other only on x, they must both be
constant:
T0 X 00
= = λ.
kT X
114 CONTENTS

Writing this as two separate equations, we obtain

X 00 − λX = 0

T 0 = kλT.
Next, plug u(x, t) = X(x)T (t) into the equation for the boundary conditions to
obtain

X 0 (0)T (t) = 0 and X 0 (L)T (t) = 0.

Since this must hold for all t > 0, we either have T (t) = 0 for all t > 0, which
leads to the trivial solution, so we throw this possibility out, or

X 0 (0) = 0 = X 0 (L)

which we keep. Using the initial value condition u(x, 0) = f (x) we find X(x)T (0) =
f (x).
Thus, the final set of ODEs and boundary conditions is:

X 00 − λX = 0, T 0 = kλT, X 0 (0) = 0 = X 0 (L)

Problem 17.6
Find all product solutions of the PDE ux + ut = 0.

Solution.
Substitute u(x, t) = X(x)T (t) into the given equation we find

X 0 (x)T (t) + X(x)T 0 (t) = 0.

Divide through by X(x)T (t) we obtain

X0 T0
=− .
X T
The left hand side is a function of x while the right hand side is a function of t.
This says that they must equal to a constant. That is,

X0 T0
=− =λ
X(x) T

where λ is a constant. This results in the following two ODEs

X 0 = λX and T 0 = −λT.
SOLUTIONS TO SECTION 17 115

Solving this system of ODEs we find X(x) = C1 eλx and T (t) = C2 e−λt . The
product solutions are given by

u(x, t) = Ceλ(x−t)

Problem 17.7
Derive the system of ordinary differential equations for X(x) and Y (y) that is
satisfied by solutions to

3uyy − 5uxxxy + 7uxxy = 0.

of the form u(x, y) = X(x)Y (y).

Solution.
Substitute u(x, t) = X(x)Y (y) into the given equation we find

3XY 00 − 5X 000 Y 0 + 7X 00 Y 0 = 0.

Divide through by XY 0 we obtain

Y 00 5X 000 − 7X 00
3 = .
Y0 X
The left hand side is a function of y while the right hand side is a function of x.
This says that they must equal to a constant. That is,
Y 00 5X 000 − 7X 00
3 = =λ
Y0 X
where λ is a constant. This results in the following two ODEs

5X 000 − 7X 00 − λX = 0 and 3Y 00 − λY 0 = 0

Problem 17.8
Find the general solution by the method of separation of variables.

uxy + u = 0.

Solution.
Substitute u(x, t) = X(x)Y (y) into the given equation we find

X 0 Y 0 + XY = 0

which can be separated as

X0 Y
= − 0.
X Y
116 CONTENTS

The left hand side is a function of x while the right hand side is a function of y.
This says that they must equal to a constant. That is,
X0 Y
=− 0 =λ
X Y
where λ is a constant. This results in the following two ODEs
X 0 − λX = 0 and Y 0 + λ1 Y = 0.
Solving these equations using the method of separation of variable for ODEs we
y
find X(x) = Aeλx and Y (y) = Be− λ . Thus, the general solution is given by
y
u(x, y) = Ceλx− λ

Problem 17.9
Find the general solution by the method of separation of variables.

ux − yuy = 0.

Solution.
Substitute u(x, t) = X(x)Y (y) into the given equation we find

X 0 Y − yXY 0 = 0

which can be separated as

X0 yY 0
=− .
X Y
The left hand side is a function of x while the right hand side is a function of y.
This says that they must equal to a constant. That is,
X0 yY 0
= = λ.
X Y
where λ is a constant. This results in the following two ODEs
X 0 − λX = 0 and yY 0 − λY = 0
Solving these equations using the method of separation of variable for ODEs we
find X(x) = Aeλx and Y (y) = By λ . Thus, the general solution is given by

u(x, y) = Ceλx y λ

Problem 17.10
Find the general solution by the method of separation of variables.

utt − uxx = 0.
SOLUTIONS TO SECTION 17 117

Solution.
We look for a solution of the form u(x, y) = X(x)T (t). Substituting in the wave
equation, we obtain
X 00 (x)T (t) − X(x)T 00 (t) = 0.
Assuming X(x)T (t) is nonzero, dividing for X(x)T (t) we find:
X 00 (x) T 00 (t)
= .
X(x) T (t)
The left hand side is a function of x while the right hand side is a function of t.
This says that they must equal to a constant. That is,
X 00 (x) T 00 (t)
= =λ
X(x) T (t)
where λ is a constant. This results in the following two ODEs
X 00 − λX = 0 and T 00 − λT = 0.
The solutions of these equations depend on the sign of λ.
• If λ > 0 then the solutions are given
√ √
X(x) =Ae λx
+ Be− λx
√ √
T (t) =Ce λt
+ De− λt

where A, B, C, and D are constants. In this case,

√ √ √ √
u(x, t) = k1 e λ(x+t)
+ k2 e λ(x−t)
+ k3 e− λ(x+t)
+ k4 e− λ(x−t)
.
• If λ = 0 then
X(x) =Ax + B
T (t) =Ct + D
where A, B, and C are arbitrary constants. In this case,
u(x, t) = k1 xt + k2 x + k3 t + k4 .
• If λ < 0 then
√ √
X(x) =A cos −λx + B sin −λx
√ √
T (t) =A cos −λt + B sin −λt
where A, B, C, and D are arbitrary constants. In this case,
√ √ √ √ √ √ √ √
u(x, t) = k1 cos −λx cos −λt+k2 cos −λx sin −λt+k3 sin −λx cos −λt+k4 sin −λx sin −λt
118 CONTENTS

Problem 17.11
For the following PDEs find the ODEs implied by the method of separation of
variables.
(a) ut = kr(rur )r
(b) ut = kuxx − αu
(c) ut = kuxx − aux
(d) uxx + uyy = 0
(e) ut = kuxxxx .

Solution.
Details can be verified easily and therefore are omitted.
(a) u(r, t) = R(r)T (t), T 0 (t) = kλT, r(rR0 )0 = λR.
(b) u(x, t) = X(x)T (t), T 0 = λT, kX 00 − (α + λ)X = 0.
(c) u(x, t) = X(x)T (t), T 0 = λT, kX 00 − aX 0 = λX.
(d) u(x, t) = X(x)Y (y), X 00 = λX, Y 00 = −λY.
(e) u(x, t) = X(x)T (t), T 0 = kλT, X 0000 = λX

Problem 17.12
Find all solutions to the following partial differential equation that can be obtained
via the separation of variables.

ux − uy = 0.

Solution.
Assume u(x, y) = X(x)Y (y). Then by substitution into the given PDE we find
X 0 Y − XY 0 = 0 or
X0 Y0
= .
X Y
Since the left-hand side is independent of y and the right-hand side is independent
from x, there must be a constant λ such that
X0 Y0
= = λ.
X Y
This leads to the system of ODEs

X 0 = λX, Y 0 = λY

whose solution is X(x) = Aeλx and Y (y) = Beλy . Thus, u(x, y) = Ceλ(x+y)

Problem 17.13
Separate the PDE uxx − uy + uyy = u into two ODEs with a parameter. You do
not need to solve the ODEs.
SOLUTIONS TO SECTION 17 119

Solution.
Assume u(x, y) = X(x)Y (y). Then by substitution into the given PDE we find
X 00 Y − XY 0 + XY 00 = XY or
X 00 Y 0 Y 00
= − + 1.
X Y Y
Since the left-hand side is independent of y and the right-hand side is independent
from x, there must be a constant λ such that

X 00 Y 0 Y 00
= − + 1 = λ.
X Y Y
This leads to the system of ODEs

X 00 = λX, Y 0 − Y 00 + Y = λY
120 CONTENTS

Solutions to Section 18
Problem 18.1
Find the temperature in a bar of length 2 whose ends are kept
at zero and
lateral
surface insulated if the initial temperature is f (x) = sin π2 x + 3 sin 5π
2 x .

Solution.
Let u(x, t) be the temperature of the bar. The boundary conditions
are u(0,5πt) =
π


u(2, t) = 0 for any t > 0. The initial condition is u(x, 0) = sin 2 x + 3 sin 2 x .
The solution is
∞
X  nπ  n2 π2 k
u(x, t) = Cn sin x e− 4 t
2
n=1

where
Z 2 π   
5π  nπ 
Cn = sin x + 3 sin x sin x dx.
0 2 2 2

Simple algebra shows that C1 = 1, C5 = 3, and Cn = 0 otherwise. Hence,

 π  π2 k  
− 4 t 5π 25π 2 k
u(x, t) = sin x e + 3 sin x e− 4 t
2 2

Problem 18.2
Find the temperature in a homogeneous bar of heat conducting material of length
L with its end points kept at zero and initial temperature distribution given by
f (x) = Ldx2 (L − x), 0 ≤ x ≤ L.

Solution.
The solution is
∞  nπ  kn2 π2
x e − L2 t
X
u(x, t) = Cn sin
L
n=1
SOLUTIONS TO SECTION 18 121

where

2 L dx
Z  nπ 
Cn = (L − x) sin x dx
L 0 L2 L
  
2d L  nπ 
= 3 x(L − x) · − cos x
L nπ L
L2
   nπ 
−(L − 2x) · − 2 2 · sin x
n π L

−L3
   nπ L
+ (−2) · − cos x
n3 π 3 L
 0
2L3

2d
= 3 0 + 0 − 3 3 [(−1)n − 1]
L n π
8d
= 3 3
n π

if n is odd and 0 otherwise. Therefore the temperature distribution in the bar is

∞
k(2n−1)2 π 2
 
8d X 1 (2n − 1)π
u(x, t) = 3 sin x e− L2
t
π (2n − 1)3 L
n=1

Problem 18.3
Find the temperature in a thin metal rod of length L, with both ends insulated
(so that there is no passage

of heat through the ends) and with initial temperature
in the rod f (x) = sin Lπ x .

Solution.
The solution is given by

∞
C0 X 4n2 π 2
 nπ 
u(x, t) = + Cn cos x e−k L2 t
2 L
n=1
122 CONTENTS

where
2 L
Z π 
C0 = sin x dx
L 0 L
2h  π iL 4
= − cos x =
π L 0 π
2 L
Z π  π 
C1 = sin x cos x dx = 0
L 0 L L
2 L
Z π   π 
Cn = sin x cos n x dx
L 0 L L
Z L    
1 (n + 1)π (1 − n)π
= sin x + sin x dx
L 0 L L
  
1 L (n + 1)π
= − cos x
L (n + 1)π L
 L
L (1 − n)π
− cos x
(1 − n)π L 0
2 n+1
=− [(−1) + 1]
π(n2 − 1)
4
=
π(n2 − 1)
if n ≥ 2 is even and 0 otherwise. Thus, the temperature u(x, t) in the rod is given
by
∞  
2 4X 1 2nπ 4n2 π 2
u(x, t) = − 2
cos x e−k L2 t
π π (4n − 1) L
n=1

Problem 18.4
Solve the following heat equation with Dirichlet boundary conditions

ut = kuxx

u(0, t) = u(L, t) = 0
1 0 ≤ x < L2

u(x, 0) =
2 L2 ≤ x ≤ L.

Solution.
The solution is given by
∞  nπ  n2 π2
x e− L2 t
X
u(x, t) = Cn sin
L
n=1
SOLUTIONS TO SECTION 18 123

where
L
4 L
Z Z
2 2
 nπ   nπ 
Cn = sin x dx + sin x dx
L 0 L L L L
2

2

L  nπ  L2 4

L  nπ L
= − cos x + − cos x
L nπ L 0 L nπ L L
2
2 2  nπ  4
= + cos − cos (nπ)
nπ nπ 2 nπ
Thus,
4

 − nπ n = 2, 6, 10, · · ·
Cn = 0 n = 4, 8, 12, · · ·
 6
nπ n is odd

Problem 18.5
Solve
ut = kuxx

u(0, t) = u(L, t) = 0
 
9π
u(x, 0) = 6 sin x .
L

Solution.
The solution is given by
∞  nπ  n2 π2
x e− L2 t
X
u(x, t) = Cn sin
L
n=1

where
Z L  
2 9π  nπ 
Cn = 6 sin x sin x dx
L 0 L L
=6

if n = 9 and 0 otherwise. Hence, the solution is given by

 
9π −81π 2
u(x, t) = 6 sin x e L2 t
L
124 CONTENTS

Problem 18.6
Solve
ut = kuxx
subject to
ux (0, t) = ux (L, t) = 0
0 0 ≤ x < L2

u(x, 0) =
1 L2 ≤ x ≤ L
Solution.
The solution is given by
∞  nπ  n2 π2
C0 X
u(x, t) = + Cn cos x e− L2 t
2 L
n=1

where
Z L
2
C0 = dx = 1
L L
2
Z L
2  nπ 
Cn = cos
x dx
L L L
2
2  nπ 
=− sin .
nπ 2
Thus, for n ∈ N we have
2

 − nπ n = 1, 5, 9, · · ·
2
Cn = nπ n = 3, 7, 11, · · ·
0 n is even


So the solution is given by

∞  nπ  n2 π2
1 X
u(x, t) = + Cn cos x e− L2 t
2 L
n=1

with the Cn defined as above

Problem 18.7
Solve
ut = kuxx
subject to
ux (0, t) = ux (L, t) = 0
 
3π
u(x, 0) = 6 + 4 cos x .
L
SOLUTIONS TO SECTION 18 125

Solution.
The solution is given by
∞  nπ  n2 π2
C0 X
u(x, t) = + Cn cos x e− L2 t
2 L
n=1

where
Z L  
2 3π
C0 = 6 + 4 cos x
dx = 12
L 0 L
2 L
Z   
3π  nπ 
Cn = 6 + 4 cos x cos x dx
L 0 L L
=4
if n = 3 and 0 otherwise. Thus, the solution is given by
 
3π 9π 2
u(x, t) = 6 + 4 cos x e− L2 t
L
Problem 18.8
Solve
ut = kuxx
subject to
ux (0, t) = ux (L, t) = 0
 
8π
u(x, 0) = −3 cos x .
L
Solution.
The solution is given by
∞  nπ  n2 π2
C0 X
u(x, t) = + Cn cos x e− L2 t
2 L
n=1

where
Z L  
2 8π
C0 = −3 cos x dx = 0
L 0 L
2 L
Z   
8π  nπ 
Cn = −3 cos x cos x dx
L 0 L L
=−3
if n = 8 and 0 otherwise. Thus, the solution is given by
 
8π 64π 2
u(x, t) = −3 cos x e − L2 t
L
126 CONTENTS

Problem 18.9
Find the general solution u(x, t) of

ut = uxx − u, 0 < x < L, t > 0

ux (0, t) = 0 = ux (L, t), t > 0.

Briefly describe its behavior as t → ∞.

Solution.
Using separation of variables and taking care to note of the boundary conditions,
we see that the general solution is
∞  nπ   n2 π2 
− 1+ 2 t
X
u(x, t) = an cos x e L .
L
n=0

2 2
 
− 1+ n π2 t
As t → ∞, e L → 0 for each n ∈ N. Hence, u(x, t) → 0

Problem 18.10 (Energy method)

Let u1 and u2 be two solutions to the Robin boundary value problem

ut = uxx − u, 0 < x < 1, t > 0

ux (0, t) = ux (1, t) = 0, t > 0

u(x, 0) = g(x), 0 < x < 1

Define w(x, t) = u1 (x, t) − u2 (x, t).

(a) Show that w satisfies the initial value problem

wt = wxx − w, 0 < x < 1, t > 0

w(x, 0) = 0, 0 < x < 1

R1
(b) Define E(t) = 0 w2 (x, t)dx ≥ 0 for all t ≥ 0. Show that E 0 (t) ≤ 0. Hence,
0 ≤ E(t) ≤ E(0) for all t > 0.
(c) Show that E(t) = 0, w(x, t) = 0. Hence, conclude that u1 = u2 .

Solution.
(a) Easy calculation.
SOLUTIONS TO SECTION 18 127

(b) We have
Z 1
0
E (t) =2 w(x, t)wt (x, t)dx
0
Z 1
=2 w(x, t)[wxx (x, t) − w(x, t)]dx
0
Z 1 Z 1 
1 2 2
= 2w(x, t)wx (x, t)|0 − 2 wx (x, t)dx + w (x, t)dx
0 0
Z 1 Z 1 
=−2 wx2 (x, t)dx + w2 (x, t)dx ≤ 0
0 0

Hence, E is decreasing, and 0 ≤ E(t) ≤ E(0) for all t > 0.

(c) Since w(x, 0) = 0, we must have E(0) = 0. Hence, E(t) = 0 for all t ≥ 0. This
implies that w(x, t) = 0 for all t > 0 and all 0 < x < 1. Therefore u1 (x, t) = u2 (x, t).
This means that the given problem has a unique solution

Problem 18.11
Consider the heat induction in a bar where the left end temperature is maintained
at 0, and the right end is perfectly insulated. We assume k = 1 and L = 1.
(a) Derive the boundary conditions of the temperature at the endpoints.
(b) Following the separation of variables approach, derive the ODEs for X and T.
(c) Consider the equation in X(x). What √ are the values of X(0) and X(1)? Show
that solutions of the form X(x) = sin −λx, λ < 0 satisfy the ODE and one of
the boundary conditions. Can you choose a value of λ so that the other boundary
condition is also satisfied?

Solution.
(a) u(0, t) = 0 and ux (1, t) = 0.
(b) Let’s assume that the solution can be written in the form u(x, t) = X(x)T (t).
Substituting into the heat equation we obtain

X 00 T0
= .
X kT
Since X only depends on x and T only depends on t, we must have that there is
a constant λ such that
X 00 T0
X = λ and kT = λ.

This gives the two ordinary differential equations

X 00 − λX = 0 and T 0 − kλT = 0.
128 CONTENTS

As far as the boundary conditions, we have

u(0, t) = 0 = X(0)T (t) =⇒ X(0) = 0

and
ux (1, t) = 0 = X 0 (1)T (t) =⇒ X 0 (1) = 0.
Note that T is not the zero function for otherwise u ≡ 0 and this contradicts our
assumption that u is√the non-trivial
√ solution. √
(c) We have X 0 = −λ cos −λx and X 00 = √ λ sin −λx. √Thus, X 00 − λX
= 0.
0 1
Moreover X(0) = 0. Now, X (1) = 0 implies cos −λ = 0 or −λ = n − 2 π, n ∈

2
N. Hence, λ = − n − 12 π 2

Problem 18.12
Using the method of separation of variables find the solution of the heat equation

ut = kuxx

satisfying the following boundary and initial
conditions:

(a) u(0, t) = u(L, t) = 0, u(x, 0) = 6 sin 9πx
L

(b) u(0, t) = u(L, t) = 0, u(x, 0) = 3 sin πx 3πx


L − sin L

Solution.
(a) Let’s assume that the solution can be written in the form u(x, t) = X(x)T (t).
Substituting into the heat equation we obtain
X 00 T0
= .
X kT
Since the LHS only depends on x and the RHS only depends on t, there must be
a constant λ such that
X 00 T0
X = λ and kT = λ.

This gives the two ordinary differential equations

X 00 − λX = 0 and T 0 − kλT = 0.

As far as the boundary conditions, we have

u(0, t) = 0 = X(0)T (t) =⇒ X(0) = 0

and
u(L, t) = 0 = X(L)T (t) =⇒ X(L) = 0.
SOLUTIONS TO SECTION 18 129

Note that T is not the zero function for otherwise u ≡ 0 and this contradicts our
assumption that u is the non-trivial solution.
Next, we consider the three cases of the sign of λ.

Case 1: λ = 0
In this case, X 00 = 0. Solving this equation we find X(x) = ax + b. Since X(0) = 0
we find b = 0. Since X(L) = 0 we find a = 0. Hence, X ≡ 0 and u(x, t) ≡ 0. That
is, u is the trivial solution.

Case 2: λ > 0 √ √
In this case, X(x) = Ae λx + Be− λx . Again, the conditions X(0) = X(L) = 0
imply A = B = 0 and hence the solution is the trivial solution.

Case 3: λ < 0 √ √
In this case, X(x) = A cos −λx + B sin −λx. √ The condition X(0) = 0 implies
A = 0. The condition X(L) = 0 implies B sin −λL = 0. We must have B 6= 0
otherwise X(x) = 0 and this leads to the trivial solution. Since B 6= 0, we obtain
√ √ 2 2
sin −λL = 0 or −λL = nπ where n ∈ N. Solving for λ we find λ = − nLπ2 .
Thus, we obtain infinitely many solutions given by
nπ
Xn (x) = An sin x, n ∈ N.
L

Now, solving the equation

T 0 − λkT = 0

by the method of separation of variables we obtain

n2 π 2
Tn (t) = Bn e− L2
kt
, n ∈ N.

Hence, the functions

 nπ  n2 π2
un (x, t) = Cn sin x e− L2 kt , n ∈ N
L

satisfy ut = kuxx and the boundary conditions u(0, t) = u(L, t) = 0.

Now, in order for these solutions to satisfy the initial value condition u(x, 0) =
6 sin 9πx


L , we invoke the superposition principle of linear PDE to write

∞  nπ  n2 π2
x e− L2 kt .
X
u(x, t) = Cn sin (18.7)
L
n=1
130 CONTENTS

To determine the unknown constants Cn we use the initial condition u(x, 0) =

9πx


6 sin L in (18.7) to obtain
  ∞
9πx X  nπ 
6 sin = Cn sin x .
L L
n=1

By equating coefficients we find C9 = 6 and Cn = 0 if n 6= 9. Hence, the solution

to the problem is given by
 
9πx − 81π22 kt
u(x, t) = 6 sin e L .
L

(b) Similar to (a), we find

 π  π2 kt  
3π 9π 2 kt
− 2
u(x, t) = 3 sin x e L − sin x e − L2
L L

Problem 18.13
Using the method of separation of variables find the solution of the heat equation

ut = kuxx

satisfying the following boundary and initial
conditions:

(a) ux (0, t) = ux (L, t) = 0, u(x, 0) = cos πx
L + 4 cos
5πx
L .
(b) ux (0, t) = ux (L, t) = 0, u(x, 0) = 5.

Solution.
(a) See the Neumann boundary case of Section 18. The answer is
 πx  pi2 kt  
− 2 5πx − 25pi22 kt
u(x, t) = cos e L + 4 cos e L .
L L

(b) The answer is

u(x, t) = 5

Problem 18.14
Find the solution of the following heat conduction partial differential equation

ut = 8uxx , 0 < x < 4π, t > 0

u(0, t) = u(4π, t) = 0, t > 0

u(x, 0) = 6 sin x, 0 < x < 4π.
SOLUTIONS TO SECTION 18 131

Solution.
The solution is given by the Fourier sine series
∞  nx 
X n2
u(x, t) = cn sin e− 2
t
.
4
n=1

Using the condition u(x, 0) = 6 sin x we find

∞
X  nx 
6 sin x = cn sin .
4
n=1

Thus, c4 = 6 and cn = 0 for n 6= 4. Finally,

u(x, t) = 6 sin xe−8t

132 CONTENTS

Solutions to Section 19
Problem 19.1
Solve 
 uxx + uyy = 0
u(a, y) = f2 (y),
u(0, y) = u(x, 0) = u(x, b) = 0.


Solution.
Assume that the solution can be written in the form u(x, y) = X(x)Y (y). Substi-
tuting in (19.1), we obtain

X 00 (x)Y (y) + X(x)Y 00 (y) = 0.

Y 00 (y)
Assuming X(x)Y (y) is nonzero, dividing for X(x)Y (y) and subtracting Y (y) from
both sides, we find:
X 00 (x) Y 00 (y)
=− .
X(x) Y (y)
The left hand side is a function of x while the right hand side is a function of y.
This says that they must equal to a constant. That is,

X 00 (x) Y 00 (y)
=− =λ
X(x) Y (y)

where λ is a constant. This results in the following two ODEs

X 00 − λX = 0 and Y 00 + λY = 0.

As far as the boundary conditions, we have for all 0 ≤ x ≤ a and 0 ≤ y ≤ b

u(0, y) = 0 = X(0)Y (y) =⇒ X(0) = 0

u(a, y) = f2 (y) = X(a)Y (y)

u(x, 0) = 0 = X(x)Y (0) =⇒ Y (0) = 0
u(x, b) = 0 = X(x)Y (b) =⇒ Y (b) = 0
Note that X and Y are not the zero functions for otherwise u ≡ 0 and this
contradicts our assumption that u is the non-trivial solution.
Consider the second equation: since Y 00 + λY = 0 the solution depends on the
sign of λ. If λ = 0 then Y (y) = Ay + B. Now, the conditions Y (0) = Y (b) = 0
imply
√
A = B = √
0 and so u ≡ 0. So assume that λ 6= 0. If λ < 0 then Y (y) =
Ae −λy + Be − −λy . Now, the condition Y (0) = Y (b) = 0 imply A = B = 0 and
SOLUTIONS TO SECTION 19 133

hence the solution is the trivial solution. Hence, in order to have a nontrivial
solution we must have λ > 0. In this case,
√ √
Y (y) = A cos λy + B sin λy.
√
The condition Y (0) = 0 implies A = 0. The condition Y (b) = 0 implies B sin λb =
0. We must have B 6= 0 otherwise
√ Y (y) √= 0 and this leads to the trivial solution.
Since B 6= 0, we obtain sin λb = 0 or λb = nπ where n ∈ N. Solving for λ we
2 2
find λn = nb2π . Thus, we obtain infinitely many solutions given by
 nπ 
Yn (y) = sin y , n ∈ N.
b
Now, solving the equation
X 00 − λX = 0, λ > 0
we obtain
√ √  nπ   nπ 
Xn (x) = an e λn x
+ bn e− λn x
= An cosh x + Bn sinh x , n ∈ N.
b b
The boundary condition X(0) = 0 implies An = 0. Hence, the functions
 nπ   nπ 
un (x, y) = Bn sin y sinh x , n∈N
b b
satisfy (19.1) and the boundary conditions u(0, y) = u(x, 0) = u(x, b) = 0.
Now, in order for these solutions to satisfy the boundary value condition u(a, y) =
f2 (y), we invoke the superposition principle of linear PDE to write
∞
X  nπ   nπ 
u(x, y) = Bn sin y sinh x . (19.8)
b b
n=1

To determine the unknown constants Bn we use the boundary condition u(a, y) =

f2 (y) in (19.8) to obtain
∞ 
X  nπ   nπ 
f2 (y) = Bn sinh a sin y .
b b
n=1

Since the right-hand side is the Fourier sine series of f2 on the interval [0, b], the
coefficients Bn are given by
 Z b  nπ   h  nπ i−1
2
Bn = f2 (y) sin y dy sinh a . (19.9)
b 0 b b
Thus, the solution to the Laplace’s equation is given by (19.8) with the Bn0 s cal-
culated from (19.9)
134 CONTENTS

Problem 19.2
Solve 
 uxx + uyy = 0
u(x, 0) = g1 (x),
u(0, y) = u(a, y) = u(x, b) = 0.


Solution.
Assume that the solution can be written in the form u(x, y) = X(x)Y (y). Substi-
tuting in (19.1), we obtain

X 00 (x)Y (y) + X(x)Y 00 (y) = 0.

Y 00 (y)
Assuming X(x)Y (y) is nonzero, dividing for X(x)Y (y) and subtracting Y (y) from
both sides, we find:
X 00 (x) Y 00 (y)
=− .
X(x) Y (y)
The left hand side is a function of x while the right hand side is a function of y.
This says that they must equal to a constant. That is,
X 00 (x) Y 00 (y)
=− =λ
X(x) Y (y)
where λ is a constant. This results in the following two ODEs
X 00 − λX = 0 and Y 00 + λY = 0.
As far as the boundary conditions, we have for all 0 ≤ x ≤ a and 0 ≤ y ≤ b

u(0, y) = 0 = X(0)Y (y) =⇒ X(0) = 0

u(a, y) = 0 = X(a)Y (y) =⇒ X(a) = 0

u(x, 0) = g1 (x) = X(x)Y (0)
u(x, b) = 0 = X(x)Y (b) =⇒ Y (b) = 0
Note that X and Y are not the zero functions for otherwise u ≡ 0 and this
contradicts our assumption that u is the non-trivial solution.
Consider the first equation: since X 00 − λX = 0 the solution depends on the sign of
λ. If λ = 0 then X(x) = Ax + B. Now, the conditions X(0) = X(a) = √
0 imply √A=
B = 0 and so u ≡ 0. So assume that λ 6= 0. If λ > 0 then X(x) = Ae λx +Be− λx .
Now, the conditions X(0) = X(a) = 0, λ 6= 0 imply A = B = 0 and hence the
solution is the trivial solution. Hence, in order to have a nontrivial solution we
must have λ < 0. In this case,
√ √
X(x) = A cos −λx + B sin −λx.
SOLUTIONS TO SECTION 19 135
√
The condition X(0) = 0 implies A = 0. The condition X(a) = 0 implies B sin −λa =
0. We must have B 6= 0 otherwise
√ X(x) =√0 and this leads to the trivial solution.
Since B 6= 0, we obtain sin −λa = 0 or −λa = nπ where n ∈ Z. Solving for λ
2 2
we find λn = − naπ2 . Thus, we obtain infinitely many solutions given by
nπ
Xn (x) = sin x, n ∈ N.
a
Now, solving the equation
Y 00 + λY = 0
we obtain
√ √ p p
−λn y
Yn (y) = an e + bn e− −λn y
= An cosh −λn y + Bn sinh −λn y, n ∈ N.
However, this is not really suited for dealing with the boundary condition Y (b) = 0.
So, let’s also notice that the following is also a solution.
 nπ   nπ 
Yn (y) = An cosh (y − b) + Bn sinh (y − b) , n ∈ N.
a a
Using the boundary condition Y (b) = 0 we obtain An = 0 for all n ∈ N. Hence,
the functions
nπ  nπ 
un (x, y) = Bn sin x sinh (y − b) , n ∈ N
a a
satisfy (19.1) and the boundary conditions u(0, y) = u(a, y) = u(x, b) = 0.
Now, in order for these solutions to satisfy the boundary value condition u(x, 0) =
g1 (x), we invoke the superposition principle of linear PDE to write
∞
X nπ  nπ 
u(x, y) = Bn sin x sinh (y − b) . (19.10)
a a
n=1

To determine the unknown constants Bn we use the boundary condition u(x, 0) =

g1 (x) in (19.10) to obtain
∞   nπ 
X nπ
g1 (x) = Bn sinh − b sin x.
a a
n=1

Since the right-hand side is the Fourier sine series of f on the interval [0, a], the
coefficients Bn are given by
 Z a  nπ  
2  nπ 
Bn = g1 (x) sin x dx [sinh − b ]−1 . (19.11)
a 0 a a
Thus, the solution to the Laplace’s equation is given by (19.10) with the Bn0 s
calculated from (19.11)
136 CONTENTS

Problem 19.3
Solve 
 uxx + uyy = 0
u(x, 0) = u(0, y) = 0,
u(1, y) = 2y, u(x, 1) = 3 sin πx + 2x


where 0 ≤ x ≤ 1 and 0 ≤ y ≤ 1. Hint: Define U (x, y) = u(x, y) − 2xy.

Solution.
With the suggested hint we are supposed to solve the problem

 Uxx + Uyy = 0
U (0, y) = U (1, y) = 0,
U (x, 0) = 0, U (x, 1) = 3 sin πx


The solution is given by

∞
X
U (x, y) = Bn sin nπx sinh nπy
n=1

where  Z 1 
Bn = 2 3 sin πx sin nπxdx [sinh nπ]−1 .
0
3
Simple integration shows that A1 = sinh π and An = 0 otherwise. Hence,

3
U (x, y) = sin πx sinh πy
sinh π
and finally
3
u(x, y) = 2xy + sin πx sinh πy
sinh π

Problem 19.4
Show that u(x, y) = x2 − y 2 and u(x, y) = 2xy are harmonic functions.

Solution.
If u(x, y) = x2 − y 2 then uxx = 2 and uyy = −2 so that ∆u = 0. If u(x, y) = 2xy
then uxx = uyy = 0 so that ∆u = 0

Problem 19.5
Solve
H H
uxx + uyy = 0, 0 ≤ x ≤ L, − ≤y≤
2 2
SOLUTIONS TO SECTION 19 137

subject to
H H
u(0, y) = u(L, y) = 0, − <y<
2 2
H H
u(x, − ) = f1 (x), u(x, ) = f2 (x), 0 ≤ x ≤ L.
2 2

Solution.
Assume that the solution can be written in the form u(x, y) = X(x)Y (y). Substi-
tuting in (19.1), we obtain

X 00 (x)Y (y) + X(x)Y 00 (y) = 0.

Y 00 (y)
Assuming X(x)Y (y) is nonzero, dividing for X(x)Y (y) and subtracting Y (y) from
both sides, we find:
X 00 (x) Y 00 (y)
=− .
X(x) Y (y)
The left hand side is a function of x while the right hand side is a function of y.
This says that they must equal to a constant. That is,

X 00 (x) Y 00 (y)
=− =λ
X(x) Y (y)

where λ is a constant. This results in the following two ODEs

X 00 − λX = 0 and Y 00 + λY = 0.

As far as the boundary conditions, we have for all 0 ≤ x ≤ a and 0 ≤ y ≤ b

u(0, y) = 0 = X(0)Y (y) =⇒ X(0) = 0

u(L, y) = 0 = X(L)Y (y) =⇒ X(L) = 0

H
u(x, − ) = f1 (x) = X(x)Y (0)
2
H
u(x, ) = f2 (x) = X(x)Y (b)
2
Note that X and Y are not the zero functions for otherwise u ≡ 0 and this
contradicts our assumption that u is the non-trivial solution.
Consider the first equation: since X 00 − λX = 0 the solution depends on the sign of
λ. If λ = 0 then X(x) = Ax+B. Now, the conditions X(0) = X(L) = √
0 imply √A=
B = 0 and so u ≡ 0. So assume that λ 6= 0. If λ > 0 then X(x) = Ae λx −
+Be λx .
Now, the conditions X(0) = X(L) = 0, λ 6= 0 imply A = B = 0 and hence the
138 CONTENTS

solution is the trivial solution. Hence, in order to have a nontrivial solution we

must have λ < 0. In this case,
√ √
X(x) = A cos −λx + B sin −λx.
√
The condition X(0) = 0 implies A = 0. The condition X(L) = 0 implies B sin −λL =
0. We must have B 6= 0 otherwise
√ X(x) =√0 and this leads to the trivial solution.
Since B 6= 0, we obtain sin −λL = 0 or −λL = nπ where n ∈ Z. Solving for λ
2 2
we find λn = − nLπ2 . Thus, we obtain infinitely many solutions given by
nπ
Xn (x) = sin x, n ∈ N.
L
Now, solving the equation
Y 00 + λY = 0
we obtain
√ √ p p
−λn y
Yn (y) = an e + bn e− −λn y
= An cosh −λn y + Bn sinh −λn y, n ∈ N.

Thus, the solution is given by

∞  nπ   nπ 
X nπ
u(x, y) = [An cosh y + Bn sinh y ] sin x.
L L L
n=1

Now using the boundary condition u(x, − H2 ) = f1 (x) we find

∞    
X nπH nπH nπ
f1 (x) = [An cosh − + Bn sinh − ] sin x
2L 2L L
n=1

where
2 L
    Z
nπH nπH nπ
An cosh − Bn sinh − = f1 (x) sin xdx.
2L 2L L 0 L

Likewise, using the boundary condition u(x, H2 ) = f2 (x) we find

∞    
X nπH nπH nπ
f2 (x) = [An cosh + Bn sinh 2 ] sin x
2L 2L L
n=1

where
    Z L
nπH nπH 2 nπ
An cosh + Bn sinh = f2 (x) sin xdx.
2L 2L L 0 L
SOLUTIONS TO SECTION 19 139

Solving the above two equations in An and Bn we find

nπH −1
 Z L   
2 nπ
An = (f1 (x) + f2 (x)) sin xdx cosh
L 0 L 2L
and
L
nπH −1
 Z   
2 nπ
Bn = (f2 (x) − f1 (x)) sin xdx sinh
L 0 L 2L
which completes the solution

Problem 19.6 √
Consider a complex valued function f (z) = u(x, y) + iv(x, y) where i = −1. We
say that f is holomorphic or analytic if and only if f can be expressed as a
power series in z, i.e.
∞
X ∞
X
u(x, y) + iv(x, y) = an z n = an (x + iy)n
n=0 n=0

(a) By differentiating with respect to x and y show that

ux = vy and uy = −vx
These are known as the Cauchy-Riemann equations.
(b) Show that ∆u = 0 and ∆v = 0.

Solution.
(a) Differentiating term by term with respect to x we find
∞
X
ux + ivx = nan (x + iy)n−1 .
n=0

Likewise, differentiating term by term with respect to y we find

∞
X
uy + ivy = nan i(x + iy)n−1 .
n=0

Multiply this equation by i we find

∞
X
−iuy + vy = nan (x + iy)n−1 .
n=0

Hence, ux + ivx = vy − iuy which implies ux = vy and vx = −uy .

(b) We have uxx = (vy )x = (vx )y = −uyy so that ∆u = 0. Similar argument for
∆v = 0
140 CONTENTS

Problem 19.7
Show that Laplace’s equation in polar coordinates is given by

1 1
urr + ur + 2 uθθ = 0.
r r

Solution.
Polar and Cartesian coordinates are related by the expressions x = r cos θ and
1
y = r sin θ where r = (x2 + y 2 ) 2 and tan θ = xy . Using the chain rule we obtain

sin θ
ux =ur rx + uθ θx = cos θur − uθ
r
uxx =uxr rx + uxθ θx
 
sin θ sin θ
= cos θurr + 2 uθ − urθ cos θ
r r
  
cos θ sin θ sin θ
+ − sin θur + cos θurθ − uθ − uθθ −
r r r
cos θ
uy =ur ry + uθ θy = sin θur + uθ
r
uyy =uyr ry + uyθ θy
 
cos θ cos θ
= sin θurr − 2 uθ + urθ sin θ
r r
  
sin θ cos θ cos θ
+ cos θur + sin θurθ − uθ + uθθ
r r r

Substituting these equations into (19.1) we obtain the dersired equation

Problem 19.8
Solve
uxx + uyy = 0, 0 ≤ x ≤ 2, 0 ≤ y ≤ 3
subject to
x
u(x, 0) = 0, u(x, 3) =
2
 
4π
u(0, y) = sin y , u(2, y) = 7.
3

Solution.
We have
u(x, y) = u1 (x, y) + u2 (x, y) + u3 (x, y) + u4 (x, y).
SOLUTIONS TO SECTION 19 141

The solution u1 to the problem

uxx + uyy = 0, 0 ≤ x ≤ 2, 0 ≤ y ≤ 3

subject to
u(x, 0) = u(x, 3) = u(0, y) = u(2, y) = 0
is the trivial solution, i.e. u1 ≡ 0. The solution u2 to the problem

uxx + uyy = 0, 0 ≤ x ≤ 2, 0 ≤ y ≤ 3

subject to
x
u(x, 0) = 0, u(x, 3) =
2
u(0, y) = u(2, y) = 0
is given by
∞
X nπ  nπ 
u2 (x, y) = an sin x sinh y
2 2
n=1

where
Z 2  nπ    
x 3nπ −1
an = sin x dx [sinh ]
0 2 2 2
2 (−1)n
=− ·
nπ sinh 3nπ


2

Thus,
∞
" #
X 2 (−1)n nπ  nπ 
u2 (x, y) = − · sin x sinh y
nπ sinh 3nπ


2
2 2
n=1

The solution u3 to the problem

uxx + uyy = 0, 0 ≤ x ≤ 2, 0 ≤ y ≤ 3

subject to
u(x, 0) = u(x, 3) = 0
 
4π
u(0, y) = sin y , u(2, y) = 0
3
is given by
∞
X  nπ   nπ 
u3 (x, y) = an sin y sinh (x − 2)
3 3
n=1
142 CONTENTS

where Z 3  
2 4π  nπ 
an = 2nπ

sin y sin y dy
3 sinh 3 0 3 3
Simple calculation shows that an = 0 if n 6= 4 and
1
a4 = −
.
sinh 8π
3

Thus,    
1 4π(x − 2) 4π
u3 (x, y) =
sinh sin y .
sinh 8π
3
3 3
Now, the solution u3 to the problem

uxx + uyy = 0, 0 ≤ x ≤ 2, 0 ≤ y ≤ 3

subject to
u(x, 0) = u(x, 3) = 0
u(0, y) = 0, u(2, y) = 2
is given by
∞
X  nπ   nπ 
u4 (x, y) = an sin y sinh x .
3 3
n=1
where
Z 3
2  nπ 
an = 7 sin y dy
3 sinh 2nπ


3 0 3
14(1 − (−1)n )
=
nπ sinh 2nπ


3

Hence,
∞
X 14(1 − (−1)n )  nπ   nπ 
u4 (x, y) = sin y sinh x
nπ sinh 2nπ


3
3 3
n=1

Problem 19.9
Solve
uxx + uyy = 0, 0 ≤ x ≤ L, 0 ≤ y ≤ H
subject to
uy (x, 0) = 0, u(x, H) = 0
 πy 
u(0, y) = u(L, y) = 4 cos .
2H
SOLUTIONS TO SECTION 19 143

Solution.
Let’s assume that the solution can be written in the form u(x, y) = X(x)Y (y).
Substituting in (21.1), we obtain

X 00 (x)Y (y) + X(x)Y 00 (y) = 0.

Y 00 (y)
Assuming X(x)Y (y) is nonzero, dividing for X(x)Y (y) and subtracting Y (y) from
both sides, we find:
X 00 (x) Y 00 (y)
=− .
X(x) Y (y)
The left hand side is a function of x while the right hand side is a function of y.
This says that they must equal to a constant. That is,
X 00 (x) Y 00 (y)
=− =λ
X(x) Y (y)
where λ is a constant. This results in the following two ODEs

X 00 − λX = 0 and Y 00 + λY = 0.

As far as the boundary conditions, we have for all 0 ≤ x ≤ L and 0 ≤ y ≤ H

u(x, H) = 0 = X(x)Y (H) =⇒ Y (H) = 0

uy (x, 0) = 0 = X(x)Y 0 (0) =⇒ Y 0 (0) = 0

 πy 
u(0, y) = 4 cos = X(0)Y (y)
2H
 πy 
u(L, y) = 4 cos = X(L)Y (y).
2H
Note that X and Y are not the zero functions for otherwise u ≡ 0 and this
contradicts our assumption that u is the non-trivial solution.
Consider the second equation: since Y 00 + λY = 0 the solution depends on the
sign of λ. If λ = 0 then Y (y) = Ay + B. Now, the conditions Y (H) = Y 0 (0) = 0
imply A√ = B = 0 and √ so u ≡ 0. So assume that 0
λ 6= 0. If λ < 0 then Y (y) =
A cosh λy + B sinh λy. Now, the √ condition Y (0) = 0, λ 6= 0 imply B = 0. The
condition Y (H) = 0 implies A cosh λy = 0. Since cosh x > 0 for all x then we
must have A = 0 and therefore u ≡ 0.
Hence, in order to have a nontrivial solution we must have λ > 0. In this case,
√ √
Y (y) = A cos λy + B sin λy.
√
The condition Y 0 (0) = 0 implies B = 0. The condition Y (H) = 0 implies A cos λH =
0. We must have A 6= 0 otherwise Y (y) = 0 and this leads to the trivial solution.
144 CONTENTS
√ √
Since A 6= 0, we obtain cos λH = 0 or λH = n − 21 π where n ∈ N. Solving



2 π 2
for λ we find λn = n − 21 H 2 . Thus, we obtain infinitely many solutions given
by   
1 π
Yn (x) = A cos n − y , n ∈ N.
2 H
Now, solving the equation

X 00 − λX = 0, λ > 0

we obtain p p
Xn (x) = an sinh λn x + bn sinh λn (x − L), n ∈ N.
Hence, the general solution is given by
∞
X p p p
u(x, t) = [An sinh λn x + Bn sinh λn (x − L)] cos λn y.
n=1

πy

Using the boundary conditions u(0, y) = u(L, y) = 4 cos 2H we obtain
∞
X p p  πy 
Bn sinh λn (−L) cos λn y = 4 cos
2H
n=1
∞
X p p  πy 
An sinh λn L cos λn y = 4 cos
2H
n=1

Comparing coefficients we find

πL πL
−B1 sinh 2H = 4 and A1 sinh 2H =4

and zero for n 6= 1. Hence,

  
4  πx  π(x − L) πy
u(x, y) = πL

sinh − sinh cos
sinh 2H
2H 2H 2H

Problem 19.10
Solve
uxx + uyy = 0, x > 0, 0 ≤ y ≤ H
subject to
u(0, y) = f (y), |u(x, 0)| < ∞
uy (x, 0) = uy (x, H) = 0.
SOLUTIONS TO SECTION 19 145

Solution.
Let’s assume that the solution can be written in the form u(x, y) = X(x)Y (y).
Substituting in (19.1), we obtain

X 00 (x)Y (y) + X(x)Y 00 (y) = 0.

Y 00 (y)
Assuming X(x)Y (y) is nonzero, dividing for X(x)Y (y) and subtracting Y (y) from
both sides, we find:
X 00 (x) Y 00 (y)
=− .
X(x) Y (y)
The left hand side is a function of x while the right hand side is a function of y.
This says that they must equal to a constant. That is,

X 00 (x) Y 00 (y)
=− =λ
X(x) Y (y)

where λ is a constant. This results in the following two ODEs

X 00 − λX = 0 and Y 00 + λY = 0.

As far as the boundary conditions, we have for all x > 0 and 0 ≤ y ≤ H

u(0, y) = f (y) = X(0)Y (y)

uy (x, 0) = 0 = X(x)Y 0 (0) =⇒ Y 0 (0) = 0

uy (x, H) = 0 = X(x)Y 0 (H) =⇒ Y 0 (H) = 0.
Note that X and Y are not the zero functions for otherwise u ≡ 0 and this
contradicts our assumption that u is the non-trivial solution.
Consider the second equation: since Y 00 + λY = 0 the solution depends on the sign
of λ. If λ = 0 then Y (y) = Ay + B. Now, the condition Y 0 (H) = 0 implies A = 0.
Hence, u ≡ C. But clearly we are looking √ for a non-constant
√ solution. So assume
that λ 6= 0. If λ < 0 then Y (y) = A cosh λy + B sinh λy. Now, the √ condition
Y 0 (0) = 0, λ 6= 0 imply B = 0. The condition Y 0 (H) = 0 implies A sinh λH = 0
which implies that λ = 0.
Hence, in order to have a nontrivial solution we must have λ > 0. In this case,
√ √
Y (y) = A cos λy + B sin λy.

The condition
√ Y 0 (0) = 0 implies B = 0. The condition Y 0 (H) = 0 implies
A sin λH = 0. We must have A 6= 0 otherwise √ Y (y) = 0 √and this leads to
the trivial solution. Since A 6= 0, we obtain sin λH = 0 or λH = nπ where
146 CONTENTS

n2 π 2
n ∈ Z. Solving for λ we find λn = H2
. Thus, we obtain infinitely many solutions
given by
nπ
Yn (x) = A cos y, n ∈ N.
H
Now, solving the equation

X 00 − λX = 0, λ > 0

we obtain √ √
Xn (x) = an e λn x
+ bn e− λn x
, n ∈ N.
Since√ the solution must be bounded, we must have an = 0. Hence, Xn (x) =
bn e− λn x .
Hence, the general solution is given by
∞
X √ p
u(x, t) = A0 + An e− λn x
cos λn y.
n=1

Using the boundary conditions u(0, y) = f (y) we obtain

∞
X p
An cos λn y = f (y)
n=0

This is the Fourier cosine series of f. Hence,

1 H
Z
A0 = f (y)dy
H 0
2 H
Z
nπ
An = f (y) cos ydy
H 0 H

Problem 19.11
Consider Laplace’s equation inside a rectangle

uxx + uyy = 0, 0 ≤ x ≤ L, 0 ≤ y ≤ H

subject to the boundary conditions

 πx   
3πx
u(0, y) = 0, u(L, y) = 0, u(x, 0)−uy (x, 0) = 0, u(x, H) = 20 sin −5 sin .
L L

Find the solution u(x, y).

SOLUTIONS TO SECTION 19 147

Solution.
Look for solutions of the form u(x, y) = X(x)Y (y). Separation of variables gives

X 00 + λX = 0, X(0) = X(L) = 0

and
Y 00 − λY = 0, Y (0) − Y 0 (0) = 0.
From the first set of equations find eigenvalues and eigenfunctions:
 nπ 2  nπ 
λn = , Xn (x) = sin x , n ∈ N.
L L
Solving the problem for Y (y) we find
 nπ   nπ 
Yn (y) = An cosh y + Bn sinh y, n ∈ N.
L L
Using the condition Y (0) − Y 0 (0) = 0 we find An = Bn nπ


L and
 nπ  nπ   nπ  
Yn (y) = Bn cosh y + sinh y , n ∈ N.
L L L
Using the superposition principle we find
∞
X  nπ  nπ   nπ    nπ 
u(x, t) = Bn cosh y + sinh y sin x
L L L L
n=1

Using the boundary condition

 πx   
3πx
u(x, H) = 20 sin − 5 sin
L L

we find  
20  πx  5 3πx
u(x, y) = Y1 (y) sin − sin
Y1 (H) L Y3 (H) L

Problem 19.12
Solve Laplace’e equation uxx + uyy = 0 in the rectangle 0 < x, y < 1 subject to
the conditions
u(0, y) = u(1, y) = 0
u(x, 0) = sin (2πx), ux (x, 0) = −2π sin (2πx).

Solution.
The answer is u(x, y) = sin (2πx)e−2πy (detail left to the reader)
148 CONTENTS

Problem 19.13
Find the solution to Laplace’s equation on the rectangle 0 < x < 1, 0 < y < 1 with
boundary conditions
u(x, 0) = 0, u(x, 1) = 1
ux (0, y) = ux (1, y) = 0.

Solution.
The answer is u(x, y) = y (detail left to the reader)

Problem 19.14
Solve Laplace’s equation on the rectangle 0 < x < a, 0 < y < b with the boundary
conditions
ux (0, y) = −a, ux (a, y) = 0
uy (x, 0) = b, uy (x, b) = 0.

Solution.
The answer is u(x, y) = 21 x2 − 12 y 2 − axb y + C where C is an arbitrary constant
(detail left to the reader)

Problem 19.15
Solve Laplace’s equation on the rectangle 0 < x < π, 0 < y < 2 with the boundary
conditions
u(0, y) = u(π, y) = 0
uy (x, 0) = 0, uy (x, 2) = 2 sin 3x − 5 sin 10x.

Solution.
The answer is
2 cosh 3y sin 3x 5 cosh 10y sin 10x
u(x, y) = − .
cosh 6 cosh 20
The details are left to the reader
SOLUTIONS TO SECTION 20 149

Solutions to Section 20
Problem 20.1
Solve the Laplace’s equation in the unit disk with u(1, θ) = 3 sin 5θ.

Solution.
We have
∞
X
u(r, θ) = C0 + rn (An cos nθ + Bn sin nθ)
n=1

so that
∞
X
u(1, θ) = C0 + (An cos nθ + Bn sin nθ) = 3 sin 5θ.
n=1

Comparing coefficients we find C0 = An = 0 for all n ∈ N and Bn = 0 for all n 6= 5

and B5 = 3. Thus, the solution to the problem is

u(r, θ) = 3r5 sin 5θ

Problem 20.2
Solve the Laplace’s equation in the upper half of the unit disk with u(1, θ) = π − θ.

Solution.
We have
∞
X
u(r, θ) = C0 + rn (An cos nθ + Bn sin nθ)
n=1

where
Z π
1 π
C0 = (π − θ)dθ =
2π 0 4
1 π 1 − (−1)n
Z
An = (π − θ) cos nθdθ =
π 0 n2 π
Z π
1 1
Bn = (π − θ) sin nθdθ =
π 0 n
Thus, the solution to the problem is
∞
π X n 1 − (−1)n
 
sin nθ
u(r, θ) = + r cos nθ +
4 n2 π n
n=1

Problem 20.3
Solve the Laplace’s equation in the unit disk with ur (1, θ) = 2 cos 2θ.
150 CONTENTS

Solution.
We have
∞
X
u(r, θ) = C0 + rn (An cos nθ + Bn sin nθ)
n=1
with
∞
X
ur (1, θ) = n(An cos nθ + Bn sin nθ) = 2 cos 2θ.
n=1
Expanding this series and equating coefficients of like terms in both sides we find
An = 0 for n 6= 2 and A2 = 2. Moreocer, Bn = 0 for all n ∈ N. Hence, the solution
to the problem is
u(r, θ) = C0 + r2 cos 2θ
Problem 20.4
Consider
∞
X
u(r, θ) = C0 + rn (An cos nθ + Bn sin nθ)
n=1
with
Z 2π
a0 1
C0 = = f (φ)dφ
2 2π 0
Z 2π
an 1
An = n = n f (φ) cos nφdφ, n = 1, 2, · · ·
a a π 0
Z 2π
bn 1
Bn = n = n f (φ) sin nφdφ, n = 1, 2, · · ·
a a π 0
Using the trigonometric identity
cos a cos b + sin a sin b = cos (a − b)
show that
∞  
" #
Z 2π
1 X r n
u(r, θ) = f (φ) 1 + 2 cos n(θ − φ) dφ.
2π 0 a
n=1

Solution.
Substituting C0 , An , and Bn into the right-hand side of u(r, θ) we find
Z 2π ∞ Z 2π
1 X rn
u(r, θ) = f (φ)dφ + f (φ) [cos nφ cos nθ + sin nφ sin nθ] dφ
2π 0 πan 0
n=1
∞  
Z 2π " #
1 X r n
= f (φ) 1 + 2 cos n(θ − φ) dφ
2π 0 a
n=1
SOLUTIONS TO SECTION 20 151

Problem 20.5
(a) Using Euler’s formula from complex analysis eit = cos t + i sin t show that
1
cos t = (eit + e−it ),
2
√
where i = −1.
(b) Show that
∞   ∞   ∞  
X r n X r n X r n
1+2 cos n(θ − φ) = 1 + ein(θ−φ) + e−in(θ−φ) .
a a a
n=1 n=1 n=1

(c) Let q1 = ar ei(θ−φ) = ar [cos (θ − φ)+i sin (θ − φ)] and q2 = ar e−i(θ−φ) = ar [cos (θ − φ)−
i sin (θ − φ)]. It is defined in complex analysis that the absolute value of a complex
1
number z = x + iy is given by |z| = (x2 + y 2 ) 2 . Using these concepts, show that
|q1 | < 1 and |q2 | < 1.

Solution.
(a) We have eit = cos t + i sin t and e−it = cos t − i sin t. The result follows by
adding these two equalities and dividing by 2.
(b) This follows from the fact that
1
cos n(θ − φ) = (ein(θ−φ) + e−in(θ−φ) ).
2
q
(c) We have |q1 | = ar cos (θ − φ)2 + sin (θ − φ)2 = ar < 1 since 0 < r < a. A
similar argument shows that |q2 | < 1

Problem 20.6
(a)Show that
∞  
X r n rei(θ−φ)
ein(θ−φ) =
n=1
a a − rei(θ−φ)
and
∞  
X r n re−i(θ−φ)
e−in(θ−φ) =
n=1
a a − re−i(θ−φ)
Hint: Each sum is a geoemtric series with a ratio less than 1 in absolute value so
that these series converges.
(b) Show that
∞  
X r n a2 − r 2
1+2 cos n(θ − φ) = .
a a2 − 2ar cos (θ − φ) + r2
n=1
152 CONTENTS

Solution.
(a) The first sum is a convergent geometric series with ratio q1 and sum

∞   r i(θ−φ)
X r n e
ein(θ−φ) = a
a 1 − q1
n=1
rei(θ−φ)
=
a − rei(θ−φ)

Similar argument for the second sum.

(b) We have

∞  
X r n rei(θ−φ)
1+2 cos n(θ − φ) =1 +
n=1
a a − rei(θ−φ)
re−i(θ−φ)
+
a − re−i(θ−φ)
r r
=1 + −i(θ−φ) + −i(θ−φ)
ae − r ae −r
r
=1 +
a cos (θ − φ) − r − ai sin (θ − φ)
r
+
a cos (θ − φ) − r + ai sin (θ − φ)
r[a cos (θ − φ) − r + ai sin (θ − φ)]
=1 +
a2 + 2ar cos (θ − φ) + r2
r[a cos (θ − φ) − r − ai sin (θ − φ)]
+
a2 − 2ar cos (θ − φ) + r2
a2 − r2
= 2
a − 2ar cos (θ − φ) + r2

Problem 20.7
Show that
2π
a2 − r 2
Z
f (φ)
u(r, θ) = dφ.
2π 0 a2 − 2ar cos (θ − φ) + r2

This is known as the Poisson formula in polar coordinates.

SOLUTIONS TO SECTION 20 153

Solution.
We have
∞  
" #
Z 2π
1 X r n
u(r, θ) = f (φ) 1 + 2 cos n(θ − φ) dφ
2π 0 a
n=1
Z 2π
1 − r2 a2
= f (φ) 2 dφ
2π 0 a − 2ar cos (θ − φ) + r2
a2 − r2 2π
Z
f (φ)
= dφ
2π 0 a − 2ar cos (θ − φ) + r2
2

Problem 20.8
Solve
uxx + uyy = 0, x2 + y 2 < 1
subject to
u(1, θ) = θ, − π ≤ θ ≤ π.

Solution.
We have Z π
1
C0 = θdθ = 0
2π −π
1 π
Z
An = θ cos nθdθ = 0
π −π
1 π
Z
Bn = θ sin nθdθ = 2(−1)n+1
π −π
Hence,
∞
X sin nθ
u(r, θ) = 2 (−1)n+1 rn
n
n=1

Problem 20.9
The vibrations of a symmetric circular membrane where the displacement u(r, t)
depends on r and t only can be describe by the one-dimensional wave equation in
polar coordinates

1
utt = c2 (urr + ur ), 0 < r < a, t > 0
r
with initial condition
u(a, t) = 0, t > 0
154 CONTENTS

and boundary conditions

u(r, 0) = f (r), ut (r, 0) = g(r), 0 < r < a.

(a) Show that the assumption u(r, t) = R(r)T (t) leads to the equation

1 T 00 1 00 1 R0
= R + = λ.
c2 T R rR
(b) Show that λ < 0.

Solution.
(a) Differentiating u(r, t) = R(r)T (t) with respect to r and t we find

utt = RT 00 and ur = R0 T and urr = R00 T.

Substituting these into the given PDE we find

 
1
RT 00 = c2 R00 T + R0 T
r

Dividing both sides by c2 RT we find

1 T 00 R00 1 R0
= + .
c2 T R rR
Since the RHS of the above equation depends on r only, and the LHS depends on
t only, they must equal to a constant λ.
(b) The given boundary conditions imply

u(a, t) = 0 = R(a)T (t) =⇒ R(a) = 0

u(r, 0) = f (r) = R(r)T (0)

ut (r, 0) = g(r) = R(r)T 0 (0).
If λ = 0 then R00 + 1r R0 = 0 and this implies R(r) = C ln r. Using the condition
R(a) = 0 we find C = 0 so that R(r) = 0 and hence u ≡ 0. If λ > 0 then
T 00 − λc2 T = 0. This equation has the solution
√ √
T (t) = A cos (c λt) + B sin (c λt).

The condition u(r, 0) = f (r) implies that A = f (r) which is not possible. Hence,
λ<0
SOLUTIONS TO SECTION 20 155

Problem 20.10
Cartesian coordinates and cylindrical coordinates are shown in Figure 22.1 below.

Figure 20.1

(a) Show that x = r cos θ, y = r sin θ, z = z.

(b) Show that
1 1
uxx + uyy + uzz = urr + ur + 2 uθθ + uzz .
r r

Solution.
(a) Follows from the figure and the definitions of trigonometric functions in a right
triangle.
(b) The result follows from Equation (20.1)

Problem 20.11
An important result about harmonic functions is the so-called the maximum
principle which states: Any harmonic function u(x, y) defined in a domain Ω
satisfies the inequality

min ≤ u(x, y) ≤ max , ∀(x, y) ∈ Ω

(x,y)∈∂Ω (x,y)∈∂Ω

where ∂Ω denotes the boundary of Ω.

Let u be harmonic in Ω = {(x, y) : x2 + y 2 < 1} and satisfies u(x, y) = 2 − x for
all (x, y) ∈ ∂Ω. Show that u(x, y) > 0 for all (x, y) ∈ Ω.
156 CONTENTS

Solution.
By the maximum principle we have

min u(x, y) ≤ u(x, y) ≤ max u(x, y), ∀(x, y) ∈ Ω

(x,y)∈∂Ω (x,y)∈∂Ω

But min(x,y)∈∂Ω u(x, y) = u(1, 0) = 1 and max(x,y)∈∂Ω u(x, y) = u(−1, 0) = 3.

Hence,
1 ≤ u(x, y) ≤ 3
and this implies that u(x, y) > 0 for all (x, y) ∈ Ω

Problem 20.12
Let u be harmonic in Ω = {(x, y) : x2 + y 2 < 1} and satisfies u(x, y) = 1 + 3x for
all (x, y) ∈ ∂Ω. Determine
(i) max(x,y)∈Ω u(x, y)
(ii) min(x,y)∈Ω u(x, y)
without solving ∆u = 0.

Solution.
(i) The solution is not constant because it is not constant on the boundary. There-
fore, the maximum is achieved on the boundary. The maximum value of the
boundary data is u(1, 0) = 4, which is therefore also the maximum value of the
solution.
(ii) Similar to above, the minimum is achieved on the boundary, and is u(−1, 0) =
−2

Problem 20.13
Let u1 (x, y) and u2 (x, y) be harmonic functions on a smooth domain Ω such that

u1 |∂Ω = g1 (x, y) and u2 |∂Ω = g3 (x, y)

where g1 and g2 are continuous functions satisfying

max g1 (x, y) < min g1 (x, y).

(x,y)∈∂Ω (x,y)∈∂Ω

Prove that u1 (x, y) < u2 (x, y) for all (x, y) ∈ Ω ∪ ∂Ω.

Solution.
Using the maximum principle and the hypothesis on g1 and g2 , for all (x, y) ∈
SOLUTIONS TO SECTION 20 157

Ω ∪ ∂Ω we have

min u1 (x, y) = min g1 (x, y)

(x,y)∈∂Ω (x,y)∈∂Ω

≤u1 (x, y) ≤ max u1 (x, y)

(x,y)∈∂Ω

= max g1 (x, y) < max g2 (x, y)

(x,y)∈∂Ω (x,y)∈∂Ω

≤ min g1 (x, y) = min u2 (x, y)

(x,y)∈∂Ω (x,y)∈∂Ω

≤u2 (x, y) ≤ max u2 (x, y) = max g2 (x, y)

(x,y)∈∂Ω (x,y)∈∂Ω

Problem 20.14
Show that rn cos (nθ) and rn sin (nθ) satisfy Laplace’s equation in polar coordi-
nates.

Solution.
We have
∂2 n 1 ∂ n 1 ∂2 n
∆(rn cos (nθ)) = (r cos (nθ)) + (r cos (nθ)) + (r cos (nθ))
∂r2 r ∂r r2 ∂θ2
=n(n − 1)rn−2 cos (nθ) + nrn−2 cos (nθ) − rn−2 n2 cos (nθ) = 0

Likewise, ∆(rn sin (nθ)) = 0

Problem 20.15
Solve the Dirichlet problem

∆u = 0, 0 ≤ r < a, − π ≤ θ ≤ π

u(a, θ) = sin2 θ.

Solution.
A solution has the form
∞
a0 X
u(r, θ) = + (an rn cos nθ + bn rn sin nθ)
2
n=1

where
Z π
1
a0 = sin2 θdθ = 1
π −π
Z π
1
an = sin2 θ cos nθdθ = 0
πan −π
158 CONTENTS

if n 6= 2. If n = 2 we find a2 = − 2a12 . On the other hand, since sin2 θ sin nθ is odd

we have bn = 0 for all n ∈ N. Thus, solution to the Dirichlet problem is

1 r2
u(r, θ) = − 2 cos 2θ
2 2a
Problem 20.16
Solve Laplace’s equation
uxx + uyy = 0
outside a circular disk (r ≥ a) subject to the boundary condition

u(a, θ) = ln 2 + 4 cos 3θ.

You may assume that the solution remains bounded as r → ∞.

Solution.
Solving the problem the way we did for the inside the circle we find

Θn (θ) = An cos nθ + Bn sin nθ, n = 0, 1, 2, · · ·

and
R0 = C0 ln r + D0 , Rn = Cn rn + Dn r−n , n ∈ N.
We use the condition that the solution remains bounded as r → ∞ (that is Cn = 0)
we find  a 3
u(r, θ) = ln 2 + 4 cos 3θ
r
SOLUTIONS TO SECTION 21 159

Solutions to Section 21
Problem 21.1 R∞ 1
Determine whether the integral 0 1+t2
dt converges. If the integral converges,
give its value.

Solution.
We have

Z ∞ Z A
1 1
dt = lim dt = lim [arctan t]A
0
0 1 + t2 A→∞ 0 1+t
2 A→∞
π
= lim arctan A =
A→∞ 2
So the integral is convergent

Problem 21.2 R∞ t
Determine whether the integral 0 1+t2
dt converges. If the integral converges,
give its value.

Solution.
We have
Z ∞ Z A
t 1 2t 1 A
lim ln (1 + t2 ) 0

2
dt = lim 2
dt =
0 1+t 2 A→∞ 0 1 + t 2 A→∞
1
= lim ln (1 + A2 ) = ∞
2 A→∞
Hence, the integral is divergent

Problem 21.3 R∞
Determine whether the integral 0 e−t cos (e−t )dt converges. If the integral con-
verges, give its value.

Solution.
Using substitution we find

Z ∞ Z e−A
−t −t
e cos (e )dt = lim − cos udu
0 A→∞ 1
−A
= lim [− sin u]e1 = lim [sin 1 − sin (e−A )]
A→∞ A→∞
= sin 1
Hence, the integral is convergent
160 CONTENTS

Problem 21.4
Using the definition, find L[e3t ], if it exists. If the Laplace transform exists then
find the domain of F (s).

Solution.
We have
Z A
3t
L[e = lim e3t e−st dt = lim et(3−s) dt
A→∞ 0 A→∞
" #A
et(3−s)
= lim
A→∞ 3−s
0
" #
eA(3−s) 1
= lim −
A→∞ 3−s 3−s
1
= , s>3
s−3

Problem 21.5
Using the definition, find L[t − 5], if it exists. If the Laplace transform exists then
find the domain of F (s).

Solution.
Using integration by parts we find

( A )
A
−(t − 5)e−st A
Z Z
1
L[t − 5] = lim (t − 5)e−st dt = lim + e−st dt
A→∞ 0 A→∞ s 0 s 0
(  )
A
5)e−sA e−st

−(A − +5
= lim −
A→∞ s s2 0
1 5
= 2 − , s>0
s s

Problem 21.6
2
Using the definition, find L[e(t−1) ], if it exists. If the Laplace transform exists
then find the domain of F (s).

Solution.
We have Z ∞ Z ∞
(t−1)2 −st 2 −st
e e dt = e(t−1) dt.
0 0
SOLUTIONS TO SECTION 21 161
 
(2+s) 1
Since limt→∞ (t − 1)2 − st = limt→∞ t2 1 − t + t2
= ∞, for any fixed s we
2
can choose a positive such that (t −
R ∞ C(t−1) R∞1)2 − st ≥ 0. In this case, e(t−1) −st ≥ 1 and
2 −st
this implies that 0 e dt ≥ C dt. The integral on the right is divergent
so that the integral on the left is also divergent by the comparison theorem of
2
improper integrals. Hence, f (t) = e(t−1) does not have a Laplace transform

Problem 21.7
Using the definition, find L[(t − 2)2 ], if it exists. If the Laplace transform exists
then find the domain of F (s).

Solution.
We have
L[(t − 2)2 ] = lim (t − 2)2 e−st dt.
T →∞
Using integration by parts with = u0 e−st and
v = (t − 2)2 we find
T
(t − 2)2 e−st
Z T
2 T
 Z
2 −st
(t − 2) e dt = − + (t − 2)e−st dt
0 s 0 s 0
4 (T − 2)2 e−sT 2 T
Z
= − + (t − 2)e−st dt.
s s s 0
Thus, Z T Z T
2 −st 4 2
lim (t − 2) e dt = + lim (t − 2)e−st dt
T →∞ 0 s s T →∞ 0
Using by parts with u0 = e−st and v = t − 2 we find
T
(t − 2)e−st
Z T 
−st 1 −st
(t − 2)e dt = − + 2e .
0 s s 0

Letting T → ∞ in the above expression we find

Z T
2 1
lim (t − 2)e−st dt = − + 2 , s > 0.
T →∞ 0 s s
Hence,  
4 2 2 1 4 4 2
F (s) = + − + 2 = − 2 + 3, s > 0
s s s s s s s
Problem 21.8
Using the definition, find L[f (t)], if it exists. If the Laplace transform exists then
find the domain of F (s).

0, 0≤t<1
f (t) =
t − 1, t≥1
162 CONTENTS

Solution.
We have Z T
L[f (t)] = lim (t − 1)e−st dt.
T →∞ 1

Using integration by parts with u0 = e−st and v = t − 1 we find

T
T
(t − 1)e−st e−s
Z 
−st 1 −st
lim (t − 1)e dt = lim − − 2e = 2 , s>0
T →∞ 1 T →∞ s s 1 s

Problem 21.9
Using the definition, find L[f (t)], if it exists. If the Laplace transform exists then
find the domain of F (s).

 0, 0≤t<1
f (t) = t − 1, 1 ≤ t < 2
0, t ≥ 2.


Solution.
We have

2
2
(t − 1)e−st
Z 
−st 1 −st
L[f (t)] = (t − 1)e dt = − − 2e
1 s s 1
e−2s 1
=− + 2 (e−s − e−2s ), s 6= 0
s s
Problem 21.10
Let n be a positive integer. Using integration by parts establish the reduction
formula
tn e−st n
Z Z
tn e−st dt = − + tn−1 e−st dt, s > 0.
s s

Solution.
−st
Let u0 = e−st and v = tn . Then u = − e s and v 0 = ntn−1 . Hence,

tn e−st n
Z Z
tn e−st dt = − + tn−1 e−st dt, s > 0
s s

Problem 21.11
For s > 0 and n a positive integer evaluate the limits

(a) limt→0 tn e−st (b) limt→∞ tn e−st

SOLUTIONS TO SECTION 21 163

Solution.
n
(a) limt→0 tn e−st = limt→0 etst = 10 = 0.
(b) Using L’Hôpital’s rule repeatedly we find
n!
lim tn e−st = · · · = lim =0
t→∞ t→∞ sn est

Problem 21.12
Use the linearity property of Laplace transform to find L[5e−7t + t + 2e2t ]. Find
the domain of F (s).

Solution.
We have L[e−7t ] = 1
s+7 , s > −7, L[t] = 1
s2
, s > 0, and L[e2t ] = 1
s−2 , s > 2. Hence,

5 1 2
L[5e−7t + t + 2e2t ] = 5L[e−7t ] + L[t] + 2L[e2t ] = + + , s>2
s + 7 s2 s − 2
Problem21.13
Find L−1 s−2
3
.

Solution.
 
1 1
Since L s−a = s−a , s > a then
   
−1 3 −1 1
L = 3L = 3e2t , t ≥ 0
s−2 s−2

Problem21.14 
Find L−1 − s22 + 1
s+1 .

Solution.  
1 1 1
Since L[t] = s2
, s > 0 and L s−a = s−a , s > a, we find
   
L−1 − s22 1
−2L−1 1
L−1 1


+ s+1 = s2
+ s+1
= −2t + e−t , t≥0

Problem21.15 
Find L−1 s+2
2
+ 2
s−2 .

Solution.
We have
     
2 2 1 1
L−1 + = 2L−1 + 2L−1 = 2(e−2t + e2t ), t ≥ 0
s+2 s−2 s+2 s−2
164 CONTENTS

Problem 21.16
Use Table L to find L[2et + 5].

Solution.
2 5
L[2et + 5] = 2L[et ] + 5L[1] = + , s>1
s−1 s

Problem 21.17
Use Table L to find L[e3t−3 H(t − 1)].

Solution.

e−s
L[e3t−3 H(t − 1)] = L[e3(t−1) H(t − 1)] = e−s L[e3t ] = , s>3
s−3

Problem 21.18
Use Table L to find L[sin2 ωt].

Solution.

s2
 
2 1 − cos 2ωt 1 1 1
L[sin ωt] = L[ ] = (L[1] − L[cos 2ωt]) = − 2 , s>0
2 2 2 s s + 4ω 2

Problem 21.19
Use Table L to find L[sin 3t cos 3t].

Solution.

sin 6t 1 3
L[sin 3t cos 3t] = L[ = L[sin 6t] = 2 , s>0
2 2 s + 26

Problem 21.20
Use Table L to find L[e2t cos 3t].

Solution.
s−3
L[e2t cos 3t] = , s>3
(s − 3)2 + 9

Problem 21.21
Use Table L to find L[e4t (t2 + 3t + 5)].
SOLUTIONS TO SECTION 21 165

Solution.

2 3 5
L[e4t (t2 +3t+5)] = L[e4t t2 ]+3L[e4t t]+5L[1] = 3
+ 2
+ , s>4
(s − 4) (s − 4) s−4

Problem 21.22
Use Table L to find L−1 [ s210
+25
+ 4
s−3 ].

Solution.

10 4 5 1
L−1 [ + ] = 2L−1 [ 2 ] + 4L−1 [ ] = 2 sin 5t + 4e3t , t ≥ 0
s2 + 25 s − 3 s + 25 s−3

Problem 21.23
Use Table L to find L−1 [ (s−3)
5
4 ].

Solution.

5 5 3! 5
L−1 [ 4
] = L−1 [ 4
] = e3t t3 , t ≥ 0
(s − 3) 6 (s − 3) 6

Problem 21.24
−2s
Use Table L to find L−1 [ es−9 ].

Solution.

e−2s

−1 0, 0≤t<2
L [ ] = e9(t−2) H(t − 2) =
s−9 e9(t−2) , t≥2

Problem 21.25 h i
Using the partial fraction decomposition find L−1 (s−3)(s+1)
12
.

Solution.
Write
12 A B
= +
(s − 3)(s + 1) s−3 s+1
Multiply both sides of this equation by s − 3 and cancel common factors to obtain

12 B(s − 3)
=A+ .
s+1 s+1
166 CONTENTS

Now, find A by setting s = 3 to obtain A = 3. Similarly, by multiplying both sides

by s + 1 and then setting s = −1 in the resulting equation leads to B = −3. Hence,
 
12 1 1
=3 −
(s − 3)(s + 1) s−3 s+1

Finally, h i h i h i
L−1 12
(s−3)(s+1) = 3L−1 1
s−3 − 3L−1 1
s+1
= 3e3t − 3e−t , t ≥ 0

Problem 21.26 h −5s i

Using the partial fraction decomposition find L−1 24e
s2 −9
.

Solution.
Write
24 A B
= +
(s − 3)(s + 3) s−3 s+3
Multiply both sides of this equation by s − 3 and cancel common factors to obtain

24 B(s − 3)
=A+ .
s+3 s+3
Now, find A by setting s = 3 to obtain A = 4. Similarly, by multiplying both sides
by s + 3 and then setting s = −3 in the resulting equation leads to B = −4. Hence,
 
24 1 1
=4 −
(s − 3)(s + 3) s−3 s+3

Finally,
h i h i h i
24e−5s e−5s −1 e−5s
L−1 (s−3)(s+3) = 4L−1 s−3 − 4L s+3
= 4[e3(t−5) − e−3(t−5) ]H(t − 5), t ≥0

Problem 21.27
Use Laplace transform technique to solve the initial value problem

y 0 + 4y = g(t), y(0) = 2

where 
 0, 0 ≤ t < 1
g(t) = 12, 1 ≤ t < 3
0, t≥3

SOLUTIONS TO SECTION 21 167

Solution.
Note first that g(t) = 12[H(t − 1) − H(t − 3)] so that

12(e−s − e−3s
L[g(t)] = 12L[H(t − 1)] − 12L[H(t − 3)] = , s > 0.
s
Now taking the Laplace transform of the DE and using linearity we find

L[y 0 ] + 4L[y] = L[g(t)].

But L[y 0 ] = sL[y] − y(0) = sL[y] − 2. Letting L[y] = Y (s) we obtain

e−s − e−3s
sY (s) − 2 + 4Y (s) = 12 .
s
Solving for Y (s) we find

2 e−s − e−3s
Y (s) = + 12 .
s+4 s(s + 4)
But  
2
L−1 = 2e−4t
s+4
and
e−s − e−3s
    
−1 −1 −s −3s 1 1
L 12 =3L (e − e ) −
s(s + 4) s s+4
 −s   −3s   −s   −3s 
e e e e
=3L−1 − 3L−1 − 3L−1 + 3L−1
s s s+4 s+4
=3H(t − 1) − 3H(t − 3) − 3e−4(t−1) H(t − 1) + 3e−4(t−3) H(t − 3)

Hence,

y(t) = 2e−4t +3[H(t−1)−H(t−3)]−3[e−4(t−1) H(t−1)−e−4(t−3) H(t−3)], t ≥ 0

Problem 21.28
Use Laplace transform technique to solve the initial value problem

y 00 − 4y = e3t , y(0) = 0, y 0 (0) = 0.

Solution.
Taking the Laplace transform of the DE and using linearity we find

L[y 00 ] − 4L[y] = L[e3t ].

168 CONTENTS

But L[y 00 ] = s2 L[y] − sy(0) − y 0 (0) = s2 L[y]. Letting L[y] = Y (s) we obtain
1
s2 Y (s) − 4Y (s) = .
s−3
Solving for Y (s) we find
1
Y (s) = .
(s − 3)(s − 2)(s + 2)
Using partial fraction decomposition
1 A B C
= + +
(s − 3)(s − 2)(s + 2) s−3 s+2 s−2

we find A = 15 , B = 1
20 , and C = − 41 . Thus,

     
−1 1 1 −1 1 1 −1 1 1 −1 1
y(t) =L [ = L + L − L
(s − 3)(s − 2)(s + 2) 5 s−3 20 s+2 4 s−2
1 1 1
= e3t + e−2t − e2t , t ≥ 0
5 20 4
Problem 21.29
Consider the functions f (t) = et and g(t) = e−2t , t ≥ 0. Compute f ∗ g in two
different ways.
(a) By directly evaluating the integral.
(b) By computing L−1 [F (s)G(s)] where F (s) = L[f (t)] and G(s) = L[g(t)].

Solution.
(a) We have

Z t Z t
(f ∗ g)(t) = f (t − s)g(s)ds = e(t−s) e−2s ds
0 0
Z t " #t
t −3s e(t−3s)
=e e ds =
0 −3
0
et − e−2t
=
3
1
(b) Since F (s) = L[et ] = s−1 and G(s) = L[e−2t ] = s+2 1
we find (f ∗ g)(t) =
−1 −1 1
L [F (s)G(s)] = L [ (s−1)(s−2) ]. Using partial fractions decomposition we find

1 1 1 1
= ( − ).
(s − 1)(s + 2) 3 s−1 s+2
SOLUTIONS TO SECTION 21 169

Thus,

1 1 1 et − e−2t
(f ∗ g)(t) = L−1 [F (s)G(s)] = (L−1 [ ] − L−1 [ ]=
3 s−1 s+2 3

Problem 21.30
Consider the functions f (t) = sin t and g(t) = cos t, t ≥ 0. Compute f ∗ g in two
different ways.
(a) By directly evaluating the integral.
(b) By computing L−1 [F (s)G(s)] where F (s) = L[f (t)] and G(s) = L[g(t)].

Solution.
(a) Using the trigonometric identity 2 sin p cos q = sin (p + q) + sin (p − q) we find
that 2 sin (t − s) cos s = sin t + sin (t − 2s). Hence,

Z t Z t
(f ∗ g)(t) = f (t − s)g(s)ds = sin (t − s) cos sds
0 0
Z t Z t
1
= [ sin tds + sin (t − 2s)ds]
2 0 0
t sin t 1 t
Z
= + sin udu
2 4 −t
t sin t
=
2
1 s
(b) Since F (s) = L[sin t] = s2 +1
and G(s) = L[cos t] = s2 +1
we find

s t
(f ∗ g)(t) = L−1 [F (s)G(s)] = L−1 [ ] = sin t
(s2 + 1) 2 2

Problem 21.31
Compute t ∗ t ∗ t.

Solution.
1 3
By the convolution theorem we have L[t ∗ t ∗ t] = (L[t])3 = 1


s2
= s6
. Hence,
5 t5
t ∗ t ∗ t = L−1 s16 = t5! = 120
 

Problem 21.32
Compute H(t) ∗ e−t ∗ e−2t .
170 CONTENTS

Solution.
By the convolution theorem we have L[H(t) ∗ e−t ∗ e−2t ] = L[H(t)]L[e−t ]L[e−2t ] =
1 1 1
s · s+1 · s+2 . Using the partial fractions decomposition we can write

1 1 1 1 1
= − + · .
s(s + 1)(s + 2) 2s s + 1 2 s + 2

Hence,
1 1
H(t) ∗ e−t ∗ e−2t = − e−t + e−2t
2 2
Problem 21.33
Compute t ∗ e−t ∗ et .

Solution.
By the convolution theorem we have L[t ∗ e−t ∗ et ] = L[t]L[e−t ]L[et ] = 1
s2
1
· s+1 1
· s−1 .
Using the partial fractions decomposition we can write
1 1 1 1 1 1
=− 2 − · − · .
s2 (s + 1)(s − 1) s 2 s−1 2 s+1

Hence,
et e−t
t ∗ e−t ∗ et = −t + −
2 2
SOLUTIONS TO SECTION 22 171

Solutions to Section 22
Problem 22.1
Solve by Laplace transform

 ut + ux = 0 , x > 0, t > 0
u(x, 0) = sin x,
u(0, t) = 0


Hint: Method of integrating factor of ODEs.

Solution.
Applying Laplace transform to both sides of the equation we obtain

sU (x, s) − u(x, 0) + Ux (x, s) = 0

or
Ux (x, s) + sU (x, s) = sin x
with boundary condition U (0, t) = 0. Solving this initial value ODE by the method
of integrating (details omitted) we find the unique solution

1
U (x, s) = [s sin x − cos x + e−sx ].
s2 +1
Taking inverse Laplace transform we find

u(x, t) = sin (x − t) − H(t − x) sin (x − t)

Problem 22.2
Solve by Laplace transform

 ut + ux = −u , x > 0, t > 0
u(x, 0) = sin x,
u(0, t) = 0


Solution.
Applying Laplace transform to both sides of the equation we obtain

sU (x, s) − u(x, 0) + Ux (x, s) = −U (x, s)

or
Ux (x, s) + (s + 1)U (x, s) = sin x
172 CONTENTS

with boundary condition U (0, t) = 0. Solving this initial value ODE by the method
of integrating factor we find the unique solution
1
U (x, s) = [(s + 1) sin x − cos x + e−(s+1)x ].
s2 + 2s + 2
Taking inverse Laplace transform we find

u(x, t) = [sin (x − t) − H(t − x) sin (x − t)]e−t

Problem 22.3
Solve
ut = 4uxx
u(0, t) = u(1, t) = 0
u(x, 0) = 2 sin πx + 3 sin 2πx.
Hint: A particular solution of a second order ODE must be found using the method
of variation of parameters.

Solution.
Applying Laplace transform to both sides of the equation we obtain

sU (x, s) − u(x, 0) − 4Uxx (x, s) = 0

or
4Uxx (x, s) − sU (x, s) = −2 sin πx − 3 sin 2πx.
This is a second order linear ODE in the variable x and positive parameter s. Its
general solution is
√ √
s s 2 sin πx 6 sin 2πx
U (x, s) = A(s)e 2
x
+ B(s)e− 2
x
+ + .
s + 4π 2 s + 16π 2
Next, we apply Laplace transform to the boundary condition √obtaining U (0,
√
s) =
s s
U (1, s) = L(0) = 0. These lead to A(s) + B(s) = 0 and A(s)e 2 + B(s)e− 2 = 0.
Solving these equations we find A(s) = B(s) = 0 and the transformed solution
becomes
2 sin πx 6 sin 2πx
U (x, s) = + .
s + 4π 2 s + 16π 2
Now, taking inverse Laplace transform we find
2 2
u(x, t) = 2e−4π t sin πx + 6e−16π t sin 2πx
SOLUTIONS TO SECTION 22 173

Problem 22.4
Solve by Laplace transform

 ut + ux = u , x > 0, t > 0
u(x, 0) = sin x,
u(0, t) = 0


Solution.
Applying Laplace transform to both sides of the equation we obtain
sU (x, s) − u(x, 0) + Ux (x, s) = U (x, s)
or
Ux (x, s) + (s − 1)U (x, s) = − sin x
with boundary condition U (0, t) = 0. Solving this initial value ODE by the method
of integrating factor we find the unique solution
1
U (x, s) = [(s − 1) sin x − cos x + e−(s−1)x ].
s2 − 2s + 2
Taking inverse Laplace transform we find
u(x, t) = [sin (x − t) − H(t − x) sin (x − t)]et
Problem 22.5
Solve by Laplace transform

 ut + ux = t , x > 0, t > 0
u(x, 0) = 0,
u(0, t) = t2


Solution.
Applying Laplace transform to both sides of the equation we obtain
1
sU (x, s) − u(x, 0) + Ux (x, s) =
s2
or
1
Ux (x, s) + sU (x, s) =
s2
with boundary condition U (0, t) = t23 . Solving this initial value ODE by the method
of integrating factor we find the unique solution
 
2 1 1
U (x, s) = 3
− 2 e−x + 2 .
s s s
Taking inverse Laplace transform we find
u(x, t) = t2 e−x − te−x + t
174 CONTENTS

Problem 22.6
Solve by Laplace transform

 xut + ux = 0 , x > 0, t > 0
u(x, 0) = 0,
u(0, t) = t


Solution.
Applying Laplace transform to both sides of the equation we obtain

xsU (x, s) − xu(x, 0) + Ux (x, s) = 0

or
Ux (x, s) + xsU (x, s) = 0
with boundary condition U (0, t) = t12 . Solving this ODE by the method of separa-
tion of variables we find
sx2
U (x, s) = A(s)e− 2 .
1
Using the boundary condition we find A(s) = s2
. Hence

sx2
e− 2
U (x, s) = .
s2
Taking inverse Laplace transform we find
   
1 2 1 2
u(x, t) = t − x H t − x
2 2

Problem 22.7
Solve by Laplace transform

utt − c2 uxx = 0


 , x > 0, t > 0
u(x, 0) = ut (x, 0) = 0,


 u(0, t) = sin x,
|u(x, t)| < ∞


Solution.
Applying Laplace transform to both sides of the equation we obtain

s2 U (x, s) − su(x, 0) − ut (x, 0) − c2 Uxx (x, s) = 0

or
c2 Uxx (x, s) − s2 U (x, s) = 0.
SOLUTIONS TO SECTION 22 175

This is a second order linear ODE in the variable x and positive parameter s. Its
general solution is
s s
U (x, s) = A(s)e− c x + B(s)e c x .
Since U (x, s) is bounded, we must have B(s) = 0 and in this case we obtain
s
U (x, s) = A(s)e− c x .

Next, we apply Laplace transform to the boundary condition obtaining

1
U (0, s) = L(sin x) = .
s2 +1
1
This leads to A(s) = s2 +1
and the transformed solution becomes
s
e− c x
U (x, s) = .
s2 + 1
Thus,
s
!
e− c x  x  x
u(x, t) = L−1 =H t− sin t −
s2 + 1 c c

Problem 22.8
Solve by Laplace transform

utt − 9uxx = 0, 0 ≤ x ≤ π, t > 0

u(0, t) = u(π, t) = 0,
ut (x, 0) = 0, u(x, 0) = 2 sin x.

Solution.
Applying Laplace transform to both sides of the equation we obtain

s2 U (x, s) − su(x, 0) − ut (x, 0) − 9Uxx (x, s) = 0

or
9Uxx (x, s) − s2 U (x, s) = −2s sin x.
This is a second order linear ODE in the variable x and positive parameter s. Its
general solution is
s s 2s sin x
U (x, s) = A(s)e 3 x + B(s)e− 3 x + .
s2 + 9
176 CONTENTS

Next, we apply Laplace transform to the boundary condition u(0, t) = u(π, t) = 0

obtaining
U (0, s) = U (π, s) = L(0) = 0.
This leads to A(s) + B(s) = 0 and A(s)es + B(s)e−s = 0. Solving these equations
we find A(s) = B(s) = 0 and the transformed solution becomes

2s sin x
U (x, s) = .
s2 + 9
Using the inverse Laplace transform we find

u(x, t) = 2 sin x cos 3t

Problem 22.9
Solve by Laplace transform

 uxy = 1 , x > 0, y > 0
u(x, 0) = 1,
u(0, y) = y + 1.


Solution.
First we note that u(x, 0) = 1 implies ux (x, 0) = 0. Using Laplace transform in y
we obtain
1
sUx (x, s) − ux (x, 0) =
s
or
1
Ux (x, s) = 2 .
s
Solving this equation we find
x
U (x, s) = + C(s).
s2
Now we can apply the BC to obtain
1 1
U (0, s) = + = C(s).
s2 s
Hence,
1 1
U (x, s) = (x + 1) + .
s2 s
Taking the inverse Lapalce transform we find

u(x, y) = y(x + 1) + 1
SOLUTIONS TO SECTION 22 177

Problem 22.10
Solve by Laplace transform

utt = c2 uxx


 , x > 0, t > 0
u(x, 0) = ut (x, 0) = 0,


 ux (0, t) = f (t),
|u(x, t)| < ∞.


Solution.
Applying Laplace transform to both sides of the equation we obtain

s2 U (x, s) − su(x, 0) − ut (x, 0) − c2 Uxx (x, s) = 0

or
c2 Uxx (x, s) − s2 U (x, s) = 0.

This is a second order linear ODE in the variable x and positive parameter s. Its
general solution is
s s
U (x, s) = A(s)e− c x + B(s)e c x .

Since U (x, s) is bounded, we must have B(s) = 0 and in this case we obtain
s
U (x, s) = A(s)e− c x .

Next, we apply Laplace transform to the boundary condition obtaining

Ux (0, s) = L(f (t)) = F (t).

This leads to A(s) = − cFs(s) and the transformed solution becomes

cF (s) − s x
U (x, s) = − e c .
s
Using the integration property and the translation property, we find that,
  Z t− x
−1 cF (s) − s x c
u(x, t) = L − e c = −c f (τ )dτ.
s 0

Thus,
s
!
−1 e− c x  x  x
u(x, t) = L =h t− sin t −
s2 + 1 c c
178 CONTENTS

Problem 22.11
Solve by Laplace transform

 ut − ux = u , x > 0, t > 0
u(x, 0) = e−5x ,
|u(x, t)| < ∞


Solution.
Applying Laplace transform to both sides of the equation we obtain

sU (x, s) − u(x, 0) − Ux (x, s) = U (x, s)

or
Ux (x, s) − (s − 1)U (x, s) = −e−5x
Solving this ODE by the method of integrating factor we find general solution

e−5x
U (x, s) = + C(s)e(s − 1)x
s+4
Since s is arbitrary and U is bounded we must have C(s) = 0. Hence, we obtain
the transformed solution
e−5x
U (x, s) = .
s+4
Taking inverse Laplace transform we find

u(x, t) = e−5x e−4t H(t)

Problem 22.12
Solve by Laplace transform

ut − c2 uxx = 0 , x > 0, t > 0




u(x, 0) = T,


 u(0, t) = 0,
|u(x, t)| < ∞


Solution.
Applying Laplace transform to both sides of the equation we obtain

sU (x, s) − u(x, 0) − c2 Uxx (x, s) = 0

or
c2 Uxx (x, s) − sU (x, s) = −T.
SOLUTIONS TO SECTION 22 179

This is a second order linear ODE in the variable x and positive parameter s. Its
general solution is
√ √
s s T
U (x, s) = A(s)e− c
x
+ B(s)e c
x
+ .
s
Since U (x, s) is bounded in both variables, we must have B(s) = 0 and in this case
we obtain
√ T
U (x, s) = A(s)e− sx + .
s
Next, we apply Laplace transform to the boundary condition obtaining U (0, s) =
L(0) = 0. This leads to A(s) = − Ts and the transformed solution becomes

T √s T
U (x, s) = − e− c x + .
s s
Thus,
T √s
 
T
u(x, t) = L−1 − e− c x + .
s s
 √ 
s
1 −
One can use a software package to find the expression for L−1 se
c
x

Problem 22.13
Solve by Laplace transform

ut − 3uxx = 0, 0 ≤ x ≤ 2, t > 0

u(0, t) = u(2, t) = 0,
u(x, 0) = 5 sin (πx).

Solution.
Applying Laplace transform to both sides of the equation we obtain

sU (x, s) − u(x, 0) − 3Uxx (x, s) = 0

or
3Uxx (x, s) − sU (x, s) = −5 sin (πx).
This is a second order linear ODE in the variable x and positive parameter s. Its
general solution is
√ √
s s 5 sin (πx)
U (x, s) = A(s)e− 3
x
+ B(s)e 3
x
+ .
s + 3π 2
180 CONTENTS

Next, we apply Laplace transform to the boundary condition obtaining

√
U (0,
√
s) =
s s
U (2, s) = L(0) = 0. These lead to A(s) + B(s) = 0 and A(s)e−2 3 + B(s)e2 3 = 0.
Solving these equations we find A(s) = B(s) = 0 and the transformed solution
becomes
5 sin (πx)
U (x, s) = .
s + 3π 2
Now, taking inverse Laplace transform we find
2
u(x, t) = 5e−3π t sin (πx)

Problem 22.14
Solve by Laplace transform

ut − 4uxx = 0, 0 ≤ x ≤ π, t > 0

ux (0, t) = u(π, t) = 0,
x
u(x, 0) = 40 cos .
2
Solution.
Applying Laplace transform to both sides of the equation we obtain

sU (x, s) − u(x, 0) − 4Uxx (x, s) = 0

or
x
4Uxx (x, s) − sU (x, s) = −40 cos .
2
This is a second order linear ODE in the variable x and positive parameter s. Its
general solution is

−
√
s
x
√
s
x 40 cos x2
U (x, s) = A(s)e 2 + B(s)e 2 + .
s+1
Next, we apply Laplace transform to the boundary condition obtaining
√
Ux (0,√s) =
s s
U (π, s) = L(0) = 0. These lead to −A(s) + B(s) = 0 and A(s)e−π 2 + B(s)eπ 2 =
0. Solving these equations we find A(s) = B(s) = 0 and the transformed solution
becomes
40 cos x2
U (x, s) = .
s+1
Now, taking inverse Laplace transform we find
x
u(x, t) = 40e−t cos
2
SOLUTIONS TO SECTION 22 181

Problem 22.15
Solve by Laplace transform

utt − 4uxx = 0, 0 ≤ x ≤ 2, t > 0

u(0, t) = u(2, t) = 0,
ut (x, 0) = 0, u(x, 0) = 3 sin πx.

Solution.
Applying Laplace transform to both sides of the equation we obtain

s2 U (x, s) − su(x, 0) − ut (x, 0) − 4Uxx (x, s) = 0

or
4Uxx (x, s) − s2 U (x, s) = −3s sin πx.
This is a second order linear ODE in the variable x and positive parameter s. Its
general solution is
s s 3s sin πx
U (x, s) = A(s)e− 2 x + B(s)e 2 x + .
s2 + 4π 2
Next, we apply Laplace transform to the boundary condition u(0, t) = u(2, t) = 0
obtaining
U (0, s) = U (2, s) = L(0) = 0.
This leads to A(s) + B(s) = 0 and A(s)e−s + B(s)es = 0. Solving these equations
we find A(s) = B(s) = 0 and the transformed solution becomes

3s sin πx
U (x, s) = .
s2 + 4π 2
Using the inverse Laplace transform we find

u(x, t) = 3 sin πx cos 2πt

182 CONTENTS

Solutions to Section 23
Problem 23.1
Find the complex Fourier coefficients of the function

f (x) = x, −1≤x≤1

extended to be periodic of period 2.

Solution. Using integration by parts we find

1 1 −inπx
Z
cn = xe dx
2 −1
"  1 Z 1  #
1 ix i
e−inπx  − e−inπx dx

=
2 nπ −1 −1 nπ
    
1 i −inπ i inπ
= e + e
2 nπ nπ
 
1 1 −inπ 1 inπ
+ e − e
2 (nπ)2 (nπ)2
1 i(−1)n i(−1)n
 
1 n 1 n
= + + (−1) − (−1)
2 nπ nπ (nπ)2 (nπ)2
(−1)n i
=
nπ
Problem 23.2
Let
 0 −π < x < −π

2
f (x) = 1 −π
2 < x < π
2
0 π<x<π


be 2π−periodic. Find its complex series representation.

Solution.
We have Z
1 π 1
c0 = dx =
2π − π2 2 2
and Z
1 π −inx 1 inπ inπ
cn = e dx = (e 2 − e− 2 )
2π − π2 2 2inπ
for n = ±1, ±2, · · · . These coefficients reduce to the real values
1  nπ 
cn = sin , n = ±1, ±2, · · · .
nπ 2
SOLUTIONS TO SECTION 23 183

Note that c−n = cn . Thus, the complex series representation of f is given by

∞
1 X 1  nπ 
f (x) = + sin (einx + e−inx )
2 nπ 2
n=1

Problem 23.3
Find the complex Fourier series of the 2π−periodic function f (x) = eax over the
interval (−π, π).

Solution.
We have for n = 0, ±1, ±2, · · ·
Z π
1
cn = eax e−∈x dx
2π −π
Z π
1
= e(a−in)x dx
2π −π
#π
1 e(a−in)x
=
2π a − in
−π
1 1
= · [e(a−in)π − e(a−in)(−π) ]
2π a − in
(−1)n (a + in) sinh aπ
=
π(a2 + n2 )

Hence, the complex Fourier series of f (x) is

∞
sinh aπ X (−1)n (a + in) inx
f (x) = e
π n=−∞
(a2 + n2 )

Problem 23.4
Find the complex Fourier series of the 2π−periodic function f (x) = sin x over the
interval (−π, π).

Solution.
We have
Z π
1
cn = sin xe−∈x dx
2π −π
− e−inπ
 inπ 
1 e
= =0
2π n2 − 1
for n 6= 1 or n 6= −1. Thus,
184 CONTENTS

−1 1
c−1 = 2i and c1 = 2i .

Hence, the complex Fourier series of f (x) is

eix − e−ix
f (x) =
2i

Problem 23.5
Find the complex Fourier series of the 2π−periodic function defined

1 0<x<T
f (x) =
0 T < x < 2π

Solution.
We have
Z 2π Z T
1 −inx 1
cn = f (x)e dx = e−inx dx
2π 0 2π 0
1 −inT
= [e − 1]
2πn

for n 6= 0. For n = 0 we find

Z T
1 T
c0 = dt = .
2π 0 2π

Hence, the complex Fourier series of f (x) is

−1
(
1 X i −int
f (x) = T+ [e − 1]eint
2π n=−∞
n
∞
)
X i −int
+ [e − 1]eint
n
n=1

Problem 23.6
Let f (x) = x2 , − π < x < π, be 2π−periodic.
(a) Calculate the complex Fourier series representation of f.
(b) Using the complex Fourier series found in (a), recover the real Fourier series
representation of f.
SOLUTIONS TO SECTION 23 185

Solution.
(a) Using integration by parts we find
Z π
1
cn = x2 e−inx dx
2π −π
π
1 x2 i −inx  2i π −inx
 Z 
=
2π n
e  − n xe dx
−π −π
   π 
1 2x 2i −inx 

= 0+ − e
2π n2 n3 
−π
2
= 2 (−1)n
n
for n 6= 0 and Z π
1 π2
c0 = x2 dx = .
2π −π 3
Hence, the complex Fourier series of f (x) is
−1 ∞
π2 X 2 n inx
X 2
f (x) = + 2
(−1) e + 2
(−1)n einx .
3 n=−∞
n n
n=1
a0 π2
(b) We have 2 = c0 = 3 and
4
an = cn + c−n = n2
(−1)n and bn = 0.
Hence, the real Fourier series representation of f is
∞
π2 X 4
f (x) = + (−1)n cos nx
3 n2
n=1
Problem 23.7
Let f (x) = sin nπx, − 12 < x < 21 , be of period 1.
(a) Calculate the coefficients an , bn and cn .
(b) Find the complex Fourier series representation of f.
Solution.
(a) We have
Z 1
2 2 π π
a0 =2 sin nπxdx = − [cos − cos − ] = 0
− 12 π 2 2
Z 1
2
an =2 sin nπx cos 2nπxdx = 0
− 12
1
8(−1)n n
Z
2
bn =2 sin nπx sin 2nπxdx =
− 12 π − 4n2 π
186 CONTENTS

where we used a computer software to evaluate bn .

Now to find cn ’s we have
a0
c0 = =0
2
and for n ∈ N we have
an − ibn 4(−1)n n
cn = =
2 i(π − 4n2 π)
and
an + ibn 4(−1)n in
c−n = =
2 π − 4n2 π
(b) The complex Fourier representation of f (x) is
∞
4 X (−1)n n 2nπix
f (x) = e
π n=−∞ i(1 − 4n2 )

Problem 23.8
Let f (x) = 2 − x, − 2 < x < 2, be of period 2.
(a) Calculate the coefficients an , bn and cn .
(b) Find the complex Fourier series representation of f.
Solution.
(a) We have

Z 2
1
a0 = (2 − x)dx = 4
2 −2
Z 2
1  nπ 
an = (2 − x) cos
x dx = 0
2
−2 2
1 2 4(−1)n
Z  nπ 
bn = (2 − x) sin x dx =
2 −2 2 nπ
where we used a computer software to evaluate bn .
Now to find cn ’s we have
a0
c0 = =2
2
and for n ∈ N we have
an − ibn 2(−1)n+1 i
cn = =
2 nπ
and c−n = −cn .
(b) The complex Fourier representation of f (x) is
−1 ∞
X 2(−1)n+1 i ( inπ x) X 2(−1)n+1 i ( inπ x)
f (x) = 2 + e 2 + e 2
n=−∞
nπ nπ
n=1
SOLUTIONS TO SECTION 23 187

Problem 23.9
Suppose that the coefficients cn of the complex Fourier series are given by
 2
iπn if |n| is odd
cn =
0 if |n| is even.

Find an , n = 0, 1, 2, · · · and bn , n = 1, 2, · · · .

Solution.
We first find the an . For n = 0 we have a0 = 2c0 = 0. For n ∈ N we have

an = cn + c−n = 0.

Next, we find the coefficients bn . We have for |n| odd

4 4
bn = i =
inπ nπ
and for |n| even bn = 0

Problem 23.10
Recall that any complex number z can be written as z = Re(z) + iIm(z) where
Re(z) is called the real part of z and Im(z) is called the imaginary part. The
complex conjugate of z is the complex number z = Re(z) − iIm(z). Using these
definitions show that an = 2Re(cn ) and bn = −2Im(cn ).

Solution.
Note that for any complex number z we have z +z = 2Re(z) and z −z = −2iRe(z).
Thus,
cn + cn = an
which means that an = 2Re(cn ). Likewise, we have

cn − cn = ibn

That is ibn = −2iIm(cn ). Hence, bn = −2Im(cn )

Problem 23.11
Suppose that
i −inT

2πn [e − 1] if n 6= 0
cn = T
2π if n = 0.
Find an and bn .
188 CONTENTS

Solution.
We have
T
a0 = 2c0 =
π
Now note that
1
2cn = [sin (nT ) + i(cos (nT ) − 1)].
πn
Hence,
1 1−cos (nT )
an = 2Re(cn ) = πn sin (nT ) and bn = nπ

Problem 23.12
Find the complex Fourier series of the function f (x) = ex on [−2, 2].
Solution.
We have
Z 2
[1 inπx
cn = ex e− 2 dx
4 −2
nπ
2
1 ex(1−i 2 ) 
=
4 1 − i nπ

2

−2
i sin (2 − inπ)
=
2 − inπ
The complex Fourier series is
∞
X i sin (2 − inπ) inπ x
f (x) = i e 2
n=−∞
2 − inπ

Problem 23.13
Consider the wave form
SOLUTIONS TO SECTION 23 189

(a) Write f (x) explicitly. What is the period of f.

(b) Determine a0 and an for n ∈ N.
(c) Determine bn for n ∈ N.
(d) Determine c0 and cn for n ∈ N.

Solution.
(a) We have 
1 0<t<1
f (t) =
0 1<t<2
and f (t + 2) = f (t) for all t ∈ R.
(b) We have
2 L
Z Z 2 Z 1
a0 = f (x)dx = dx = dx = 1
L 0 0 0
Z 1
sin nπ
an = cos nπxdx = = 0.
0 nπ
(c) We have
1
1 − cos nπ 1 − (−1)n
Z
bn = sin nπxdx = = .
0 nπ nπ
Hence,
2

nπ if n is odd
bn =
0 if n is even
a0 1
(d) We have c0 = 2 = 2and for n ∈ N we have
i

an − ibn − nπ if n is odd
cn = =
2 0 if n is even
Problem 23.14
If z is a complex number we define sin z = 12 (eiz − e−iz ). Find the complex form
of the Fourier series for sin 3x without evaluating any integrals.

Solution.
We have
1
sin 3x = (e3ix − e−3ix )
2
Problem 23.15
Find cn for the 2π−periodic function

1 if s ≤ x ≤ s + h
f (x) =
0 elsewhere in [−π, π]
190 CONTENTS

Solution.
We have
2π π 2π s+h −inx 1 − e−inh
 
cn = R f (x)e−inx dx = R e dx = e−ins
−π s 2πin
SOLUTIONS TO SECTION 24 191

Solutions to Section 24
Problem 24.1
Find the Fourier transform of the function

1 if −1 ≤ x ≤ 1
f (x) =
0 otherwise.

Solution.
We have
Z ∞ Z 1 Z 1 Z 1
fˆ(ξ) = f (x)e−iξx dx = e−iξx dx = cos ξxdx − i sin ξxdx.
−∞ −1 −1 −1

The second integral is zero since the integrand is odd. Hence,

(
2 sinξ ξ if ξ 6= 0
fˆ(ξ) =
2 if ξ = 0

Problem 24.2
Obtain the transformed problem when applying the Fourier transform with respect
to the spatial variable to the equation and initial condition

ut + cux = 0

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

Solution.
Let û(ξ, t) be the Fourier transform of u in x. Performing the Fourier transform
on both the PDE and the initial condition, we reduce the PDE into an ODE in t
∂ û
+ iξcû = 0
∂t
û(ξ, 0) = fˆ(ξ)

Problem 24.3
Obtain the transformed problem when applying the Fourier transform with respect
to the spatial variable to the equation and both initial conditions

utt = c2 uxx , x ∈ R, t > 0

u(x, 0) = f (x)
ut (x, 0) = g(x).
192 CONTENTS

Solution.
By performing the Fourier transform of u in x, we reduce the PDE problem into
an ODE problem in the variable t:

∂ 2 û
= −c2 ξ 2 û
∂t2

û(ξ, 0) = fˆ(ξ)

ût (ξ, 0) = ĝ(ξ)

Problem 24.4
Obtain the transformed problem when applying the Fourier transform with respect
to the spatial variable to the equation and both initial conditions

∆u = uxx + uyy = 0, x ∈ R, 0 < y < L

u(x, 0) = 0


1 if −a < x < a
u(x, L) =
0 otherwise

Solution.
Performing Fourier Transform in x for the PDE we obtain the second order PDE
in y
ûyy = ξ 2 û

2 sin ξa
û(ξ, 0) = 0, û(ξ, L) =
ξ

Problem 24.5
Find the Fourier transform of f (x) = e−|x|α , where α > 0.
SOLUTIONS TO SECTION 24 193

Solution.
We have
Z ∞
fˆ(ξ) = e−|x|α e−iξx dx
−∞
Z 0 Z ∞
xα −iξx
= e e dx + e−xα e−iξx dx
Z−∞
∞ Z 0∞
= e−xα eiξx dx + e−xα e−iξx dx
Z0 ∞ Z0 ∞
−x(α−iξ)
= e e−x(α+iξ) dx
dx +
0 0
∞ ∞
e−x(α−iξ)  e −x(α+iξ) 
=−  −
 
α − iξ  α − iξ 

0 0
1 1 2α
= + = 2
α − iξ α + iξ α + ξ2
Problem 24.6
Prove that
1
F[e−x H(x)] =
1 + iξ
where 
1 if x ≥ 0
H(x) =
0 otherwise.

Solution.
We have
Z ∞
−x
F[e H(x)] = e−x H(x)e−iξx dx
−∞
∞
∞
e−x(1+iξ) 
Z
−x(1+iξ) 1
= e dx = −  =
0 1 + iξ  1 + iξ
0

Problem 24.7
Prove that  
1
F = 2πeξ H(−ξ).
1 + ix
Solution.
Using the duality property, we have
 
1
F = F[F[e−ξ H(ξ)]] = 2πeξ H(−ξ)
1 + ix
194 CONTENTS

Problem 24.8
Prove
F[f (x − α)] = e−iξα fˆ(ξ).

Solution.
We have
Z ∞
F[f (x − α)] = f (x − α)e−iξx dx
−∞
Z ∞
=e−iξα f (u)e−iξu du
−∞
−iξα
=e fˆ(ξ)

where u = x − α

Problem 24.9
Prove
F[eiαx f (x)] = fˆ(x − α).

Solution.
We have
Z ∞ Z ∞
−iξx
F[e iαx
f (x)] = e iαx
f (x)e dx = eix(α−ξ f (x)e−iξx dx = fˆ(ξ − α)
−∞ −∞

Problem 24.10
Prove the following
1
F[cos (αx)f (x)] = [fˆ(ξ + α) + fˆ(ξ − α)]
2
1
F[sin (αx)f (x)] = [fˆ(ξ + α) − fˆ(ξ − α)]
2
Solution.
We will just prove the first one. We have

f (x)eiαx e−iαx
F[cos (αx)f (x)] =F[ + f (x)
2 2
1
= [F[f (x)eiαx ] + F[f (x)e−iαx ]]
2
1 ˆ
= [f (x − α) + fˆ(x + α)]
2
SOLUTIONS TO SECTION 24 195

Problem 24.11
Prove
F[f 0 (x)] = (iξ)fˆ(ξ).

Solution.
Using the definition and integration by parts we find
Z ∞
0
F[f (x)] = f 0 (x)e−iξx dx
−∞
∞ Z ∞
= f (x)e−iξx  + (iξ) f (x)e−iξx dx

−∞ −∞
=f (x) cos ξx − if (x) sin ξx + (iξ)fˆ(ξ) = (iξ)fˆ(ξ)

where we used the fact that limx→∞ f (x) = 0

Problem 24.12
Find the Fourier transform of f (x) = 1 − |x| for −1 ≤ x ≤ 1 and 0 otherwise.

Solution.
We have
Z 1
fˆ(ξ) = (1 − |x|)e−iξx dx
−1
Z 1
=2 (1 − x)e−iξx dx
0
Z 1
=2 (1 − x) cos ξxdx
0
2
= (1 − cos ξ)
ξ2

Problem 24.13
Find, using the definition, the Fourier transform of

 −1 −a < x < 0
f (x) = 1 0<x<a
0 otherwise

196 CONTENTS

Solution.
We have
Z ∞
fˆ(ξ) = f (x)e−iξx dx
−∞
Z 0 Z a
=− e−ξx dx + e−ξx dx
−a 0
1 1
= (1 − eiξa ) + (1 − e−iξa )
iξ iξ
2
= (1 − cos ξa)
iξ

Here we use Euler’s formula e±iξa = cos ξa ± i sin ξa

Problem 24.14
ξ2
Find the inverse Fourier transform of fˆ(ξ) = e− 2 .

Solution.
Using (5’) we find
1 x2
F −1 [fˆ(ξ)] = √ e− 2
2π

Problem 24.15
Find F −1 a+iξ
1
.

Solution.
From Example 24.1, we find
 
−1 1
F = e−ax , x ≥ 0.
a + iξ
SOLUTIONS TO SECTION 25 197

Solutions to Section 25
Problem 25.1
Solve, by using Fourier transform

∆u = 0

uy (x, 0) = f (x)
lim u(x, y) = 0.
x2 +y 2 →∞

Solution.
Using the Fourier transform method, we begin by taking the transform of the PDE
in x. The result is
ûyy − ξ 2 û = 0.
The solution of the ODE in y is

û(ξ, y) = A(ξ)eξy + B(ξ)e−ξy .

Applying the boundary condition

lim u(x, y) = 0
x2 +y 2 →∞

we can write
û(ξ, y) = C(ξ)e−|ξ|y
where C(ξ) is some constant distinct from A(ξ) or B(ξ). Applying the first bound-
ary condition, we get

−|ξ|y 
ûy (ξ, 0) = −|ξ|C(ξ)e  = −|ξ|C(ξ) = fˆ(ξ).
y=0

Thus,
fˆ(ξ)
C(ξ) = −
|ξ|
and
fˆ(ξ) −|ξ|y
û(ξ, y) = − e .
|ξ|
If we leave this in terms of a convolution integral, we obtain
1 −|ξ|y
u(x, t) = f (x) ∗ F −1 [− e ]
|ξ|
198 CONTENTS

Problem 25.2
Solve, by using Fourier transform

ut + cux = 0
x2
u(x, 0) = e− 4 .

Solution.
Let û(ξ, t) be the Fourier transform of u in x. Performing the Fourier transform
on both the PDE and the initial condition, we reduce the PDE into an ODE
d∂ û
+ iξcû = 0
∂t
1 2
û(ξ, 0) = √ e−ξ .
π
Solution of the ODE gives
1 2
û(ξ, t) = √ e−ξ e−iξct .
π
Thus,
(x−ct)2
u(x, t) = F −1 [u(ξ, t)] = e− 4

Problem 25.3
Solve, by using Fourier transform

ut = kuxx − αu, x ∈ R
2
− xγ
u(x, 0) = e .

Solution.
Let û(ξ, t) be the Fourier transform of u in x. Performing the Fourier transform
on both the PDE and the initial condition, we reduce the PDE into an ODE in t
∂ û
= −(kξ 2 + α)û
∂t
r
γ −γ ξ2
û(ξ, 0) = e 4.
4π
Solution of the ODE in t gives
2 +α)t
û(ξ, t) = û(ξ, 0)e−(kξ .
SOLUTIONS TO SECTION 25 199

Thus, r
γ −ξ2 (kt+ γ ) −αt
û(ξ, t) = e 4 e .
4π
Taking inverse Fourier transform we find
r
γ −αt −1 −ξ2 (kt+ γ )
u(x, t) = e F [e 4 ]
4π
r
x2
r
γ −αt π −
= e · · e 4(kt+γ/4)
4π kt + γ/4
√ − x
2
= γ4kt + γe 4kt+γ e−αt

Problem 25.4
Solve the heat equation
ut = kuxx
subject to the initial condition

1 if x ≥ 0
u(x, 0) =
0 otherwise.

Solution.
The solution is Z ∞
1 (x−s)2
u(x, t) = √ e− 4kt ds
4πkt 0

Problem 25.5
Use Fourier transform to solve the heat equation

ut = uxx + u, −∞<x<∞< t>0

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

Solution.
Let û(ξ, t) be the Fourier transform of u in x. Performing the Fourier transform
on both the PDE and the initial condition, we reduce the PDE into an ODE in t
∂ û
= −(ξ 2 − 1)û
∂t
û(ξ, 0) = fˆ(ξ).
Solution of the ODE in t gives
2 −1)t
û(ξ, t) = û(ξ, 0)e−(ξ .
200 CONTENTS

Thus,
2
û(ξ, t) = fˆ(ξ)e−ξ (t et .
Taking inverse Fourier transform we find
2
u(x, t) =et F −1 [e−ξ t ]
1 − x2
=e−αt √ e 4t
4πt

Problem 25.6
Prove that Z ∞
2y
e−|ξ|y eiξx dξ = .
−∞ x2 + y2

Solution.
We have
Z ∞ Z 0 Z ∞
−|ξ|y iξx
e e dξ = ξy iξx
e e dξ + e−ξy eiξx dξ
−∞ −∞ 0
0 ∞
1 ξ(y+ix) 
 1 ξ(−y+ix) 

= e + e
y + ix 
−∞ −y + ix 
0
1 1 2y
= + = 2
y + ix −y + ix x + y2

Problem 25.7
Solve Laplace’s equation in the half plane

uxx + uyy = 0, − ∞ < x < ∞, 0 < y < ∞

subject to the boundary condition

u(x, 0) = f (x), |u(x, y)| < ∞.

Solution.
Performing Fourier Transform in x for the PDE we obtain the second order PDE
in y
ûyy = ξ 2 û.
The general solution is given by

û(ξ, y) = A(ξ)eξy + B(ξ)e−ξy .

To ensure boundedness we must have

SOLUTIONS TO SECTION 25 201

A(ξ) = 0 for ξ > 0 or B(ξ) = 0 for ξ < 0.

Hence,
û(ξ, y) = C(ξ)e−|ξ|y .
Using the boundary condition û(ξ, 0) = fˆ(ξ) we find C(ξ) = fˆ(ξ). Hence,

û(ξ, y) = fˆ(ξ)e−|ξ|y .

Taking inverse Fourier transform we find

Z ∞
1
u(x, y) = fˆ(ξ)e−|ξ|y eiξx dξ
2π −∞
 
1 2y
= f (x) ∗ 2
2π x + y2
Z ∞
1 2y
= f (x) dξ
2π −∞ (x − ξ)2 + y 2

Problem 25.8
Use Fourier transform to find the transformed equation of

utt + (α + β)ut + αβu = c2 uxx

where α, β > 0.

Solution.
Using the properties of Fourier transform we find

ûtt + (α + β)ût + αβ û = −c2 ξ 2 û

Problem 25.9
Solve the initial value problem

ut + 3ux = 0

u(x, 0) = e−x
using the Fourier transform.

Solution.
The answer is (see notes)
u(x, t) = e−(x−3t)
202 CONTENTS

Problem 25.10
Solve the initial value problem
ut = kuxx
u(x, 0) = e−x
using the Fourier transform.

Solution.
The answer is (see notes)
u(x, t) = e−(x−kt)

Problem 25.11
Solve the initial value problem
ut = kuxx
2
u(x, 0) = e−x
using the Fourier transform.

Solution.
The answer is (see notes)
Z ∞ 2
1 2 − (x−s)
u(x, t) = √ e−s 4kt ds
4πkt −∞

Problem 25.12
Solve the initial value problem

ut + cux = 0

u(x, 0) = x2
using the Fourier transform.

Solution.
The answer is (see notes)
u(x, t) = (x − ct)2

Problem 25.13
Solve, by using Fourier transform

∆u = 0

uy (x, 0) = f (x)
lim u(x, y) = 0.
x2 +y 2 →∞
SOLUTIONS TO SECTION 25 203

Solution.
Using the Fourier transform method, we begin by taking the transform of the PDE
in x. The result is
ûyy − ξ 2 û = 0.
The solution of the ODE in y is

û(ξ, y) = A(ξ)eξy + B(ξ)e−ξy .

Applying the boundary condition

lim u(x, y) = 0
x2 +y 2 →∞

we can write
û(ξ, y) = C(ξ)e−|ξ|y
where C(ξ) is some constant distinct from A(ξ) or B(ξ). Applying the first bound-
ary condition, we get

ûy (ξ, 0) = −|ξ|C(ξ)e−|ξ|y  = −|ξ|C(ξ) = fˆ(ξ).

y=0

Thus,
fˆ(ξ)
C(ξ) = −
|ξ|
and
fˆ(ξ) −|ξ|y
û(ξ, y) = − e .
|ξ|
If we leave this in terms of a convolution integral, we obtain
1 −|ξ|y
u(x, t) = f (x) ∗ F −1 [− e ]
|ξ|