UECM1713 Tutorial : PDEs In Rectangular Coordinates (Solution)

1. Show : u(x, y) = a ln(x2 + y 2 ) + b satisfies uxx + uyy = 0

Solve u = 0 = a ln 1 + b, u = 5 = a ln 9 + b
a = 5/(ln 9), b = 0
2. (a) y 00 + λy = 0, y 0 (0) = y(π) = 0
√
m2 + λ = 0 ⇒ m = ± −λ
Case 1. λ = −k 2 < 0
m = ±k
y = c1 ekx + c2 e−kx = 0, ∵ y 0 (0) = y(π) = 0 Case 2. λ = 0
m=0
y = c1 + c2 x = 0, ∵ y 0 (0) = y(π) = 0
Case 3 : λ = k 2 > 0
m = ±ki
y 0 = −c1 k sin(kx) + c2 k cos(kx) = c2 = 0, ∵ y 0 (0) = 0, k 6= 0
y = c1 cos(kx) = c1 cos(kπ), ∵ y(0) = 0
For non-0 solns, choose c1 6= 0 so that
k = 2n+12
, n = 0, 1, 2, . . .
 2
∴ λ = 2n+1 2
and yn = cos 2n+1
2
x, n = 0, 1, 2, . . .
(b) y 00 + 2y 0 + λy = 0, y(0) = y(π) =
√0
m2 + 2m + λ = 0 ⇒ m = −1 ± 1 − λ
Case 1 : 1 − λ = −k 2 < 0, k > 0
m = −1 ± ki
y = e−x [c1 cos(kx) + c2 sin(kx)]
y(0) = 0 ⇒ c1 = 0 ⇒ y = c2 e−x sin(kx)
y(π) = 0 ⇒ c2 e−π sin(kπ) = 0
c2 6= 0 ⇒ sin(kπ) = 0 ⇒ k = n = 1, 2, 3, . . .
λ = λn = 1 + k 2 = 1 + n2 , yn = e−x sin(nx),
Case 2 : 1 − λ = 0 or λ = 1
m = −1
y = c1 e−x + c2 xe−x =
y(0) = 0 ⇒ c1 = 0 ⇒ y = c2 xe−x
y(π) = 0 ⇒ c2 πe−π = 0 ⇒ c2 = 0
y=0
Case 3 : 1 − λ = k 2 > 0, k > 0
m = −1 ± k
y = c1 e(−1+k)x + c2 e(−1−k)x
y(0) = 0 ⇒ c1 + c2 = 0 ⇒ c2 = −c1 ⇒ y = c1 e−x ekx − e−kx = 2c1 e−x sinh(kx)
 

y(π) = 0 ⇒ 2c1 e−π sinh(kπ) = 0 ⇒ c2 = 0 since 2e−π sinh(kπ) 6= 0

y=0
(c) x2 y 00 + xy 0 + λy = 0, y 0 (1) = y(eπ ) = 0
√
Euler equation : m = −λ
Consider 3 cases : λ = k 2> 0, λ = 0, λ= −k 2 < 0; k > 0 (DIY)
 2n − 1 2 2n − 1
λ= , yn = cos ln x , n = 1, 2, . . .
2 2

1
3. u(x, t) = X(x)T (t)
XT 00 = 4X 00 T
X 00 + kX = 0, X(0) = X(π) = 0
T 00 + 4kT = 0, T (0) = 0
k = n2
Xn = sin(nx)
Tn = sin(2nt)
u= ∞
P
n=1 An sin(nx) sin(2nt)
ut (x, 0) = ∞
P
n=1 2nAn sin(nx) = sin 2x
1
u = sin(2x) sin(4t)
4
4. DIY
5. u(x, y) = X(x)Y (y)
X 00 Y 00
X 00 Y + XY 00 = 0 ⇒ =− = λ = k2
X Y
Note: No negative eigenvalues. You can check that the case λ < 0 gives only u = 0.
X 00 − k 2 X = 0, X(0) = 0
Y 00 + k 2 Y = 0, Y 0 (0) = Y 0 (1) = 0
Yn = cos nπy, n = 0, 1, 2, . . .
X0 = x; Xn = sinh nπx, n ≥ 1
X ∞
u(x, y) = A0 x + An sinh nπx cos nπy
n=1
∞
X
u(1, y) = 1 − y = A0 + An sinh nπ cos nπy
n=1
Z 1
1
A0 = (1 − y) dy =
0 2
Z 1
2 [1 − (−1)n ] 4
An sinh nπ = 2 (1 − y) cos nπy dy = = , n = 1, 3, . . . .
0 n2 π 2 n2 π 2
∞
1 4 X sinh(2n − 1)πx cos(2n − 1)πy
u(x, y) = x + 2
2 π n=1 (2n − 1)2 sinh(2n − 1)π

6. (a) Substituting u(x, t) = X(x)T (t) into (i),(ii), (iii), (v) we obtain

X 00 − kX = 0, X(0) = 0, X(1) = 0
T 0 − kT = 0

where k is a constant.
(b) The first DE has eigenfunctions

Xn = sin(nπ) corresponding to k = −n2 π 2 .

With these values of k, the second DE becomes

T 0 + n2 π 2 T = 0, T 0 (0) = 0.

Solving this IVP, we obtain Tn = exp[−n2 π 2 t].

Thus un (x, t) = Xn (x)Tn (t) = sin nπxexp[−n2 π 2 t] satisfies all the conditions except (iv).

2
 ∞
X ∞
X
(c) Let u(x, t) = An un (x, t) = An sin nπxexp[−n2 π 2 t].
n=1 n=1
∞
X 4
(4) ⇒ u(x, 0) = An sin nπx = 1 ⇒ An =
, n = 1, 3, 5, . . . ; An = 0, n = 2, 4, 6, . . .
n=1
nπ
Note : An =the coefficients of the half range sine series of f (x) = 1, 0 < x < 1
∞
X
f ∗ (x) = bn sin nx
n=1
( 4
Z 1
2 h cos nπx i1 2 , n = 1, 3, 5, . . .
bn = sin nπx dx = 2 − = [1 − (−1)n ] = nπ
1 0 nπ 0 nπ 0 , n = 2, 4, 6, . . .
∗ 4 h 1 1 i
Hence, the half range sine series is f (x) = sin x + sin 3x + sin 5x + · · · .
π 3 5
4 −π2 t
 1 −9π2 t 1 −25π2 t 
The solution is u(x, t) = e sin πx + e sin 3πx + e sin 5πx + · · ·
π 3 5
∞ −(2n−1)2 π 2 t
4 X e sin(2n − 1)πx
or u(x, t) =
π n=1 2n − 1
7. Bar with insulated ends
(a) Case 1. k = λ2 > 0 : No nontrivial solutions.
Case 2. k = 0 : X0 = 1
nπ
Case 3. k = −λ2 > 0 : λ = λn = nπ L
, X = Xn = cos x, n = 1, 2, . . .
L
Combining Case 2 and Case 3, we conclude that the eigenvalues are
 nπ 2
k=−
L
and that
nπ
Xn = cos x
L
are the corresponding eigenfunctions for n = 0, 1, 2, . . . .
(b) X 00 − kX = 0, X 0 (0) = X 0 (π) = 0
L=π
k = −n2 , Xn = cos nx, n = 0, 1, 2, . . . .
T 0 − 4kT = 0
T 0 − 4kT = 0
2
Tn = e4kt = e−4n t , n = 0, 1, 2, . . .
∞
2
X
u(x, t) = a0 + an e−4n t cos nx
n=1
∞
X 1 1
u(x, 0) = a0 + an cos nx = cos2 x = + cos(2x)
n=1
2 2
a0 = 12 , a2 = 21 and other an = 0
1 1
u(x, t) = + e−16t cos(2x)
2 2
 
h 2 1 hπ
8. ψ(x) = − x + + x,
2 π 2
Solve by separation of variables: wxx + wyy = 0, w(0, y) = w(π, y) = 0, w(x, 0) = −ψ(x)
∞
2 (−1)n
   
X
−ny 1 hπ h 2 h n
u(x, y) = An e sin nx + + x − x , An = + 3 [(−1) − 1]
n=1
π 2 2 π n n