Math 4220/5220 -Introduction to PDE’s

Homework #3 Solutions

1. Find the 1-dimensional Green’s function for the interval (0, l). The three properties defining
it can be stated as follows:
(a) It solves G′′ (x) = 0 for x 6= x0 .
(b) G(0) = G(l) = 0.
(c) G(x) is continuous at x0 and G(x) + 12 |x − x0 | is harmonic at x0 .
The first property gives us that
(
a0 x + b 0 0 < x < x0
G(x) =
a1 x + b 1 x0 < x < l

Now we apply G(0) = G(1) = 0 and the fact that G is continuous at x0 to get
(
ax 0 < x < x0
G(x) = ax0
x0 −l
(x − l) x0 < x < 1

We just need to use the fact that R(x) = G(x) + 12 |x − x0 | is harmonic at x0 to find a. The fact
that this function is harmonic implies that its first derivative is continuous at x0 . A simple
calculation gives:
1
lim R′ (x) = a −
x→x0 − 2
and
ax0 1
lim R′ (x) = +
x→x0 + x0 − l 2
Equating these limits results in
x0
a=1−
l
So (
1 − xl0 x 0 < x < x0


G(x) =
− xl0 (x − l) x0 < x < l
2. (a) Find the Green’s function for the half-plane {y > 0}.
Given x0 = (x0 , y0 ) in the upper half-plane, we define its reflection x∗0 = (x0 , −y0 ). Let

G(x; x0 ) = f (x − x0 ) − f (x − x∗0 )
1
where f (y) = 2π ln(|y|). It is clear that G is harmonic in the upper half-plane with x0
removed and we have the right type of singularity at x0 . We just need to check the value
on the boundary. Since when x is on the x-axis, |x − x0 | = |x − x∗0 |, G will be 0 on the
boundary.
(b) Use it to solve the Dirichlet problem in the half-plane with boundary values h(x).
∂ ∂
On the boundary of D, ∂n = − ∂y , so on the boundary of D, we have

∂G y0
(x, x0 ) =
∂n π((x − x0 )2 + y02 )
 The solution on the half-plane is then given by
y0 ∞ h(x)
Z
u(x0 , y0 ) = dx .
π −∞ (x − x0 )2 + y02

(c) Calculate the solution with u(x, 0) = 1.

∞
y0 ∞

1 1
Z
u(x0 , y0 ) = dx = arctan(x/y0 ) = 1.
π −∞ (x − x0 )2 + y02 π −∞

So u(x, y) ≡ 1.
3. (a) If u(x, y) = f (x/y) is a harmonic function, solve the ODE satisfied by f .
We differentiate to get:
1
ux = f ′ (x/y)
y
1
uxx = 2 f ′′ (x/y)
y
x
uy = − 2 f ′ (x/y)
y
2
x 2x
uyy = 4 f ′′ (x/y) + 3 f ′ (x/y)
y y
So,
x2
 
1 2x ′
uxx + uyy = + f ′′ (x/y) + f (x/y) = 0
y2 y4 y3
1 x
We factor out a y2
and let s = y
to get the following ODE for f :

(1 + s2 )f ′′ (s) + 2sf ′ (s) = 0

((1 + s2 )f ′ (s))′ = 0
C1
f ′ (s) =
1 + s2
f (s) = C1 arctan(s) + C2
∂u
p
(b) Show that ∂r
≡ 0, where r = x2 + y 2 as usual.
   
∂u ∂u ∂x ∂u ∂y 1 ′ x x x ′ x y
= + = f − f = 0.
∂r ∂x ∂r ∂y ∂r y y r y2 y r
(c) Suppose that v(x, y) is any function in {y > 0} such that ∂v ∂r
≡ 0. Show that v is a
function of the quotient x/y.
If ∂v
∂r
≡ 0, the v is a function of just θ, but θ = arctan(y/x) is a function of just xy , so v
must also be a function of just xy .
(d) Find the boundary values limy→0 u(x, y) = h(x).
From the solution in part (a), we have
(
π
C + C2
2 1
x>0
lim u(x, y) = lim C1 arctan(y/x) + C2 =
y→0 y→0 − π2 C1 + C2 x<0
 (e) Show that your answer to (c) and (d) agrees with the general formula in the previous
question.
We plug in the boundary data,
(
π
C1 + C2 x>0
h(x) = 2 π
− 2 C1 + C2 x < 0

into the solution found in (2b) to get

y0 0 − π2 C1 + C2 y0 0 π
C + C2
Z Z
2 1
u(x0 , y0 ) = 2
dx + dx
π −∞ (x − x0 ) + y0
2 π −∞ (x − x0 )2 + y02
0
− π2 C1 + C2 π ∞
C + C2
 
x − x0  2 1 x − x0 
= arctan + arctan
π y0 
−∞ π y0 
0
= C1 arctan(x0 /y0 ) + C2

4. (a) Use the previous question to find a harmonic function in the half-plane {y > 0} with the
boundary data h(x) = 1 for x > 0, h(x) = 0 for x < 0.
We Just set C1 = π1 and C2 = 12 and we have it.
(b) Do the same as part (a) for the boundary data h(x) = 1 for x > a, h(x) = 0 for x < a.
We just need to translate the solution by a,
1 1
u(x, y) = arctan(y/(x − a)) +
π 2
(c) Use part (b) to solve the same problem with boundary data h(x), where h(x) is any step
function. That is
h(x) = cj for aj−1 < x < aj for 1 ≤ j ≤ n
where −∞ = a0 < a1 < a2 · · · < an−1 < an = ∞ and the cj are constants.
As we cross each point ai on the x-axis, we want the solution to increase by Ci − Ci+1 .
We can write the solution as,
n−1
X Ci+1 − Ci Cn + C1
u(x, y) = arctan(y/(x − ai )) + .
i=1
π 2

Note that if x > an−1 then we get

C2 − C1 C3 − C2 Cn − Cn−1 Cn + C1
+ + ··· + +
2 2 2 2
Which telescopes down to Cn . If we are between an−2 and an−1 then we would have
C2 − C1 C3 − C2 Cn−1 − Cn−2 Cn − Cn−1 Cn + C1
+ + ··· + − +
2 2 2 2 2
which telescopes down to Cn−1 as required. It should be clear that we get the correct
values for the rest of the x-axisgr.
5. Find the Green’s function for the half-ball {x2 + y 2 + z 2 < a2 , z > 0}. Hint: The easiest
method is to use reflections with the solution for the whole ball.
 For x0 = (x0 , y0 , z0 ) in the half ball D, define x∗0 = (x0 , y0 , −z0 ). Let GB denote the solution
in the whole ball, then

G(x; x0 ) = GB (x; x0 ) − GB (x; x∗0 )

1 1 1 1
= − − −
4π|x − x0 | 4π|x − x¯0 | 4π|x − x0 | 4π|x − x¯∗0 |
∗

In the above expression, the over bar means the point reflected through the sphere as discussed
in class.
6. Do the same for the eighth of a ball D = {x2 + y 2 + z 2 < a2 , x > 0, y > 0, z > 0}.
Each time we eliminate a piece of the sphere, we must double the number of points. We start
with 2 points. To get to a half-sphere, we must use 4 points. To get to a quarter-sphere,
we will need 8 points. Finally for the eighth-sphere, we will need 16 points. Each new set of
points will come form reflecting the old set across the axis.

For students enrolled in Math 5220 all questions are of equal value and required.
For students enrolled in Math 4220, question 4 is a bonus question worth up to an additional 5 %.