Assignment #6

Advanced Engineering Mathematics II

Fall 1400

I. Method of Separation of Variables

1. Consider:

∂T ∂ 2T
= k 2 − αT
∂t ∂x
This corresponds to a one dimensional rod either with heat loss through the lateral sides with outside
zero temperature (α > 0) or with insulated lateral sides with a heat source proportional to the
temperature. Supposed that the boundary conditions are:

T (0, t) = 0, and T (L, t) = 0

(a) What are the possible equilibrium temperature distribution if α > 0?

(b) Solve the time-dependent problem with initial condition [T (x, 0) = f (x)] if α > 0. Analyze
the temperature for large time (t → ∞) and compare your results with part (a).
(c) Solve the time-dependent problem with initial condition [T (x, 0) = f (x)] if α < 0. [Be
especially careful if − αk = ( nπ
L
)2 .]

2. Find a formal solution of the following initial-boundary value problem:

PDE: utt = uxx , 0 < x < π, t>0

BCs: u(0, t) = u(π, t) = 0, t≥0

ICs: u(x, 0) = sin3 x, ut (x, 0) = sin 2x, 0 ≤ x ≤ π,

1
3. You are given the following initial-boundary value problem which describes the heat evolution of
an insulated one-dimensional rod (Neumann Problem):

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

BCs: ux (0, t) = ux (L, t) = 0, t≥0

IC: u(x, 0) = f (x), 0 ≤ x ≤ L,

(a) Using the Method of Separation of Variables, find a formal solution of the problem.
(b) Especialize your solution if k = 12, L = π, and f (x) = 1 + sin3 x
(c) Find limt→∞ u(x, t) for all 0 < x < π, and explain the physical interpretation of your result.

4. You are given the following initial-boundary value problem which describes the heat evolution on
a circular insulated wire of length 2π:

PDE: ut = kuxx , 0 < x < 2π, t>0

BCs: u(0, t) = u(2π, t), ux (0, t) = ux (2π, t), t≥0

IC: u(x, 0) = f (x), 0 ≤ x ≤ 2π,

(a) Using the Method of Separation of Variables, find a formal solution of the problem.
(b) Find limt→∞ u(x, t) for all 0 < x < 2π, and explain the physical interpretation of your result.

5. Solve the following heat problem:

PDE: ut = kuxx + A cos αt, 0 < x < 1, t>0

BCs: ux (0, t) = ux (1, t) = 0, t≥0

IC: u(x, 0) = 1 + cos2 πx, 0 ≤ x ≤ 1.

2
6. Using the Method of Separation of Variables, solve the following telegram equation:

PDE: utt + aut + bux = c2 uxx , 0 < x < `, t>0

BCs: u(0, t) = u(`, t) = 0, t≥0

ICs: u(x, 0) = f (x), ut (x, 0) = 0, 0 ≤ x ≤ `.

7. Using the Method of Separation of Variables, solve the following problem:

PDE: utt = c2 uxx + x2 , 0 < x < 1, t>0

BCs: u(0, t) = 0, u(1, t) = 1, t≥0

ICs: u(x, 0) = x, ut (x, 0) = 0, 0 ≤ x ≤ 1.

8. Using the Method of Separation of Variables, solve the following problem:

PDE: utt − 4uxx = xt, 0 < x < 1, t>0

BCs: u(0, t) = 0, ux (1, t) = 1 + t, t≥0

ICs: u(x, 0) = x, ut (x, 0) = 0, 0 ≤ x ≤ 1.

9. Using the Method of Separation of Variables, determine the solution of the following initial boundary-
value problem:

PDE: utt − c2 uxx = h(x, t), 0 < x < `, t>0

BCs: ux (0, t) = p(t), ux (`, t) = q(t), t≥0

ICs: u(x, 0) = f (x), ut (x, 0) = g(x), 0 ≤ x ≤ `.

3
10. You are given the following initial-value problem:

PDE: uxx + uyy = 0, x > 0, −∞ < y < +∞

ICs: u(x, 0) = f (x), and uy (x, 0) = g(x)

(a) Use an appropriate method to obtain the exact solution of the governing Cauchy PDE and show
that the analyical solution can be written as:

x+iy √
Z
1 1
u(x, y) = [f (x + iy) + f (x − iy)] + g(α)dα where i= −1
2 2i x−iy

II. d’Alembert Method

11. Solve the problem:

utt − 4uxx = ex + sin t, −∞ < x < ∞, t>0

u(x, 0) = 0, −∞ < x < ∞

1
ut (x, 0) = , −∞ < x < ∞
x2 +1
12. Find the general solution of the problem:

uttx − uxxx = 0, ux (x, 0) = 0, uxt (x, 0) = sin x,

in the domain {(x, t)| − ∞ < x < ∞, t > 0}

13. Use d’Alembert Method to solve the following initial-value problems:

(a)
utt − c2 uxx = sin x, u(x, 0) = cos x, ut (x, 0) = 1 + x,

(b)
utt − c2 uxx = 2, u(x, 0) = x2 , ut (x, 0) = cos x,

(c)
uxx + 2uxy − 3uyy = 0, u(x, 0) = sin x, uy (x, 0) = x,

4
 (d)
2y
4y 2 uxx + 2(1 − y 2 )uxy − uyy − (2ux − uy ) = 0, u(x, 0) = x, uy (x, 0) = x2 ,
1 + y2

(e)

uxx + 2 cos xuxy − sin2 xuyy − sin xuy = 0, u(x, sin x) = x, uy (x, sin x) = x2 ,

(f)
x2 uxx − 2xyuxy − 3y 2 uyy = 0, u(x, 1) = 2x + 1, uy (x, 1) = x2 ,

Thought for The Day

In your service to others keep to the humble works because they are works nobody else
will do. For there are many people who can do the big things. But there are few people who
will do the small things.

—– Mother Teresa

Due date: Sunday, 12th Dey, 1400, 12:00am .