Created by T.

Madas

PARTIAL
DIFFERENTIAL
EQUATIONS
(by integral transformations)

Created by T. Madas
 Created by T. Madas

Question 1
The function ϕ = ϕ ( x, y ) satisfies Laplace’s equation in Cartesian coordinates

∂ 2ϕ ∂ 2ϕ
+ = 0.
∂x 2 ∂y 2

Use Fourier transforms to convert the above partial differential equation into an

ordinary differential equation for ϕˆ ( k , y ) , where ϕˆ ( k , y ) is the Fourier transform of

ϕ ( x, y ) with respect to x .

d 2ϕˆ
MM4-A , 2
− k 2ϕˆ = 0
dx

Created by T. Madas
 Created by T. Madas

Question 2
The function ϕ = ϕ ( x, y ) satisfies Laplace’s equation in Cartesian coordinates,

∂ 2ϕ ∂ 2ϕ
+ = 0,
∂x 2 ∂y 2

in the part of the x-y plane for which y ≥ 0 .

It is further given that

• ϕ ( x, y ) → 0 as x2 + y 2 → ∞

 1 x <1
• ϕ ( x,0 ) =  2
0 x >1

Use Fourier transforms to show that

∫
1 1 − ky
ϕ ( x, y ) = e sin k cos kx dk ,
π 0 k

and hence deduce the value of ϕ ( ±1,0 ) .

MM4-B , ϕ ( ±1, 0 ) = 1
4

Created by T. Madas
 Created by T. Madas

Question 3
The function ψ = ψ ( x, y ) satisfies Laplace’s equation in Cartesian coordinates,

∂ 2ψ ∂ 2ψ
+ =0,
∂x 2 ∂y 2

in the part of the x-y plane for which y ≥ 0 .

It is further given that

• ψ ( x,0 ) = δ ( x )

• ψ ( x, y ) → 0 as x2 + y 2 → ∞

Use Fourier transforms to convert the above partial differential equation into an
ordinary differential equation and hence show that

1 y 
ψ ( x, y ) =  .
π  x2 + y2 

MM4-C , proof

Created by T. Madas
 Created by T. Madas

Question 4
The function u = u ( x, t ) satisfies the partial differential equation

∂u 1 ∂ 3u
+ = 0.
∂t 3 ∂x3

It is further given that

• u ( x,0 ) = δ ( x )

• u ( x, t ) → 0 as x → ∞

Use Fourier transforms to convert the above partial differential equation into an
ordinary differential equation and hence show that

1  x 
u ( x, t ) = Ai  1 ,
1  
t3  t3 

where the Ai ( x ) is the Airy function, defined as

∫
1
Ai ( x ) = cos  1 k 3 + kx  dk .
π 3 
0

proof

Created by T. Madas
 Created by T. Madas

Question 5
The function Φ = Φ ( x, y ) satisfies Laplace’s equation in Cartesian coordinates,

∂ 2Φ ∂ 2Φ
+ = 0,
∂x 2 ∂y 2

in the part of the x-y plane for which y ≥ 0 .

It is further given that

• Φ ( x,0 ) = δ ( x )

• Φ ( x, y ) → 0 as x2 + y 2 → ∞

Use Fourier transforms to find the solution of the above partial differential equation
and hence show that

  2  −1 
1 y
δ ( x ) = lim  1 + 2   .
α →0  πα α  
  

proof

Created by T. Madas
 Created by T. Madas

Question 6
The function u = u ( t , y ) satisfies the partial differential equation

∂u ∂u
+y = y , t ≥ 0, y > 0,
∂t ∂y

subject to the following conditions

i. u ( 0, y ) = 1 + y 2 , y > 0

ii. u ( t ,0 ) = 1 , t ≥ 0

Use Laplace transforms in t to show that

u ( t , y ) = 1 + y − y e−t + y 2 e −2t .

MM4-D , proof

Created by T. Madas
 Created by T. Madas

Question 7
The function ϕ = ϕ ( x, y ) satisfies Laplace’s equation in Cartesian coordinates,

∂ 2ϕ ∂ 2ϕ
+ = 0,
∂x 2 ∂y 2

in the part of the x-y plane for which x ≥ 0 and y ≥ 0 .

It is further given that

1
• ϕ ( x, 0 ) =
1 + x2

• ϕ ( x, y ) → 0 as x2 + y 2 → ∞

∂
• ϕ ( x,0 )  = 0
∂x 

Use Fourier transforms to convert the above partial differential equation into an
ordinary differential equation and hence show that

y +1
ϕ ( x, y ) = 2
.
2
x + ( y + 1)

proof

Created by T. Madas
 Created by T. Madas

Question 8
The function z = z ( x, t ) satisfies the partial differential equation

∂u ∂z
=2 +z, x≥0, t ≥ 0,
∂x ∂t

subject to the following conditions

i. z ( x,0 ) = 6e −3 x , x > 0 .

ii. z ( x, t ) , is bounded for all x ≥ 0 and t ≥ 0 .

Find the solution of partial differential equation by using Laplace transforms.

MM4-A , z ( x, t ) = 6e (
− 3 x + 2t )

Created by T. Madas
 Created by T. Madas

Question 9

θ ( x ) = 8sin ( 2π x ) , 0 ≤ x ≤ 1

The above equation represents the temperature distribution θ °C , maintained along

the 1 m length of a thin rod.

At time t = 0 , the temperature θ is suddenly dropped to θ = 0 °C at both the ends of

the rod at x = 0 , and at x = 1 , and the source which was previously maintaining the
temperature distribution is removed.

The new temperature distribution along the rod θ ( x, t ) , satisfies the heat equation

∂ 2θ ∂θ
2
= , 0 ≤ x ≤ 1, t ≥ 0 .
∂x ∂t

Use Laplace transforms to determine an expression for θ ( x, t ) .

2
MM4-E , θ ( x, t ) = 8e −4π t sin ( 2π x )

Created by T. Madas
 Created by T. Madas

Question 10
The function ϕ = ϕ ( x, y ) satisfies Laplace’s equation in Cartesian coordinates,

∂ 2ϕ ∂ 2ϕ
+ = 0,
∂x 2 ∂y 2

in the semi-infinite region of the x-y plane for which y ≥ 0 .

It is further given that

ϕ ( x,0 ) = f ( x )

ϕ ( x, y ) → 0 as x2 + y 2 → ∞

Use Fourier transforms to convert the above partial differential equation into an
ordinary differential equation and hence show that

∞
f ( x − u)
∫
y
ϕ ( x, y ) = du .
π −∞ u2 + y2

MM4-E , proof

Created by T. Madas
 Created by T. Madas

Question 11
The function ϕ = ϕ ( x, y ) satisfies Laplace’s equation in Cartesian coordinates,

∂ 2ϕ ∂ 2ϕ
+ = 0,
∂x 2 ∂y 2

in the semi-infinite region of the x-y plane for which y ≥ 0 .

It is further given that for a given function f = f ( x )

∂ ∂
• ϕ ( x,0 )  =  f ( x ) 
∂y ∂x

• ϕ ( x, y ) → 0 as x2 + y 2 → ∞

Use Fourier transforms to convert the above partial differential equation into an
ordinary differential equation and hence show that

∞
f (u )
∫
1
ϕ ( x, 0 ) = du .
π −∞ x −u

proof

[ solution overleaf ]

Created by T. Madas
Created by T. Madas

Created by T. Madas
 Created by T. Madas

Question 12
The function ϕ = ϕ ( x, y ) satisfies Laplace’s equation in Cartesian coordinates,

∂ 2ϕ ∂ 2ϕ
+ = 0 , −∞ < x < ∞ , y ≥ 0 .
∂x 2 ∂y 2

It is further given that

ϕ ( x, y ) → 0 as x2 + y 2 → ∞

ϕ ( x,0 ) = H ( x ) , the Heaviside function.

Use Fourier transforms to show that

1 1 x
ϕ ( x, y ) = + arctan   .
2 π  y

You may assume that

1  1
F [ H( x) ] = π δ ( k ) + i k  .
2π  

proof

Created by T. Madas
 Created by T. Madas

Question 13
The temperature θ ( x, t ) in a semi-infinite thin rod satisfies the heat equation

∂ 2θ ∂θ
2
= , x ≥ 0 , t ≥ 0.
∂x ∂t

The initial temperature of the rod is 0 °C , and for t > 0 the endpoint at x = 0 is
maintained at T °C .

Assuming the rod is insulated along its length, use Laplace transforms to find an
expression for θ ( x, t ) .

You may assume that

 e− s   1 
• L−1   = erfc  
 s  2 t 

1 t
• L−1  f ( k s )  = f   , where k is a constant.
k k

∫
2T 2  x 
θ ( x, t ) = e −u du = T erfc  
π x  2α t 
2α t

Created by T. Madas
 Created by T. Madas

Question 14
The function u = u ( x, y ) satisfies Laplace’s equation in Cartesian coordinates,

∂ 2u ∂ 2u
+ =0, −∞ < x < ∞ , 0 < y < 1.
∂x 2 ∂y 2

It is further given that

u ( x,0 ) = 0

u ( x,1) = f ( x )

where f ( − x ) = f ( x ) and f ( x ) → 0 as x → ∞

a) Use Fourier transforms to show that

∫
2 fˆ ( k ) cos kx sinh ky
u ( x, y ) = dk , fˆ ( k ) = F  f ( x )  .
π sinh k
−∞

b) Given that f ( x ) = δ ( x ) show further that

sin π y
u ( x, y ) = .
2 [ cosh π x + cos π y ]

You may assume without proof

∞
π  sin ( Bπ / C ) 
∫
cos Au sinh Bu
du =  , 0≤ B<C.
0 sinh Cu 2C  cosh ( Aπ / C ) + cos ( Bπ / C ) 

proof

Created by T. Madas
 Created by T. Madas

Question 15
The function ψ = ψ ( x, y ) satisfies Laplace’s equation in Cartesian coordinates,

∂ 2ψ ∂ 2ψ
+ =0,
∂x 2 ∂y 2

in the part of the x-y plane for which y ≥ 0 .

It is further given that

ψ ( x,0 ) = f ( x )

ψ ( x, y ) → 0 as x2 + y 2 → ∞

c) Use Fourier transforms to convert the above partial differential equation into
an ordinary differential equation and hence show that

∫
y f (u )
ψ ( x, y ) = du .
π
−∞
( x − u )2 + y 2

d) Evaluate the above integral for …

i. … f ( x ) = 1 .

ii. … f ( x ) = sgn x

iii. … f ( x ) = H ( x )

commenting further whether these answers are consistent.

2  x 1 1 x
ψ ( x, y ) = 1 , ψ ( x, y ) = arctan   , ψ ( x, y ) = + arctan  
π  y 2 π  y

[ solution overleaf ]

Created by T. Madas
Created by T. Madas

Created by T. Madas
 Created by T. Madas

Question 16
The function u = u ( x, y ) satisfies Laplace’s equation in Cartesian coordinates,

∂ 2u ∂ 2u
+ =0,
∂x 2 ∂y 2

in the part of the x-y plane for which x ≥ 0 and y ≥ 0 .

It is further given that

u ( 0, y ) = 0

u ( x, y ) → 0 as x2 + y 2 → ∞

u ( x,0 ) = f ( x ) , f ( 0 ) = 0 , f ( x ) → 0 as x → ∞

Use Fourier transforms to show that

∫
y  1 1 
u ( x, y ) = f ( w)  2
− 2
 dw .
π  y 2 + ( x − w ) y 2 + ( x + w ) 
0

proof

[ solution overleaf ]

Created by T. Madas
Created by T. Madas

Created by T. Madas
 Created by T. Madas

Question 17
The function θ = θ ( x, t ) satisfies the heat equation in one spatial dimension,

∂ 2θ 1 ∂θ
2
= , −∞ < x < ∞ , t ≥ 0 ,
∂x σ 2 ∂t

where σ is a positive constant.

Given further that θ ( x,0 ) = f ( x ) , use Fourier transforms to convert the above partial
differential equation into an ordinary differential equation and hence show that

∞
 u2 
∫
1
θ ( x, t ) = f ( x − u ) exp 
 4tσ 2 
du .
2σ π t −∞  

proof

Created by T. Madas
 Created by T. Madas

Question 18
The function T = T ( x, t ) satisfies the heat equation in one spatial dimension,

∂ 2θ 1 ∂θ
2
= , x ≥ 0 , t ≥ 0,
∂x σ ∂t

where σ is a positive constant.

It is further given that

• T ( x,0 ) = f ( x )

• T ( 0, t ) = 0

• T ( x, t ) → 0 as x → ∞

Use Fourier transforms to convert the above partial differential equation into an
ordinary differential equation and hence show that

∫
1  ( x − u )2 
T ( x, t ) = f ( u ) exp   du .
4πσ t  4tσ 
−∞

2
1 4k a
You may assume that F e ax  =
2
e .
  2a

proof

Created by T. Madas
 Created by T. Madas

Question 19
The one dimensional heat equation for the temperature, T ( x, t ) , satisfies

∂ 2T 1 ∂T
2
= , t ≥ 0,
∂x σ ∂t

where t is the time, x is a spatial dimension and σ is a positive constant.

The temperature T ( x, t ) is subject to the following conditions.

i. lim T ( x, t )  = 0
x→∞

ii. T ( 0, t ) = 1

iii. T ( x,0 ) = 0

a) Use Laplace transforms to show that

1  s 
L T ( x, t )  = T ( x, s ) = exp  − x .
s  σ 

b) Use contour integration on the Laplace transformed temperature gradient

∂
T ( x, s )  to show further that
∂x 

 x 
T ( x, t ) = 1 − erf  .
 4σ t 

You may assume without proof that

∞
 k2 
∫
2 π
• e− ax cos kx dx = exp  − 
0 4a  4a 
x

∫
2 2
• erf ( x ) = e −ξ dξ
π 0

MM4-B , proof

[ solution overleaf ]

Created by T. Madas
Created by T. Madas

Created by T. Madas