Mathematical Tripos Part IB Michaelmas term 2020 Professor E.P.S.

Shellard

METHODS — EXAMPLES IV

General properties of PDEs

1. Characteristics.
(i) Find the characteristic curves of ux + yuy = 0. Hence find the solution of the problem with the boundary data
u(0, y) = y 3 .
2
(ii) Solve for u which satisfies yux + xuy = 0 with u(0, y) = e−y . In which region of the plane is the solution uniquely
determined?
(iii) Find u such that ux + uy + u = ex+2y , and u(x, 0) = 0.
2. Well-posedness.
The backward diffusion equation may be defined as
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uxx + ut = 0.

Consider a domain 0 < x < π, with u(0, t) = 0 = u(π, t), and u(x, 0) = U (x). Use the method of separation of
variables to show that the solution is
∞ π
2
Z
n2 t
X
u(x, t) = bn sin(nx)e , where bn = U (x) sin(nx)dx.
n=1
π 0

Hence demonstrate that this problem is not well-posed.

3. Classification.
(i) Determine the regions where Tricomi’s equation

uxx + xuyy = 0,

is of elliptic, parabolic and hyperbolic types. Derive its characteristics and canonical form in the hyperbolic region.
(ii) Reduce the equation
1
uxx + yuyy + uy = 0,
2
to the simple canonical form uξη = 0 in its hyperbolic region, and hence show that

u = f (x + 2[−y]1/2 ) + g(x − 2[−y]1/2 ),

where f and g are arbitrary functions.

Applications of Green’s functions

4. Cauchy problem in the half-plane for the Laplacian. Consider Laplace’s equation in the half-plane with prescribed
boundary conditions at y = 0, i.e.
∇2 ψ = 0; −∞ < x < ∞, y ≥ 0,
where ψ(x, 0) = f (x) a known function, such that ψ tends to zero as y → ∞.
(i) Find the Green’s function for this problem.
(ii) Hence show that the solution is given by (another!) Poisson’s integral formula:
∞
y f (ξ)
Z
ψ(x, y) = dξ.
π −∞ (x − ξ)2 + y 2

(iii) Derive the same result by taking Fourier transforms with respect to x (assuming all transforms exist).
(iv) Find (in closed form) the solution when f (x) = ψ0 , |x| < a, and f (x) = 0 otherwise. Sketch this solution (a) for
various y > 0 and (b) along x = ±a.
5. Diffusion equation with a boundary source. Consider the problem on the half-line:
θt − Dθxx = f (x, t), 0 < x < ∞, 0 < t < ∞,

with boundary and initial data θ(0, t) = h(t), θ(x, 0) = Θ(x). By considering the variable V (x, t) = θ(x, t) − h(t),
and using the method of images, derive the general solution.
 6. Forced wave equation.
An infinite string, at rest for t < 0, receives an instantaneous transverse blow at t = 0 which imparts an initial
velocity of V δ(x − x0 ), where V is a constant. Derive the position of the string for t > 0.
7. Forced wave equation: Method of images.
A semi-infinite string, fixed for all time at zero at x = 0 and at rest for t < 0, receives an instantaneous transverse
blow at t = 0 which imparts an initial velocity of V δ(x − x0 ), where V is a constant. Derive the position of the string
for t > 0, and compare the solution to the infinite case in the previous question.
8. Dirichlet Green’s function for the sphere*.
(i) Verify that the Dirichlet Green’s function for the Laplacian for the interior of a spherical domain of radius a is

−1 a 1 a2 x 0
G(x; x0 ) = + , x∗0 = .
4π|x − x0 | |x0 | 4π|x − x∗0 | |x0 |2

(ii) Find the Dirichlet Green’s function for the Laplacian for the exterior of a spherical domain of radius a.

Properties of Green’s functions

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9. Representation formula in 2D. If u is a harmonic function in a 2D domain D, with boundary δD, show that
 
1 ∂ ∂u
I
u(x0 ) = u(x) (log |x − x0 |) − log |x − x0 | dl,
2π δD ∂n ∂n

where dl is an arc element of δD, x ∈ δD, x0 ∈ D.

10. Application of boundary conditions.
Consider the problem
∇2 u = 0, u(x, y, 0) = h(x, y), u → 0 as x2 + y 2 → ∞,
where h(x, y) is bounded and continuous, which has the solution
∞ ∞
z0
Z Z
−3/2
(x − x0 )2 + (y − y0 )2 + z02

u(x0 , y0 , z0 ) = h(x, y)dxdy.
2π −∞ −∞

Verify directly from the formula that the boundary conditions are satisfied.
[Hint: It may be helpful to change variables to z02 s2 = (x − x0 )2 + (y − y0 )2 .]
11. Symmetry.
Consider a Green’s function G(r1 ; r2 ) for the Laplacian defined in an arbitrary three-dimensional domain D. By
using Green’s second identity, show that G(r1 ; r2 ) = G(r2 ; r1 ) for all r1 6= r2 in the domain D.

Bessel functions revisited

12. Laplacian in cylindrical polar coordinates. Consider the problem ∇2 u = 0, r 6= 0, u → 0 as r → ∞. Show that
a solution of this equation which is independent of polar angle is u1 = 1/r = 1/(R2 + z 2 )1/2 where R is the radial
component in cylindrical polar coordinates. By considering the Laplacian in cylindrical polar coordinates

∂2 1 ∂ 1 ∂2 ∂2
∇2 = 2
+ + 2 2 + 2,
∂R R ∂R R ∂θ ∂z

and separating variables, show that, for an arbitrary function f (λ),

Z ∞
u2 = f (λ)e−λ|z| J0 (λR)dλ,
0
R∞
is harmonic for z > 0 and z < 0. Now let f (λ) = 1. Assuming that 0 J0 (z) dz = 1, show that u2 = 1/R on the
z = 0 plane. Explain why it is plausible that u2 = 1/r everywhere (you need not prove this) and deduce, if so, that
∞
1
Z
e−λ|z| J0 (λR)dλ = √ .
0 R2 + z2

This is effectively a derivation of the Laplace transform of J0 (λR).

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