Homework 1

§12.1
1. Solve the PDEs(for u = u(x, y)).
(a) uxx = 4y 2 u (b) uyy = 4xuy (c) uxy = ux (d) uyy + 10uy + 25u = e−5y

Sol. (a) If u = u(x), then u(x) = Ae2yx + Be−2yx . Thus the solution of this PDE is
u(x, y) = A(y)e2yx + B(y)e−2yx , where A(y) and B(y) are arbitrary.

(b) Setting uy = p, we have py = 4xp, and p = A(x)e4xy . Thus u(x, y) =

A(x) 4xy
4x e + B(x) = A1 (x)e4xy + B(x), where A1 (x) and B(x) are arbitrary.
∫
(c) Setting ux = p, we have py = p, and p = A(x)ey . Thus u(x, y) = A(x)dxey +
B(y) = A1 (x)ey + B(y), where A1 (x) and B(y) are arbitrary.

(d) If u = u(y), then u′′ + 10u′ + 25u = e−5y . Then uh = (A + By)e−5y .

Let up = Cy 2 e−5y . u′p = C(2y − 5y 2 )e−5y and u′′p = C(2 − 20y + 25y 2 )e−5y .

u′′p + 10u′p + 25up = C(2 − 20y + 25y 2 )e−5y + 10C(2y − 5y 2 )e−5y + 25Cy 2 e−5y
= 2Ce−5y = e−5y
⇒ C = 1/2.

Thus u = uh + up = (A + By + 12 y 2 )e−5y , and so the solution of this PDE is

1
u(x, y) = (A(x) + B(x)y + y 2 )e−5y ,
2
where A(x) and B(x) are arbitrary.

2. Solve (for u = u(x, y)) (a) uxx = 0, uxy = 0 (b) uxx = 0, uyy = 0 .
Sol. (a) Setting ux = p, we have px = 0, py = 0, and p = c = constant. Thus
u(x, y) = cx + A(y), where A(y) are arbitrary.

(b) Setting uxx = 0, we have u(x, y) = A(y) + B(y)x. uyy = A′′ (y) + B ′′ (yy)x = 0
and A′′ (y) = B ′′ (y) = 0, and so A(y) = cy + d, B(y) = ey + g. Hence u(x, y) =
cy + d + (ey + g)x, where c, d, e, g are arbitrary constants.

Computational Science & Engineering (CSE) T. Jeong

 Homework 2

§12.3
1. Find u(x, t) for the string of length L = 1 and c2 = 1 when the initial velocity is
zero and the initial deflection f (x) is as follows.{
0.2x if 0 ≤ x ≤ 0.5
(a) f (x) = 0.01(sin πx− 13 sin 3πx) (b) f (x) = .
−0.2x + 0.2 if 0.5 ≤ x ≤ 1
Sol. We want to find a solution of the wave equation utt = uxx satisfying the condi-
tions u(0, t) = 0, u(1, t) = 0 for all t, u(x, 0) = f (x), ut (x, 0) = 0 for all 0 ≤ x ≤ 1.
By the method of separating variables, we have(Give the details of your answer.)
∞
∑
u(x, t) = (Bn cos nπt + Bn∗ sin nπt) sin nπx.
n=1

From the Initial Conditions

∞
∑
u(x, 0) = Bn sin nπx = f (x)
n=1
∞
∑
∂u
= Bn∗ nπ sin nπx = 0.
∂t t=0 n=1
Using Fourier Sine Series, Bn∗
=0
∫ 1
Bn = 2 f (x) sin nπxdx, n = 1, 2, · · · .
0
1
(a) B1 = 100 , B3 = − 300
1
and B2 = B4 = B5 = · · · = 0
The solution u is
1 1
u(x, t) = cos πt sin πx − cos 3πt sin 3πx.
100 300
(b)
∫ 1/2 ∫ 1
Bn = 2[ 0.2x sin nπxdx + 0.2(1 − x) sin nπxdx]
0 1/2
0.8 sin nπ
2
= 2
.
(nπ)
The solution u is
∞
∑ 0.8 sin nπ 2
u(x, t) = cos nπt sin nπx
n=1
(nπ)2
0.8 1 1
= [cos πt sin π − cos 3πt sin 3πx + cos 5πt sin 5πx + · · · ].
π2 32 52

Computational Science & Engineering (CSE) T. Jeong

 Homework 3

2. What happens to the frequency of the fundamental mode of the vibrating string
if we double all the length of the string and the mass per length and the tension?
2
∂2u
Sol. The solution of the wave equation ∂∂tu2 = c2 ∂x 2 (c2 = Tρ ) satisfying u(0, t) =
0, u(L, t) = 0 for all t is
∞
∑ nπx
u(x, t) = (Bn cos λn t + Bn∗ sin λn t) sin .
n=1
L
Here ρ is a mass per length, T is the tension, L is the length and λn = cnπ
L . √
The frequency of the fundamental mode of the vibrating string is λ2πn = 2L
cn
= 2√TρL
n
.
Hence if we double all the length of the string and the mass per length and the
tension, the frequency became a half.

3. Find the deflection u(x, t) of the string of length L = π and c2 = 1 for zero initial
displacement and the initial velocity ut (x, 0) = 0.01x if 0 ≤ x ≤ 21 π, ut (x, 0) =
0.01(π − x) if 12 π ≤ x ≤ π.
Sol. We want to find a solution of the wave equation utt = uxx satisfying the
conditions u(0, t) = 0, u(π, t) = 0 for all t, u(x, 0) = 0 and ut (x, 0) = g(x) where
g(x) = 0.01x if 0 ≤ x ≤ 21 π, g(x) = 0.01(π − x) if 12 π ≤ x ≤ π.
By the method of separating variables, we have(Give the details of your answer.)
∞
∑
u(x, t) = (Bn cos nt + Bn∗ sin nt) sin nx.
n=1

From the Initial Conditions

∞
∑ ∞
∑
∂u
u(x, 0) = Bn sin nx = 0, = nBn∗ sin nx = g(x).
n=1
∂t t=0 n=1

Using Fourier Sine Series, Bn = 0 and

∫ π
2
Bn∗ = g(x) sin nxdx
nπ 0
∫ π/2 ∫ π
2
= [ 0.01x sin nxdx + 0.01(π − x) sin nxdx]
nπ 0 π/2
0.04 sin nπ
2
= 3
.
nπ
The solution u is
∑∞
0.04 sin nπ
2
u(x, t) = 3
sin nt sin nx
n=1
n π
0.04 1 1
= [sin t sin x − 3 sin 3t sin 3x + 3 sin 5t sin 5x + · · · ].
π 3 5
Computational Science & Engineering (CSE) T. Jeong
 Homework 4

4. Find the deflection u(x, t) of the string of length L = 1 and c2 = 1 for the initial
displacement u(x, 0) = 100 sin 2πx and the initial velocity ut (x, 0) = 2x(1 − x).
Sol. We want to find a solution of the wave equation utt = uxx satisfying the
conditions u(0, t) = 0, u(1, t) = 0 for all t, u(x, 0) = 100 sin 2πx and ut (x, 0) =
2x(1 − x).
By the method of separating variables, we have(Give the details of your answer.)
∞
∑
u(x, t) = (Bn cos nπt + Bn∗ sin nπt) sin nπx.
n=1

From the Initial Conditions

∞
∑ ∞
∑
∂u
u(x, 0) = Bn sin nπx = 100 sin 2πx, = nπBn∗ sin nπx = 2x(1 − x).
n=1
∂t t=0 n=1

Using Fourier Sine Series,

B2 = 100, B1 = B3 = B4 = · · · = 0

and
∫ 1
2
Bn∗ = 2x(1 − x) sin nπxdx
nπ 0
8(1 − (−1)n )
= .
n4 π 4
The solution u is
∞
∑ 8(1 − (−1)n )
u(x, t) = 100 cos 2πt sin 2πx + sin nπt sin nπx
n=1
n4 π 4
= 100 cos 2πt sin 2πx
16 1 1
− 4 [sin πt sin πx + 4 sin 3πt sin 3πx + 4 sin 5πt sin 5πx + · · · ].
π 3 5

Computational Science & Engineering (CSE) T. Jeong

 Homework 5

§12.4
1. Using d’Alembert’s solution, find the deflection u(x, t) of a vibrating string
(length L = 1, ends fixed, c = 1) staring with initial velocity 0 and initial deflection
f (x) = 100 sin πx.
2 2
Sol. The d’Alembert’s solution of the wave equation ∂∂tu2 = ∂∂xu2 satisfying u(x, 0) =
f (x) = 100 sin πx, ut (x, 0) = 0 is
1
u(x, t) = [f (x + t) + f (x − t)]
2
= 50{sin[π(x + t)] + sin[π(x − t)]}
= 100 sin πx cos πt.

2. Show that the Tricomi equation yuxx + uyy = 0 is of mixed type.

Sol. Note that AC − B 2 = y. The type of the Tricomi equation is elliptic over the
region y > 0, and hyperbolic over the region y < 0. The Tricomi equation is a mixed
type.

3. Find the type, transform to normal form, and solve.

(a) uxx + uxy − 2uyy = 0 (b) uxx + 6uxy + 9uyy = 0 (c) uxx + 2uxy + 5uyy = 0.
Sol. (a) discriminant AC − B 2 = −2 − 1/4 = −9/4 < 0 −→ type : hyperbolic,
characteristic equation : y ′2 − y ′ − 2 = 0, y ′ = −1, 2, y = −x + c, y = 2x + c′ ,
new variables : v = x + y, w = −2x + y
normal form : uvw = 0 (Show the details of your work.)
Thus the solution is

uv = k(v),
∫
u = k(v)dv + g(w) = f (v) + g(w) = f (x + y) + g(−2x + y).

(b) discriminant AC − B 2 = 9 − 9 = 0 −→ type : parabolic,

characteristic equation : y ′2 − 6y ′ + 9 = 0, y ′ = 3, y = 3x + c,
new variables : v = Φ = x, w = Ψ = −3x + y
normal form : uvv = 0 (Show the details of your work.)
Thus the solution is

uv = f (w),
u = vf (w) + g(w) = xf (−3x + y) + g(−3x + y).

(c) discriminant AC − B 2 = 5 − 1 = 4 > 0 −→ type : elliptic,

characteristic equation : y ′2 − 2y ′ + 5 = 0,
y ′ = 1 − 2i, 1 + 2i, y = (1 − 2i)x + c, y = (1 + 2i)x + c′ ,

Computational Science & Engineering (CSE) T. Jeong

 Homework 6

new variables : v = [(y + (1 + 2i)x) + (y + (1 − 2i)x)]/2 = y + x,

w = [(y + (1 + 2i)x) − (y + (1 − 2i)x)]/(2i) = 2x
normal form : uvv + uww = 0 (Show the details of your work.)

Computational Science & Engineering (CSE) T. Jeong

 Homework 7

§12.5
1. A laterally insulated bar of length 10cm and constant cross-sectional area 1cm2 ,
of density 10.6gm/cm3 , thermal conductivity 1.04cal/(cm sec ◦ C), and specific heat
0.056 cal/(gm ◦ C)(this corresponds to silver, a good heat conductor) has initial
temperature f (x) and is kept at 0◦ C at the ends x = 0 and x = 10. Find the
temperature u(x, t) at later times.
(a) f (x) = sin 0.1πx + 12 sin 0.2πx (b) f (x) = 1 − 0.2|x − 5|
Sol. Note c = σρ = 0.056×10.6 ≈ 1.75, c ≈ 1.32.
2 K 1.04

By the method of separating variables, the heat equation

2
∂u 2∂ u
=c
∂t ∂x2
satisfying u(0, t) = 0, u(10, t) = 0 for all t, u(x, 0) = f (x), 0 ≤ x ≤ 10 has a
solution ∞
∑ nπx −λ2n t
u(x, t) = Bn sin e ,
n=1
10
2 2 2
where λ2n = ( cnπ 2 c n π 2 2
10 ) = 100 = 0.0175π n . (Give the details of your answer.)
From the Initial Conditions
∞
∑ nπx
u(x, 0) = Bn sin = f (x),
n=1
10

and using Fourier sine series

1
∫ 10
Bn = 5 0 f (x) sin nπx
10 dx, n = 1, 2, ...

(a) B1 = 1, B2 = 12 , B3 = B4 = · · · = 0

The solution u(x, t) is

u(x, t) = sin(0.1πx)e−λ1 t + 0.5 sin(0.2πx)e−λ2 t

2 2

= sin(0.1πx)e−0.0175π t + 0.5 sin(0.2πx)e−0.07π t .

2 2

(b)
∫
1 10 nπx
Bn = (1 − 0.2|x − 5|) sin dx
5 0 10
∫ 5 ∫ 10
1 nπx nπx
= [ x sin dx + (10 − x) sin dx]
25 0 10 5 10
8 nπ
= sin .
(nπ)2 2
Computational Science & Engineering (CSE) T. Jeong
 Homework 8

The solution is
∞
∑ 8 nπ nπx −0.0175π2 n2 t
u(x, t) = sin sin e
n=1
(nπ)2 2 10
8 −0.0175π 2 t 1 −0.1575π 2 t
= [sin(0.1πx)e − sin(0.3πx)e
π2 32
1
+ 2 sin(0.5πx)e−0.4375π t + · · · ].
2

5
2. (a) For the completely insulated bar, ux (0, t) = 0, ux (π, t) = 0, u(x, 0) = π 2 − x2 ,
find the temperature with c = 1. What is the temperature (u, t) in the bar after a
long time(theoretically, as t → ∞?
(b) Find the temperature of the bar in (a) if the left end is kept at 0◦ C, the right
end is insulated, and the initial temperature is u0 = const.
Sol. (a) By the method of separating variables, the heat equation
∂u ∂ 2 u
= 2
∂t ∂x
satisfying ux (0, t) = 0, ux (π, t) = 0 for all t and u(x, 0) = f (x), 0 ≤ x ≤ π has a
solution ∞
∑
An cos nxe−n t .
2
u(x, t) = A0 +
n=1
(Give the details of your answer.) From the Initial Conditions
∞
∑
u(x, 0) = A0 + An cos nx = f (x),
n=1

using Fourier cosine series

∫
1 π 2 2π 2
A0 = (π − x )dx =
2
,
π 0 3
∫
2 π 2 4 cos nπ
An = (π − x2 ) cos nxdx = − .
π 0 n2
The solution is
∞
2π 2 ∑ 4 cos nπ −n2 t
u(x, t) = + − cos nxe
3 n=1
n2
2π 2 1 1
= + 4[cos xe−t − 2 cos 2xe−4t + 2 cos 3xe−9t + · · · ].
3 2 3
2π 2
After a long time(theoretically, as t → ∞, the temperature becomes 3 .

Computational Science & Engineering (CSE) T. Jeong

 Homework 9

(b) Consider
∂u ∂ 2 u
= 2
∂t ∂x
u(0, t) = 0, ux (π, t) = 0 for all t and u(x, 0) = u0 , 0 ≤ x ≤ π .

By the method of separating variables, set u(x, t) = F (x)G(t). Then

′′
Ġ F
= = k,
G F
and we have two ODEs
′′
F − kF = 0, Ġ − kG = 0.
From the Boundary Conditions
u(0, t) = F (0)G(t) = 0 for all t,
ux (π, t) = F ′ (π)G(t) = 0 for all t.
If G ≡ 0, then u ≡ 0, which is of no interest. Hence, G ̸= 0 and F (0) = F ′ (π) = 0.

Case k > 0, k = µ2 . F ′′ − µ2 F = 0 and F (x) = Aeµx + Be−µx . Since F (0) =

F ′ (π) = 0, F ≡ 0 and u ≡ 0, which is of no interest.
Case k = 0. F ′′ = 0 ⇒ F (x) = A + Bx, F (0) = A = 0, F ′ (π) = B = 0. F ≡ 0
and u ≡ 0, which is of no interest.
Case k < 0, k = −p2 (p > 0). F ′′ + p2 F = 0 ⇒ F (x) = A cos px + B sin px.
F (0) = A = 0, and F ′ (π) = Bp cos(pπ) = 0.
2 , n = 1, 2, · · · and setting B = 1, we obtain
p = 2n−1
2n − 1
F (x) = Fn (x) = sin x, n = 1, 2, · · · .
2
2n−1
The other ODE Ġ + p2 G = 0, p = 2 , has a solution

Gn (t) = Bn e−(
2n−1 2
2 ) t , n = 1, 2, · · · .
Hence, solutions of the heat equation are
2n − 1 −( 2n−1 )2 t
un (x, t) = Fn (x)Gn (t) = Bn sin xe 2 , n = 1, 2, · · · .
2
∞
∑
Since the heat equation is linear and homogeneous, un (x, t) is a solution.
n=1
∞
∑ ∞
∑ 2n − 1 −( 2n−1 )2 t
u(x, t) = un (x, t) = Bn sin xe 2 .
n=0 n=1
2

Computational Science & Engineering (CSE) T. Jeong

 Homework 10

From the Initial Conditions

∞
∑ 2n − 1
u(x, 0) = Bn sin x = u0 .
n=1
2

Multiplying by sin 2m−1

2 x on both sides and integrating from 0 to π,
4u0
Bm = (2m−1)π .

The solution is
∞
∑ 4u0 2n − 1 −( 2n−1 )2 t
u(x, t) = sin xe 2
n=1
(2n − 1)π 2
4u0 x − 12 t 1 3x − 322 t 1 5x − 522 t
= [sin e 2 + sin e 2 + sin e 2 + · · · ].
π 2 3 2 5 2
3. Consider the two dimensional heat equation ut = c2 (uxx + uyy ).
Solve the steady state solutions(temperatures) in the square plate(with the side’s
length 2) satisfying the conditions u(x, 2) = sin πx and u(x, 0) = u(0, y) = u(2, y) =
0 on the other sides.
Sol. The steady state solution is the solution of the Laplace equation uxx + uyy = 0.
By the method of separating variables, the Laplace equation
∂ 2u ∂ 2u
+ =0
∂x2 ∂y 2
satisfying u(x, 0) = u(0, y) = u(2, y) = 0 for all x, y ∈ [0, 2] has a solution
∞
∑ nπx nπy
u(x, y) = An sin sinh .
n=1
2 2

(Give the details of your answer.) From the boundary conditions

∞
∑ nπx 2nπ
u(x, 2) = An sin sinh = sin πx
n=1
2 2

we have
1
A1 = A3 = A4 = A5 = · · · = 0, A2 =
sinh 2π
The solution is
1
u(x, y) = sin πx sinh πy.
sinh 2π

Computational Science & Engineering (CSE) T. Jeong