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Solutions Manual to Accompany Beginning Partial
Differential Equations 3rd Edition Peter V. O'Neil Digital
Instant Download
Author(s): Peter V. O'Neil
ISBN(s): 9781118630099, 1118630092
Edition: 3
File Details: PDF, 1.17 MB
Year: 2014
Language: english
Solutions Manual for
Beginning Partial
Differential Equations
PURE AND APPLIED MATHEMATICS
A Wiley Series of Texts, Monographs, and Tracts
Founded by RICHARD COURANT
Editors Emeriti: MYRON B. ALLEN III, PETER HILTON, HARRY
HOCHSTADT, ERWIN KREYSZIG, PETER LAX, JOHN TOLAND
A complete list of the titles in this series appears at the end of this volume.
Solutions Manual for
Beginning Partial
Differential Equations
Third Edition
Peter V. O’Neil
University of Alabama at Birmingham
Copyright
c 2014 by John Wiley & Sons, Inc. All rights reserved
Limit of Liability/Disclaimer of Warranty: While the publisher and author have used their
best efforts in preparing this book, they make no representations or warranties with respect
to the accuracy or completeness of the contents of this book and specifically disclaim any
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products, visit our web site at www.wiley.com.
ISBN 978-1-118-63009-9
Preface vii
1 First Ideas 1
1.1 Two Partial Differential Equations 1
1.2 Fourier Series 4
1.3 Two Eigenvalue Problems 12
1.4 A Proof of the Convergence Theorem 14
v
vi CONTENTS
This manual contains solutions for many of the problems in Beginning Partial
Differential Equations, third edition.
Because solutions for many odd-numbered problems are included in Chapter
Nine of the book, most of the problems included here are even-numbered.
However, particularly in the case of problems exploring ideas beyond the text
discussion, some odd-numbered solutions are also included.
vii
Chapter 1
First Ideas
1 −3/2
u(x, t) = t
e
and this can be made as large as we like by choosing t sufficiently close to
zero.
1
ux = (f (x − ct) + f (x + ct)),
2
1
uxx = (f (x − ct) + f (x + ct)),
2
1
ut = (f (x − ct)(−c) + f (x + ct)(c)), and
2
1
utt = (f (x − ct)(−c)2 + f (x + ct)(c)2 ).
2
7. One way to show that the transformation is one to one is to evaluate the
Jacobian
ξx ξt 1 a
=
ηx ηt 1 b = b − a = 0.
1
2 CHAPTER 1. FIRST IDEAS
8. With V(ξ, η) = u(x(ξ, η), t(ξ, η)), chain rule differentiations yield:
ux = Vξ ξx + Vη ηx = Vξ + Vη ,
ut = Vξ ξt + Vη ηt = aVξ + bVη ,
and, by continuing these chain rule differentiations and using the product
rule,
This, coupled with the fact that H(x, t, u, ux , ut ) transforms to some func-
tion K(ξ, η, V, Vξ , Vη ), yields the conclusion.
B
ux = − Vη , ut = Vξ + Vη ,
A
B2 B B
uxx = 2 Vηη , uxt = − Vξη − Vηη .
A A A
1.1. TWO PARTIAL DIFFERENTIAL EQUATIONS 3
B2
Auxx + Buxt + Cutt = − Vξη ,
A
yielding a hyperbolic canonical form
Vξη + K(ξ, η, V, Vξ , Vη ) = 0
with two terms on the next to last line vanishing because B2 − 4AC = 0.
This gives the canonical form
Vξξ + K(ξ, η, V, Vξ , Vη ) = 0
Figure 1.1: f(x) and the 5th partial sum of the Fourier series in Problem 4.
Figure 1.2 compares a graph of the function with the fifth partial sum of
the series.
Figure 1.2: f(x) and the 5th partial sum of the Fourier series in Problem 6.
1
(f(x))2 = a0 f(x)
2
∞
+ (an f(x) cos(nπx/L) + bn f(x) sin(nπx/L)) .
n=1
Then
L ∞
1
(f(x))2 dx = a0 (La0 ) + L(a2n + b2n ).
−L 2 n=1
converging to 0 at the end points and at 1, and to the function for 0 < x <
1 and 1 < x < 2. Figure 1.4 is the 100th partial sum of this sine series.
18. The cosine expansion is
∞
4
1+ (−1 + (−1)n ) cos(nπx).
n=1
n2 π2
This converges to f(x) on [0, 1]. Figure 1.5 compares the function with the
10th partial sum of this cosine series.
Figure 1.3: f(x) and the 100th partial sum of the cosine series in Problem 16.
8 CHAPTER 1. FIRST IDEAS
Figure 1.4: f(x) and the 100th partial sum of the sine expansion in Problem 16.
Figure 1.5: f(x) and the 10th partial sum of the cosine series in Problem 18.
∞
4
(−1)n+1 sin(nπx),
n=1
nπ
Figure 1.6: f(x) and the 50th partial sum of the sine expansion in Problem 18.
Figure 1.7: f(x) and the 10th partial sum of the cosine series in Problem 20.
∞
1 2
1− + (1 − e−1 (−1)n ) cos(nπx),
e n=1 1 + n2 π2
converging to e−x for 0 ≤ x ≤ 1. Figure 1.7 shows the function and the
10th partial sum of this series.
10 CHAPTER 1. FIRST IDEAS
Figure 1.8: f(x) and the 50th partial sum of the sine expansion in Problem 20.
converging to f(x) on [0, 2]. Figure 1.9 shows graphs of the function and
the 10th partial sum of this cosine series.
The sine series is
∞
16 sin(nπx/2)
sin(nπx/2),
n=1
n2 π2
converging to f(x) on [0, 2]. The function and the 10th partial sum of this
sine series are shown in Figure 1.10.
Figure 1.9: f(x) and the 10th partial sum of the cosine series in Problem 22.
Figure 1.10: f(x) and the 50th partial sum of the sine expansion in Problem 22.
2
(2n − 1)π (2n − 1)πx
λn = , Xn (x) = cos .
2L 2L
where αn is the nth positive root (in increasing order) of the equation
tan(αL) = −2α.
14 CHAPTER 1. FIRST IDEAS
∞
2
(1 − (−1)n ) sin(nπx).
n=1
nπ
Figures 1.11–1.14 show the function and the nth partial sum for n = 10, 25, 50, 100,
respectively.
Chapter 2
6. Let u(x, t) = U(x, t) + ψ(x). For U to satisfy the standard heat equation
choose ψ(x) so that ψ (x) = 0. For homogeneous boundary conditions
√ on
the problem for U(x, t), we also want ψ(0) = 3 and ψ(5) = 7. These
conditions determine ψ(x):
√
7−3
ψ(x) = x + 3.
5
where
∞
2
π 2 t/25
U(x, t) = bn sin(nπx/5)e−kn
n=1
15
16 CHAPTER 2. SOLUTIONS OF THE HEAT EQUATION
and
5
2
bn = (x2 − ψ(x)) sin(nπx/5) dx
5 0
2 √
n 2 2
= (−3 − (25 − 7)(−1) )n π + 50((−1) n
− 1) .
n3 π3
where
5
2
bn = (e−x − ψ(x)) sin(nπx/5) dx
5 0
1 2 2
= 2 2
2n π (−1)n+1 + 200(−1)n + 8n2 π2 (−1)n − 50 .
nπ(25 + n π )
10. Let u(x, t) = eαx+βt v(x, t) in the partial differential equation to obtain
h h2
α= ,β=− .
2k 4k
The problem for v(x, t) is
vt = kvxx ,
v(0, t) = v(L, t) = 0,
v(x, 0) = e−hx/2k f(x).
where
L
2
bn = e−3ξ f(ξ) sin(nπξ/L) dξ.
L 0
2.1. SOLUTIONS ON AN INTERVAL [0, L] 17
vt = uxx ,
v(0, t) = v(π, t) = 0,
v(x, 0) = e−3x f(x).
where
π
2
bn = e−3ξ sin(ξ) sin(nξ) dξ
π 0
12n
= 1 + (−1)n e−3π .
n4 2
+ 16n + 100
14. Let u(x, t) = e−8t v(x, t). The problem for v(x, t) is
vt = kvxx ,
vx (0, t) = vx (2π, t) = 0,
v(x, 0) = x(2π − x).
ut = kuxx ,
u(0, t) = ux (L, t) = 0,
u(x, 0) = B.
We also obtain
2
π 2 kt/4L2
Tn (t) = e−(2n−1) .
Thus try a solution
∞
2
π 2 kt/4L2
u(x, t) = bn sin((2n − 1)πx/2L)e−(2n−1) .
n=1
Using the same informal reasoning used to derive the Fourier coefficients,
multiply the series for u(x, 0) by sin((2m − 1)πx/2l) and integrate term
by term to obtain
2 2B
bn = B sin((2n − 1)πx/2L) dx = .
L 0 L
The solution is
∞
2B 2 2 2
u(x, t) = sin((2n − 1)πx/2L)e−(2n−1) π kt/4L .
L n=1
wt = kwxx − Aw,
wx (0, t) = wx (L, t) = 0,
w(x, 0) = f(x) − T.
2.2. A NONHOMOGENEOUS PROBLEM 19
Now let U(x, t) = e−At w(x, t). The problem for U(x, t) is
Ut = kUxx ,
Ux (0, t) = Ux (L, t) = 0,
U(x, 0) = w(x, 0) = f(x) − T.
where
L
2
an = (f(ξ) − T) sin(nπξ/L) dξ.
L 0
Then
u(x, t) = w(x, t) + T = e−At U(x, t) + T.
Integrate the right side of this equation by parts and rewrite the left side
as the integral of a partial derivative to obtain
b b
1 ∂ 2 b
(u ) dx = k [uuxx ]a − ux ut dx .
a 2 ∂t a
2 L
Bn (t) = ξ sin(t) sin(nπξ/L) dξ
L 0
2L(−1)n+1
= sin(t).
nπ
Next, we need
2L(−1)n+1 t −kn2 π2 (t−τ )/L2
e sin(τ) dτ
nπ 0
2L3 (−1)n
2 2 −kn2 π 2 t/L2 2 2
= L cos(t) − L e − kn π sin(t) .
nπ(k2 n4 π4 + L4 )
Denote this quantity Pn (t).
20 CHAPTER 2. SOLUTIONS OF THE HEAT EQUATION
Next, compute
L
2 2
bn = f(ξ) sin(nπξ/L) dξ = (1 − (−1)n ).
L 0 nπ
The solution is
∞
u(x, t) = Pn (t) sin(nπx/L)
n=1
∞
2 2
π 2 t/L2
+ (1 − (−1) ) sin(nπx/L)e−kn
n
.
n=1
nπ
4. First,
L/2
2K
Bn (t) = K sin(nπξ/L) dξ = (1 − cos(nπ/2)) .
0 nπ
Next,
t
2K 2 2 2
Pn (t) = (1 − cos(nπ/2)) e−kn π (t−τ )/L dτ
nπ 0
2KL2
−kn2 π 2 t/L2
= (1 − cos(nπ/2)) 1 − e .
kn3 π3
Next,
2 L
0 if n = 1,
bn = sin(πξ/L) sin(nπξ/L) dξ =
L 0 1 if n = 1.
6. Attempt a solution
∞
1
u(x, t) = T0 (t) + Tn (t) cos(nπx/L).
2 n=1
Here
L
2
Tn (t) = u(ξ, t) sin(nπξ/L) dξ
L 0
for n = 0, 1, 2, . . .. Expand,
∞
1
F(x, t) = A0 (t) + An (t) cos(nπx/L).
2 n=1
For any t ≥ 0, this is the Fourier cosine expansion of F(x, t) on [0, L],
thinking of F(x, t) as a function of x. Therefore the coefficients are
L
2
An (t) = F(ξ, t) cos(nπξ/L) dξ.
L 0
2.2. A NONHOMOGENEOUS PROBLEM 21
Integrate the last integral by parts and use the boundary conditions to
obtain
kn2 π2
Tn (t) + Tn (t) = An (t).
L2
Now
L
2
Tn (0) = u(ξ, t) cos(nπξ/L) dξ
L 0
L
2
= f(ξ) cos(nπξ/L) dξ = an ,
L 0
the nth Fourier cosine coefficient of f(x) on [0, L]. Thus Tn (t) is determined
as the solution of the problem
kn2 π2
Tn (t) + Tn (t) = An (t); An (0) = an .
L2
This has the unique solution
t
2
π 2 (t−τ )/L2 2
π 2 t/L2
Tn (t) = e−kn An (τ) dτ + an e−kn ,
0
where the an ’s are the Fourier cosine coefficients of f(x) on [0, L].
This results in the solution
∞ t
1 −kn2 π 2 (t−τ )/L2
u(x, t) = T0 (t) + e An (τ) dτ cos(nπx/L)
2 n=1 0
∞
1 2 2 2
+ a0 + an e−kn π t/L cos(nπx/L).
2 n=1
7. Compute
L
2
A0 (t) = ξt dξ = Lt
L 0
22 CHAPTER 2. SOLUTIONS OF THE HEAT EQUATION
and for n = 1, 2, . . .,
L
2 2L
An = ξt cos(nπξ/L) dξ = (−1 + (−1)n )t
L 0 n2 π2
Let
t
L 2
P0 (t) = An (τ) dτ = t
0 2
and for n = 1, 2, . . .,
in which
L
2
Tn (t) = u(ξ, t) sin((2n − 1)πξ/2L) dξ.
L 0
Carry out an analysis like that done in this section (substitute for ut (ξ, t)
and integrate by parts, using the boundary conditions) to derive the
expression
2 L
Tn (t) = ut (ξ, t) sin((2n − 1)πξ/2L) dξ
L 0
2k 2k (2n − 1)π
= β(t)(−1)n+1 + α(t)
L L 2L
2 L
2k (2n − 1)π
− u(ξ, t) sin((2n − 1)πξ/2L) dξ.
L 2L 0
2.2. A NONHOMOGENEOUS PROBLEM 23
and let 2
(2n − 1)π
λn = .
2L
Solve
Tn (t) + kλn Tn (t) = bn (t), Tn (0) = 0,
where
2k 2k
bn (t) = λn + (−1)n+1 t.
L L
Obtain
2
Tn (t) = √ 1 − e−kλn t
L λn
2(−1)n+1
+ 2
kλn t − 1 + e−kλn t .
kLλn
6.
∞
−16
u(x, t) = sin((2n − 1)x/2) cos((4n − 2)t).
n=1
π(2n − 1)((2n − 1)2 − 4)
8.
∞
u(x, t) = (an cos(5nπt/2) + bn sin(5nπt/2)) sin(nπx/2),
n=1
where
2(−1)n + 1
an = −32
n3 π3
and
−16
bn = (n2 π2 (−1)n − 2(−1)n + 1).
5n4 π4
25
26 CHAPTER 3. SOLUTIONS OF THE WAVE EQUATION
10.
∞
u(x, t) = (an cos(3nπt) + bn sin(3nπt)) sin(nπx),
n=1
where
12(−1)n+1 2 cos(1)(−1)n − 1
an = and bn = − .
(nπ)3 3 n2 π2 − 1
n2 π2 nπx
λn = , X n (x) = sin .
L2 L
For T(t) we must solve
n2 π2 c2
T + AT + B + T = 0; T (0) = 0.
L2
To obtain solutions eαt , substitute this into the differential equation and
solve for α. To retain the dependence on n, denote the solutions for α as
A 1 n2 π2 c2
αn = − ± A2 − 4 B + .
2 2 L2
A
αn = − ± βn i,
2
where
1 n2 π2 c2
βn = 4 B+ − A2 .
2 L2
Therefore, for n = 1, 2, . . ., Tn (t) has the form
Now
∞
u(x, 0) = an sin(nπx/L) = ϕ(x),
n=1
3.1. SOLUTIONS ON BOUNDED INTERVALS 27
so choose
L
2
an = ϕ(ξ) sin(nπξ/L) dξ.
L 0
Next,
∞
A
ut (x, 0) = 0 = − an βn sin(nπx/L)
2 n=1
∞
+ bn βn sin(nπx/L).
n=1
Then ∞
A
bn βn − an sin(nπx/L) = 0
n=1
2
for 0 < x < L. Then
A
β n bn − an = 0
2
so
L
A
bn = ϕ(ξ) sin(nπξ/L) dξ.
Lβn 0
16. Let θ(x, t) = X(x)T(t) and use the boundary conditions to obtain
X + λX = 0,
X (0) − αX(0) = 0,
X (L) + αX(L) = 0,
T + λα2 T = 0.
kd − αc = 0
and
−kc sin(kL) + kd cos(kL) + α(c cos(kL) + d sin(kL)) = 0.
From these we obtain
2αk
tan(kL) = .
j2 − α2
If we think of the left and right sides of this equation as functions of k, the
straight line graph (right side) intersects the graph of the tangent function
(right side) infinitely many times with k > 0. The first coordinate of each
such point is an eigenvalue of this problem. If kn is the nth such first
28 CHAPTER 3. SOLUTIONS OF THE WAVE EQUATION
coordinate (counting from left to right), then the eigenvalues are λn = k2n .
Although we cannot solve for kn in an exact algebraic expression, we
can approximate these numbers to any degree of accuracy we need. The
problem for T is now
T + α2 k2n T = 0.
The condition θt (x, 0) = 0 implies that T (0) = 0. Therefore Tn (t) is a
constant multiple of cos(αkn t) and we have functions
This reminds one of a Fourier series, but here the functions we are ex-
panding ϕ(x) in terms of are
kn
fn (x) = cos(kn x) + sin(kn x).
α
However, using the transcendental equation defining the numbers kn , it is
easy to show that
L
fn (x)fm (x) dx = 0 if n = m.
0
Upon integrating term by term, all terms on the right vanish except pos-
sibly the n = m term, yielding
L
ϕ(x)fm dx
dm = 0 L .
0
f2m (x) dx
3.1. SOLUTIONS ON BOUNDED INTERVALS 29
18. Let u(x, t) = v(x, t) + f(x) and substitute into the wave equation to obtain
ut (x, 0) = vt (x, 0) = 0.
where
1
cn = 2 −f(ξ) sin(nπξ) dξ
0
1
A
= −2 ξ(1 − ξ3 ) sin(nπξ) dξ
0 108
A
= 4(1 − (−1)n ) + 2n2 π2 (−1)n .
9n5 π5
20. Suppose α is a positive number that is not an integer. Let u(x, t) = v(x, t)+
f(x) to obtain the solution
u(x, t) =
∞
1 1 1
cn cos(2nt) sin(nx) + 2 cos(αx) + 2 (1 − cos(απ))x − 2 ,
n=1
4α 4α 4α
where
n cos(απ)(−1)n − 1
cn = −
2π α2 (n2 − α2 )
n(−1)n cos(απ) − 1 1 (−1)n − 1
+ + .
2 n2 π2 2π nα2
u(x, t) =
∞
1 1
an cos(4nπt/3) sin(nπx/3) + (e−x − 1) + (1 − e−3 )x,
n=1
16 48
where
1 nπ
an = (1 − e−3 (−1)n ) + ((−1)n − 1).
8nπ 8(9 + n2 π2 )
u(x, t) =
∞
2(−1)n+1 81(−1)n 1
cos(2nπt/9) − 2 2
sin(2nπt/9) sin(nπx/9) + x.
n=1
nπ n π 9
Then
b b b
ut utt dx = c2 ut uxx dx + ut g(x, t) dx.
a a
But
∂ 1 2
ut utt = ut .
∂t 2
Therefore
b b b
d 1 2
u dx = c2 ut uxx dx + ut g(x, t) dx.
dt a 2 t a a
3.1. SOLUTIONS ON BOUNDED INTERVALS 31
Then
b b b
d 1 2 ∂ 1 2
u dx = c2 [ut ux ]ba − c2 u dx + ut g(x, t) dx.
dt a 2 t a ∂t 2 x a
Define
L
1
E(t) = (w2t + c2 w2x ) dx.
2 0
Then
L
E (t) = (wt wtt + c2 wx wxt ) dx.
0
Integrate the second term by parts and use the boundary conditions to
conclude that
L L
L
wx wxt dx = wx wt ]0 − wt wxx dx
0 0
L
=− wt wxx dx.
0
for t > 0 and 0 < x < L. Because E(t) is continuous, E(t) is constant on
any interval [0, T]. But E(0) = 0 so E(t) is identically zero, and therefore
wx and wt must be zero. This means that w(x, t) must be constant. But
w(x, 0) = 0, so w(x, t) = 0 and u(x, t) = v(x, t).
32 CHAPTER 3. SOLUTIONS OF THE WAVE EQUATION
28.
√ 1 √
u(x, t) = e−t/2 cos( 35t) + √ sin( 35t) sin(x).
2 35
30.
π −t/2 √ 1 √
u(x, t) = e cos(4 63t) + √ sin(4 63t) sin(x)
2 2 63t
∞
√ 1 √
+ e−t/2 bn cos(4 63t) + √ sin(4 63t) sin(nx),
n=2
2 63
where
−4n(1 + (−1)n )
bn = for n = 2, 3, . . . .
π(n2 − 1)2
32.
∞
−t/8 2
u(x, t) = e bn cos(αn t) + sin(αn t) sin(nx),
n=1
αn
where
1√
αn = 64n2 − 1
2
and
4
bn = (2 + (−1)n ).
n3
Then
t
vtt − vxx = f(x, t) + (wtt (x, t, T) − wxx (x, t, T)) dT = f(x, t)
0
because wtt = wxx . This shows that v(x, t) satisfies the partial differential
equation. Finally,
v(x, 0) = 0 = vt (x, 0).
Therefore v(x, t) is a solution of the Cauchy problem. Since this solution
is unique, then
t
v(x, t) = u(x, t) = w(x, t, T) dT.
0
34 CHAPTER 3. SOLUTIONS OF THE WAVE EQUATION
1
u(x, t) = (ϕ(x − t) + ϕ(x + t)),
2
the sum of a forward and backward wave, respectively. Figures 3.1–3.5
show the wave at times t = 0, t = 0.3, t = 0.6, t = 1, and 1.3, respectively.
At t = 1.3 the forward and backward waves have separated.
18. Figures 3.6–3.9 show the wave at times t = 0, t = 0.3, t = 0.7, and t = 1.3,
respectively.
20. Figures 3.10–3.13 show the wave at times t = 0, t = 0.3, t = 0.6, and
t = 1.3.
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