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Partial Dierential Equations I Tim Meagher 11/4/2010 Section 2.

2 Problem 3: Show that u = k u + Q(u, x, t) is linear if Q = (x, t)u + (x, t) t x2 and is homogeneous if beta(x, t) = 0 = k u + Q(u, x, t) x2 2 u = k x2 + (x, t)u + (x, t) 2 (x, t) = k u u + (x, t)u x2 t To test Linearity replace u with c1 u1 + c2 u2 and see if L(c1 u1 + c2 u2 ) = L(c1 u1 ) + (c2 u2 ) 2 +c (x, t) = k (c1 u1 +c2 u2 ) (c1 u1t 2 u2 ) + (x, t)(c1 u1 + c2 u2 ) x2
u t u t u 1u (x, t) = k (c12 1 ) (ct 1 ) + (x, t)(c1 u1 ) + k x Therefore linear, and if beta(x, t) = 0 2 0 = k u u + (x, t)u x2 t Then it is homogenous.
2 2 2 2

(c2 u2 ) x2

2u (ct 2 ) + (x, t)(c2 u2 )

Section 2.3 Problem 2: Consider the dierential equation 2 x2 + = 0 Determine the eigenvalues (and the corresponding eigenfunctions) if satises the following boundary conditions. Analyze three case ( > 0, = 0, < 0). You may assume that eigenvalues are real. b) (0) = 0 and (1) = 0
2 x2

+ = 0 has the characteristics equation k 2 = 0

= 0 (x)c1 x + c2 Apply boundary conditions (0) = 0 and (1) = 0 (0) = 0 c1 (0) + c2 = 0 c2 = 0 (1) = 0 c1 (1) + 0 = 0 c1 = 0 This means u = 0 therefore cant be we are looking for nonzero solutions. < 0 k 2 + = 0 = k (x) = c1 e x + c2 e x Apply boundary conditions (0) = 0 and (1) = 0 0 0 (0) = 0 c1 e + c2 e = 0 c1 + c2 = 0

(1) = 0 c1 e 1 + c1 e 1 = 0 c1 = c2 = 0 This means u = 0 therefore cant be we are looking for nonzero solutions. > 0 k 2 + = 0 k = i (x) = c1 cos( x) + c2 sin( x) Apply boundary conditions (0) = 0 and (1) = 0 (0) = 0 c1 cos(0) + c2 sin(0) = 0 c1 = 0 (1) = 0 c2 sin( x) = 0 = ( n )2 1 Where n N Therefore = ( n )2 where n N with corresponding function n (x) = sin( n ) 1 1 d) (0) = 0 and
2 x2 x (L)

=0

+ = 0 has the characteristics equation k 2 = 0

= 0 (x)c1 x + c2 Apply boundary conditions (0) = 0 and (L) = 0 x (0) = 0 c1 (0) + c2 = 0 c2 = 0 x (L) = 0 c1 = 0 c1 = 0 This means u = 0 therefore cant be we are looking for nonzero solutions. < 0 k 2 + = 0 = k (x) = c1 e x + c2 e x Apply boundary conditions (0) = 0 and (L) = 0 x c (0) = 0 c1 e 0 + c2 e 0 = 0 1 + c2 = 0 L c1 e L = 0 c1 = c2 = 0 x (L) = 0 c1 e This means u = 0 therefore cant be we are looking for nonzero solutions. > 0 k 2 + = 0 k = i (x) = c1 cos( x) + c2 sin( x) Apply boundary conditions (0) = 0 and (L) = 0 x (0) = 0 c1 cos(0) + c2 sin(0) = 0 c1 = 0 1 (n 2 ) 2 ) x (L) = 0 c2 cos( x) = 0 = ( L Where n N Therefore = ( n )2 where n N with corresponding function n (x) = cos( L
2

(n 1 ) 2 ) L

Problem 3: Consider the heat equation u = k u subject to the boundary t x2 conditions u(0, t) = 0 and u(L,t)=0. Solve the initial value problem of the temperature is initially. c) u(x, 0) = 2cos( 3x ) L

Solve by separation of variables, let u(x, t) = (x)G(t) From problem 2.3.2 part b we know,n (x) = sin( n ) and it easy to show that L 2 n G(t) = ek(( L )) t 2 n Putting the two together un = Bn sin( n )ek(( L )) t L By the super position principle the sum of these solution is still a solution so 2 n n the general of solution u(x, t) = Bn sin( )ek(( L )) t L n=1 Apply initial condition u(x, 0) = 2cos( 3x n )= Bn sin( ) L L n=1 Apply and integration trick with along with the orthogonanlity of sines 2 L Bn = L 0 2cos( 3x sin( n )dx. L L 2 n n L Giving the solution u(x, t) = Bn sin( )ek(( L )) t where Bn = 2 0 2cos( 3x )sin( n )dx.. l L L L n=1 (Note: I did solve this integral, but I didnt think it added any understand so I left it in clearer form.) d) u(x, 0) = {1 : 0 < x L/2, 2 : L/2 < x < L} Following the steps above we get 2 L Bn = L 0 {1 : 0 < x L/2, 2 : L/2 < x < L}sin( n )dx. L Bn =
2 L L/2 0

sin( n )dx + L

4 l

L L/2

sin( n )dx. L n k(( n ))2 t )e L where Bn = L


2 L L/2 0

Giving the solution u(x, t) =


n=1 4 l L L/2

Bn sin(

sin( n )dx+ L

sin( n )dx. (Note: I did solve this integral for a few n, but didnt include L
2

here.) Problem 8: Consider u = k u u This corresponds to a one-dimensional t x2 rod either with heat lost through the lateral sides with outside with a heat sink proportional to the temperature. Suppose that the boundary conditions are u(0, t) = 0 and u(L, t) = 0. a) What are the possible equilibrium temperature distributions if > 0? 2 0 = k u u c1 e x + c2 e x x2 Apply boundary conditions are u(0, t) = 0 and u(L, t) = 0. u(0, t) = 0 c1 e 0 + c2 e 0 = 0 c1 + c2 = 0 u(L, t) = 0 c1 e 1 + c1 e 1 = 0 c1 = c2 = 0 This means u = 0 for equilibrium b) Solve the time-dependent problem [u(x,0)=f(x)] if > 0 Analyze the temperature for large time (t ) and compare to part (a).

If = 0 then u(x, t) =
n=1

Bn sin(

n k(( n ))2 t )e L , therefore it can be shown L

n k(( n ))2 t t )e L e for G(t) = in L n=1 the separation of variables. Then as t et 0 which mean u = 0 which is constant with part a. that f > 0, then u(x, t) = Bn sin(

Section 2.4 Problem 1: Solve the heat equation to u (0, t) = 0 and u (L, t) = 0. x x
u t

= k u , 0 < x < L, t > 0, subject x2

a) u(x, 0) = {0 : x < L/2, 1 : x > L/2}

From table in the book u(x, t) = A0 + A0 = An =


2 L/2 0dx + L 0 2 L/2 0dx + L 0

An cos(

Therefore u(x, t) = c)u(x, 0) =

n=1 2 L 2 1dx = L L L/2 2(sin( n )sin(n) 2 L n 2 L L/2 cos( L )dx = n 2(sin( n ) sin(n) 2 n 2

n k(( n ))2 t )e L L

n=1

cos(

)ek((

2 n L )) t

2sin( x ) L

From table in the book u(x, t) = A0 + A0 = 2sin( x )dx = 4 An L 2 2 2 )cos(n) + (n1) (n1) (n1)
2 L L 0

An cos(
n=1 2 L L 0

n k(( n ))2 t )e L L

2 2sin( x )cos( n )dx = ( (n1) L L

Therefore u(x, t) =

2 n 4 2 2 2 2 n ( + )cos(n)+ cos( )ek(( L )) t n=1 (n 1) (n 1) (n 1) (n 1) L

Problem 2: Solve u = k u with u (0, t) = 0 u(L, t) = 0 u(x, 0) = f (x). t x2 x For this problem you may assume that no solutions of the heat equation exponentially grow in time. you may also guess appropriate orthogonality conditions for the eigenfunctions. Solve by separation of variables, let u(x, t) = (x)G(t) (L) = 0 and (0) = 0 x
2 x2

+ = 0 has the characteristics equation k 2 = 0

= 0 (x) = c1 x + c2 Apply boundary conditions (L) = 0 and (0) = 0 x x (L) = 0 c1 = 0 c1 = 0

(L) = 0 c2 = 0 c2 = 0 This means u = o therefore cant be we are looking for nonzero solutions. < 0 k 2 + = 0 = k (x) = c1 e x + c2 e x Apply boundary conditions (L) = 0 and (0) = 0 x x (0) = 0 c1 c2 = 0 c1 = c2 (L) = 0 c1 e L + c1 e L = 0 c1 = c2 = 0 This means u = 0 therefore cant be we are looking for nonzero solutions. > 0 k 2 + = 0 k = i (x) = c1 cos( x) + c2 sin( x) Apply boundary conditions (L) = 0 and (0) = 0 x x (0) = 0 c2 cos(0) = 0 c2 = 0 (n 1 ) (L) = 0 c1 cos( L) = 0 = ( L2 )2 Where n N (n 1 ) Therefore = ( n )2 where n N with corresponding function n (x) = cos( L2 ) L 2 n It easy to show that G(t) = ek(( L )) t 2 n (n 1 ) Putting the two together un = Bn cos( L2 )ek(( L )) t By the super position principle the sum of these solution is still a solution so 1 (n 2 ) k(( n ))2 t the general of solution u(x, t) = Bn cos( )e L L n=1 Where Bn =
2 L L/2 0

f (x)cos(

(n 1 ) 2 )dx L

Problem 3: Solve the eigenvalue problem and (0) = (2) x x

2 x2

= subject to (0) = (2)

= 0 (x)c1 x + c2 Apply boundary conditions (0) = (2) and (0) = x (0) = (2) c1 (0) + c2 = c1 (2) + c2 c1 = 0 x (0) = x (2) c1 = c1 No new information. This means u = K for some constant K.

x (2)

< 0 k 2 + = 0 = k (x) = c1 e x + c2 e x Apply boundary conditions (0) = (2) and (0) = (2) x x (0) = (2) c1 + c2 = c1 e 2 + c2 e 2 along with c2 = c1 e 2 + c2 e x2 x (0) = x (2) c1 c1 = c2 = 0 This means u = 0 therefore cant be we are looking for nonzero solutions. > 0 k 2 + = 0 k = i

(x) = c1 cos( x) + c2 sin( x) Apply boundary conditions (0) = (2) and (0) = (2) x x 2) + c2 sin( 2) along with (0) = (2) c1 cos(0) + c2 sin(0) = c1 cos( x (0) = x (2) c1 sin(0)+c2 cos(0) = c1 sin( 2)+c2 cos( 2) = n2 Therefore = n2 where n N with corresponding function n (x) = cos(nx) or sin(nx) because both function work.

Problem 6: Determine the equilibrium temperature distribution for the thin circular ring of Section 2.4.2: a) Directly from the equilibrium problem 0 = k u c1 x + c2 Apply boundary conditions (L) = (L) and x2 (L) x (L) = (L) c1 (L) + c2 = c1 (L) + c2 c1 = 0 x (L) = x (L) c1 = c1 No new information. This means u = K for some constant K.
2

x (L)

b) By computing the limit as t of the Time-dependent problem.

The general solution to this is u(x, t) = A0 +


n=1

An cos(

2 n n n k(( n ))2 t )e L + Bn sin( )ek(( L )) t , L L n=1

however when t ek(( L which is constant with part a. Section 2.5

))2 t

0, therefore only A0 term that survives

Problem 1: Solve Laplaces equation inside a rectangle 0 x L, 0 y H with the following boundary conditions: a) u (0, y) = 0, u (L, y) = 0, u(x, 0) = 0, u(x, H) = f (x) x x

From Section 2.4 we know the solution of h(x) == A0 + n = ( n )2 L


2 y 2 n=1

An cos(

n ) and L

= ( n )2 (y) = a1 cosh( ny ) + a2 sinh( ny ) L L L Applying that (0) = 0 a1 cosh(0) + a2 sinh(0) = 0 a1 = 0 therefore (y) = a2 sinh( ny ) L n ny ) Putting the two together u(x, y) = u(x, t) = A0 y + An cos( )sinh( L L n=1 Where An sinh( nH ) = L
2 L L 0

f (x)cos( nx )dx. L

c) u (0, y) = 0, u(L, y) = g(y), u(x, 0) = 0, u(x, H) = 0 x

From Section 2.4 we know the solution of (y) =


n=1 2 h x2

Bn sin(

n ) H

= ( n )2 h h(x) = a1 cosh( nx ) + a2 sinh( nx ) H H H Apply h h(0) = 0 a1 n sinh(0) + a2 n cosh(0) = 0 a2 = 0, therefore x H H h(x) = a1 cosh( nx ) H ny n Putting the two together u(x, y) = u(x, t) = ) An cosh( )sin( H H n=1 Where An cosh( nL ) = H
2 H H 0

g(y)in( ny )dy. H

Problem 3: Solve Laplaces equation outside a circular disk (r a) subject to the boundary condition a) u(a, ) = ln2 + 4cos3

From the book the general solution is u(r, ) =


n=1

An rn cos(n)+
n=1

Bn rn sin(n)

for inside the circle, but for outside the circle u(r, ) =
n=1

An rn cos(n) +

Bn r
n=1

sin(n)

For brevity because this is late already I skip typing up the whole derivation, but 1 at the step G(r) = c1 rn +c2 rn it turns out c1 = 0 A0 = 2 ln2+4cos3d = 1 1 1 2 ln2d + 2 ln2 + 4cos3d = 2 ln2d = ln2 1 An ar = 2 (ln2 + 4cos3)cos(n)dx due to orthognonality only A3 a3 = 4 only term that survives. 1 Bn ar = 2 (ln2 + 4cos3)cos(n)dx due to orthognonality all Bn = 0 Problem 8: Solve Laplaces equation inside a circular annulus (a < x < b) subject to the boundary condition a) u(a, ) = f () and u(b, ) = g() Okay the next three are unnished I think I have delayed turning it it long enough, if you want I be more than happy to nish these, I just really should turn this in. Problem 10: Using the maximum principles for Laplaces equation, prove the solution of Poissons equation, 2 u = g(x), subject to u=f(x) on the boundary, is unique. Suppose there is two solutions of Poisson equation u and v and let w=u-v Problem 15: Solve Laplaces equation inside a semi-innite strip (0 < x < ) 7

(0 < y < H) subject to the boundary conditions a) u (x, 0) = 0, u (x, H) = 0, u(0, y) = f (x) y y

From Section 2.4 we know the solution of (y) = A0 +


n=1

An cos(

n ) and H

n = ( n )2 H 2 h n 2 nx nx x2 = ( L ) h h(x) = a1 cosh( H ) + a2 sinh( H ) Since there is no heat lost a crossed the boundaries and at very large x the heat H 1 will be constant related to f(x), namely x u(x, y) H 0 f (x)dx.