PROBLEM SET 5 PARTIAL DIFFERENTIAL EQUATIONS

1. The temperature u(x, t) on a rod of length L satisfies the heat equation

u
2u
= c2 2
t
x

t > 0, 0 < x < L

(a) Using separation of variables with u(x, t) = V (x)W (t), show that the ODEs satisfied by
V (x) and W (t) are
and

V kV = 0

(1)

W kc 2 W = 0

(2)

for any constant k.

(b) If the ends of the rod are kept at zero temperature, i.e.,
u=0

on

x = 0 and

x = L,

(3)

what are the boundary conditions that should be satisfied by V ?

(c) Find the solutions to V which satisfy the equation (1) and the boundary conditions obtained
in (b). Hence find the corresponding solutions W that satisfy the equation (2). Conclude
that the most general solution for u satisfying the heat equation and the boundary conditions
(3) is given by

nx
2 n2 c 2 t
cn sin
u(x, t) =
exp
(4)
L
L2
n=1
where cn are constants.
(d) If u(x, 0) = f (x), express cn as an integral.
(e) Find the solution u to the heat equation if u satisfies the boundary conditions (3) and
(i) c 2 = 5, L = , u(x, 0) = sin 3x
2x
(ii) c 2 = 6, L = 5, u(x, 0) = 3 sin
5 sin(4x)
5
For each case, determine the steady state temperature lim u(x, t).
t

PROBLEM SET 5 PARTIAL DIFFERENTIAL EQUATIONS

2. The temperature u(x, t) on a rod of length L satisfies the heat equation

2u
u
= c2 2
t
x

t > 0, 0 < x < L

(a) Using separation of variables with u(x, t) = V (x)W (t), show that the ODEs satisfied by
V (x) and W (t) are
and

V kV = 0

(5)

W kc 2 W = 0

(6)

for any constant k.

(b) If the ends of the rod are insulated, i.e.,
u
= 0 on x = 0 and x = L,
x
what are the boundary conditions that should be satisfied by V ?

(7)

(c) Find the solutions to V which satisfy the equation (5) and the boundary conditions obtained
in (b). Hence find the corresponding solutions W that satisfy the equation (6). Conclude
that the most general solution for u satisfying the heat equation and the boundary conditions
(7) is given by

nx
2 n2 c 2 t
u(x, t) =
cn cos
exp
(8)
2
L
L
n=0
where cn are constants.
(d) If u(x, 0) = f (x), express cn as an integral.
(e) Find the solution u to the heat equation if u satisfies the boundary conditions (7) and
c 2 = 4, L = 4, u(x, 0) = 5 cos(x) + 3 cos(2x). Also, determine the steady state
temperature lim u(x, t).
t

PROBLEM SET 5 PARTIAL DIFFERENTIAL EQUATIONS

3. The function u(x, t) satisfies the wave equation

2
2u
2 u
=
c
,
t 0, 0 x L
(9)
t2
x2
(a) Using separation of variables with u(x, t) = V (x)W (t), show that the ODEs satisfied by
V (x) and W (t) are

and

V kV = 0

(10)

W kc 2 W = 0

(11)

for any constant k.

(b) If u satisfies the boundary conditions
u=0

on

x = 0 and

x = L,

(12)

what are the boundary conditions that should be satisfied by V ?

(c) Find the solutions to V which satisfy the equation (10) and the boundary conditions obtained
in (b). Hence find the corresponding solutions W that satisfy the equation (11). Conclude
that the most general solution for u satisfying the wave equation and the boundary conditions (12) is given by

nx 
nc t
nc t 
u(x, t) =
an cos
+ bn sin
sin
L
L
L
n=1
where an and bn are constants.
(d) If u(x, 0) = f (x) and u t (x, 0) = g(x), express an and bn as integrals.
(e) Find the solution u to the wave equation if u satisfies the boundary conditions (12) and
c = 3, L = 4, u(x, 0) = 3 sin(2x), u t (x, 0) = 5 sin(3x)

PROBLEM SET 5 PARTIAL DIFFERENTIAL EQUATIONS

4. Consider the wave equation

2
2u
2 u
=
c
t2
x2
(a) By introducing the variables y = x + c t, y = x c t, show that for any functions ( y) and
(z)
u(x, t) = ( y) + (z)
is a solution of the wave equation.

(b) Use the result of (a) to find the DAlemberts solution of the wave equation if
(i) c = 2, u(x, 0) = sin 3x, u t (x, 0) = 0
(ii) c = 2, u(x, 0) = 0, u t (x, 0) = 3 sin 5x
(iii) c = 2, u(x, 0) = sin
 3x, u t (x, 0) = 3 sin 5x
sin x,
0 x 1,
(iv) c = 2, u(x, 0) =
, u t (x, 0) = 0
0,
otherwise
5. The function u(x, y) satisfies the Laplace equation
2u 2u
+
=0
x2 y2

(13)

in a region R.
(a) Using separation of variables with u(x, y) = V (x)W ( y), show that the ODEs satisfied by
V (x) and W ( y) are
V kV = 0
and

(14)

W + kW = 0

(15)

for any constant k.

(b) If u satisfies the boundary conditions
u=0

on

x = 0 and

x = a,

(16)

what are the boundary conditions that should be satisfied by V ?

(c) Find the solutions to V which satisfy the equation (14) and the boundary conditions obtained
in (b). Hence find the corresponding solutions W that satisfy the equation (15). Conclude
that the most general solution for u satisfying the Laplace equation and the boundary conditions (16) is given by

 n y 
 n y 

nx 
u(x, t) =
sin
an exp
+ bn exp
a
a
a
n=1
where an and bn are constants.
(d) Find the solution u to the Laplace equation if u satisfies the boundary conditions (16) and
(i) a = 3, u(x, 0) = 4 sin x, u 0 as y
7x
(ii) a = 4, u(x, 0) = 0, u(x, 3) = 2 sin
2

PROBLEM SET 5 PARTIAL DIFFERENTIAL EQUATIONS

6. The function u(x, y) satisfies the Laplace equation

2u 2u
+
=0
x2 y2

(17)

in a region R.
(a) Show that for any constants A and B and any positive integer n,
nx
nx

n y
u(x, y) = sin
Ae b + Be b
b
satisfies (17) and the boundary conditions
u = 0 on

y = 0 and

y=b

(18)

(b) Find A, B and n such that u(x, y) satisfies (17), (18) and
(i) b = 3, u(0, y) = sin y, u(2, y) = 2 sin y
(ii) b = 3, u(0, y) = sin y, u 0 as x
Write down the solution of u explicitly.
(c) Show that for any constants A, B and C and any positive integer n,
nx

nx
n y
u(x, y) = A + cos
Be b + C e b
b
satisfies (17) and the boundary conditions
uy = 0

on

y =0

and

y=b

(d) Find A, B, C and n such that u(x, y) satisfies (17), (19) and
(i) b = 3, u(0, y) = cos y, u(2, y) = 0
(ii) b = 3, u(0, y) = 3 + cos y, u(2, y) = 3
Write down the solution of u explicitly.

(19)

PROBLEM SET 5 PARTIAL DIFFERENTIAL EQUATIONS

Answers:
1. (b) V (0) = V (L) = 0

nx
2 n2 c 2 t
, Wn (t) = exp
, n = 1, 2, . . .
(c) Vn (x) = cn sin
L
L2
L
2
nx
(d) cn =
f (x) sin
dx
L 0
L
(e)

(i) e45t sin 3x; 0

242 t
2x
(ii) 3 exp
sin
5 exp 962 t sin 4x; 0
25
5

2. (b) V (0) = V (L) = 0

nx
2 n2 c 2 t
, Wn (t) = exp
, n = 0, 1, 2, . . .
L
L2
L
2
nx
d x, n = 1, 2, 3, . . .
f (x)d x, cn =
f (x) cos
L 0
L

(c) Vn (x) = cn cos

1
(d) c0 =
L

0
2

(e) 5 e4 t cos x + 3e16 t cos 2x; 5

3. (b) V (0) = V (L) = 0
nx
nc t
nc t
, Wn (t) = an cos
+ bn sin
, n = 1, 2, . . .
L
L
L
L
nx
nx
2
f (x) sin
g(x) sin
d x, bn =
dx
L
nc 0
L

(c) Vn (x) = cn sin

2
(d) an =
L

(e) 2 sin(2x) cos(6t)

4. (b)

(i)

5
sin(3x) sin(9t)
9

1
(sin 3(x + 2t) + sin 3(x 2t))
2

(ii)

3
(cos 5(x + 2t) cos 5(x 2t))
20

3
1
(sin 3(x + 2t) + sin 3(x 2t))
(cos 5(x + 2t) cos 5(x 2t))
2
20
1
0 x + 2t 1, 0 x 2t 1

2 (sin (x + 2t) + sin (x 2t)) ,

1
sin (x + 2t),
0 x + 2t 1, x 2t < 0
(iv) 12
sin (x 2t),
0 x 2t 1, x + 2t > 1

2
0,
x 2t < 1, x + 2t > 1

(iii)

PROBLEM SET 5 PARTIAL DIFFERENTIAL EQUATIONS

5. (b) V (0) = V (a) = 0

(c) Vn (x) = cn sin
(d)

(i) 4e y sin x
(ii)

6. (b)

 n y 
 n y 
nx
, Wn (t) = an exp
+ bn exp
, n = 1, 2, . . .
a
a
a

(i)

2
sinh

21
2

sin

7 y
7x
sinh
2
2

sin y sinh (2 x) 2 sin y sinh x

+
sinh 2
sinh 2

(ii) ex sin y
(d)

(i)

cos y sinh (2 x)
sinh 2

(ii) 3 +

cos y sinh (2 x)
sinh 2