Assignment-4 (PDEs)

1. List of suggested exercises from D. Lokenath Book:

Section 9.10: Exercises No.- 3, 8 (a) and (c), 11, 12, 22 (a) and (b), 23 (a) and 29.

2. Prove that the Laplace equation uxx + uyy = 0 is invariant under the rotation in the plane through an
∂2 ∂2
angle α. Derive the expression in polar coordinates for the two-dimensional laplacian ∂x 2 + ∂y 2 .

3. Solve the diffusion equation with the initial condition φ(x) = exp(3x). Write your answer in terms of the
error function of x.

4. Let us assume Z ∞
1
v(x, t) = √ exp(−(x − y)2 /4kt)f (y)dy.
4πkt −∞

(a) What PDE and initial condition does v(x, t) satisfy for −∞ < x < ∞? Justify.
(b) Let w = vx − 2v. Repeat the problem of part(a) for the function w(x, t).
(c) If f (x) = 1 for |x| < 2 and f (x) = 0 for |x| > 2, then compute v(x, t) in terms of erf (x).

5. Find the solution of the problem ut = kuxx , u(x, 0) = exp(−x), u(0, t) = 0 on the half-line 0 < x < ∞.

6. Solve the Neumann problem ut = kuxx , u(x, 0) = x and ux (0, t) = 0 on the half-line 0 < x < ∞.

7. Consider the initial boundary value problem ut − kuxx = f (x, t) for 0 < x < l, t > 0 with u(x, 0) =
φ(x), u(0, t) = g(t) and u(l, t) = h(t). Assuming f, φ, g, h being continuous functions, prove that there
exists at most one smooth solution and the solution is stable.