14 Boundary-Value Problems in Other

Coordinate Systems
Exercises 14.1
1. We have  π
1 u0
A0 = u0 dθ =
2π 0 2
 π
1
An = u0 cos nθ dθ = 0
π 0

1 π u0
Bn = u0 sin nθ dθ = [1 − (−1)n ]
π 0 nπ
and so
∞
u0 u0  1 − (−1)n n
u(r, θ) = + r sin nθ.
2 π n=1 n

2. We have  π  2π
1 1
A0 = θ dθ + (π − θ) dθ = 0
2π 0 2π π
 
1 π 1 2π 2
An = θ cos nθ dθ + (π − θ) cos nθ dθ = 2 [(−1)n − 1]
π 0 π π n π
 π  2π
1 1 1
Bn = θ sin nθ dθ + (π − θ) sin nθ dθ = [1 − (−1)n ]
π 0 π π n
and so  
∞

n (−1)n − 1 1 − (−1)n
u(r, θ) = r cos nθ + sin nθ .
n=1
n2 π n

3. We have  2π
1 2π 2
A0 = (2πθ − θ2 ) dθ =
2π 0 3
 2π
1 4
An = (2πθ − θ2 ) cos nθ dθ = − 2
π 0 n
 2π
1
Bn = (2πθ − θ2 ) sin nθ dθ = 0
π 0
and so
∞
2π 2 rn
u(r, θ) = −4 cos nθ.
3 n=1
n2

4. We have  2π
1
A0 = θ dθ = π
2π 0

1 2π
An = θ cos nθ dθ = 0
π 0

1 2π 2
Bn = θ sin nθ dθ = −
π 0 n

670
 Exercises 14.1

and so
∞
rn
u(r, θ) = π − 2 sin nθ.
n=1
n

5. As in Example 1 in the text we have R(r) = c3 rn + c4 r−n . In order that the solution be bounded as r → ∞ we
must define c3 = 0. Hence
∞

u(r, θ) = A0 + r−n (An cos nθ + Bn sin nθ)
n=1

 2π
1
where A0 = f (θ) dθ
2π 0
 2π
cn
An = f (θ) cos nθ dθ
π 0
 2π
cn
Bn = f (θ) sin nθ dθ.
π 0

6. We solve
∂ 2 u 1 ∂u 1 ∂2u π
+ + = 0, , 0 < r < c,
0<θ<
∂r2 r ∂r r2 ∂θ2 2
π
u(c, θ) = f (θ), 0 < θ < ,
2
u(r, 0) = 0, u(r, π/2) = 0, 0 < r < c.

Proceeding as in Example 1 in the text we obtain the separated differential equations

r2 R + rR − λ2 R = 0
Θ + λ2 Θ = 0

with solutions
Θ(θ) = c1 cos λθ + c2 sin λθ
R(r) = c3 rλ + c4 r−λ .
Since we want R(r) to be bounded as r → 0 we require c4 = 0. Applying the boundary conditions Θ(0) = 0
and Θ(π/2) = 0 we find that c1 = 0 and λ = 2n for n = 1, 2, 3, . . . . Therefore
∞

u(r, θ) = An r2n sin 2nθ.
n=1

From
∞

u(c, θ) = f (θ) = An cn sin 2nθ
n=1

we find
 π/2
4
An = f (θ) sin 2nθ dθ.
πc2n 0

7. Referring to the solution of Problem 6 above we have

Θ(θ) = c1 cos λθ + c2 sin λθ
R(r) = c3 rn .
Applying the boundary conditions Θ (0) = 0 and Θ (π/2) = 0 we find that c2 = 0 and λ = 2n for

671
Exercises 14.1

n = 0, 1, 2, . . . . Therefore
∞

u(r, θ) = A0 + An r2n cos 2nθ.
n=1

From
 ∞
1, 0 < θ < π/4
u(c, θ) = = A0 + An c2n cos 2nθ
0, π/4 < θ < π/2 n=1

we find
 π/4
1 1
A0 = dθ =
π/2 0 2
and
 π/4
2 2 nπ
c2n An = cos 2nθ dθ = sin .
π/2 0 nπ 2
Thus
nπ  r 2n
∞
1 21
u(r, θ) = + sin cos 2nθ.
2 π n=1 n 2 c

8. We solve
∂ 2 u 1 ∂u 1 ∂2u
+ + = 0, 0 < θ < π/4, r>0
∂r2 r ∂r r2 ∂θ2
u(r, 0) = 0, r>0
u(r, π/4) = 30, r > 0.

Proceeding as in Example 1 in the text we find the separated ordinary differential equations to be

r2 R + rR − λ2 R = 0
Θ + λ2 Θ = 0.

The corresponding general solutions are

R(r) = c1 rλ + c2 r−λ
Θ(θ) = c3 cos λθ + c4 sin λθ.
The condition Θ(0) = 0 implies c3 = 0 so that Θ = c4 sin λθ. Now, in order that the temperature be bounded
as r → ∞ we define c1 = 0. Similarly, in order that the temperature be bounded as r → 0 we are forced to
define c2 = 0. Thus R(r) = 0 and so no nontrivial solution exists for λ > 0. For λ = 0 the separated differential
equations are
r2 R + rR = 0 and Θ = 0.
Solutions of these latter equations are

R(r) = c1 + c2 ln r and Θ(θ) = c2 θ + c3 .

Θ(0) = 0 still implies c3 = 0, whereas boundedness as r → 0 demands c2 = 0. Thus, a product solution is

u = c1 c2 θ = Aθ.

From u(r, π/4) = 0 we obtain A = 120/π. Thus, a solution to the problem is

120
u(r, θ) = θ.
π

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 Exercises 14.1

9. Proceeding as in Example 1 in the text and again using the periodicity of u(r, θ), we have

Θ(θ) = c1 cos λθ + c2 sin λθ

where λ = n for n = 0, 1, 2, . . . . Then

R(r) = c3 rn + c4 r−n .

[We do not have c4 = 0 in this case since 0 < a ≤ r.] Since u(b, θ) = 0 we have
∞ 
n  r n 
r  b
u(r, θ) = A0 ln + − [An cos nθ + Bn sin nθ] .
b n=1 r b

From
∞ 
n   
a  b a n
u(a, θ) = f (θ) = A0 ln + − [An cos nθ + Bn sin nθ]
b n=1 a b

we find
 2π
a 1
A0 ln = f (θ) dθ,
b 2π 0

n    
b a n 1 2π
− An = f (θ) cos nθ dθ,
a b π 0
and 
n    
b a n 1 2π
− Bn = f (θ) sin nθ dθ.
a b π 0

10. Substituting u(r, θ) = v(r, θ) + ψ(r) into the partial differential equation we obtain
 
∂2v  1 ∂v  1 ∂2v
+ ψ (r) + + ψ (r) + = 0.
∂r2 r ∂r r2 ∂θ2
This equation will be homogeneous provided
1
ψ  (r) + ψ  (r) = 0 or r2 ψ  (r) + rψ  (r) = 0.
r
The general solution of this Cauchy-Euler differential equation is

ψ(r) = c1 + c2 ln r.

From
u0 = u(a, θ) = v(a, θ) + ψ(a) and u1 = u(b, θ) = v(b, θ) + ψ(b)

we see that in order for the boundary values v(a, θ) and v(b, θ) to be 0 we need ψ(a) = u0 and ψ(b) = u1 . From
this we have
ψ(a) = c1 + c2 ln a = u0
ψ(b) = c1 + c2 ln b = u1 .
Solving for c1 and c2 we obtain
u1 ln a − u0 ln b u0 − u1
c1 = and c2 = .
ln a/b ln a/b
Then
u1 ln a − u0 ln b u0 − u1 u0 ln r/b − u1 ln r/a
ψ(r) = + ln r = .
ln a/b ln a/b ln a/b

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Exercises 14.1

From Problem 9 with f (θ) = 0 we see that the solution of

∂ 2 v 1 ∂v 1 ∂2v
+ + = 0, 0 < θ < 2π, a < r < b,
∂r2 r ∂r r2 ∂θ2
v(a, θ) = 0, v(b, θ) = 0, 0 < θ < 2π
is v(r, θ) = 0. Thus the steady-state temperature of the ring is
u0 ln r/b − u1 ln r/a
u(r, θ) = v(r, θ) + ψ(r) = .
ln a/b
11. We solve
∂ 2 u 1 ∂u 1 ∂2u
2
+ + 2 = 0, 0 < θ < π, a < r < b,
∂r r ∂r r ∂θ2
u(a, θ) = θ(π − θ), u(b, θ) = 0, 0 < θ < π,
u(r, 0) = 0, u(r, π) = 0, a < r < b.
Proceeding as in Example 1 in the text we obtain the separated differential equations
r2 R + rR − λ2 R = 0
Θ + λ2 Θ = 0
with solutions
Θ(θ) = c1 cos λθ + c2 sin λθ
R(r) = c3 rλ + c4 r−λ .
Applying the boundary conditions Θ(0) = 0 and Θ(π) = 0 we find that c1 = 0 and λ = n for
n = 1, 2, 3, . . . . The boundary condition R(b) = 0 gives
c3 bn + c4 b−n = 0 and c4 = −c3 b2n .
Then
2n

b2n r − b2n
R(r) = c3 rn − n = c3
r rn
and

∞
 r2n − b2n
u(r, θ) = An sin nθ.
n=1
rn
From

∞
 a2n − b2n
u(a, θ) = θ(π − θ) = An sin nθ
n=1
an
we find

a2n − b2n 2 π
4
An = (θπ − θ2 ) sin nθ dθ = [1 − (−1)n ].
an π 0 n3 π
Thus
4  1 − (−1)n r2n − b2n  a n
∞
u(r, θ) = sin nθ.
π n=1 n3 a2n − b2n r

12. Letting u(r, θ) = v(r, θ) + ψ(θ) we obtain ψ  (θ) = 0 and so ψ(θ) = c1 θ + c2 . From
u0
ψ(0) = 0 and ψ(π) = u0 we find, in turn, c2 = 0 and c1 = u0 /π. Therefore ψ(θ) = θ.
π
u0
Now u(1, θ) = v(1, θ) + ψ(θ) so that v(1, θ) = u0 − θ. From
π
∞
 ∞

v(r, θ) = An rn sin nθ and v(1, θ) = An sin nθ
n=1 n=1

674
 Exercises 14.1

we obtain 
2 π  u0  2u0
An = u0 − θ sin nθ dθ = .
π 0 π πn
Thus
∞
u0 2u0  rn
u(r, θ) = θ+ sin nθ.
π π n=1 n

13. We solve
∂ 2 u 1 ∂u 1 ∂2u
+ + = 0, 0 < θ < π , 0 < r < 2,
∂r2 r ∂r r2 ∂θ2

u0 , 0 < θ < π/2
u(2, θ) =
0, π/2 < θ < π
 
∂u  ∂u 
 = 0, = 0, 0 < r < 2.
∂θ θ=0 ∂θ θ=π
Proceeding as in Example 1 in the text we obtain the separated differential equations

r2 R + rR − λ2 R = 0
Θ + λ2 Θ = 0

with solutions
Θ(θ) = c1 cos λθ + c2 sin λθ
R(r) = c3 rλ + c4 r−λ .
Applying the boundary conditions Θ (0) = 0 and Θ (π) = 0 we find that c2 = 0 and λ = n for
n = 0, 1, 2, . . . . Since we want R(r) to be bounded as r → 0 we require c4 = 0. Thus
∞

u(r, θ) = A0 + An rn cos nθ.
n=1

From
 ∞
u0 , 0 < θ < π/2
u(2, θ) = = A0 + An 2n cos nθ
0, π/2 < θ < π n=1

we find
 π/2
1 2 u0
A0 = u0 dθ =
2 π 0 2
and
 π/2
2u0 2u0 sin nπ/2
2n An = cos nθ dθ = .
π 0 π n
Therefore
2u0  1  nπ   r n
∞
u0
u(r, θ) = + sin cos nθ.
2 π n=1 n 2 2

14. Let u1 be the solution of the boundary-value problem

∂ 2 u1 1 ∂u1 1 ∂ 2 u1
+ + = 0, 0 < θ < π, a < r < b
∂r2 r ∂r r2 ∂θ2
u1 (a, θ) = f (θ), 0<θ<π
u1 (b, θ) = 0, 0 < θ < π,

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Exercises 14.1

and let u2 be the solution of the boundary-value problem

∂ 2 u2 1 ∂u2 1 ∂ 2 u1
2
+ + 2 = 0, 0 < θ < π, a < r < b
∂r r ∂r r ∂θ2
u2 (a, θ) = 0, 0<θ<π
u2 (b, θ) = g(θ), 0 < θ < π.
Each of these problems can be solved using the methods shown in Problem 9 of this section. Now if u(r, θ) =
u1 (t, θ) + u2 (r, θ), then
u(a, θ) = u1 (a, θ) + u2 (a, θ) = f (θ)
u(b, θ) = u1 (b, θ) + u2 (b, θ) = g(θ)
and u(r, θ) will be the steady-state temperature of the circular ring with boundary conditions u(a, θ) = f (θ)
and u(b, θ) = g(θ).
15. (a) From Problem 1 in this section, with u0 = 100,
∞
100  1 − (−1)n n
u(r, θ) = 50 + r sin nθ.
π n=1 n

(b)
u

100
r=0.9

80

60

r=0.1
40
r=0.3

r=0.5
20
r=0.7

1 2 3 4 5 6 q

(c) Using a partial sum including the term with r99 we find
u(0.9, 1.3) ≈ 96.5268 u(0.9, 2π − 1.3) ≈ 3.4731
u(0.7, 2) ≈ 87.871 u(0.7, 2π − 2) ≈ 12.129
u(0.5, 3.5) ≈ 36.0744 u(0.5, 2π − 3.5) ≈ 63.9256
u(0.3, 4) ≈ 35.2674 u(0.3, 2π − 4) ≈ 64.7326
u(0.1, 5.5) ≈ 45.4934 u(0.1, 2π − 5.5) ≈ 54.5066
(d) At the center of the plate u(0, 0) = 50. From the graphs in part (b) we observe that the solution curves
are symmetric about the point (π, 50). In part (c) we observe that the horizontal pairs add up to 100, and
hence average 50. This is consistent with the observation about part (b), so it is appropriate to say the
average temperature in the plate is 50◦ .

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 Exercises 14.2

Exercises 14.2
1. Referring to the solution of Example 1 in the text we have

R(r) = c1 J0 (λn r) and T (t) = c3 cos aλn t + c4 sin aλn t

where the eigenvalues λn are the positive roots of J0 (λc) = 0. Now, the initial condition u(r, 0) = R(r)T (0) = 0
implies c3 = 0. Thus
∞
 ∞
∂u 
u(r, t) = An sin aλn tJ0 (λn r) = aλn An cos aλn tJ0 (λn r).
n=1
∂t n=1

From 
∞
∂u 
= 1 = aλn An J0 λn r
∂t t=0 n=1

we find  c
2
aλn An = 2 2 rJ0 (λn r) dr x = λn r, dx = λn dr
c J1 (λn c) 0
 λn c
2 1
= 2 2 xJ0 (x) dx
c J1 (λn c) 0 λ2n
 λn c
2 1 d
= 2 2 [xJ1 (x)] dx see (4) of Section 11.5 in text
c J1 (λn c)
0 λ2n dx

2  λn c 2
= 2 2 2 xJ1 (x)  = .
c λn J1 (λn c) 0 cλn J1 (λn c)
Then
2
An =
acλ2n J1 (λn c)
and
∞
2  J0 (λn r)
u(r, t) = sin aλn t.
ac n=1 λ2n J1 (λn c)

2. From Example 1 in the text we have Bn = 0 and

 1
2
An = r(1 − r2 )J0 (λn r) dr.
J12 (λn ) 0

4J2 (λn )
From Problem 10, Exercises 12.6 we obtained An = . Thus
λ2n J12 (λn )
∞
J2 (λn )
u(r, t) = 4 2 (λ ) cos aλn tJ0 (λn r).
J
n=1 1 n

3. Referring to Example 2 in the text we have

R(r) = c1 J0 (λr) + c2 Y0 (λr)
Z(z) = c3 cosh λz + c4 sinh λz
where c2 = 0 and J0 (2λ) = 0 defines the positive eigenvalues λn . From Z(4) = 0 we obtain
cosh 4λn
c3 cosh 4λn + c4 sinh 4λn = 0 or c4 = −c3 .
sinh 4λn

677
Exercises 14.2

Then  
cosh 4λn sinh 4λn cosh λn z − cosh 4λn sinh λn z
Z(z) = c3 cosh λn z − sinh λn z = c3
sinh 4λn sinh 4λn
sinh λn (4 − z)
= c3
sinh 4λn
and
∞
 sinh λn (4 − z)
u(r, z) = An J0 (λn r).
n=1
sinh 4λn
From
∞

u(r, 0) = u0 = An J0 (λn r)
n=1

we obtain
 2
2u0 u0
An = 2 rJ0 (λn r) dr = .
4J1 (2λn ) 0 λn J1 (2λn )
Thus the temperature in the cylinder is
∞
sinh λn (4 − z)J0 (λn r)
u(r, z) = u0 .
n=1
λn sinh 4λn J1 (2λn )

4. (a) The boundary condition ur (2, z) = 0 implies R (2) = 0 or J0 (2λ) = 0. Thus λ = 0 is also an eigenvalue
and the separated equations are in this case rR + R = 0 and z  = 0. The solutions of these equations are
then
R(r) = c1 + c2 ln r, Z(z) = c3 z + c4 .

Now Z(0) = 0 yields c4 = 0 and the implicit condition that the temperature is bounded as r → 0 demands
that we define c2 = 0. Using the superposition principle then gives
∞

u(r, z) = A1 z + An sinh λn zJ0 (λn r). (1)
n=2

At z = 4 we obtain
∞

f (r) = 4A1 + An sinh 4λn J0 (λn r).
n=2

Thus from (19) and (20) of Section 12.6 in the text we can write with b = 2,

1 2
A1 = rf (r) dr (2)
8 0
 2
1
An = rf (r)J0 (λn r) dr. (3)
2 sinh 4λn J02 (2λn ) 0

A solution of the problem consists of the series (1) with coefficients A1 and An defined in (2) and (3),
respectively.

(b) When f (r) = u0 we get A1 = u0 /4 and

u0 J1 (2λn )
An = =0
λn sinh 4λn J02 (2λn )
u0
since J0 (2λ) = 0 is equivalent to J1 (2λ) = 0. A solution of the problem is then u(r, z) = z.
4

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 Exercises 14.2

5. Letting u(r, t) = R(r)T (t) and separating variables we obtain

R + 1r R T 1
= = µ and R + R − µR = 0, T  − µkT = 0.
R kT r
From the second equation we find T (t) = eµkt . If µ > 0, T (t) increases without bound as t → ∞. Thus we
assume µ = −λ2 ≤ 0. Now
1
R + R + λ2 R = 0
r
is a parametric Bessel equation with solution

R(r) = c1 J0 (λr) + c2 Y0 (λr).

Since Y0 is unbounded as r → 0 we take c2 = 0. Then R(r) = c1 J0 (λr) and the boundary condition
u(c, t) = R(c)T (t) = 0 implies J0 (λc) = 0. This latter equation defines the positive eigenvalues λn . Thus
∞

An J0 (λn r)e−λn kt .
2
u(r, t) =
n=1

From
∞

u(r, 0) = f (r) = An J0 (λn r)
n=1

we find  c
2
An = 2 2 rJ0 (λn r)f (r) dr, n = 1, 2, 3, . . . .
c J1 (λn c) 0

6. If the edge r = c is insulated we have the boundary condition ur (c, t) = 0. Referring to the solution of
Problem 5 above we have
R (c) = λc1 J0 (λc) = 0
which defines an eigenvalue λ = 0 and positive eigenvalues λn . Thus
∞

An J0 (λn r)e−λn kt .
2
u(r, t) = A0 +
n=1

From
∞

u(r, 0) = f (r) = A0 + An J0 (λn r)
n=1

we find  c
2
A0 = rf (r) dr
c2 0
 c
2
An = 2 2 rJ0 (λn r)f (r) dr.
c J0 (λn c) 0

7. Referring to Problem 5 above we have T (t) = e−λ

2
kt
and R(r) = c1 J0 (λr). The boundary condition
hu(1, t) + ur (1, t) = 0 implies hJ0 (λ) + λJ0 (λ) = 0 which defines positive eigenvalues λn . Now
∞

An J0 (λn r)e−λn kt
2
u(r, t) =
n=1

where
 1
2λ2n
An = rJ0 (λn r)f (r) dr.
(λn + h2 )J02 (λn )
2
0

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Exercises 14.2

8. We solve
∂ 2 u 1 ∂u ∂ 2 u
+ + 2 = 0, 0 < r < 1, z>0
∂r2 r ∂r ∂z

∂u 
= −hu(1, z), z > 0
∂r r=1

u(r, 0) = u0 , 0 < r < 1.

assuming u = RZ we get
R + 1r R Z 
=− = −λ2
R Z
and so
rR + R + λ2 rR = 0 and Z  − λ2 Z = 0.

Therefore
R(r) = c1 J0 (λr) + c2 Y0 (λr) and Z(z) = c3 e−λz + c4 eλz .

We use the exponential form of the solution of Z  − λ2 Z = 0 since the domain of the variable z is a semi-infinite
interval. As usual we define c2 = 0 since the temperature is surely bounded as r → 0. Hence R(r) = c1 J0 (λr).
Now the boundary-condition ur (1, z) + hu(1, z) = 0 is equivalent to

λJ0 (λ) + hJ0 (λ) = 0. (4)

The eigenvalues λn are the positive roots of (4). Finally, we must now define c4 = 0 since the temperature is
also expected to be bounded as z → ∞. A product solution of the partial differential equation that satisfies the
first boundary condition is given by
un (r, z) = An e−λn z J0 (λn r).

Therefore
∞

u(r, z) = An e−λn z J0 (λn r)
n=1

is another formal solution. At z = 0 we have u0 = An J0 (λn r). In view of (4) we use (17) and (18) of Section
12.6 in the text with the identification b = 1:
 1 λn
2λ2n 2λ2n u0 
An = 2 rJ (λ r)u dr = tJ (t) = 2λn u0 J1 (λn ) . (5)
2 2
(λn + h ) J0 (λn ) 0
0 n 0 2 2 2 2
(λn + h ) J0 (λn )λn
1  (λ2n + h2 ) J02 (λn )
0

Since J0 = −J1 [see (5) of Section 12.6] it follows from (4) that λn J1 (λn ) = hJ0 (λn ). Thus (5) simplifies to
2u0 h
An = .
(λ2n + h2 ) J02 (λn )
A solution to the boundary-value problem is then
∞
 e−λn z
u(r, z) = 2u0 h J0 (λn r).
n=1
(λ2n + h2 ) J0 (λn )

9. Substituting u(r, t) = v(r, t) + ψ(r) into the partial differential equation gives

∂ 2 v 1 ∂v 1 ∂v
2
+ + ψ  + ψ  = .
∂r r ∂r r ∂t

680
 Exercises 14.2

This equation will be homogeneous provided ψ  + 1r ψ  = 0 or ψ(r) = c1 ln r + c2 . Since ln r is unbounded as

r → 0 we take c1 = 0. Then ψ(r) = c2 and using u(2, t) = v(2, t)+ψ(2) = 100 we set c2 = ψ(r) = 100. Referring
to Problem 5 above, the solution of the boundary-value problem
∂ 2 v 1 ∂v ∂v
2
+ = , 0 < r < 2, t > 0,
∂r r ∂r ∂t
v(2, t) = 0, t > 0,
v(r, 0) = u(r, 0) − ψ(r)

is
∞

An J0 (λn r)e−λn t
2
v(r, t) =
n=1

where  2
2
An = 2 2 rJ0 (λn r)[u(r, 0) − ψ(r)] dr
2 J1 (2λn ) 0
  2 
1
1
= rJ0 (λn r)[200 − 100] dr + rJ0 (λn r)[100 − 100] dr
2J12 (2λn ) 0 1

 1
50
= 2 rJ0 (λn r) dr x = λn r, dx = λn dr
J1 (2λn ) 0
 λn
50 1
= 2 xJ0 (x) dx
J1 (2λn ) 0 λ2n
 λn
50 d
= 2 2 [xJ1 (x)] dx see (4) of Section 12.6 in text
λn J1 (2λn ) 0 dx

50  λn 50J1 (λn )
= 2 2 xJ1 (x)  = 2 .
λn J1 (2λn ) 0 λ n J1 (2λn )

Thus
∞
J1 (λn )J0 (λn r) −λ2 t
u(r, t) = v(r, t) + ψ(r) = 100 + 50 e .
n=1
λn J12 (2λn )

10. Letting u(r, t) = u(r, t)+ψ(r) we obtain rψ  +ψ  = −βr. The general solution of this nonhomogeneous equation
r2
is found with the aid of variation of parameters: ψ = c1 + c2 ln r − β . In order that this solution be bounded
4
β β
as r → 0 we define c2 = 0. Using ψ(1) = 0 then gives c1 = and so ψ(r) = (1 − r2 ). Using v = RT we find
4 4
that a solution of
∂ 2 v 1 ∂v ∂v
+ = , 0 < r < 1, t > 0
∂r2 r ∂r ∂t
v(1, t) = 0, t > 0
v(r, 0) = −ψ(r), 0<r<1

is
∞

An e−λn t J0 (λn r)
2
v(r, t) =
n=1

where  1
β 2
An = − r(1 − r2 )J0 (λn r) dr
4 J12 (λn ) 0

681
Exercises 14.2

and the eigenvalues are defined by J0 (λ) = 0. From the result of Problem 10, Exercises 12.6 (see also
Problem 2 of this exercise set) we get
βJ2 (λn )
An = − .
λ2n J12 (λn )
Thus from u = v + ψ(r) it follows that
∞
β J2 (λn ) −λ2n t
u(r, t) = (1 − r2 ) − β e J0 (λn r).
4 λ J 2 (λn )
2
n=1 n 1

11. (a) Writing the partial differential equation in the form

2

∂ u ∂u ∂2u
g x 2+ = 2
∂x ∂x ∂t
and separating variables we obtain
xX  + X  T 
= = −λ2 .
X gT
Then
xX  + X  + λ2 X = 0 and T  + gλ2 T = 0.

Letting x = τ 2 /4 in the first equation we obtain dx/dτ = τ /2 or dτ /dx = 2τ . Then

dX dX dτ 2 dX
= =
dx dτ dx τ dτ
and

d2 X d 2 dX 2 d dX dX d 2
2
= = +
dx dx τ dτ τ dx dτ dτ dx τ

2 d dX dτ dX d 2 dτ 4 d2 X 4 dX
= + = 2 2
− 3 .
τ dτ dτ dx dτ dτ τ dx τ dτ τ dτ
Thus

τ2 4 d2 X 4 dX 2 dX d2 X 1 dX
xX  + X  + λ2 X = 2 2
− 3 + + λ2 X = 2
+ + λ2 X = 0.
4 τ dτ τ dτ τ dτ dτ τ dτ
This is a parametric Bessel equation with solution

X(τ ) = c1 J0 (λτ ) + c2 Y0 (λτ ).

(b) To insure a finite solution at x = 0 (and thus τ = 0) we set c2 = 0. The condition u(L, t) = X(L)T (t) = 0
  √
implies X x=L = X τ =2√L = c1 J0 (2λ L ) = 0, which defines positive eigenvalues λn . The solution of
T  + gλ2 T = 0 is
√ √
T (t) = c3 cos λn g t + c4 sin λn g t.

The boundary condition ut (x, 0) = X(x)T  (0) = 0 implies c4 = 0. Thus

∞
 √
u(τ, t) = An cos λn g tJ0 (λn τ ).
n=1

From
∞

u(τ, 0) = f (τ 2 /4) = An J0 (λn τ )
n=1

682
 Exercises 14.2

we find
 2√L
2
An = √ √ τ J0 (λn τ )f (τ 2 /4) dτ v = τ /2, dv = dτ /2
(2 L )2 J12 (2λn L ) 0
 √L
1
= √ 2vJ0 (2λn v)f (v 2 )2 dv
2LJ12 (2λn L ) 0
 √L
2
= √ vJ0 (2λn v)f (v 2 ) dv.
LJ12 (2λn L ) 0

12. (a) We need to solve J0 (10λ) = 0. From the Table 5.2 in Section 5.3 in the text we see that λ1 = 0.2405,
λ2 = 0.5520, and λ3 = 0.8654. Using a CAS to compute A1 we find:

 10
2
A1 = rJ0 (λ1 r)(1 − r/10) dr = 0.7845.
102 J12 (10λ1 ) 0

In a similar fashion we compute A2 = 0.0687 and A3 = 0.0531. Then, from Example 1 in the text with
a = 1 and g(r) = 0 [so that Bn = 0] we have


3
u(r, t) ≈ An (cos λn t)J0 (λn r)
n=1

= 0.7845 cos(0.2405t)J0 (0.2405r) + 0.0687 cos(0.5520t)J0 (0.5520r)

+ 0.0531 cos(0.8654t)J0 (0.8654r).

(b)
1 u
t=0
0.5 t=4
t=20
r
2 4 6 8 10
t=10
-0.5
t=12
-1

13. Because of the nonhomogeneous boundary condition u(c, t) = 200 we use the substitution u(r, t) = v(r, t)+ψ(r).
This gives
2

∂ v 1 ∂v  1  ∂v
k + +ψ + ψ = .
∂r2 r ∂r r ∂t
This equation will be homogeneous provided ψ  + (1/r)ψ  = 0 or ψ(r) = c1 ln r + c2 . Since ln r is unbounded as
r → 0 we take c1 = 0. Then ψ(r) = c2 and using u(c, t) = v(c, t) + c2 = 200 we set c2 = 200, giving v(c, t) = 0.
Referring to Problem 5 in this section, the solution of the boundary-value problem
2

∂ v 1 ∂v ∂v
k + = , 0 < r < c, t > 0
∂r2 r ∂r ∂t
v(c, t) = 0, t>0
v(r, 0) = −200, 0<r<c

683
Exercises 14.2

is
∞

An J0 (λn r)e−λn kt,
2
v(r, t) =
n=1

where the eigenvalues λn are defined by J0 (λc) = 0, and

 c  c
2 400
An = 2 2 rJ0 (λn r)(−200)dr = − rJ0 (λn r)dr.
c J1 (λn c) 0 c2 J12 (λn c) 0
Taking c = 10 and k = 0.1 we have
∞

An J0 (λn r)e−0.1λn t ,
2
u(r, t) = v(r, t) + 200 = 200 +
n=1

where the eigenvalues λn are defined by J0 (10λ) = 0 and

 10
4
An = − 2 rJ0 (λn r)dr.
J1 (10λn ) 0
u
200
Using a CAS we find that the first five eigenvalues are λ1 = 0.240483, 150 r=5

λ2 = 0.552008, λ3 = 0.865373, λ4 = 1.17915, and λ5 = 1.49309. From 100

the graph we see that u(5, t) ≈ 100 when t = 132, u(0, t) ≈ 100 when 50
r=0
t = 198, u(5, t) ≈ 200 when t = 808, and u(0, t) ≈ 200 when t = 885. 200 400 600 800 t

14. (a) The boundary-value problem is

2

2 ∂ u 1 ∂u ∂2u
a + = , 0 < r < 1, t > 0
∂r2 r ∂r ∂t2
u(1, t) = 0, t > 0
 
∂u  −v0 , 0 ≤ r < b
u(r, 0) = 0,  = , 0 < r < 1,
∂t t=0 0, b≤r<1
and the solution is
∞

u(r, t) = (An cos aλn t + Bn sin aλn t)J0 (λn r),
n=1

where the eigenvalues λn are defined by J0 (λ) = 0 and An = 0 since f (r) = 0. The coefficients Bn are
given by
 c  b
2 2v0
Bn = rJ (λ
0 n r)g(r) dr = − rJ0 (λn r)dr
aλn J12 (λn ) 0 aλn J12 (λn ) 0

let x = λn r
 λn b  λn b
2v0 x 1 2v0
=− J0 (x) dx = − 3 2 xJ0 (x) dx
aλn J12 (λn ) 0 λn λn aλn J1 (λn ) 0
2v0  λn b 2v0 
=− 3 2 xJ1 (x)  = − 3 λn bJ1 (λn b)
aλn J1 (λn ) 0 aλn J1 (λn )
2v0 b J1 (λn b)
=− .
aλ2n J12 (λn )
Thus,
∞
−2v0 b  1 J1 (λn b)
u(r, t) = sin(aλn t)J0 (λn r).
a n=1 λ2n J12 (λn )

684
 Exercises 14.2

(b) The standing wave un (r, t) is given by un (r, t) = Bn sin(aλn t)J0 (λn r), which has frequency fn = aλn /2π,
where λn is the nth positive zero of J0 (x). The fundamental frequency is f1 = aλ1 /2π. The next two
frequencies are

aλ2 λ2 aλ1 5.520

f2 = = = f1 = 2.295f1
2π λ1 2π 2.405
and

aλ3 λ3 aλ1 8.654

f3 = = = f1 = 3.598f1 .
2π λ1 2π 2.405

1
(c) With a = 1, b = 4 , and v0 = 1, the solution becomes
∞
1  1 J1 (λn /4)
u(r, t) = − sin(λn t)J0 (λn r).
2 n=1 λ2n J1 (λn )

The graphs of S5 (r, t) for t = 1, 2, 3, 4, 5, 6 are shown below.

u u u
0.1 0.1 0.1
0.075 0.075 0.075
0.05 0.05 0.05
0.025 0.025 0.025
-1 -0.5
-0.025 0.5 1 r -1 -0.5
-0.025 0.5 1 r -1 -0.5
-0.025 0.5 1 r
-0.05 -0.05 -0.05
-0.075 -0.075 -0.075
-0.1 -0.1 -0.1
u u u
0.1 0.1 0.1
0.075 0.075 0.075
0.05 0.05 0.05
0.025 0.025 0.025
-1 -0.5
-0.025 0.5 1 r -1 -0.5
-0.025 0.5 1 r -1 -0.5
-0.025 0.5 1 r
-0.05 -0.05 -0.05
-0.075 -0.075 -0.075
-0.1 -0.1 -0.1

(d) Three frames from the movie are shown.

15. (a) First we see that

1  1
R Θ + R Θ + 2 RΘ T 
r r = 2 = −λ2 .
RΘ a T
This gives T  + a2 λ2 T = 0. Then from
1 
R + R + λ2 R Θ
r = = −ν 2
−R/r 2 Θ

685
Exercises 14.2

we get Θ + ν 2 Θ = 0 and r2 R + rR + (λ2 r2 − ν 2 )R = 0.

(b) The general solutions of the differential equations in part (a) are
T = c1 cos aλt + c2 sin aλt
Θ = c3 cos νθ + c4 cos νθ
R = c5 Jν (λr) + c6 Yν (λr).

(c) Implicitly we expect u(r, θ, t) = u(r, θ + 2π, t) and so Θ must be 2π-periodic. Therefore ν = n, n = 0, 1,
2, . . . . The corresponding eigenfunctions are 1, cos θ, cos 2θ, . . . , sin θ, sin 2θ, . . . . Arguing that u(r, θ, t)
is bounded as r → 0 we then define c6 = 0 and so R = c3 Jn (λr). But R(c) = 0 gives Jn (λc) = 0; this
equation defines the eigenvalues λn . For each n, λni = xni /c, i = 1, 2, 3, . . . .

n
(d) u(r, θ, t) = (A0i cos aλ0i t + B0i sin aλ0i t)J0 (λ0i r)
i=1

∞ 
∞ 

+ (Ani cos aλni t + Bni sin aλni t) cos nθ
n=1 i=1

+ (Cni cos aλni t + Dni sin aλni t) sin nθ Jn (λni r)

Exercises 14.3
1. To compute  π
2n + 1
An = f (θ)Pn (cos θ) sin θ dθ
2cn 0
we substitute x = cos θ and dx = − sin θ dθ. Then
 
2n + 1 −1 2n + 1 1
An = F (x)Pn (x)(−dx) = F (x)Pn (x) dx
2cn 1 2cn −1

where  
0, −1 < x < 0 0, −1 < x < 0
F (x) = = 50 .
50, 0 < x < 1 1, 0 < x < 1
The coefficients An are computed in Example 3 of Section 12.6. Thus
∞

u(r, θ) = An rn Pn (cos θ)
n=0


1 3 r 7  r 3 11  r 5
= 50 P0 (cos θ) + P1 (cos θ) − P3 (cos θ) + P5 (cos θ) + · · · .
2 4 c 16 c 32 c

2. In the solution of the Cauchy-Euler equation,

R(r) = c1 rn + c2 r−(n+1) ,

we define c1 = 0 since we expect the potential u to be bounded as r → ∞. Hence

un (r, θ) = An r−(n+1) Pn (cos θ)
∞

u(r, θ) = An r−(n+1) Pn (cos θ).
n=0

686
 Exercises 14.3

When r = c we have
∞

f (θ) = An c−(n+1) Pn (cos θ)
n=0

so that  π
n+1 (2n + 1)
An = c f (θ)Pn (cos θ) sin θ dθ.
2 0
The solution of the problem is then
∞ 
 
2n + 1 π c n+1
u(r, θ) = f (θ)Pn (cos θ) sin θdθ Pn (cos θ).
n=0
2 0 r

3. The coefficients are given by

 π  π
2n + 1 2n + 1
An = cos θPn (cos θ) sin θ dθ = P1 (cos θ)Pn (cos θ) sin θ dθ
2cn 0 2cn 0

x = cos θ, dx = − sin θ dθ
 1
2n + 1
= P1 (x)Pn (x) dx.
2cn −1

Since Pn (x) and Pm (x) are orthogonal for m = n, An = 0 for n = 1 and

  1
2(1) + 1 1 3 1
A1 = P1 (x)P1 (x) dx = x2 dx = .
2c1 −1 2c −1 c
Thus
r r
u(r, θ) = P1 (cos θ) = cos θ.
c c
4. The coefficients are given by
 π
2n + 1
An = (1 − cos 2θ)Pn (cos θ) sin θ dθ.
2cn 0

These were computed in Problem 18 of Section 12.6. Thus

4 4  r 2
u(r, θ) = P0 (cos θ) − P2 (cos θ).
3 3 c
5. Referring to Example 1 in the text we have

Θ = Pn (cos θ) and R = c1 rn + c2 r−(n+1) .

Since u(b, θ) = R(b)Θ(θ) = 0,

c1 bn + c2 b−(n+1) = 0 or c1 = −c2 b−2n−1 ,

and

−2n−1 n −(n+1) b2n+1 − r2n+1

R(r) = −c2 b r + c2 r = c2 .
b2n+1 rn+1
Then
∞
 b2n+1 − r2n+1
u(r, θ) = An Pn (cos θ)
n=0
b2n+1 rn+1
where 
b2n+1 − a2n+1 2n + 1 π
An = f (θ)Pn (cos θ) sin θ dθ.
b2n+1 an+1 2 0

687
Exercises 14.3

6. Referring to Example 1 in the text we have

R(r) = c1 rn and Θ(θ) = Pn (cos θ).

Now Θ(π/2) = 0 implies that n is odd, so

∞

u(r, θ) = A2n+1 r2n+1 P2n+1 (cos θ).
n=0

From
∞

u(c, θ) = f (θ) = A2n+1 c2n+1 P2n+1 (cos θ)
n=0

we see that
 π/2
A2n+1 c2n+1 = (4n + 3) f (θ) sin θ P2n+1 (cos θ) dθ.
0
Thus
∞

u(r, θ) = A2n+1 r2n+1 P2n+1 (cos θ)
n=0

where
 π/2
4n + 3
A2n+1 = f (θ) sin θ P2n+1 (cos θ) dθ.
c2n+1 0

7. Referring to Example 1 in the text we have

r2 R + 2rR − λ2 R = 0
sin θ Θ + cos θ Θ + λ sin θ Θ = 0.

Substituting x = cos θ, 0 ≤ θ ≤ π/2, the latter equation becomes

d2 Θ dΘ
(1 − x2 ) 2
− 2x + λ2 Θ = 0, 0 ≤ x ≤ 1.
dx dx
Taking the solutions of this equation to be the Legendre polynomials Pn (x) corresponding to λ2 = n(n + 1) for
n = 1, 2, 3, . . . , we have Θ = Pn (cos θ). Since

∂u 
= Θ (π/2)R(r) = 0
∂θ θ=π/2

we have
Θ (π/2) = −(sin π/2)Pn (cos π/2) = −Pn (0) = 0.
As noted in the hint, Pn (0) = 0 only if n is even. Thus Θ = Pn (cos θ), n = 0, 2, 4, . . . . As in Example 1,
R(r) = c1 rn . Hence
∞

u(r, θ) = A2n r2n P2n (cos θ).
n=0

At r = c,
∞

f (θ) = A2n c2n P2n (cos θ).
n=0

Using Problem 19 in Section 12.6, we obtain

 0
2n
c A2n = (4n + 1) f (θ)P2n (cos θ)(− sin θ) dθ
π/2
and

688
 Exercises 14.3

 π/2
4n + 1
A2n = f (θ) sin θ P2n (cos θ) dθ.
c2n 0

8. Referring to Example 1 in the text we have

R(r) = c1 rn + c2 r−(n−1) and Θ(θ) = Pn (cos θ).

Since we expect u(r, θ) to be bounded as r → ∞, we define c1 = 0. Also Θ(π/2) = 0 implies that n is odd, so
∞

u(r, θ) = A2n+1 r−2(n+1) P2n+1 (cos θ).
n=0

From
∞

u(c, θ) = f (θ) = A2n+1 c−2(n+1) P2n+1 (cos θ)
n=0

we see that
 π/2
−2(n+1)
A2n+1 c = (4n + 3) f (θ) sin θ P2n+1 (cos θ) dθ.
0

Thus
∞

u(r, θ) = A2n+1 r−2(n+1) P2n+1 (cos θ)
n=0

where
 π/2
2(n+1)
A2n+1 = (4n + 3)c f (θ) sin θ P2n+1 (cos θ) dθ.
0

9. Checking the hint, we find

   
1 ∂2 1 ∂ ∂u 1 ∂ 2 u ∂u ∂u ∂ 2 u 2 ∂u
(ru) = r + u = r + + = + .
r ∂r2 r ∂r ∂r r ∂r2 ∂r ∂r ∂r2 r ∂r
The partial differential equation then becomes
∂2 ∂u
2
(ru) = r .
∂r ∂t
Now, letting ru(r, t) = v(r, t) + ψ(r), since the boundary condition is nonhomogeneous, we obtain
 
∂2 ∂ 1
[v(r, t) + ψ(r)] = r v(r, t) + ψ(r)
∂r2 ∂t r
or
∂2v ∂v
+ ψ  (r) = .
∂r2 ∂t
This differential equation will be homogeneous if ψ  (r) = 0 or ψ(r) = c1 r + c2 . Now
1 1 1 c2
u(r, t) = v(r, t) + ψ(r) and ψ(r) = c1 + .
r r r r
Since we want u(r, t) to be bounded as r approaches 0, we require c2 = 0. Then ψ(r) = c1 r. When r = 1

u(1, t) = v(1, t) + ψ(1) = v(1, t) + c1 = 100,

and we will have the homogeneous boundary condition v(1, t) = 0 when c1 = 100. Consequently, ψ(r) = 100r.
The initial condition
1 1 1
u(r, 0) = v(r, 0) + ψ(r) = v(r, 0) + 100 = 0
r r r

689
Exercises 14.3

implies v(r, 0) = −100r. We are thus led to solve the new boundary-value problem
∂2v ∂v
= , 0 < r < 1, t > 0,
∂r2 ∂t
1
v(1, t) = 0, lim v(r, t) < ∞,
r→0 r
v(r, 0) = −100r.

Letting v(r, t) = R(r)T (t) and separating variables leads to

R + λ2 R = 0 and T  + λ2 T = 0

with solutions
and T (t) = c5 e−λ t .
2
R(r) = c3 cos λr + c4 sin λr
1
The boundary conditions are equivalent to R(1) = 0 and lim R(r) < ∞. Since
r→0 r
1 c3 cos λr c4 sin λr c3 cos λr
lim R(r) = lim + lim = lim + c4 λ < ∞
r→0 r r→0 r r→0 r r→0 r
we must have c3 = 0. Then R(r) = c4 sin λr, and R(1) = 0 implies λ = nπ for n = 1, 2, 3, . . . . Thus

vn (r, t) = An e−n
2
π2 t
sin nπr

for n = 1, 2, 3, . . . . Using the condition limr→0 1r R(r) < ∞ it is easily shown that there are no eigenvalues for
λ = 0, nor does setting the common constant to +λ2 when separating variables lead to any solutions. Now, by
the superposition principle,
∞

An e−n π t sin nπr.
2 2
v(r, t) =
n=1

The initial condition v(r, 0) = −100r implies

∞

−100r = An sin nπr.
n=1

This is a Fourier sine series and so

 1  1  1 
r  1
An = 2 (−100r sin nπr) dr = −200 − 
cos nπr + cos nπr dr
0 nπ 0 0 nπ

 1   
cos nπ 1  (−1)n (−1)n 200
= −200 − + 2 2 sin nπr = −200 − = .
nπ n π 0 nπ nπ

A solution of the problem is thus

∞
1 1 1 20 1
(−1)n e−n π t sin nπr + (100r)
2 2
u(r, t) = v(r, t) + ψ(r) =
r r r n=1 nπ r

∞
200  (−1)n −n2 π2 t
= e sin nπr + 100.
πr n=1 n

10. Referring to Problem 9 we have

∂2v ∂v
2
+ ψ  (r) =
∂r ∂t

690
 Exercises 14.3

where ψ(r) = c1 r. Since

1 1 1
u(r, t) = v(r, t) + ψ(r) = v(r, t) + c1
r r r
we have
∂u 1 1
= vr (r, t) − 2 v(r, t).
∂r r r
When r = 1, 
∂u 
= vr (1, t) − v(1, t)
∂r r=1
and 
∂u 
+ hu(1, t) = vr (1, t) − v(1, t) + h[v(1, t) + ψ(1)] = vr (1, t) + (h − 1)v(1, t) + hc1 .
∂r r=1
Thus the boundary condition 
∂u 
+ hu(1, t) = hu1
∂r r=1
will be homogeneous when hc1 = hu1 or c1 = u1 . Consequently ψ(r) = u1 r. The initial condition
1 1 1
u(r, 0) = v(r, 0) + ψ(r) = v(r, 0) + u1 = u0
r r r
implies v(r, 0) = (u0 − u1 )r. We are thus led to solve the new boundary-value problem
∂2v ∂v
= , 0 < r < 1, t > 0,
∂r2 ∂t
vr (1, t) + (h − 1)v(1, t) = 0, t > 0,
1
lim v(r, t) < ∞,
r→0 r
v(r, 0) = (u0 − u1 )r.

Separating variables as in Problem 9 leads to

and T (t) = c5 e−λ t .

2
R(r) = c3 cos λr + c4 sin λr

The boundary conditions are equivalent to

1
R (1) + (h − 1)R(1) = 0 and lim R(r) < ∞.
r→0 r
As in Problem 6 we use the second condition to determine that c3 = 0 and R(r) = c4 sin λr. Then

R (1) + (h − 1)R(1) = c4 λ cos λ + c4 (h − 1) sin λ = 0

and the eigenvalues λn are the consecutive nonnegative roots of tan λ = λ/(1 − h). Now
∞

An e−λn t sin λn r.
2
v(r, t) =
n=1

From
∞

v(r, 0) = (u0 − u1 )r = An sin λn r
n=1

we obtain  1
(u0 − u1 )r sin λn r dr
0
An =  1 .
sin2 λn r dr
0

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Exercises 14.3

We compute the integrals

 1
1
1 1  1 1
r sin λn r dr = 2
sin λn r − cos λn r  = 2 sin λn − cos λn
0 λn λn 0 λn λn
and

1
1
1 1 
sin2 λn r dr = r− sin 2λn r  = 1 − 1 sin 2λn .
2 4λn  2 4λn
0 0

Using λn cos λn = −(h − 1) sin λn we then have

1
λ2n sin λn − 1
λn cos λn 4 sin λn − 4λn cos λn
An = (u0 − u1 ) = (u0 − u1 )
1
2 − 1
4λn sin 2λn 2λ2n − λn 2 sin λn cos λn

sin λn + (h − 1) sin λn sin λn

= 2(u0 − u1 ) = 2(u0 − u1 )h 2 .
λ2n + (h − 1) sin λn sin λn λn + (h − 1) sin2 λn
Therefore
∞
1 1 sin λn sin λn r
e−λn t .
2
u(r, t) = v(r, t) + ψ(r) = u1 + 2(u0 − u1 )h
r r n=1
r[λn + (h − 1) sin λn ]
2 2

11. We write the differential equation in the form

1 ∂2 ∂2u ∂2 ∂2u
a2 2
(ru) = 2 or a2 2
(ru) = r 2 ,
r ∂r ∂t ∂r ∂t
and then let v(r, t) = ru(r, t). The new boundary-value problem is
∂2v ∂2v
a2 = , 0 < r < c, t>0
∂r2 ∂t2
v(c, t) = 0, t>0

∂v 
v(r, 0) = rf (r), = rg(r).
∂t t=0
Letting v(r, t) = R(r)T (t) and separating variables we obtain

R + λ2 R = 0
T  + a2 λ2 T = 0
and
R(r) = c1 cos λr + c2 sin λr
T (t) = c3 cos aλt + c4 sin aλt.
Since u(r, t) = v(r, t)/r, in order to insure boundedness at r = 0 we define c1 = 0. Then R(r) = c2 sin λr and
the condition R(c) = 0 implies λ = nπ/c. Thus
∞ 
 nπa nπa  nπ
v(r, t) = An cos t + Bn sin t sin r.
n=1
c c c

From
∞
 nπ
v(r, 0) = rf (r) = An sin r
n=1
c
we see that  c
2 nπ
An = rf (r) sin r dr.
c 0 c

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 Exercises 14.3

From
 ∞ 
∂v   nπa  nπ
 = rg(r) = Bn sin r
∂t t=0 n=1
c c

we see that  
c c
c 2 nπ 2 nπ
Bn = · rg(r) sin r dr = rg(r) sin r dr.
nπa c 0 c nπa 0 c

12. Proceeding as in Example 1 we obtain

Θ(θ) = Pn (cos θ) and R(r) = c1 rn + c2 r−(n+1)

so that
∞

u(r, θ) = (An rn + Bn r−(n+1) )Pn (cos θ).
n=0

To satisfy limr→∞ u(r, θ) = −Er cos θ we must have An = 0 for n = 2, 3, 4, . . . . Then

lim u(r, θ) = −Er cos θ = A0 · 1 + A1 r cos θ,

r→∞

so A0 = 0 and A1 = −E. Thus

∞

u(r, θ) = −Er cos θ + Bn r−(n+1) Pn (cos θ).
n=0

Now
∞

u(c, θ) = 0 = −Ec cos θ + Bn c−(n+1) Pn (cos θ)
n=0
so
∞

Bn c−(n+1) Pn (cos θ) = Ec cos θ
n=0

and  π
−(n+1) 2n + 1
Bn c = Ec cos θ Pn (cos θ) sin θ dθ.
2 0

Now cos θ = P1 (cos θ) so, for n = 1,

 π
cos θ Pn (cos θ) sin θ dθ = 0
0

by orthogonality. Thus Bn = 0 for n = 1 and

 π
3
B1 = Ec3 cos2 θ sin θ dθ = Ec3 .
2 0

Therefore,
u(r, θ) = −Er cos θ + Ec3 r−2 cos θ.

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 Chapter 14 Review Exercises

Chapter 14 Review Exercises

1. We have
 π  2π
1 1
A0 = u0 dθ + (−u0 ) dθ = 0
2π 0 2π π
 π  2π
1 1
An = n u0 cos nθ dθ + n (−u0 ) cos nθ dθ = 0
c π 0 c π π
 π  2π
1 1 2u0
Bn = n
u0 sin nθ dθ + n
(−u0 ) sin nθ dθ = [1 − (−1)n ]
c π 0 c π π cn nπ
and so
2u0  1 − (−1)n  r n
∞
u(r, θ) = sin nθ.
π n=1 n c

2. We have
 π/2  2π
1 1 1
A0 = dθ + dθ =
2π 0 2π 3π/2 2
 π/2  2π  
1 1 1 nπ 3nπ
An = n cos nθ dθ + n cos nθ dθ = n sin − sin
c π 0 c π 3π/2 c nπ 2 2
 π/2  2π  
1 1 1 3nπ nπ
Bn = n sin nθ dθ + n sin nθ dθ = n cos − cos
c π 0 c π 3π/2 c nπ 2 2
and so
 
1   r n sin nπ
∞
2 − sin 2 2 − cos 2
3nπ
1 cos 3nπ nπ
u(r, θ) = + cos nθ + sin nθ .
2 π n=1 c n n

3. The conditions Θ(0) = 0 and Θ(π) = 0 applied to Θ = c1 cos λθ + c2 sin λθ give c1 = 0 and λ = n,
n = 1, 2, 3, . . . , respectively. Thus we have the Fourier sine-series coefficients

2 π 4u0
An = u0 (πθ − θ2 ) sin nθ dθ = 3 [1 − (−1)n ].
π 0 n π
Thus
∞
4u0  1 − (−1)n n
u(r, θ) = r sin nθ.
π n=1 n3

4. In this case  
π π
2 1
An = sin θ sin nθ dθ = [cos(1 − n)θ − cos(1 + n)θ] dθ = 0, n = 1.
π 0 π 0

For n = 1,
 π  π
2 1
A1 = 2
sin θ dθ = (1 − cos 2θ) dθ = 1.
π 0 π 0

Thus
∞

u(r, θ) = An rn sin nθ
n=1

reduces to
u(r, θ) = r sin θ.

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 Chapter 14 Review Exercises

5. We solve
∂ 2 u 1 ∂u 1 ∂2u π 1
+ + = 0, 0<θ< , < r < 1,
∂r2 r ∂r r2 ∂θ2 4 2
1
u(r, 0) = 0, u(r, π/4) = 0,
< r < 1,
2
π
u(1/2, θ) = u0 , ur (1, θ) = 0, 0 < θ < .
4
Proceeding as in Example 1 in Section 14.1 in the text we obtain the separated equations

r2 R + rR − λ2 R = 0
Θ + λ2 Θ = 0

with solutions
Θ(θ) = c1 cos λθ + c2 sin λθ
R(r) = c3 rλ + c4 r−λ .
Applying the boundary conditions Θ(0) = 0 and Θ(π/4) = 0 gives c1 = 0 and λ = 4n for n = 1, 2, 3, . . . . From
Rr (1) = 0 we obtain c3 = c4 . Therefore
∞
 
u(r, θ) = An r4n + r−4n sin 4nθ.
n=1

From

∞
 1 1
u(1/2, θ) = u0 = An 4n
+ −4n sin 4nθ
n=1
2 2
we find
 π/4
1 1 2 2u0
An + −4n = u0 sin 4nθ dθ = [1 − (−1)n ]
24n 2 π/4 0 nπ
or
2u0
An = [1 − (−1)n ].
nπ(24n + 2−4n )
Thus the steady-state temperature in the plate is
∞
2u0  [r4n + r−4n ][1 − (−1)n ]
u(r, θ) = sin 4nθ.
π n=1 n[24n + 2−4n ]

6. We solve
∂ 2 u 1 ∂u 1 ∂2u
+ + = 0, r > 1, 0 < θ < π,
∂r2 r ∂r r2 ∂θ2
u(r, 0) = 0, u(r, π) = 0, r > 1,
u(1, θ) = f (θ), 0 < θ < π.

Separating variables we obtain

Θ(θ) = c1 cos λθ + c2 sin λθ
R(r) = c3 rλ + c4 r−λ .
Applying the boundary conditions Θ(0) = 0, and Θ(π) = 0 gives c1 = 0 and λ = n for n = 1, 2, 3, . . . .
Assuming f (θ) to be bounded, we expect the solution u(r, θ) to also be bounded as r → ∞. This requires that
c3 = 0. Therefore
∞
u(r, θ) = An r−n sin nθ.
n=1

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Chapter 14 Review Exercises

From
∞

u(1, θ) = f (θ) = An sin nθ
n=1
we obtain  π
2
An = f (θ) sin nθ dθ.
π 0

7. Letting u(r, t) = R(r)T (t) and separating variables we obtain

R + 1r R − hR T
= =µ
R T
so
1
R + R − (µ + h)R = 0 and T  − µT = 0.
r
From the second equation we find T (t) = c1 eµt . If µ > 0, T (t) increases without bound as t → ∞. Thus we
assume µ ≤ 0. Since h > 0 we can take µ = −λ2 − h. Then
1
R + R + λ2 R = 0
r
is a parametric Bessel equation with solution

R(r) = c1 J0 (λr) + c2 Y0 (λr).

Since Y0 is unbounded as r → 0 we take c2 = 0. Then R(r) = c1 J0 (λr) and the boundary condition u(1, t) =
R(1)T (t) = 0 implies J0 (λ) = 0. This latter equation defines the positive eigenvalues λn . Thus
∞

An J0 (λn r)e(−λn −h)t .
2
u(r, t) =
n=1

From
∞

u(r, 0) = 1 = An J0 (λn r)
n=1
we find
 1
2
An = 2 rJ0 (λn r) dr x = λn r, dx = λn , dr
J1 (λn ) 0
 λn
2 1
= 2 xJ0 (x) dx.
J1 (λn ) 0 λ2n
From recurrence relation (4) in Section 12.6 of the text we have
d
xJ0 (x) = [xJ1 (x)].
dx
Then
λn

2 λn
d 2  2λ1 J1 (λn ) 2
An = [xJ1 (x)] dx = 2 2 xJ1 (x)  = 2 2 =
λ2n J12 (λn ) 0 dx λn J1 (λn ) 0 λ J
n 1 (λ n ) λ n 1 (λn )
J
and
∞
J0 (λn r) −λ2n t
u(r, t) = 2e−ht e
λ J (λ )
n=1 n 1 n

8. Proceeding in the usual manner we find

∞

u(r, t) = An cos aλn tJ0 (λn r)
n=1

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 Chapter 14 Review Exercises

where the eigenvalues are defined by J0 (λ) = 0. Thus the initial condition gives
∞

u0 J0 (xk r) = An J0 (λn r)
n=1

and so  1
2
An = r (u0 J0 (xk r)) J0 (λn r) dr.
J12 (λn ) 0

But J0 (λ) = 0 implies that the eigenvalues are the positive zeros of J0 , that is, λn = xn , n = 1, 2, 3, . . . .
Therefore  1
2u0
An = 2 rJ0 (λk r)J0 (λn r) dr = 0, n = k
J1 (λn ) 0
by orthogonality. For n = k,
 1
2u0
Ak = 2 rJ02 (λk ) dr = u0
J1 (λk ) 0

by (6) of Section 12.6. Thus the solution u(r, t) reduces to one term when n = k, and

u(r, t) = u0 cos aλk tJ0 (λk r) = u0 cos axk tJ0 (xk r).

9. Referring to Example 2 in Section 14.2 we have

R(r) = c1 J0 (λr) + c2 Y0 (λr)
Z(z) = c3 cosh λz + c4 sinh λz
where c2 = 0 and J0 (2λ) = 0 defines the positive eigenvalues λn . From Z  (0) = 0 we obtain c4 = 0. Then
∞

u(r, z) = An cosh λn zJ0 (λn r).
n=1

From
∞

u(r, 4) = 50 = An cosh 4λn J0 (λn r)
n=1

we obtain (as in Example 1 of Section 14.1)

 2
2(50) 50
An cosh 4λn = rJ0 (λn r) dr = .
4J12 (2λn ) 0 λn J1 (2λn )
Thus the temperature in the cylinder is
∞
cosh λn zJ0 (λn r)
u(r, z) = 50 .
n=1
λ n cosh 4λn J1 (2λn )

10. Using u = RZ and −λ2 as a separation constant leads to

r2 R + rR + λ2 r2 R = 0, R (1) = 0, and Z  − λ2 Z = 0.

Thus
R(r) = c1 J0 (λr) + c2 Y0 (λr)
Z(z) = c3 cosh λz + c4 sinh λz
for λ > 0. Arguing that u(r, z) is bounded as r → 0 we defined c2 = 0. Since the eigenvalues are defined by
J0 (λ) = 0 we know that λ = 0 is an eigenvalue. The solutions are then

R(r) = c1 + c2 ln r and Z(z) = c3 z + c4

697
Chapter 14 Review Exercises

where c2 = 0. Thus a formal solution is

∞

u(r, z) = A0 z + B0 + (An sinh λn z + Bn cosh λn z)J0 (λn r).
n=1

Finally, the specified conditions z = 0 and z = 1 give, in turn,

 1
B0 = 2 rf (r) dr
0
 1
2
Bn = 2 rf (r)J0 (λn r) dr
J0 (λn ) 0
 1
A0 = −B0 + 2 rg(r) dr
0
  1 
1 2
An = −Bn cosh λn + 2 rg(r)J0 (λn r) dr .
sinh λn J0 (λn ) 0
11. Referring to Example 1 in Section 14.3 of the text we have
∞

u(r, θ) = An rn Pn (cos θ).
n=0

For x = cos θ  
100 0 < θ < π/2 −1, −1 < x < 0
u(1, θ) = = 100 = g(x).
−100 π/2 < θ < π 1, 0<x<1
From Problem 22 in Exercise 12.6 we have
 
3 7 11
u(r, θ) = 100 rP1 (cos θ) − r3 P3 (cos θ) + r5 P5 (cos θ) + · · · .
2 8 16
12. Since    2 
1 ∂2 1 ∂ ∂u 1 ∂ u ∂u ∂u ∂ 2 u 2 ∂u
(ru) = r + u = r + + = +
r ∂r2 r ∂r ∂r r ∂r2 ∂r ∂r ∂r2 r r
the differential equation becomes
1 ∂2 ∂2u ∂2 ∂2u
(ru) = or (ru) = r .
r ∂r2 ∂t2 ∂r2 ∂t2
Letting v(r, t) = ru(r, t) we obtain the boundary-value problem
∂2v ∂2v
2
= 2 , 0 < r < 1, t > 0
∂r ∂t

∂v 
− v(1, t) = 0, t > 0
∂r r=1

∂v 
v(r, 0) = rf (r), = rg(r), 0 < r < 1.
∂t t=0
If we separate variables using v(r, t) = R(r)T (t) then we obtain
R(r) = c1 cos λr + c2 sin λr
T (t) = c3 cos λt + c4 sin λt.
Since u(r, t) = v(r, t)/r, in order to insure boundedness at r = 0 we define c1 = 0. Then R(r) = c2 sin λr. Now
the boundary condition R (1) − R(1) = 0 implies λ cos λ − sin λ = 0. Thus, the eigenvalues λn are the positive
solutions of tan λ = λ. We now have
vn (r, t) = (An cos λn t + Bn sin λn t) sin λn r.

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 Chapter 14 Review Exercises

For the eigenvalue λ = 0,

R(r) = c1 r + c2 and T (t) = c3 t + c4 ,

and boundedness at r = 0 implies c2 = 0. We then take

v0 (r, t) = A0 tr + B0 r

so that
∞

v(r, t) = A0 tr + B0 r + (an cos λn t + Bn sin λn t) sin λn r.
n=1

Now
∞

v(r, 0) = rf (r) = B0 r + An sin λn r.
n=1

Since {r, sin λn r} is an orthogonal set on [0, 1],

 1  1
r sin λn r dr = 0 and sin λn r sin λn r dr = 0
0 0

for m = n. Therefore
 1  1
1
r2 f (r) dr = B0 r2 dr = B0
0 0 3
and
 1
B0 = 3 r2 f (r) dr.
0

Also
 1  1
rf (r) sin λn r dr = An sin2 λn r dr
0 0

and
1
0
rf (r) sin λn r dr
An = 1 2 .
0
sin λn r dr
Now  
 1  1
1 1 sin 2λn 1
sin2 λn r dr = (1 − cos 2λn r) dr = 1− = [1 − cos2 λn ].
0 2 0 2 2λn 2
Since tan λn = λn ,
1
1 + λ2n = 1 + tan2 λn = sec2 λn =
cos2 λn
and
1
cos2 λn = .
1 + λ2n
Then  
 1
1 1 λ2n
2
sin λn r dr = 1− =
0 2 1 + λ2n 2(1 + λ2n )
and
 1
2(1 + λ2n )
An = rf (r) sin λn r dr.
λ2n 0

Similarly, setting
 ∞
∂v  
= rg(r) = A r + Bn λn sin λn r
∂t t=0
0
n=1

699
Chapter 14 Review Exercises

we obtain
 1
A0 = 3 r2 g(r) dr
0

and
 1
2(1 + λ2n )
Bn = rg(r) sin λn r dr.
λ3n 0

Therefore, since v(r, t) = ru(r, t) we have

∞
 sin λn r
u(r, t) = A0 t + B0 + (An cos λn t + Bn sin λn t) ,
n=1
r

where the λn are solutions of tan λ = λ and

 1
A0 = 3 r2 g(r) dr
0
 1
B0 = 3 r2 f (r) dr
0
 1
2(1 + λ2n )
An = rf (r) sin λn r dr
λ2n 0
 1
2(1 + λ2n )
Bn = rg(r) sin λn r dr
λ3n 0

for n = 1, 2, 3, . . . .
13. We note that the differential equation can be expressed in the form
d
[xu ] = −λ2 xu.
dx
Thus
d
un [xum ] = −λ2m xum un
dx
and
d
um [xun ] = −λ2n xun um .
dx
Subtracting we obtain
d d
un [xum ] − um [xun ] = (λ2n − λ2m )xum un
dx dx
and
 b  b  b
d d
un [xum ] dx − um [xun ] = (λ2n − λ2m ) xum un dx.
a dx a dx a

Using integration by parts this becomes

b  b b  b
 
un xum  − xum un dx − um xun  + xun um dx
a a a a

= b[un (b)um (b) − um (b)un (b)] − a[un (a)um (a) − um (a)un (a)]
 b
= (λ2n − λ2m ) xum un dx.
a

Since
u(x) = Y0 (λa)J0 (λx) − J0 (λa)Y0 (λx)

700
 Chapter 14 Review Exercises

we have
un (b) = Y0 (λn a)J0 (λn b) − J0 (λn a)Y (λn b) = 0
by the definition of the λn . Similarly um (b) = 0. Also

un (a) = Y0 (λa)J0 (λn a) − J0 (λn a)Y0 (λn a) = 0

and um (a) = 0. Therefore

 b
1
xum un dx = (b[un (b)um (b) − um (b)un (b)] − a[un (a)um (a) − um (a)un (a)]) = 0
a λ2n − λ2m
and the un (x) are orthogonal with respect to the weight function x.
14. Letting u(r, t) = R(r)T (t) and separating variables we obtain
rR + R + λ2 rR = 0
T  + λ2 T = 0,
with solutions
R(r) = c1 J0 (λr) + c2 Y0 (λr)
T (t) = c3 e−λ t .
2

Now the boundary conditions imply

R(a) = 0 = c1 J0 (λa) + c2 Y0 (λa)
R(b) = 0 = c1 J0 (λb) + c2 Y0 (λb)
so that
c1 J0 (λa)
c2 = −
Y0 (λa)
and
c1 J0 (λa)
c1 J0 (λb) − Y0 (λb) = 0
Y (λa)
or
Y0 (λa)J0 (λb) − J0 (λa)Y0 (λb) = 0.
This equation defines λn for n = 1, 2, 3, . . . . Now
J0 (λa) c1  
R(r) = c1 J0 (λr) − c1 Y0 (λr) = Y0 (λa)J0 (λr) − J0 (λa)Y0 (λr)
Y0 (λa) Y0 (λa)
and  
un (r, t) = An Y0 (λn a)J0 (λn r) − J0 (λn a)Y0 (λn r) e−λn t = An un (r)e−λn t .
2 2

Thus
∞

An un (r)e−λn t .
2
u(r, t) =
n=1
From the initial condition
∞

u(r, 0) = f (r) = An un (r)
n=1
we obtain b
a
rf (r)un (r) dr
An = b .
a
ru2n (r) dr

701