MATH20401(PDEs)

Tony Shardlow Problems Part II

1. Find all of the eigenvalues and eigenfunctions for each of the following problems. (Hint: make sure that you consider all possible values for .) (a) X X = 0 with X(0) = X( ) = 0. (b) Y Y = 0 with Y (0) = Y ( ) = 0. (c) Z Z = 0 with Z (0) = Z( ) = 0. (d) F F = 0 with F (0) = F ( ) = 0. In each case, sketch the rst three eigenfunctions (in order of increasing ||). 2. Consider the PDE (1 + t)ut = uxx , subject to the homogeneous boundary conditions u(t, ) = 0 and u(t, ) = 0.

(a) Apply separation of variable with u(t, x) = T (t)X(x), to derive X 1+tT = = X T (b) Show X satises the eigenvalue problem X X = 0, X() = X() = 0

Solve to determine all eigenfunctions Xn (x) and eigenvalues . (c) Find the corresponding solution Tn (t). (d) If u(t, x) also satises the initial condition u(0, x) = A cos(x/2) nd the exact solution for u(t, x). 3. (a) Show that , nx mx cos cos dx = /2, 0, n=m=0 n=m=0 n = m.

and hence nd an such that

x=
n=0

an cos

nx

(b) Show that cos

0

(n + 1 )x 2

cos

(m + 1 )x 2

dx =

/2, 0,

n=m n = m.

and hence nd an such that

=
n=0

an cos

1 (n + 2 )x

MATH20401(PDEs): Problem Sheet II: Page 1

4. Derive the following orthogonality relations

sin(nx) sin(mx) dx =

0, ,

n=m n = m = 1, 2, . . .

Let f (x) = 1, 0x< 1, x 0.

and suppose f (x) can be written as the Fourier sine series

f (x) =
n=1

bn sin(nx).

Determine the Fourier coecients bn . 5. Derive the following orthogonality relations 0, cos(nx) cos(mx) dx = , 2,

n=m n = m = 1, 2, . . . n = m = 0.

Let f (x) = |x| and suppose f (x) can be written as the Fourier cosine series

f (x) =
n=0

an cos(nx).

(notice the range of n is dierent than the previous question). Determine the Fourier coecients an . 6. Determine the Fourier coecients a0 , an , bn for n = 1, 2, . . . in the Fourier series

4 x2 = a0 +
n=1

an cos(nx) +
n=1

bn sin(nx),

0 < x < 2. =.

HINT: rst write down the orthogonality condition; e.g.

2 0 sin(nx) sin(mx)

7. Using the method of separation of variables, nd an innite set of linearly independent solutions of the heat equation ut = uxx dened on 0 x a for t 0, subject to the homogeneous boundary conditions u(t, 0) = 0 and ux (t, a) = 0.

If u(t, x) also satises the initial condition u(0, x) = a for all 0<x<a

nd the exact solution for u(t, x). throughout the strip x [0, a], t [0, ), in the form of a Fourier expansion. MATH20401(PDEs): Problem Sheet II: Page 2

8. Consider Laplaces equation in the rectangular domain x [0, ] with y [0, 1] uxx + uyy = 0 along with the boundary conditions u(0, y) = u(, y) = 0 u(x, 0) = 0 Show that the solution

for

y [0, 1] for x [0, ].

and

u(x, 1) =

u=
k=0

sinh (2k + 1)y 4 sin (2k + 1)x . 2k + 1 sinh(2k + 1)

9. Consider Laplaces equation in the rectangular domain x [0, ] with y [0, 1] uxx + uyy = 0. Find innite series solutions that satisfy the boundary conditions
1 (a) ux (0, y) = u(, y) = 0 for y [0, 1] with u(x, 0) = 0 and u(x, 1) = 2 for x [0, ], 1 2

(b) u(0, y) = ux (, y) = 0 for y [0, 1] with uy (x, 0) = 0 and u(x, 1) =

for x [0, ].

10. Suppose that the functions p(x), p1 (x), p2 (x) and q(x) are dened and continuous on x and let (p, q) = p(x) q(x) dx be a function mapping ordered pairs of functions onto real numbers. Show that (p, q) satises the axioms dening an inner product: (a) (p, q) = (q, p). (b) (p, p) 0. (c) if (p, p) = 0 then p(x) = 0 for all x [, ]. (d) (c1 p1 + c2 p2 , q) = c1 (p1 , q) + c2 (p2 , q) for any constants c1 and c2 . Show that if p1 and p2 are orthogonal with respect to the inner product (p1 , p2 ) then p1 and p2 are linearly independent. 11. Consider the following Sturm-Liouville problem: given two functions, p(x) such that p(x) > 0 for x (0, 1), and q(x), we seek eigenvalues and associated eigenfunctions y such that d dy (p ) + qy = wy for 0 < x < 1, dx dx ( ) y (0) = 0; y(1) = 0. Note that w(x) > 0 for all x (0, 1). Let L be the associated dierential operator Ly = (py ) + qy . (a) Use integration by parts to show Lagranges identity: (Lu, v) = (u, Lv) u, v satisfying ( ), where (u, v) =
1 0 u(x) v(x) dx

is the inner product.

(b) if q(x) > 0 for x (0, 1) show that (Lu, u) > 0, Explain why this implies that > 0. MATH20401(PDEs): Problem Sheet II: Page 3 u = 0.

(c) Use Lagranges identity to show that dierent eigenfunctions n and m are mutually orthogonal:
1

(n , w m ) =
0

w(x)n (x)m (x) dx = 0,

n = m.

(You can assume that the eigenfunctions n and m correspond to distinct eigenvalues n = m .) (d) Use the orthogonality property (c) to show that if a given function f (x) can be written as a linear combination of the eigenfunctions

f (x) =
k=1

ck k (x)

then the coecients are given by ck = (f, w k ) . (k , w k )

12. Use separation of variables to nd the general solution of the wave equation in a sphere: 2u 2 u 2 u = 2 + t2 r r r (r, t) (0, 1) (0, ]

given that limr0 u(r, t) < and u(1, t) = 0, for all t > 0. Hint: let X(r) = rR(r).

MATH20401(PDEs): Problem Sheet II: Page 4