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Math 3073: Notes

Trevor H. Jones
January 5, 2010
i
Contents
1 Syllabus 1
2 Assigmnents 2
3 Midterm 33
1 Syllabus
University of New Brunswick
Winter 2009
Math 3073 (1B)
Partial Differential Equations
TIME, LOCATION: TTh 10:00-11:20, (P323)
INSTRUCTOR: Trevor Jones
OFFICE: Tilley 431 A
EMAIL: tjones1@unb.ca
WEBSITE: http://www.math.unb.ca/thj
TEXT: Partial Dierential Equations: An Introduction, 2
nd
Edition,
by Walter A. Strauss
GRADES: 20% Assignments
30% Test: February 24, 2009
50% Exam
PREREQUISITE: Math 2013 or both Math 2513 and Math 3503.
SYLLABUS: We will attempt to cover the following sections, plus additional
material if time permits.
Where do PDEs come from? (1.1-1.6)
Waves and Diusions (2.1-2.5)
Reections and Sources (3.1-3.5)
Boundary Problems (4.1-4.3)
Fourier Series (5.1-5.4)
Harmonic Functions (6.1-6.4)
Greens Identities and Greens Functions (7.1-7.4)
Greens Functions Revisited (12.1-12.2)
Math 3073: Assignment 1 2
2 Assigmnents
1. (5) Section 1.1 # 10.
Solution: Since solutions of u

3u

+ 4u = 0 are functions, they belong to the


vector space of all functions. Thus we only need to show that the solution set forms
a subspace. We will show that the solution set is closed under addition and scalar
multiplication, and that it is non-empty. This last part is straight forward, since
u 0 is a solution. Next assume that u, v are solutions and , R. Then
w = u + v is also a solution.
w

3w

+ 4w = u

+ v

3(u

+ v

) + 4(u + v)
= (u

3u

+ 4u) + (v

3v

+ 4v)
= (0) + (0)
= 0
To nd the basis of this vector space, we will solve this ODE. The characteristic
equation associated with this ODE is

3
3
2
+ 4 = 0
which, by inspection and long division, factors into
( + 1)( 2)
2
= 0.
So the general solution of the ODE is
u(x) = Ae
x
+ Be
2x
+ Cxe
2x
where A, B, C R. Thus a basis for the solution space is {e
x
, e
2x
, xe
2x
} since these
functions are linearly independent.
2. (4) Section 1.1 # 11.
Solution: Let u(x, y) = f(x)g(y). Then u
x
= f

(x)g(y) and u
y
= f(x)g

(y) and
u
xy
= f

(x)g

(y). So
uu
xy
= [f(x)g(y)][f

(x)g

(y)]
= [f

(x)g(y)][f(x)g

(y)]
= u
x
u
y
Math 3073: Assignment 1 3
3. (3) Section 1.1 # 12.
Solution: Let w = u
n
(x, y) = sin nx sinh ny. Then w
x
= ncos nx sinh ny and w
xx
=
n
2
sin nx sinh ny, and w
y
= nsin nx cosh ny and w
yy
= n
2
sin nx sinh ny. So,
w
xx
+ w
yy
= n
2
sin nx sinh ny + n
2
sin nx sinh ny = 0.
4. (4) Section 1.2 # 2.
Solution: Let v = u
y
. Then 3u
y
+ u
xy
= becomes 3v + v
x
= 0. This can be
treated as a separable rst order ODE. The solution is v = Ae
3x
. Since v is a
function of x and y, then arbitrary constant A, is actually an arbitrary function,
A(y). So v = A(y)e
3x
= u
y
. This means u(x, y) = F(y)e
3x
+ f(x), where F(y)
is an antiderivative of A(y), an arbitrary function, hence F(y) is also an arbitrary
function. Also, f(x) is an arbitrary function.
5. (4) Section 1.2 # 6.
Solution: From the formula on p. 9, we can nd the characteristic curves for the
PDE by solving
dy
dx
=
1

1 x
2
.
Then y = sin
1
x + C. Solving for C, we get C = y sin
1
x. So u(x, y) =
f(y sin
1
x) for any dierentiable function f. The condition u(0, y) = y means
f(y) = y, and so the solution of the PDE is u(x, y) = y sin
1
x.
6. (6) Section 1.2 # 13.
Solution: Following formula (3) on p. 7, we dene the new coordinates as
= x + 2y
= 2x y
Then
u
x
=
u

x
+
u

x
= u

+ 2u

Math 3073: Assignment 1 4


and
u
y
=
u

y
+
u

y
= 2u

.
Substituting this information into the given PDE, and noting that 2x
2
+3xy 2y
2
=
, we get
u

+ 2u

+ 2(2u

) + u =
or
5u

+ u = .
This can be treated as a linear rst order ODE in the variable . Using the technique
of integrating factors (for a refresher, check Chapter 9 of Stewarts Calculus) we nd
that
u(, ) = e
/5
_
1
5
e
/5
d
or, after integrating,
u(, ) = e
/5
__

5

_
e
/5
+ C()
_
=
5

+ e
/5
C().
Thus, the solution of the PDE is
u(x, y) = x + 2y
5
2x y
+ C(2x y)e
(2x
2
+3xy2y
2
)/5
.
7. (8) Section 1.3 # 6.
Solution: The heat equation in three dimensions is u
t
= k(u
xx
+ u
yy
+ u
zz
). If we
change to cylindrical coordinates, we have u as a function of r, , z, and t. However,
we are told in the question that u is independent of and z. Thus, if we dierentiate
u with respect to these variables we get zero.
Using the chain rule, we write
u
x
= u
r
r
x
+ u

x
+ u
z
z
x
= u
r
r
x
since u

= u
z
= 0. Also
u
xx
= (u
rr
r
x
+ u
r

x
+ u
rz
z
x
) r
x
+ u
r
r
xx
= u
rr
(r
x
)
2
+ u
r
r
xx
.
With similar reasoning we get
u
yy
= u
rr
(r
y
)
2
+ u
r
r
yy
u
zz
= u
rr
(r
z
)
2
+ u
r
r
zz
Math 3073: Assignment 1 5
Since r =
_
x
2
+ y
2
we know that r
z
= r
zz
= 0 and so u
zz
= 0. Also
r
x
=
x
_
x
2
+ y
2
r
xx
=
y
2
(x
2
+ y
2
)
3/2
r
y
=
y
_
x
2
+ y
2
r
yy
=
x
2
(x
2
+ y
2
)
3/2
With this information, the heat equation can be written as
u
t
= k
_
x
2
x
2
+ y
2
u
rr
+
y
2
(x
2
+ y
2
)
3/2
u
r
+
y
2
x
2
+ y
2
u
rr
+
x
2
(x
2
+ y
2
)
3/2
u
r
_
= k
_
x
2
+ y
2
x
2
+ y
2
u
rr
+
x
2
+ y
2
(x
2
+ y
2
)
3/2
u
r
_
= k
_
u
rr
+
1
_
x
2
+ y
2
u
r
_
= k
_
u
rr
+
1
r
u
r
_
Math 3073: Assignment 2 6
1. (3) Section 1.5 # 3
Solution: Clearly, the solution of the general ODE is u(x) = cx + d where c, d are
constants. The boundary conditions may help us x c and d. We will assume k = 0,
since if k = 0 then the solutions are u d.
Let us consider the + case rst. Then c + kd = 0 and c + k(c + d) = 0. Combining
these equations gives kc = 0 so c = 0 and it follows that d is also zero. So u 0.
Next we consider the case. We have c + kd = 0 and c k(c + d) = 0. Combining
these equations yields 2c kc = 0. Thus c = 0 which also gives d = 0, or k = 2 in
which case c is free and d = c/2 so u(x) = cx c/2.
2. (no marks) Section 1.5 # 5.
Solution: From p. 8 of the text, we know that the solutions of u
x
+ yu
y
= 0 have
the form u(x, y) = f(e
x
y).
(a) If u(x, 0) = x then f(0) = x which cannot happen since f(0) is constant.
(b) If u(x, 0) = 1 then f(0) = 1 which is true for innitely many functions f(x).
3. (4) Section 1.6 # 6.
Solution:
(a) Here, a
11
= a
22
= 0 and a
12
= 1/2, so a
2
12
> a
11
a
22
showing that this is a
hyperbolic equation.
(b) From Exercise 1.2.2 (from previous homework) we know the general solution
of this equation is u(x, y) = F(y)e
3x
+ f(x).
(c) If u(x, 0) = e
3x
and u
y
(x, 0) = 0 we have from above e
3x
= F(0)e
3x
+ f(x)
so f(x) = (1 F(0))e
3x
and 0 = F

(0)e
3x
giving F

(0) = 0. To solve
the equation with these initial condition requires a function F(y) such that
F

(0) = 0. There are many such functions, for example F(y) 1 or F(y) = y
2
.
This indicates that while there is a solution, the solution is not unique.
Math 3073: Assignment 2 7
4. (3) Section 2.1 # 2
Solution: For this problem, (x) = log(1 + x
2
) and (x) = 4 + x. Using formula 8
on page 36, we have
u(x, t) =
1
2
_
log(1 + (x + ct)
2
) + log(1 + (x ct)
2
)

+
1
2c
_
x+ct
xct
(4 + s)ds
=
1
2
log
_
(1 + (x + ct)
2
)(1 + (x ct)
2
)
_
+
1
2c
_
4(x + ct x + ct) +
1
2
((x + ct)
2
(x ct)
2
)
_
=
1
2
log
_
(1 + (x + ct)
2
)(1 + (x ct)
2
)
_
+ 4t + xt
5. (6) Section 2.1 # 10
Solution: Following the method on p. 34 for solving the wave equation, we factor
the dierential operator
xx
+
xt
20
tt
= (
x
+5
t
)(
x
4
t
). Finding characteristic
lines for each of the rst order dierential operators, t5x and t+4x, or equivalently
x t/5 and x +t/4, we have as a general solution: u(x, t) = f(x t/5) +g(x +t/4).
Following the method on pp. 35-6 for the initial value problem we nd
u(x, 0) = f(x) + g(x) = (x)
u
t
(x, 0) =
1
5
f

(x) +
1
4
g

(x) = (x)
Dierentiating the rst equation we get f

+g

and the second equation can be


written as 4f

+5g

= 20. Solving these equations for f

and g

, then integrating,
gives:
f(x) =
5
9
(x)
20
9
_
x
0
(s)ds
g(x) =
4
9
(x) +
20
9
_
x
0
(s)ds
Thus the solution to the initial value problem is
u(x, t) =
1
9
_
4
_
x +
1
4
t
_
+ 5
_
x
1
5
t
_
+ 20
_
x+t/4
xt/5
(s)ds
_
.
Math 3073: Assignment 2 8
6. (4) Section 2.2 # 1
Solution: The law of conservation of energy (eq. 1 p. 40) states that the total
energy in a system is independent of time, so total energy is the same at any time t.
If we take t = 0, we know u
t
(x, 0) = 0 and u
x
(x, 0) =
x
u(x, 0) =

(x) = 0, so the
total energy in the system is E =
_
R
0dx = 0. Thus we have
_
R
(u
2
t
+ Tu
2
x
)dx = 0.
Since the integrand is non-negative for all x, the integrand must be vanish. Since
and T are positive (consider eq. 2 p. 12), we must have u
t
= 0 and u
x
= 0 for all
x and t. The only way for this to happen is u(x, t) = constant. Since u satises the
initial conditions, the constant must be zero.
7. (4) Section 2.2 # 2
Solution:
(a)
e
t
=
1
2
(2u
t
u
tt
+ 2u
x
u
xt
)
= u
t
u
xx
+ u
x
u
xt
(u
tt
= u
xx
)
p
x
= u
tx
u
x
+ u
t
u
xx
e
x
=
1
2
(2u
t
u
tx
+ 2u
x
u
xx
)
= u
t
u
tx
+ u
x
u
tt
(u
tt
= u
xx
)
p
t
= u
tt
u
x
+ u
t
u
xt
(b)
e
tt
= (e
t
)
t
= p
xt
= p
tx
= (e
x
)
x
= e
xx
p
tt
= (p
t
)
t
= e
xt
= e
tx
= (p
x
)
x
= p
xx
Math 3073: Assignment 2 9
8. (11) Section 2.3 # 4
Solution:
(a) To show 0 < u < 1 for all t > 0 and 0 < x < 1 we will show the maximum and
the minimum of the initial condition is 1 and 0 respectively. Since the lateral
sides always have value zero and the maximum/minimum is never attained in
the interior, that will give us the desired inequality.
Since (x) = 4x(1x) is a parabola opening downward, we know its maximum
occurs at the vertex, in this case at x = 1/2 and (1/2) = 1. At the endpoints
(0) = (1) = 0. So by the extreme value theorem, we have the desired result.
(b) We will show that u(1x, t) satises the same diusion equation with the same
initial conditions. Then by uniqueness, we will have u(x, t) = u(1 x, t).
Now
t
u(1 x, t) = u
t
(1 x, t) and
xx
u(1 x, t) =
x
u
x
(1 x, t)(1) =
u
xx
(1 x, t)(1)
2
= u
t
(1 x, t), since u solves the diusion equation. Also
u(1 x, 0) = 4(1 x)(1 (1 x)) = 4x(1 x) and u(1 0, t) = u(1 1, t) = 0.
So u(1 x, t) is a solution of the diusion equation.
(c) Using the energy method (see p. 44) we have
0 = 0 u = (u
t
u
xx
)u
= (
1
2
u
2
)
t
+ (uu
x
)
x
+ (u
x
)
2
By integrating over 0 < x < 1 we have
0 =
_
1
0
1
2
(u
2
)
t
dx uu
x
|
1
0
+
_
1
0
(u
x
)
2
dx.
So
d
dt
_
1
0
1
2
[u(x, t)]
2
dx =
_
1
0
[u
x
(x, t)]
2
dx 0.
Therefore
_
1
0
1
2
[u(x, t)]
2
dx is decreasing and so
_
1
0
1
2
[u(x, t)]
2
dx
_
1
0
1
2
[u(x, 0)]
2
dx.
To show that
_
1
0
1
2
[u(x, t)]
2
dx is strictly decreasing, we must show that the time
derivative cannot equal zero. We will show this using contradiction.
Assume
d
dt
_
1
0
1
2
[u(x, t)]
2
dx =
_
1
0
[u
x
(x, t)]
2
dx = 0 for some xed t = t
0
. Then
we must have u
x
(x, t
0
) = 0, meaning u(x, t
0
) = constant. Since u(0, t
0
) =
u(1, t
0
) = 0, that constant must be zero. But this is true for all x in [0, 1].
However, the stronger maximum/minimum principle states that the minimum
cannot be attained on the interior. We have shown in part (a) that the mini-
mum is zero. This is our contradiction.
Math 3073: Assignment 2 10
9. (6) Section 2.4 # 3
Solution: From equation (8) on p. 49, we known that
u(x, t) =
1

4kt
_

e
(xy)
2
/4kt
e
3y
dy.
We will concentrate on simplifying the exponent in the integrand.

(x y)
2
4kt
+ 3y =
x
2
2xy + y
2
12kty
4kt
=
(y (6kt + x))
2
(6kt + x)
2
+ x
2
4kt
=
(y + (6kt x))
2
36k
2
t
2
12ktx
4kt
=
(y + (6kt x))
2
4kt
+ (3x + 9kt)
So we have
u(x, t) =
e
3x+9kt

4kt
_

e
(y+(6ktx))
2
/4kt
dy.
If we substitute p = (y +(6kt x))/

4kt, dp = dy/

4kt, and the solution looks like


u(x, t) =
e
3x+9kt

e
p
2
dp.
By exercise 6 of this section, we know the integral has value

, so the nal solution


is
u(x, t) = e
3x+9kt
.
10. (8) Section 2.4 # 9
Solution: Let w = u
xxx
. Then
w
t
= u
xxxt
= u
txxx
= (u
t
)
xxx
= (ku
xx
)
xxx
= ku
xxxxx
= k(u
xxx
)
xx
= kw
xx
.
Since w = u
xxx
, w(x, 0) = (u(x, 0))
xxx
=

3
x
3
x
2
= 0. Thus u
xxx
0 which means
u(x, t) = a(t)x
2
+ b(t)x + c(t).
From the PDE, we know
a

(t)x
2
+ b

(t)x + c

(t) = k(2a(t))
Math 3073: Assignment 2 11
and
a(0)x
2
+ b(0)x + c(0) = x
2
.
The rst equation says a

(t) = b

(t) = 0 and c

(t) = 2ka(t). So a and b are constants,


and from the second equation it is clear a = 1 and b = 0. Thus c(t) = 2kt + d, and
since c(0) = 0 we have c(t) = 2kt. Therefore
u(x, t) = x
2
+ 2kt.
11. (10) Section 2.4 # 11
Solution:
(a) Let w = u(x, t) + u(x, t). Then
w(x, 0) = u(x, 0) + u(x, 0) = (x) + (x) = (x) + (x) = 0.
Also,
w
t
= u
t
(x, t) + u
t
(x, t) = k(u
xx
(x, t) + u
xx
(x, t)),
and
w
xx
=

2
x
2
u(x, t) + u
xx
(x, t) = u
xx
(x, t)(1)
2
+ u
xx
(x, t).
So w clearly satises the heat equation with zero initial condition. Thus w 0,
and so u(x, t) = u(x, t).
(b) Let w = u(x, t)u(x, t). By similar arguments, we have w 0, so u(x, t) =
u(x, t).
(c) We consider both and to be odd (even). The consider w = u(x, t)+u(x, t)
(w = u(x, t) u(x, t)) and follow the program above. It will be clear that in
both cases w satises the wave equation w
tt
= c
2
w
xx
with w(x, 0) = w
t
(x, 0) =
0, and so by uniqueness of the solution, w 0.
Math 3073: Assignment 2 12
12. (7) Section 2.4 # 18
Solution: Let y = x V t. Then we have to recompute the time and space deriva-
tives.
u
t
= u
t
+ u
y
y
t
= u
t
V u
y
u
x
= u
y
y
x
= u
y
u
xx
= u
yy
y
x
= u
yy
So the transformed equation becomes:
u
t
V u
y
ku
yy
+ V u
y
= u
t
ku
yy
= 0
u(x, 0) = u(y + V 0, 0) = (x) = (y + V 0) or u(y, 0) = (y).
The solution is
u(y, t) =
1

4kt
_

e
(ys)
2
/4kt
(s)ds
v(x, t) = u(x V t, t) =
1

4kt
_

e
(xV ts)
2
/4kt
(s)ds
Math 3073: Assignment 3 13
1. (4) Section 2.5 # 2
Solution:
(a) If f(x at) solve the wave equation, then (a)
2
f

(x at) = c
2
f

(x at), so
a
2
= c
2
or f

= 0. The rst possibility tells us that a = c, while the second


tells us f is linear.
(b) If f(x at) solve the heat equation, then af

(x at) = kf

(x at). This
gives us the ODE ky

+ ay

= 0 which tells us y = A + Be
ax/k
. This yields
no restriction on a, so the speed is arbitrary.
2. (6) Section 3.1 # 4
Solution:
(a) Since v is in the form of the solutions of the heat equation on the real line, it
solves
v
t
= kv
xx
x R, t > 0
v(x, 0) = f(x) x R
(b) Since w = v
x
2v is a linear combination of solutions of the heat equation on
the real line, it solves
w
t
= kw
xx
x R, t > 0
w(x, 0) = f

(x) 2f(x) x R
(c) Recall from the exercise that
f(x) =
_
x x > 0
x + 1 e
2x
x < 0
So,
f

(x) =
_
1 x > 0
1 2e
2x
x < 0
And thus
h(x) = f

(x) 2f(x) =
_
1 2x x > 0
1 2x x < 0
Math 3073: Assignment 3 14
To show that this function is odd, consider
h(x) =
_
1 2(x) (x) > 0
1 2(x) (x) < 0
=
_
(1 2x) x < 0
(1 2x) x > 0
= h(x)
(d) Since the initial condition is odd with respect to x, we know from 2.4.11 (last
assignment) that the solution of the heat equation in part (b) is also odd, with
respect to x.
(e) We clearly have that v(x, t) is a solution of the DE satisfying the IC for x > 0.
All that we have left to show is that v satises the BC. Since w(x, t) = v
x
(x, t)
2v(x, t) is an odd function of x, we know that 0 = w(0, t) = v
x
(0, t) 2v(0, t).
So v satises the BC and is hence a the solution of (*).
3. (7) Section 3.2 # 6
Solution: Consider the PDE in two regions of the rst quadrant: x > ct and x < ct.
In the rst region, the boundary conditions do not inuence the solution, so we just
have the standard solution. That is,
u(x, t) =
1
2
((x + ct) + (x ct)) +
1
2c
_
x+ct
xct
(s)ds
=
1
2c
_
x+ct
xct
V ds
=
V
2c
(x + ct (x ct)) = V t
For x < ct, the boundary condition is involved and so we will take a dierent ap-
proach. Let w(x, t) = u
t
(x, t) + au
x
(x, t) and consider this for all x > 0. We will
restrict to x < ct shortly. Then w satises
w
tt
= c
2
w
xx
since the derivatives satisfy the PDE
w(x, 0) = V since u
t
(x, 0) = V and u(x, 0) = 0
w
t
(x, 0) = 0 for similar reasons
w(0, t) = 0 because of the boundary conditions on u
For x < ct, equation(3) p. 62 gives the solution:
w(x, t) =
1
2
(V V ) +
1
2c
_
ct+x
ctx
0ds = 0.
Math 3073: Assignment 3 15
So u
t
+ au
x
= 0, which is a rst order linear PDE. The solution of this is u(x, t) =
f(at x) for any dierentiable function f. Since x = 0 and t = 0 are not part of the
domain x < ct, we need some other condition to help us solve for f, so we will require
u to be continuous across the boundary x = ct. So f(at ct) = f((a c)t) = V t.
Thus f(x) =
V x
ac
.
The solution of the original PDE is
u(x, t) =
_
V t x ct
V (atx)
ac
0 < x < ct
4. (6) Section 3.2 # 9
Solution:
(a) To solve these problems we need to recall that

ext
(x) =
_
_
_
(x) 0 < x < 1
(x) 1 < x < 0
extend with period 2
Math 3073: Assignment 3 16
Now
u(
2
3
, 2) =
1
2
(
ext
(
2
3
2) +
ext
(
2
3
+ 2)) +
1
2
_ 8
3

4
3

ext
(s)ds
= (
2
3
) +
1
2
(
_
1

4
3
+
_
0
1
+
_
1
0
+
_
2
1
+
_ 8
3
2
)
ext
(s)ds
= (
2
3
) +
1
2
(
_
1

4
3
+
_
2
1
+
_ 8
3
2
)
ext
(s)ds
= (
2
3
) +
1
2
(
_
1
2
3
+
_
0
1
+
_ 2
3
0
)
ext
(s)ds
= (
2
3
) +
1
2
(
_
0
1
+
_
1
0
)
ext
(s)ds
= (
2
3
) =
4
27
The cancellations and shifts in the integrals are allowed since
ext
is an odd
and periodic function.
(b)
u(
1
4
,
7
2
) =
1
2
(
ext
(
1
4

7
2
) +
ext
(
2
3
+
7
2
)) +
1
2
_ 15
4

13
4

ext
(s)ds
=
1
2
(
ext
(
1
4
) +
ext
(
3
4
))
+
1
2
(
_
3

13
4
+
_
2
3
+
_
1
2
+
_
0
1
+
_
1
0
+
_
2
1
+
_
3
2
+
_ 15
4
3
)
ext
(s)ds
=
1
2
((
1
4
) + (
3
4
)) +
1
2
(
_
3

13
4
+
_ 15
4
3
)
ext
(s)ds
=
1
2
((
1
4
) + (
3
4
)) +
1
2
(
_
1
3
4
+
_

1
4
1
)
ext
(s)ds
=
1
2
((
1
4
) + (
3
4
)) +
1
2
(
_
1
3
4

_
1
1
4
)
ext
(s)ds
=
1
2
((
1
4
) + (
3
4
)) +
1
2
_ 3
4
1
4

ext
(s)ds
=
1
2
_

3
64
+
9
64
_
+
1
6
_
1
64

27
64
_
=
4
192
=
1
48
Math 3073: Assignment 3 17
5. (3) Section 3.3 # 1
Solution: Since we have Dirichlet boundary conditions, we will use an odd extension
for and f with respect to x. This will transform the problem into the form given
by equation (1) p. 67, which has solution given by equation (2) p. 67. Therefore,
for x > 0 we have:
u(x, t) =
_

K(x y, t)
odd
(y)dy +
_
t
0
_

K(x y, t s)f
odd
(y, s)dyds.
By breaking each integral on the real line at the origin, and substituting y y we
get
u(x, t) =
_

0
(K(x y, t) K(x + y, t))(y)dy
+
_
t
0
_

0
(K(x y, t s) K(x + y, t s))f(y, s)dyds.
6. (5) Section 3.3 # 3
Solution: Following the suggestion in the text (p. 70), we let V (x, t) = w(x, t)
xh(t). This satises the PDE
V
t
kV
xx
= xh

(t) =: f(x, t) x, t > 0


V (x, 0) = (x) xh(0) =: (x)
V
x
(0, t) = 0
By using an even extension of f and we can convert this problem to diusion on
the whole line, which has solution found in equation (2) p.67:
u(x, t) =
_

K(x y, t)
even
(y)dy +
_
t
0
_

K(x y, t s)f
even
(y, s)dyds.
Using the methods from Section 3.1, and formula (9) p. 60, we can write:
V (x, t) =
_

0
(K(x y, t) + K(x + y, t))(y)dy
+
_
t
0
_

0
(K(x y, t s) + K(x + y, t s))f(y, s)dyds
Math 3073: Assignment 3 18
By substituting for the various terms, we can write:
w(x, t) = xh(t) +
_

0
(K(x y, t) + K(x + y, t))(y)dy
h(0)
_

0
(K(x y, t) + K(x + y, t))ydy

_
t
0
h

(s)
_

0
(K(x y, t s) + K(x + y, t s))ydyds
(Full marks will be given for the answer above.)
With the use of Maple, and some elbow grease, I believe we can simplify the result.
Please see the webpage for the code for this.
7. (8) Section 3.4 # 5
Solution: To make the derivations less messy, let F(x, s, t) =
_
x+ctcs
xct+cs
f(y, s)dy.
Then we want to show that u(x, t) =
1
2c
_
t
0
F(x, s, t)ds satises the PDE. Clearly,
u
xx
=
1
2c
_
t
0

2
x
2
F(x, s, t)ds. We will compute this further in a moment. Using Theo-
rem 3 from Appendix A.3, we have
u
t
=
1
2c
__
t
0

t
F(x, s, t)ds + F(x, t, t)(1) F(x, 0, t)(0)
_
.
We should note that F(x, t, t) = 0 since the bounds of integration for F are identical.
With this simplication, we nd
u
tt
=
1
2c
__
t
0

2
t
2
F(x, s, t)ds +

t
F(x, s, t)|
s=t
(1)

t
F(x, s, t)|
s=0
(0)
_
.
Now

t
F(x, s, t) = f(x + ct cs, s)(c) f(x ct + cs, s)(c) by the fundamental
theorem of calculus. Substituting s = t yields 2cf(x, t). Therefore
u
tt
=
1
2c
_
t
0

2
t
2
F(x, s, t)ds + f(x, t).
All that remains now is to show that F
tt
= c
2
F
xx
. Since we already have F
t
let us
start there.
F
tt
= f
x
(x + ct cs, s)(c
2
) f
x
(x ct + cs, s)(c)
2
.
Following this procedure for F
x
x we have
F
x
= f(x + ct cs, s) f(x ct + cs, s),
Math 3073: Assignment 3 19
and
F
xx
= f
x
(x + ct cs, s) f
x
(x ct + cs, s).
Clearly, the PDE is satised. To check the initial conditions, u(x, 0) = 0 since the
outer integral would have equal limits of integration. u
t
(x, 0) = 0 for the same
reasons.
8. (7) Section 3.4 # 12
Solution:
Ignoring x > ct since that will give the classical result with no boundary conditions,
we will consider only the case x < ct. Following directly from the method on p. 76,
we have
__
D
f(x, t)dxdt =
__
D
v
tt
c
2
v
xx
dxdt =
_
D
c
2
v
x
dt v
t
dx,
where D is the shaded region above, and D is its boundary, oriented in the counter-
clockwise direction. Let the top vertex of D be the point (x
0
, t
0
), and we will solve
for v(x
0
, t
0
). By labeling the portion of the boundary on the horizontal axis as L
0
and increasing the index as we move around the boundary, we have four lines to
integrate over.
L
0
: t = 0 so dt = 0 and ct
0
x
0
x ct
0
+ x
0
, so
_
L
0
v
t
(x, t)dx =
_
ct
0
+x
0
ct
0
x
0
v
t
(x, 0)dx =
_
ct
0
+x
0
ct
0
x
0
(x)dx.
Math 3073: Assignment 3 20
L
1
: x + ct = x
0
+ ct
0
and so dx + cdt = 0. Then
_
L
1
c
2
v
x
dt v
t
dx =
_
L
1
cv
x
dx + cv
t
dt = c
_
L
1
dv
= c(v(x
0
, t
0
) v(ct
0
+ x
0
, 0)) = cv(x
0
, t
0
) c(ct
0
+ x
0
).
L
2
: x ct = x
0
ct
0
and so dx cdt = 0. Then
_
L
2
c
2
v
x
dt v
t
dx =
_
L
2
cv
x
dx cv
t
dt = c
_
L
2
dv
= c(v(0, t
0
x
0
/c) v(x
0
, t
0
)) = ch(t
0
x
0
/c) + cv(x
0
, t
0
).
L
3
: x + ct = c(t
0
x
0
/c) and so dx + cdt = 0. Then
_
L
3
c
2
v
x
dt v
t
dx =
_
L
3
cv
x
dx + cv
t
dt
= c
_
L
3
dv = c(v(ct
0
x
0
, 0) v(0, t
0
x
0
/c))
= c(ct
0
x
0
) ch(t
0
x
0
/c).
Adding these results gives
__
D
f(x, t)dxdt =
_
ct
0
+x
0
ct
0
x
0
(x)dx + 2cv(x
0
, t
0
) + c((ct
0
x
0
) (ct
0
+ x
0
))
2ch(t
0
x
0
/c).
Solving for v, we have
v(x
0
, t
0
) =
1
2
((ct
0
+ x
0
) (ct
0
x
0
)) + h(t
0
x
0
/c) +
1
2c
_
ct
0
+x
0
ct
0
x
0
(x)dx
+
1
2c
__
D
f(x, t)dxdt.
9. (4) Section 3.4 # 14
Solution: Repeat the procedure from 3.4.12. For this question, there are some
major simplications, and one complication. To match with the above procedure,
we have = = f 0. But instead of u(0, t) = h(t) we have u
x
(0, t) = k(t). This
means
u(x, t) = u(0, t x/c).
Math 3073: Assignment 3 21
All we have to do in match the boundary conditions to this solution. Clearly,
u
x
(x, t) = u
t
(0, t x/c)(1/c), so k(t) = u
x
(0, t) = u
t
(0, t)(1/c) or u
t
(0, t) =
ck(t). Integrating with respect to t we have u(0, t) = c
_
t
0
k(s)ds. Therefore
u(x, t) = c
_
tx/c
0
k(s)ds for x < ct. Because of the zero initial conditions and no
source term, u 0 for x > ct.
Math 3073: Assignment 4 22
1. (5) Section 4.1 # 3
Solution: If we assume that u(x, t) = X(x)T(t), then Schrodingers equation sepa-
rates to

iT
=
X

X
= ,
with boundary conditions: X(0) = X(l) = 0. So equation (8) p. 85 gives the
eigenfunctions X
n
(x) = sin
nx
l
corresponding to eigenvalues
n
= (
n
l
)
2
.
Solving for T yields T
n
(t) = e
int
= e
i(
n
l
)
2
t
.
So, the full solutions has the form:
u(x, t) =

n=1
A
n
e
it
_
n
l
_
2
sin
nx
l
.
2. (9) Section 4.1 # 6
Solution: If we assume u(x, t) = X(x)T(t), then the equation separates to

tT

T
=
X

+ 2X
X
= .
Let us focus rst on the X equation: X

= ( + 2)X. If + 2 > 0, then let


+ 2 =
2
. This gives solutions X = Acos x + B sin x. Subject to the boundary
conditions X(0) = X() = 0, we have X
n
(x) = sin nx, so
n
= n
2
2.
Next, the T equation,
T

T
= t
1
, which has solutions, T(t) = At

. Thus T
n
(t) =
A
n
t
2n
2
, and u
n
(x, t) = A
n
t
2n
2
sin nx.
If n = 1, then u
1
(x, t) = A
1
t sin x which satises the boundary conditions. If
u(x, 0) = 0, then u
1
is a solution, regardless of the value of A
1
, so uniqueness fails.
3. (8) Section 4.2 # 3
Solution: Separate variables to get

ikT
=
X

X
= .
Consider X

= X, with boundary conditions X

(0) = X() = 0. It can be


shown that > 0 because of the boundary conditions. So let =
2
> 0. Then
Math 3073: Assignment 4 23
X = Asin x + B cos x. X

(0) = 0 gives A = 0, and then X(l) = 0 tells that


=
(
1
2
+n)
l
, so
n
=
_
(
1
2
+n)
l
_
2
and X
n
(x) = cos
(
1
2
+n)
l
x.
Then, T

= ikT yields T = Ae
ikt
, and so T
n
(t) = A
n
e
ik

(
1
2
+n
)

l
!
2
t
.
Therefore
u(x, t) =

n=1
A
n
e
ik

(
1
2
+n
)

l
!
2
t
cos
_
1
2
+ n
_

l
x.
4. (13) Section 4.2 # 4
Solution:
(a) Separation of variables gives X

= X, with periodic boundary conditions:


X(l) = X(l) and X

(l) = X

(l). We solve the three cases: >, =, < 0.


If = 0, X = Ax+B. Since Al +B = Al +B, A = 0. Also, B = B is always
true, so we have an eigenfunction for = 0, X
0
= 1.
If =
2
> 0, then X = Asin x + b cos x. Then Asin l + B cos l =
Asin l + B cos l, so either A = 0 or sin l = 0. From the second condition,
we have A cos l B sin l = A cos l + B sin l, so either B = 0 or
sin l = 0. If =
n
l
then A and B are free to be aribtrary constants. Thus
for
n
=
_
n
l
_
2
, X
n
(x) = A
n
sin
n
l
x + B
n
cos
n
l
x.
If =
2
< 0, then X = Ae
x
+ Be
x
. The rst boundary condition yields
Ael + Be
l
= Ae
l
+ Be
l
, which means A = B. The second boundary
condition gives Ael Ae
l
= Ae
l
Ae
l
, so A = 0. Hence there are
no eigenfunctions for negative .
Therefore the eigenvalues can be written as
n
=
_
n
l
_
2
for n = 0, 1, 2 . . . .
(b) Since the equation follows the diusion equation for both the sine and cosine
Fourier series, we can write the full solution as stated in the text.
5. (14) Section 4.3 # 16
Solution: The eigenvalue problem is X
(4)
= X. We are looking for > 0 so we let
=
4
. The characteristic polynomial is r
4

4
= 0 which has solutions r = , i.
Math 3073: Assignment 4 24
So X = Ae
x
+Be
x
+C cos x+Dsin x. Also X

=
2
(Ae
x
+Be
x
C cos x
Dsin x). With boundary conditions X(0) = X

(0). we can determine that C = 0


and A = B. The boundary condition X(l) = X

(l) means, after making the


above substitutions and canceling o the
2
term, that A(e
l
e
l
) + Dsin l = 0
and A(e
l
e
l
) Dsin l = 0. This means that A = 0 and either D = 0 or
sin l = 0. Since we want an eigenfunction, D = 0 and =
n
l
. So the eigenvalues
are
n
=
_
n
l
_
4
and the eigenfunctions are X
n
= sin
n
l
x, for n = 1, 2, . . . .
6. (7) Section 5.1 # 9
Solution: From (4.2.7) we know that
u(x, t) =
1
2
A
0
+
1
2
B
0
t +

n=1
(A
n
cos nct + B
n
sin nct) cos nx,
with =
1
2
A
0
+

n=1
A
n
cos nx and =
1
2
B
0
+

n=1
cnB
n
cos nx, where and
are the usual initial conditions. Since 0, A
n
= 0 for all n. We also have
= cos
2
x =
1
2
+
1
2
cos 2x, so B
0
= 1, B
2
=
1
4c
, and all other B
n
= 0. Therefore
u(x, t) =
1
2
t +
1
4c
sin 2ct cos 2x.
7. (4) Section 5.2 # 8
Solution:
(a) If f is even, f(x) = f(x). Dierentiating both sides gives f

(x) = f

(x),
so f

(x) = f

(x), showing f

is odd. If f is odd, f(x) = f(x). Therefore


f

(x) = f(x) and so f

(x) = f

(x), showing f

is even.
(b) If f is even, consider
_
f(x)dx =
_
f(x)dx. Via substitution, u = x,
we have
_
f(u)du =
_
f(x)dx. So, ignoring the constant of integration,
F(x) = F(x), showing F is odd, where F is an antiderivative of f. Similarly,
for f odd, we have
_
f(x)dx =
_
f(x)dx, so F(x) = F(x), showing F is
even.
Math 3073: Assignment 4 25
8. (4) Section 5.2 # 10
Solution:
(a) If is continuous on (0, l),
odd
is continuous on (l, l) if and only if
lim
x0
+ (x) = 0.
(b) If is dierentiable on (0, l),
odd
is dierentiable on (l, l) if and only if
lim
x0
+

(x) exists, since

odd
is an even function (see 5.2# 8(a)), so the only
thing to avoid is an innite discontinuity at x = 0.
(c) If is continuous on (0, l),
even
is continuous on (l, l) if and only if lim
x0
+ (x)
exists, since the only thing to avoid is an innite discontinuity at x = 0.
(d) If is dierentiable on (0, l),
even
is dierentiable on (l, l) if and only if
lim
x0
+

(x) = 0, since

even
is odd, by 5.2#8(a).
9. (8) Section 5.2 # 11
Solution: Let = e
x
, then the full Fourier series in complex form is given by
e
x
=

n=
c
n
e
i
n
l
x
where
c
n
=
1
2l
_
l
l
e
x
e
i
n
l
x
dx =
1
2l
_
l
l
e
(i
n
l
1)x
dx =
1
2
e
(i
n
l
1)x
1
l in

l
l
=
1
2
(l + in)
l
2
+ n
2

2
_
e
lin
e
l+in
_
=
1
2
l + in
l
2
+ n
2

2
cos n(e
l
e
l
)
= (1)
n
sinh l
l + in
l
2
+ n
2

2
.
Therefore
e
x
=

n=
(1)
n
sinh l
l + in
l
2
+ n
2

2
e
i
n
l
x
.
For the real form, e
i
n
l
x
= cos
n
l
x + i sin
n
l
x. The important part of the above
formula is l + in. Consider W = (l + in)(cos
n
l
x + i sin
n
l
x). Then
W =
_
l(cos
k
l
x + i sin
k
l
x) + ik(cos
k
l
x + i sin
k
l
x) n = k > 0
l(cos
k
l
x i sin
k
l
x) ik(cos
k
l
x i sin
k
l
x) n = k < 0
Math 3073: Assignment 4 26
If we then add the n = k, k > 0, portions together we get W
k
= 2l cos
k
l
x
2k sin
k
l
x. And if n = 0, the term from the complex series is
sinh l
l
. Therefore
e
x
=
sinh l
l
+

n=1
(1)
n
2 sinh l
l
2
+ n
2

2
_
l cos
n
l
x n sin
n
l
x
_
Math 3073: Assignment 5 27
1. (8) Section 5.3 # 2
Solution:
(a)
_
1
1
xCdx =
C
2
x
2

1
1
=
C
2

C
2
= 0.
(b) Let f(x) = x
2
+bx+c, since we can normalize the leading coecent to 1. Then
_
1
1
f(x)dx =
2
3
+ 2c = 0
and
_
1
1
f(x)xdx =
2b
3
= 0.
So f(x) = x
2

1
3
.
(c) Let f(x) = x
3
+ bx
2
+ cx + d. Then
_
1
1
f(x)dx =
2b
3
+ 2d = 0,
_
1
1
xf(x)dx =
2
5
+
2c
3
= 0,
and
_
1
1
x
2
f(x)dx =
2b
5
+
2d
3
= 0.
Then c =
3
5
and b = d = 0. So f(x) = x
3

3
5
x.
2. (6) Section 5.3 # 3
Solution: From separation of variable, we have T

+ c
2
T = 0 and X

+ X = 0.
After checking boundary condition, we nd that there are no negative eigenvalues.
For = 0 we must have X = ax+b with X(0) = X

(l) = 0 which implies a = b = 0.


So is strictly positive.
Since =
2
> 0, we must have X = Acos x+B sin x. With the above boundary
condition we have A = 0, and = (n +
1
2
)/l, so X
n
= sin
(n+
1
2
)x
l
, and
n
=
Math 3073: Assignment 5 28
_
(n+
1
2
)
l
_
2
. Therefore
u(x, t) =

n=1
_
A
n
cos
(n +
1
2
)ct
l
+ B
n
sin
(n +
1
2
)ct
l
_
sin
(n +
1
2
)x
l
.
Applying the homogeneous initial condition yield
0 =

n=1
_
B
n
(n +
1
2
)c
l
_
sin
(n +
1
2
)x
l
,
so B
n
= 0.
The nal initial condition gives
x =

n=1
(A
n
) sin
(n +
1
2
)x
l
,
And thus (using Maple)
A
n
=
2
l
_
l
0
x sin
(n +
1
2
)x
l
dx =
(1)
n
8l
((2n + 1))
2
.
Therefore
u(x, t) =

n=1
(1)
n
8l
((2n + 1))
2
cos
(n +
1
2
)ct
l
sin
(n +
1
2
)x
l
.
3. (5) Section 5.3 # 6
Solution: From the eigenvalue equation X

+ X = 0, with = a + bi C we
have X = Ce
x
= Ce
a
(cos bx + i sin bx). Since X(0) = X(1), we have Ce
a
=
Ce
a
(cos b + i sin b). We can assume that C = 0, so 1 = cos b + i sin b. Since 1 is
real, sin b = 0 or b = n. Since we want positive 1, b = 2n, with n Z. Thus
X
n
= cos 2nx +i sin 2nx = e
2nix
, because we are able to combine the e
a
with the
arbitrary constant.
To answer the question of orthogonality, consider
_
1
0
e
2nix
e
2mix
dx =
_
1
0
e
2(nm)ix
dx =
1
2(n m)i
_
e
2(nm)i
1
_
= 0
for n = m, so they are orthogonal.
Math 3073: Assignment 5 29
4. (6) Section 5.3 # 7
Solution: Consider
_
l
0

n
(x)
m
(x)dx with n = m. So we are trying to integrate
_
l
0
cos
n
x cos
m
x+
a
0
n
sin
n
x cos
m
x+
a
0
m
sin
m
x cos
m
x+
a
2
0
nm
sin
n
x sin
m
xdx.
Using trig identities like sin Acos B =
1
2
(sin(A + B) + sin(A B)), and Maple, we
can evaluate the integral, then expand the trig functions using the addition formulas
to get
W =

n
sin(l
n
) cos(l
m
)
(
n
+
m
)(
n
+
m
)
+

m
cos(l
n
) sin(l
m
)
(
n
+
m
)(
n
+
m
)
+
a
2
0
cos(l
n
) sin(l
m
)

m
(
n
+
m
)(
n
+
m
)

a
2
0
sin(l
n
) cos(l
m
)

n
(
n
+
m
)(
n
+
m
)


n
a
0
sin(l
n
) sin(l
m
)

m
(
n
+
m
)(
n
+
m
)
+

m
a
0
sin(l
n
) sin(l
m
)

n
(
n
+
m
)(
n
+
m
)
,
where W is the integral above.
Next, we factor
I =
cos(l
n
) cos(l
m
)

m
(
n
+
m
)(
n
+
m
)
from W, and convert the trig ratios to tangents and we have
V =
2
n

m
tan(l
n
)
2
m

n
tan(l
m
) a
2
0

n
tan(l
m
) + a
2
0

m
tan(l
n
)
+ a
0

2
n
tan(l
m
) tan(l
n
) a
0

2
m
tan(l
m
) tan(l
n
)
with W = V I.
Since
k
satisfy equation (4.3.8) ( a
0
a
l
) tan(l) = (a
0
+ a
l
), we can replace the
tangents in V with rational functions of the s. Collecting like tangents together
we get
V =
(
2
n

m
+ a
2
0

m
)(a
0
+ a
l
)
n

2
n
a
0
a
l

(
2
m

n
+ a
2
0

n
)(a
0
+ a
l
)
m

2
m
a
0
a
l
+
a
0
(
2
n

2
m
)(a
0
+ a
l
)
2

m
(
2
n
a
0
a
l
)(
2
m
a
0
a
l
)
Bringing to a common denominator and factoring out all common terms leaves
V =
[(a
0
+a
l
)nm]((
2
n
+a
2
0
)(
2
m
a
0
a
l
)(
2
m
+a
2
0
)(
2
n
a
0
a
l
)+a
0
(
2
n

2
m
)(a
0
+a
l
))
(
2
n
a
0
a
l
)(
2
m
a
0
a
l
)
By expanding
(
2
n
+ a
2
0
)(
2
m
a
0
a
l
) (
2
m
+ a
2
0
)(
2
n
a
0
a
l
) + a
0
(
2
n

2
m
)(a
0
+ a
l
)
we see that this is zero, which gives the desired result.
Math 3073: Assignment 5 30
5. (5) Section 5.3 # 9
Solution: Consider functions f, g which satisfy the boundary conditions
X(b) = X(a) + X

(a)
X

(b) = X(a) + X

(a)
To test for symmetry, we evaluate
f

(x)g(x) f(x)g

(x)|
b
a
= f

(b)g(b) f(b)g

(b) f

(a)g(a) + f(a)g

(a)
= (f(a) + f

(a))(g(a) + g

(a))
(f(a) + f

(a))(g(a) + g

(a))
f

(a)g(a) + f(a)g

(a)
= ( )f(a)g(a) + ( + 1)f(a)g

(a)
+ ( 1)f

(a)g(a) + ( )f

(a)g

(a)
= ( 1)(f

(a)g(a) f(a)g

(a))
Since this has to occur for all functions f, g satisfying the boundary conditions, we
must have = 1. This is a necessary condition, and is also sucient.
6. (2) Section 5.3 # 12
Solution: Assuming g C
1
, a direct application fof integration by parts yields
_
b
a
f

gdx = f

b
a

_
b
a
f

dx
which is the desired result.
7. (6) Section 5.4 # 1
Solution:
(a) Yes, using the Ratio Test.
(b) The n
th
partial sum is
1(x
2
)
n+1
1+x
2
. Then
max
1x1

1
1 + x
2

1 (x
2
)
n+1
1 + x
2

= max
1x1

(x
2
)
n+1
1 + x
2

1
2
for all n. So it does not converge uniformly.
Math 3073: Assignment 5 31
(c) For L
2
convergence, we consider Theorem 3, which gives L
2
convergence pro-
vided
_
1
1

1
1 + x
2

2
dx =
1
2
+

4
is nite, which it obviously is. (try Maple or a trig substitution.)
8. (3) Section 5.4 # 4
Solution: For convergence to 0 in the L
2
sense, we evaluate, for l large enough to
cover the support of g
n
,
_
l
l
|g
n
(x)|
2
dx =
_
2l
n
2
n odd
2l
n
2
n even
Since this goes to 0 as n , g
n
converges in the L
2
sense. However, g
n
(x) does
not converge to 0 pointwise, since g
n
(1/4) alternates between 0 and 1 for large values
of n, and therefore does not converge to anything at that point.
9. (9) Section 5.4 # 8
Solution: For the Fourier sine series, X(0) = X(l) = 0.
(a) f(x) = x
3
on (0, l). The Fourier sine series does not converge uniformly, since
f does not satisfy the boundary conditions. It does converge pointwise because
f is C
2
, and in the L
2
sense since f is bounded.
(b) f(x) = lx x
2
on (0, l). The Fourier sine series converges uniformly since
f

(x) = 2 and f(0) = f(l) = 0. It converges pointwise since f is C


2
and in
the L
2
sense because f is bounded.
(c) f(x) = x
2
on (0.l). The Fourier sine series does not converge uniformly since f
is not continuous at 0, nor pointwise for the same reason. It does not converge
in the L
2
sense because
_
l
0
x
4
dx =
1
3
x
3

l
0
= .
Math 3073: Assignment 5 32
10. (4) Section 5.4 # 13
Solution: From Question 5.1.5(a), with solution in the back, we have
x
2
=
l
2
3
+
4l
2

n=1
(1)
n
n
cos
nx
l
.
Then Parsevals equality gives

n=0
|A
n
|
2
_
l
0
|X
n
(x)|
2
dx =
_
l
0

x
2

2
dx,
where A
0
=
l
2
3
, A
n
=
(1)
n
4l
2
n
2

2
, and
_
l
0
|X
n
(x)|
2
dx =
l
2
.
Therefore
l
5
5
=
_
l
0

x
2

2
dx =
_
l
2
3
_
2
l +
_
4l
2

2
_
2
l
2

n=1
1
n
4
.
Thus

n=1
1
n
4
=
_
l
5
5

l
5
9
_

2
8l
5
=

2
90
.
Math 3073: Midterm 33
3 Midterm
1. (2) For each of the following PDEs, state whether it is i) linear or nonlinear and ii) homo-
geneous or nonhomogeneous.
(a) u
x
+ u
y
+ 1 = 0
(b) u
t
u
xxt
+ uu
x
= 0
(c) iu
t
u
xx
+ u/x = 0
(d) u
yy
= c
2
u
xx
+ ue
(xy)
2
Solution:
(a) linear, nonhomogeneous
(b) nonlinear, homogeneous
(c) linear, homogeneous
(c) linear, homogeneous
2. (4) Sketch and label the regions where the following PDE is elliptic, hyperbolic, and parabolic:
u
xx
2xyu
xy
+ u
yy
= 0 x, y R
Solution: Let D = (xy)
2
(1)(1). Then D = 0 when y = 1/x. So the PDE is
parabolic on those curves. When |y| > 1/x, the equation is hyperbolic, and when
|y| < 1/x it is elliptic.
>0 >0
>0 >0
<0
Math 3073: Midterm 34
3. (4) Solve:
xu
x
+ (x
2
+ 1)u
y
= 0 x > 0, y R
u(1, y) = sin y
Solution: To nd the characteristic curves, let dy/dx = (x
2
+1)/x = x+1/x. Then
y = x
2
/2 + ln |x| + C. So C = y x
2
/2 ln x. Thus u(x, y) = f(y x
2
/2 ln x).
Since u(1, y) = f(y 1/2) = sin y, we conclude that f(r) = sin(r + 1/2). Therefore
u(x, y) = sin(y x
2
/2 ln x + 1/2).
4. (6) Solve the following:
u
t
= ku
xx
x R, t > 0
u(x, 0) = e
x
2
/4k
x R
Note: this can be solved exactly.
Solution: We know that the solution of the diusion equation has the form u(x, t) =
_
R
K(xy, t)(y)dy, where is the initial condition and K(x, y) =
1

4kt
e
x
2
/4kt
. To
solve for this exactly, we must be able to integrate. So we will focus on the exponent
in the integrand. By completing the square, we have

(x y)
2
4kt

y
2
4k
=
t + 1
4kt
_
y
x
t + 1
_
2

x
2
4k(t + 1)
.
So,
u(x, t) =
e

x
2
4k(t+1)

4kt
_
R
e

t+1
4kt
(y
x
t+1
)
2
dy.
With the substitution p =
_
t+1
4kt
(y
x
t+1
), the integral evaluates to

4kt

t+1

. So
u(x, t) =
1

t + 1
e

x
2
4k(t+1)
.
Math 3073: Midterm 35
5. (6) Solve the following and simplify the answer:
u
tt
c
2
u
xx
= t x, t R
u(x, 0) = x
2
x R
u
t
(x, 0) = 1 + x x R
Solution: We know the solution of the wave equation is
u(x, t) =
1
2
((x + ct) + (x ct)) +
1
2c
_
x+ct
xct
(s)ds +
1
2c
_
t
0
_
x+ctcs
xct+cs
f(y, s)dyds,
where , are the initial conditions, and f is the forcing term. By substituting the
terms into the above expression, we have
u(x, t) = x
2
+ c
2
t
2
+ t + xt +
t
3
6
.
6. (8) For the following eigenvalue problem, nd all real eigenvalues and corresponding eigen-
functions.
X

= X, X

(0) + X(0) = 0, X

() + X() = 0
For two bonus marks, are there any complex eigenvalues? Justify.
Solution:
> 0: Let =
2
. Then X = Acos x + B sin x, and
X

+ X = (A + B) cos x + (B A) sin x.
Applying the boundary conditions gives A = B and B(1 +
2
) sin = 0.
So = n, and A = nB. So
n
= n
2
and X
n
= ncos nx + sin nx for
n = 1, 2, 3, . . . .
= 0: X = Ax + B and X

+ X = Ax + A + B. Applying the boundary


conditions gives A + B = 0 and A = 0, so there is no non-zero solution, and
hence no eigenfunction.
Math 3073: Midterm 36
< 0: Let =
2
. Then X = Ae
x
+ Be
x
, and
X

+ X = A(1 + )e
x
+ B(1 )e
x
.
Applying the boundary conditions gives A(1 + ) + B(1 ) = 0 and B(1
)(e
2
1) = 0. Since = 0, the only solution is = 1, so = 1, and A = 0
with B being free, so X = e
x
.
C : Let =
2
where C. It follows directly from the steps above
that = 1 or = ni. Both of these imply R.
Math 3073: Final Exam 37
1. Consider the following PDE: u
ss
6u
sr
= 0.
(a) (1) Classify as elliptic, parabolic, or hyperbolic.
(b) (4) Complete the square to write in standard form. Use x and t as the new variables.
(c) (6) With respect to the new variables, consider the following initial conditions:
u(x, 0) = sin x and u
t
(x, 0) = 0, for x R. Solve for u in terms of x and t.
(d) (1) Use the above solution to solve for u in terms of r and s.
2. (10) Solve:
u
t
= 2u
xx
, 0 < x < , 0 < t <
u(0, t) = u(, t) = 0
u(x, 0) = e
x
0 < x <
3. (10) Solve:
u
tt
= 9u
xx
, 0 < x < , 0 < t <
u(0, t) = u(x, 0) = u
x
(, t) = 0
u
t
(x, 0) = cos 2x 0 < x <
4. (10) Solve u
xx
+u
yy
= 0 on the wedge x
2
+y
2
< a
2
, x > 0, y > 0 with the following boundary
conditions: u = 0 on x = 0 and y = 0, and u
r
= 1 on r = a.
5. (10) Show directly that the eigenvalues of the operator
d
2
dx
2
with boundary conditions
X() X

() = X(0) + X

(0) = 0 are real and negative.


6. (8) Prove the comparison principle for the diusion equation, u
t
= ku
xx
: If u and v are two
solutions, and if u v for t = 0, x = 0 and x = l, then u v for t 0 and 0 x l.
Helpful formulae:
_

0
e
x
sin axdx =
a + e

(sin a a cos a)
1 + a
2
_

0
sin
2
axdx =
a cos a sin a
2a
_

0
e
x
cos axdx =
1 + e

(a sin a + cos a)
1 + a
2
_

0
cos
2
axdx =
a + cos a sin a
2a
_

0
cos 2x sin axdx =
a(cos a 1)
4 a
2
_

0
cos 2x cos axdx =
a sin a
a
2
4

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