Example Sheet 6 Solutions

1. We need to show that

(f g) = f g + f 2 g.
By expanding the gradient operator and computing the dot product for Cartesian
coordinates in two dimensions we have
   
g g
(f g) = i +j if + jf ,
x y x y
   
g g
= f + f ,
x x y y
f g 2 g f g 2g
= +f 2 + + f 2,
x x x y y y
2
= f g + f g,
as required.
2. (i) Let
Z
I= v (pu) u (pv) dx.
D | {z }
=(pv)

Then using the expression from Qu 1, we have

Z



I= v p u + p2 u u p v + p2 v dx.
D

We can also write the Laplacian terms as

pv2 u = (pvu) (pv) u,
pu2 v = (puv) (pu) v.
Therefore
Z
I= vp u + (pvu) (pv) u . . .
D
up v (puv) + (pu) v dx,

then by product rule we have

Z
I=   pv 
 u + (pvu) 
vp
  u 
vp  u . . .
D
  
  v (puv) + 
up 
 v + 
up 
 v dx,
pu 
Z
= (pvu puv) dx,
ZD
= p (vu uv) n ds
D

by the divergence theorem.

1
(ii) We require L such that

hv, Lui = hL , ui

with

L = (p) + q.

This is hard directly, but note that since

Z
I= v (pu) u (pv) dx,
Z D

= v (pu) u (pv) + vqu uqv dx,

D | {z }
add zero
Z
= v (pu) u (pv) + vqu u(qv) dx,
ZD
= v ( (pu) + qu) u( (pu) + qu) dx,
D

but also from (i)

Z
I= p (vu uv) n ds.
D

Therefore
Z Z
vLu uL v dx = p (vu uv) n ds, ()
D D

where

L = (p) + q,

with

B = {(x)u + (x)n u = 0, x D} .

We now must choose B (in terms of v) such that the RHS of () is zero.
Z Z
p (vu uv) n ds = p (vn u un v) ds,
D D
Z    
u
= p v un v ds,
D
Z
p
= u (v + n v) ds,
D
Z
p

= u v + n v ds,
D

so we choose

B = v + n v = 0, x D .

2
 (iii) For L to be Self-adjoint we require p, q, , to be real functions.

3. Because the domain is rectangular, it is sensible to use Cartesian coordinates. The

eigenvalue problem is the following then: Solve
2 2
+ 2 + = 0
x2 y
subject to the BCs which for simplicity here we shall take as zero temperature (heat)
or pinned (membrane), i.e.

(x, 0) = 0, (x, H) = 0,
(L, y) = 0, (L, y) = 0

for x [0, L] and y [0, H]. This itself is a linear homogeneous BVP which suggest
we can use separation of variables (again, since we have already done this in time).
As such pose the solution

(x, y) = X(x)Y (y)

Substituting this form into the ODE and dividing by X(x)Y (y) yields the form
X (x) Y (y)
= =
X(x) Y (y)
where we choose the form of the RHS so as to give oscillatory solutions for > 0
(see sheet). We thus have two separate eigenvalue problems to solve, now in one
dimension:

X (x) + X(x) = 0, X(0) = 0, X(L) = 0,

Y (y) + ( )Y (y) = 0, Y (0) = 0, Y (H) = 0. ()

Furthermore we have already dealt with this case. The eigenvalues are
 n 2
n = , n = 1, 2, 3, ...
L

noting that for this problem zero is not an eigenvalue. The associated eigenfunctions
are
 nx 
Xn (x) = sin .
L
Each value of n gives a separate eigenvalue problem (). We therefore obtain a
infinite set of eigenvalues associated with each n . Therefore we use a double
subscript, giving
 m 2
mn n = , m = 1, 2, 3, ...
H
with associated eigenfunction
 my 
Ym (y) = sin .
H

3
 Thus the two dimensional eigenfunctions are
 nx   my 
mn (x, y) = sin sin
L H
with associated eigenvalues
 m 2  n 2
mn = +
H L
with m, n = 1, 2, 3, ....
This allows us to write down the solution in the time domain in the following way.
For the heat equation, we know that we can write
X
X
u(x, y, t) = amn mn (x, y)emn t
m=1 n=1

and the constants amn would be determined by application of the initial condition
u(x, y, 0) = u0 (x, y), using orthogonality of the eigenfunctions. For the wave equation
we know that we can write
X
X
u(x, y, t) = mn (x, y)(amn ei mn t
+ bmn ei mn t
)
m=1 n=1

and the constants amn and bmn would, as in the heat equation case be determined
by applying the initial conditions in the time dependent problem.

4. For 2-D, the free-space Greens function is defined as

1
G2 (x, x0 ) = ln |x x0 |,
2
1

= ln (x x0 )2 + (y y0 )2 .
4
For x 6= x0 we have

G2 1 (x x0 )
= ,
x 2 ((x x0 )2 + (y y0 )2 )
2
G2 1 (x x0 )2
= ,
x2 2 ((x x0 )2 + (y y0 )2 ) ((x x0 )2 + (y y0 )2 )2
G2 1 (y y0 )
= ,
y 2 ((x x0 )2 + (y y0 )2 )
2
G2 1 (y y0 )2
= ,
y 2 2 ((x x0 )2 + (y y0 )2 ) ((x x0 )2 + (y y0 )2 )2

so

1 (x x0 )2 + (y y0 )2
2x G2 = =0
((x x0 )2 + (y y0 )2 ) ((x x0 )2 + (y y0 )2 )2

4
 as required.
For 3-D, the free-space Greens function is given by
1
G3 (x, x0 ) = ,
4|x x0 |
1
= p .
4 (x x0 ) + (y y0 )2 + (z z0 )2
2

Again, differentiating gives

G3 (x x0 )
= 3 ,
x 4 ((x x0 )2 + (y y0 )2 + (z z0 )2 ) 2
2 G3 1 3(x x0 )2
= 3 5 ,
x2 4 (. . .) 2 4 (. . .) 2

and similarly for y and z. Therefore summing these terms gives

2x G3 = 0

as required.

5. The integral at infinity is

Z
I= (G(x, x0 )x0 u(x0 ) u(x0 )x0 G(x0 , x)) n ds.
D

The integral is a parameterization of the curve D in x0 space. Let

x0 = x + r,
(
r(cos , sin ), (2D)
r=
r(cos sin , sin sin , cos ), (3D)

Since we expect to push the boundary out to infinity , WLOG let us take our origin
at x0 = x (i.e. work in (r, , ) coordinates) and also take D to be a circle of radius
R .
For the 2D case, n = er , ds = r d and
G G2 1
n x0 G = = = .
r r 2r
Hence
Z 2   
1 u 1 
I lim ln r u r  d = 0,
R 0 2 r 2r r=R

for zero contribution, hence

 
u 
lim r ln r u  =0
R r r=R

5
 as required.
For the 3D case, n = er , ds = r 2 sin d and
G G3 1
n x0 G = = = .
r r 4r 2
Hence
Z 2 Z   
1 u 1 2

I lim u r sin  d d,
R 0 0 4r r 4r 2 
r=R
Z 2  
1 u 
= lim r + u  d = 0,
R 0 2 r r=R

for zero contribution, hence

 
u 
lim r + u  =0
R r r=R

as required.

6. Using method of images, try a solution of the form

A
G(x, x0 ) = G2 (x, x0 ) + ln |x x1 |,
2
for x1 = (x1 , y1 ). By applying the given boundary condition on x = 0 we have
 1
A

Gx=0 = ln x20 + (y y0 )2 + ln x21 + (y y1 )2 .
4 4
Therefore choose y1 = y0 , A = 1 and x1 = x0 (we cannot have x1 = x0 since this
just eliminates the existing source x). Therefore
 
1 (x x0 )2 + (y y0 )2
G(x, x0 ) = ln .
4 (x + x0 )2 + (y y0 )2

7. Using method of images, try a solution of the form

A
G(x, x0 ) = G2 (x, x0 ) + ln |x x1 |.
2
Differentiating and applying the boundary condition at y = 0 gives
 
G  1 (y y0 ) A (y y1 ) 
= + ,
y y=0 2 |x x0 |2 2 |x x1 |2 y=0
y0 Ay1
= .
2 ((x x0 ) + y0 ) 2 ((x x1 )2 + y12)
2 2

We require x1 = x0 , A = 1 and y1 = y0 (again cannot have y1 = y0 since this

eliminates the existing source). Therefore
1 


G(x, x0 ) = ln (x x0 )2 + (y y0 )2 (x x0 )2 + (y + y0 )2 .
4

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8. By symmetry, we expect to require 3 image sources at

x1 = (x0 , y0 ), x2 = (x0 , y0 ), x3 = (x0 , y0 ).

Therefore, G will be of the form

1
A1

G(x, x0 ) = ln (x x0 )2 + (y y0 )2 + ln (x x0 )2 + (y + y0 )2 . . .
4 4
A2
A3

+ ln (x + x0 ) + (y + y0 )2 +
2
ln (x + x0 )2 + (y y0 )2 .
4 4
Applying the boundary condition G = 0 at x = 0 gives
1 



ln x20 + (y y0 )2 + A3 ln x20 + (y y0 )2 + (A1 + A2 ) ln x20 + (y + y0 )2 = 0.
4
Therefore A3 = 1 and A2 = A1 . Applying the boundary condition at y = 0 gives
1 


ln (x x0 )2 + y02 ln (x + x0 )2 + y02 . . .
4


+A1 ln (x x0 )2 + y02 A1 ln (x + x0 )2 + y02 = 0.

Therefore A1 = 1 and
 
1 [(x x0 )2 + (y y0 )2 ] [(x + x0 )2 + (y + y0 )2 ]
G(x, x0 ) = ln .
4 [(x x0 )2 + (y + y0 )2 ] [(x + x0 )2 + (y y0 )2 ]