University of Alberta

Math 337 Q1, Introduction to Partial Dierential Equations, Winter 2011

Assignment # 2, Due time: 4:00 pm, Friday July 15 2011

1. Exercises 2.3: 2.3.3. Consider the heat equation u 2u = k 2, t x subject to the boundary conditions u(0, t) = 0 and u(L, t) = 0.

Solve the initial value problem if the temperature is initially (a) u(x, 0) = 6 sin 9x L { 1, 0 < x L/2, (d) u(x, 0) = 2, L/2 < x < L. Solution. Recall that for the heat equation with zero Dirichlet boundary conditions and initial condition f (x), we have u(x, t) = if u(x, 0) = f (x) = with coecients 2 Bn = L
0 n=1 n=1 L

Bn e( L )

n 2

kt

sin

nx , L

Bn sin

nx , L

f (x) sin

nx dx. L

(a) Since u(x, 0) = 6 sin 9x , we have B9 = 6 and Bn = 0 for n = 9. Thus, u(x, t) = L 6e(9/L)
2 kt

sin 9x . L

(d) Since u(x, 0) =

1, 2,

0 < x L/2, L/2 < x < L,

Bn = = = = = and so u(x, t) =
n=1

2 L 2 L

u(x, 0) sin [0
L/2

] nx dx 2 sin L 0 L/2 [ ] L 2 nx L/2 2L nx L cos | cos | L n L 0 n L L/2 2 n [1 + cos 2 cos n] n 2 2 n [1 + cos 2(1)n ], n 2 nx dx + 1 sin L
L

nx dx L

Bn e( L )

n 2

kt

sin

n 2 nx 2 n nx = [1 + cos 2(1)n ]e( L ) kt sin . L n 2 L

n=1

2. Exercises 2.3 : 2.3.8. Consider 2u u = k 2 u t x This corresponds to a one-dimensional rod either with heat loss through the lateral sides with outside temperature 0o ( > 0, see Exercise 1.2.4) or with insulated lateral sides with a heat sink proportional to the temperature. Suppose that the boundary conditions are u(0, t) = 0 and u(L, t) = 0.

(a) What are the possible equilibrium temperature distributions if > 0? (b) Solve the time-dependent problem [u(x, 0) = f (x)] if > 0. Analyize the temperature for large time (t ) and compare to part (a). Solution. (a) Let u(x, t) = u(x). Then the PDE becomes k d u u = 0 and boundary dx2 conditions become u(0) = 0 and u(L) = 0. If > 0, then u(x) = c1 e /kx + c2 e /kx . Then u(0) = 0 implies c1 + c2 = 0, and u(L) = 0 implies c1 e /kL + c2 e /kL = 0. Thus, c1 = c2 = 0 and u(x) 0 is the only equilibrium solution. (b) Method 1. Let u(x, t) = (x)G(t). Then (0) = (L) = 0, and (x) dG(t) d2 (x) = kG(t) (x)G(t). dt dx2 2
2

So, 1 dG(t) 1 d2 (x) + = := . kG(t) dt k (x) dx2 Then we get the following two ODEs: 1. 1 d2 (x) := , (x) dx2 which have eigenvalues: n = and eigenfunctions n (x) = sin 2. 1 dG(t) + = , kG(t) dt k which can be solved for each n = 1, 2, 3, , by G(t) = ce(n k+)t . Thus, u(x, t) =
n=1

( n )2 L

n = 1, 2, 3, ,

nx , L

n = 1, 2, 3, ;

Bn e(n k+)t sin

n 2 nx nx = Bn et e( L ) kt sin . L L

n=1

Method 2. Let u(x, t) = et v(x, t). Then v(x, t) = et u(x, t). It is easy to see that v(s, t) satises

v(x, t) t

u(x, t) + et u(x, t) t 2 u(x, t) = et (k u(x, t) + u(x, t)) x2 2 v(x, t) 2 et u(x, t) )=k = k( x2 x2 = et

and v(0, t) = 0, v(L, t) = 0 and v(x, 0) = u(x, 0) = f (x). Thus, v(x, t) satises the heat equation with initial condition f (x) and zero Dirichlet boundary conditions and so v(x, t) =
n=1

Bn e( L )

n 2

kt

sin

nx L

with Bn =

2 L

L
0

f (x) sin nx dx. Therefore, we have L u(x) = et v(x, t) = et

n=1
n Bn e( L ) 2

kt

sin

nx . L

From this form of u(x, t), we can see that limt u(x, t) = 0, that is u(x, t) goes to the equilibrium solution 0 as t goes to . 3. Exercises 2.4: 2.4.1 Solve the heat equation
u t

= k u , 0 < x < L, t > 0, subject to x2 u (0, t) = 0 x u (L, t) = 0 x t>0 t > 0.

(a) u(x, 0) =

0, x < L/2, 1, x > L/2. Solution. Recall that for heat equation with initial condition u(x, 0) = f (x) and zero

Neumann boundary conditions, the solution u(x, t) = A0 + with coecients A0 =

1 L n=1

An e( L )

n 2

kt

cos

nx L

L
0

f (x)dx and n = 1, 2, 3, .

2 L nx f (x) cos dx, L 0 L { 0, x < L/2, (a) Since u(x, 0) = f (x) = 1, x > L/2. An = 1 A0 = L similarly, 2 An = L Thus,
L

1 f (x)dx = L

(
0

L/2

0dx +

) 1dx = 1/2,

L/2

cos
L/2

2 sin n nx 2 L nx L 2 dx = sin |L/2 = , L L n L n

n = 1, 2, 3, .

1 2 sin n ( n )2 kt nx 2 u(x, t) = + e L cos . 2 n L

n=1

4. Exercises 2.4: 2.4.2. Solve

u t u = k x2 with u x (0, t)

= 0, u(L, t) = 0, u(x, 0) = f (x). For this problem you may

assume that no solutions of the heat equation exponentially grow in time. You may also guess appropriate orthogonality conditions for the eigenfunctions. Solution. Let u(x, t) = (x)G(t). By the method of separation of variables, we transfer the PDE into two ODEs: 1.
dG(t) dt

= kG(t) which can be soled by G(t) = ekt (because we assume that no

solutions of the heat equation exponentially grow in time, we can assume that 0. Otherwise, G(t) will exponentially grow in time); 2.
d2 (x) dx2

= (x) with

d dx (0)

= 0 and (L) = 0.

If > 0, the general of this second order ODE can be written as (x) = c1 cos( x) + c2 sin( x). d Then dx (0) = 0 implies c2 = 0 and so (x) = c1 cos( x). Then, (L) = 0 implies L = (2n 1) for n = 1, 2, 3, . So, for each n = 1, 2, 3, , eigenvalue is 2 ( n = and the corresponding eigenfunction is (( n (x) = cos ) ) n 1 x 2 . L (n 1 ) 2 L )2

If = 0, the general of this second order ODE can be written as (x) = c1 + c2 x. Then
d dx (0)

= 0 implies c2 = 0 and (x) = c1 . Then (L) = 0 implies c1 = 0, and So,

(x) 0 and u(x, t) 0. Thus can not be zero. Therefore, u(x, t) =

n=1 (

(n 1 ) 2
L

)2 kt

cn e

) 1 n 2 x cos . L

{ } 1 (n 2 )x We can guess the orthogonality of cos , n = 1, 2, 3, , and get L 2 cn = L since

0

) 1 n 2 x f (x) cos dx L

( cos2

) 2(n 1 )x L 1 2 n 2 x 1 + cos L L dx = dx = . L 2 2 0

5. Exercises 2.5 : 2.5.1. Solve Laplaces equation inside a rectangle 0 x L, 0 y H, with the following boundary conditions: (b) (c)
u x (0, y) u x (0, y)

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

Solution. (b) Let u(x, y) = h(x)(y). Then the boundary conditions imply h (L) = 0 and (0) = (H) = 0. The rst ODE is (y) = (y) with boundary conditions (0) = (H) = 0. For each n = 1, 2, 3, , eigenvalues are n = and eigenfunctions are n (y) = sin ny . H ( n )2 H ,

For each n = 1, 2, 3, , the second ODE becomes h (x) =

( n )2 H

h(x)

with h (L) = 0. The general solution can be written as h(x) = a1 cosh So, h (x) = a1 n n(x L) n n(x L) sinh + a2 cosh . H H H H 6 n(x L) n(x L) + a2 sinh . H H

Then h (L) = 0 implies a2 = 0, and so h(x) = a1 cosh n(xL) . Thus H u(x, y) = and
n=1

An cosh

ny n(x L) sin H H

n n(x L) ny u(x, y) = An sinh sin . x H H H

n=1

So,

n(L) ny n u(0, y) = g(y) = sinh sin An x H H H

n=1

implies, for each n = 1, 2, 3, , n n(L) 2 An sinh = H H H that is, An = 2 n sinh

n(L) H

g(y) sin

ny dy H

g(y) sin

ny dy. H

(c) Let u(x, y) = h(x)(y). The boundary conditions become h (0) = 0, (0) = (H) = 0. The rst ODE reads (y) = (y) with (0) = (H) = 0. Thus, for each n = 1, 2, 3, , eigenvalues are n = and eigenfunctions are sin ny . H ( n )2 H

So, for each n = 1, 2, 3, , the second ODE reads h (x) = ( n )2 H h(x)

with h (0) = 0. So, the general solution can be written as h(x) = a1 cosh Then h (x) = a1 n nx n nx sinh + a2 cosh H H H H 7 nx nx + a2 sinh . H H

and h (0) = 0 implies a2 = 0. So, h(x) = a1 cosh nx . H Thus, u(x, y) =

n=1

An cosh
n=1

nx ny sin . H H nL ny sin . H H

u(L, y) = g(y) = So, for each n = 1, 2, 3, ,

An cosh

2 An = H cosh nL H 6. Exercises 3.2: 3.2.2 (b)+(d)

g(y) sin

ny dy. H

For the following functions, sketch the Fourier series of f (x) (on the interval L x L) and determine the Fourier coecients: (b) f (x) = ex , Solution. (b) For f (x) = ex , its Fourier series can be sketched as follows:
6

| | x | | | | 3L

| | x | | | | L

| | x | | | | L

| | x | | | | 3L

| 5L

| 5L

Figure 1: Fourier series of f (x)

1 a0 = 2L

ex dx =

1 2 sinh L [ex ]|L = [eL eL ] = . L 2L L L

an = = = = = = so, ( )

1 L

ex cos
x

1 n 1 n

nx dx L

[e

nx L sin ]| + L L nx dx L nx L

) nx x sin e dx L L
L

ex sin
L

L (n)2

ex d cos

) L L nx L nx x x [e cos ] + dx e cos (n)2 L L L L ) L ( L (e eL ) cos(n) + Lan , 2 (n)

L2 1+ (n)2

an =

L 2L (eL eL ) cos(n) = (1)n sinh(L) 2 (n) (n)2 2L (1)n sinh(L). L2 + (n)2

and an = Similarly, we can get 1 bn = L

0 L

ex sin

nx 2n dx = 2 (1)n sinh(L). L L + (n)2

7. Exercise 3.3: 3.3.2 (b) For the following functions, sketch the Fourier sine series of f (x) and determine its Fourier coecients. 1, 3, (b) f (x) = 0, Solution. x < L/6, L/6 < x < L/2. x > L/2

(b) The Fourier sine series can be sketched as follows:

3 1 L | L/2 | | x | | L/6 x | -1 | | x | -3

| x |

| | x | | L/2

| | L/6

| L

Figure 3: Fourier sine series of f (x)

Bn = = = 8. Exercise 3.3: 3.3.5 (a).

2 L

f (x) sin

2 L/6 2 L/2 nx nx dx + dx sin 3 sin L 0 L L L/6 L ( n ) ( n )] 1 [ 2 6 cos + 4 cos . n 2 6

nx dx L

For the following functions, sketch the Fourier cosine series of f (x) and determine its Fourier coecients: (a) f (x) = x2 . Solution. A0 = L2 , 3 An = 4L2 (1)n . (n)2

The Fourier cosine series of f (x) can be sketched as follows:

10

6 y

L2

| 3L

| 2L

| L

| 2L

| 3L

Figure 4: Fourier cosine series of f (x)

11