MATH20401(PDEs) Tony Shardlow Answer Sheet Part II

1. (a) X

X = 0 with X(0) = X() = 0,

= 0 gives X

= 0, so X(x) = a +bx for some constants a, b.

BCs give X(0) = a = 0, so a = 0.
X() = b = 0 and = 0, so b = 0.
Hence X(x) 0. Therefore = 0 is not an eigenvalue as X(x) is zero and
trivial. Eigenfunctions cannot equal zero.
> 0 with =
2
= 0, gives X

2
X = 0, so X(x) = ae
x
+be
x
.
BCs give X(0) = a +b = 0 so b = a
and X() = ae

+ be

= 0 and hence a(e

) = 0 so that a = b = 0
(since e

= 0).
Hence X(x) 0. > 0 are never eigenvalues as they give trivial eigenfunctions.
< 0, with =
2
= 0, gives X

+
2
X = 0, so X(x) = a cos(x) + b sin(x)
for some a, b.
BCs give X(0) = a cos 0 +b sin 0 = a = 0, so a = 0,
and X() = b sin() = 0,
To have b = 0, we assume that sin() = 0.
That is, if = n for integers n then X(x) = b sin(nx/).
Finally, the eigenvalues
n
= (n/)
2
for n = 1, 2, . . . and the corresponding
eigenfunctions X
n
(x) = sin(nx/). We drop the constant b, as eigenfunctions are
only dened upto scalar multiplication. Only positive values n = 1, 2, . . . are used
as n = 0 gives trivial function and n give the same eigenfunction upto scalar
multiplication; i.e., sin(nx/) = sin(nx/)
(b) Y

Y = 0 with Y

(0) = Y

(l) = 0, taking Y = Y (y):

= 0 gives Y

= 0, so Y = a + by. BCs give Y

(0) = b = 0, so b = 0, and
Y

() = b = 0, so b = 0 (again). Thus any value of a = 0 gives a solution

Y (y) = a if = 0.
> 0, with =
2
= 0, gives Y

2
Y = 0, so Y (y) = ae
y
+be
y
.
BCs give Y

(0) = a b = 0 so b = a
and Y

() = ae

be

= 0. Hence and a(e

) = 0 so that a = b = 0
(since e

= 0). Hence Y (y) 0. Not an eigenvalue.

< 0, with =
2
= 0, gives Y

+
2
Y = 0, so Y (y) = a cos(y) +b sin(y).
BCs give Y

(0) = a sin 0 +b cos 0 = b = 0, so b = 0, and

Y

() = a sin() = 0, so it is possible to have a = 0 only if sin() = 0.

That is, if = n for n = 1, 2, . . . then Y (y) = a cos(ny/).
Hence we nd the eigenvalues,
n
= (n/)
2
for n = 0, 1, 2, . . . and corresponding
eigenfunctions, Y
n
(y) = cos(ny/). (Note: this is the constant 1 for n = 0).
Eigenfunctions are only dened upto scalar multiplication, so we need only put a = 1.
MATH20401(PDEs): Answer Sheet II: Page 1
(c) Z

Z = 0 with Z

(0) = Z(l) = 0, taking Z = Z(z):

= 0 gives Z

= 0, so Z(z) = a + bz. BCs give Z

(0) = b = 0, so b = 0, and
Z() = a = 0, so a = 0. Hence Z(z) 0.
> 0, with =
2
= 0, gives Z

2
Z = 0, so Z(z) = ae
z
+be
z
.
BCs give Z

(0) = a b = 0 so b = a
and Z() = ae

+be

= 0. Hence a(e

+e

) = 0 so that a = b = 0 (since
e

+e

= 0). Hence Z 0. Not an eigenvalue.

< 0, with =
2
= 0, gives Z

+
2
Z = 0, so Z(z) = a cos(z) +b sin(z).
BCs give Z

(0) = a sin 0 +b cos 0 = b = 0, so b = 0,

and Z() = a cos() = 0, so it is possible to have a = 0 only if cos() = 0.
That is, if = (n +
1
2
) for integers n, then Z(z) = a cos
_
(n +
1
2
)z/
_
.
Hence we nd the eigenvalues,
n
=
_
(n +
1
2
)/
_
2
for n = 0, 1, 2, . . . and the
corresponding eigenfunctions, Z
n
(z) = cos
_
(n +
1
2
)z/
_
. Negative values of n are
excluded as they repeat eigenvalues.
(d) F

F = 0 with F(0) = F

() = 0, taking F = F(f):
= 0 gives F

= 0, so F = a + bf . BCs give F(0) = a = 0, so a = 0, and

F

() = b = 0, so b = 0. Hence F 0. Not an eigenvalue.

> 0, with =
2
= 0, gives F

2
F = 0, so F(f) = ae
f
+be
f
.
BCs give F(0) = a +b = 0 and F

() = ae

be

= 0, so b = a
and a(e

+e

) = 0 so that a = b = 0 (since e

+e

= 0). Hence F 0.
Not an eigenvalue.
< 0, with =
2
= 0, gives F

+
2
F = 0, so F(f) = a cos(f) +b sin(f).
BCs give F(0) = a cos 0 +b sin 0 = a = 0, so a = 0, and
F

() = b cos() = 0, so it is possible to have b = 0 only if cos() = 0.

That is, if = (n +
1
2
) for integers n then F
n
(f) = b sin
_
(n +
1
2
)f/
_
.
Hence we nd the eigenvalues, =
_
(n +
1
2
)/
_
2
for n = 1, 2, . . .
and the corresponding eigenfunctions F
n
(f) = sin
_
(n +
1
2
)f/
_
. The choice n = 0
gives the trivial function and n give the same eigenfunction for the same choice of
n.
MATH20401(PDEs): Answer Sheet II: Page 2
2. We have: (1 +t)u
t
= u
xx
with the B.C.s: u(t, ) = 0 and u(t, ) = 0.
Separate Variables Assuming u(x, t) = T(t)X(x) gives (1 +t)T

X = TX

or
X

(x)
X(x)
=
1 +t

(t)
T(t)
=
with the B.C.s giving T(t)X() = 0 and T(t)X() = 0.
Eigenvalue problem So X

X = 0 and (1 +t)T

T = 0
with B.C.s: X() = 0 and X() = 0, since we want to have T(t) 0.
= 0 If = 0 then X(x) = ax +b.
BC X() = 0 gives b a = 0,
BC X() = 0 gives b + a = 0.Solve simultaneous equations to get a = b = 0.
Not an eigenvalue.
> 0 If =
2
> 0 then X(x) = ae
x
+be
x
.
BC X() = 0 gives ae

+be

= 0,
BC X() = 0 gives ae

+be

= 0
Solve simultaneous eqns to get a = be
2
and hence be
3
+ be

= 0,
leading to a = b = 0. Not an eigenvalue.
< 0 If =
2
< 0 then X(x) = a cos(x) +b sin(x) and the B.C.s give:
a cos() b sin() = 0
a cos() +b sin() = 0
_

_
a cos() = 0
b sin() = 0
_
There are two possibilities here: cos() = 0, in which case we can nd non-
trivial eigenfunctions with a = 0.
Or sin() = 0, in which case we can nd non-trivial eigenfunctions with b = 0.
Case 1 cos() = 0. Then = (n + 1/2) for integers n. In this case b = 0
and a = 0 so X(x) = a cos(x)
Case 2 sin() = 0. Then = n for integers n. In this case a = 0 and
b = 0, so X(x) = b sin(x).
Putting everything together by setting m = 2n + 1 for case 1 and m = 2n for
case 2, the eigenvalues values are

m
=
_
1
2
m

_
2
, m = 1, 2, 3, . . . ,
with corresponding eigenfunctions
X
m
(x) =
_
sin(
1
2
mx/), m = 2n even
cos(
1
2
mx/), m = 2n + 1 odd.
Solution for T Correspondingly, we have
T

T
=

1 +t
so that ln T = ln(1 +t) + const. or T = const. (1 +t)

.
Ignoring constant multiples, the solutions are therefore
u
m
(t, x) = (1 +t)
(
1
4
m
2

2
/
2
)

_
sin(
1
2
mx/) : m even
cos(
1
2
mx/) : m odd
MATH20401(PDEs): Answer Sheet II: Page 3
Initial condition With initial condition u(0, x) = Acos(x/2), the solution is given
by the case m = 1. The solution
u(t, x) = A(1 +t)

1
4

2
/
2

cos
x
2
.
3. (a) The trig identity cos Acos B = (cos(AB) + cos(A+B))/2 gives
cos(nx/) cos(mx/) =
1
2
_
cos((n m)x/) + cos((n +m)x/)
_
.
It is simple to integrate over [0, ] and show that
_

0
cos(nx/) cos(mx/) dx =
_
0, n = m
/2, n = m.
The fact that the integral is zero for n = m is known as orthogonality. To determine
the Fourier coecient a
n
in
x =

n=0
a
n
cos
nx

multiply by cos(mx/) and integrate over (0, ):

_

0
xcos
mx

dx =

n=0
a
n
_

0
cos
nx

cos
mx

dx.
Notice that when n = m the terms in the sum are zero (because the integral is zero
due to orthogonality). Hence only one term remains from the sum, the case n = m
and so
_

0
xcos
mx

dx = a
m
_
l
0
cos
2
mx

dx
Using the rst part, for m = 0,
_

0
xdx =
2
/2 = a
0
a
0
= /2.
and for m > 0
_

0
xcos(mx) dx = a
m

2
where
_

0
xcos
mx

dx =
_
x

m
sin
mx

_

0

m
sin
mx

dx
=
_

m
_
2
_
cos
mx

0
=
_

m
_
2_
(1)
m
1
_
=
_
2
_

m
_
2
for m odd
0 for m even.
Writing m = 2k + 1 for m odd,

2
2
(2k + 1)
2

2
= a
2k+1

2
MATH20401(PDEs): Answer Sheet II: Page 4
or
a
2k+1
=
4
(2k + 1)
2

2
with a
2k
= 0 for the even case. Finally,
x =

2

k=0
4
(2k + 1)
2

2
cos
(2k + 1)x

.
(b) The calculation for
_

0
cos
(n +
1
2
)x

cos
(m+
1
2
)x

dx
is the similar to before, integrating after using the trig identity.
Now
=

n=0
a
n
cos
(n +
1
2
)x

Multiply by cos((m+ 1/2)x/) and integrate over (0, ):

_

0
cos
(m+
1
2
)x

dx =

n=0
a
n
_

0
cos
(n+
1
2
)x

cos
(m+
1
2
)x

dx
= a
m
_

0
cos
2
(m+
1
2
)x

dx,
where we use orthogonality to eliminate all terms in the sum with n = m. Evaluating:
_

0
cos
(m+
1
2
)x

dx =

(m+
1
2
)
_
sin
(m+
1
2
)x

0
=
(1)
m

m+
1
2
.
Hence
(1)
n

n +
1
2
= a
n

2
or a
n
=
2(1)
n
n +
1
2
and so =

n=0
2(1)
n
n +
1
2
cos
(n +
1
2
)x

.
4. Using the trigonometric identities
sin
2
(A) =
1
2
(1 cos(2A)), sin(A) sin(B) =
1
2
(cos(AB) cos(A+B))
It is easy to derive the orthogonality relation.
Now
f (x) =
_
+1 for 0 x <
1 for x 0
=

n=1
b
n
sin nx,
multiply by sin mx and integrate over [, ]
_

f(x) sin(mx) dx =

n=1
a
n
_

sin nxsin mxdx = a

m
.
Hence, the Fourier coecients
b
n
=
1

_
0

sin nxdx +
1

_

0
sin nxdx
=
1

_
_
cos nx
n
_
0

+
_

cos nx
n
_

0
_
=
1

_
1 (1)
n
n

(1)
n
1
n
_
=
2 [1 (1)
n
]
n
.
MATH20401(PDEs): Answer Sheet II: Page 5
If n be even let n = 2r then 1 (1)
2r
= 0, i.e. b
2r
= 0. If n be odd let n = 2r +1 then
b
2r+1
=
4
(2r + 1)
and
f (x) =
4

r=0
sin (2r + 1) x
2r + 1
5. Using the trigonometric identities
cos
2
(A) =
1
2
(1 + cos(2A)), cos(A) cos(B) =
1
2
(cos(AB) + cos(A+B))
It is easy to derive the orthogonality relation.
f (x) =
_
x for 0 x <
x for x 0
=

n=0
a
n
cos nx,
Multiply by cos mx and integrate over [, ]
_

f(x) cos(mx) dx =

n=0
a
n
_

cos nxcos mxdx =

_
a
0
2, m = 0
a
m
, m = 1, 2, . . .
Thus, the Fourier coecients
a
0
=
1
2
_
0

xdx +
1
2
_

0
xdx =
1
2
_

1
2
x
2
_
0

+
1
2
_
1
2
x
2
_

0
=
1
4
+
1
4
= /2.
a
n
=
1

_
0

xcos nxdx +
1

_

0
xcos nxdx
=
1

_
_
x
sin nx
n
_
0

_
0

sin nx
n
dx
_
+
1

__
x
sin nx
n
_

_

0
sin nx
n
dx
_
=
1
n
_
_

cos nx
n
_
0

cos nx
n
_

0
_
=
1
n
_
1 + (1)
n
n
+
(1)
n
1
n
_
= 2
(1)
n
1
n
2

.
If n be even let n = 2r then 1(1)
2r
= 0, i.e. a
2r
= 0. If n be odd let n = 2r +1 then
a
2r+1
=
4
(2r + 1)
2
.
Hence
f (x) =
1
2

4

r=0
cos (2r + 1) x
(2r + 1)
2
MATH20401(PDEs): Answer Sheet II: Page 6
6. The relevant orthogonality relations are
_
2
0
sin(nx) sin(mx) dx =
_
2
0
sin(nx) cos(mx) dx =
_
2
0
cos(nx) cos(mx) dx = 0
for n = m. Further
_
2
0
cos
2
(nx) dx =
_
2, n = 0,
1, n = 1, 2, . . .
,
_
2
0
sin
2
(nx) dx =
_
0, n = 0,
1, n = 1, 2, . . .
They are veried using trigonometric identities (as in the previous questions).
Now, for 0 < x < 2, we have the Fourier series
f (x) = 4 x
2
= a
0
+

n=1
a
n
cos(nx) +b
n
sin(nx).
Multiply by 1 = cos(0) and integrate over [0, 2] gives
2a
0
=
_
2
0
_
4 x
2
_
dx =
_
4x
1
3
x
3
_
2
0
=
16
3
Multiply by cos(nx) and integrate over [0, 2] gives
a
n
=
_
2
0
_
4 x
2
_
cos nxdx
=
_
_
4 x
2
_
sin (nx)
n
_
2
0
+
_
2
0
2x
sin (nx)
n
dx
=
2
n
_
_
x
cos (nx)
n
_
2
0
+
_
2
0
cos (nx)
n
dx
_
=
4
n
2

2
+
2
n
2

2
_
sin (nx)
n
_
2
0
=
4
n
2

2
,
Multiply by sin(nx) and integrate over [0, 2] gives
b
n
=
_
2
0
_
4 x
2
_
sin nxdx
=
_

_
4 x
2
_
cos (nx)
n
_
2
0

_
2
0
2x
cos (nx)
n
dx
=
4
n

2
n
_
_
x
sin (nx)
n
_
2
0

_
2
0
sin (nx)
n
dx
_
=
4
n
+
2
n
2

2
_
cos (nx)
n
_
2
0
=
4
n
.
Hence
4 x
2
=
8
3

4

n=1
cos (nx)
n
2
+
4

n=1
sin (nx)
n
.
7. We have u
t
= u
xx
with the B.C.s u(t, 0) = 0 and u
x
(t, a) = 0.
MATH20401(PDEs): Answer Sheet II: Page 7
Separate Variables Assuming u(x, t) = T(t)X(x) and that T(t) 0 gives T

X = TX

or
X

X
=
T

T
=
with the B.C.s giving T(t)X(0) = 0 and T(t)X

(a) = 0.
Eigenvalue problem So T

T = 0 and X

X = 0 with X(0) = X

(a) = 0.
If = 0 then X = ax +b with b = 0, a = 0 so that a = b = 0. Not an eigenvalue.
If =
2
> 0 then X = ae
x
+be
x
with a +b = 0, ae
a
be
a
= 0.
so that a = b = 0. Not an eigenvalue.
If =
2
< 0 then X = a cos(x) +b sin(x) and the B.C.s give:
a = 0 and b cos(a) a sin(a) = 0 so that a = 0 and b cos(a) = 0, allowing
b = 0 only if cos(a) = 0 or a = (
1
2
+n) for n = 0, 1, 2, . . . .
Thus eigenfunctions X
n
(x) = sin((
1
2
+ n)x/a) are found for the eigenvalues
n
=
((
1
2
+n)/a)
2
, n = 0, 1, 2, . . . ,
Solve for T Also, correspondingly, we have T

T = 0 so that T = const. e
t
. Then
u
n
(t, x) = e
((
1
2
+n)/a)
2
t
sin
(1/2 +n)x
a
.
These are all linearly independent so that we have an innite number of suitable
solutions.
Superposition An innite series solution is u =

n=0
b
n
e
((
1
2
+n)/a)
2
t
sin((
1
2
+ n)x/a),
where b
n
are to be determined.
Boundary condition at t = 0 when u(0, x) = a for 0 < x < a, gives
a =

n=0
b
n
sin((
1
2
+n)x/a).
Sturm-Liouville theory ensures that all of the eigenfunctions X
n
are orthogonal un-
der the inner product (p, q) =
_
a
0
p(x)q(x) dx
so that
_
a
0
a sin
_
(
1
2
+n)x/a
_
dx = b
n
_
a
0
sin
2
_
(
1
2
+n)x/a
_
dx.
Evaluating:
_
a
0
a sin
_
(
1
2
+n)x/a
_
dx = a
_

a
(
1
2
+n)
cos
_
(
1
2
+n)x/a
_
_
a
0
=
a
2
(
1
2
+n)
and
_
a
0
sin
2
_
(
1
2
+n)x/a
_
dx =
_
a
0
1
2
_
1 cos
_
2(
1
2
+n)x/a
__
dx
=
1
2
_
x
a
(1 + 2n)
sin ((1 + 2n)x/a)
_
a
0
=
1
2
a
This gives b
n
=
4a
(1 + 2n)
and nal solutions is
u(t, x) =

n=0
4a
(1 + 2n)
e
((
1
2
+n)/a)
2
t
sin
_
(
1
2
+n)x/a
_
.
MATH20401(PDEs): Answer Sheet II: Page 8
8.
u
xx
+u
yy
= 0 with u(0, y) = u(, y) = 0, u(x, 0) = 0 and u(x, 1) = :
Separate Variables Assuming u(x, y) = X(x)Y (y) we can use the PDE with u
xx
=
X

(x)Y (y) and u

yy
= X(x)Y

(y) to nd u
xx
+u
yy
= X

Y +XY

= 0.
Dividing by XY (assumed not equal to zero) gives
X

X
=
Y

Y
= .
Thus we have X

X = 0 and Y

+Y = 0
with constant because
X

X
is independent of y and
Y

Y
is independent of x.
The homogeneous boundary conditions give
u(0, y) = X(0)Y (y) = 0, u(, y) = X()Y (y) = 0, u(x, 0) = X(x)Y (0) = 0.
Since we seek XY = 0 this gives X(0) = X() = 0 and Y (0) = 0.
The boundary condition u(x, 1) = X(x)Y (1) = cannot be used being non-homogeneous.
Eigenvalue problem Solving X

X = 0 with X(0) = X() = 0:

= 0: we have X

= 0 giving X = A+Bx.
X(0) = X() = 0 give A = 0 and B = 0 so that A = B = 0.
Only the trivial solution arises for = 0.
=
2
> 0: we have X

2
X = 0 giving X = Ae
x
+ Be
x
. X(0) = X() = 0
gives A+B = 0 and Ae

+Be

= 0,
i.e. (substituting) A(e

) = 0 so that A = B = 0 since e

= 0.
Only trivial solutions arise for > 0.
=
2
< 0: we have X

+
2
X = 0 giving X = Acos(x) +Bsin(x).
X(0) = X() = 0 give A = 0 and Bsin() = 0.
Thus we can have B = 0 if and only if sin() = 0
or = n for any n = 1, 2, 3, . . . .
Hence the only eigenvalues are =
n
= n
2
for n N
with corresponding eigenfunctions X = X
n
= sin(nx).
Solve for Y Solving Y

+Y = 0 with Y (0) = 0:
For any = n
2
we have Y

n
2
Y = 0. Thus Y = Ae
ny
+Be
ny
.
The condition Y (0) = 0 gives A+B = 0 so, substituting,
Y = A(e
ny
e
ny
) = 2A
e
ny
e
ny
2
or Y = Y
n
(y) = sinh(ny), multiplied by any constant.
Superposition Since the solutions u
n
(x, y) = X
n
(x)Y
n
(y) all satisfy a homogeneous
PDE with homogeneous boundary conditions, the principle of superposition means
that any linear combination of such solutions is also a solution. Thus any sum
u =

n=1
A
n
X
n
Y
n
=

n=1
A
n
sinh(ny) sin(nx)
is also a solution, for constants A
n
.
Boundary conditions At y = 1 we have u(x, 1) = so that

n=1
A
n
sinh(n) sin(nx) = .
Since the eigenfunctions X
n
= sin(nx) are orthogonal under the inner product
(f, g) =
_

0
f(x)g(x) dx we have
A
n
sinh(n)
_

0
sin
2
(nx) dx =
_

0
sin(nx) dx.
MATH20401(PDEs): Answer Sheet II: Page 9
Integrating
_

0
sin
2
(nx) dx =
_

0
1
2
(1 cos(2nx)) dx =

2
[
1
2n
sin(2nx)]

0
=

2
and
_

0
sin(nx) dx = [
1
n
cos(nx)]

0
=
2
n
if n is odd or 0 if n is even.
Thus A
n
sinh(n)

2
=
2
n
or 0 so that A
n
=
4
nsinh(n)
or 0.
Setting n = 2k + 1, the solution can therefore be written as
u(x, y) =

k=0
4
2k + 1
sinh
_
(2k + 1)y
_
sinh(2k + 1)
sin
_
(2k + 1)x
_
.
9. These answers are more abbreviated.
(a) u
xx
+u
yy
= 0 with u
x
(0, y) = u(, y) = 0, u(x, 0) = 0 and u(x, 1) =
1
2
:
Setting u = X(x)Y (y) the PDE becomes X

Y +XY

= 0 and so, for XY non-zero,

X

X
=
Y

Y
= with =
X

X
independent of y and =
Y

Y
independent of x
so that is constant. Thus X

X = 0 and Y

+ Y = 0. Homogeneous BCs
give u
x
(0, y) = X

(0)Y (y) = 0, u(, y) = X()Y (y) = 0, u(x, 0) = X(x)Y (0) = 0 so

that, for X(x) and Y (y) non-zero, X

(0) = X() = 0 and Y (0) = 0.

Solving X

X = 0 with X

(0) = X() = 0 gives eigenvalues = (n +

1
2
)
2
for
n = 0, 1, 2, . . . and eigenfunctions X = cos
_
(n +
1
2
)x
_
.
Solving Y

(n +
1
2
)
2
Y = 0 with Y (0) = 0 gives Y = Ae
(n+
1
2
)y
+ Be
(n+
1
2
)y
.
BC gives Y (0) = A + B = 0 so that B = A and Y = A(e
(n+
1
2
)y
e
(n+
1
2
)y
) =
2A
e
(n+
1
2
)y
e
(n+
1
2
)y
2
or Y = sinh
_
(n +
1
2
)y
_
times any constant.
Thus u = sinh
_
(n +
1
2
)y
_
cos
_
(n +
1
2
)x
_
is a solution for any n
Adding these solutions of the homogeneous problem gives the general solution u =

n=0
A
n
sinh
_
(n +
1
2
)y
_
cos
_
(n +
1
2
)x
_
.
At y = 1, using u(x, 1) =
1
2
gives
1
2
=

n=0
A
n
sinh(n +
1
2
) cos
_
(n +
1
2
)x
_
so
that, from orthogonality of the eigenfunctions,
1
2

0
cos
_
(n+
1
2
)x
_
dx = A
n
sinh(n+
1
2
)
_

0
cos
2
_
(n +
1
2
)x
_
dx. Integrating
_

0
cos
2
_
(n +
1
2
)x
_
dx =

2
and
_

0
cos
_
(n +
1
2
)x
_
dx =
1
n+
1
2
[sin
_
(n +
1
2
)x
_
]

0
=
(1)
n
n+
1
2
.
Thus
1
2

(1)
n
n+
1
2
=
1
2
A
n
sinh(n +
1
2
) so that A
n
=
(1)
n
n+
1
2
1
sinh(n+
1
2
)
and so
u =

n=0
(1)
n
n +
1
2
sinh
_
(n +
1
2
)y
_
sinh(n +
1
2
)
cos
_
(n +
1
2
)x
_
.
(b) u
xx
+u
yy
= 0 with u(0, y) = u
x
(, y) = 0, u
y
(x, 0) = 0 and u(x, 1) =
1
2
:
Setting u = X(x)Y (y) the PDE becomes X

Y +XY

= 0 and so, for XY non-zero,

X

X
=
Y

Y
= with =
X

X
independent of y and =
Y

Y
independent of x so
that is constant. Thus X

X = 0 and Y

+ Y = 0. Homogeneous BCs give

u(0, y) = X(0)Y (y) = 0, u
x
(, y) = X

()Y (y) = 0, u
y
(x, 0) = X(x)Y

(0) = 0 so
that, for X(x) and Y (y) non-zero, X(0) = X

() = 0 and Y

(0) = 0.
Solving X

X = 0 with X(0) = X

() = 0 gives eigenvalues = (n +
1
2
)
2
for
n = 0, 1, 2, . . . and eigenfunctions X = sin
_
(n +
1
2
)x
_
.
Solving Y

(n+
1
2
)
2
Y = 0 with Y (0) = 0 gives Y = Ae
(n+
1
2
)y
+Be
(n+
1
2
)y
. BC gives
Y

(0) = (n +
1
2
)A(n +
1
2
)B = 0 so that B = A and Y = A(e
(n+
1
2
)y
+e
(n+
1
2
)y
) =
2A
e
(n+
1
2
)y
+e
(n+
1
2
)y
2
or Y = cosh
_
(n +
1
2
)y
_
times any constant.
Thus u = cosh
_
(n +
1
2
)y
_
sin
_
(n +
1
2
)x
_
is a solution for any n
MATH20401(PDEs): Answer Sheet II: Page 10
Adding these solutions of the homogeneous problem gives the general solution u =

n=0
A
n
cosh
_
(n +
1
2
)y
_
sin
_
(n +
1
2
)x
_
.
At y = 1, using u(x, 1) =
1
2
gives
1
2
=

n=0
A
n
cosh(n +
1
2
) sin
_
(n +
1
2
)x
_
so
that, from orthogonality of the eigenfunctions,
1
2
_

0
sin
_
(n +
1
2
)x
_
dx = A
n
cosh(n +
1
2
)
_

0
sin
2
_
(n +
1
2
)x
_
dx. Integrating
_

0
sin
2
_
(n +
1
2
)x
_
dx =

2
and
_

0
sin
_
(n +
1
2
)x
_
dx =
1
n+
1
2
[cos
_
(n +
1
2
)x
_
]

0
=
1
n+
1
2
.
Thus
1
2
1
n+
1
2
=
1
2
A
n
cosh(n +
1
2
) so that A
n
=
1/
n+
1
2
1
cosh(n+
1
2
)
and so
u =
1

n=0
1
n +
1
2
cosh
_
(n +
1
2
)y
_
cosh(n +
1
2
)
sin
_
(n +
1
2
)x
_
.
10. (a) (p, q) =
_

p(x) q(x) dx =
_

q(x) p(x) dx = (q, p).

(b) (p, p) =
_

(p(x))
2
dx which is positive or zero because (p(x))
2
is positive or zero
throughout the range of integration.
(c) Since p(x) is continuous for all x [, ] it follows that (p(x))
2
is continuous as
well as non-negative. If (p(a))
2
= b > 0 at some point a then, because
(p(x))
2
is continuous, for any > 0 > 0 such that |(p(x))
2
b| < for all
x (a, a+) [, ]. Let us choose = b/2 then |(p(x))
2
b| < b/2 for all
x (a, a+) [, ], an interval of length at least , over which (p(x))
2
> b/2.
This would contribute at least b/2 > 0 to (p, p), making it non-zero. Hence if
(p, p) = 0 then (p(x))
2
, and therefore p(x), must be zero at all points x [, ].
(d) (c
1
p
1
+c
2
p
2
, q) = c
1
_

p
1
(x) q(x) dx +c
2
_

p
2
(x) q(x) dx = c
1
(p
1
, q) +c
2
(p
2
, q).
To show linear independence we assume that c
1
p
1
+ c
2
p
2
= 0 for nonzero c
1
and c
2
and
try to show that c
1
= c
2
= 0, so that we have a contradiction. Taking the inner product
with p
1
gives
0 = (c
1
p
1
+c
2
p
2
, p
1
) = c
1
(p
1
, p
1
) +c
2
(p
2
, p
1
) = c
1
(p
1
, p
1
)
since (p
2
, p
1
) = 0. Also (p
1
, p
1
) > 0 from (b) and (c) and hence c
1
= 0. Taking the inner
product with p
2
and applying the same argument shows that c
2
= 0.
11. By assumption, u and v satisfy ():
(pu

+qu = 0, x (0, 1); u

(0) = 0, u(1) = 0,
(pv

+qv = 0, x (0, 1); v

(0) = 0, v(1) = 0.
(a) Integrating by parts gives
(Lu, v) =
_
1
0
(pu

v dx +
_
1
0
quv dx
=
_
1
0
(pu

)v

dx
_
pu

1
0
+
_
1
0
quv dx
=
_
1
0
pu

dx +
_
1
0
quv dx,
MATH20401(PDEs): Answer Sheet II: Page 11
where the boundary term [pu

v]
1
0
disappears because v(1) = 0 and u

(0) = 0. Simi-
larly
(u, Lv) =
_
1
0
(pv

udx +
_
1
0
quv dx
=
_
1
0
(pv

)u

dx
_
pv

1
0
+
_
1
0
quv dx
=
_
1
0
pu

dx +
_
1
0
quv dx = (Lu, v).
(b) From above,
(Lu, u) =
_
1
0
p(u

)
2
dx
. .
0
+
_
1
0
qu
2
dx
_
1
0
qu
2
dx.
now since u = 0 we have u
2
> 0, so that qu
2
> 0 in (0,1). This means that
_
1
0
qu
2
dx > 0 and thus (Lu, u) > 0. Moreover since u satises (), (Lu, u) =
(wu, u) =
_
1
0
wu
2
dx
. .
>0
> 0. Thus > 0.
(c) We know that L
n
=
n
w
n
and L
m
=
m
w
m
. Thus, using Lagranges identity
(
n
, w
m
) =
1

m
(
n
, L
m
) =
1

m
(L
n
,
m
) =

n

m
(w
n
,
m
) =

n

m
(
n
, w
m
),
So that
_
1

n

m
_
(
n
, w
m
) = 0,
since
n
m
= 1 we must have that (
n
, w
m
) = 0.
(d) Given that f(x) =

n=1
c
n

n
(x). Multiplying by the weight function w and taking
the inner product with
k
gives, using orthogonality,
(f, w
k
) = (

n=1
c
n

n
, w
k
) =

n=1
c
n
(
n
, w
k
) = c
k
(
k
, w
k
),
thus
c
k
=
(f, w
k
)
(
k
, w
k
)
.
12. We are looking for solutions to the following problem:
u
tt
u
rr

2
r
u
r
= 0 with lim
r0
u(r, t) < and u(1, t) = 0, for all t > 0.
Assuming u = R(r)T(t) we see that u
tt
u
rr

2
r
u
r
= RT

T
2
r
R

T = 0.
Dividing by RT (assumed not equal to zero) gives
T

T
=
R

R
+
2
r
R

R
= .
Thus we have R

+
2
r
R

= R and T

= T .
To solve R

+
2
r
R

= R with lim
r0
R(r) < and R(1) = 0, we multiply by r
to give rR

+ 2R

= rR and make the change of variable X = rR. This gives

X

= R +rR

and X

= 2R

+rR

, so that X

= X.
Only trivial solutions arise for 0, so we set =
2
< 0. Thus we have
X

=
2
X giving X(r) = Acos(r) +Bsin(r) or R(r) =
A
r
cos(r) +
B
r
sin(r).
MATH20401(PDEs): Answer Sheet II: Page 12
The condition lim
r0
R(r) < implies that A = 0, thus R(r) =
B
r
sin(r). The
condition R(1) = 0 then gives Bsin() = 0. Thus we can have B = 0 if and only if
sin() = 0
or = n for any n = 1, 2, 3, . . . .
Hence the only eigenvalues are =
n
= (n)
2
for n N
with corresponding eigenfunctions R = R
n
=
sin(nr)
r
.
Solving T

=
n
T :
For any
n
= n
2

2
we have T

n
= n
2

2
T
n
. Thus T
n
(t) = A
n
sin(nt) +
B
n
cos(nt).
Since the solutions u = R
n
(r)T
n
(t) all satisfy a homogeneous PDE with homogeneous
boundary conditions, the principle of superposition means that any linear combina-
tion of such solutions is also a solution. Thus a convergent sum
u(r, t) =

n=1
(a
n
sin(nt) +b
n
cos(nt))
sin(nr)
r
is the general solution, with the constants a
n
and b
n
uniquely determined by the
initial conditions.
MATH20401(PDEs): Answer Sheet II: Page 13