Solutions for

homework assignment #4
Problem 1. Solve Laplaces equation inside a rectangle 0 x L, 0 y H, with the
following boundary conditions:
u
(0, y) = 0,
x
Solution:

u
(L, y) = 0,
x

u(x, 0) = 0,

u(x, H) = f (x).



X
nH 1
y
ny
nx
bn sinh
u(x, y) = b0 +
sinh
cos
,
n=1
H
L
L
L

where

nx
n=1
L
is the Fourier cosine series of the function f (x) on [0, L], that is,
Z
Z
2 L
nx
1 L
b0 =
f (x) dx,
bn =
f (x) cos
dx,
L 0
L 0
L
b0 +

bn cos

n = 1, 2, . . .

Detailed solution: We search for the solution of the boundary value problem as a superposition
of solutions u(x, y) = (x)h(y) with separated variables of Laplaces equation that satisfy the three
homogeneous boundary conditions.
Substituting u(x, y) = (x)h(y) into Laplaces equation
2u 2u
+ 2 = 0,
x2
y
we obtain
00 (x)h(y) + (x)h00 (y) = 0,
00 (x)
h00 (y)
=
.
(x)
h(y)
Since the left-hand side does not depend on y while the right-hand side does not depend on x, it
follows that
00 (x)
h00 (y)
=
= ,
(x)
h(y)
where is a constant. Then
00 = ,

h00 = h.

Conversely, if functions and h are solutions of the above ODEs for the same value of , then
u(x, y) = (x)h(y) is a solution of Laplaces equation.
Substituting u(x, y) = (x)h(y) into the homogeneous boundary conditions, we get
0 (0)h(y) = 0,

0 (L)h(y) = 0,

(x)h(0) = 0.

It is no loss to assume that neither nor h is identically zero. Then the boundary conditions are
satisfied if and only if 0 (0) = 0 (L) = 0, h(0) = 0.
To determine , we have an eigenvalue problem
00 = ,

0 (0) = 0 (L) = 0.

 n 2
This problem has eigenvalues n =
, n = 0, 1, 2, . . .. The corresponding eigenfunctions are
L
nx
0 = 1 and n (x) = cos
, n = 1, 2, . . ..
L
The function h is to be determined from the equation h00 = h and the boundary condition
h(0) = 0. We may assume that is one of the above eigenvalues so that 0. If = 0 then the
general solution of the equation is h(y) = c1 + c2 y, where
c1 , c2 are constants. If > 0 then the general
solution is h(y) = c1 cosh y + c2 sinh y, where = and c1 , c2 are constants. In both cases, the
boundary condition h(0) = 0 holds if c1 = 0.
Thus we obtain the following solutions of Laplaces equation satisfying the three homogeneous
boundary conditions:
u0 (x, y) = y,

un (x, y) = sinh

ny
nx
cos
, n = 1, 2, . . .
L
L

A superposition of these solutions is a series

u(x, y) = c0 y +

cn sinh

n=1

ny
nx
cos
,
L
L

where c0 , c1 , c2 , . . . are constants. Substituting the series into the boundary condition u(x, H) = f (x),
we get
X
nH
nx
f (x) = c0 H +
cn sinh
cos
.
n=1
L
L
The right-hand side is a Fourier cosine series on the interval [0, L]. Therefore the boundary condition
is satisfied if the right-hand side coincides with the Fourier cosine series
X
nx
b0 +
bn cos
n=1
L
of the function f (x) on [0, L]. Hence
c0 =
where
1
b0 =
L

b0
,
H

f (x) dx,
0

cn =

bn
,
sinh nH
L

2
bn =
L

n = 1, 2, . . . ,

f (x) cos
0

nx
dx,
L

n = 1, 2, . . .

Problem 2. Solve Laplaces equation inside a semicircle of radius a (0 < r < a, 0 < < )
subject to the boundary conditions: u = 0 on the diameter and u(a, ) = g().
Solution:
u(r, ) =
where

X
n=1

X
n=1

bn

 r n
a

sin n,

bn sin n

is the Fourier sine series of the function g() on [0, ], that is,
Z
2
bn =
g() sin n d, n = 1, 2, . . .
0
Detailed solution: Laplaces equation in polar coordinates (r, ):
2 u 1 u
1 2u
+
+
= 0.
r2
r r
r2 2

The boundary condition u = 0 on the diameter gives rise to three boundary conditions in polar
coordinates:
u(r, 0) = u(r, ) = 0
(0 < r < a),
u(0, ) = 0

(0 < < )

(the latter condition means that u = 0 at the origin).

We search for the solution of the boundary value problem as a superposition of solutions u(r, ) =
h(r)() with separated variables of Laplaces equation that satisfy the above homogeneous boundary
conditions.
Substituting u(r, ) = h(r)() into Laplaces equation, we obtain
h00 (r)() +

1 0
1
h (r)() + 2 h(r)00 () = 0,
r
r

r2 h00 (r) + rh0 (r)

00 ()
=
.
h(r)
()
Since the left-hand side does not depend on while the right-hand side does not depend on r, it follows
that
r2 h00 (r) + rh0 (r)
00 ()
=
= ,
h(r)
()
where is a constant. Then
r2 h00 (r) + rh0 (r) = h(r),

00 = .

Conversely, if functions h and are solutions of the above ODEs for the same value of , then
u(r, ) = h(r)() is a solution of Laplaces equation in polar coordinates.
Substituting u(r, ) = h(r)() into the homogeneous boundary conditions, we get
h(r)(0) = 0,

h(r)() = 0,

h(0)() = 0.

It is no loss to assume that neither h nor is identically zero. Then the boundary conditions are
satisfied if and only if (0) = () = 0, h(0) = 0.
To determine , we have an eigenvalue problem
00 = ,

(0) = () = 0.

This problem has eigenvalues n = n2 , n = 1, 2, . . .. The corresponding eigenfunctions are n () =

sin n, n = 1, 2, . . ..
The function h is to be determined from the equation r2 h00 + rh0 = h and the boundary condition
h(0) = 0. We may assume that is one of the above eigenvalues
so that > 0. Then the general

solution of the equation is h(r) = c1 r + c2 r , where = and c1 , c2 are constants. The boundary
condition h(0) = 0 holds if c2 = 0.
Thus we obtain the following solutions of Laplaces equation satisfying the three homogeneous
boundary conditions:
un (r, ) = rn sin n, n = 1, 2, . . .
A superposition of these solutions is a series
u(r, ) =

X
n=1

cn rn sin n,

where c1 , c2 , . . . are constants. Substituting the series into the boundary condition u(a, ) = g(), we
get
X
g() =
cn an sin n.
n=1

The right-hand side is a Fourier sine series on the interval [0, ]. Therefore the boundary condition is
satisfied if the right-hand side coincides with the Fourier sine series
X
bn sin n
n=1

of the function g() on [0, ]. Hence

cn = bn an ,
where

2
bn =

n = 1, 2, . . . ,

g() sin n d,

n = 1, 2, . . .

Problem 3. Solve Laplaces equation inside a 90o sector of a circular annulus (a < r < b,
0 < < /2) subject to the boundary conditions:
u(r, 0) = 0,

u(r, /2) = 0,

Solution:
u(r, ) =

X
n=1

where

bn

u(a, ) = 0,

u(b, ) = f ().

(r/a)2n (a/r)2n
sin 2n,
(b/a)2n (a/b)2n

X
n=1

bn sin 2n

is the Fourier sine series of the function f () on [0, /2], that is,
bn =

/2

f () sin 2n d,

n = 1, 2, . . .

Detailed solution: We search for the solution of the boundary value problem as a superposition
of solutions u(r, ) = h(r)() with separated variables of Laplaces equation that satisfy the three
homogeneous boundary conditions.
As shown in the solution of Problem 2, u(r, ) = h(r)() is a solution of Laplaces equation in
polar coordinates if functions h and are solutions of the equations
r2 h00 (r) + rh0 (r) = h(r),

00 =

for the same constant .

Substituting u(r, ) = h(r)() into the homogeneous boundary conditions, we get
h(r)(0) = 0,

h(r)(/2) = 0,

h(a)() = 0.

It is no loss to assume that neither h nor is identically zero. Then the boundary conditions are
satisfied if and only if (0) = (/2) = 0, h(a) = 0.
To determine , we have an eigenvalue problem
00 = ,

(0) = (/2) = 0.

This problem has eigenvalues n = (2n)2 , n = 1, 2, . . .. The corresponding eigenfunctions are n () =

sin 2n, n = 1, 2, . . ..

The function h is to be determined from the equation r2 h00 + rh0 = h and the boundary condition
h(a) = 0. We may assume that is one of the above eigenvalues
so that > 0. Then the general

solution of the equation is h(r) = c1 r + c2 r , where = and c1 , c2 are constants. The boundary
condition h(a) = 0 holds if c1 a + c2 a = 0, which implies that h(r) = c0 ((r/a) (r/a) ), where
c0 is a constant.
Thus we obtain the following solutions of Laplaces equation satisfying the three homogeneous
boundary conditions:
 

r 2n  a 2n
un (r, ) =

sin 2n, n = 1, 2, . . .
a
r
A superposition of these solutions is a series
u(r, ) =

 

r 2n  a 2n
cn

sin 2n,
n=1
a
r

where c1 , c2 , . . . are constants. Substituting the series into the boundary condition u(b, ) = f (), we
get
 

X
b 2n  a 2n

sin 2n.
cn
f () =
n=1
a
b
The right-hand side is a Fourier sine series on the interval [0, /2]. Therefore the boundary condition
is satisfied if the right-hand side coincides with the Fourier sine series
X
bn sin 2n
n=1

of the function f () on [0, /2]. Hence

cn =

(b/a)2n

where
4
bn =

bn
,
(a/b)2n

n = 1, 2, . . . ,

/2

f () sin 2n d,

n = 1, 2, . . .

Problem 4. Consider the heat equation in a two-dimensional rectangular region, 0 < x <
L, 0 < y < H,
 2

u
u 2u
=k
+
t
x2 y 2
subject to the initial condition u(x, y, 0) = f (x, y).
Solve the initial-boundary value problem and analyze the temperature as t if the
boundary conditions are:
u
(0, y, t) = 0,
x

u
(L, y, t) = 0,
x

u
(x, 0, t) = 0,
y

u
(x, H, t) = 0.
y

Solution:
u(x, y, t) =

X
n=0 m=0




nx
my
cnm exp (n/L)2 + (m/H)2 kt cos
cos
,
L
H

where

cnm

Z LZ H
1
c00 =
f (x, y) dx dy,
LH 0 0
Z LZ H
2
nx
cn0 =
f (x, y) cos
dx dy, n 1,
LH 0 0
L
Z LZ H
my
2
f (x, y) cos
c0m =
dx dy, m 1,
LH 0 0
H
Z LZ H
nx
4
my
f (x, y) cos
=
cos
dx dy, n, m 1.
LH 0 0
L
H

As t , the temperature uniformly approaches the constant c00 , the mean value of f (x, y) over
the rectangle.
Detailed solution:
We search for the solution of the initial-boundary value problem as a
superposition of solutions u(x, y, t) = (x)h(y)G(t) with separated variables of the heat equation that
satisfy the boundary conditions.
Substituting u(x, y, t) = (x)h(y)G(t) into the heat equation, we obtain


(x)h(y)G 0 (t) = k 00 (x)h(y)G(t) + (x)h00 (y)G(t) ,
00 (x) h00 (y)
G 0 (t)
=
+
.
kG(t)
(x)
h(y)
G 0 (t) 00 (x)
h00 (y)
,
, and
depend on one of the variables x, y, t and does
kG(t) (x)
h(y)
not depend on the other two, it follows that each of these expressions is constant. Hence
Since any of the expressions

00 (x)
= ,
(x)

h00 (y)
= ,
h(y)

G 0 (t)
= ( + ),
kG(t)

where and are constants. Then

00 = ,

h00 = h,

G 0 = ( + )kG.

Conversely, if functions , h, and G are solutions of the above ODEs for the same values of and ,
then u(x, y, t) = (x)h(y)G(t) is a solution of the heat equation.
Substituting u(x, y, t) = (x)h(y)G(t) into the boundary conditions, we get
0 (0)h(y)G(t) = 0 (L)h(y)G(t) = 0,

(x)h0 (0)G(t) = (x)h0 (H)G(t) = 0.

It is no loss to assume that neither nor h nor G is identically zero. Then the boundary conditions
are satisfied if and only if 0 (0) = 0 (L) = 0, h0 (0) = h0 (H) = 0.
To determine , we have an eigenvalue problem
00 = ,

0 (0) = 0 (L) = 0.

 n 2
This problem has eigenvalues n =
, n = 0, 1, 2, . . .. The corresponding eigenfunctions are
L
nx
0 = 1 and n (x) = cos
, n = 1, 2, . . ..
L
To determine h, we have another eigenvalue problem
h00 = h,

h0 (0) = h0 (H) = 0.

 m 2
This problem has eigenvalues m =
, m = 0, 1, 2, . . .. The corresponding eigenfunctions are
H
my
0 = 1 and m (y) = cos
, m = 1, 2, . . ..
H
The function G is to be determined from the equation G 0 = ( + )kG. The general solution of
this equation is G(t) = c0 e(+)kt , where c0 is a constant.
Thus we obtain the following solutions of the heat equation satisfying the boundary conditions:
unm (x, y, t) = e(n +m )kt n (x)m (y)



my
nx
cos
,
= exp (n/L)2 + (m/H)2 kt cos
L
H
A superposition of these solutions is a double series
X

u(x, y, t) =

n=0 m=0

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




nx
my
cnm exp (n/L)2 + (m/H)2 kt cos
cos
,
L
H

where cnm are constants. Substituting the series into the initial condition u(x, y, 0) = f (x, y), we get
f (x, y) =

cnm cos

n=0 m=0

my X X
nx
cos
=
cnm n (x)m (y).
L
H
n=0 m=0

To determine the coefficients cnm , we multiply both sides by N (x)M (y) (N, M 0) and integrate
over the rectangle 0 x L, 0 y H. We assume that the series may be integrated term-by-term:
Z LZ H
Z LZ H
X

X
f (x, y)N (x)M (y) dx dy =
cnm
N (x)M (y)n (x)m (y) dx dy
0

n=0 m=0

Z
cnm

N (x)n (x) dx

M (y)m (y) dy.

n=0 m=0

Using the orthogonality relations

Z

N (x)n (x) dx = 0,

N 6= n,

M (y)m (y) dy = 0,

M 6= m,

we obtain

Z LZ

Z
f (x, y)N (x)M (y) dx dy = cN M

2N (x) dx

H
2
M
(y) dy.

It remains to recall that

Z

20 (x) dx

Z
= L,

2N (x) dx =

L
,
2

2
M
(x) dx =

H
,
2

N 1,

and, similarly,
Z
0

02 (x) dx

= H,
0

M 1.

In the double series expansion of u(x, y, t), each term contains an exponential factor e(n +m )kt ,
which is decaying as t except for the case n = m = 0 when this factor is equal to 1. It follows
that, as t , the solution u(x, y, t) uniformly converges to the constant c00 :
Z LZ H
1
lim u(x, y, t) = c00 =
f (x, y) dx dy.
t
LH 0 0

Problem 5. Consider the wave equation for a vibrating rectangular membrane (0 < x < L,
0 < y < H)
 2

2u
u 2u
2
=c
+
t2
x2 y 2
u
(x, y, 0) = f (x, y).
subject to the initial conditions u(x, y, 0) = 0 and
t
Solve the initial-boundary value problem if
u
(0, y, t) = 0,
x

u
(L, y, t) = 0,
x

u
(x, 0, t) = 0,
y

u
(x, H, t) = 0.
y

Solution:
X

p
sin( (n/L)2 + (m/H)2 ct)
nx
my
cos
cos
,
u(x, y, t) =
bnm p
2
2
L
H
(n/L)
+
(m/H)
c
n=0 m=0
where bnm are coefficients of the expansion
f (x, y) =

bnm cos

n=0 m=0

my
nx
cos
.
L
H

The formulas for bnm are obtained in the solution of Problem 4.

Detailed solution:
We search for the solution of the initial-boundary value problem as a
superposition of solutions u(x, y, t) = (x)h(y)G(t) with separated variables of the wave equation that
satisfy the boundary conditions.
Substituting u(x, y, t) = (x)h(y)G(t) into the wave equation, we obtain


(x)h(y)G 00 (t) = c2 00 (x)h(y)G(t) + (x)h00 (y)G(t) ,
G 00 (t)
00 (x) h00 (y)
=
+
.
c2 G(t)
(x)
h(y)
h00 (y)
G 00 (t) 00 (x)
,
,
and
depend on one of the variables x, y, t and does
c2 G(t) (x)
h(y)
not depend on the other two, it follows that each of these expressions is constant. Hence

Since any of the expressions

00 (x)
= ,
(x)

h00 (y)
= ,
h(y)

G 00 (t)
= ( + ),
c2 G(t)

where and are constants. Then

00 = ,

h00 = h,

G 00 = ( + )c2 G.

Conversely, if functions , h, and G are solutions of the above ODEs for the same values of and ,
then u(x, y, t) = (x)h(y)G(t) is a solution of the wave equation.
Substituting u(x, y, t) = (x)h(y)G(t) into the boundary conditions, we get
0 (0)h(y)G(t) = 0 (L)h(y)G(t) = 0,

(x)h0 (0)G(t) = (x)h0 (H)G(t) = 0.

It is no loss to assume that neither nor h nor G is identically zero. Then the boundary conditions
are satisfied if and only if 0 (0) = 0 (L) = 0, h0 (0) = h0 (H) = 0.

To determine , we have an eigenvalue problem

00 = ,

0 (0) = 0 (L) = 0.

 n 2
This problem has eigenvalues n =
, n = 0, 1, 2, . . .. The corresponding eigenfunctions are
L
nx
0 = 1 and n (x) = cos
, n = 1, 2, . . ..
L
To determine h, we have another eigenvalue problem
h00 = h,

h0 (0) = h0 (H) = 0.

 m 2
, m = 0, 1, 2, . . .. The corresponding eigenfunctions are
This problem has eigenvalues m =
H
my
0 = 1 and m (y) = cos
, m = 1, 2, . . ..
H
The function G is to be determined from the equation G 00 = ( + )c2 G. We may assume that
and are eigenvalues of the above eigenvalue problems so that , 0. If = = 0 then the
general solution of the equation is G(t) = C0 + D0 t, where C0 , D0 are constants. If + > 0 then the
general solution of the equation is
p
p
G(t) = C0 cos( + ct) + D0 sin( + ct),
where C0 , D0 are constants.
Thus for any n, m 0 we have the following solutions of the wave equation satisfying the boundary
conditions:


p
p
u(x, y, t) = C0 cos( n + m ct) + D0 sin( n + m ct) n (x)m (y)


p
p
nx
my
= C0 cos( (n/L)2 + (m/H)2 ct) + D0 sin( (n/L)2 + (m/H)2 ct) cos
cos
.
L
H
A superposition of these solutions is a double series
u(x, y, t) =

X

X

p
Cnm cos( (n/L)2 + (m/H)2 ct)

n=0 m=0


p
nx
my
+ Dnm sin( (n/L)2 + (m/H)2 ct) cos
cos
,
L
H
are constants. Substituting the series into the initial conditions u(x, y, 0) = 0 and

where Cnm , Dnm

u
(x, y, 0) = f (x, y), we get
t

Cnm cos

n=0 m=0

f (x, y) =

X
n=0 m=0

Dnm

my
nx
cos
= 0,
L
H

p
nx
my
(n/L)2 + (m/H)2 c cos
cos
.
L
H

bnm
It follows that Cnm = 0 while Dnm = p
, where bnm are coefficients of the
2
(n/L) + (m/H)2 c
expansion
X

X
nx
my
bnm cos
cos
.
f (x, y) =
L
H
n=0 m=0