WTW 238

MATHEMATICS
STUDY GUIDE 2016

(Semester 2)

ORGANISATIONAL COMPONENT
1. Admittance to the course . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

2. Lecturers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

3. Rules of Assessment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

4. Tutorial classes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

5. Text books . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

6. Pre-knowledge . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

7. General . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

8. Learning hours . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

STUDY COMPONENT
1. Use of the study guide . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

2. General objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

3. General learning outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

4. Module structure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Theme 1 : Linear systems of dierential equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

10

Theme 2 : Sequences and series of real numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

15

Theme 3 : Power series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

20

Theme 4 : Fourier series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

25

Theme 5 :Partial dierential equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

29

ORGANISATIONAL COMPONENT

1. ADMITTANCE TO THE COURSE

The prerequisites for WTW238 are WTW258 GS and a pass mark for WTW256.
2. LECTURERS
Module coordinator: Ms MP Moller
Lecturers
Oce
Tel oce
Dr SM Garba
2-18
012-420-2528
Dr SM Maepa
2-21
012-420-4363
Ms MP Moller
2-19
012-420-2279
Ms L Mostert
1-18
012-420-2010
Dr SA Mutangadura
2-34
012-420-2606

Tel home

012-333-5929

Consulting hours
Hours of consultation with lecturers will be displayed on their oce doors. Students may consult lecturers only during the consulting hours as indicated, or by
appointment. This policy also holds before tests and examinations. In other words,
lecturers are only available during their normal consulting hours on the day before
a test or examination. This policy aims at encouraging students to plan their work
and to work continuously.
3. RULES OF ASSESSMENT
Evaluation will take the form of regular class tests, two semester tests and a nal
examination.
The examination and test instructions of the University of Pretoria must be followed
meticulously.
3.1 Material for semester tests
Material for semester tests will be announced in class and will be published on the
course notice board as well as on clickUP.
3.2 Semester tests
The two semester tests will be written during the the following test weeks:
Week 1 : Saturday 20 August 2016 Saturday 27 August 2016
Week 2 : Monday 10 October 2016 Saturday 15 October 2016 and Saturday 22
October 2016.
The exact dates will be announced later.
3.3 Class tests
Class tests are written on a regular basis in the tutorial classes. They cover both
theory and problems of the relevant section that are posted weekly on clickUP.
Important: All the class tests that are graded by the lecturers and of which the
marks are entered will contribute to the semester mark.
2

3.4 Marked tests

File all your marked class tests and semester tests. They are your only proof that
you have indeed written the tests. Any problems regarding entered marks will only
be considered when you bring all the tests to the lecturer, not just the ones that
are queried.
3.5 Arrangements with respect to tests and examinations
Student cards must be produced at request at tests or examinations.
No answer books may be removed from the test / examination venue by any
student (this is a serious misconduct).
All queries concerning the grading of a specic test must be nalized within
3 (three) days after receipt of the graded test. After three days it is assumed
that all marks are nal and correct and no further discussion will be entered
into.
3.6 Absence from tests and examinations
In the case of absence from examinations the relevant faculty administration
should be informed.
In the case of absence from tests (tutorial tests and semester tests) the lecturer
concerned must be notied within three days from the date of the test.
In the case of illness, follow the procedure below and take note of the requirements for an acceptable medical certicate.
Hand in a copy of the medical certicate with the lecture concerned in
person. Your initials, surname and student number must be written clearly
at the back of the copy.
The original certicate must accompany the copy.
A medical certicate stating that a student appeared ill or declared himself
/ herself unt to write a class test or semester test, will not be accepted.
The doctor must be consulted on or before the date of the scheduled class
test / semester test.
Do not slide medical certicates under the door of a lecturer. Certicates that
are received as such, will not be accepted.
In the case that the three day deadline can not be met (due to unavoidable
circumstances), the student must notify the lecturer concerned/module coordinator of his / her situation (by phoning, e-mail or via a fellow student).
The same rules apply in the case of absence, with a satisfactory proof of the reason
for absence, due to other circumstances.
3.7 Sick test
Once a student has written any test he/she may not write a sick test (regardless
of illness or any other circumstances) to improve the mark. (The same applies for
the examination and re-examination.)
3

One sick test will be written after the second semester test covering all the material
that was covered for both the semester tests. This test is compulsory for a student
absent (with a valid proof of absence) from one or both semester tests.
Information regarding the sick test will be announced in class and published on the
course notice board as well as on clickUP.
It is the responsibility of the student to get the information regarding the sick test.
There is no sick test for absence from any of the class tests. Absence from a class
test with a valid reason will be taken in account when calculating the nal class test
mark.
3.8 Calculations of marks
Semester mark
Semester test 1
30%
Semester test 2
40%
Class tests
30%

Final mark
Semester mark
50%
Examination mark 50%

3.9 Examination: Admittance and pass requirements

To obtain admittance to the examination a semester mark of at least 40% is
required.
To pass the course a nal mark of at least 50% is required and a subminimum
of 40% for the examination.
3.10 Supplementary examination
A student qualies for a supplementary examination if he/she complies with one of
the following criteria:
the nal mark is between 45% and 49%,
the nal mark is between 40% and 44% and either the examination mark or
the semester mark is at least 50%.
The nal mark for a supplementary examination is the average of the semester
mark and the supplementary examination mark.
To pass the course a nal mark of 50% is required and a subminimum of 40% for
the supplementary examination.
The nal mark awarded may not be more than 50%.
3.11 Summer school
To qualify for the summer school, the student must have written the examination
and have a nal mark from 40% to 49%.
No exceptions are made.
4. TUTORIAL CLASSES
Attendance of all classes and tutorial classes is compulsory and if students do
not attend they can be penalized.
All the problems as indicated in the study guide must be done. The assignments
for the tutorial classes will be posted weekly on clickUp. You are expected to
4

 prepare the theoretical part thoroughly before the tutorial class and
do all the exercises for the tutorial class beforehand. The idea of the tutorial
class is to sort out the problems that you had while preparing for the tutorial
class and not to start doing the exercises in the tutorial class.
5. TEXTBOOKS
CALCULUS Early Transcendentals

(Seventh edition) (J Stewart)

Dierential Equations with Boundary-Value Problems

(DG Zill & WS Wright)

(Eighth edition)

6. PRE-KNOWLEDGE
You are advised to revise certain sections of previous courses. It is your responsibility
to do the necessary revision in time.
For Theme 1: Systems of linear equations (WTW161); Eigenvalues and eigenvectors of an n n matrix (WTW256); Linear systems of rst-order dierential
equations (WTW256); Nonhomogeneous dierential equations (Method of undetermined coecients) (WTW256).
For Theme 2: Limits at innity (WTW158); Indeterminate forms and the rule
of LHospital (WTW158).
For Theme 3: Taylor polynomials (WTW168).
For Theme 4: Integration by parts (WTW168); Even and odd functions (WTW158).
For Theme 5: Linear second order dierential equations (WTW256).
7. GENERAL
7.1 Announcements:
The study guide does not necessarily contain all the information. Important announcements may be made during lectures and will be posted on clickUP and/or
the notice board.
7.2 Notice board and clickUP
The notice board for the course is outside lecture hall 1-14 in the Mathematics
building. All important information will appear on the notice board and/or on
clickUP.
7.3 Pigeon holes:
If you are in the Mathematics building with room 1-14 to your right and the notice
board to your left, you look at the pigeon holes for the course. All unclaimed class
tests will be put in the pigeon holes.
7.4 Calculators
Only the prescribed calculators, that is Sharp EL 531, Casio FX 82 or Casio FX 82
Plus, will be allowed in tests and examinations. It is possible that calculators may
not be allowed in tests and examinations.
5

7.5 Previous semester tests and examination papers

Enquiries with regard to semester tests and examination papers of previous years will
only be answered after the student provided proof that all the prescribed problems
of the relevant tutorial classes have already been done. We strongly advise students
not to put too much emphasis on previous papers when preparing for the tests and
examination.
7.6 Application for extra time during semester tests and examinations
Students who need extra time for semester tests and examinations must get a valid
and applicable document (a letter on a letter heading from the Faculty of Engineering) from student administration (oor 6,Engineering 1). No other letter will be
accepted.
A copy of this letter must be handed in at the module coordinator not later than a
week before the rst semester test. The original letter must also be shown.
The time and venue must be arranged with the module coordinator before every
test and examination.
7.7 Disciplinary cases
The policy of the Department of Mathematics and Applied Mathematics is without
exception to refer all cases where a suspicion of irregularity exists to the disciplinary
committee of the university.
8. LEARNING HOURS
This module carries a weighting of 16 credits, indicating that on average a student
should spend about 160 hours to master the required skills (including time for
preparation for tests and examinations). A student must devote on average 11 hours
of study time per week to this module. The scheduled contact time is approximately
5 hours per week which means that another 6 hours per week of own study time
should be devoted to the module. The actual time required to complete the module
successfully, depends on the abilities and circumstances of each student.

STUDY COMPONENT

1. USE OF THE STUDY GUIDE

1.1 The course is divided into a number of THEMES. Each theme is subdivided
into LECTURE UNITS, each with its own LEARNING OUTCOMES, in order
to provide you with an overview of the structure of the course. It also tells you
exactly what is expected from you.
1.2 The material you have to master is indicated clearly in the learning outcomes
and under the heading SOURCE. Unless indicated otherwise, you must comprehend and know everything (except the proofs of theorems) in full. Please
note that amongst other reasons, the text book is prescribed to accustom you
with the book in order that you will be able to do further reading about topics
not covered in the course when you need more information on such topics.
1.3 The LEARNING OUTCOMES are basic guidelines. It does not mean that
examination questions will consist only of theory and the type of problems spelt
out in the outcomes. It may sometimes be necessary to combine your knowledge
of dierent themes to solve a problem. The rst step however remains to check
after each lecture unit that you have indeed reached the set learning outcomes.
1.4 The tutorial problems test whether you have reached the learning outcomes.
Solving problems also ensures that you get the necessary training in the application of your knowledge. It is of utmost importance that these problems are
done as soon as possible after the completion of a lecture unit. In this way you
ensure that you do not lapse behind.

2. GENERAL OBJECTIVES
2.1 To solve linear systems of rst- and second-order dierential equations.
2.2 To study and apply the theory of series, power series and Fourier series.
2.3 To solve boundary value problems for partial dierential equations with reference to the heat and wave equations.

3. GENERAL LEARNING OUTCOMES

After completion of this module you should be able to
3.1 to solve rst-order homogeneous and non-homogeneous linear systems of differential equations.
3.2 to solve second-order homogeneous linear systems of dierential equations.
3.3 determine whether a sequence is convergent;
7

3.4 use convergence tests to determine whether a series is convergent (or absolutely
or conditionally convergent);
3.5 illustrate certain properties of sequences and series using examples;
3.6 estimate the error when approximating an alternating series by its rst N
terms;
3.7 produce the n-th degree Taylor polynomial of a function about a point and
to estimate the error when this polynomial is used to approximate a function
value;
3.8 nd the interval and radius of convergence of a power series;
3.9 manipulate a geometric series or a Taylor series to nd a power series for a
given function;
3.10 nd a power series solution for a dierential equation;
3.11 nd the Fourier series or Fourier sine series or Fourier cosine series for a given
function and to sketch or describe the function to which this series converges;
3.12 use Fourier series to nd the sum of certain series;
3.13 use Fourier series to solve second-order dierential equations with boundary
values;
3.14 nd the eigenvalues and associated eigenfunctions of a given eigenvalue problem;
3.15 use separation of variables to derive a Fourier series solution for a boundary
value problem with the heat or wave equation;
3.16 transform a non-standard boundary value problem to a standard boundary
value problem;
3.17 use dAlemberts solution to sketch the solution of a boundary value problem
with a wave equation at a certain time.

4. MODULE STRUCTURE
The subject matter for the course is divided into ve themes:
THEME 1.

LINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS (8 lectures)

1.1 The eigenvalue eigenvector method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

10

1.2 Repeated eigenvalue solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

11

1.3 Nonhomogeneous linear systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

13

1.4 Second-order linear systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

14

THEME 2.

SEQUENCES AND SERIES OF REAL NUMBERS

(12 lectures)

2.1 Sequences of real numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

15

2.2 Series of real numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

17

2.3 Series with non-negative terms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

18

2.4 Absolute and conditional convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

19

THEME 3.

POWER SERIES

(10 lectures)

3.1 Convergence of a power series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

20

3.2 Representation of functions as power series . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

21

3.3 Taylor polynomials and Taylor series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

21

3.4 Power series solution of dierential equations . . . . . . . . . . . . . . . . . . . . . . . . . . .

23

THEME 4.

(5 12 lectures)

FOURIER SERIES

4.1 General Fourier series and convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

25

4.2 Fourier sine and cosine series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

26

THEME 5.

PARTIAL DIFFERENTIAL EQUATIONS

(12 12 lectures)

5.1 Eigenvalue problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

29

5.2 Separable partial dierential equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

30

5.3 The heat equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

30

5.4 The wave equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

32

THEME 1: LINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS

This theme is divided into 4 lecture units
1.1 Eigenvalue eigenvector method
1.2 Repeated eigenvalue solutions
1.3 Non-homogeneous linear systems
1.4 Second-order linear systems

:
2
2
3
1

lecture
lectures
lectures
lecture

PRE-KNOWLEDGE
Systems of linear equations (WTW161).
Eigenvalues and eigenvectors of an n n matrix (WTW256).
Linear systems of rst-order dierential equations (WTW256).
Method of undetermined coecients (WTW256).

1.1 EIGENVALUE EIGENVECTOR METHOD

Number of lecture periods: 2 and self study (Revision)
In this lecture unit we consider the homogeneous system of dierential equations
X = AX (*) where A is an n n matrix.
LEARNING OUTCOMES
After completion of this lecture unit you should be able to
1. determine whether a set of solution vectors of the homogeneous system (*) is
linearly dependent or independent on an interval.
2. explain what is meant by a fundamental set of solutions of the homogeneous
system (*).
3. explain what is meant by eigenvalues and corresponding eigenvectors of a
square matrix.
4. be able to determine the eigenvalues and corresponding eigenvectors of a matrix.
5. nd a general solution of a homogeneous system (*) for the case where the
eigenvalues of the coecient matrix are distinct.
6. nd the particular solution of an initial value problem for a homogenous system.
7. nd two linearly independent real valued solutions from a complex valued solution e(+i)t .
8. show that the eigenvalues of a upper triangular, lower triangular or diagonal
matrix are the main diagonal entries of A.
SOURCE
Zill & Wright: 8.1 and 8.2.1,

pp 326 337

and

8.2.3,

PROBLEMS
1. Zill & Wright: Exercises 8.1 (p 332) nrs 12, 16, 18, 23.
2. Zill & Wright: Exercises 8.2 (p 346) nrs 12, 39.
10

pp 342 345.

3. Find a general solution of the system X = AX with

[
]
3 0 0
3
0
3
4
(1) A =
(2) A = 0 2 0
(3) A = 3 5
6 5
4 0 1
0
5

1 0
[
]
3
1
1

7 5
2 2
(4) A =
(5) A = 5 3 1
(6) A =
0 3
4
3
5
5
3
0 0

1 1 4
2

4. Solve the initial value problem: X = 0 2 0 X, X(0) = 6

1 1 1
0

0
0
1

0 0
0 0

3 0
4 4

5. A is a nonsingular matrix (that is A1 exists) and suppose is an eigenvalue

of A with associated eigenvector K.
5.1 Prove that = 0. (Hint: Suppose that = 0.)
5.2 Show that 1 is an eigenvalue of A1 with corresponding eigenvector K.

5.3 Show that 2 is an eigenvalue of A2 with corresponding eigenvector K.

(This statement is true even if A is singular.)

1
2 1
0
1 are 1 = 1, 2 = 2 and 3 = 3 with
6. The eigenvalues of A = 1
4 4 5

1
2
1
corresponding eigenvectors K1 = 1 , K2 = 1 and K3 = 1 .
2
4
4
Without nding A1 , write down a general solution for X = A1 X.

1.2 REPEATED EIGENVALUE SOLUTIONS

Number of lecture periods: 2
LEARNING OUTCOMES
After completion of this lecture unit you should be able to
1. explain what it means if an eigenvalue is of multiplicity m.
2. nd a general solution of the homogeneous system X = AX for the case where
every eigenvalue of A is complete.
3. nd a general solution of the homogeneous system X = AX for the case where
is an eigenvalue of A with multiplicity two or three, but with only one
associated eigenvector.
4. nd the particular solution of an initial value problem for the homogeneous
system X = AX if A has repeated eigenvalues.
REMARKS
1. It can be proved that eigenvectors associated with dierent eigenvalues are
linearly independent.
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2. We call an eigenvalue of multiplicity k complete if it has k linearly independent

associated eigenvectors.
SOURCE
Zill & Wright: 8.2.2,

pp 337 341.

PROBLEMS
1. Is it possible to nd three linearly independent eigenvectors for A?

0 0 0
(1) A = 0 0 0 The eigenvalues of A are 1 = 2 = 0; 3 = 1
0 0 1

1 6 0
(2) A = 0 2 1 The eigenvalues of A are 1 = 3; 2 = 3 = 1
0 1 2

9
4 0
(3) A = 6 1 0 The eigenvalues of A are 1 = 2 = 3; 3 = 5
6
4 3
2. Find a general solution of X = AX if
[
]
3 1
(1) A =
1 = 2 = 2
1
1

3 1 1
1 1
(2) A = 1
1 = 1; 2 = 3 = 2
1 1
1

5 4 0
0 2
1 = 0; 2 = 3 = 5
(3) A = 1
0
2 5

1
0 0
3 1
(4) A = 0
1 = 1; 2 = 3 = 2
0 1 1

1 0
0
(5) A = 2 2 1
1 = 2 = 3 = 1
0 1
0
3. Solve the initial value problem.

0 0 1
1

(1) X = 0 1 0 X, X(0) = 2
1 = 1; 2 = 3 = 1
1 0 0
5

3
0 4
3

(2) X = 1 1 1 X, X(0) = 2
1 = 2 = 3 = 1
1
0
1
0

12

1.3 NONHOMOGENEOUS LINEAR SYSTEMS

Number of lecture periods: 3
LEARNING OUTCOMES
After completion of this lecture unit you should be able to
1. solve nonhomogeneous linear systems of rst-order dierential equations using
the method of undetermined coecients.
2. show by substitution that a given vector function is not a solution of the system.
REMARK
In the case of duplicate expressions in the complementary function and the nonhomogeneous terms, there is one dierence between the method of undetermined
coecients for systems and for single equations. For a system, the usual rst choice
for a trial solution must be multiplied not only by the smallest integral power of t
that will eliminate duplication, but also by all lower (nonnegative integral) powers
of t as well, and all the resulting terms must be included in the trial solution.
SOURCE
Zill & Wright: 8.3.1,

pp 348 350 and class notes.

PROBLEMS
1. Zill & Wright: Exercise 8.3 (p 354) nos 1, 4, 6, 7, 9.
2. Find only the form of the particular solution for:
2(1)
x = 6x 7y + 10, y = x 2y 2et
2(2)
x = 9x + y + 2et , y = 8x 2y + tet
x = x 5y + 2 sin t, y = x y 3 cos t
2(3)
2(4)
x = x 5y + cos 2t, y = x y
2(5)
x = x + y + 2t, y = x + y 2t
2(6)
x = 2x + y + 2et , y = x + 2y 3et
2(7)
x = 2x + y + 1, y = 4x + 2y + e4t
[
]
[ ]
0 2
3

3. Show by substituting that the system x =

x + sin(2t)
does
2
0
[ ]
[ ] 1
a
c
not have a solution of the form x(t) = sin(2t)
+ cos(2t)
.
b
d

13

1.4 SECOND-ORDER LINEAR SYSTEMS

Number of lecture periods: 1
LEARNING OUTCOMES
After completion of this lecture unit you should be able to
1. solve the system X = AX where the matrix A has distinct negative eigenvalues or a nonrepeated zero eigenvalue.
REMARK
To solve the system X = AX we can either transform the system into a rst-order
system by means of substitutions or use the following theorem:
Theorem
If the n n matrix A has distinct negative eigenvalues 12 , 22 , . . . , n2 with
associated real eigenvectors V1 , V2 , . . . Vn then a general solution of X = AX is
given by
n

x(t) =
(ai cos i t + bi sin i t)Vi
i=1

with ai and bi arbitrary constants.

In the special case of a nonrepeated zero eigenvalue 0 with associated eigenvector
V0 the corresponding part of the general solution is
X0 (t) = (a0 + b0 t)V0 .
SOURCE
Zill & Wright: 8.2,

pp 345 346 and class notes.

PROBLEMS
1. Find a general solution of x = Ax with
[
]
[
]
5
4
3
2
(2) A =
(1) A =
4 5
1 2
[
]
[
]
2
2
6
4
(3) A =
(4) A =
3 3
2 4
2. Solve the initial value problem.
[
]
[
2
2

(1) x (t) =
x, x(0) =
2 2
[
]
[
1
0

(2) x (t) =
x, x(0) =
2 4
[
]
[
6
6

(3) x (t) =
x, x(0) =
3 3

14

0
0
0
0
0
0

[
,

x (0) =

[
,

x (0) =

[
,

x (0) =

8
0
3
0
9
6

]
]
]

THEME 2: SEQUENCES AND SERIES OF REAL NUMBERS

This theme is divided into 4 lecture units :
2.1 Sequences of real numbers
2.2 Series of real numbers
2.3 Series with non-negative terms
2.4 Absolute and conditional convergence

3
2
3
4

lectures
lectures
lectures
lectures

PRE-KNOWLEDGE
Limits at innity (WTW158).
Indeterminate forms and the rule of LHospital (WTW158).

2.1 SEQUENCES OF REAL NUMBERS

Number of lecture periods: 3
LEARNING OUTCOMES
After completion of this lecture unit you should be able to
1. use the dierent ways in which a sequence can be written and to use the
notation for a sequence and the notation for the general term of a sequence.
2. represent sequences graphically.
3. explain the denition of the limit of a sequence.
4. explain what is meant by the convergence and divergence of a sequence.
5. determine whether a sequence converges or diverges by investigating the existence of a limit. This can be done using the properties of limits, the Squeeze
Theorem or the Absolute Value Theorem.
6. formulate when a geometric sequence is convergent and when it is divergent
and be able to use it.
7. use LHospitals rule to evaluate limits that are of an indeterminate form.
8. show that
a
(i) lim (1 + )n = ea for all a
n
n
(ii) lim n n = 1.
n

These results may be used as standard forms in later paragraphs.

9. explain what is meant by upper- and lower bounds of a sequence and be able
to determine whether a sequence is bounded.
10. explain why a convergent sequence is bounded. (Consider this as a theorem.)
11. explain why the removal of a nite number of terms of a sequence does not
inuence the limit and thus the convergence of the sequence.
12. determine whether a sequence is increasing or decreasing (that is monotonic).
13. apply the convergence theorem for bounded monotonic sequences.
14. handle recursive sequences. (We will not ask you to use mathematical induction
to prove certain concepts.)
15

SOURCE
Stewart : 11.1,

pp 690 699.

PROBLEMS
1. Stewart : Exercises 11.1 (p 700) nos 3, 6, 7, 8, 10, 14, 16, 17, 25, 28, 29, 31,
33, 34, 35, 39, 41, 43, 44, 47, 48, 49, 50, 51, 64, 70(b), 71, 74, 75, 76, 77, 80(b).
(n + 2)!
(2n 1)!
(2n + 2)!
2. Simplify:
(1)
(2)
(3)
n!
(2n + 1)!
(2n)!
3. Find:
(
)

1
1
(1) lim n sin
(2) lim arctan n
(3) lim arcsin cos
n
n
n
n
n
2

(
)n
2

1
n 1
(4) lim 1 +
(5) lim
(6) lim ( n + 1 n)
n
n
n
3n
(2n 1 )
(
)1/n

ln 1 + n
1
(7) lim n( n + 1 n) (8) lim
(9) lim n +
n
n
n
n
n(
)
2n
(1)n n
sin n
(10) lim
(12) lim arctan
(11) lim
n n + 1
n
n
2n + 1
n
n+1

2
(13) lim (3n + 5n )1/n
(14) lim n+2
(15) lim ( n n2 1)
n
n 5
n
(
)
1
3
4. The sequence {an } with a1 = 3 and an+1 =
an +
converges. Find
2
an
lim an .
n

5. Let an =

n!
.
nn

an+1
< 1 for all n.
an
(2) Use (1) to show that {an } decreases.
(3) Is {an } convergent?
(1) Show that

6. Give an example of a non-constant sequence that satises the given conditions

or explain why such a sequence does not exist:
(1)
(2)
(3)
(4)
(5)

{an }
{an }
{an }
{an }
{an }

is
is
is
is
is

bounded above but not convergent.

neither decreasing nor increasing but still converges.
bounded but divergent.
unbounded but convergent.
increasing and converges to 2.

7. Determine whether the statement is true or false. If it is false, give an example

that shows it is false. If it is true, prove it or refer to a theorem.
(1)
(2)
(3)
(4)
(5)

If
If
If
If
If

{an }
{an }
{an }
{an }
{an }

is divergent, then {an } is unbounded.

is bounded, then {an } is convergent.
converges and {bn } converges, then {an + bn } converges.
is convergent and {bn } is divergent, then {an + bn } is convergent.
and {bn } are both divergent, then {an + bn } is divergent.

16

2.2. SERIES OF REAL NUMBERS

Number of lecture periods: 2
LEARNING OUTCOMES
After completion of this lecture unit you should be able to
1. explain what is meant by a series and the n-th partial sum of a series and be
able to use the notations for these concepts.
2. explain what is meant by the sequence of partial sums of a series.
3. formulate the denition of convergence of a series and be able to use it to
determine whether a series is convergent or to nd the sum of the series where
necessary.
4. identify a telescoping series and to use the denition of convergence to test
whether a telescoping series is convergent.
5. identify geometric series and to prove and apply the convergence theorem for
geometric series.
6. discuss when linear combinations of series are convergent.
7. show that a linear combination of a convergent series and a divergent series
can not be convergent.
8. prove that the limit of the sequence of terms of a convergent series is zero and
to use this to test for divergence.

1
9. use partial sums to show that the harmonic series
is divergent.
n
n=1
10. illustrate with examples that if the limit of a sequence of terms is zero, it is
not a sucient condition for the convergence of the series.
SOURCE
Stewart : 11.2,

pp 703 710.

PROBLEMS
1. Stewart : Exercises 11.2 (p 711) nos 3, 15, 17, 23, 24, 25, 26, 27, 29, 31, 34,
35, 39, 40, 42, 43, 46, 47, 53, 57, 59, 63, 68, 72(a), 73, 82, 83, 84, 85.
2. Determine whether the series converges, and if so, nd its sum.
( )2n

2
1
n n+1
(3)
(3)
(1)
3 8
(2)
n(n 1)
3
n=0
n=1
n=2

n
1
(5)
ln
(6)
[arctan(n + 1) arctan n]
(4)
2n
e
n
+
1
n=1
n=1
n=1

17

2.3. SERIES WITH NON-NEGATIVE TERMS

Number of lecture periods: 3
LEARNING OUTCOMES
After completion of this lecture unit you should be able to
1. discuss why the integral test works and be able to use it.
2. discuss when a p-series is convergent/divergent and be able to prove and apply
it.
3. use the following convergence tests to determine the convergence of a series
with non-negative terms.
(a) the direct comparison test
(b) the limit comparison test
The limit comparison test

Suppose that
an and
bn are series with positive terms.
an
= c with 0 < c < then either both series are convergent or both
n bn
are divergent.

an
(2) If lim
= 0 and
bn is convergent, then
an is also convergent.
n bn

an
(3) If lim
= and
bn is divergent, then
an is also divergent.
n bn
(1) If lim

SOURCE
Stewart : 11.3 and 11.4,

pp 714 717 and pp 722 725.

PROBLEMS
1. Stewart : Exercises 11.3 (p 720) nos 2, 6, 7, 10, 11, 12, 15, 16, 21, 23, 34(b),(c).
2. Stewart : Exercises 11.4 (p 726) nos 5, 8, 10, 13, 17, 20, 21, 23, 27, 28, 31,
40(b)(i), 41(b)(ii), 43, 44, 45.
3. Determine whether the series converges or diverges.

3 + cos n
n2 + 2
(2)
(1)
n3/2
n4 + n2 + 5
n=0
n=1

arctan n
n+1
(5)
(4)
n
n2
n4
n=1
n=1

18

)n
(

1
(3)
1+
n
n=1

1
(6)
n sin
n
n=1

2.4. ABSOLUTE AND CONDITIONAL CONVERGENCE

Number of lecture periods: 4
LEARNING OUTCOMES
After completion of this lecture unit you should be able to
1. test alternating series for convergence.
2. estimate the error when an alternating series is approximated by its n-th partial
sum.
3. determine the number of terms of an alternating series required to approximate
the sum of the series with an error less than a given value.
4. prove that an absolutely convergent series is also convergent and be able to use
it.
5. explain what is meant by absolute and conditional convergence.
6. use all the tests for series with positive terms to determine whether a series is
absolutely convergent.
7. use the ratio test and root test to test a series for absolute convergence/divergence.
8. illustrate with an example that a series may converges while it is not absolutely
convergent.
SOURCE
Stewart : 11.5 to 11.7,

pp 727 731, 732 737 and 739 740.

PROBLEMS
1. Stewart : Exercises 11.5 (p 731) nos 3, 7, 8, 11, 14, 16, 18, 23, 25, 29, 32.
2. Stewart : Exercises 11.6 (p 737) nos 3, 5, 6, 8, 10, 11, 12, 13, 14, 15, 18, 21,
23, 24, 27, 30, 31, 32, 33, 35, 37.
3. Stewart : Exercises 11.7 (p 740) nos 1, 2, 4, 5, 7, 9, 12, 14, 17, 19, 20, 21, 29,
31, 33, 35, 37.
4. Determine whether the series converges or diverges.
( )n

n!
2
(1)
(2)
n
2)
(n
3
2
n=1
n=1

ln n
(2n)!
(4)
(5)
en
n!(2n)n
n=1
n=1

n
(7)
(8)
(1)n
n+2
n+2
n=1
n=1

ln n
n
(10)
(1)n1
(11)
(1)n
n
ln n
n=1
n=2

19

(3)
(6)

n=1

n=0

(9)

cos n
(n!)2
(3n)!

(n 1)!
n=1

(12)

n=2

(2)3n
n
(ln n)n

THEME 3 : POWER SERIES

This theme is divided into 4 lecture units :
3.1
3.2
3.3
3.4

Convergence of a Power Series

1 lecture
Representation of Functions as Power Series
2 lectures
Taylor Polynomials and Taylor Series
4 lectures
Power Series Solution of Dierential Equations 3 lectures

PRE-KNOWLEDGE
Taylor polynomials (WTW168).

3.1. CONVERGENCE OF A POWER SERIES

Number of lecture periods: 1
LEARNING OUTCOMES
After completion of this lecture unit you should be able to
1. discuss what is meant by a power series.
2. use the theorem about the existence of a radius of convergence of a power
series.
3. determine the radius and interval of convergence of a power series.
SOURCE
Stewart : 11.8,

pp 741 745.

PROBLEMS
1. Stewart : Exercises 11.8 (p 745) nos 7, 8, 13, 18, 19, 20, 23, 24, 25, 26, 30,
35(a), 39, 41, 42.
2. Determine whether the statement is true or false. If it is false, explain why or
give an example that shows it is false.

(1) If
an xn converges for x = 2, then it converges for x = 1.
n=0

(2) If (1, 1) is the interval of convergence for

interval of convergence for

n=0

20

n=0

an (x 1)n

an xn , then (0, 2) is the

3.2. REPRESENTATION OF FUNCTIONS AS POWER SERIES

Number of lecture periods: 2
LEARNING OUTCOMES
After completion of this lecture unit you should be able to
1. derive series representations for functions from a geometric power series by
algebraic manipulation, integration or dierentiation.
2. demonstrate that you may dierentiate or integrate a power series term-byterm inside its interval of convergence and that the radius of convergence of
the new series stays the same but that the interval of convergence may change.
SOURCE
Stewart : 11.9,

pp 746 751.

PROBLEMS
1. Stewart : Exercises 11.9 (p 751) nos 1, 2, 5, 7, 8, 13, 14, 15, 16*, 18, 19, 21,
22, 24, 25, 27, 29, 31*, 33, 39, 40, 41*.
*Use the power series for arctan x that is derived in Example 7.
1
2(1) Find the series representation of f (x) =
and determine the interval
(1 x)2
of convergence.
( )n

2
1
2(2) Use the result of 2(1) to nd the sum of
n
.
3 n=1
3
3. Use Exercises 11.9 no 14(a) to nd the sum of

(1)n+1

n=1

1
.
n2n

3.3. TAYLOR POLYNOMIALS AND TAYLOR SERIES

Number of lecture periods: 4
LEARNING OUTCOMES
After completion of this lecture unit you should be able to
1. nd the Taylor series of a function.
2. show that the Taylor series of a function converges to the function.
3. determine the interval of convergence of a Taylor series.
4. write down the form of the binomial series for a function and be able to use it
and to evaluate the binomial coecients.
5. use Taylors theorem.
6. identify Taylor polynomials as the n-th partial sums of a Taylor series and
explain the implication if the limit of the remainder is zero.
21

7. write down a Taylor polynomial of degree n of a function f , which has derivatives up to order n at the point a.
8. approximate function values with the aid of a Taylor polynomial.
9. use the remainder (Rn (x) in Taylors Theorem) to estimate the error of an
approximation by a Taylor polynomial.
Taylors Theorem
Let n be a nonnegative integer, and suppose f (n+1) (x) exists for each x in an open
interval I containing a. Then for each x = a in I, there is a number c between x
and a such that
f (a)
f (n) (a)
2

f (x) = f (a) + f (a)(x a) +

(x a) + +
(x a)n + Rn (x)
2!
n!
(n+1)
f
(c)
where Rn (x) =
(x a)n+1 .
(n + 1)!
REMARK
To estimate the error when a Taylor polynomial is used to approximate a function
value, we use Taylors Theorem and not Taylors Inequality.
SOURCE
Stewart : 11.10 and 11.11,

pp 753 763 and 768 772.

PROBLEMS
1. Stewart : Exercises 11.10 (p 765) nos 1, 2(a), 4, 5, 6, 8, 13, 15, 18, 20, 22, 27,
31, 33, 34, 35, 43, 50, 51, 53, 55, 63*, 65*, 66*, 67*, 69*.
* Use the power series of sin x for no 67, the power series of ex for nos 63, 66 and
69 and the power series of ln(1 + x) for no 65.
2. Stewart : Exercises 11.11 (p 774) nos 5, 13(a),(b)*, 16(a),(b)*, 18(a),(b)*, 23,
25*, 29.
* Use Taylors Theorem.
3. Find (i) f (k) (x); (ii) the Maclaurin polynomial of degree k for f ; (iii) the Taylor
series about 2 for f if
4
(1) f (x) = e3x
(2) f (x) = ln(3x+2)
(3) f (x) =
7 2x
4. Find a series for
1
0
1

sin x
2
(1)
dx
(2)
cos x dx
(3)
ex dx
x
0
0
1
5. Find the Maclaurin series for f (x) = xex . Then integrate the series term-by

1
= 1.
term over the closed interval [0,1] and show that
n!(n
+
2)
n=0

22

3.4. POWER SERIES SOLUTION OF DIFFERENTIAL EQUATIONS

Number of lecture periods: 3
LEARNING OUTCOMES
After completion of this lecture unit you should be able to
1. use the power series method for solving simple dierential equations.
2. use term-wise dierentiation of power series, the identity principle and shifting of the index of summation to nd a recurrence relation for the coecients

c1 , c2 , . . . of the power series solution y =

cn xn of a given dierential equan=0

tion.
3. nd the power series solution y =

cn xn of a dierential equation if a recur-

n=0

rence relation for the coecients cn is given.

4. determine the radius of convergence of the power series solution of a dierential
equation.
5. determine whether a point is an ordinary or a singular point of a dierential
equation.
6. nd the minimum (guaranteed) radius of convergence of the power series solution of a dierential equation, without solving the equation.
7. nd two linearly independent power series solutions and the general or the
particular power series solution of a given second-order dierential equation.
REMARKS
1. We nd only power series solutions about 0 That is power series solutions of

the form y =
cn xn .
n=0

2. We will most of the time ask you to write the power series solution in
notation.

SOURCE
Zill & Wright: 6.1 and 6.2,

pp 232 246.

PROBLEMS
1. Zill & Wright: Exercises 6.1 (p 238) nos 25, 27, 29, 36, 37.
2. Zill & Wright: Exercises 6.2 (p 246) nos 1, 9, 19, 21.

3. Find
a power series solution for (3x 4)y + 2y = 0. Give the answer in
-notation and determine the radius of convergence of the power series.

4. Show that the power series method fails to yield a power series solution of the

form y =
cn xn for x2 y + y = 0.
n=0

23

5. Find a power series solution

in powers of x for the given dierential equation. Give the answer in -notation and give the recurrence relation and the
minimum radius of convergence about x = 0 in each case.
(1)
(2)
(3)
(4)
(5)
(6)

y + 4y = 0
(x2 1)y + 4xy + 2y = 0
y + xy + y = 0
(x2 + 1)y + 6xy + 4y = 0
(x2 1)y 6xy + 12y = 0
(x2 1)y + 8xy + 12y = 0

6. Find a power series solution for

(1)
(2)

y = 4y + 5
y + y = x

24

THEME 4 : FOURIER SERIES

This theme is divided into 2 lecture units :
4.1
4.2

General Fourier Series and Convergence 3 12 lectures

Fourier sine and cosine series
2 lectures

PRE-KNOWLEDGE
Integration by parts (WTW168).
Even and odd functions (WTW158).

4.1. GENERAL FOURIER SERIES AND CONVERGENCE

Number of lecture periods: 3 12
LEARNING OUTCOMES
After completion of this lecture unit you should be able to
1. explain when or show that a set of functions is orthogonal on an interval.
and sin nx
(n a positive integer) is an
2. illustrate that the functions cos nx
p
p
orthogonal set of functions on the interval [p, p].
3. derive the formulas for the Fourier coecients of a function f that is dened
on the interval (p, p).
4. nd the Fourier coecients and the Fourier series of a function.
5. determine to which value the Fourier series of a function converges at a given
point.
6. sketch the periodic extension of a function and the function to which the Fourier
series of a given function converges.
7. use the Fourier series of a given function to nd the sum of a given series.
REMARKS
1. In 11.1 we only consider Denitions 11.1.1 to 11.1.3 and Examples 1 and 2.
2. When you use integration by parts to evaluate an integral, all steps must be
shown. Do not memorize answers. This also holds for all non-standard integrals
in other lecture units.
3. Since the Fourier series of f represents the periodic extension of f with period
2p, we may
evaluate the integrals

nx
1 p
nx
1 p
f (x) cos
dx and bn =
f (x) sin
dx
an =
p p
p
p p
p
over any other interval with length 2p. If, for example, f is given by a single
formula for 0 < x < 2p, it may be more convenient to evaluate the Fourier
coecients
2p by

nx
1 2p
nx
1
f (x) cos
dx and bn =
f (x) sin
dx
an =
p 0
p
p 0
p
25

SOURCE
Zill & Wright: 11.1, 11.2 and 11.3,

pp 420 422 and pp 426 430.

PROBLEMS
1. Zill & Wright: Exercises 11.2 (p 430) nos 3, 4, 7, 9, 13, 17, 18, 21.
2. The values of a periodic function f in one full period are given.
(a) Sketch the graph of the function f .
(b) Sketch the graph of the function to which the Fourier series of f converges.
(1) f (x) = x2 + 1 , 0 < x < 2
(2) f (x) = | sin x| , < x <
{
1
if 0 < x < 2
(3) f (x) =
2 x if 2 x < 4
{
0 if 1 < x < 0
3. Let f (x) =
x if 0 x < 1
The Fourier series of f is

1
2 cos(2n 1)x 1 (1)n+1 sin nx
f (x) = 2
+
4 n=1 (2n 1)2
n=1
n
(1) Sketch the graph of the function to which the Fourier series of f converges.
(2) Use the Fourier series to show that

1
1
1
2
=
1
+
+
+

=
(2n 1)2
32 52
8
n=1

4.2. FOURIER SINE AND COSINE SERIES

Number of lecture periods: 2
LEARNING OUTCOMES
After completion of this lecture unit you should be able to
1. determine whether a given function is even or odd or neither even nor odd.
2. prove the properties of even and odd functions.
3. show that the Fourier series of an even function of period 2p has only cosine
terms (and a constant term) and to nd this Fourier series.
4. show that the Fourier series of an odd function of period 2p has only sine terms
and to nd this Fourier series.
5. extend a given function dened on an interval (0, L) to either an even or an
odd function of period 2L and to sketch this extension.
6. nd the Fourier sine series and the Fourier cosine series of a piece-wise continuous function dened on (0, L) and to sketch the functions to which these
series converge.
7. nd the Fourier sine series solution of a boundary value problem of the form
ax + bx = f (t), x(0) = 0 = x(L).
26

8. nd the Fourier cosine series solution of a boundary value problem of the form
ax + bx = f (t), x (0) = 0 = x (L).
SOURCE
Zill & Wright: 11.3,

pp 431 437.

PROBLEMS
1. Zill & Wright: Exercises 11.3 (p 437) nos 1, 2, 3, 5, 6, 9, 11, 12, 20.
2. Find the Fourier series of f on the given interval.
(1)
(2)

f (x) = x,
f (x) = x,

2 < x < 2
0<x<3

3. Sketch the graphs of the functions to which (a) the cosine series and (b) the
sine series of f converge if
{
x
as 0 < x < 1
(1) f (x) =
2 x as 1 x < 2
{
1
as 0 < x < 1
(2) f (t) =
2 x as 1 x < 2
{
1
as 0 < x < 1
(3) f (t) =
x 2 as 1 x < 2
3. Let f (x) = x2 , 0 < x < 2. The Fourier series of f is

4 2
cos nx
sin nx
f (x) =
+4
4
.
2
3
n
n
n=1
n=1
(1) Sketch the graph of the function to which the Fourier series of f converges.
(2) Use the Fourier series to show that

1
1
1
1
2
(a)
=
1
+
+
+
+

=
n2
22 32 42
6
n=1

(1)n+1
1
1
1
2
(b)
=
1

=
n2
22 32 42
12
n=1
5. Find the Fourier cosine and sine series of f and sketch the graphs of the two
extensions to which these two series converges:
(1) f (x) = 1 0 < x < L
(2) f (x) = x 0 < x < L
6. Find a formal Fourier series solution (either a Fourier sine or a Fourier cosine
series) for the boundary value problem:
(1)
(2)
(3)
(4)

2x + 3x = t, x(0) = x(1) = 0
x 4x = 1, x(0) = x() = 0
x + 2x = t, x (0) = x (3) = 0
3x + x = 1, x (0) = x (2) = 0

7. Consider the problem

x + 4x = 4t,

(1) Show that x(t) = t + Ae2t Ae2t

problem.
27

x(0) = x(1) = 0.
1
is a solution of the
with A = 2
e e2

(2) Find the Fourier series solution of the problem.

(3) Find the value of the solution in (1) for t = 0,1 and for t = 0,5.
(4) Find the value of the solution in (2) for t = 0,1 and for t = 0,5 using 1
term, 2 terms and 3 terms of the Fourier series.

28

THEME 5: PARTIAL DIFFERENTIAL EQUATIONS

This theme is divided into 3 lecture units :
5.1
5.2
5.3
5.4

Eigenvalue problems
2 lectures
Separable partial dierential equations 12 lecture
The heat equation
5 lectures
The wave equation
5 lectures

PRE-KNOWLEDGE
Linear second-order dierential equations (WTW256).

5.1 EIGENVALUE PROBLEMS

Number of lecture periods: 2
LEARNING OUTCOMES
After completion of this lecture unit you should be able to
1. explain what a boundary value problem (endpoint problem) is.
2. determine the eigenvalues and associated eigenfunctions of a boundary
value problem.
SOURCE
Zill & Wright: 5.2,

p 212 and class notes.

REMARK
All the partial dierential equations that we discuss in Theme 5, yield after
separation of variables an characteristic equation of the form
r2 + f ()r + g() = 0.
The characteristic equation has roots
[
]2
f ()
f () 4g()
r=
.
2
[
]2
Depending on the sign of the discriminant f () 4g(), dierent types of
roots are found:
[
]2
f () 4g() = 0 yields two real (repeated) roots.
[
]2
f () 4g() > 0 yields two real (dierent) roots.
[
]2
f () 4g() < 0 yields two complex (dierent) roots.
Bear this in mind when trying to nd possible product solutions for partial
dierential equations.
PROBLEMS
1. Zill & Wright: Exercises 5.2 (p 215) nos. 13, 14, 15, 18.
2. Consider the eigenvalue problem y + 2y + y = 0; y(0) = y(1) = 0.
(1) Show that = 1 is not an eigenvalue.
29

(2) Show that there is no eigenvalue such that < 1.

(3) Show that the nth eigenvalue is n = n2 2 + 1 with associated eigenfunction yn (x) = ex sin nx.
3. Find the eigenvalues and associated eigenfunctions.
(1) y + y = 0, y (0) = y (L) = 0, L > 0.
(2) y + y = 0, y (0) = y(L) = 0, L > 0.
(3) y + 4y + y = 0, y(0) = y(2) = 0.
(4) y + 2y + (1 + )y = 0, y(0) = y(2) = 0.

5.2 SEPARABLE PARTIAL DIFFERENTIAL EQUATIONS

Number of lecture periods:

1
2

LEARNING OUTCOMES
After completion of this lecture unit you should be able to
1. use separation of variables to nd product solutions for a given partial
dierential equation.
SOURCE
Zill & Wright: 12.1,

pp 456 458.

PROBLEMS
1. Zill & Wright: Exercises 12.1 (p 459) nos. 1, 3, 8, 9.

5.3 THE HEAT EQUATION

Number of lecture periods: 5
LEARNING OUTCOMES
After completion of this lecture unit you should be able to
1. use separation of variables to derive Fourier series solutions for boundary
value problems with the heat equation.
2. set up boundary value problems with the heat equation and solve them.
3. use a given transformation to nd the solution of a non-standard boundary
value problem with the heat equation.
SOURCE
Zill & Wright: 12.3,

pp 466 467 and class notes.

REMARK
We consider the following two standard problems:
Problem 1
ut = kuxx
u(0, t) = u(L, t) = 0
u(x, 0) = f (x)

(0 < x < L,
(t > 0)
(0 < x < L)

30

t > 0)

with solution u(x, t) =

where cn =

2
L

cn sin

n=1

f (x) sin
0

nx n2 2 kt/L2
e
L

nx
dx
L

and Problem 2
ut = kuxx
ux (0, t) = ux (L, t) = 0
u(x, 0) = f (x)

(0 < x < L, t > 0)

(t > 0)
(0 < x < L).

nx n2 2 kt/L2
with solution u(x, t) = c0 +
cn cos
e
L
n=1
L

1
2 L
nx
where c0 =
f (x) dx and cn =
f (x) cos
dx.
L 0
L 0
L
We use separation of variables to derive the solutions of these two problems in
the lectures.
If you now want to solve a standard problem, you may directly substitute into
these solutions whatever you need and is it not necessary to get the solution
with the aid of separation of variables.
To solve a non-standard problem, we use either separation of variables or a
transformation.
PROBLEMS
1. Solve the boundary value problem:
(1) ut = 3uxx ; u(0, t) = u(, t) = 0; u(x, 0) = 4 sin 2x
(2) ut = 2uxx ; ux (0, t) = ux (5, t) = 0; u(x, 0) = 10
(3) 5ut = uxx ; u(0, t) = u(10, t) = 0; u(x, 0) = 4x
(4) 5ut = uxx ; ux (0, t) = ux (10, t) = 0; u(x, 0) = 4x
2. Suppose that a rod 40 cm long with insulated lateral surface is heated to
a uniform temperature of 100o C, and that at time t = 0 its two ends are
embedded in ice water at 0o C.
(1) Find the formal series solution for the temperature u(x, t) of the rod.
(2) In the case the rod is made of copper (k = 1.15 cm2 /s), show that
after 5 min the temperature at its midpoint is about 15o C.
(3) In the case the rod is made of concrete (k = 0.005 cm2 /s), use the rst
term of the series to nd the time required for its midpoint to cool to
15o C.
3. A copper rod (k = 1.15 cm2 /s) 50 cm long with insulated lateral surface
has initial temperature u(x, 0) = 2x, and at time t = 0 its two ends are
insulated.
(1) Find u(x, t).
(2) What will its temperature be at x = 10 after 1 min?
(3) After approximately how long will its temperature at x = 10 be 45o C?
4. Two iron rods (k = 0.15 cm2 /s) are each 25 cm long. Initially rod 1 is
at a temperature 100o C throughout and rod 2 is at temperature 0o C. At
time t = 0 two endpoints are put together to form one rod. Their outer
endpoints are kept at 0o C.
31

(1) Find a series solution for u(x, t).

(2) Show that after half an hour the temperature at the midpoint of the
new rod is approximately 22o C.
5. Suppose that a laterally insolated rod with length L = 50 has initial temperature u(x, 0) = 0 and endpoint temperatures u(0, t) = 0 and
u(50, t) = 100. Use the transformation u(x, t) = w(x, t) + h(x) with k = 1
to show that

200 (1)n+1
nx n2 2 t/2500
u(x, t) = 2x
sin
e
n=1
n
50
6. Use the transformation u(x, t) = w(x, t) + h(x) to nd a Fourier series
solution of :
(1) ut = kuxx , 0 < x < 1, t > 0, u(0, t) = 100, u(1, t) = 100, u(x, 0) = 0
(2) ut = kuxx , 0 < x < 1, t > 0, u(0, t) = 50, u(1, t) = 0, u(x, 0) = 20
(3) 2ut = uxx + 8, 0 < x < 1, t > 0, u(0, t) = 10, u(1, t) = 30,
u(x, 0) = 10 4x2
7. Find a Fourier series solution of
ut = 2uxx 3u, 0 < x < 2, t > 0, u(0, t) = u(2, t) = 0, u(x, 0) = 4x
(1) by using separation of variables.
(2) by using the transformation u(x, t) = e3t w(x, t).
8. Use separation of variables to nd a Fourier series solution of
ut = 2uxx 3u, 0 < x < 2, t > 0, ux (0, t) = ux (2, t) = 0, u(x, 0) = 4x
9. Consider a long thin homogeneous bar of length L. Heat radiates from
the bar along its lateral surface. Assume that A is a positive transfer
coecient and T is a constant temperature in the surrounding medium.
The equation for the temperature function is given by
u
2u
= a2 2 A(u T ).
t
x
Assume that the endpoints are insulated and that the initial temperature
is u(x, 0) = f (x). Find a series solution for u.
Hint: Transform this boundary
value
(
) problem to a standard heat equation
At
by setting v(x, t) = e u(x, t) T .

5.4 THE WAVE EQUATION

Number of lecture periods: 5
LEARNING OUTCOMES
After completion of this lecture unit you should be able to
1. use separation of variables to derive Fourier series solutions for boundary
value problems with the wave equation.
2. derive dAlemberts solution for boundary value problems with the wave
equation.
3. apply dAlemberts solution to sketch the form of a wire at a given time
or to nd y(x, t) for given values of x and t.
4. set up boundary value problems with the wave equation and solve them.
32

5. use a given transformation to nd the solution of a non-standard boundary

value problem with the wave equation.
SOURCE
Zill & Wright: 12.4,

pp 468 470 and class notes.

REMARKS
1. We consider the boundary value problem
ytt = a2 yxx
(0 < x < L, t > 0)
y(0, t) = y(L, t) = 0
(t > 0)
y(x, 0) = f (x)
(0 < x < L)
yt (x, 0) = g(x)
(0 < x < L)
for the displacement function y(x, t) of a freely vibrating string with xed
ends, initial position f (x) and initial velocity g(x).
We split this problem into two separate boundary value problems (Problem
A and Problem B) which we solve in the lectures.
Problem A
a2 yxx
(0 < x < L, t > 0)
y(L, t) = 0
(t > 0)
f (x)
(0 < x < L)
0
(0 < x < L)

nx
nat
with solution yA (x, t) =
cn sin
cos
L
L
n=1
L
2
nx
where cn =
f (x) sin
dx
L 0
L
and Problem B
ytt
y(0, t)
y(x, 0)
yt (x, 0)

=
=
=
=

a2 yxx
(0 < x < L, t > 0)
y(L, t) = 0
(t > 0)
0
(0 < x < L)
g(x)
(0 < x < L)

nx
nat
with solution yB (x, t) =
dn sin
sin
L
L
n=1
L
2
nx
where dn =
g(x) sin
dx.
na 0
L
Then y(x, t) = yA (x, t) + yB (x, t) is the solution of the given problem.
ytt
y(0, t)
y(x, 0)
yt (x, 0)

=
=
=
=

2. We use y(x, t) in stead of u(x, t) as in the textbook for the displacement

function. This will hopefully eliminate confusion between the heat- and
wave equations.
3. The dAlembert form of the solution of the wave equation:
We will mostly use dAlemberts solution when we want to calculate a
single function value or when we want to sketch the displacement at a
certain instant.

33

dAlemberts solution for Problem A and Problem B will be derived in

class but we will not expect from you to derive these solutions in the
examination. These solutions are:
Problem A
1
y(x, t) = [F (x + at) + F (x at)]
2
with F the odd extension of period 2L of the initial displacement function
f.
Problem B

x+at
1
(1) y(x, t) =
G(s) ds
2a xat
with G the odd extension of the initial velocity function g with period 2L.
or
x
1
(2) y(x, t) = [H(x + at) H(x at)] with H(x) =
G(s) ds
2a
0
If a string has both a nonzero initial position function y(x, 0) = f (x) and
a nonzero initial velocity function yt (x, 0) = g(x), then we can obtain its
displacement function by adding the dAlembert solutions of Problems A
and B to get
1
1
y(x, t) = [F (x + at) + F (x at)] + [H(x + at) H(x at)].
2
2a
PROBLEMS
1. Solve the boundary value problem:
1
(1) ytt = 4yxx , y(0, t) = y(, t) = 0, y(x, 0) = 10
sin 2x, yt (x, 0) = 0
(2) ytt = 5yxx , y(0, t) = y(10, t) = 0, y(x, 0) = x, yt (x, 0) = 0
(3) ytt = 5yxx , y(0, t) = y(10, t) = 0, y(x, 0) = 0, yt (x, 0) = x
(4) ytt = 4yxx , y(0, t) = y(, t) = 0, y(x, 0) = sin x, yt (x, 0) = 1
2. Use the transformation y(x, t) = w(x, t)+h(x) to solve the boundary value
problem
2y
2y
=
3
+ 2x;
0 < x < 2, t > 0,
t2
x2
y(0, t) = y(2, t) = 0;

t > 0,

y(x, 0) = yt (x, 0) = 0;

0 < x < 2.

3. Use the transformation y(x, t) = w(x, t)+h(x) to solve the boundary value
problem
2y
2y
=
cos x;
0 < x < 2, t > 0,
t2
x2
y(0, t) = y(2, t) = 0;

t > 0,

y(x, 0) = yt (x, 0) = 0;

0 < x < 2.

4. The following boundary value problem models longitudinal displacements

in a cylindrical bar of length L. At time t = 0, the bar is stretched by an

34

amount AL and then released.

2
2y
2 y
=
a
;
t2
x2

0 < x < L, t > 0,

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

t > 0,

y(x, 0) = (A + 1)x;

0 < x < L,

y
(x, 0) = 0;
t

0 < x < L.

Use separation of variables to nd a formal series solution for this problem.

5. Use separation of variables to nd a formal series solution for the following
boundary value problem.
ytt + 4yt + 4y = 4yxx ;

0 < x < 2, t > 0,

y(0, t) = y(2, t) = 0;

t > 0,

y(x, 0) = 2x;

0 < x < 2,

yt (x, 0) = 0;

0 < x < 2.

6. Consider the boundary value problem

ytt = yxx ;

0 < x < 3, t > 0,

y(0, t) = y(3, t) = 0;

t > 0,

x;
1;
y(x, 0) =

3 x;

0<x1
1<x2
2<x<3

yt (x, 0) = 0;

0 < x < 3.

Use dAlembert to sketch y(x, t) if

1
(3) t = .
2
7. Use separation of variables to nd a formal series solution for the following
boundary value problem.
(1) t = 1,

(2) t = 2

and

ytt + 4yt + 4y = yxx ;

0 < x < 1, t > 0,

y(0, t) = y(1, t) = 0;

t > 0,

y(x, 0) = 0;

0 < x < 1,

yt (x, 0) = g(x);

0 < x < 1.

35

8. Consider the boundary value problem

ytt = yxx ;

0 < x < 1, t > 0,

y(0, t) = y(1, t) = 0;

t > 0,

y(x, 0) = 0;

0 < x < 1,

yt (x, 0) = x;
)
(
Use dAlembert to sketch y x, 12 .
9. Consider the boundary value problem

0 < x < 1.

ytt = 4yxx ;

0 < x < 1, t > 0,

y(0, t) = y(1, t) = 0;

t > 0,

y(x, 0) = x(1 x);

0 < x < 1,

yt (x, 0) = 1;
0 < x < 1.
(
)
Use dAlembert to nd y 12 , 38 .
10. For a string vibrating in air with resistance proportional to velocity, the
boundary value problem is
ytt
y(0, t)
y(x, 0)
yt (x, 0)

=
=
=
=

a2 yxx 2hyt
y(L, t) = 0
f (x)
0

0 < x < L,
t>0
0<x<L
0 < x < L.

t>0

Use separation of variables to nd a formal series solution for this problem.

36