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You are on page 1of 7

Weston Barger

Summer 2016

Homework 4

Due: Tuesday, July 19, 2016

1. Exercise 10.2

Solution.

1

2

2. Exercise 11.1

Solution. See “hw4p2.m”

3. For the following partial differential equations, what ordinary differential equations

are implied by the method of separation of variables?

2 2

(a) ∂∂xu2 + ∂∂yu2 = ∆u = 0

(b) ∂u = κ ∂ 2 u – ν ∂u

∂t ∂x 2 0 ∂x

(c) ∂u ∂4u

∂t = κ ∂x 4

Solution.

(a) Assume that u(x , y) = X (x )Y (y). Inserting u into our partial differential

equation gives

X 00 Y 00

X 00 Y + XY 00 = 0 ⇒ =– = λ.

X Y

Therefore, the two ODEs are

X 00 – λX = 0, Y 00 + λX = 0.

equation yields

T0 κX 00 – ν0 X 0

T 0 X = κTX 00 – ν0 TX 0 ⇒ = = λ.

T X

Therefore, the two differential equations are

κX 00 – ν0 X 0 – λX = 0, T 0 – λT = 0.

T0 X (4)

T 0 X = κTX (4) ⇒ = = λ.

κT X

Therefore, the two ODE’s implied by separation of variables are

X (4) – λX = 0, T 0 – κλT = 0.

3

4. Consider the differential equation

d2 u

+ λu = 0. (0.1)

dx 2

Determine the eigenvalues λ (and corresponding eigenfunctions) if u satisfies the

following boundary conditions. Analyze the three cases λ > 0, λ = 0 and λ < 0. You

may assume the eigenvalues are real.

(b) u(0) = u(1) = 0

(c) u(a) = u(b) = 0

(d) u 0 (0) = u 0 (L) = 0

λ = 0: u(x ) = c1 x + c2 ,

λ > 0: u(x ) = c1 cos(rx ) + c2 sin(rx ) for λ = r 2 , and

λ < 0: u(x ) = c1 e rx + c2 e rx for λ = –r 2 .

(a) Suppose that u(0) = u(π) = 0. Applying these boundary conditions, we the

following systems

λ = 0:

u(0) = c1 · 0 + c2 = 0

u(π) = c1 · π + c2 = 0.

λ > 0:

u(0) = c1 = 0.

Next,

u(π) = c2 sin(r π) = 0 ⇒ r = n.

So,

un (x ) = cn sin(nx ).

4

λ < 0:

u(0) = c1 + c2 = 0

u(π) = c1 e r π + c2 e –r π = 0.

We therefore have that the eigenvalues and eigenfunctions are

(λ, uλ ) = (n 2 , sin(nx ))

for n = 1, 2, 3, · · ·.

(b) Following the same logic as in part (a), we see that there are only nontrival

solutions when λ > 0. Let λ = r 2 . In this case,

u(0) = c1 = 0.

Also,

u(1) = c2 sin(r ) = 0.

We conclude that

r = nπ.

(λ, uλ ) = (n 2 π 2 , sin(nπx ))

for n = 1, 2, 3, · · ·

(c) Following the same logic as the previous two parts, we get that there are only

nontrivial solutions when λ > 0. Let λ = r 2 . In this case,

this form. Let us perform a shift of argument. Note that

5

1 1

= (c1 + ic2 ) e –irx + (c1 – ic2 ) e irx

2 2

1 1 ira –irx 1 1

= (c1 + ic2 ) ira e e + (c1 – ic2 ) –ira e –ira e irx

2 e 2 e

1 1 –ir (x –a) 1 1

= (c1 + ic2 ) ira e + (c1 – ic2 ) –ira e ir (x –a) .

2 e 2 e

Then

1 1 1 1

u(x ) = (c1 + ic2 ) ira e –ir (x –a) + (c1 – ic2 ) –ira e ir (x –a)

2 e 2 e

= cb1 cos(r (x – a)) + cb2 sin(r (x – a)).

This was a little long winded, but the point of the point of the above compu-

tation was to show that we can choose a shifted argument. Applying the first

boundary condition gives

u(0) = cb1 = 0.

Now,

nπ

r= .

b–a

Therefore,

n 2π2

!

nπ

(λ, uλ ) = 2 , sin (x – a) .

(b – a) b–a

(d) We did this problem in lecture 8. We see that when λ < 0, there are only trivial

solutions. When λ = 0, we have

u(x ) = c1 x + c2 .

u 0 (0) = c1 = 0

6

u 0 (L) = c1 = 0.

u 0 (0) = rc2 = 0.

nπ

r= .

L

So, un (x ) = cos(nπx /L) and λ = n 2 π 2 /L2 for n = 1, 2, 3, · · ·. Thus, our

eigenpair is

n 2π2

!

nπx

(λ, uλ ) = 2 , cos

L L

for n = 0, 1, 2, 3, · · ·.

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