640:423 Quiz 5 Name:

(1) (5 points) Consider the boundary value problem

uxx (x, y) + uyy (x, y) = 0, 0 < x < π, 0 < y < 1,


ux (0, y) = 0, ux (π, y) = 0, 0 < y < 1.

Provide a detailed derivation that in looking for a separable solution of the form
u(x, y) = X(x)Y (y), one needs to solve the following eigenvalue problem
(
X 00 (x) + λX(x) = 0, 0 < x < π,
X 0 (0) = 0, X 0 (π) = 0.

Solution. Plugging uxx (x, y) = X 00 (x)Y (y) and uyy (x, y) = X(x)Y 00 (y) into
the equation, and dividing the equation by X(x)Y (y), we obtain
X 00 (x) Y 00 (y)
+ = 0.
X(x) Y (y)
X 00 (x) Y 00 (y)
In order for this to hold, both X(x)
and Y (y)
need to be a constant. Call
X 00 (x)
X(x)
= −λ. Then X (x) + λX(x) = 0 for 0 < x < π and Y 00 (y) − λY (y) = 0 for
00

0 < y < 1.
In order to satisfy ux (0, y) = 0, ux (π, y) = 0 for 0 < y < 1, we must have
X 0 (0)Y (y) = X 0 (π)Y (y) = 0 for 0 < y < 1. Since we want a Y (y) which is not
identically 0, we must have X 0 (0) = 0, X 0 (π) = 0. 

(2) (5 points) You may assume that {λn = n2 : n = 0, 1, 2, · · · }, and {1, cos(x), cos(2x), · · · }
provide a complete set of eigenvalues and eigenfunctions, respectively, to the
eigenvalue problem in previous part. Give an argument that one can construct
solutions to the boundary value problem in previous part in the form of
∞
A0 + B0 y X
+ {An cosh(ny) + Bn sinh(ny)} cos(nx).
2 n=1

Solution. For each λn = n2 , we solve Y 00 (y) − λY (y) = 0. When n = 0,

the solutions are Y (y) = A + By, and when n ≥ 1, the solutions are Y (y) =
An cosh(ny) + Bn sinh(ny) for some constants An and Bn . Thus by the superpo-
sition principle
∞
A0 + B0 y X
+ {An cosh(ny) + Bn sinh(ny)} cos(nx)
2 n=1
provides a formal solution. 
turn over to continue

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 (3) (5 points) Verify, using Green’s identity, that a necessary
R π condition for the fol-
lowing boundary value problem to have a solution is 0 h(x)dx = 0:

 uxx (x, y) + uyy (x, y) = 0
 0 < x < π, 0 < y < 1,
(*) ux (0, y) = 0, ux (π, y) = 0 0 < y < 1,

 u (x, 0) = 0, u (x, 1) = h(x)
y y 0 < x < π.

Solution. The Green’s identity

Z Z Z
∂u
v∆u dxdy = v ds − ∇v · ∇udxdy
D bdy D ∂n D

in the case that v = 1, and D = {(x, y) : 0 < x < π, 0 < y < 1} becomes
Z Z π Z 1 Z π Z 1
∆u dxdy = − uy (x, 0)dx + ux (π, y)dy + uy (x, 1) dx − ux (0, , y)dy,
D 0 0 0 0
as 
−uy (x, 0) when (x, y) = (x, 0),


∂u ux (π, y) when (x, y) = (π, y),
=
∂n   uy (x, 1) when (x, y) = (x, 1),

−ux (0, , y) when (x, y) = (0, y),


From the given

R π boundary condition for u(x, y) and the equation ∆u = 0 in D,
we see that 0 h(x)dx = 0.


(4) (10 points) Find a solution to (*) in the form

X∞
A0 + B0 y + {An cosh(ny) + Bn sinh(ny)} cos(nx),
n=1
Rπ
under the condition 0 h(x)dx = 0. Indicate explicitly how this condition is used,
and determine the An and Bn for n = 0, 1, 2, . . . in terms of h(x) if possible. Does
(*) have a unique solution?
Solution. By construction, the solution satisfied the boundary conditions
on the two lateral sides. In order for u to satisfy the boundary condition on
(x, y) = (x, 0), we need to set
X∞
uy (x, y) = B0 + n {An sinh(ny) + Bn cosh(ny)} cos(nx) = 0 for 0 < x < π
n=1
at y = 0. Namely,
∞
X
0 = B0 + nBn cos(nx) for 0 < x < π.
n=1
P∞
So Bn = 0 for n = 0, 1, 2, · · · , and u(x, y) = A0 + n=1 An cosh(ny) cos(nx).

2
 In order for u to satisfy the boundary condition uy (x, 1) = h(x) for (x, y) =
(x, 1), we need
∞
X
nAn sinh(n) cos(nx) = h(x) for 0 < x < π.
n=1

This is the cosine Fourier series expansion R π for h(x) on [0, π], with the term
corresponding
Rπ to n = 0 equal R πto 0. So 0 h(x) dx = 0, and nAn sinh(n) =
0
h(x) cos(nx) dx. So unless 0 h(x) dx = 0, the series solution can R πnot satisfy
the boundary condition on the top portion of the boundary. When 0 h(x) dx =
0, we choose An according to
Z π
−1
(n sinh(n)) h(x) cos(nx) dx,
0
P∞
then for any A0 , A0 + n=1 An cosh(ny) cos(nx) is a solution to our BVP.
Since A0 can be chosen arbitrarily when a solution exists, this problem fails to
have a unique solution. 

Remark. When solving a boundary value problem over a rectangular region, our usual
strategy is to break it up into two sub-problems, where each solves a boundary value
problem with homogeneous boundary conditions on a pair of opposite sides. For example,
consider a problem similar to (*) but with more general boundary conditions


 uxx (x, y) + uyy (x, y) = 0 0 < x < π, 0 < y < 1,
(**) ux (0, y) = g(y), ux (π, y) = 0 0 < y < 1,

 u (x, 0) = 0, u (x, 1) = h(x)
y y 0 < x < π,
Rπ R1
The necessary condition for this problem becomes 0 h(x) dx − 0 g(y) dy = 0. One
usually tries to look for u = v + w, where v solves

 vxx (x, y) + vyy (x, y) = 0
 0 < x < π, 0 < y < 1,
vx (0, y) = 0, vx (π, y) = 0 0 < y < 1,

 v (x, 0) = 0, v (x, 1) = h(x)
y y 0 < x < π,
and w solves


 wxx (x, y) + wyy (x, y) = 0 0 < x < π, 0 < y < 1,
wx (0, y) = g(y), wx (π, y) = 0 0 < y < 1,

 wy (x, 0) = 0, wy (x, 1) = 0 0 < x < π.
Rπ R1
But, unless 0 h(x) dx = 0 and 0 g(y) dy = 0, these two sub-problems have no solution!
So this method does not always work without any modification!
One possible
R π modification is to creat subproblems which can be Rsolved using our method.
1
Let h̄ = π −1 0 h(x) dx be the average of h over [0, π], and ḡ = 0 g(y)dy be the average

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of g(y) over [0, 1]. Then we consider v(x, y) be a solution to

 vxx (x, y) + vyy (x, y) = 0
 0 < x < π, 0 < y < 1,
vx (0, y) = 0, vx (π, y) = 0 0 < y < 1,

vy (x, 0) = 0, vy (x, 1) = h(x) − h̄ 0 < x < π,


and w be a solution
 to

 wxx (x, y) + wyy (x, y) = 0 0 < x < π, 0 < y < 1,
wx (0, y) = g(y) − ḡ, wx (π, y) = 0 0 < y < 1,

 w (x, 0) = 0, w (x, 1) = 0
y y 0 < x < π.
Both problems can be solved using our method. Now if we can find a solution ũ(x, y) to

 ũxx (x, y) + ũyy (x, y) = 0
 0 < x < π, 0 < y < 1,
ũx (0, y) = ḡ, ũx (π, y) = 0 0 < y < 1,

ũy (x, 0) = h̄, ũy (x, 1) = 0 0 < x < π,


then u(x, y) = v(x, y) + w(x, y) + ũ(x, y) would be a solution we have been looking for.
The necessary condition is now expressed as π h̄ − ḡ = 0. By working with quadratic
2
x2
polynomials, we find that ũ(x, y) = ḡ(x − 2π ) + h̄y2 satisfies the desired equations above.
Using this ũ(x, y), and the solutions v(x, y) and w(x, y) constructed using separation of
variables, we can construct a solution to our problem as u(x, y) = v(x, y) + w(x, y) +
ũ(x, y).