Your Name PDE 104228

200XXYYZZ Homework 7 Fall 2019

PARTIAL DIFFERENTIAL EQUATIONS M

104228
SOLUTIONS
1. Consider the following problem


 uxx + uyy = 0 0 < x < π, 0<y<π




 u(0, y) = y(π − y) 0≤y≤π



u(x, 0) = sin(2x) 0≤x≤π









u(π, y) = u(x, π) = 0 0 ≤ x ≤ π, 0≤y≤π


(a) (30 points) Split the problem to find a solutionm of the form u = u1 + u2 where
each one of the functions ui is a solution of the Laplace equation with appropriate
homogeneous boundary conditions. Write explicitly the two problems.
(b) (30 points) For each i = 1, 2, write the Sturm-Liouville Problem associated to
the equation and write the general solution of the equation.
(c) (40 points) Find the solution ui (x, t) for i = 1, 2 and for the solution u of the
original problem.

(a) We will solve the two problems:



 uxx + uyy = 0 0 < x < π, 0<y<π




 u(0, y) = 0 0≤y≤π


(P 1)
u(x, 0) = sin(2x) 0≤x≤π








u(π, y) = u(x, π) = 0 0 ≤ x ≤ π, 0≤y≤π


and


 uxx + uyy = 0 0 < x < π, 0<y<π




 u(0, y) = y(π − y) 0≤y≤π


(P 2)
u(x, 0) = 0 0≤x≤π








u(π, y) = u(x, π) = 0 0 ≤ x ≤ π, 0≤y≤π


1
Your Name PDE 104228
200XXYYZZ Homework 7 Fall 2019

(b) For (P1):

Using the separation of variables method, we propose u(x, y) = X(x)Y (y). Then,
we get
X 00 Y 00
− = =λ λ>0
X Y
Since we have two vertical opposite sides with homogeneous boundary conditions,
we solve for the x variable. Then the associated Sturm Liouville problem is

 X 00 + λX = 0

X(0) = X(π) = 0


The solutions for the eigenvalues are: λn = n2 and the eigenfunctions Xn are

Xn (x) = sin(nx), n = 1, 2, . . .

Using the values for λn , we solve now for the y- variable. The problem to solve is

Y 00 − n2 Y = 0.

The basis of solutions here is {eny , e−ny }∞

n=1 , but we choose to work with the basis
{sinh(ny), sinh(n(y − π))}. Then the general solution for u1 is
∞
X
u1 (x, y) = (An sinh(ny) + Bn sinh(n(y − π))) sin(nx)
n=1

For (P2):
Using the separation of variables method, we propose u(x, y) = X(x)Y (y). Then,
we get
X 00 Y 00
=− =λ λ>0
X Y
Since we have two horizontal opposite sides with homogeneous boundary condi-
tions, we solve for the y variable. Then the associated Sturm Liouville problem
is 
 Y 00 + λY = 0

Y (0) = Y (π) = 0


The solutions for the eigenvalues are: λn = n2 and the eigenfunctions Yn are

Yn (y) = sin(ny), n = 1, 2, . . .

Using the values for λn , we solve now for the x- variable. The problem to solve is

X 00 − n2 X = 0.

2
Your Name PDE 104228
200XXYYZZ Homework 7 Fall 2019

The basis of solutions here is {enx , e−nx }∞

n=1 , but we choose to work with the basis
{sinh(nx), sinh(n(x − π))}. Then the general solution for u2 is
∞
X
u2 (x, y) = (An sinh(nx) + Bn sinh(n(x − π))) sin(ny)
n=1

(c) To find the solutions u1 and u2 , we use the boundary conditions:

For (P1):
Using the boundary condition at y = π, we get
∞
X
0 = u(x, π) = An sinh(nπ) sin(nx)
n=1

and therefore for every n ∈ N, we have that An = 0. The solution u1 becomes

∞
X
u1 (x, y) = Bn sinh(n(y − π)) sin(nx)
n=1

Finally, using the condition at y = 0, we find the values for Bn :

∞
X
sin(2x) = u(x, 0) = Bn sinh(n(0 − π)) sin(nx)
n=1

From here we deduce that

−1
Bn = 0 ∀n 6= 2 , B2 =
sinh(2π)

And then
−1
u1 (x, y) = sinh(2(y − π)) sin(2x)
sinh(2π)
For (P2):
Using the boundary condition at x = π, we get
∞
X
0 = u(π, y) = An sinh(nπ) sin(ny)
n=1

and therefore for every n ∈ N, we have that An = 0. The solution u2 becomes

∞
X
u2 (x, y) = Bn sinh(n(x − π)) sin(ny)
n=1

3
Your Name PDE 104228
200XXYYZZ Homework 7 Fall 2019

Finally, using the condition at x = 0, we find the values for Bn :

∞
X ∞
X
y(π − y) = u(0, y) = Bn sinh(n(0 − π)) sin(ny) = −Bn sinh(nπ) sin(ny)
n=1 n=1

Here we have some extra work to do, since we need to compute the Fourier coeffi-
cients for the function h(y) = y(π − y). From the theory of Fourier series we know
that

2 π
Z
−Bn sinh(nπ) = y(π − y) sin(ny)dy
π 0
 π Z π 
2 − cos(ny)  − cos(ny)
= y(π − y)  − (π − 2y) dy
π n 0 0 n
 π Z π 
2 sin(ny)  sin(ny)
= (π − 2y) +2 dy
π n2  0 0 n2
4
= 3
(− cos(ny)|π0 )
πn
−4
= 3
((−1)n − 1)
πn
And then

−4((−1)n − 1)
Bn =
sinh(nπ)πn3
We note that the coefficients vanish for all even values of n. For odd values of the
form n = 2k + 1, we get that
8
B2k+1 =
sinh((2k + 1)π)π(2k + 1)3

Therefore, the formula for u2 is

∞
X 8 sinh((2k + 1)(x − π)) sin((2k + 1)y)
u2 (x, y) =
k=0
sinh((2k + 1)π)π(2k + 1)3

Putting everything together, we obtain that

∞
−1 X 8 sinh((2k + 1)(x − π)) sin((2k + 1)y)
u(x, y) = sinh(2(y−π)) sin(2x)+
sinh(2π) k=0
sinh((2k + 1)π)π(2k + 1)3