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Subject: Math 207 - Differential Equations and Complex Variables

Homework – 3 (Laplace transform and PDEs) Date:


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Laplace Transform

1. Find the laplace transform of the following functions:

(a) 2e−t cos2 t/2 (f) u(t − 3) ∗ e−2t


(b) 4 u(t − π) cos t (g) sin h t (0 < t < 2)
−t
(c) t e sin t

0, for 0 < t < 1

(d) t2 cos ωt (h) f (t) = t2 , for 1 < t < 2

(e) sin ωt ∗ sin ωt 
0, for 2 < t

2. Find the inverse laplace transform of the following functions.


60+6s2 +s4 s3 +6s2 +14s
(a) s7
(d) (s+2)4

(b) 6 e−πs
(s+2)(s−4) (e) s2 +2s+2
ω s4 +3(s+1)3
(c) s2 (s2 +ω 2 )
(f) s4 (s+1)3

3. Solve the initial value problems by the laplace transform.

(a) y 00 + y = cos t, y(0) = 3, y 0 (0) = 4


(b) y 00 + 2y 0 − 3y = 6e−2t , y(0) = 2, y 0 (0) = −14
(c) y 00 + 5y 0 + 6y = u(t − 1) + δ(t − 2), y(0) = 0, y 0 (0) = 1
(d) y 00 + y = −2 sin t + 10 δ(t − π), y(0) = 0, y 0 (0) = 1.

PDE

1. PDE Solvable as ODE Solve the following PDE treating like an ODE.

(a) uxx + 16π 2 u = 0 (c) y 2 uyy + 2yuy − 2u = 0


(b) 25uyy − 4u = 0 (d) 2uxx + 9ux + 4u = −3 cos x − 29 sin x

2. d’Alembert Method Transform the following equations into normal form and
solve it.

(a) uxx + 9uyy = 0 (c) xuxx − yuxy = 0


(b) uxx + 2uxy + uyy = 0 (d) uxx − 4uxy + 3uyy = 0

3. Variable Separable Method Find the solution of the following equations by


separating variables:

(a) xux − yuy = 0 (c) y 2 ux − x2 uy = 0


(b) x2 uxy + 3y 2 u = 0 (d) xuxy + 2yu = 0

1
4. Calculation of displacement of string In the following exercises, use d’Alembert
solution u(x, t) = 12 [f (x + ct) + f (x − ct)] to find displacement u(x, t) for each given
function f (x), point x, and time t. Assume that c = 5 and L = 6.

(a) f (x) = 0.01 sin 2xπ , x = 3, t = 1. 0.1x, 0 ≤ x ≤ 3;
L (b) f (x) = x = 2, t = 2.
0.1(6 − x), 3 ≤ x ≤ 6.
5. 1-D Heat Equation Use variable separation method to find the solution of the
initial boundary value problem
∂u ∂ 2u
= 5 2 , 0 < x < 1, t > 0
∂t ∂x
u(0, t) = u(1, t) = 0, t > 0
u(x, 0) = (1 − x)x2 , 0 < x < 1

6. 1-D Wave Equation Use variable separation method to show that the solution of
1-D wave equation with initial boundary value problem:
∂ 2u ∂ 2u
= c2 , 0 < x < L, t > 0
∂t2 ∂x2
u(0, t) = u(1, t) = 0, t > 0
u(x, 0) = f (x), 0 < x < L
ut (x, 0) = g(x), 0 < x < L
is of the form ∞
X nπx
u(x, t) = (Bn cos λn t + Bn∗ sin λn t) sin
n=1
L
RL RL
where, λn = cnπ
L
,
Bn = 2
L 0
f (x) sin nπx
L
dx and Bn∗ = 2
cnπ 0
g(x) sin nπx
L
dx.
Also show that if ut (x, 0) = 0, then

X nπx
u(x, t) = Bn cos λn t sin
n=1
L
Show that then the solution u(x, t) is
1
u(x, t) = [f (x + ct) + f (x − ct)] .
2
7. Use the solution obtained in Exercise 6 to find the solution u(x, t) when L = 1, c = 1,
initial velocity ut (x, 0) = 0 and u(x, 0) = f (x) has the following f (x):
(a) k sin 2πx (c) kx(1 − x)
(b) k(sin πx − 21 sin 2πx) (d) kx2 (1 − x)

8. Let r, θ, φ be spherical coordinates defined


p by x = r cos θ sin φ, y = r sin θ sin φ, z =
r cos φ. If u(x, y, z) is a function of r = x2 + y 2 + z 2 only, show that
2
∇2 u = urr + ur .
r
9. Solve the PDE x ∂ω
∂x
+ ∂ω
∂t
= xt, ω(x, 0) = 0 if x ≥ 0 and ω(0, t) = 0 if t ≥ 0 by
Laplace transform.

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