Advanced Mathematics For Engineers Assignment-3

Question 1
Find solution of the initial-boundary value problem
uxx- 4utt = 0; 0 < x < 2 , t > 0
u(0, t)=0=u(2, t), t ≥ 0
u(x, 0) = 2 sin (Пx/2) – sin(Пx), ut (x,0) = 0; 0 < x < 2
Given
L=2
Boundary condition
u(0,t)=0=u(2,t), t ≥ 0
Initial condition
u(x,0) = 2 sin (Пx/2) – sin(Пx) = f(x)
ut (x,0) = 0 = g(x)
Required
General solution of initial boundary value problem
Solution
uxx- 4utt = 0; c2 = 4
Step 1 – using method of separating variables or product method
u(x,t) = F(x)G(t)………………………(*)
From equation (*) we obtain two ODEs, one for F(x) and the other for G(t)
d2u/dt2 = 4 * d2u/dx2…………………….(1)
d2u/dt2 = F ̈ and d2u/dx2 = F’’G
Inserting the above equation in to (1)
F ̈ = 4* F’’G
Simplification
̈ / 4 * G= F’’/ F
The variables are now separated, the left side depending only on t and the
right side only on x. Hence both sides must be constant because, if they were
variable, then changing t or x would affect only one side, leaving the other
unaltered. Thus, say,
̈ / 4 * G= F’’/ F = K

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 Advanced Mathematics For Engineers Assignment-3

Multiplying by the denominators gives immediately two ordinary Des

F’’ – KF = 0 …………………………. (2)
̈ - 4 * KG = 0……………………….. (3)
Here, the separation constant k is still arbitrary.

Step 2 – Determine solution of these ODEs that satisfy the boundary

condition
We now determine solutions F and G of (2) and (3) so that satisfies the
boundary conditions, that is,
u(0,t) = F(0) G(t) = 0 ……………………. (**)
u(2,t) = F(2) G(t) = 0 ……………………. (***)
We first solve (2). If, G=0, then, u=F*G=0 , which is of no interest.
Hence G≠ 0 and then by (**);
(a) F(0) = 0, (b) F(2) = 0 …………………. (****)

We show that k must be negative.

Case 1, for K = 0
General solution of equation (2) is F = a x + b
And from equation (****), we obtain a =b=0, so that F=0 and u = FG = 0,
which is no interest.
Case 2, for K > 0
K =µ2
General solution of equation (2) is F = Aeµx + Be- µx
And from equation (****), F = 0, we can get PDE.
Case 3, for K < 0
K = - µ2; µ>0
Then equation (2) becomes, F’’ + µ2 F = 0 and the general solution is
F (x) = A cos (µx) + B sin (µx) …………….. (i)
From this and equation (****), we have
F(0) = A = 0, and then
F(L)= F(2) = B sin (2µ)=0
We must take B≠0 since otherwise F = 0. Hence sin (2µ) = 0. Thus, Eigen value
is
µL = 2µ = nП, so that µ= nП/L = nП/2, where ( n=1,2,3,….)

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 Advanced Mathematics For Engineers Assignment-3

Setting B =1, we obtain infinitely many solution F(x) = Fn(x) where

Fn(x) = sin ( ) = = sin ( ) , n=1,2,3……. (Eigen function)

nП/2, sin ( ) is Eigen point

We know solve for equation (3); ̈ - 4 *K *G = 0 with K = - µ2 = - (nП/L) 2 = -
(nП/2)2
̈ + (2 *nП/2)2 *G = 0
̈ + (nП) 2 *G = 0, let ƛn= (nП) 2
̈ + ƛn 2 *G = 0
A general solution is
Gn (t) = a cos ƛn t + b sin ƛn t ………...(ii)
Hence solution (i) and solution (ii) gives
un (x, t) = Fn(x)Gn (t) = Gn (t) Fn(x)

un (x, t) = ( an cos ƛn t + bn sin ƛn t) sin ( ) , where n =1, 2, 3,….

Step 3 – Solution of the entire problem; Fourier Series
Hence the Fourier general solution is;

u (x, t) = ∑ un (x, t) = ∑ ( an cos ƛn t + bn sin ƛn t) sin ( ) , where n

=1,2,3,…..
Satisfying Initial condition

u(x,0) = ∑ an sin ( ) = f(x), where n=1,2,3,…………

an = 2/2 ∫ ( ) ( ) dx where n = 1,2,3,…………

an = ∫ * (П )– (П ) + ( ) dx
an = 0

u(0, t) = ∑ bn sin ƛn t sin ( ) = g(x) where n =1,2,3,……

bn = 2/2*n* ∫ ( ) ( ) dx where n = 1,2,3,…………

bn = 2/2*n* ∫ ( ) dx where n = 1,2,3,…………

bn = 0

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 Advanced Mathematics For Engineers Assignment-3

 Therefore u(x, t) with coefficients an and bn is a solution of (1) that

satisfies all the condition in (****), provided the Fourier series converges
and so do the series obtained by differentiating twice term wise with
respect to x and t and have the sums d2u/dt2 and d2u/dx2, respectively,
which are continuous

Question 2

A 10 cm long copper rod is held In boiling water until its temperature reaches
100oc throughout. At time t=0,if the left end of the road is removed and
insulated while the right end is held at constant temperature of 100 oc for all
t>0, the subsequent temperature profile of the road is governed by the PDE
ut - c2uxx = 0 ; 0<x,L,0<t<∞
ux(0.t) = 0 , u(L, t) = 100, ,0<t<∞
if L= 10cm then determine the temperature distribution, u(x,t) in the rod at
any time and at any point.
Solution
Using method of separation
 The ends have constant temperature.
u(x,t) = T(t)* X(x)
ut = T’X , uxx = TX’’
ut = c2uxx
2
T’X = c TX’’
’ ’’
= =k
’ T= 0…………………………..……..(1) First order
X’’ – KX = 0 ………………………………………….(2) second order
From the boundary condition , we have
Ux(0,t) = 0 T(t)*X’(0) = 0, t>0
For if T(t) = 0 , t>0 , T(t)X(x) = 0 for all x and t
Hence set X(0) = 0
u(t,x) =0 trivial solution
u(10,t) =100
T(t)*X(10) = 100

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 Advanced Mathematics For Engineers Assignment-3

X˝- KX = 0
X(0) = 0
X(10) = 100
For k , X=0
For K< 0 , setting k = -µ2 , µ > 0
We have X˝+µ2X= 0
ላ2+ µ2 = 0 ላ1,2 = µi
X1(x) = µ µ µ
X2(x) = µ µ µ
µ µ
Sinc det [ ] = -µ 0
µ µ µ µ
It follows that they are linearly independent
X(x) = C1 µ µ
X(0) = 0 C1 = 0
X(10) = 100 µ 100(1)
µ n = 1,3,5…
µ

X(x) = 100
Recall

k = -µ2=( ) 2

T’ +( ) 2 T = 0
2
= -( ) dt
= -( ) 2 t
( )
Tn =
u(x,t) = T(t)* X(x)
( )
u(x,t) = (100 ) ….(ANS)

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 Advanced Mathematics For Engineers Assignment-3

Question 3
Small transverse vibration of a beam with clamped end is governed by

Where c2=EI/Aµ with E is the modulus of elasticity, I is moment of inertia of

cross section about x-axis, A is the area of cross section and µ is mass per unit
length. If the displacement and the (respectively) is given by

U(a,t)=0=Ux(a,t)

Then find the solution Ux(a,t)

Solution

, 4th order wave equation

U(a,t)=0=Ux(a,t) boundary condition

Ux(a,t) deflection is required

Step-1 separation

and

=XK………………………….(*)

=Tc2K………………………(**)

(Satisfying the boundary condition)

( ) ( ) ( ) ( ) 0 or T(t)=0

( ) ( ) ( ) ( ) 0 or T(t)=0

U( ) ( ) ( ) ( ) 0 or T(t)=0

( ) ( ) ( ) ( ) 0 or T(t)=0
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 Advanced Mathematics For Engineers Assignment-3
For non-trivial solution of U(x,t) we have

X (0) = 0 X'(0) = 0

X (a) = 0 X'(a) = 0

Solution of second ODE (**)

=Tc2K

Case I if K=0 the general solution of (*) will be

X(x) = Po+ P1x+P2x2+P3x3

Apply boundary condition

X(0)=0 and X(a)=0

X(0)=0 Po=0 and X(a)=0 P1=P2=P3=0

This yields trivial solution X(x)=0(not our interest K )

Case ii if K<0 the general solution of (*) will be

X(x)= (Po+ P1x) √ +(P3+P4x) √

Apply boundary condition

X(0)=0 (Po+ P1*0) √ +(P3+P4*0) √ =0 Po+ P3=0

X(a)=0 (Po+ P1*a) √ +(P3+P4*a) √ =0 when K=0

Again trivial solution X(x)=0(not our interest K ge non trivial solution

Case ii if K>0 the general solution of (*) will be

X(x) = (Po+ P1X) ( √ ) + (P3+P4*X) ( √ )

X(x) = (P1- P3√ √ ) ( √ ) + (P4+P0√ √ ) ( √ )

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 Advanced Mathematics For Engineers Assignment-3

P4+P0√

X(x) = (Po+ P1X) ( √ ) - (P0√ ) ( √ )

Determine K that satisfy X(a)=0

Similarly the solution of equation (**) on the value of K>0 will be

T(t) = no √ + n1 √

The value of K comes from equation X(a)=0

U(x,t)=X(x)T(t)

Finally the solution will be composed using Fourier series.

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 Advanced Mathematics For Engineers Assignment-3

Question 4
Given the PDE,

uyy + x2uxx = (sinx2 + 1)u ; -∞<x, y<∞

i. Identify its class/type, i.e if it is elliptic/parabolic/hyperbolic

ii. Find the general solution along the line x=0

Solution

i. For a second order PDE, AUxx + BUxy + CUyy + f(x,y,u,ux,uy)=0,

B2 – 4AC < 0, it is elliptic

B2 – 4AC = 0, it is parabolic

B2 – 4AC > 0, it is hyperbolic

 uyy + x2uxx = (sinx2 + 1)u

 uyy + x2uxx - (sinx2 + 1)u = 0
 A = x2
 B=0
 C=1

Therefore, B2 – 4AC= 02 – (4 * x2 * 1) = -4x2

 -4x2 = 0 at x = 0
 -4x2< 0  x2> 0  x > 0 for all XЄR

uyy + x2uxx = (sinx2 + 1)u is parabolic at x= 0 and elliptical for xЄR/{0}

x=0

P
Є Є
P

Є P Є

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 Advanced Mathematics For Engineers Assignment-3

ii. General solution along the line x=0

 At x = 0, uyy + x2uxx - (sinx2 + 1)u = 0 becomes
o uyy- u = 0

This can be solved by transforming it into an ordinary differential equation

 let u = p(x,y)
o u y = pI
o uyy = pII
 pII – p = 0  2nd order ODE
 a = 1, b= 0 and c = 1
 λ2 – 1 = 0 λ2= 1
 λ1= -1 and λ1= 1

Therefore, the general solution is u= g(x)e-x + h(x)ex

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