12.

2 CLASSICAL PDEs AND BOUNDARY-VALUE PROBLEMS ● 437

2 u 2 u 2 u In Problems 27 and 28 show that the given partial differen-

20.

3 0 tial equation possesses the indicated product solution.
x2 x y y2

ru  1r ur   ut ;
2
2 u 2 u 27. k
21. 9 2
x 2
x y
u  e
k  t c1 J0( r)  c2Y0( r)
2

2 u 2 u u
22.
22 0 2 u 1 u 1 2 u
x y y x 28.   2 2  0;
r 2
r r r 
2 u 2 u 2 u u u u  (c1 cos   c2 sin  )(c3 r   c4 r
 )
23. 2  2
6 0
x 2
x y y x y 29. Verify that each of the products u  XY in (3), (4), and
(5) satisfies the second-order PDE in Example 1.
2 u 2 u
24.  u
x2 y2 30. Definition 12.1.1 generalizes to linear PDEs with coef-
ficients that are functions of x and y. Determine the
 2 u 2 u regions in the xy-plane for which the equation
25. a2  2
x2 t 2 u 2 u 2 u
(xy  1)  (x  2y)   xy2 u  0
2 u u x2 x y y2
26. k  , k0
x2 t is hyperbolic, parabolic, or elliptic.

12.2 CLASSICAL PDEs AND BOUNDARY-VALUE PROBLEMS

REVIEW MATERIAL
● Reread the material on boundary-value problems in Sections 4.1, 4.3, and 5.2.

INTRODUCTION We are not going to solve anything in this section. We are simply going to
discuss the types of partial differential equations and boundary-value problems that we will be work-
ing with in the remainder of this chapter as well as in Chapters 13–15. The words boundary-value
problem have a slightly different connotation than they did in Sections 4.1, 4.3, and 5.2. If, say, u(x, t)
is a solution of a PDE, where x represents a spatial dimension and t represents time, then we may be
able to prescribe the value of u, or u
x, or a linear combination of u and u
x at a specified x as
well as to prescribe u and u
t at a given time t (usually, t  0). In other words, a “boundary-value
problem” may consist of a PDE, along with boundary conditions and initial conditions.

CLASSICAL EQUATIONS We shall be concerned principally with applying

the method of separation of variables to find product solutions of the following clas-
sical equations of mathematical physics:
2u u
k 2 , k0 (1)
x t
2u 2u
a2  2 (2)
x2 t
 2 u 2 u
 20 (3)
x2 y
or slight variations of these equations. The PDEs (1), (2), and (3) are known, respec-
tively, as the one-dimensional heat equation, the one-dimensional wave equation,
and the two-dimensional form of Laplace’s equation. “One-dimensional” in the
case of equations (1) and (2) refers to the fact that x denotes a spatial variable, whereas
t represents time; “two-dimensional” in (3) means that x and y are both spatial vari-
ables. If you compare (1)–(3) with the linear form in Theorem 12.1.1 (with t playing
438 ● CHAPTER 12 BOUNDARY-VALUE PROBLEMS IN RECTANGULAR COORDINATES

the part of the symbol y), observe that the heat equation (1) is parabolic, the wave
equation (2) is hyperbolic, and Laplace’s equation is elliptic. This observation will be
important in Chapter 15.

HEAT EQUATION Equation (1) occurs in the theory of heat flow—that is, heat
transferred by conduction in a rod or in a thin wire. The function u(x, t) represents
temperature at a point x along the rod at some time t. Problems in mechanical vibra-
tions often lead to the wave equation (2). For purposes of discussion, a solution
u(x, t) of (2) will represent the displacement of an idealized string. Finally, a solution
Cross-section of area A u(x, y) of Laplace’s equation (3) can be interpreted as the steady-state (that is, time-
independent) temperature distribution throughout a thin, two-dimensional plate.
Even though we have to make many simplifying assumptions, it is worthwhile to
0 x x + ∆x L x see how equations such as (1) and (2) arise.
Suppose a thin circular rod of length L has a cross-sectional area A and coin-
FIGURE 12.2.1 One-dimensional
cides with the x-axis on the interval [0, L]. See Figure 12.2.1. Let us suppose the
flow of heat
following:
• The flow of heat within the rod takes place only in the x-direction.
• The lateral, or curved, surface of the rod is insulated; that is, no heat escapes
from this surface.
• No heat is being generated within the rod.
• The rod is homogeneous; that is, its mass per unit volume r is a constant.
• The specific heat g and thermal conductivity K of the material of the rod are
constants.
To derive the partial differential equation satisfied by the temperature u(x, t), we
need two empirical laws of heat conduction:
(i) The quantity of heat Q in an element of mass m is

Q   mu, (4)

where u is the temperature of the element.

(ii) The rate of heat flow Qt through the cross-section indicated in
Figure 12.2.1 is proportional to the area A of the cross section and
the partial derivative with respect to x of the temperature:

Qt 
KAux . (5)
Since heat flows in the direction of decreasing temperature, the minus sign in (5) is
used to ensure that Qt is positive for u x  0 (heat flow to the right) and negative for
u x  0 (heat flow to the left). If the circular slice of the rod shown in Figure 12.2.1
between x and x  x is very thin, then u(x, t) can be taken as the approximate tem-
perature at each point in the interval. Now the mass of the slice is m  r(A x), and
so it follows from (4) that the quantity of heat in it is

Q   A x u. (6)

Furthermore, when heat flows in the positive x-direction, we see from (5) that heat
builds up in the slice at the net rate

KAux (x, t)
[
KAux(x  x, t)]  KA [ux(x   x, t)
ux (x, t)]. (7)

By differentiating (6) with respect to t, we see that this net rate is also given by

Qt   A x ut. (8)

Equating (7) and (8) gives

K ux (x  x, t)
ux (x, t)
 ut . (9)
 x
 12.2 CLASSICAL PDEs AND BOUNDARY-VALUE PROBLEMS ● 439

Finally, by taking the limit of (9) as x : 0, we obtain (1) in the form*

(K
g r)uxx  ut . It is customary to let k  K
gr and call this positive constant the
thermal diffusivity.

u WAVE EQUATION Consider a string of length L, such as a guitar string, stretched

taut between two points on the x-axis — say, x  0 and x  L. When the string starts
to vibrate, assume that the motion takes place in the xu-plane in such a manner that
∆s
u(x, t) each point on the string moves in a direction perpendicular to the x-axis (transverse
vibrations). As is shown in Figure 12.2.2(a), let u(x, t) denote the vertical displace-
ment of any point on the string measured from the x-axis for t  0. We further
assume the following:
0 x x + ∆x L x
• The string is perfectly flexible.
(a) Segment of string • The string is homogeneous; that is, its mass per unit length r is a
constant.
u T2 • The displacements u are small in comparison to the length of the string.
θ2 • The slope of the curve is small at all points.
∆s • The tension T acts tangent to the string, and its magnitude T is the same at
all points.
θ1 • The tension is large compared with the force of gravity.
T1
• No other external forces act on the string.
x x + ∆x x Now in Figure 12.2.2(b) the tensions T1 and T2 are tangent to the ends of the
curve on the interval [x, x  x]. For small u1 and u 2 the net vertical force acting on
(b) Enlargement of segment
the corresponding element s of the string is then
FIGURE 12.2.2 Flexible string
anchored at x  0 and x  L T sin  2
T sin 1 T tan  2
T tan 1
 T [ux (x  x, t)
ux (x, t)],†

where T  T1   T2 . Now r s r x is the mass of the string on [x, x  x],
so Newton’s second law gives

T[ux (x  x, t)
ux (x, t)]    x ut t

ux (x  x, t)
ux (x, t) 
or  ut t.
x T
If the limit is taken as x : 0, the last equation becomes uxx  (r
T)utt. This of
Temperature as a course is (2) with a 2  T
r.
function of position Thermometer
on the hot plate
22
0
LAPLACE’S EQUATION Although we shall not present its derivation, Laplace’s
y 16
18
0
20
0
equation in two and three dimensions occurs in time-independent problems involv-
0

10
12
0
14
0
ing potentials such as electrostatic, gravitational, and velocity in fluid mechanics.
0

60
80
Moreover, a solution of Laplace’s equation can also be interpreted as a steady-state
40

0
20
temperature distribution. As illustrated in Figure 12.2.3, a solution u(x, y) of (3)
could represent the temperature that varies from point to point — but not with time —
–2
0
?F

(x, y)
of a rectangular plate. Laplace’s equation in two dimensions and in three dimensions
H

x
W is abbreviated as ) 2 u  0, where
O
 2 u 2 u 2 u  2 u  2 u
)2u   and )2u    2
x2 y2 x2 y2 z

FIGURE 12.2.3 Steady-state are called the two-dimensional Laplacian and the three-dimensional Laplacian,
temperatures in a rectangular plate respectively, of a function u.

ux (x  x, t)
ux (x, t)
*
The definition of the second partial derivative is ux x  lim .
x : 0 x
†
tan u 2  ux (x  x, t) and tan u1  ux (x, t) are equivalent expressions for slope.
440 ● CHAPTER 12 BOUNDARY-VALUE PROBLEMS IN RECTANGULAR COORDINATES

We often wish to find solutions of equations (1), (2), and (3) that satisfy certain
side conditions.

INITIAL CONDITIONS Since solutions of (1) and (2) depend on time t, we can
prescribe what happens at t  0; that is, we can give initial conditions (IC). If f (x)
denotes the initial temperature distribution throughout the rod in Figure 12.2.1, then
a solution u(x, t) of (1) must satisfy the single initial condition u(x, 0)  f (x),
u 0  x  L. On the other hand, for a vibrating string we can specify its initial dis-
placement (or shape) f (x) as well as its initial velocity g(x). In mathematical terms
we seek a function u(x, t) that satisfies (2) and the two initial conditions:
h
0 u=0
at x = 0
u=0 L x
at x = L
u(x, 0)  f (x),
u
t 
t0
 g(x), 0  x  L. (10)

FIGURE 12.2.4 Plucked string For example, the string could be plucked, as shown in Figure 12.2.4, and released
from rest (g(x)  0).

BOUNDARY CONDITIONS The string in Figure 12.2.4 is secured to the x-axis at

x  0 and x  L for all time. We interpret this by the two boundary conditions (BC):

u(0, t)  0, u(L, t)  0, t  0.
Note that in this context the function f in (10) is continuous, and consequently,
f (0)  0 and f (L)  0. In general, there are three types of boundary conditions
associated with equations (1), (2), and (3). On a boundary we can specify the values
of one of the following:

u u
(i) u, (ii) , or (iii)  hu, h a constant.
n n
Here u
n denotes the normal derivative of u (the directional derivative of u in
the direction perpendicular to the boundary). A boundary condition of the first
type (i) is called a Dirichlet condition; a boundary condition of the second type (ii)
is called a Neumann condition; and a boundary condition of the third type (iii) is
known as a Robin condition. For example, for t  0 a typical condition at the right-
hand end of the rod in Figure 12.2.1 can be

(i) u(L, t)  u0 , u0 a constant,

(ii)
u
x 
xL
 0, or

(iii)
u
x  xL

h(u(L, t)
um ), h  0 and um constants.

Condition (i) simply states that the boundary x  L is held by some means at a
constant temperature u 0 for all time t  0. Condition (ii) indicates that the boundary
x  L is insulated. From the empirical law of heat transfer, the flux of heat across a
boundary (that is, the amount of heat per unit area per unit time conducted across the
boundary) is proportional to the value of the normal derivative u
n of the temper-
ature u. Thus when the boundary x  L is thermally insulated, no heat flows into or
out of the rod, so
u
x 
xL
 0.

We can interpret (iii) to mean that heat is lost from the right-hand end of the rod by
being in contact with a medium, such as air or water, that is held at a constant tem-
perature. From Newton’s law of cooling, the outward flux of heat from the rod is pro-
portional to the difference between the temperature u(L, t) at the boundary and the
 12.2 CLASSICAL PDEs AND BOUNDARY-VALUE PROBLEMS ● 441

temperature u m of the surrounding medium. We note that if heat is lost from the left-
hand end of the rod, the boundary condition is

u
x  x0
 h(u(0, t)
um ).

The change in algebraic sign is consistent with the assumption that the rod is at a
higher temperature than the medium surrounding the ends so that u(0, t)  u m and
u(L, t)  u m. At x  0 and x  L the slopes ux (0, t) and ux (L, t) must be positive and
negative, respectively.
Of course, at the ends of the rod we can specify different conditions at the same
time. For example, we could have

u
x 
x0
0 and u(L, t)  u0 , t  0.

We note that the boundary condition in (i) is homogeneous if u 0  0; if u 0  0,

the boundary condition is nonhomogeneous. The boundary condition (ii) is homoge-
neous; (iii) is homogeneous if u m  0 and nonhomogeneous if u m  0.

BOUNDARY-VALUE PROBLEMS Problems such as

2u 2u
Solve: a2  , 0  x  L, t0
x2 t2
Subject to: (BC) u(0, t)  0, u(L, t)  0, t0 (11)

(IC) u(x, 0)  f (x),

u
t 
t0
 g(x), 0  x  L

and
 2u  2u
Solve:   0, 0  x  a, 0yb
x2 y2

 
(12)


u u
 0,  0, 0yb
Subject to: (BC) x x0 x xa
u(x, 0)  0, u(x, b)  f (x), 0xa

are called boundary-value problems.

MODIFICATIONS The partial differential equations (1), (2), and (3) must be
modified to take into consideration internal or external influences acting on the
physical system. More general forms of the one-dimensional heat and wave equa-
tions are, respectively,

2 u u
k  G(x, t, u, ux )  (13)
x 2
t
2 u 2 u
and a2  F(x, t, u, u t )  . (14)
x2 t2

For example, if there is heat transfer from the lateral surface of a rod into a
surrounding medium that is held at a constant temperature u m, then the heat equa-
tion (13) is
2 u u
k
h(u
um )  .
x 2
t

In (14) the function F could represent the various forces acting on the string. For ex-
ample, when external, damping, and elastic restoring forces are taken into account,
442 ● CHAPTER 12 BOUNDARY-VALUE PROBLEMS IN RECTANGULAR COORDINATES

(14) assumes the form

∂2u ∂2 u ∂u
a2 ––––2  f (x, t)  ––––  c –––  ku
∂x ∂t2 ∂t (15)
External Damping Restoring
force force force

REMARKS

The analysis of a wide variety of diverse phenomena yields mathematical

models (1), (2), or (3) or their generalizations involving a greater number of spa-
tial variables. For example, (1) is sometimes called the diffusion equation,
since the diffusion of dissolved substances in solution is analogous to the flow
of heat in a solid. The function u(x, t) satisfying the partial differential equation
in this case represents the concentration of the dissolved substance. Similarly,
equation (2) arises in the study of the flow of electricity in a long cable or trans-
mission line. In this setting (2) is known as the telegraph equation. It can be
shown that under certain assumptions the current and the voltage in the line are
functions satisfying two equations identical with (2). The wave equation (2)
also appears in the theory of high-frequency transmission lines, fluid mechan-
ics, acoustics, and elasticity. Laplace’s equation (3) is encountered in the static
displacement of membranes.

EXERCISES 12.2 Answers to selected odd-numbered problems begin on page ANS-20.

In Problems 1–4 a rod of length L coincides with the interval 7. The left end is secured to the x-axis, but the right end
[0, L] on the x-axis. Set up the boundary-value problem for moves in a transverse manner according to sin p t.
the temperature u(x, t). The string is released from rest from the initial dis-
placement f (x). For t  0 the transverse vibrations are
1. The left end is held at temperature zero, and the right end damped with a force proportional to the instantaneous
is insulated. The initial temperature is f (x) throughout. velocity.
2. The left end is held at temperature u0 , and the right end
8. The ends are secured to the x-axis, and the string is
is held at temperature u1. The initial temperature is zero
initially at rest on that axis. An external vertical force
throughout. proportional to the horizontal distance from the left end
3. The left end is held at temperature 100, and there is heat acts on the string for t  0.
transfer from the right end into the surrounding medium
at temperature zero. The initial temperature is f (x)
In Problems 9 and 10 set up the boundary-value problem for
throughout.
the steady-state temperature u(x, y).
4. The ends are insulated, and there is heat transfer from
the lateral surface into the surrounding medium at tem-
9. A thin rectangular plate coincides with the region
perature 50. The initial temperature is 100 throughout.
defined by 0  x  4, 0  y  2. The left end and the
bottom of the plate are insulated. The top of the plate is
In Problems 5–8 a string of length L coincides with the
held at temperature zero, and the right end of the plate is
interval [0, L] on the x-axis. Set up the boundary-value prob-
held at temperature f (y).
lem for the displacement u(x, t).
10. A semi-infinite plate coincides with the region defined
5. The ends are secured to the x-axis. The string is released
by 0  x  p, y  0. The left end is held at temperature
from rest from the initial displacement x(L
x).
e
y, and the right end is held at temperature 100 for
6. The ends are secured to the x-axis. Initially, the string is 0  y  1 and temperature zero for y  1. The bottom of
undisplaced but has the initial velocity sin(px
L). the plate is held at temperature f (x).
 12.3 HEAT EQUATION ● 443

12.3 HEAT EQUATION

REVIEW MATERIAL
● Section 12.1
● A rereading of Example 2 in Section 5.2 and Example 1 of Section 11.4 is recommended.

INTRODUCTION Consider a thin rod of length L with an initial temperature f (x) throughout
and whose ends are held at temperature zero for all time t  0. If the rod shown in Figure 12.3.1
satisfies the assumptions given on page 438, then the temperature u(x, t) in the rod is determined
from the boundary-value problem

 2 u u
k  , 0  x  L, t0 (1)
x2 t
u(0, t)  0, u(L, t)  0, t0 (2)
u(x, 0)  f (x), 0  x  L. (3)

In this section we shall solve this BVP.

u=0 u=0 SOLUTION OF THE BVP To start, we use the product u(x, t)  X(x)T(t) to
separate variables in (1). Then, if
l is the separation constant, the two equalities
0 L x
X T
 
 (4)
FIGURE 12.3.1 Temperatures in X kT
a rod of length L
lead to the two ordinary differential equations

X   X  0 (5)
T  k  T  0. (6)

Before solving (5), note that the boundary conditions (2) applied to u(x, t)  X(x)T(t)
are

u(0, t)  X(0)T(t)  0 and u(L, t)  X(L)T(t)  0.

Since it makes sense to expect that T(t)  0 for all t, the foregoing equalities hold
only if X(0)  0 and X(L)  0. These homogeneous boundary conditions together
with the homogeneous DE (5) constitute a regular Sturm-Liouville problem:

X   X  0, X(0)  0, X(L)  0. (7)

The solution of this BVP was discussed thoroughly in Example 2 of Section 5.2. In
that example we considered three possible cases for the parameter l: zero, negative,
or positive. The corresponding solutions of the DEs are, in turn, given by

X(x)  c1  c2 x, 0 (8)

X(x)  c1 cosh ax  c2 sinh ax,  
a2  0 (9)
X(x)  c1 cos ax  c2 sin ax,   a  0.
2
(10)
When the boundary conditions X(0)  0 and X(L)  0 are applied to (8) and (9),
these solutions yield only X(x)  0, and so we would have to conclude that u  0.
But when X(0)  0 is applied to (10), we find that c1  0 and X(x)  c 2 sin ax. The
second boundary condition then implies that X(L)  c 2 sin aL  0. To obtain a non-
trivial solution, we must have c 2  0 and sin aL  0. The last equation is satisfied
when aL  np or a  np
L. Hence (7) possesses nontrivial solutions when
444 ● CHAPTER 12 BOUNDARY-VALUE PROBLEMS IN RECTANGULAR COORDINATES

n  a2n  n22>L2, n  1, 2, 3, . . . . These values of l are the eigenvalues of the

problem; the eigenfunctions are
n
X(x)  c2 sin x, n  1, 2, 3, . . . . (11)
L
From (6) we have T(t)  c3 e
k(n 
2 2
/L2 )t
, so
n
un  X(x)T(t)  An e
k(n 
2 2
/L2 )t
sin x, (12)
L
where we have replaced the constant c 2c 3 by A n. Each of the product functions u n(x, t)
given in (12) is a particular solution of the partial differential equation (1), and each
u n(x, t) satisfies both boundary conditions (2) as well. However, for (12) to satisfy the
initial condition (3), we would have to choose the coefficient A n in such a manner that
n
un(x, 0)  f (x)  An sin x. (13)
L
In general, we would not expect condition (13) to be satisfied for an arbitrary but
reasonable choice of f. Therefore we are forced to admit that u n(x, t) is not a solution
of the given problem. Now by the superposition principle (Theorem 12.1.1) the
function u(x, t)  
n1 un or

n
u(x, t)   An e
k(n  /L )t sin
2 2 2
x (14)
n1 L
must also, although formally, satisfy equation (1) and the conditions in (2).
Substituting t  0 into (14) implies that

n
u(x, 0)  f (x)   An sin
n1 L
x.

This last expression is recognized as a half-range expansion of f in a sine series.

If we make the identification A n  bn , n  1, 2, 3, . . . , it follows from (5) of
Section 11.3 that

100
u

t=0.05
t=0
An 
2
L
0
L
f (x) sin
n
L
x dx. (15)

80 t=0.35 We conclude that a solution of the boundary-value problem described in (1), (2), and
60 t=0.6 (3) is given by the infinite series
2

 n
 n
40 t=1 L
u(x, t)   x dx e
k(n  /L )t sin
2 2 2
f (x) sin x. (16)
20 t=1.5 L n1 0 L L
x
0.5 1 1.5 2 2.5 3 In the special case when the initial temperature is u(x, 0)  100, L  p, and
k  1, you should verify that the coefficients (15) are given by
(a) u(x, t) graphed as a function of
x for various fixed times An 
 n

200 1
(
1) n

u and that (16) is
100 x= /2
80 x= /4
x= /6
u(x, t)  
 n1 n

200
1
(
1) n
n2 t
e sin nx.  (17)
60
x=/12
40 x=0
USE OF COMPUTERS Since u is a function of two variables, the graph of the so-
20 lution (17) is a surface in 3-space. We could use the 3D-plot application of a computer
t algebra system to approximate this surface by graphing partial sums Sn(x, t) over a
1 2 3 4 5 6 rectangular region defined by 0  x  , 0  t  T. Alternatively, with the aid of
the 2D-plot application of a CAS we can plot the solution u(x, t) on the x-interval
(b) u(x, t) graphed as a function of
[0, p] for increasing values of time t. See Figure 12.3.2(a). In Figure 12.3.2(b) the
t for various fixed positions
solution u(x, t) is graphed on the t-interval [0, 6] for increasing values of x (x  0 is
FIGURE 12.3.2 Graphs of (17) the left end and x  p
2 is the midpoint of the rod of length L  p.) Both sets of
when one variable is held fixed graphs verify what is apparent in (17)—namely, u(x, t) : 0 as t :
.
 12.4 WAVE EQUATION ● 445

EXERCISES 12.3 Answers to selected odd-numbered problems begin on page ANS-20.

In Problems 1 and 2 solve the heat equation (1) subject to the 6. Solve Problem 5 if the ends x  0 and x  L are held at
given conditions. Assume a rod of length L. temperature zero.
1. u(0, t)  0, u(L, t)  0

u(x, 0)  
1, 0  x  L>2
0, L>2  x  L
Discussion Problems
7. Figure 12.3.2(b) shows the graphs of u(x, t) for 0  t  6
2. u(0, t)  0, u(L, t)  0 for x  0, x  p
12, x  p
6, x  p
4, and x  p
2.
u(x, 0)  x(L
x) Describe or sketch the graphs of u(x, t) on the same time
3. Find the temperature u(x, t) in a rod of length L if the interval but for the fixed values x  3p
4, x  5p
6,
initial temperature is f (x) throughout and if the ends x  11p
12, and x  p.
x  0 and x  L are insulated.
8. Find the solution of the boundary-value problem given
4. Solve Problem 3 if L  2 and in (1)–(3) when f(x)  10 sin(5px
L).

f (x)  x,0, 0x1

1  x  2.
Computer Lab Assignments
5. Suppose heat is lost from the lateral surface of a thin rod
of length L into a surrounding medium at temperature 9. (a) Solve the heat equation (1) subject to
zero. If the linear law of heat transfer applies, then the
heat equation takes on the form u(0, t)  0, u(100, t)  0, t0

k
2u
x2
u

hu  ,
t
u(x, 0)  0.8x,
0.8(100
x),
0  x  50
50  x  100.
0  x  L, t  0, h a constant. Find the temperature
u(x, t) if the initial temperature is f (x) throughout and the (b) Use the 3D-plot application of your CAS to
ends x  0 and x  L are insulated. See Figure 12.3.3. graph the partial sum S5(x, t) consisting of the first
five nonzero terms of the solution in part (a) for
Insulated 0 Insulated 0  x  100, 0  t  200. Assume that k  1.6352.
Experiment with various three-dimensional viewing
0 L x perspectives of the surface (called the ViewPoint
0
option in Mathematica).
Heat transfer from
lateral surface of
the rod

FIGURE 12.3.3 Rod losing heat in Problem 5

12.4 WAVE EQUATION

REVIEW MATERIAL
● Reread pages 439–441 of Section 12.2.

INTRODUCTION We are now in a position to solve the boundary-value problem (11) that was
discussed in Section 12.2. The vertical displacement u(x, t) of the vibrating string of length L shown
in Figure 12.2.2(a) is determined from

2u 2u
a2  2, 0  x  L, t0 (1)
x2 t
u(0, t)  0, u(L, t)  0, t0 (2)

u(x, 0)  f (x),
u
t  t0
 g(x), 0  x  L. (3)
446 ● CHAPTER 12 BOUNDARY-VALUE PROBLEMS IN RECTANGULAR COORDINATES

SOLUTION OF THE BVP With the usual assumption that u(x, t)  X(x)T(t), sep-
arating variables in (1) gives
X T
 2 

X a T
so that X   X  0 (4)
T  a  T  0.2
(5)
As in the preceding section, the boundary conditions (2) translate into X(0)  0
and X(L)  0. Equation (4) along with these boundary conditions is the regular
Sturm-Liouville problem
X   X  0, X(0)  0, X(L)  0. (6)
Of the usual three possibilities for the parameter, l  0, l 
a 2  0, and
l  a 2  0 , only the last choice leads to nontrivial solutions. Corresponding to
l  a 2, a  0, the general solution of (4) is
X  c1 cos ax  c2 sin ax.
X(0)  0 and X(L)  0 indicate that c1  0 and c2 sin aL  0. The last equation
again implies that aL  np or a  np
L. The eigenvalues and corresponding
n
eigenfunctions of (6) are l n  n2p 2
L2 and X(x)  c2 sin x, n  1, 2, 3, . . . .
L
The general solution of the second-order equation (5) is then
n a n a
T(t)  c3 cos t  c4 sin t.
L L
By rewriting c 2c 3 as An and c 2c4 as Bn , solutions that satisfy both the wave equation
(1) and boundary conditions (2) are


un  An cos
n a
L
t  Bn sin
n a
L
t sin
n
L
x  (7)

 An cos 

n a n a n
and u(x, t)  t  Bn sin t sin x. (8)
n1 L L L
Setting t  0 in (8) and using the initial condition u(x, 0)  f (x) gives

n
u(x, 0)  f (x)   An sin
n1 L
x.

Since the last series is a half-range expansion for f in a sine series, we can write
An  bn:

An 
2
L
L

0
f (x) sin
n
L
x dx. (9)

To determine Bn , we differentiate (8) with respect to t and then set t  0:

 n a n a n a n a n


u
 
An sin t  Bn cos t sin x
t n1 L L L L L

  Bn
n a

n

u
 g(x)  sin x.
t t0 n1 L L
For this last series to be the half-range sine expansion of the initial velocity g on
the interval, the total coefficient Bn npa
L must be given by the form bn in (5) of
Section 11.3, that is,

Bn
n a 2
L

L
 0
L
g(x) sin
n
L
x dx
 12.4 WAVE EQUATION ● 447

from which we obtain

Bn 
2
n a
0
L
g(x) sin
n
L
x dx. (10)

The solution of the boundary-value problem (1)–(3) consists of the series (8)
with coefficients An and Bn defined by (9) and (10), respectively.
We note that when the string is released from rest, then g(x)  0 for every x in
the interval [0, L], and consequently, Bn  0.

PLUCKED STRING A special case of the boundary-value problem in (1)–(3) is the

model of the plucked string. We can see the motion of the string by plotting the solu-
tion or displacement u(x, t) for increasing values of time t and using the animation
feature of a CAS. Some frames of a “movie” generated in this manner are given in
Figure 12.4.1; the initial shape of the string is given in Figure 12.4.1(a). You are asked
to emulate the results given in the figure plotting a sequence of partial sums of (8). See
Problems 7 and 22 in Exercises 12.4.

u u u
1 1 1
0 x 0 x 0 x
-1 -1 -1
1 2 3 1 2 3 1 2 3
(a) t = 0 initial shape (b) t = 0.2 (c) t = 0.7
u u u
1 1 1
0 x 0 x 0 x
-1 -1 -1
1 2 3 1 2 3 1 2 3
(d) t = 1.0 (e) t = 1.6 (f) t = 1.9

FIGURE 12.4.1 Frames of a CAS “movie”

STANDING WAVES Recall from the derivation of the one-dimensional wave equa-
tion in Section 12.2 that the constant a appearing in the solution of the boundary-value
problem in (1), (2), and (3) is given by 1T>  , where r is mass per unit length and T is
the magnitude of the tension in the string. When T is large enough, the vibrating string
produces a musical sound. This sound is the result of standing waves. The solution (8)
is a superposition of product solutions called standing waves or normal modes:
u(x, t)  u1(x, t)  u2(x, t)  u3(x, t)  .
In view of (6) and (7) of Section 5.1 the product solutions (7) can be written as

un(x, t)  Cn sin nL a t    sin nL x,

n (11)

where Cn  1A2n  B2n and fn is defined by sin fn  An
Cn and cos fn  Bn
Cn.
For n  1, 2, 3, . . . the standing waves are essentially the graphs of sin(npx
L), with
a time-varying amplitude given by

Cn sin nL a t   . n

Alternatively, we see from (11) that at a fixed value of x each product function
un(x, t) represents simple harmonic motion with amplitude Cnsin(np x
L) and
frequency fn  na
2L. In other words, each point on a standing wave vibrates with
a different amplitude but with the same frequency. When n  1,

u1(x, t)  C1 sin La t    sin L x

1
448 ● CHAPTER 12 BOUNDARY-VALUE PROBLEMS IN RECTANGULAR COORDINATES

0 L x
(a) First standing wave
Node
0 L
2
(b) Second standing wave
is called the first standing wave, the first normal mode, or the fundamental
mode of vibration. The first three standing waves, or normal modes, are shown in
Figure 12.4.2. The dashed graphs represent the standing waves at various values of
time. The points in the interval (0, L), for which sin(np
L)x  0, correspond to
points on a standing wave where there is no motion. These points are called nodes.
For example, in Figures 12.4.2(b) and 12.4.2(c) we see that the second standing wave
has one node at L
2 and the third standing wave has two nodes at L
3 and 2L
3. In
general, the nth normal mode of vibration has n
1 nodes.
The frequency
L x
a 1 T
f1  
2L 2L B

Nodes of the first normal mode is called the fundamental frequency or first harmonic and
is directly related to the pitch produced by a stringed instrument. It is apparent that
0 L x the greater the tension on the string, the higher the pitch of the sound. The
L 2L
3 3 frequencies f n of the other normal modes, which are integer multiples of the funda-
mental frequency, are called overtones. The second harmonic is the first overtone,
(c) Third standing wave and so on.
FIGURE 12.4.2 First three standing
waves

EXERCISES 12.4 Answers to selected odd-numbered problems begin on page ANS-20.

In Problems 1–8 solve the wave equation (1) subject to the 7. u(0, t)  0, u(L, t)  0
given conditions.


2hx L
, 0x
1. u(0, t)  0, u(L, t)  0
u(x, 0) 
L
,
2 u
 0
1
u(x, 0)  x(L
x),
4
u
t 
t0
0
x
2h 1
,
L  L
2
xL
t t0

2. u(0, t)  0, u(L, t)  0

u(x, 0)  0,
u

 x(L
x)
8.
u
x 
x0
u
 0,
x  xL
0
t t0
3. u(0, t)  0, u(L, t)  0 u(x, 0)  x,
u
t  t0
0

u(x, 0), given in Figure 12.4.3,

u
t 
t0
0 This problem could describe the longitudinal displace-
ment u(x, t) of a vibrating elastic bar. The boundary
f (x)
conditions at x  0 and x  L are called free-end
conditions. See Figure 12.4.4.
1

u(x, t)
L/3 2L/3 L x

FIGURE 12.4.3 Initial displacement in Problem 3 x

0 L
4. u(0, t)  0, u(, t)  0
FIGURE 12.4.4 Vibrating elastic bar in Problem 8
u(x, 0)  6 x(
1 2

x ),
u
2
t 
t0
0
9. A string is stretched and secured on the x-axis at x  0
5. u(0, t)  0, u(, t)  0 and x  p for t  0. If the transverse vibrations take
u(x, 0)  0,
u
t t0 
 sin x
place in a medium that imparts a resistance proportional
to the instantaneous velocity, then the wave equation
takes on the form
6. u(0, t)  0, u(1, t)  0
2 u 2 u u
u(x, 0)  0.01 sin 3px,
u
t  t0
0
x2
 2  2 ,
t t
0    1, t  0.
 12.4 WAVE EQUATION ● 449

Find the displacement u(x, t) if the string starts from rest positive roots of the equation
from the initial displacement f (x).
cosh x cos x  1.
10. Show that a solution of the boundary-value problem
(b) Show graphically that the equation in part (a) has an
u u
2 2 infinite number of roots.
 2  u, 0  x  , t0 (c) Use a calculator or a CAS to find approximations to
x 2 t
the first four eigenvalues. Use four decimal places.
u(0, t)  0, u(, t)  0, t0
13. Consider the boundary-value problem given in (1), (2),
u(x, 0) 
x,

x,  0  x  > 2
> 2  x  
and (3) of this section. If g(x)  0 for 0  x  L, show
that the solution of the problem can be written as
u
t 
t0
 0, 0x u(x, t) 
1
2
[ f (x  at)  f (x
at)].

is [Hint: Use the identity

2 sin u 1 cos u 2  sin(u 1  u 2 )  sin(u 1
u 2 ).]

4 (
1) k1
u(x, t) 
 
k1 (2k
1)
2
sin(2k
1)x cos 1(2k
1) 2  1 t. 14. The vertical displacement u(x, t) of an infinitely long
string is determined from the initial-value problem
11. The transverse displacement u(x, t) of a vibrating beam
of length L is determined from a fourth-order partial 2 u  2 u
a2  2,

 x 
, t0
differential equation x 2 t
(12)
4 u 2 u
a2 4  2  0,
x t
0  x  L, t  0.
u(x, 0)  f (x),
u
t 
t0
 g(x).

This problem can be solved without separating variables.

If the beam is simply supported, as shown in Figure
(a) Show that the wave equation can be put into the
12.4.5, the boundary and initial conditions are
form  2u
hj  0 by means of the substitutions
j  x  at and h  x
at.
u(0, t)  0, u(L, t)  0, t0
(b) Integrate the partial differential equation in part (a),
u
 u

2 2
 0,  0, t0 first with respect to h and then with respect to j,
x2 x0 x2 xL to show that u(x, t)  F(x  at)  G(x
at), where
F and G are arbitrary twice differentiable functions,
u(x, 0)  f (x),
u
t 
t0
 g(x), 0  x  L. is a solution of the wave equation. Use this solution
and the given initial conditions to show that
Solve for u(x, t). [Hint: For convenience use l  a 4
when separating variables.]
F(x) 
1
2
f (x) 
1
2a
x

x0
g(s)ds  c

u and G(x) 
1
2
f (x)

1
2a
x

x0
g(s)ds
c,

x where x 0 is arbitrary and c is a constant of

integration.
0 L
(c) Use the results in part (b) to show that
FIGURE 12.4.5

Simply supported beam in Problem 11
xat
1 1
u(x, t)  [ f (x  at)  f (x
at)]  g(s) ds. (13)
12. If the ends of the beam in Problem 11 are embedded 2 2a x
at

at x  0 and x  L, the boundary conditions become,

for t  0, Note that when the initial velocity g(x)  0, we
obtain
u(0, t)  0, u(L, t)  0
1
u
x 
x0
 0,
u
x 
xL
 0.
u(x, t) 
2
[ f (x  at)  f (x
at)],

 x 
.

This last solution can be interpreted as a super-

(a) Show that the eigenvalues of the problem are position of two traveling waves, one moving to
 n  x2n> L2, where x n , n  1, 2, 3, . . . , are the the right (that is, 12 f (x
at)) and one moving to the
450 ● CHAPTER 12 BOUNDARY-VALUE PROBLEMS IN RECTANGULAR COORDINATES

left ( 12 f (x  at)). Both waves travel with speed (a) Plot the initial position of the string on the interval
a and have the same basic shape as the initial [
6, 6].
displacement f (x). The form of u(x, t) given in (13) is (b) Use a CAS to plot d’Alembert’s solution (13) on
called d’Alembert’s solution. [
6, 6] for t  0.2k, k  0, 1, 2, . . . , 25. Assume
that a  1.
In Problems 15–18 use d’Alembert’s solution (13) to solve
(c) Use the animation feature of your computer algebra
the initial-value problem in Problem 14 subject to the given
system to make a movie of the solution. Describe the
initial conditions.
motion of the string over time.
15. f (x)  sin x, g(x)  1 21. An infinitely long string coinciding with the x-axis
16. f (x)  sin x, g(x)  cos x is struck at the origin with a hammer whose head is
0.2 inch in diameter. A model for the motion of the
17. f (x)  0, g(x)  sin 2x string is given by (12) with

x 2
18. f (x)  e , g(x)  0
f (x)  0 and g(x)  1,0,  x   0.1
 x   0.1.
Computer Lab Assignments
(a) Use a CAS to plot d’Alembert’s solution (13) on
19. (a) Use a CAS to plot d’Alembert’s solution in Problem [
6, 6] for t  0.2k, k  0, 1, 2, . . . , 25. Assume
18 on the interval [
5, 5] at the times t  0, t  1, that a  1.
t  2, t  3, and t  4. Superimpose the graphs on
one coordinate system. Assume that a  1. (b) Use the animation feature of your computer algebra
system to make a movie of the solution. Describe the
(b) Use the 3D-plot application of your CAS to plot motion of the string over time.
d’Alembert’s solution u(x, t) in Problem 18 for

5  x  5, 0  t  4. Experiment with various 22. The model of the vibrating string in Problem 7 is called
three-dimensional viewing perspectives of this the plucked string. The string is tied to the x-axis at
surface. Choose the perspective of the surface for x  0 and x  L and is held at x  L
2 at h units above
which you feel the graphs in part (a) are most the x-axis. See Figure 12.2.4. Starting at t  0 the string
apparent. is released from rest.
20. A model for an infinitely long string that is initially held (a) Use a CAS to plot the partial sum S6 (x, t) — that is,
at the three points (
1, 0), (1, 0), and (0, 1) and then the first six nonzero terms of your solution — for
simultaneously released at all three points at time t  0 t  0.1k, k  0, 1, 2, . . . , 20. Assume that a  1,
is given by (12) with h  1, and L  p.
(b) Use the animation feature of your computer alge-
f (x)  
1
 x ,
0,
x  1
x  1
and g(x)  0. bra system to make a movie of the solution to
Problem 7.

12.5 LAPLACE’S EQUATION

REVIEW MATERIAL
● Reread page 438 of Section 12.2 and Example 1 in Section 11.4.

INTRODUCTION Suppose we wish to find the steady-state temperature u(x, y) in a rectangular

plate whose vertical edges x  0 and x  a are insulated, as shown in Figure 12.5.1. When no heat
escapes from the lateral faces of the plate, we solve the following boundary-value problem:
2 u 2 u
  0, 0  x  a, 0yb (1)
x 2 y 2
u
x 
x0
 0,
u
x 
xa
 0, 0yb (2)

u(x, 0)  0, u(x, b)  f (x), 0  x  a. (3)

 12.5 LAPLACE’S EQUATION ● 451

y
SOLUTION OF THE BVP With u(x, y)  X(x)Y(y) separation of variables in (1)
u = f (x) leads to
(a, b)
X Y
Insulated Insulated 


X Y
u=0 x
X   X  0 (4)
FIGURE 12.5.1 Steady-state Y
 Y  0. (5)
temperatures in a rectangular plate
The three homogeneous boundary conditions in (2) and (3) translate into X(0)  0,
X(a)  0, and Y(0)  0. The Sturm-Liouville problem associated with the equation
in (4) is then

X   X  0, X(0)  0, X(a)  0. (6)

Examination of the cases corresponding to l  0, l 
a 2  0, and l  a 2  0,

where a  0, has already been carried out in Example 1 in Section 11.4.* Here is a
brief summary of that analysis.
For l  0, (6) becomes

X  0, X(0)  0, X(a)  0.

The solution of the DE is X  c 1  c 2 x. The boundary conditions imply X  c 1 .

By imposing c 1  0, this problem possesses a nontrivial solution. For l 
a 2  0,
(6) possesses only the trivial solution. For l  a 2  0, (6) becomes

X  a2 X  0, X(0)  0, X(a)  0.

The solution of the DE in this problem is X  c 1 cos ax  c 2 sin ax. The boundary
condition X(0)  0 implies that c 2  0, so X  c 1 cos ax. Differentiating this last
expression and then setting x  a gives
c 1 sin aa  0. Since we have assumed that
a  0, this last condition is satisfied when aa  np or a  np
a, n  1, 2, . . . . The
eigenvalues of (6) are then l 0  0 and  n  a2n  n2 2>a2, n  1, 2, . . . . If we cor-
respond l 0  0 with n  0, the eigenfunctions of (6) are

n
X  c1, n  0, and X  c1 cos x, n  1, 2, . . . .
a

We now solve equation (5) subject to the single homogeneous boundary

condition Y(0)  0. There are two cases. For l 0  0, equation (5) is simply Y  0;
therefore its solution is Y  c 3  c 4 y. But Y(0)  0 implies that c 3  0, so Y  c 4 y.
n2 2
For l n  n 2 p 2
a 2, (5) is Y
2 Y  0. Because 0  y  b defines a finite
a
interval, we use (according to the informal rule indicated on pages 135–136) the
hyperbolic form of the general solution:

Y  c3 cosh (n y>a)  c4 sinh (n y>a).

Y(0)  0 again implies that c 3  0, so we are left with Y  c 4 sinh (np y
a).
Thus product solutions u n  X(x)Y(y) that satisfy the Laplace’s equation (1) and
the three homogeneous boundary conditions in (2) and (3) are

n n
A 0 y, n  0, and A n sinh y cos x, n  1, 2, . . . ,
a a

where we have rewritten c 1c 4 as A 0 for n  0 and as An for n  1, 2, . . . .

*
In that example the symbols y and L play the part of X and a in the current discussion.
452 ● CHAPTER 12 BOUNDARY-VALUE PROBLEMS IN RECTANGULAR COORDINATES

The superposition principle yields another solution:

n n
u(x, y)  A 0 y   An sinh
n1 a
y cos
a
x. (7)

We are now in a position to use the last boundary condition in (3). Substituting
x  b in (7) gives

 An sinh 

n n
u(x, b)  f (x)  A 0 b  b cos x,
n1 a a

which is a half-range expansion of f in a cosine series. If we make the identifications

A 0 b  a 0
2 and A n sinh (npb
a)  a n , n  1, 2, 3, . . . , it follows from (2) and (3)
of Section 11.3 that

2A 0 b 
2
a
0
a
f (x) dx

A0 
1
ab
 0
a
f (x) dx (8)

and An sinh
n
a
b
2
a
a

0
f (x) cos
n
a
x dx

An 
a sinh
n
b
2
 a

0
f (x) cos
n
a
x dx. (9)

The solution of the boundary-value problem (1)–(3) consists of the series in (7),
with coefficients A 0 and A n defined in (8) and (9), respectively.

DIRICHLET PROBLEM A boundary-value problem in which we seek a solution

of an elliptic partial differential equation such as Laplace’s equation ) 2 u  0, within
a bounded region R (in the plane or 3-space) such that u takes on prescribed values
on the entire boundary of the region is called a Dirichlet problem. In Problem 1 in
Exercises 12.5 you are asked to show that the solution of the Dirichlet problem for a
rectangular region

2 u 2 u
  0, 0  x  a, 0yb
x 2 y 2
u(0, y)  0, u(a, y)  0, 0yb
u(x, 0)  0, u(x, b)  f (x), 0  x  a

is

u(x, y) 

 An sinh
n1
n
a
y sin
n
a
x, where An 
a sinh
n
2

b
 a

0
f (x) sin
n
a
x dx. (10)

In the special case when f (x)  100, a  1, b  1, the coefficients A n in (10)

1
(
1) n
are given by An  200 . With the help of a CAS we plotted the
n sinh n
surface defined by u(x, y) over the region R: 0  x  1, 0  y  1, in
Figure 12.5.2(a). You can see in the figure that the boundary conditions are satisfied;
especially note that along y  1, u  100 for 0  x  1. The isotherms, or curves in
the rectangular region along which the temperature u(x, y) is constant, can be
obtained by using the contour plotting capabilities of a CAS and are illustrated in
 12.5 LAPLACE’S EQUATION ● 453

100 Figure 12.5.2(b). The isotherms can also be visualized as the curves of intersection
(projected into the xy-plane) of horizontal planes u  80, u  60, and so on, with
u(x, y)

50
the surface in Figure 12.5.2(a). Notice that throughout the region the maximum
0 temperature is u  100 and occurs on the portion of the boundary corresponding to
1 1
0.5 0.5 y  1. This is no coincidence. There is a maximum principle that states a solution
y 0 x
u of Laplace’s equation within a bounded region R with boundary B (such as a
(a) Surface rectangle, circle, sphere, and so on) takes on its maximum and minimum values on
B. In addition, it can be proved that u can have no relative extrema (maxima or min-
y ima) in the interior of R. This last statement is clearly borne out by the surface shown
1
in Figure 12.5.2(a).
80
0.8
60
SUPERPOSITION PRINCIPLE A Dirichlet problem for a rectangle can be readily
0.6 40
solved by separation of variables when homogeneous boundary conditions are spec-
0.4 ified on two parallel boundaries. However, the method of separation of variables is
20
not applicable to a Dirichlet problem when the boundary conditions on all four sides
0.2 10 of the rectangle are nonhomogeneous. To get around this difficulty, we break the
problem
x
0.2 0.4 0.6 0.8 1  2 u 2 u
  0, 0  x  a, 0yb
(b) Isotherms x 2 y 2
FIGURE 12.5.2 Surface is graph u(0, y)  F(y), u(a, y)  G(y), 0  y  b (11)
of partial sums when f (x)  100 and
a  b  1 in (10) u(x, 0)  f (x), u(x, b)  g(x), 0  x  a

into two problems, each of which has homogeneous boundary conditions on parallel
boundaries, as shown:

Problem 1 Problem 2

∂2u1 ∂2u1 ∂2u2 ∂2u2

––––2  ––––2  0, 0  x  a, 0  y  b ––––2  ––––2  0, 0  x  a, 0  y  b
∂x ∂y ∂x ∂y
u1(0, y)  0, u1(a, y)  0, 0  y  b u2(0, y)  F(y), u2(a, y)  G(y), 0  y  b
u1(x, 0)  f (x), u1(x, b)  g(x), 0  x  a u2(x, 0)  0, u2(x, b)  0, 0  x  a

Suppose u 1 and u 2 are the solutions of Problems 1 and 2, respectively. If we

define u(x, y)  u 1 (x, y)  u 2 (x, y), it is seen that u satisfies all boundary conditions
in the original problem (11). For example,

u(0, y)  u1(0, y)  u2 (0, y)  0  F(y)  F(y),

u(x, b)  u1 (x, b)  u2 (x, b)  g(x)  0  g(x),

and so on. Furthermore, u is a solution of Laplace’s equation by Theorem 12.1.1.

In other words, by solving Problems 1 and 2 and adding their solutions, we have
solved the original problem. This additive property of solutions is known as the
superposition principle. See Figure 12.5.3.

y y y
g(x) (a, b) g(x) (a, b) 0 (a, b)

∆ ∆ ∆
F( y) 2
u=0 G( y) = 0 u1 = 0
2
0 + F( y)
2
u2 = 0 G( y)

f (x) x f (x) x 0 x

FIGURE 12.5.3 Solution u  Solution u 1 of Problem 1  Solution u 2 of Problem 2

454 ● CHAPTER 12 BOUNDARY-VALUE PROBLEMS IN RECTANGULAR COORDINATES

We leave as exercises (see Problems 13 and 14 in Exercises 12.5) to show that a

solution of Problem 1 is

 An cosh 

n n n
u1(x, y)  y  Bn sinh y sin x,
n1 a a a

where An 
2
a

0
a
f (x) sin
np
a
x dx

Bn 
sinh
1
n
b
2
a  0
a
g(x) sin
n
a
x dx
An cosh
n
a
b , 
a

and that a solution of Problem 2 is

 An cosh 

n n n
u2 (x, y)  x  Bn sinh x sin y,
n1 b b b

where An 
2
b

b

0
F(y) sin
n
b
y dy

Bn 
sinh
1
n
a
2
b  b

0
G(y) sin
n
b
y dy
An cosh
n
b
a . 
b

EXERCISES 12.5 Answers to selected odd-numbered problems begin on page ANS-21.

In Problems 1–10 solve Laplace’s equation (1) for a rectan- 8. u(0, y)  0, u(1, y)  0


gular plate subject to the given boundary conditions. u
 u(x, 0), u(x, 1)  f (x)
1. u(0, y)  0, u(a, y)  0 y y0
u(x, 0)  0, u(x, b)  f (x)
9. u(0, y)  0, u(1, y)  0
2. u(0, y)  0, u(a, y)  0
u(x, 0)  100, u(x, 1)  200
u
y y0  0, u(x, b)  f (x)

3. u(0, y)  0, u(a, y)  0
10. u(0, y)  10y,
u

x x1

1
u(x, 0)  f (x), u(x, b)  0 u(x, 0)  0, u(x, 1)  0

4.
u
x x0  0,
u
x xa
0  In Problems 11 and 12 solve Laplace’s equation (1) for the
u(x, 0)  x, u(x, b)  0 given semi-infinite plate extending in the positive y-direction.
In each case assume that u(x, y) is bounded as y :
.
5. u(0, y)  0, u(1, y)  1
y
u
y y0  0,
u
y y1
0  11. y

6. u(0, y)  g(y),
u
x  x1
0
u=0 u=0
u
y  y0
 0,
y 
u
y
0

π x
u

0
7.  u(0, y), u(, y)  1 u = f (x)
x x0
u(x, 0)  0, u(x, p)  0 FIGURE 12.5.4 Plate in Problem 11