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EXERCISES 15.1
Error Function
6. We first compute
√ √ √ √ √
sinh a s ea s − e−a s e(a−1) s − e−(a+1) s
√ = √ √ = √
s sinh s s(e s − e− s ) s(1 − e−2 s )
√
e(a−1) s √ √ e−(a+1)√s √ √
= 1 + e−2 s + e−4 s + · · · − 1 + e−2 s + e−4 s + · · ·
s s
√ √ √
e−(1−a) s e−(3−a) s e−(5−a) s
= + + + ···
s s s
√ √ √
e−(1+a) s e−(3+a) s e−(5+a) s
− + + + ···
s s s
∞
√ √
e−(2n+1−a) s e−(2n+1+a) s
= − .
n=0
s s
Then
√ ∞
√ √
sinh a s e−(2n+1−a) s
e−(2n+1+a) s
√ = − −
s sinh s n=0
s s
∞
2n + 1 − a 2n + 1 + a
= erfc √ − erfc √
n=0
2 t 2 t
∞
2n + 1 − a 2n + 1 + a
= 1 − erf √ − 1 − erf √
n=0
2 t 2 t
∞
2n + 1 + a 2n + 1 − a
= erf √ − erf √ .
n=0
2 t 2 t
b 0 b b a
e−u du = e−u du + e−u du = e−u du − e−u du
2 2 2 2 2
9.
a a 0 0 0
√ √ √
π π π
= erf(b) − erf(a) = [erf(b) − erf(a)]
2 2 2
255
15.2
15.1 Applications of the Laplace Transform
Error Function
EXERCISES 15.2
Applications of the Laplace Transform
3. The solution of
d2 U
a2 − s2 U = 0
dx2
is in this case
U (x, s) = c1 e−(x/a)s + c2 e(x/a)s .
Since limx→∞ u(x, t) = 0 we have limx→∞ U (x, s) = 0. Thus c2 = 0 and
U (x, s) = c1 e−(x/a)s .
If {u(0, t)} = {f (t)} = F (s) then U (0, s) = F (s). From this we have c1 = F (s) and
U (x, s) = F (s)e−(x/a)s .
and
1
u(x, t) = ω sin πx
(s2 + π 2 )(s2 + ω 2 )
ω 1 π 1 ω
= sin πx −
ω2 − π2 π s2 + π 2 ω s2 + ω 2
ω 1
= sin πt sin πx − 2 sin ωt sin πx.
π(ω 2 −π )
2 ω − π2
9. Transforming the partial differential equation gives
d2 U
− s2 U = −sxe−x .
dx2
Using undetermined coefficients we obtain
2s s
U (x, s) = c1 e−sx + c2 esx − e−x + 2 xe−x .
(s2 − 1)2 s −1
The transformed boundary conditions limx→∞ U (x, s) = 0 and U (0, s) = 0 give, in turn, c2 = 0 and
256
15.2 Applications of the Laplace Transform
12. We use
√ u1 x √
U (x, s) = c1 e− sx
+ c2 e
. sx
+
s
The condition limx→∞ u(x, t)/x = u1 implies limx→∞ U (x, s)/x = u1 /s, so we define c2 = 0. Then
√ u1 x
U (x, s) = c1 e− s x + .
s
From U (0, s) = u0 /s we obtain c1 = u0 /s. Hence
√
e− sx
u1 x
U (x, s) = u0 +
s s
and √
e−x s
1 x
u(x, t) = u0 + u1 x = u0 erfc √ + u1 x.
s s 2 t
15. We use
√ √
U (x, s) = c1 e− sx
+ c2 e sx
.
The condition limx→∞ u(x, t) = 0 implies limx→∞ U (x, s) = 0, so we define c2 = 0. Hence
√
U (x, s) = c1 e− sx
.
and
√
t
f (t − τ )e−x /4τ
2
x
u(x, t) = F (s)e−x s = √ dτ.
2 π 0 τ 3/2
18. The solution of the transformed equation
d2 U
− sU = −100
dx2
by undetermined coefficients is
√ 100 √
U (x, s) = c1 e sx
.+ c2 e− sx
+
s
From the fact that limx→∞ U (x, s) = 100/s we see that c1 = 0. Thus
√ 100
U (x, s) = c2 e− sx
+ . (1)
s
Now the transform of the boundary condition at x = 0 is
1 1 −s
U (0, s) = 20 − e .
s s
It follows from (1) that
20 20 −s 100 80 20 −s
− e = c2 + or c2 = − − e
s s s s s
257
15.2 Applications of the Laplace Transform
and so
80 20 −s −√s x 100
U (x, s) = − − e e +
s s s
100 80 −√s x 20 −√s x −s
= − e − e e .
s s s
Thus
√ √
1 e− sx
e− sx
u(x, t) = 100 − 80 − 20 e−s
s s s
√ √
= 100 − 80 erfc x/2 t − 20 erfc x/2 t − 1 (t − 1).
The transformed boundary conditions U (0, s) = u0 /s and U (L, s) = u0 /s give, in turn, c1 = 0 and c2 = 0.
Therefore
u0 u0 π
U (x, s) = + 2 2
sin x
s s + π /L L
and
1 1 π π
x = u0 + u0 e−π t/L sin x.
2 2
u(x, t) = u0 + u0 sin
s s + π 2 /L2 L L
24. We use
s s
c(x, s) = c1 cosh x + c2 sinh x.
D D
The transform of the two boundary conditions are c(0, s) = c0 /s and c(1, s) = c0 /s. From these conditions we
obtain c1 = c0 /s and
c2 = c0 (1 − cosh s/D )/s sinh s/D .
Therefore
cosh (1 − cosh s/D )
s/D x
c(x, s) = c0 + sinh s/D x
s s sinh s/D
sinh s/D (1 − x) sin s/D x
= c0 +
s sinh s/D s sinh s/D
√ √ √ √
e s/D (1−x) − e− s/D (1−x) e s/D x − e− s/D x
= c0 √ √ + √ √
s(e s/D − e− s/D ) s(e s/D − e− s/D )
√ √ √ √
e− s/D x − e− s/D (2−x) e s/D (x−1) − e− s/D (x+1)
= c0 √ + √
s(1 − e−2 s/D ) s(1 − e−2 s/D )
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15.2 Applications of the Laplace Transform
√ √
(e− s/D x − e− s/D (2−x) ) √ √
= c0 1 + e−2 s/D + e−4 s/D + · · ·
s
√ √
(e s/D (x−1) − e− s/D (x+1) ) √ √
+ c0 1 + e−2 s/D + e−4 s/D + · · ·
s
∞
√ √
e−(2n+x) s/D e−(2n+2−x) s/D
= c0 −
n=0
s s
∞
√ √
e−(2n+1−x) s/D e−(2n+1+x) s/D
+ c0 −
n=0
s s
and so (2n+x) √ (2n+2−x) √
∞
e− √D s e− √D s
c(x, t) = c0 −
s s
n=0
(2n+1−x) √ (2n+1+x) √
∞
e− √D s e− √D s
+ c0 −
s s
n=0
∞
2n + x 2n + 2 − x
= c0 erfc √ − erfc √
n=0
2 Dt 2 Dt
∞
2n + 1 − x 2n + 1 + x
+ c0 erfc √ − erfc √ .
n=0
2 Dt 2 Dt
Now using erfc(x) = 1 − erf(x) we get
∞
2n + 2 − x 2n + x
c(x, t) = c0 erf √ − erf √
n=0
2 Dt 2 Dt
∞
2n + 1 + x 2n + 1 − x
+ c0 erf √ − erf √ .
n=0
2 Dt 2 Dt
27. We use
√ √
U (x, s) = c1 e− s+h x
+ c2 e s+h x
.
The condition limx→∞ u(x, t) = 0 implies limx→∞ U (x, s) = 0, so we take c2 = 0. Therefore
√
U (x, s) = c1 e− s+h x
.
The Laplace transform of u(0, t) = u0 is U (0, s) = u0 /s and so
√
e− s+h x
U (x, s) = u0
s
and √
− s+h x
e 1 −√s+h x
u(x, t) = u0 = u0 e .
s s
From the first translation theorem,
√ √ x
e− s+h x = e−ht {e−x } = e−ht √ e−x /4t .
2
s
2 πt3
Thus, from the convolution theorem we obtain
e−hτ −x /4τ
t 2
u0 x
u(x, s) = √ dτ.
2 π 0 τ 3/2
259
15.3
15.2 Fourier Integral
Applications of the Laplace Transform
EXERCISES 15.3
Fourier Integral
and
3
3
x cos αx 1 3
B(α) = x sin αx dx = − + α cos αx dx
0 α 0 0
3
3 cos 3α sin αx sin 3α − 3α cos 3α
=− + = .
α α 2 0 α2
Hence
∞
1 (3α sin 3α + cos 3α − 1) cos αx + (sin 3α − 3α cos 3α) sin αx
f (x) = dα
π 0 α2
∞
1 3α(sin 3α cos αx − cos 3α sin αx) + cos 3α cos αx + sin 3α sin αx − cos αx
= dα
π 0 α2
∞
1 3α sin α(3 − x) + cos α(3 − x) − cos αx
= dα.
π 0 α2
260
15.3 Fourier Integral
12. The function is odd. Thus from formula (11) in the text
∞
B(α) = xe−x sin αx dx.
0
Now recall
d
{t sin kt} = − {sin kt} = 2ks/(s2 + k 2 )2 .
ds
If we set s = 1 and k = α we obtain
2α
B(α) = .
(1 + α2 )2
Hence from formula (10) in the text
∞
4 α sin αx
f (x) = dα.
π 0 (1 + α2 )2
But we know
d s (s2 − k 2 )
{t cos kt} = − = .
ds (s2 + k 2 ) (s2 + k 2 )2
If we set s = 2 and k = α we obtain
4 − α2
A(α) = .
(4 + α2 )2
Hence ∞
2 (4 − α2 ) cos αx
f (x) = dα.
π 0 (4 + α2 )2
For the sine integral,
∞
B(α) = xe−2x sin αx dx.
0
261
15.3 Fourier Integral
EXERCISES 15.4
Fourier Transforms
For the boundary-value problems in this section it is sometimes useful to note that the identities
imply
eiα + e−iα = 2 cos α and eiα − e−iα = 2i sin α.
3. Using the Fourier sine transform, the partial differential equation becomes
dU
+ kα2 U = kαu0 .
dt
The general solution of this linear equation is
u0
U (α, t) = ce−kα t +
2
.
α
But U (α, 0) = 0 implies c = −u0 /α and so
1 − e−kα
2
t
U (α, t) = u0
α
and
∞
1 − e−kα
2
t
2u0
u(x, t) = sin αx dα.
π 0 α
6. Since the domain of x is (0, ∞) and the condition at x = 0 involves ∂u/∂x we use the Fourier cosine transform:
dU
−kα2 U (α, t) − kux (0, t) =
dt
dU
+ kα2 U = kA
dt
A
U (α, t) = ce−kα t + 2 .
2
α
Since
{u(x, 0)} = U (α, 0) = 0
we find c = −A/α2 , so that
1 − e−kα t
2
U (α, t) = A .
α2
262
15.4 Fourier Transforms
If we write
G(α)
U (α, t) = F (α) cos αat + sin αat
αa
and
∞
1 G(α)
u(x, t) = F (α) cos αat + sin αat e−iαx dα.
2π −∞ αa
1
= [f (x − at) + f (x + at)] .
2
12. Since the boundary condition at y = 0 now involves u(x, 0) rather than u (x, 0), we use the Fourier sine
transform. The transform of the partial differential equation is then
d2 U d2 U
− α2 U + αu(x, 0) = 0 or − α2 U = −α.
dx2 dx2
The solution of this differential equation is
1
U (x, α) = c1 cosh αx + c2 sinh αx + .
α
The transforms of the boundary conditions at x = 0 and x = π in turn imply that c1 = 1/α and
cosh απ 1 α
c2 = − + .
α sinh απ α sinh απ (1 + α2 ) sinh απ
Hence
1 cosh αx cosh απ sinh αx α sinh αx
U (x, α) = − + sinh αx − +
α α α sinh απ α sinh απ (1 + α2 ) sinh απ
263
15.4 Fourier Transforms
The transforms of u(x, 0) = f (x) and u(x, 2) = 0 give, in turn, U (α, 0) = F (α) and U (α, 2) = 0. The first
condition gives c1 = F (α) and the second condition then yields
F (α) cosh 2α
c2 = − .
sinh 2α
Hence
F (α) cosh 2α sinh αy
U (α, y) = F (α) cosh αy −
sinh 2α
sinh 2α cosh αy − cosh 2α sinh αy
= F (α)
sinh 2α
sinh α(2 − y)
= F (α)
sinh 2α
and ∞
2 sinh α(2 − y)
u(x, y) = F (α) sin αx dα.
π 0 sinh 2α
Using the Fourier sine transform with respect to y gives the solution of the second problem:
200 ∞ (1 − cos α) sinh α(π − x)
u2 (x, y) = sin αy dα.
π 0 α sinh απ
Also, the Fourier sine transform with respect to y gives the solution of the third problem:
2 ∞ α sinh αx
u3 (x, y) = sin αy dα.
π 0 (1 + α2 ) sinh απ
The solution of the original problem is
264
CHAPTER 15 REVIEW EXERCISES
The transform of the boundary condition ∂u/∂y y=0 = 0 is dU/dy y=0 = 0. This condition gives c2 = 0.
Hence
U (α, y) = c1 cosh αy.
√
Now by the given information the transform of the boundary condition u(x, 1) = e−x is U (α, 1) = π e−α
2 2
/4
.
√
This condition then gives c1 = π e−α /4 cosh α. Therefore
2
√ e−α
2
/4
cosh αy
U (α, y) = π
cosh α
and
∞ ∞
e−α e−α
2 2
/4 /4
1 cosh αy −iαx 1 cosh αy
U (x, y) = √ e dα = √ cos αx dα
2 π −∞ cosh α 2 π −∞ cosh α
∞
e−α
2
/4
1 cosh αy
=√ cos αx dα.
π 0 cosh α
EXERCISES 15.5
Fast Fourier Transform
265
CHAPTER 15 REVIEW EXERCISES
266
CHAPTER 15 REVIEW EXERCISES
The condition u(0, t) = u0 transforms into U (0, s) = u0 /s. This gives c1 = u0 /s. The condition u(1, t) = u0
√ √
transforms into U (1, s) = u0 /s. This implies that c2 = u0 (1 − cosh s )/s sinh s . Hence
√
u0 √ 1 − cosh s √
U (x, s) = cosh s x + u0 √ sinh s x
s s sinh s
√ √ √ √ √
sinh s cosh s x − cosh s sinh s x + sinh s x
= u0 √
s sinh s
√ √ √ √
sinh s (1 − x) + sinh s x sinh s (1 − x) sinh s x
= u0 √ = u0 √ + √
s sinh s s sinh s s sinh s
and
√ √
sinh s (1 − x) sinh s x
u(x, t) = u0 √ + √
s sinh s s sinh s
∞ ∞
2n + 2 − x 2n + x 2n + 1 + x 2n + 1 − x
= u0 erf √ − erf √ + u0 erf √ − erf √ .
n=0
2 t 2 t n=0
2 t 2 t
since the imaginary part of the integrand is an odd function of α followed by the fact that the remaining
integrand is an even function of α.
267