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Olver PDE Student Solutions Manual 2020
Olver PDE Student Solutions Manual 2020
Solutions Manual
for
Introduction to Partial
Differential Equations
by
Peter J. Olver
ISBN 978–3–319–02098–3
∂2u ∂2u
1.5. (a) + = ex cos y − ex cos y = 0; defined and C∞ on all of R 2 .
∂x2 ∂y2
h i
1.7. u = log c (x − a)2 + c (y − b)2 , for a, b, c arbitrary constants.
∂2u ∂2u
1.10. (a) − 4 = 8 − 8 = 0.
∂t2 ∂x2
1.11. (a) c0 + c1 t + c2 x + c3 (t2 + x2 ) + c4 t x, where c0 , . . . , c4 are arbitrary constants.
1.15. Example: (b) u2x + u2y + u2 = 0 — the only real solution is u ≡ 0.
∂2u ∂2u
1.19. (a) (i) = −4 cos(x − 2 t) = 4 .
∂t2 ∂x2
∂ ∂f ∂g
1.21. (a) ∂x [ c f + d g ] = [ c f (x) + d g(x) ] = c +d = c ∂x [ f ] + d ∂x [ g ]. The same proof
∂x ∂x ∂x
works for ∂y . (b) Linearity requires d = 0, while a, b, c can be arbitrary functions of x, y.
1.24. (a) (L − M )[ u + v ] = L[ u + v ] − M [ u + v ] = L[ u ] + M [ u ] − L[ v ] − M [ v ]
= (L − M )[ u ] + (L − M )[ v ],
(L − M )[ c u ] = L[ c u ] − M [ c u ] = c L[ u ] − c M [ u ] = c (L − M )[ u ].
1 x 2 x/5
1.27. (b) u(x) = 6 e sin x + c1 e cos 45 x + c2 e2 x/5 sin 54 x.
1.28. (b) u(x) = − 19 x − 10
1
sin x + c1 e3 x + c2 e− 3 x .
2
2.2.2. (a) u(t, x) = e− (x+3 t)
1 e− 2 t
2.2.17. (a) u(t, x) = = .
(x et )2 + 1 x2 + e− 2 t
(b)
t = 0: t = 1:
t = 2: t = 3:
(
1, x = 0,
(c) The limit is discontinuous: lim u(t, x) =
t→∞ 0, otherwise.
(b) The general solution is u(t, x) = g(tan−1 x − t), where g(ξ) is an arbitrary C1 function of
the characteristic variable.
(c) The solution is u(t, x) = f tan(tan−1 x − t) . Observe that the solution is not defined
for x < tan t − 12 π for 0 < t < π, nor at any value of x after t ≥ π. As t increases
up to π, the wave moves rapidly off to +∞ at an ever accelerating rate, and the solution
effectively disappears.
dx
♥ 2.2.26. (a) Suppose x = x(t) solves = c(t, x). Then, by the chain rule,
dt
d ∂u ∂u dx ∂u ∂u
u t, x(t) = t, x(t) + t, x(t) = t, x(t) + c t, x(t) t, x(t) = 0,
dt ∂t ∂x dt ∂t ∂x
since we are assuming
that u(t, x) is a solution to the transport equation for all (t, x).
We conclude that u t, x(t) is constant.
1 3
2.2.27. (a) The characteristic curves are the cubics x = 3t + k, where k is an arbitrary constant.
3 2
(b) The solution u(t, x) = e− (x−t /3) is a Gaussian hump of a fixed shape that comes in from
the left for t < 0, slowing down in speed as t → 0− , stops momentarily at the origin at
t = 0, but then continues to move to the right, accelerating as t → ∞.
3
2, x< 2 t − 1,
2.3.1. (a) u(t, x) = 3
1, x > t − 1,
2
3
is a shock wave moving to the right with speed 2 and jump magnitude 1.
2.3.3. Yes, a shock wave is produced. According to (2.41), when f (x) = (x2 + 1)−1 , the shock
starts at time
(x2 + 1)2 8
3 −1
t⋆ = min = 12 x + x + 21 x x > 0 = √ ≈ 1.5396.
2x 3 3
√
The minimum value occurs at x⋆ = 1/ 3, which is found by setting the derivative
d 1 3
2 x + x + 12 x−1 = 32 x2 + 1 − 21 x−2 = 0.
dx
The solution is graphed at the indicated times:
t = 1.2
t = 1.7
t = 2.3
t = .5 t=1 t=2
The mass is conserved because the area under the graph of the solution at each time is
constant, namely 0.
♦ 2.3.14. (a) According to the Implicit Function Theorem, the equation
F (t, x, u) = u − f (x − t u) = 0
can be locally uniquely solved for u(t, x) provided
∂F 1
0 6= = 1 + t f ′ (x − t u), and so f ′ (x − t u) 6= − .
∂u t
2.3.15. It is a solution if and only if either
(i) k = 1/2 and α = γ, or (ii) k = 0, or (iii) α = γ = 0, or (iv ) α = β = 0.
2.3.17. (a) The mass conservation law is
∂u ∂ 1 3
+ u = 0,
∂t ∂x 3
and so, following the previous argument, the shock speed is given by
1 − 3 + 3
dσ 3 [ u (t) − u (t) ] u− (t)2 + u− (t) u+ (t) + u+ (t)2
= = .
dt u− (t) − u+ (t) 3
2.4.2. (a) The initial displacement splits into two half sized replicas, moving off to the right and
to the left with unit speed.
1, 1 + t < x < 2 − t,
1 1
For t < 2 , we have u(t, x) =
2, 1−t<x<1+t or 2 − t < x < 2 + t,
0, otherwise,
1, 1−t<x<2−t or 1 + t < x < 2 + t,
1 2
For t ≥ 2 , we have u(t, x) =
0, otherwise,
-1 1 2 3 4 5 6 -1 1 2 3 4 5 6 -1 1 2 3 4 5 6
-0.5 -0.5 -0.5
-1 -1 -1
1 1 1
-1 1 2 3 4 5 6 -1 1 2 3 4 5 6 -1 1 2 3 4 5 6
-0.5 -0.5 -0.5
-1 -1 -1
Z x+t
1 sin 2 (x + t) − sin 2 (x − t)
2.4.4. (b) 2 cos(2 z) dz = .
2 x−t 2
2.4.8. (a) { (t, x) | 2 − 2 t ≤ x ≤ 2 + 2 t, t ≥ 0 }.
1 3
♥ 2.4.11. (a) u(t, x) = 4 sin(x − 2 t) + 4 sin(x + 2 t); (b) True.
♦ 2.4.13. First of all, the decay assumption implies that E(t) < ∞ for all t. To show E(t) is con-
stant, we prove that its derivative is 0. Using the smoothness of the solution to justify
bringing the derivative under the integral sign, we compute
dE d Z∞ 1 2 1 2 2 Z ∞
= ( 2 ut + 2 c ux ) dx = (ut utt + c2 ux uxt ) dx
dt dt −∞ −∞
Z ∞ Z ∞
d
= c2 (ut uxx + ux uxt ) dx = c2 (ut ux ) dx = 0,
−∞ −∞ dx
since ut , ux → 0 as x → ∞. Q.E.D.
2.4.17. (a) Because ∂t + c(x) ∂x ∂t − c(x) ∂x = ∂t2 − c(x)2 ∂x2 − c(x) c′ (x)∂x 6= ∂t2 − c(x)2 ∂x2 .
♦ 2.4.20. (a) Setting x = r cos θ, y = r sin θ, we have dx dy = r dr dθ, and hence
ZZ 2
Z π Z ∞
+y 2 ) 2
e− a (x dx dy = r e− a r dr dθ
R2 −π 0
Z ∞ ∞
2 π − a r2 π
= 2π r e− a r dr = − e = .
0 a r=0 a
(b) By part (a),
ZZ Z ∞ Z ∞
π − a (x2 +y 2 ) − a x2 − a y 2
= e dx dy = e e dy dx
a R2 −∞ −∞
Z ∞ 2
Z ∞ 2
Z ∞ 2
2
= e− a x dx e− a y dy = e− a x dx .
−∞ −∞ −∞
4 ∞
X sin(2 j + 1) x π 4 ∞
X cos(2 j + 1) x
3.2.1. (a) ; (b) − .
π j =0 2j + 1 2 π j =0 (2 j + 1)2
∞ j
1 2 X (−1) cos(2 j + 1) x
3.2.2. (b) − .
2 π j =0 2j + 1
100
80
3.2.6. (b) 60
differentiable,
40
20
-5 5 10 15
1
0.8
0.6
(d) 0.4
continuous.
0.2
-5 5 10 15
-0.2
1.5
1
3.2.7. (b) 0.5
-5 -0.5 5 10
-1
-1.5
0.8
0.6
0.4
0.2
-2 -1 1 2 3
-3 -2 -1 1 2 3
3.2.16.
3.2.14 (a) Yes: no corners; (d) yes: corners at x = 0, 2.
3.2.15 (a) Yes: no corners.
3.2.19. (a) Piecewise continuous, but not piecewise C1 or piecewise C2 .
3.2.21. (a) If f and g are continuous at x, so is f + g. More generally, since the limit of a sum is
the sum of the limits, (f + g)(x− ) = f (x− ) + g(x− ), (f + g)(x+ ) = f (x+ ) + g(x+ ), and
so f + g is piecewise continuous at every x.
(b) Every jump discontinuity of f or of g is a jump discontinuity of f + g, except when f
and g have opposite jump magnitudes at the same point, so
f (x+ ) − f (x− ) = g(x− ) − g(x+ ), in which case x is a removable discontinuity of
f + g. The jump magnitude of f + g at x is the sum of the jump magnitudes of f and g,
namely, f (x+ ) − f (x− ) + g(x+ ) − g(x− ).
(c) The sum 2 σ(x) + σ(x + 1) − 3 σ(x − 1) + sign(x2 − 2 x) = σ(x + 1) − σ(x − 1) has jump
discontinuities at x = −1 of magnitude 1 and at x = 1 of magnitude −1. The jumps at
x = 0 have canceled out, leaving a removable discontinuity.
∞
0.5
1 1 2 X cos 2 j x
3.2.25. (a) (b) f (x) ∼ + sin x − .
-3 -2 -1 1 2 3 π 2 π j =1 4 j2 − 1
-0.5
-1
1 1 1
(c)
-3 -2 -1 1 2 3 -3 -2 -1 1 2 3 -3 -2 -1 1 2 3
-1 -1 -1
1 1
0.5 0.5
-3 -2 -1 1 2 3 -3 -2 -1 1 2 3
-0.5 -0.5
-1 -1
The maximal errors on [ − π, π ] are, respectively .3183, .1061, .06366, .04547, .03537, .02894.
(d) The Fourier series converges (uniformly) to sin x when 2 k π ≤ x ≤ (2 k + 1) π and to 0
when (2 k − 1) π ≤ x ≤ 2 k π for k = 0, ±1, ±2, . . . .
-5 5 10
-1
-2
4 ∞
X sin(2 j + 1) x
0.5
-0.5
-1
0.5
cosine series: 1;
-5 5 10
-0.5
-1
sinh m π 2 m sinh m π ∞
X (−1)k cos k x
3.2.42. cosh m x ∼ + .
mπ π k=1 k 2 + m2
∞
X (−1)k e i k x
3.2.51. (a) 1
2 i e− i x − 1
2 i e i x, (c) i .
k=− ∞ k
k6=0
π 2 ∞
X cos(2 j + 1) x X∞ sin k x
3.3.1. (a) ρ(x) ∼ − 2
+ (−1)k−1 .
4 π j =0 (2 j + 1) k=1 k
♦ 3.3.9. If f is piecewise continuous and has mean zero, so c0 = 0, then the complex Fourier series
for its integral is
Z x ∞ Z π
X ck i k x 1
g(x) = f (y) dy ∼ m − i e , where m= g(x) dx.
0 06=k = −∞ k 2π −π
2 ∞
X (−1)k−1 sin k πx 8 ∞
X sin(2 j + 1) πx 1 4 ∞
X (−1)k cos k πx
3.4.1. (a) − 3 ; (b) + 2 .
π k=1 k π j =0 (2 j + 1)3 3 π k=1 k2
4 ∞
X sin(2 j + 1) πx
3.4.2. (a) Sine series: ;
π j =0 2j + 1 -3 -2 -1 1 2 3 4
-1
-2
cosine series: 1; -3 -2 -1 1 2 3 4
-1
-2
8 16 ∞
X (−1)k k πx -6 -4 -2 2 4 6 8 10
3 π k=1 k2 2 -2
-3
-4
3.4.4. The differentiated Fourier series only converges when the periodic extension of the function
8 X ∞ (−1)k−1 k πx
is continuous: (b) sin : converges to the 4–periodic extension of 2 x.
π k=1 k 2
x3 8 32 ∞
X (−1)k k πx 32 ∞
X
π2 k2 + 3 sin
k πx
3.4.5. (b) − 4x ∼ − x + 3 3
sin ∼ .
3 3 π k=1 k 2 3π k=1 π2 k3 2
1
3.5.2. (a) converges to 0, 2 ; (c) converges to ( 0, 0 ); (e) converges to ( 0, 0 ).
3.5.3. (a) Converges pointwise to the constant function 1;
(
1, x = 0,
(c) converges pointwise to the function f (x) =
0, x 6= 0.
3.5.5. (a) Pointwise, but not uniformly; (c) both.
3.5.6. It converges pointwise since, for each x 6= 0, as n → ∞, the exponential term goes to
zero faster than the linear term in n;
q
on the other hand, fn (0) = 0 for all n. It does not
converge uniformly since max vn = n/(2 e) −→ 6 0.
3.5.7. (b) pointwise.
3.5.11. (a) Uniformly convergent; (c) doesn’t pass test.
q
♦ 3.5.15. According to (3.66), | ck | = 21 a2k + b2k , and hence the condition (3.97) holds. Thus, the
result follows immediately from Theorem 3.29.
3.5.21. (a) The periodic extension is not continuous, and so the best one could hope for is
ak , bk → 0 like 1/k. Indeed, a0 = −2 π, ak = 0, bk = (−1)k+1 2/k, for k > 0.
1.75
1.5
1.25
0.75
0.5
0.25
-3 -2 -1 1 2 3
e− n ∞
X
The error in the nth partial sum is bounded by which is ≈ .0039 e− k =
k = n+1 e−1
when n = 5, and so summing from k = 0 to 5 will produce accuracy in the second
decimal place on the entire interval.
2
4.1.1. (a) u(t, x) → u⋆ (x) = 10 x; (b) for most initial conditions, at the exponential rate e− π t ;
others have faster decay rate; (c) for the same initial conditions as in part (b), when
2
t ≫ 0, the temperature u(t, x) ≈ 10 x + c e− π t sin πx for some c 6= 0 .
4.1.4. The solution is
∞
X
1 2 2 1
u(t, x) = dn exp − n + 2 π t sin n + 2 πx
n=0
where Z 1
1
dn = 2 f (x) sin n + 2 πx dx
0
are the “mixed” Fourier coefficients of the initial temperature u(0, x) = f (x). All
solutions decay exponentially fast to zero: u(t, x) → 0 as t → ∞. For most initial condi-
2
tions, i.e., those for which d1 6= 0, the decay rate is e− π t/4 ≈ e−2.4674 t . The solution
profile eventually looks like a rapidly decaying version of the first eigenmode sin 21 πx.
4.1.10. (a) u(t, x) = e− t cos x; equilibrium temperature: u(t, x) → 0.
Z ℓ
♦ 4.1.13. Since u(t, x) → 0 uniformly in x, the thermal energy E(t) = u(t, x) dx → 0 also.
0
So if E(t0 ) 6= 0, then E(t) cannot be constant. On physical grounds, the energy is not
constant due to the nonzero heat flux through the ends of the bar, as measured by the
boundary terms in
dE d Zℓ Z ℓ
∂u Z ℓ 2
∂ u ∂u ∂u
= u(t, x) dx = (t, x) dx = (t, x) dx = (t, ℓ) − (t, 0).
dt dt 0 0 ∂t 0 ∂x2 ∂x ∂x
Thus, in general, E ′ (t) 6= 0, which implies that E(t) is not constant.
♦ 4.1.17. By the chain rule, vt = ut + c ux = γ uxx = γ vxx . The change of variables represents a
Galilean boost to a coordinate system that is moving with the fluid at speed c.
∞
√
4 X sin 2 (2 j + 1) t sin (2 j + 1) x
4.2.3. (b) u(t, x) = √ ; (f ) u(t, x) = t − 1.
π j =0 2 (2 j + 1)2
4.2.4. (b) 1, t, cos n t cos n x, sin n t cos n x, for n = 0, 1, 2, . . . .
♥ 4.2.9. (a) The solution formulae depend on the size of a. For k = 1, 2, 3, . . . , the separable
solutions are
+ q
e− αk t sin k πx, a ± a2 − 4 k 2 π 2 c2 a
where α± k = , for k < ,
− α− t 2 2π c
e k sin k πx,
and, possibly,
a
e− a t/2 sin k πx, t e− a t/2 sin k πx, provided 0 < k = is an integer,
2π c
and
e− a t/2 cos ωk t sin k πx, q
a
1
where ωk = 2 4 k 2 π 2 c2 − a2 , for k> .
2π c
e− a t/2 sin ωk t sin k πx,
In particular, if a < 2 π c, then only the latter modes appear.
(b) For the given initial data, the series solution is
+
α+ − αk t
− α− − αk t
−
k e k e
X X
bk sin k πx + bk e− a t/2 1 + 1
2 a t sin k πx
k<a/(2 π c) α+
k − α−
k k=a/(2 π c)
!
X − a t/2 a
+ bk e cos ωk t + sin ωk t sin k πx,
k>a/(2 π c)
2 ωk
where k = 1, 2, 3, . . . must be a positive integer, with the convention that the sum is
zero if no positive integer satisfies the indicated inequality or equality, while
Z 1
bk = 2 f (x) sin k πx dx are the usual Fourier sine coefficients of f (x) on [ 0, 1 ].
0
(c) For underdamped or critically damped motion, where 0 < a ≤ 2 π c, the modes all
decay exponentially, as a rate e− a t/2 . In the overdamped case, a > 2 π c, the slowest
√
− α− t − a − a2 − 4 π 2 c2
decaying mode has decay rate e 1 where α1 = .
2
(d) If a < 2 π c, the system is underdamped, while if a > 2 π c it is overdamped.
4.2.14. (a) The initial displacement splits into two half sized replicas, moving off to the right and
to the left with unit speed.
Plotted at times t = 0, .25, .5, .75, 1., 1.25:
1 1 1
-1 1 2 3 4 5 6 -1 1 2 3 4 5 6 -1 1 2 3 4 5 6
-0.5 -0.5 -0.5
-1 -1 -1
1 1 1
-1 1 2 3 4 5 6 -1 1 2 3 4 5 6 -1 1 2 3 4 5 6
-0.5 -0.5 -0.5
-1 -1 -1
4.2.15. (a) The solution initially forms a trapezoidal displacement, with linearly growing height
and sides of slope ±1 expanding in both directions at unit speed, starting from x =
1 and 2. When the height reaches .5, it momentarily forms a triangle. Afterwards, it
takes the form of an expanding trapezoidal form of fixed height .5, with the diagonal
sides propagating to the right and to the left with unit speed.
Plotted at times t = 0, .25, .5, .75, 1., 1.5:
0.6 0.6 0.6
-1 1 2 3 4 5 6 -1 1 2 3 4 5 6 -1 1 2 3 4 5 6
-0.2 -0.2 -0.2
-1 1 2 3 4 5 6 -1 1 2 3 4 5 6 -1 1 2 3 4 5 6
-0.2 -0.2 -0.2
Z ℓ
♦ 4.2.22. The solution is periodic if and only if the initial velocity has mean zero: g(x) dx = 0.
0
For generic solutions, the period is 2 ℓ/c, although some special solutions oscillate more
rapidly.
4.2.24. (a) The initial position f (x) and velocity g(x) should be extended to be even functions
with period 2. Then the d’Alembert formula
Z x+t
f (x − t) + f (x + t) 1
u(t, x) = + g(z) dz
2 2 x−t
0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1
0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1
0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1
At t = .5, . . . , 1, the solution has the same graphs, run in reverse order, since u(1−t, x) =
u(t, x). At t = 1 the solution repeats: u(t + 1, x) = u(t, x), since it is periodic of period 1.
(c) Graphing the solution at t = .25, .5, .75, . . . , 2:
1 1 1 1
0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1
1 1 1 1
0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1
After this, the solution repeats, but with an overall increase in height of 1 after each
time period of 2. Indeed, u(t + 1, x) = 21 + u(t, −x), while u(t + 2, x) = u(t, x) + 1.
The solution is not periodic.
4.2.34. (a) If u(t, x) is even in t, then ut (t, x) is odd, and so ut (0, x) = 0. Vice versa, if
ut (0, x) = g(x) = 0, then, by the d’Alembert formula (4.77),
f (x + c t) + f (x − c t)
u(− t, x) = = u(t, x).
2
sinh(π − x) sin y
4.3.10. (b) u(x, y) = .
sinh π
sin πx sinh π(1 − y) + sinh π(1 − x) sin πy
4.3.12. (a) u(x, y) =
sinh π
2 4 ∞
X cos n x cosh n (π − y)
4.3.13. (b) u(x, y) = − .
π π n = 1 (4 n2 − 1) cosh n π
√
X∞ b e1−y sin n πx sinh n2 π 2 + 1 y Z 1
n
4.3.17. u(x, y) = √ , where bn = 2 f (x) sin n πx dx
n=1 sinh n2 π 2 + 1 0
√ √
c2
4.3.22. (a) u(x) = c1 x + , (c) u(x) = c1 | x |(1+ 5)/2
+ c2 | x |(1−5)/2
.
x5
1 3 1 3
4.3.25. (a) u(x, y) = 4 r cos 3 θ
3
+
4 r cos θ = 4 x − 4
3
x y2 + 3
4 x.
2 2
2 −1 1 − x − y
♥ 4.3.27. (b) u(x, y) = 1 − tan , x2 + y2 < 1, y > 0.
π 2y
4.3.31. Since the boundary conditions are radially symmetric, u must also be radially symmetric,
and hence a linear combination of log r and 1. A short computation shows that
b−a b−a
u= log r + b = log(x2 + y2 ) + b.
log 2 2 log 2
!
2 1
4.3.34. (b) u(r, θ) = r− cos θ, (f ) no solution.
3 r
♦ 4.3.40. First, Z !
1 − r2 1+r φ−θ
dφ = tan−1 tan .
1 + r 2 − 2 r cos(θ − φ) 1−r 2
To evaluate the definite integral, from φ = 0 to π, we need to be careful about the
branches of the inverse tangent:
2
1 −1 1 − r
1 − tan , 0 < θ < π,
π 2 r sin θ
1 Zπ 1 − r2
1
u(r, θ) = 2
dφ = 2, θ = 0, ± π,
2 π 0 1 + r − 2 r cos(θ − φ)
1 1 − r2
−
tan−1 , − π < θ < 0.
π 2 r sin θ
where we use the usual branch − 21 π < tan−1 t < 1
2 π of the inverse tangent.
4.3.44. For example, u(x, y) = 1 − x2 − y2 satisfies − ∆u = 4, and achieves its maximum at
x = y = 0. It represents the displacement of a circular membrane due to a uniform
upwards force of magnitude 4.
15
10
-5
-10
-15
♣ 5.1.1. (b) u′ (1) = −.5; finite difference approximations: −.475113, −.497500, −.499750;
errors: .024887, .002500, .000250; first-order approximation.
♣ 5.1.2. (b) u′ (1) = −.5; finite difference approximations: −.4999875, −.49999999875,
−.49999999999986; errors: 1.25 × 10−5 , 1.25 × 10−9 , 1.38 × 10−13 ;
looks like a fourth-order approximation.
♣ 5.1.3. (b) u′′ (1) = .5; finite difference approximations: .49748756, .49997500, .49999975;
errors: −2.51 × 10−3 , −2.50 × 10−5 , −2.50 × 10−7 ; second-order approximation.
0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3
-1 -1 -1 -1
-2 -2 -2 -2
1 1 1 1
0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3
-1 -1 -1 -1
-2 -2 -2 -2
For ∆t = .0011:, we plot the numerical solution at times t = .011, .0308, .0506, .0704:
1 1 1 1
0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3
-1 -1 -1 -1
-2 -2 -2 -2
0.4
0.3
0.2
0.1
In each case, we graph the numerical solution using piecewise affine interpolation between
data points.
(a) For ∆x = .1:
(i) With ∆t = .005, so that µ = .5:
#"$ #"$ #"$ #"$
!!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"#
!!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"#
Note the undesirable oscillations, even though the time step is within the ostensibly stable range.
A smaller time step produces much smoother results: With ∆t = .001, so that µ = .1:
#"$ #"$ #"$ #"$
!!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"#
!!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"#
!!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"#
!!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"#
!!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"#
!!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"# !!"# !#"$ #"$ !"#
(i) We would need ∆t < .00001, which requires too much computation!
(ii) With ∆t = .01:
0.5 0.5 0.5 0.5
-1 -0.75-0.5-0.25 0.25 0.5 0.75 1 -1 -0.75-0.5-0.25 0.25 0.5 0.75 1 -1 -0.75-0.5-0.25 0.25 0.5 0.75 1 -1 -0.75-0.5-0.25 0.25 0.5 0.75 1
-1 -0.75-0.5-0.25 0.25 0.5 0.75 1 -1 -0.75-0.5-0.25 0.25 0.5 0.75 1 -1 -0.75-0.5-0.25 0.25 0.5 0.75 1 -1 -0.75-0.5-0.25 0.25 0.5 0.75 1
-1 -0.75-0.5-0.25 0.25 0.5 0.75 1 -1 -0.75-0.5-0.25 0.25 0.5 0.75 1 -1 -0.75-0.5-0.25 0.25 0.5 0.75 1 -1 -0.75-0.5-0.25 0.25 0.5 0.75 1
-1 -0.75-0.5-0.25 0.25 0.5 0.75 1 -1 -0.75-0.5-0.25 0.25 0.5 0.75 1 -1 -0.75-0.5-0.25 0.25 0.5 0.75 1 -1 -0.75-0.5-0.25 0.25 0.5 0.75 1
Note the undesirable oscillations in the Crank-Nicolson scheme due to the singularity in the
initial data at x = 0.
5.2.8. (a) Set ∆x = 1/n. The approximations uj,m ≈ u(tj , xm ) = u(j ∆t, m ∆x) are iteratively
computed using the explicit scheme
j = 0, 1, 2, . . . ,
uj+1,m = µ uj,m+1 + (1 − 2 µ − α ∆t)uj,m + µ uj,m−1 ,
m = 1, . . . , n − 1,
where µ = ∆t/(∆x)2 , along with boundary conditions uj,0 = uj,n = 0 and initial
conditions u0,m = fm = f (xm ).
(b) Applying the von Neumann stability analysis, the magnification factor is
λ = 1 − 4 µ sin2 21 k ∆x − α ∆t.
Stability requires 0 ≤ 4 µ + α ∆t ≤ 2, and hence, since we are assuming α > 0,
(∆x)2
∆t ≤ 1
≈ 21 (∆x)2 ,
2 + 2 α (∆x) 2
-10 -5 0 5 10 -10 -5 0 5 10
t=0 t = .5
1.2 1.2
1.0 1.0
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
-10 -5 0 5 10 -10 -5 0 5 10
t=1 t = 1.5
The solution is reasonably accurate, showing the wave moving to the left with speed c = −3.
Comparing the numerical solution with the explicit solution u(t, x) = f (x + 3 t) at the
same times, we see that the numerical solution loses amplitude as it evolves:
1.2 1.2
1.0 1.0
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
-10 -5 0 5 10 -10 -5 0 5 10
t=0 t = .5
1.2 1.2
1.0 1.0
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
-10 -5 0 5 10 -10 -5 0 5 10
t=1 t = 1.5
∞
At the three times, the maximum discrepancies (L norm of the difference between the
exact and numerical solutions) are, respectively, .0340, 0.0625, 0.0872.
5.3.3. (a) The forward scheme is unstable in the region with positive wave speed:
1.0 1.0
0.5 0.5
-4 -2 2 4 -4 -2 2 4
-0.5 -0.5
t=0 t = .5
1.0 1.0
0.5 0.5
-4 -2 2 4 -4 -2 2 4
-0.5 -0.5
t=1 t = 1.5
(b) The backward scheme is unstable in the region with negative wave speed:
1.0 1.0
0.5 0.5
-4 -2 2 4 -4 -2 2 4
-0.5 -0.5
t=0 t = .5
1.0 1.0
0.5 0.5
-4 -2 2 4 -4 -2 2 4
-0.5 -0.5
t=1 t = 1.5
(c) The upwind scheme is stable in both regions, and produces a reasonably accurate approxi-
mation to the solution. However, a small effect due to the boundary conditions
u(t, −5) = u(t, 5) = 0 can be seen in the final plot.
1.0 1.0
0.5 0.5
-4 -2 2 4 -4 -2 2 4
-0.5 -0.5
t=0 t = .5
1.0 1.0
0.5 0.5
-4 -2 2 4 -4 -2 2 4
-0.5 -0.5
t=1 t = 1.5
5.3.8. (a) Since c > 0, we adapt the backwards scheme (5.44), leading to the iterative step
-4 -2 0 2 4 -4 -2 0 2 4
t=0 t = .5
1.0 1.0
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
-4 -2 0 2 4 -4 -2 0 2 4
t=1 t = 1.5
0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3
-1 -1 -1 -1
1 1 1 1
0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3
-1 -1 -1 -1
1 1 1 1
0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3
-1 -1 -1 -1
1 1 1 1
0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3
-1 -1 -1 -1
The solution has the basic features correct, but clearly is not particularly accurate.
Setting ∆t = .015, we plot the solution at t = .015, .03, .06, .075:
1 1 1 1
0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3
-1 -1 -1 -1
0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3
-1 -1 -1 -1
1 1 1 1
0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3
-1 -1 -1 -1
1 1 1 1
0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3
-1 -1 -1 -1
1 1 1 1
0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3
-1 -1 -1 -1
The maximal absolute errors between the approximations and the exact solution on the
mesh points are, respectively, .03659, .01202, .003174. Each reduction in mesh size by a
factor of 12 leads to an reduction in the error by approximately 14 , indicative of a second
order scheme.
♣ 5.5.6. (a) At the 5 interior nodes on each side of the central square C, the computed
temperatures are 20.8333, 41.6667, 45.8333, 41.6667, 20.8333:
(b) (i) The minimum temperature on C is 20.8333, achieved at the four corners;
(ii) the maximum temperature is 45.8333, achieved at the four midpoints;
(iii) the temperature is not equal to 50◦ anywhere on C.
2
′
6.1.4. (a) f (x) = − δ(x + 1) − 9 δ(x − 3) + 1, −1 < x < 0,
-2 -1 1 2 3 4
0, otherwise. -2
-4
-6
−1 x < 0,
′
6.1.6. (b) f (x) = 3, 0 < x < 1, = −1 + 4 σ(x) − 2 σ(x − 1), f ′′ (x) = 4 δ(x) − 2 δ(x − 1).
1, x > 1,
nx
6.1.11. (a) x δ(x) = lim = 0 for all x, including x = 0. Moreover, the functions are
n → ∞ π (1 + n2 x2 )
all bounded in absolute value by 1/(2 π), and so the limit, although nonuniform, is to an
ordinary function.
Z b
(b) h u(x) , x δ(x) i = u(x) x δ(x) dx = u(0) 0 = 0 for all continuous functions u(x), and
a
so x δ(x) has the same dual effect as the zero function: h u(x) , 0 i = 0 for all u.
6.1.13. (a) When λ > 0, the product λ x has the same sign as x, and so
(
1, x > 0,
σ(λ x) = = σ(x).
0, x < 0,
(
1, x < 0,
(b) If λ < 0, then σ(λ x) = = 1 − σ(x).
0, x > 0,
(c) Differentiate using the chain rule: If λ > 0, then δ(x) = σ ′ (x) = λ σ ′ (λ x) = λ δ(λ x),
while if λ < 0, then δ(x) = σ ′ (x) = − λ σ ′ (λ x) = − λ δ(λ x). Q.E.D.
Z b
(b) δ ′′ (x)(x) u(x) dx = u′′ (0), for any u ∈ C2 [ a, b ] and any interval with a < 0 < b.
a
(If a < b < 0 or 0 < a < b, the result is 0.)
♦ 6.1.21. (a) For a < 0 < b and any test function u(x) on [ a, b ],
Z b
hf δ′ ,ui = u(x) f (x) δ ′ (x) dx = − [ u(x) f (x) ]′ = −u′ (0) f (0) − u(0) f ′ (0)
a x=0
Z bh i
= u(x) f (0) δ ′ (x) − u(x) f ′ (0) δ(x) dx = h f (0) δ ′ − f ′ (0) δ , u i.
a
Z ∞
6.1.22. (a) ϕ(x) = − 2 δ ′ (x) − δ(x), ϕ(x) u(x) dx = 2 u′ (0) − u(0).
−∞
6.1.27. 1 ∞
X 1 ∞
X
δ(x − ξ) ∼ e i k (x−ξ) = e− i k ξ e i k x
2π k = −∞ 2π k = −∞
1 1 ∞ h
X i
+ ∼ cos k ξ cos k x + sin k ξ sin k x .
2π π k=1
They both represent the 2 π–periodic extension of δ(x − ξ), namely
∞
X
δ(x − ξ − 2 n π).
n = −∞
(b) If h(x) is a C∞ function with compact support: supp h ⊂ [ a, b ], so that h(x) = 0 for
x ≤ a or x ≥ b, then Z ∞ X
e
δ(x) h(x) dx = h(2 k π),
−∞ k
where the (finite) sum is over all multiples of 2 π such that a ≤ 2 k π ≤ b.
♦ 6.1.38. It suffices to note that if u(x) is any smooth function on [ a, b ], then
Z b
lim u(x) cos n x dx = 0 by the general Riemann–Lebesgue Lemma 3.46. Q.E.D.
n→∞ a
6.2.1. To determine the Green’s function, we must solve the boundary value problem
− c u′′ = δ(x − ξ), u(0) = 0, u′ (1) = 0.
The general solution to the differential equation is
ρ(x − ξ) σ(x − ξ)
u(x) = − + a x + b, u′ (x) = − + a.
c c
The integration constants a, b are fixed by the boundary conditions
1
u(0) = b = 0, u′ (1) = − + a = 0.
c
Therefore, the Green’s function for this problem is
(
x/c, x ≤ ξ,
G(x; ξ) =
ξ/c, x ≥ ξ.
The superposition principle implies that the solution to the boundary value problem is
Z 1
1 Zx x Z1
u(x) = G(x; ξ)f (ξ) dξ = ξ f (ξ) dξ + f (ξ) dξ.
0 c 0 c x
To verify the formula, we use formula (6.55) to compute
1 Z1 1 Z1 1
u′ (x) = x f (x) − x f (x) + f (ξ) dξ = f (ξ) dξ, u′′ (x) = − f (x).
c x c x c
Moreover,
1 Z0 0 Z1 1 Z1
u(0) = ξ f (ξ) dξ + ξ f (ξ) dξ = 0, u′ (1) = f (ξ) dξ = 0. Q.E .D.
c 0 c 0 c 1
6.2.3. .5 mm — by linearity and symmetry of the Green’s function.
6.2.9. True — the solution is u(x) = 1.
sinh ω x cosh ω (1 − ξ)
, x ≤ ξ,
6.2.11. (a) G(x; ξ) = ω cosh ω (b) If x ≤ 21 , then
cosh ω (1 − x) sinh ω ξ
, x ≥ ξ.
ω cosh ω
Z x Z 1/2
cosh ω (1 − x) sinh ω ξ sinh ω x cosh ω (1 − ξ)
u(x) = dξ + dξ
0 ω cosh ω x ω cosh ω
Z 1
sinh ω x cosh ω (1 − ξ)
− dξ
1/2 ω cosh ω
1 eω/2 − e− ω/2 + e− ω eω x + eω − eω/2 + e− ω/2 e− ω x
= 2 − ,
ω ω 2 (eω + e− ω )
while if x ≥ 21 , then
Z 1/2 Z x
cosh ω (1 − x) sinh ω ξ cosh ω (1 − x) sinh ω ξ
u(x) = dξ − dξ
0 ω cosh ω 1/2 ω cosh ω
Z 1
sinh ω x cosh ω (1 − ξ)
− dξ
x ω cosh ω
1 e− ω/2 − e− ω + e− 3 ω/2 eω x + e3 ω/2 − eω + eω/2 e− ω x
= − 2 + .
ω ω 2 (eω + e− ω )
6.3.9. We rewrite f (x, y) = σ(3 x − 2 y − 1) in terms of the step function. Thus, by the chain rule,
∂f ∂f
= 3 δ(3 x − 2 y − 1) = δ x − 32 y − 31 , = −2 δ(3 x − 2 y − 1) = − δ y − 32 x + 12 .
∂x ∂y
6.3.12. There is no equilibrium since (6.90) is not satisfied. Physically, you cannot remain in
equilibrium while energy is continually flowing into the plate through its boundary.
the solution:
− 14 r 2 + c, r < 12 , − 41 r 2 + 1
16 + 1
8 log 2, r < 12 ,
u= =
− 81 log r + d, 1
2 < r < 1, − 81 log r, 1
2 < r < 1,
1 1 1
where d = 0 due to the boundary condition u(1) = 0, while c = 16 + 8 log 2 because u is
continuous at r = 21 .
1 (x − ξ)2 + (y + η)2
♥ 6.3.18. (a) Using the image point (ξ, − η), we find G(x, y; ξ, η) = log .
4π (x − ξ)2 + (y − η)2
Z ∞Z ∞
1 1 (x − ξ)2 + (y + η)2
(b) u(x, y) = log dξ dη.
4π 0 −∞ 1+η (x − ξ)2 + (y − η)2
♠ 6.3.25. (a) According to (6.116), the potential is
1 Z1 Z1 h i
u(x, y) = − log (x − ξ)2 + (y − η)2 dη dξ.
4 π −1 −1
The gravitational force is its gradient ∇u, with components
∂u 1 Z1 Z1 x−ξ
(x, y) = − dη dξ,
∂x 2 π −1 −1 (x − ξ)2 + (y − η)2
∂u 1 Z1 Z1 y−η
(x, y) = − dη dξ.
∂x 2π −1 −1 (x − ξ)2 + (y − η)2
(b) Using numerical integration we find:
u(2, 0) ≈ −.4438, ∇u(2, 0) ≈ ( −.3134, 0 )T , k ∇u(2, 0) k ≈ .3134,
√ √ √ √ √ √
T
u 2 , 2 ≈ −.4385, ∇u 2 , 2 ≈ ( −.2292, −.2292 ) , k ∇u 2 , 2 k ≈ .3241.
√ √
So the gravitational force at 2 , 2 is slightly stronger, in part because it is closer
to the edge of the square.
6.3.27. The solution
u(t, x) = 12 δ(x − c t − a) + 21 δ(x + c t − a) (∗)
consists of two half-strength delta spikes traveling away from the starting position
concentrated on the two characteristic lines. It is the limit of a sequence of classical
solutions u(n) (t, x) → u(t, x) as n → ∞ which have initial conditions that converge to
the delta function:
(n)
u(n) (0, x) −→ δ(x − a), ut (0, x) = 0.
For example, using (6.10), the initial conditions
n
u(n) (0, x) =
π(1 + n2 (x − a)2 )
lead to the classical solutions
n n
u(n) (t, x) = +
2 π(1 + n2 (x − c t − a)2 ) 2 π(1 + n2 (x + c t − a)2 )
that converge to the delta function solution (∗) as n → ∞.
s
2 eik i i 5
7.1.1. (b) ; (d) √ −√ = √ .
π k2 + 1 2 π (k + 3 i ) 2 π (k − 2 i ) 2 π (k − 2 i )(k + 3 i )
s
2 1
7.1.2. (b) 2
.
π x +1
√
♦ 7.1.5. (a) 2 π δ(k − ω);
s s
π h i π h i
(b) F [ cos ω x ] = δ(k + ω) + δ(k − ω) ; F [ sin ω x ] = i δ(k + ω) − δ(k − ω) .
2 2
7.1.7.
e− a x , x > 0,
Z ∞
1 a cos k x + k sin k x 1
dk = , x = 0,
2π −∞ a2 + k 2
2
0, x < 0,
Z ∞
1 a sin k x − k cos k x
dk = 0.
2π −∞ a2 + k 2
The second identity follows from the fact that the integrand is odd.
♦ 7.1.12. (a) If f (x) = f (− x), then, using Exercise 7.1.10(a), fb (k) = fb (− k).
(b) If f (x) = f (x), then by Exercise 7.1.10(b), fb (k) = fb (− k) ; if, in addition, f (x) is even,
so is fb (k) and so fb (k) = fb (k) is real and even.
7.1.16. (a) fb (k − a).
Z ∞ √
1
♦ 7.1.17. (a) f (x) ∼ fb1 (k) e i k x dk , (b) fb1 (k) = 2 π fb (k).
2π −∞
♥ 7.1.19. (i) Using Euler’s formula (3.59)
1 Z∞
fb (k) = √ f (x) (cos k x − i sin k x) dx
2 π −∞
Z ∞ Z ∞
= f (x) cos k x dx − i f (x) sin k x dx = bc (k) − i bs (k).
−∞ −∞
s s
2 cos k 2 sin k
(ii) (b) c (k)
=
b , s (k)
b =− .
π k2 + 1 π k2 + 1
2 1 Z∞ Z∞ b
♦ 7.1.20. (a) (i) . (c) f (x, y) = f (k, l) e i (k x+l y) dl dk.
π(k + 1)(l2 + 1)
2 2 π −∞ −∞
2 √
7.2.1. (a) e− k /2
, (d) i 2 π δ ′ (k).
i 2
7.2.3. (b) √ x e− x /4 .
2 2
Z k Z ∞ ! Z k s !
1 π
♦ 7.2.8. − i fb (l) dl − fb (k) dk = −i fb (l) dl − f (0) .
−∞ 2 −∞ −∞ 2
s
π
7.2.9. (a) − i sign k.
2
s s
π √ π
7.2.13. (a) δ(k + 1) − 2 π δ(k) + δ(k − 1).
2 2
s
i π
7.3.1. (a) e6 i x − e− i x sign x.
7 2
s
π −|k|
7.3.3. (b) i (e − 1) sign k.
2
♦ 7.3.6. (a) u(x) = 1
2 e− | x | 1 + | x | .
(b) Using l’Hôpital’s Rule:
e− | x | − ω −1 e− ω | x | | x | e− ω | x | + ω −2 e− ω | x |
lim = lim = 1
2 (1 + | x | ) e− | x | .
ω→1 ω2 − 1 ω→1 2ω
√
2 2
7.3.10. (a) b
h(k) = e− k /4 ;
+1 k2
√ √
π 4 e − xh i h i
(b) h(x) = e 1 − erf 12 − x + ex 1 − erf 12 + x .
2
1 + e− i π k i k(1 + e− i π k )
7.3.14. (a) fb (k) = √ , gb(k) = √ ;
2 π (1 − k 2 ) 2 π (1 − k 2 )
1 1
b
√ i k(1 + e− i π k )2
(b) h(x) = 2 π− 2 | x − π | sin x; (c) h(k) = 2 π fb (k) gb(k) = √ .
2 π (1 − k 2 )2
Z ∞
♦ 7.3.22. (b) f ∗ [ a g + b h ](x) = f (x − ξ) [ a g(ξ) + b h(ξ) ] dξ
−∞
Z ∞ Z ∞
=a f (x − ξ) g(ξ) dξ + b f (x − ξ) g(ξ) dξ = a [ f ∗ g(x) ] + b [ f ∗ h(x) ].
−∞ −∞
The second bilinearity identity is proved by a similar computation, or by using the
symmetry property:
(a f + b g) ∗ h = h ∗ (a f + b g) = a (h ∗ f ) + b (h ∗ g) = a (f ∗ h) + b (g ∗ h).
Z ∞
(d) f ∗ 0 = f (x − ξ) 0 dξ = 0.
−∞
Z 1 Z ∞
2 sin2 k
7.4.1. (a) 2 = dx = dk;
−1 π −∞ k2
Z ∞ Z ∞
sin2 x 1 sin2 x π
(b) Since the integrand is even, dx = dx = .
0 x2 2 −∞ x2 2
♦ 7.4.6.
Z ∞ ∞ Z n+n−2 ∞
X X 2 2
k f k2 = | f (x) |2 dx = dx = 2 2
= π 2 < ∞,
−∞ n=− ∞ n−n−2 n=1 n 3
n6=0
and so f ∈ L2 . However f (x) −→6 0 as x → ± ∞ since f (n) = 1 for arbitrarily large
(positive and negative) integers n.
1 2
8.1.1. (a) u(t, x) = √ e− x /(4 t+1) ;
4t + 1
1 1 1
1
8.1.6. (a) The maximum occurs at x = ξ, where F (t, ξ; ξ) = √ .
2 πt
(b) One justification is to look at where the solution has half its maximal value, which
√ √
occurs at x = ξ ± 2 t log 2 , and so, under this measure, the width is 4 t log 2 .
Alternatively, the width can be measured by the standard deviation. In general, the
1 2 2
Gaussian distribution √ e− (x−ξ) /(2 σ ) has mean ξ and standard deviation σ.
2π σ √
Comparing with the fundamental solution (8.14), we find σ = 2 t .
8.1.10. (a) For the x derivative:
∂F ξ−x 2
(t, x; ξ) = √ 3/2 e−(x−ξ) /(4 t) has initial condition u(0, x) = δ ′ (x − ξ).
∂x 4 πt
∂F
(b) Plots of (t, x; 0) at times t = .05, .1, .2, .5, 1., 2.:
∂x
2 2 2
1 1 1
-4 -2 2 4 -4 -2 2 4 -4 -2 2 4
-1 -1 -1
-2 -2 -2
2 2 2
1 1 1
-4 -2 2 4 -4 -2 2 4 -4 -2 2 4
-1 -1 -1
-2 -2 -2
Z ∞
∂F ξ−x 2 i 2
(c) (t, x; ξ) = √ 3/2 e−(x−ξ) /(4 t) = k e i k(x−ξ)− k t
dk.
∂x 4 πt 2π −∞
1 2
8.1.17. F (t, x; ξ) = √ e− (x−ξ) /(4 γ t)−α t .
2 πγt
2
Z ∞ 2
Z ∞
8.1.22. (a) k e− a k fb (k) k2 = e− 2 a k | fb (k) |2 dk ≤ | fb (k) |2 dk = k fb (k) k2 < ∞.
−∞ −∞
(b) This follows immediately from part (a) and the Plancherel formula (7.64).
8.1.23. In this case, the initial condition is
z(0, y) = e(κ−1)y/2 max{ p − ey , 0 },
and so
Z log p
1 2
z(τ, y) = √ e− (y−η) /(4 τ )+(κ−1)η/2 (p − eη ) dη
2 π τ −∞
" !
1 2 (κ − 1)τ + y − log p
= p e(κ−1) τ /4+(κ−1)y/2 erfc √
2 2 τ
!#
2 (κ + 1)τ + y − log p
− e(κ+1) τ /4+(κ+1)y/2 erfc √ .
2 τ
Thus,
1 − r(t⋆ −t) r− 1
2 σ 2 (t⋆ − t) + log(x/p)
u(t, x) = pe erfc
q
2 2 σ 2 (t⋆ − t)
r+ 1
2 σ 2 (t⋆ − t) + log(x/p)
− x erfc
q
.
2 σ 2 (t⋆ − t)
8.2.1. 92 minutes.
8.2.5. U (t, x) = 95 [ u(t, x) − 32 ] + 273.15 = 95 u(t, x) + 255.372. Changing the temperature scale
does not alter the diffusion coefficient.
8.2.8. Using time translation symmetry, u(t, x) = u⋆ (t + 1, x) also solves the heat equation and
satisfies u(0, x) = u⋆ (1, x) = f (x).
1 2 1 2
8.2.9. (a) The fundamental solution F (t, x) = √ e− x /(4 t) satisfies F (1, x) = √ e− x /4 .
2 πt 2 π
Therefore, by Exercise 8.2.8,
√ 1 2
u(t, x) = 2 π F (t + 1, x) = √ e− x /[ 4 (t+1) ] .
t+1
8.2.11. (b) Scaling symmetries: U (t, x) = β (c−1)/2 u(β −1 t, β − c x) for any constant c; similarity
ansatz: u(t, x) = t(c−1)/2 v(ξ) where ξ = x t− c ; reduced ordinary differential equation:
q
√
(v 2 − c ξ) v ′ + 21 (c − 1) v = 0. If c = 1, then v = ξ or constant, and u(t, x) = x/t
or constant. For c 6= 1, the implicit solution is ξ = v 2 + k v 2+2/(c−1) where k is the
integration constant, and so x = t u2 + k u2 c/(c−1) .
8.2.12. (a) Set U (t, x) = u(t − a, x). Then, by the chain rule,
∂2U 2
2 ∂ U ∂2u 2
2 ∂ u
− c = − c = 0.
∂t2 ∂x2 ∂t2 ∂x2
8.2.15. (a) Scaling symmetries: (x, y, u) 7−→ (β x, β y, β c u) for any constant c, producing the
rescaled solution U (t, x) = β c u(β −1 x, β −1 y).
(b) The similarity ansatz is u(t, x) = xc v(ξ) where ξ = y/x. Substituting into the Laplace
equation produces the reduced ordinary differential equation
(ξ 2 + 1)v ′′ − 2(c − 1)ξ v ′ + c(c − 1)v = 0.
(c) The general solution to the reduced ordinary differential equation can be written as
v(ξ) = Re [ k (1 + i ξ)c ], where k = k1 + i k2 is an arbitrary complex constant. The cor-
responding similarity solutions to the Laplace equation are u(x, y) = Re [ k (x + i y)c ].
In particular, if c = n is an integer, one recovers the harmonic polynomials of degree n.
8.3.1. True. This follows immediately from Corollary 8.7, with m > 0 being the minimum of the
initial and boundary temperatures.
8.3.3. First note that M (t) ≥ 0 for t > 0, since u(t, a) = u(t, b) = 0. Given 0 < t1 < t2 , the
Maximum Principle applied to the rectangle R = { t1 ≤ t ≤ t2 , a ≤ x ≤ b } implies that
the maximum of u(t, x) on R equals M (t1 ) ≥ 0. Therefore,
M (t2 ) = max { u(t2 , x) | a ≤ x ≤ b } ≤ M (t1 ).
8.4.1. (b) !
x
1 + erf √
2 "t
u(t, x) = 1 − ! !#
x x−t
1 + erf √ + et/4−x/2 1 − erf √
2 t 2 t
!
x−t
1 − erf √
2 "t
= ! !# ,
x−t x
1 − erf √ + ex/2−t/4 1 + erf √
2 t 2 t
8.4.8. (a) Setting U (t, x) = λ u(α−1 t, β −1 x), we find
∂U λ ∂u ∂U λ ∂u ∂2U λ ∂2u
= , = , = .
∂t α ∂t ∂x β ∂x ∂x2 β 2 ∂x2
Thus U (t, x) solves the rescaled Burgers’ equation
β β2γ
Ut + U Ux = Uxx .
αλ α
s s
σ 1 σ
(b) In light of part (a), setting α = 1, β = , λ= , we find that
γ ρ γ
s s !
−1 1 σ σ
U (t, x) = λ u(t, β x) = u t, x ,
ρ γ γ
where u(t, x) solves the initial value problem
s s !
1 σ σ
ut + u ux = γ uxx , u(0, x) = f (x) = F x .
ρ γ γ
Thus, u(t, x) is given by (8.84), from which one can can reconstruct the solution U (t, x)
by the preceding formula.
8.5.1. Since u(− t, − x) solves the dispersive equation, the solution is a mirror image of its values
in positive time. Thus, the solution profiles are
t = −.1 t = −.5 t = −1
8.5.4. (b) Dispersion relation: ω = − k 5 ; phase velocity: cp = − k 4 ;
group velocity: cg = −5 k 4 ; dispersive.
♦ 8.5.7. (a) Conservation of mass:
∂ ∂
u+ u = 0,
∂t ∂x xx
and hence the mass flux is X = uxx . We conclude that the total mass
Z ∞
u(t, x) dx = constant,
−∞
provided the flux goes to zero at large distances: uxx → 0 as | x | → ∞.
!
13
1 −1 7
− 10
7
9.1.1. (a) , (c) .
2 3 5 15
7 7
!
3
2 −3 2
− 52 .
9.1.2. Domain (a), target (b): ; domain (b), target (c):
4 9 1 10
3 3
1 −2 0
1
9.1.3. (b)
2 0 − 23
.
2
0 3 2
1 −2 0
9.1.4. Domain (a), target (b): 1 0 −3
.
0 2 6
! !
1 0 −1 1 0 −1
9.1.5. Domain (a), target (a): ; domain (b), target (c): .
3 2 1 8 8 4
3 3 3
d h i
9.1.9. (a) L∗ [ v ] = − x v(x) + v(x) = − x v ′ (x).
dx
♦ 9.1.13. (a) Given L: U → V , for any u ∈ U, v1 , v2 ∈ V, c1 , c2 ∈ R, we use (9.2) to compute
h u , L∗ [ c1 v1 + c2 v2 ] i = hh L[ u ] , c1 v1 + c2 v2 ii = c1 hh L[ u ] , v1 ii + c2 hh L[ u ] , v2 ii
= c1 h u , L∗ [ v1 ] i + c2 h u , L∗ [ v2 ] i = h u , c1 L∗ [ v1 ] + c2 L∗ [ v2 ] i.
Since this holds for all u ∈ U , we conclude that
L∗ [ c1 v1 + c2 v2 ] = c1 L∗ [ v1 ] + c2 L∗ [ v2 ].
♦ 9.1.15. Given u ∈ U and v ∈ V , we have
hh (L∗ )∗ [ u ] , v ii = h u , L∗ [ v ] i = hh L[ u ] , v ii.
Since this holds for all u and v, we conclude that (L∗ )∗ = L. Q.E.D.
! !
6 −3 −1
9 6
9.1.18. (b) The cokernel of A = has basis v = 3 . Since v · = 0, the
2 −1 3 1 2
system is compatible. The general solution is x = 12 y − 23 z + 1, where y, z are arbitrary.
9.1.19. (a) 2 a − b + c = 0.
9.1.21. Under the L2 inner product, the adjoint system x v ′′ + v ′ = 0, v ′ (1) = v ′ (2) = 0, has
Z 2
2 2
constant solutions, so the Fredholm constraint is h 1 , 1 − 3 xi = 1− 3 x dx = 0.
1
Writing the equation as D(x u′ ) = 1 − 32 x, we have u′ = 1 − 31 x + c/x, with the boundary
Z 1h i
9.3.1. (i) u⋆ (x) = 1
6 x− 1
6 x3 ; (ii) Q[ u ] = 1
2 (u′ )2 − x u dx, u(0) = u(1) = 0;
0
(iii) Q[ u⋆ ] = − 901
= − .01111; (iv ) Q[ c x − c x3 ] = 25 c2 − 152
c > − 90 1
for constant c 6= 61 ,
while, for example, Q[ c x − c x2 ] = 61 c2 − 12
1
c ≥ − 96 1
= − .01042 > − 90 1
, for all c, and
2 2 1
π c c 1
Q[ c sin πx ] = 4 − π ≥ − 4 = − .01027 > − 90 , also for all c.
π
9.3.4. (b) Boundary value problem: − ((x + 1) u′ )′ = 5, u(0) = u(1) = 0;
5
solution/minimizer: u⋆ (x) = log(x + 1) − 5 x.
log 2
1 2 3 log x
9.3.5. (a) Unique minimizer: u⋆ (x) = x − 2x + + .
2 2 2 log 2
(d) No minimizer since 1 − x2 is not positive for all − 2 < x < 2.
1 e3 x/2 + e3− 3 x/2
9.3.7. u(x) = − ; the solution is unique.
9 9(e3 + 1)
!
d du
9.3.9. (b) (i) − x + 2 u = 1.
dx dx
Z 2h i
(ii) Minimize Q[ u ] = 1
2 x u′ (x)2 + u(x)2 − u(x) dx with u(1) = u(2) = 0.
1
Z 1 Z 1h i
9.3.15. u(x) = x2 satisfies u′′ (x) u(x) dx = 2
3. Positivity of − u′′ (x) u(x) dx requires that
0 0
the function u(x) satisfy the appropriate homogeneous boundary conditions.
! !
1 −1 1 1
9.4.1. (b) Eigenvalues: 7, 3; eigenvectors: √ , √ .
2 1 2 1
√
9.4.2. (a) Eigenvalues 25 ± 12 17 ; positive definite.
9.4.5. (a) The minimum value is the smallest eigenvalue corresponding to the boundary value
problem − v ′′ = λ v subject to the indicated boundary conditions: minimum = π 2 ,
eigenfunction v(x) = sin π x.
♥ 9.4.9. (a) Eigenfunctions: un (x) = sin(n π log x); eigenvalues: λn = n2 π 2 .
(b) First note that the differential equation is in weighted Sturm–Liouville form (9.78) with
p(x) = x, ρ(x) = 1/x, q(x) = 0. Therefore, the relevant inner product is
Z e
f (x) g(x)
hf ,gi = dx.
1 x
Indeed, the change of variables y = log x shows that
Z e
sin(m π log x) sin(n π log x)
h um , um i = dx = 0 for m 6= n.
1 x
∞ Z 1
X h f , un i f (x) sin(n π log x)
(c) f (x) ∼ cn sin(n π log x), where cn = = 2 dx.
n=1 k u n k2 0 x
(d) Closed form: ξ −1 (1 − log ξ) log x, 1 ≤ x ≤ ξ,
G(x; ξ) = −1
ξ (1 − log x) log ξ, ξ ≤ x ≤ e.
Eigenfunction series: ∞
X 2 sin(n π log x) sin(n π log ξ)
G(x; ξ) = .
n=1 n2 π 2 ξ
(e) The Green’s function is not symmetric, but the modified Green’s function is:
(
b b
(1 − log ξ) log x, 1 ≤ x ≤ ξ,
G(x; ξ) = G(ξ; x) = ξ G(x; ξ) =
(1 − log x) log ξ, ξ ≤ x ≤ e.
(f ) The double norm of the modified Green’s function is
Z eZ e b Z eZ ξ
b k2 = G(x; ξ)2 (1 − log ξ)2 (log x)2 1
kG dx dξ = 2 dx dξ = < ∞.
1 1 xξ 1 1 xξ 90
Theorem 9.47 implies completeness of the eigenfunctions.
9.4.16. (a)
2 ∞
X sin n πy sin n π η 4 ∞
X ∞
X cos m πx sin n πy cos m π ξ sin n π η
G(x, y; ξ, η) = + 2 .
π2 n=1 n 2 π m=1 n=1 m2 + n2
9.5.1. The eigenfunctions are vk (x) = sin k πx with eigenvalues λk = γ π 2 k 2 and norms
Z 1
k v k k2 = sin2 kπx dx = 1
2 , for k = 1, 2, . . . . Therefore, by (9.128),
0
∞
X 2 2
F (t, x; ξ) = 2 e− γ π k t
sin k πx sin k π ξ.
k=1
Z 1
where bk = 2 f (x) sin k πx dx are the Fourier sine coefficients of f (x) on [ 0, 1 ].
0
The equilibrium state is u(t, x) → 0, and the decay is exponentially fast, at a rate π 4 ,
as determined by the smallest eigenvalue.
Z 1
2
9.5.9. (b) resonant, since h 1 , sin 3 πx i = sin 3 πx dx = 6= 0;
0 3π
1
(d) resonant, since h sin πx , sin πx i = 2 6= 0.
♦ 9.5.14. For nonresonant ω 6= ωk = k πc,
cos ω t sin k πx − cos k πc t sin k πx
u(t, x) = +
k 2 π 2 c2 − ω 2
∞ h
X i
+ bj cos j πc t sin j πx + dj sin j πc t sin j πx ,
j =1
whereas for resonant ω = ωk = k πc,
t sin k πc t sin k πx ∞ h
X i
u(t, x) = + bj cos j πc t sin j πx + dj sin j πc t sin j πx ,
2 k πc j =1
where, in both cases,
Z 1
2 Z1
bj = 2 f (x) sin j πx dx, dj = g(x) sin j πx dx,
0 j πc 0
are the (rescaled) Fourier sine coefficients of the initial displacement and velocity.
♦ 9.5.16. The function !
β(t) − α(t)
u
e (t, x)
= u(t, x) − α(t) + x ,
ℓ
satisfies the initial-boundary value problem
e = c2 u
u xx + F (t, x), u
e e (t, 0) = 0, u
e (t, ℓ) = 0,
tt
β(0) − α(0) β ′ (0) − α′ (0)
u
e (0, x) = f (x) − α(0) − x, e (0, x) = g(x) − α′ (0) −
u x,
ℓ t ℓ
with forcing function
β ′′ (t) − α′′ (t)
F (t, x) = − α′′ (t) − x.
ℓ
4 ∞
X 1 (2 k + 1)2 π 2
9.5.20. (a) ψ(t, x) = exp − i t sin (2 k + 1) π x.
π k=0 2k + 1 ~
(b) Using the Plancherel formula (7.64) and then (3.56), the squared norm is
∞
8 X 1
k ψ(t, · ) k2 = 2 = 1.
π k = 0 (2 k + 1)2
♦ 9.5.25. Dispersion relation: ω = k 2 /~; phase velocity: cp = k/~; group velocity: cg = 2 k/~.
Q[ w ] = 1
4 π c21 + π c22 + (2 − π)c1 + 1
2 π c2 = P (c1 , c2 );
4 1 4 17 π
(e) w⋆ (x) = 2 − sin x − sin 2 x, Q[ w⋆ ] = 4 − − ≈ −.6112 > Q[ u⋆ ].
π 4 π 16
The maximum deviation between the two is k u⋆ − w⋆ k∞ ≈ .0680. In the accompanying
plot, u⋆ is in blue, and has a smaller maximum than w⋆ , which is in purple:
0.8
0.6
0.4
0.2
0.5 1 1.5 2
0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1
10.3.1. Examples:
(b) (d)
10.3.4. (a) 1 − y, 1 − x, x + y − 1.
5 1
10.3.8. (a) k11 = 2 , k22 = 1, k33 = 2 , k12 = k21 = − 23 , k13 = k31 = −1, k23 = k32 = 1
2 ;
√
1
(c) k11 = √ = .288675, k22 = 23 = .866025, k33 = √2 = 1.154700,
2 3 3 √
1 3
k12 = k21 = 0, k13 = k31 = − √ = −.288675, k23 = k32 = − 2 = −.866025.
2 3
10.3.10. True — they have the same angles, and so, by (10.46), their stiffnesses will be the same.
sin x sinh(π − y)
1 1
sinh 21 π
♠ 10.3.14. (a) u(x, y) = , with u 2 π, 2 π = ≈ .199268;
sinh π sinh π
(b) K = ( 4 ), f = ( −1
K −1 −1 −1 ), b = 0, h = ( 1, 0, 0, 0 )T .
1
The solution to (10.59) gives the value u 2 π, 12 π ≈ .25, with error .0507316.
(c) Ordering the interior nodes from left to right, and then bottom to top, and the
boundary nodes (omitting the corners) counterclockwise, starting at the bottom left:
4 −1 0 −1 0 0 0 0 0
−1 4 −1 0 −1 0 0 0 0
0 −1 4 0 0 −1 0 0 0
−1 0 0 4 −1 0 −1 0 0
K=
0 −1 0 −1 4 −1 0 −1 0,
0 0 −1 0 −1 4 0 0 −1
0 0 0 −1 0 0 4 −1 0
0 0 0 0 −1 0 −1 4 −1
0 0 0 0 0 −1 0 −1 4
−1 0 0 0 0 0 0 0 0 0 0 −1
0 −1 0 0 0 0 0 0 0 0 0 0
0 0 −1 −1 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 −1 0
f
K=
0 0 0 0 0 0 0 0 0 0 0 0,
0 0 0 0 −1 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 −1 −1 0 0
0 0 0 0 0 0 0 −1 0 0 0 0
0 0 0 0 0 −1 −1 0 0 0 0 0
b = 0, h = ( .707107, 1., .707107, 0, 0, 0, 0, 0, 0, 0, 0, 0 )T .
1
Now, u 2 π, 21 π ≈ .213388, with error .014120.
(d) u 12 π, 12 π ≈ .202915, with error .003647, so the finite element approximations
appear to be converging.
♠ 10.3.18. (a) At the 5 interior nodes on each side of the central square C, the computed
temperatures are 20.8333, 41.6667, 45.8333, 41.6667, 20.8333:
(b) (i) The minimum temperature on C is 20.8333, achieved at the four corners;
(ii) the maximum temperature is 45.8333, achieved at the four midpoints;
(iii) the temperature is not equal to 50◦ anywhere on C.
♦ 10.4.7. Suppose f (t0 , x0 ) > 0, say. Then, by continuity, f (t, x) > 0 for all x in some open ball
n o
Bε = (t, x) (t − t0 )2 + (x − x0 )2 < ε2
centered at (t0 , x0 ). Choose v(t, x) to be a C1 function that is > 0 in Bε and = 0 out-
side; for example,
h i2
(x − x0 )2 + (t − t0 )2 − ε2 , (t, x) ∈ Bε ,
v(t, x) =
0, otherwise.
Thus f (t, x) v(t, x) > 0 inside Bε and is = 0 everywhere else, which produces the contra-
diction Z ∞ Z ∞ ZZ
f (t, x) v(t, x) dx dt = f (t, x) v(t, x) dt dx > 0. Q.E .D.
−∞ −∞ Bε
11.1.1.
∂u ∂2u ∂2u
=γ 2 + , x2 + y2 < 1, t > 0,
∂t ∂x ∂y2
∂u
= 0, x2 + y2 = 1, t > 0,
∂n
q
u(0, x, y) = x2 + y2 , x2 + y2 < 1.
For the Neumann boundary value problem, the equilibrium temperature is the average
value of the initial temperature, namely
1 ZZ q 2 1 Z 2 πZ 1 2 2
x + y2 dx dy = r dr dθ = .
π Ω π 0 0 3
11.1.3. (a) 0.
♥ 11.1.6. (a) Using (6.85) with u = 1 and v = u,
ZZ ZZ I
dH ∂u ∂u
= (t, x, y) dx dy = γ ∆u dx dy = γ ds = 0,
dt Ω ∂t Ω ∂Ω ∂n
in view of the homogeneous Neumann boundary conditions. Since its derivative is
identically zero, we conclude that H(t) ≡ H(0) is constant.
(b) By part (a), ZZ
H(t) = H(0) = u(0, x, y) dx dy = T0 area Ω,
Ω
where ZZ
1
T0 = u(0, x, y) dx dy
area Ω Ω
(b) The operator L has trivial kernel, ker L = {0}, and so S = L∗ ◦ L is positive definite.
This implies that the boundary value problem S[ u ] = 0 for the equilibrium solution,
− ∆u + α u = 0 subject to homogeneous Neumann boundary conditions, has a unique
solution, namely u ≡ 0.
2
11.2.1. u(t, x, y) = e− 2 π t
sin πx sin πy. The decay is exponential at a rate 2 π 2 .
4 ∞
X 2 sin(2 k + 1) π(x + 1)
π2t
11.2.3. u(t, x, y) = − e− 2 (2 k+1) .
π k=0 2k + 1
2
5π γ
♥ 11.2.8. (b) .
4 a2
♥ 11.2.12. (a) The equilibrium solution u⋆ (x, y) solves the Laplace equation, uxx + uyy = 0, subject
to the given boundary conditions: u(0, y) = u(π, y) = 0 = u(x, 0), u(x, π) = f (x). Thus,
X∞ sinh m y 2 Zπ
u⋆ (x, y) = bm sin m x , where bm = f (x) sin m x dx.
m=1 sinh m π π 0
(b) u(t, x, y) = u⋆ (x, y) + v(t, x, y), so that the “transient” v(t, x, y) solves the initial-
boundary value problem
vt = vxx + vyy , v(0, x, y) = − u⋆ (x, y), v(0, y) = v(π, y) = 0 = v(x, 0) = v(x, π).
Thus, using Exercise 3.2.42, the transient is
2 X ∞ (−1)n n 2 2
v(t, x, y) = 2 2
bm e−(m +n ) t sin m x sin n y,
π m,n = 1 m + n
which decays to zero exponentially fast at a rate of −2 provided b1 6= 0, or, more
generally, − (m2 + 1) when b1 = · · · = bm−1 = 0, bm 6= 0. Thus, the solution is
∞
X sinh m y 2 ∞
X (−1)n n 2 2
u(t, x, y) = bm sin m x + 2 2
bm e−(m +n ) t sin m x sin n y.
m=1 sinh m π π m,n = 1 m +n
3 √
11.3.1. (a) 4 π.
11.3.5. Use the substitution x = t1/3 , with dx = 31 t−2/3 dt to obtain the value
Z ∞√ 3 1 Z ∞ − t −1/2 √
x e− x dx = e t dt = 13 Γ 12 = 31 π .
0 3 0
11.3.10. (a) ∞
X (−1)k x2k
b (x) = 1 − x2 +
u 1
x4 − 1
x6 + · · · = ,
2 6 k!
k=0
2 3 4 5 8 7
u
e (x) = x −
3 x + 15 x − 105 x + · · ·
∞ k k 2k+1 ∞ (−1)k 22k k ! x2k+1
X (−1) 2 x X
= = .
k=0 (2 k + 1)(2 k − 1)(2 k − 3) · · · 5 · 3 k=0 (2 k + 1) !
11.3.22. (a) Multiplying by x, the equation 2 x2 u′′ + x u′ + x2 u = 0 has the form (11.88) at x0 = 0
with a(x) = 2, b(x) = 1, c(x) = x2 , all analytic at x = 0 with a(0) 6= 0.
(b) The indicial equation is 2 r 2 − r = 0 with roots r = 0, 21 . The recurrence formula is
un−2
un = − , n ≥ 2.
(n + r)[ 2(n + r) − 1 ]
The resulting two solutions are
x2 x4 x6
u
b (x) = 1 − + −
2·3 (2 · 4) · (3 · 7) (2 · 4 · 6) · (3 · 7 · 11)
(−1)k x2k
+ ··· + + ··· ,
2 · 4 · · · (2 k) · 3 · 7 · · · (4 k − 1)
x5/2 x9/2 x13/2
e (x) = x1/2 −
u + −
2·5 (2 · 4) · (5 · 9) (2 · 4 · 6) · (5 · 9 · 13)
(−1)k x(4 k+1)/2
+ ··· + + ··· .
2 · 4 · · · (2 k) · 5 · 9 · · · (4 k + 1)
s
2
11.3.27. (a) J5/2 (x) = 3 x−5/2 sin x − 3 x−3/2 cos x − x−1/2 sin x .
π
♦ 11.3.30. (a) The point x0 = 0 is regular because it is of the form (11.88) with
a(x) = b(x) = 1, c(x) = − (x2 + m2 ).
(b) Replacing x 7→ i x converts (11.114) to the ordinary Bessel equation (11.98) of order
m. Therefore, its Frobenius solution(s) are
m X
∞
xm+2k
ub (x) = J ( i x) = i
m 2k+m k ! Γ(m + k + 1)
,
k=0 2
and, if m is not an integer,
−m X
∞ (−1)k x− m+2k
ue (x) = J
− m ( i x) = i 2k−m k ! Γ(− m + k + 1)
.
k=0 2
If m is an integer, then the second solution is u2 (x) = Ym ( i x), where Ym is the Bessel
function of the second kind (11.107).
∞ 1
1 X J0 2 ζ0,n 2
11.4.1. u(t, r, θ) = e− ζ0,n t J0 (ζ0,n r) +
π n=1 J1 (ζ0,n )2
∞ 1
2 X Jm 2 ζm,n 2
+ e− ζm,n t Jm (ζm,n r) cos m θ.
π m,n = 1 Jm+1 (ζm,n )2
♦ 11.4.7. Suppose u(t, x, y) solves the heat equation ut = γ ∆u on a disk of radius 1, subject to
initial conditions u(0, x, y) = f (x, y) and, say, homogeneous boundary conditions. Then
U (t, x, y) = u(t/R2 , x/R, y/R) solves the heat equation Ut = γ ∆U on a disk of radius
R, subject to initial conditions U (0, x, y) = F (x, y) where f (x, y) = F (x/R, y/R), along
with the same type of homogeneous boundary conditions.
11.4.9. 12 minutes.
♥ 11.4.15. (a) The eigensolutions are
2 n = 1, 2, 3, . . . ,
um,n (t, r, θ) = e− ζm,n t Jm (ζm,n r) sin m θ,
m = 1, 2, . . . .
The general solution is a series in the eigensolutions:
∞
X
u(t, r, θ) = bm,n um,n (t, r, θ),
m,n = 1
whose coefficients bm,n are prescribed by the initial data.
(b) The eigensolutions are
2
u0,n (t, r) = e− ζ0,n t J0 (ζ0,n r), n = 1, 2, 3, . . . ,
2
um,n (t, r, θ) = e − ζm,n t
Jm (ζm,n r) cos m θ, m = 1, 2, . . . .
The general solution is a series in the eigensolutions:
1 X ∞ X∞
u(t, r, θ) = a0,n u0,n (t, r) + am,n um,n (t, r, θ),
2 n=1 m,n = 1
whose coefficients am,n are prescribed by the initial data.
(c) The Dirichlet problem decays to equilibrium over 2.5 times faster than the mixed
2
boundary value problem. For the Dirichlet problem, the decay rate is ζ1,1 ≈ 14.682,
2
whereas for the mixed problem, the rate is ζ0,1 ≈ 5.783. Intuitively, the greater the
portion of the boundary that is held fixed at 0◦ , the faster the return to equilibrium.
11.4.19. In view of the formula (11.105) for J1/2 (x), the roots are ζ1/2,n = n π for k = 1, 2, 3, . . . .
In this case they exactly satisfy (11.119).
1 2 2
11.5.1. u(t, x, y) = e− (x +y )/(20 t+1) .
20 t + 1
Z t ZZ !
h(τ, ξ, η) − [ (x−ξ)2 +(y−η)2 ]/[4 γ (t−τ )]
♦ 11.5.6. u(t, x, y) = e dξ dη dτ.
0 4 πγ (t − τ )
11.5.11. (a) Since v(t, x) solves vt = − vxxx , while w(t, y) solves wt = − wyyy , we have
ut = vt w + v wt = − vxxx w − v wyyy = − uxxx − uyyy .
! !
1 x−ξ y−η
(b) F (t, x, y; ξ, η) = 2/3
Ai √ 3
Ai √ 3
.
(3 t) 3t ! 3t !
ZZ
1 x−ξ y−η
(c) u(t, x, y) = 2/3
f (ξ, η) Ai √ 3
Ai √ 3
dξ dη.
(3 t) 3t 3t
√
11.6.3. ω1,1 = 2 π ≈ 4.4429; two independent normal modes;
√
ω1,2 = ω2,1 = 5 π ≈ 7.0248; four independent normal modes;
√
ω2,2 = 2 2 π ≈ 8.8858; two independent normal modes;
√
ω1,3 = ω3,1 = 10 π ≈ 9.9346; four independent normal modes;
√
ω2,3 = ω3,2 = 13 π ≈ 11.3272; four independent normal modes;
√
ω1,4 = ω4,1 = 17 π ≈ 12.9531; four independent normal modes.
11.6.5. (a)
r
2
1 1
2 ∞
X cos 1+ k+ 2 πt sin k + 2 πx sin πy
u(t, x, y) = 1 +
π k=0 k+ 2
r 2
1 1
2 ∞
X 4 sin 1+ k+ 2 πt sin k + 2 πx sin πy
+
r
2 ;
π2 k=0 1 1
k+ 2 1+ k+ 2
1
(b) u(t, x, y) = cos πt sin πy + sin πt sin πy.
π
√ √
11.6.9. For example, u(t, x, y) = c1 cos 2 π c t sin πx sin πy + c2 cos 2 2 π c t sin 2 πx sin 2 πy,
√
for any c1 , c2 6= 0 is periodic of period√ 2/c, but a linear combination of two fundamen-
tal modes. Its vibrational frequency, 2 π c, is (necessarily) a fundamental frequency.
2 q
11.6.14. u(t, x, y) = sin(c t) J0 x2 + y2 . The vibrations are radially symmetric and periodic
c
with period 2 π/c. For fixed t, the solution is either identically 0 or of one sign through-
out the interior of the disk. Thus, at any given time, the drum is either entirely above
the (x, y)–plane, entirely below it, or, momentarily, completely flat.
11.6.18. (a) The displacement u(t, r, θ) must satisfy utt = c2 ∆u, along with the boundary and
initial conditions
u(t, r, 0) = 0, u(t, 1, θ) = 0, uθ t, r, 12 π = 0, r < 1,
1
1 1 0<θ< π.
u(0, r, θ) = 0, ut (0, r, θ) = 2 δ r − 2 δ θ− 4 π , 2
Note that the factor of 2 in the initial condition for ut comes from the formula
δ(r − r0 ) δ(θ − θ0 ) δ(r − r0 ) δ(θ − θ0 )
δ(x − x0 , y − y0 ) = = for r0 6= 0,
r r0
relating the rectangular and polar coordinate forms of the delta function.
(b) The odd-order Bessel roots ζ2k+1,n for k = 0, 1, 2, . . . , n = 1, 2, 3, . . . .
(c) u(t, r, θ) =
∞ ∞ 1 1 1
X X 8 J2 k+1 2 ζ2 k+1,n sin 2 k+ 4 π
sin(ζ2 k+1,n t) J2 k+1 (ζ2 k+1,n r) sin(2 k + 1) θ.
k=0 n=1 π ζ2 k+1,n J2 k+2 (ζ2 k+1,n )2
11.6.25. If the side lengths are a ≤ b, then the two lowest vibrational frequencies are
s s
1 1 1 4
ω1 = π + 2 < ω2 = π + 2.
a2 b a2 b
Thus, we can recover the side lengths through the formulae
v v
u u
u 3 u 3
a= πt , b= πt .
4 ω12 − ω22 ω22 − ω12
11.6.29. Since the half disk’s vibrational frequencies are a subset of the full disk frequencies,
corresponding to the eigenfunctions v(x, y) that are odd in y — i.e., those, as in
(11.156), that involve sin m θ — the ratios of two half disk frequencies is a ratio of the
corresponding full disk frequencies. However, the lowest frequency of the half disk is
not the lowest frequency of the full disk, and so the relative frequencies are different.
11.6.34. Set ξ = a x+b y. Then, by the chain rule, utt = vtt , and uxx +uyy = (a2 +b2 )vξξ , and hence
√
v(t, ξ) satisfies the wave equation vtt = c2 vξξ with wave speed c = 1/ a2 + b2 . The
solutions are plane waves that have the same value along each line a x + b y =constant,
and move with speed c in the transverse direction.
11.6.40. The nodal circle in the fourth mode, with frequency ω0,2 = 2.29542, has radius
ζ0,1 /ζ0,2 ≈ .43565; in the sixth mode, with frequency ω1,2 = 2.9173, the radius is
ζ1,1 /ζ1,2 ≈ .54617; in the eighth mode, with frequency ω2,2 = 3.50015, the radius is
ζ2,1 /ζ2,2 ≈ .61013; in the ninth mode, with frequency ω0,3 = 3.59848, the two radii are
ζ0,1 /ζ0,3 ≈ .27789 and ζ0,2 /ζ0,3 ≈ .63788. Thus,
ζ0,1 /ζ0,3 < ζ0,1 /ζ0,2 < ζ1,1 /ζ1,2 < ζ2,1 /ζ2,2 < ζ0,2 /ζ0,3 .
(c) The Legendre polynomials Pk (t) are the eigenfunctions of the self-adjoint operator
K0 [ u(t) ] = (1 − t2 ) u′′ (t) − 2 t u′ (t)
corresponding to the eigenvalues λk = k (k + 1). This implies that they are orthogonal
with respect to the L2 inner product on [ − 1, 1 ] , i.e.,
Z 1
h Pk , Pl i = Pk (t) Pl (t) dt = 0 for k 6= l.
−1
♦ 12.2.15. Using (12.31)
q
dPnm mt dm+1
1 − t2 +√ Pnm (t) = (1 − t2 )(m+1)/2 m+1 Pn (t)
dt 1 − t2 dt
m
d dm
−m t (1 − t2 )(m−1)/2 m Pn (t) + m t (1 − t2 )(m−1)/2 m Pn (t) = Pnm+1 (t).
dt dt
12.2.19. Since Y00 (ϕ, θ) = 1, the first surface is the unit sphere r = 1. The surface r = Y10 (ϕ, θ) =
1 2
cos ϕ can be rewritten as r 2 = r cos ϕ = z, or, equivalently, x2 + y2 + z − 2 = 1
4,
1 1
which is the sphere of radius 2 centered at the point 0, 0, 2 .
♦ 12.2.23. According to (12.46),
h Ynm , Ylk i = h Ynm + i Yenm , Ylk + i Yelk i
= h Ynm , Ylk i + i h Yenm , Ylk i − i h Ynm , Yelk i + h Yenm , Yelk i = h Ynm , Ylk i + h Yenm , Yelk i,
by the orthogonality of the real spherical harmonics — which continues to apply when
m and/or k is negative in view of our conventions that Ynm = Yn− m , Yenm = − Yen− m ,
Yen0 ≡ 0. Thus, if (m, n) 6= (k, l) both of the final summands are zero, proving orthogo-
nality. On the other hand, we find
4 π(n + m) !
k Ynm k2 = k Ynm k2 + k Yenm k2 = ,
(2 n + 1)(n − m) !
since, when m 6= 0 the two norms are equal by the second formula in (12.42), whereas
when m = 0, the second norm is zero by our convention, and the first formula in (12.42)
applies.
9 4 5 4 35 4
12.2.26. (a) (i) 64 r + 16 r cos 2 ϕ + 64 r cos 4 ϕ; (ii) 3
8 x4 + 43 x2 y2 + 38 y4 − 3 x2 z 2 − 3 y2 z 2 + z 4 .
1
12.2.29. (a) K00 (x, y, z) = q .
x2 + y2 + z 2
Z 1Z π Z π
12.2.33. (a) h f , g i = f (r, θ, ϕ) g(r, θ, ϕ) r 2 sin ϕ dϕ dθ dr,
0 −π 0
s
Z 1Z π Z π
kf k = f (r, θ, ϕ)2 r 2 sin ϕ dϕ dθ dr .
0 −π 0
(b) Since f (r, ϕ, θ) = r cos ϕ, g(r, ϕ, θ) = r 2 sin2 ϕ,
r r
4 32
kf k = 15 π ≈ .9153, kgk = 105 π ≈ .9785, h f , g i = 0.
r
(c) | h f , g i | = 0 ≤ .8956 = k f kk g k, kf +gk = 47 π ≈ 1.3398 ≤ 1.8938 = k f k+k g k.
12.2.35. u(x, y, z) = 100 z.
1 1
12.3.1. (a) u(x, y, z) = q − .
4π x2 + y2 + z 2 4π
ρ2 ρ3 r2
− − , r ≤ ρ,
2 3 6
12.3.6. In terms of r = k x k, the potential is u(r) = 3 !
ρ 1
−1 , ρ ≤ r ≤ 1.
3 r
1 1
12.3.9. K00 (x, y, z) = = q f0 (x, y, z) = 0.
is the Newtonian potential, while K0
r x2 + y2 + z 2
8 Z cZ bZ a j πx k πy l πz
cj,k,l = f (x, y) sin sin sin dx dy dz.
abc 0 0 0 a b c
(d) The equilibrium temperature is u⋆ ≡ 0. The exponential decay rate for most initial !
1 1 1
data is given by the smallest positive eigenvalue, namely λ1,1,1 = γ π 2 2
+ 2 + 2 .
a b c
∂u
∂2u 1 ∂u 1 ∂2u ∂2u
♦ 12.4.5. (a) =γ + + + , u(t, a, θ, z) = u(t, r, θ, 0) = u(t, r, θ, h) = 0,
∂t ∂r 2 r ∂r r 2 ∂θ 2 ∂z 2
∂u ∂u
u(t, r, − π, z) = u(t, r, π, z), (t, r, − π, z) = (t, r, π, z), u(0, r, θ, z) = f (r, θ, z),
∂θ ∂θ
for 0 < r < a, − π < θ < π, 0 < z < h.
(b) The separable solutions are
!
− λm,n,k t ζm,n r k πz
um,n,k (t, r, θ, z) = e Jm cos m θ sin ,
a h m = 0, 1, 2, . . . ,
!
− λm,n,k t ζm,n r k πz n, k = 1, 2, 3, . . . ,
u
b
m,n,k (r, θ, z) = e Jm sin m θ sin ,
a h
where the eigenvalues are 2
ζm,n k2 π2
λm,n,k = γ + 2 .
a2 h
The solution can be written as a Fourier–Bessel series
1 X ∞
u(t, r, θ, z) = a u (t, r, z)
2 n,k = 1 0,n,k 0,n,k
∞
X h i
+ am,n,k um,n,k (t, r, θ, z) + bm,n,k u
b
m,n,k (t, r, θ, z) ,
m,n,k = 1
where !
Z hZ π Z a ζm,n r
4 k πz
am,n,k = f (r, θ, z) Jm r cos m θ sin dr dθ dz,
π a2 h Jm+1 (ζm,n )2 0 −π 0 a h
Z hZ π Z a !
4 ζm,n r k πz
bm,n,k = f (r, θ, z) Jm r sin m θ sin dr dθ dz.
π a2 h J m+1 (ζm,n )2 0 −π 0 a h
12.4.31. (a)
ZZZ
1 2
+(y−η)2 +(z−ζ)2 ]/(4 t)
u(t, x, y, z) = 100 e−[ (x−ξ) dξ dη dζ
8 (π t)3/2 ξ2 +η 2 +ζ 2 ≤1
12.5 Z π Z πZ 1 −[ (x−r sin ϕ cos θ)2 +(y−r sin ϕ sin θ)2 +(z−r cos ϕ)2 ]/(4 t) 2
= e r sin ϕ dr dϕ dθ.
(π t)3/2 −π 0 0
(b) Since the temperature only depends on the radial coordinate r, we set
x = 0, y = 0, z = ρ, to simplify the integral:
12.5 Z 1 Z π Z π − (r2 −2 r ρ cos ϕ+ρ2 )/(4 t) 2
e r sin ϕ dθ dϕ dr
(π t)3/2 0 0 −π
50 Z 1 h − (r−ρ)2 /(4 t) 2 i
= √ r e − e− (r+ρ) /(4 t) dr
πtρ 0
! ! s
ρ+1 ρ−1 100 t h − (ρ+1)2 /(4 t) 2 i
= 50 erf √ − 50 erf √ + e − e− (ρ−1) /(4 t) ,
2 t 2 t ρ π
q
which gives the solution value u(t, x, y, z) when ρ = x2 + y2 + z 2 .
12.4.36. As in (9.128),
∞
X 2
+k2 +l2 ) π 2 t
F (t, x, y, z; ξ, η, ζ) = 8 e− (j sin j πx sin k πy sin l πz sin j πξ sin k πη sin lζ.
j,k,l = 1
12.5.6. (b) The eigenfunctions for the Laplacian operator on the cylinder are
um,n,k (t, r, θ, z) = Jm (ζm,n r) cos m θ cos 21 k πz, m, k = 0, 1, 2, . . . ,
1 n = 1, 2, 3, . . . ,
u
b
m,n,k (r, θ, z) = Jm (ζm,n r) sin m θ cos 2 k πz,
with associated eigenvalues and vibrational frequencies
q r
2
λm,n,k = ζm,n + 1
4 k2 π2 , ωm,n,k = λm,n,k = 2
ζm,n + 1
4 k2 π2 .
12.5.10. For the sphere, the slowest vibrational frequency is c π/R ≈ 3.1416 c/R, whereas for the
disk it is c ζ0,1 /R ≈ 2.4048 c/R. Thus, the sphere vibrates faster.
0.7
0.6
0.5
0.4
0.3
0.2
0.1
1 2 3 4
(c) This is true for t > 0, but false for t < 0, since u(− t, x, y, z) = − u(t, x, y, z) when
u(0, x, y, z) ≡ 0.
ZZ
1 ∂ ξ3 − η3
12.6.10. (a) u(t, x, y) = q dξ dη.
2 π ∂t k ξ−x k≤t t2 − (ξ − x)2 − (η − y)2
(
1 1 1/(2 c), | x | < c t,
♦ 12.6.13. (a) u(t, x) = 2 δ(x − c t) + 2 δ(x + c t); (b) u(t, x) = ;
0, | x | > c t.
(c) Huygens’ Principle is not valid in general for the one-dimensional wave equation, since,
according to part (b), a concentrated initial velocity does not remain concentrated along
the characteristics, but spreads out over all of space. Only concentrated initial displace-
ments remain concentrated on characteristics.
12.7.1. The atomic energy levels are multiplied by Z 2 , so that formula (12.189) for the
Z 2 α4 M 1 Z 2 α2 1
eigenvalues becomes λn = − = − , n = 1, 2, 3, . . . .
2 ~2 n2 2 a n2
♦ 12.7.3.
j s− j es dk h j+k − s i s− j es X k k dk−i j+k di − s
Lk (s) = s e = s e
k ! dsk k ! i = 0 i dsk−i dsi
s− j e s k
X k! (j + k) ! j+i Xk (−1)i j + k
= s (−1)i e− s = si .
k! i=0 i ! (k − i) ! (j + i) ! i=0 i ! j + i