Assignment 3

This assignment, taken from the exercises in Unit 3, is worth 7.5% of your grade.
We recommend that you hand it in after you complete Unit 3. You must show all of
your work in order to obtain full marks. For your convenience, each exercise
mentions the section of the Study Guide that corresponds to the given problem.

Note: Each of the questions below is of equal weight, and each will be marked out
of twenty (20) points. Remember, to gain full marks, you must show your work.

Section 3.1 1. Determine the equilibrium temperature distribution inside a circular annulus,
(r1 ≤ r ≤ r2 ):
a. if the outer radius is at temperature T2 and the inner at T1 , and
b. if the outer radius is insulated and the inner radius is at temperature T1 .
Section 3.2 2. Solve Laplace’s equation inside a rectangle

0 ≤ x ≤ L, 0 ≤ y ≤ H,

with the following boundary conditions:

∂u ∂u
(0, y) = g(y), (L, y) = 0, u(x, 0) = 0, u(x, H) = 0.
∂x ∂x
Section 3.4 3. Consider the heat equation in a two-dimensional rectangular region

0 < x < L, 0 < y < H.

 2
∂ u ∂2u

∂u
=k + ,
∂t ∂x2 ∂y 2
subject to the initial condition

u(x, y, 0) = f (x, y).

Solve the initial value problem and analyse the temperature as t → ∞, if the
boundary conditions are
a. u(0, y, t) = 0, u(L, y, t) = 0, u(x, 0, t) = 0, u(x, H, t) = 0.

∂u ∂u ∂u ∂u
b. (0, y, t) = 0, (L, y, t) = 0, (x, 0, t) = 0, (x, H, t) = 0.
∂x ∂x ∂y ∂y

Note:
You may assume without derivation that product solutions
dh
u(x, y, t) = φ(x, y)h(t) = f (x)g(y)h(t) satisfy = −λkh,
dt
and the two-dimensional eigenvalue problem ∇2 φ + λφ = 0 with further
separation
d2 f d2 g
= −µf , + (λ − µ)g = 0 ,
dx2 dy 2
or you may use results of the two-dimensional eigenvalue problem.

Partial Differential Equations 1

 Section 3.4 4. Consider the wave equation for a vibrating rectangular membrane

0 < x < L, 0 < y < H.

∂2u
 2
∂ u ∂2u

2
= c + ,
∂t2 ∂x2 ∂y 2
subject to the initial condition

∂u
u(x, y, 0) = 0, and (x, y, 0) = f (x, y).
∂t
Solve the initial value problem if

∂u ∂u ∂u ∂u
(0, y, t) = 0, (L, y, t) = 0, (x, 0, t) = 0, (x, H, t) = 0.
∂x ∂x ∂y ∂y

Note:
You may assume without derivation that product solutions

dh
u(x, y, t) = φ(x, y)h(t) satisfy = −λc2 h
dt
and the two-dimensional eigenvalue problem ∇2 φ + λφ = 0, and you may use
results of the two-dimensional eigenvalue problem.

Section 3.5 5. Consider the Sturm-Liouville eigenvalue problem,

d2 φ dφ dφ
+ λφ = 0 with (0) = 0 and (L) = 0 .
dx2 dx dx
a. Verify the general properties below.
i. There is an infinite number of eigenvalues, with a smallest one but no
largest one.
ii. The nth eigenfunction has n − 1 zeros.
iii. The eigenfunctions are complete and orthogonal.
b. What does the Rayleigh quotient say concerning negative and zero
eigenvalues?

2 Mathematics 476