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You are on page 1of 168

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Part II

20401

Tony Shardlow

1 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Outline

1

Separation of variables for heat eqn.

2

Wave equation

3

DAlemberts solution

4

Laplaces equation

5

Particular solns

6

Sturm-Liouville theory

7

Wave equation on a disc

2 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Outline

1

Separation of variables for heat eqn.

2

Wave equation

3

DAlemberts solution

4

Laplaces equation

5

Particular solns

6

Sturm-Liouville theory

7

Wave equation on a disc

3 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

The heat equation

Consider

heat equation for time t [0, T] and space x [0, ]

u

t

u

xx

= f (x, t) in (0, ) (0, T]

with initial condition u

0

(x)

u(x, 0) = u

0

(x) for all x [0, ]

and Dirichlet boundary conditions.

u(0, t) = g(t), u(, t) = h(t) for all t > 0

where > 0 is a constant, and f (x, t), u

0

(x), g(t) and h(t)

are given functions.

4 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

The heat equation

Consider

heat equation for time t [0, T] and space x [0, ]

u

t

u

xx

= f (x, t) in (0, ) (0, T]

with initial condition u

0

(x)

u(x, 0) = u

0

(x) for all x [0, ]

and Dirichlet boundary conditions.

u(0, t) = g(t), u(, t) = h(t) for all t > 0

where > 0 is a constant, and f (x, t), u

0

(x), g(t) and h(t)

are given functions.

5 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

The heat equation

Consider

heat equation for time t [0, T] and space x [0, ]

u

t

u

xx

= f (x, t) in (0, ) (0, T]

with initial condition u

0

(x)

u(x, 0) = u

0

(x) for all x [0, ]

and Dirichlet boundary conditions.

u(0, t) = g(t), u(, t) = h(t) for all t > 0

where > 0 is a constant, and f (x, t), u

0

(x), g(t) and h(t)

are given functions.

6 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

The heat equation

Consider

heat equation for time t [0, T] and space x [0, ]

u

t

u

xx

= f (x, t) in (0, ) (0, T]

with initial condition u

0

(x)

u(x, 0) = u

0

(x) for all x [0, ]

and Dirichlet boundary conditions.

u(0, t) = g(t), u(, t) = h(t) for all t > 0

where > 0 is a constant, and f (x, t), u

0

(x), g(t) and h(t)

are given functions.

7 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Separation of Variables

Homogeneous case

When

forcing f = 0 and boundary terms g = h = 0.

For homogeneous eqns, our method is

Separation of Variables

Write u(t, x) = T(t)X(x),

nd ODEs for T and X,

solve the ODEs,

put everything together with linear superposition.

8 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Separation of Variables

Homogeneous case

When

forcing f = 0 and boundary terms g = h = 0.

For homogeneous eqns, our method is

Separation of Variables

Write u(t, x) = T(t)X(x),

nd ODEs for T and X,

solve the ODEs,

put everything together with linear superposition.

9 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Separation of Variables (SoV)

Write u as a product of functions X(x) and T(t),

u(x, t) = X(x)T(t).

Substitute into the heat equation u

t

= u

xx

, with u

t

= XT

and u

xx

= X

T.

X(x)T

(t) =X

(x)T(t)

(t)

T(t)

=

X

(x)

X(x)

.

1

T

..

function of t

=

X

X

..

function of x

= separation constant .

Constant must be independent of t, x for equality.

10 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Separation of Variables (SoV)

Write u as a product of functions X(x) and T(t),

u(x, t) = X(x)T(t).

Substitute into the heat equation u

t

= u

xx

, with u

t

= XT

and u

xx

= X

T.

X(x)T

(t) =X

(x)T(t)

(t)

T(t)

=

X

(x)

X(x)

.

1

T

..

function of t

=

X

X

..

function of x

= separation constant .

Constant must be independent of t, x for equality.

11 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Boundary conditions for X

Substitute u(x, t) = X(x)T(t) into the boundary conditions.

The Dirichlet conditions u(0, t) = u(, t) = 0 imply that

u(0, t) = X(0)T(t) = 0

u(, t) = X()T(t) = 0

_

and hence (assuming T(t) = 0).

X(0) = 0, X() = 0.

Eigenvalue problem for X

Find X(x) = 0 and such that

X

= X

X(0) = 0; X() = 0

_

.

This is known as an eigenvalue problem, where is an eigenvalue

and X(x) is the associated eigenfunction.

12 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Boundary conditions for X

Substitute u(x, t) = X(x)T(t) into the boundary conditions.

The Dirichlet conditions u(0, t) = u(, t) = 0 imply that

u(0, t) = X(0)T(t) = 0

u(, t) = X()T(t) = 0

_

and hence (assuming T(t) = 0).

X(0) = 0, X() = 0.

Eigenvalue problem for X

Find X(x) = 0 and such that

X

= X

X(0) = 0; X() = 0

_

.

This is known as an eigenvalue problem, where is an eigenvalue

and X(x) is the associated eigenfunction.

13 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Boundary conditions for X

Substitute u(x, t) = X(x)T(t) into the boundary conditions.

The Dirichlet conditions u(0, t) = u(, t) = 0 imply that

u(0, t) = X(0)T(t) = 0

u(, t) = X()T(t) = 0

_

and hence (assuming T(t) = 0).

X(0) = 0, X() = 0.

Eigenvalue problem for X

Find X(x) = 0 and such that

X

= X

X(0) = 0; X() = 0

_

.

This is known as an eigenvalue problem, where is an eigenvalue

and X(x) is the associated eigenfunction.

14 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Soln for X: Case = 0

If = 0, then

X

= 0,

and X(x) = ax + b for some parameters a, b.

Boundary condition X(0) = 0 implies that X(0) = b = 0

and hence b = 0.

Boundary condition X() = 0 implies that X() = a = 0

and hence a = 0.

Hence = 0 corresponds to X(x) = 0.

Thus = 0 is not an eigenvalue, as X(x) must not equal zero.

15 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Soln for X: Case = 0

If = 0, then

X

= 0,

and X(x) = ax + b for some parameters a, b.

Boundary condition X(0) = 0 implies that X(0) = b = 0

and hence b = 0.

Boundary condition X() = 0 implies that X() = a = 0

and hence a = 0.

Hence = 0 corresponds to X(x) = 0.

Thus = 0 is not an eigenvalue, as X(x) must not equal zero.

16 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Soln for X: Case = 0

If = 0, then

X

= 0,

and X(x) = ax + b for some parameters a, b.

Boundary condition X(0) = 0 implies that X(0) = b = 0

and hence b = 0.

Boundary condition X() = 0 implies that X() = a = 0

and hence a = 0.

Hence = 0 corresponds to X(x) = 0.

Thus = 0 is not an eigenvalue, as X(x) must not equal zero.

17 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Soln for X: Case = 0

If = 0, then

X

= 0,

and X(x) = ax + b for some parameters a, b.

Boundary condition X(0) = 0 implies that X(0) = b = 0

and hence b = 0.

Boundary condition X() = 0 implies that X() = a = 0

and hence a = 0.

Hence = 0 corresponds to X(x) = 0.

Thus = 0 is not an eigenvalue, as X(x) must not equal zero.

18 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Soln for X: Case =

2

> 0

If =

2

> 0, then

X

=

2

X,

and X(x) = a cosh(x) +b sinh(x) for some parameters a, b.

Boundary condition X(0) = 0 implies that

X(0) = a cosh(0) + b sinh(0) = a = 0 and hence a = 0.

Boundary condition X() = 0 implies that

X() = b sinh() = 0. As sinh() = 0 for = 0, we have

b = 0.

Hence > 0 corresponds to X(x) = 0. Not eigenvalues as

X(x) must be non-zero.

19 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Soln for X: Case =

2

> 0

If =

2

> 0, then

X

=

2

X,

and X(x) = a cosh(x) +b sinh(x) for some parameters a, b.

Boundary condition X(0) = 0 implies that

X(0) = a cosh(0) + b sinh(0) = a = 0 and hence a = 0.

Boundary condition X() = 0 implies that

X() = b sinh() = 0. As sinh() = 0 for = 0, we have

b = 0.

Hence > 0 corresponds to X(x) = 0. Not eigenvalues as

X(x) must be non-zero.

20 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Soln for X: Case =

2

> 0

If =

2

> 0, then

X

=

2

X,

and X(x) = a cosh(x) +b sinh(x) for some parameters a, b.

Boundary condition X(0) = 0 implies that

X(0) = a cosh(0) + b sinh(0) = a = 0 and hence a = 0.

Boundary condition X() = 0 implies that

X() = b sinh() = 0. As sinh() = 0 for = 0, we have

b = 0.

Hence > 0 corresponds to X(x) = 0. Not eigenvalues as

X(x) must be non-zero.

21 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Solution for X: Case

=

2

< 0

With =

2

, we have X

=

2

X.

This has solution for constants A, B

X(x) = Acos(x) + B sin(x).

The left end condition X(0) = 0 implies that

X(0) = Acos(0) + B sin(0) = A = 0.

The right end condition X() = 0 gives

X() = B sin() = 0. Hence =

n

integers n. We choose B = 1.

The soln to the eigenvalue problem is

n

=

_

n

_

2

; X

n

= sin

nx

, n = 1, 2, 3, . . .

22 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Solution for X: Case

=

2

< 0

With =

2

, we have X

=

2

X.

This has solution for constants A, B

X(x) = Acos(x) + B sin(x).

The left end condition X(0) = 0 implies that

X(0) = Acos(0) + B sin(0) = A = 0.

The right end condition X() = 0 gives

X() = B sin() = 0. Hence =

n

integers n. We choose B = 1.

The soln to the eigenvalue problem is

n

=

_

n

_

2

; X

n

= sin

nx

, n = 1, 2, 3, . . .

23 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Solution for X: Case

=

2

< 0

With =

2

, we have X

=

2

X.

This has solution for constants A, B

X(x) = Acos(x) + B sin(x).

The left end condition X(0) = 0 implies that

X(0) = Acos(0) + B sin(0) = A = 0.

The right end condition X() = 0 gives

X() = B sin() = 0. Hence =

n

integers n. We choose B = 1.

The soln to the eigenvalue problem is

n

=

_

n

_

2

; X

n

= sin

nx

, n = 1, 2, 3, . . .

24 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Solution for X: Case

=

2

< 0

With =

2

, we have X

2

X.

This has solution for constants A, B

X(x) = Acos(x) + B sin(x).

The left end condition X(0) = 0 implies that

X(0) = Acos(0) + B sin(0) = A = 0.

The right end condition X() = 0 gives

X() = B sin() = 0. Hence =

n

integers n. We choose B = 1.

The soln to the eigenvalue problem is

n

=

_

n

_

2

; X

n

= sin

nx

, n = 1, 2, 3, . . .

25 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Solution for X: Case

=

2

< 0

With =

2

, we have X

2

X.

This has solution for constants A, B

X(x) = Acos(x) + B sin(x).

The left end condition X(0) = 0 implies that

X(0) = Acos(0) + B sin(0) = A = 0.

The right end condition X() = 0 gives

X() = B sin() = 0. Hence =

n

integers n. We choose B = 1.

The soln to the eigenvalue problem is

n

=

_

n

_

2

; X

n

= sin

nx

, n = 1, 2, 3, . . .

26 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Solution for X: Case

=

2

< 0

With =

2

, we have X

2

X.

This has solution for constants A, B

X(x) = Acos(x) + B sin(x).

The left end condition X(0) = 0 implies that

X(0) = Acos(0) + B sin(0) = A = 0.

The right end condition X() = 0 gives

X() = B sin() = 0. Hence =

n

integers n. We choose B = 1.

The soln to the eigenvalue problem is

n

=

_

n

_

2

; X

n

= sin

nx

, n = 1, 2, 3, . . .

27 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Solve for T

1

T

= =

X

X

We have found

n

=

_

n

_

2

Hence the equation for T is

T

=

n

T.

which has general solution

T

n

(t) = e

n

t

= e

(

n

)

2

t

.

HOMEWORK

You can now try Problem 1 and 2

28 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Solve for T

1

T

= =

X

X

We have found

n

=

_

n

_

2

Hence the equation for T is

T

=

n

T.

which has general solution

T

n

(t) = e

n

t

= e

(

n

)

2

t

.

HOMEWORK

You can now try Problem 1 and 2

29 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Solve for T

1

T

= =

X

X

We have found

n

=

_

n

_

2

Hence the equation for T is

T

=

n

T.

which has general solution

T

n

(t) = e

n

t

= e

(

n

)

2

t

.

HOMEWORK

You can now try Problem 1 and 2

30 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Solve for T

1

T

= =

X

X

We have found

n

=

_

n

_

2

Hence the equation for T is

T

=

n

T.

which has general solution

T

n

(t) = e

n

t

= e

(

n

)

2

t

.

HOMEWORK

You can now try Problem 1 and 2

31 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

SoV solutions are

We found

X

n

(x) = sin(nx/) T

n

(t) = e

(n/)

2

t

and hence the following are solns of heat eqn

u

n

(x, t) =X

n

(x) T

n

(t)

=e

(

n

)

2

t

sin

nx

, n = 1, 2, . . . .

Superposition

As heat equation is linear and homogeneous, principle of

superposition applies. Linear combinations

u(x, t) =

n=1

a

n

e

(

n

)

2

t

sin

nx

for coecients a

n

are also solutions.

32 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

SoV solutions are

We found

X

n

(x) = sin(nx/) T

n

(t) = e

(n/)

2

t

and hence the following are solns of heat eqn

u

n

(x, t) =X

n

(x) T

n

(t)

=e

(

n

)

2

t

sin

nx

, n = 1, 2, . . . .

Superposition

As heat equation is linear and homogeneous, principle of

superposition applies. Linear combinations

u(x, t) =

n=1

a

n

e

(

n

)

2

t

sin

nx

for coecients a

n

are also solutions.

33 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Initial conditions for heat

equation

u(x, t) =

n=1

a

n

e

(

n

)

2

t

sin

nx

To determine a

n

, put t = 0 so that

u(x, 0) = u

0

(x) =

n=1

a

n

sin

nx

Orthogonality

We say two functions , : [0, ] R are orthogonal if

_

0

(x) (x) dx = 0.

34 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Initial conditions for heat

equation

u(x, t) =

n=1

a

n

e

(

n

)

2

t

sin

nx

To determine a

n

, put t = 0 so that

u(x, 0) = u

0

(x) =

n=1

a

n

sin

nx

Orthogonality

We say two functions , : [0, ] R are orthogonal if

_

0

(x) (x) dx = 0.

35 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Initial conditions for heat

equation

u(x, t) =

n=1

a

n

e

(

n

)

2

t

sin

nx

To determine a

n

, put t = 0 so that

u(x, 0) = u

0

(x) =

n=1

a

n

sin

nx

Orthogonality

We say two functions , : [0, ] R are orthogonal if

_

0

(x) (x) dx = 0.

36 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Orthogonality for sin(nx/)

Using trig identities (as in rst lecture),

_

0

sin(mx/) sin(nx/) dx =

_

0, n = m,

/2, n = m.

Thus sin(nx/) are orthogonal if n = m. If we assume any

initial condition can be written as

u

0

(x) =

n=1

a

n

sin

nx

n

.

This series is known as a Fourier sine series and a

n

are known

as Fourier coecients.

37 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Orthogonality for sin(nx/)

Using trig identities (as in rst lecture),

_

0

sin(mx/) sin(nx/) dx =

_

0, n = m,

/2, n = m.

Thus sin(nx/) are orthogonal if n = m. If we assume any

initial condition can be written as

u

0

(x) =

n=1

a

n

sin

nx

n

.

This series is known as a Fourier sine series and a

n

are known

as Fourier coecients.

38 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Orthogonality for sin(nx/)

Using trig identities (as in rst lecture),

_

0

sin(mx/) sin(nx/) dx =

_

0, n = m,

/2, n = m.

Thus sin(nx/) are orthogonal if n = m. If we assume any

initial condition can be written as

u

0

(x) =

n=1

a

n

sin

nx

n

.

This series is known as a Fourier sine series and a

n

are known

as Fourier coecients.

39 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Orthogonality for sin(nx/)

Using trig identities (as in rst lecture),

_

0

sin(mx/) sin(nx/) dx =

_

0, n = m,

/2, n = m.

Thus sin(nx/) are orthogonal if n = m. If we assume any

initial condition can be written as

u

0

(x) =

n=1

a

n

sin

nx

n

.

This series is known as a Fourier sine series and a

n

are known

as Fourier coecients.

40 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Determining Fourier coecients

Given

u

0

(x) =

n=1

a

n

sin

nx

_

0

u

0

(x) sin

mx

dx =

_

0

n=1

a

n

sin

nx

sin

mx

dx

Apply the orthogonality relation, all terms in the sum for

n = m disappear because

_

0

sin(nx/) sin(mx/) = 0. Thus,

_

0

u

0

(x) sin

mx

dx =

_

0

a

m

sin

mx

sin

mx

dx =

2

a

m

as

_

0

sin

2

(mx/) dx = /2.

41 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Determining Fourier coecients

Given

u

0

(x) =

n=1

a

n

sin

nx

_

0

u

0

(x) sin

mx

dx =

_

0

n=1

a

n

sin

nx

sin

mx

dx

Apply the orthogonality relation, all terms in the sum for

n = m disappear because

_

0

sin(nx/) sin(mx/) = 0. Thus,

_

0

u

0

(x) sin

mx

dx =

_

0

a

m

sin

mx

sin

mx

dx =

2

a

m

as

_

0

sin

2

(mx/) dx = /2.

42 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Determining Fourier coecients

Given

u

0

(x) =

n=1

a

n

sin

nx

_

0

u

0

(x) sin

mx

dx =

_

0

n=1

a

n

sin

nx

sin

mx

dx

Apply the orthogonality relation, all terms in the sum for

n = m disappear because

_

0

sin(nx/) sin(mx/) = 0. Thus,

_

0

u

0

(x) sin

mx

dx =

_

0

a

m

sin

mx

sin

mx

dx =

2

a

m

as

_

0

sin

2

(mx/) dx = /2.

43 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Fourier series

Many functions can be written as Fourier series.

Theorem: Dirichlet (1829)

Let u(x) be such that u(x) and u

(i.e., continuous except for a nite number of points) on [0, ]:

Then we may write

u(x) =

n=1

a

n

sin

nx

,

at all points x of continuity, for Fourier coecients

a

n

=

2

_

0

u(x) sin

n x

dx.

44 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Expansion for initial data

Write the initial data u

0

(x) as a Fourier sine series

u

0

(x) =

n=1

a

n

sin

nx

a

n

=

2

_

0

u

0

(x) sin

nx

dx.

We give examples of u

0

(x) and the corresponding Fourier

coecients.

HOMEWORK

You can now try Problem 2 up to Problem 6

45 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Expansion for initial data

Write the initial data u

0

(x) as a Fourier sine series

u

0

(x) =

n=1

a

n

sin

nx

a

n

=

2

_

0

u

0

(x) sin

nx

dx.

We give examples of u

0

(x) and the corresponding Fourier

coecients.

HOMEWORK

You can now try Problem 2 up to Problem 6

46 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Example: hat function for initial

data

So far used that u obeys heat equation with given boundary

conditions

u

t

u

xx

=0

u(0, t) = u(, t) = 0 t > 0.

Now take initial data to be the hat function

u(x, 0) = u

0

(x) =

_

2

x 0 x

2

2

2

x

2

x

0

/2

1

\

\

\

\

\

47 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Example: hat function for initial

data

So far used that u obeys heat equation with given boundary

conditions

u

t

u

xx

=0

u(0, t) = u(, t) = 0 t > 0.

Now take initial data to be the hat function

u(x, 0) = u

0

(x) =

_

2

x 0 x

2

2

2

x

2

x

0

/2

1

\

\

\

\

\

48 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

expansion for hat function

example

a

n

=

2

_

0

u

0

(x) sin

nx

dx

where u

0

(x) is the hat function on [0, ].

n even; Then (x) = sin(nx/) is anti-symmetric about

x = /2 (so (/2 x) = (/2 + x)).

As hat function is symmetric about x = /2,

and sin(nx/) is anti-symmetric about x = /2,

the product sin(nx/)u

0

(x) is anti-symmetric about x = /2.

Then integral a

n

= 0.

We write a

2r

= 0 where n = 2r .

49 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

expansion for hat function

example

a

n

=

2

_

0

u

0

(x) sin

nx

dx

where u

0

(x) is the hat function on [0, ].

n even; Then (x) = sin(nx/) is anti-symmetric about

x = /2 (so (/2 x) = (/2 + x)).

As hat function is symmetric about x = /2,

and sin(nx/) is anti-symmetric about x = /2,

the product sin(nx/)u

0

(x) is anti-symmetric about x = /2.

Then integral a

n

= 0.

We write a

2r

= 0 where n = 2r .

50 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

expansion for hat function

example

a

n

=

2

_

0

u

0

(x) sin

nx

dx

where u

0

(x) is the hat function on [0, ].

n even; Then (x) = sin(nx/) is anti-symmetric about

x = /2 (so (/2 x) = (/2 + x)).

As hat function is symmetric about x = /2,

and sin(nx/) is anti-symmetric about x = /2,

the product sin(nx/)u

0

(x) is anti-symmetric about x = /2.

Then integral a

n

= 0.

We write a

2r

= 0 where n = 2r .

51 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

expansion for hat function

example

a

n

=

2

_

0

u

0

(x) sin

nx

dx

where u

0

(x) is the hat function on [0, ].

n even; Then (x) = sin(nx/) is anti-symmetric about

x = /2 (so (/2 x) = (/2 + x)).

As hat function is symmetric about x = /2,

and sin(nx/) is anti-symmetric about x = /2,

the product sin(nx/)u

0

(x) is anti-symmetric about x = /2.

Then integral a

n

= 0.

We write a

2r

= 0 where n = 2r .

52 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

ctd.

n odd. Then (x) = sin(nx/) is symmetric about

x = /2. Then

a

n

= 2

2

_

/2

0

2x

sin

nx

dx =

8

2

I ,

where

I =

_

x

n

cos

nx

_

/2

0

+

n

_

/2

0

cos

nx

dx

=

_

2

n

2

2

sin

nx

_

/2

0

=

2

(1)

r

n

2

2

, n = 2r + 1

Finally, if n = 2r + 1, a

2r +1

=

(1)

r

8

(2r + 1)

2

2

.

53 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

ctd.

n odd. Then (x) = sin(nx/) is symmetric about

x = /2. Then

a

n

= 2

2

_

/2

0

2x

sin

nx

dx =

8

2

I ,

where

I =

_

x

n

cos

nx

_

/2

0

+

n

_

/2

0

cos

nx

dx

=

_

2

n

2

2

sin

nx

_

/2

0

=

2

(1)

r

n

2

2

, n = 2r + 1

Finally, if n = 2r + 1, a

2r +1

=

(1)

r

8

(2r + 1)

2

2

.

54 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

ctd.

n odd. Then (x) = sin(nx/) is symmetric about

x = /2. Then

a

n

= 2

2

_

/2

0

2x

sin

nx

dx =

8

2

I ,

where

I =

_

x

n

cos

nx

_

/2

0

+

n

_

/2

0

cos

nx

dx

=

_

2

n

2

2

sin

nx

_

/2

0

=

2

(1)

r

n

2

2

, n = 2r + 1

Finally, if n = 2r + 1, a

2r +1

=

(1)

r

8

(2r + 1)

2

2

.

55 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

ctd.

n odd. Then (x) = sin(nx/) is symmetric about

x = /2. Then

a

n

= 2

2

_

/2

0

2x

sin

nx

dx =

8

2

I ,

where

I =

_

x

n

cos

nx

_

/2

0

+

n

_

/2

0

cos

nx

dx

=

_

2

n

2

2

sin

nx

_

/2

0

=

2

(1)

r

n

2

2

, n = 2r + 1

Finally, if n = 2r + 1, a

2r +1

=

(1)

r

8

(2r + 1)

2

2

.

56 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Fourier coecents for hat

function

0

/2

1

\

\

\

\

\

has Fourier coecients given by

a

n

=

2

_

0

u

0

(x) sin

nx

dx.

=

_

0, n = 2r

8

2

(1)

r

(2r +1)

2

n = 2r + 1.

57 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

The solution of heat eqn with

hat function initial condition is

u(x, t) =

n=1

a

n

e

(

n

)

2

t

sin

nx

0

/2

1

\

\

\

\

\

a

n

=

_

0, n = 2r

8

2

(1)

r

(2r +1)

2

, n = 2r + 1

Hence, the soln of heat equation is

u(x, t) =

8

r =0

(1)

r

(2r + 1)

2

e

(2r +1)

2

2

t/

2

sin

(2r + 1)x

58 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Plot of solution

0 0.2 0.4 0.6 0.8 1

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1

x

t

e

m

p

e

r

a

t

u

r

e

Example 1.1

59 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Example: constant fn for initial

data

Consider heat eqn with Dirichlet boundary conditions

u

t

u

xx

, =0

u(0, t) = u(, t) =0

with constant initial condition

u(x, 0) = u

0

(x) = 1 0 x 1

Then u

0

(x) has Fourier coecients given by

a

n

=

2

_

0

u

0

(x) sin

nx

dx.

=

2

_

2

1

,

0

2

,

2

3

,

0

4

,

2

5

,

0

6

, . . .

_

=

2

1 (1)

n

n

.

60 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Example: constant fn for initial

data

Consider heat eqn with Dirichlet boundary conditions

u

t

u

xx

, =0

u(0, t) = u(, t) =0

with constant initial condition

u(x, 0) = u

0

(x) = 1 0 x 1

Then u

0

(x) has Fourier coecients given by

a

n

=

2

_

0

u

0

(x) sin

nx

dx.

=

2

_

2

1

,

0

2

,

2

3

,

0

4

,

2

5

,

0

6

, . . .

_

=

2

1 (1)

n

n

.

61 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Soln of heat equation with

constant initial condition

u(x, t) =

n=1

a

n

e

(

n

)

2

t

sin

nx

0

1

a

n

=

4

1 (1)

n

n

u(x, t) =

n=1

a

n

e

2

n

2

/

2

t

sin

nx

62 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Summary

u(x, t) =

n=1

a

n

e

(

n

)

2

t

sin

nx

1

All modes decay exponentially in time; u 0 as t .

2

High frequency waves decay faster than low frequency

ones.

3

The bigger is, the faster the decay.

HOMEWORK

You can now try Problem 7

63 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Summary

u(x, t) =

n=1

a

n

e

(

n

)

2

t

sin

nx

1

All modes decay exponentially in time; u 0 as t .

2

High frequency waves decay faster than low frequency

ones.

3

The bigger is, the faster the decay.

HOMEWORK

You can now try Problem 7

64 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Summary

u(x, t) =

n=1

a

n

e

(

n

)

2

t

sin

nx

1

All modes decay exponentially in time; u 0 as t .

2

High frequency waves decay faster than low frequency

ones.

3

The bigger is, the faster the decay.

HOMEWORK

You can now try Problem 7

65 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Summary

u(x, t) =

n=1

a

n

e

(

n

)

2

t

sin

nx

1

All modes decay exponentially in time; u 0 as t .

2

High frequency waves decay faster than low frequency

ones.

3

The bigger is, the faster the decay.

HOMEWORK

You can now try Problem 7

66 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Outline

1

Separation of variables for heat eqn.

2

Wave equation

3

DAlemberts solution

4

Laplaces equation

5

Particular solns

6

Sturm-Liouville theory

7

Wave equation on a disc

67 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

The wave equation

Consider the homogeneous wave equation

u

tt

u

xx

= 0 in (0, ) (0, T]

with boundary conditions

u(0, t) = 0 u(, t) = 0 for all t > 0

and initial conditions

u(x, 0) = u

0

(x); u

t

(x, 0) = u

1

(x) x [0, ].

PDE is homogeneous (as RHS zero) and boundary conditions

are homogeneous.

There are two initial conditions, because u

tt

is 2nd order,

for given functions u

0

(x) and u

1

(x). Non-homogeneous initial

conditions.

68 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

The wave equation

Consider the homogeneous wave equation

u

tt

u

xx

= 0 in (0, ) (0, T]

with boundary conditions

u(0, t) = 0 u(, t) = 0 for all t > 0

and initial conditions

u(x, 0) = u

0

(x); u

t

(x, 0) = u

1

(x) x [0, ].

PDE is homogeneous (as RHS zero) and boundary conditions

are homogeneous.

There are two initial conditions, because u

tt

is 2nd order,

for given functions u

0

(x) and u

1

(x). Non-homogeneous initial

conditions.

69 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Separation of Variables

Substitute u(x, t) = X(x)T(t) into u

tt

= u

xx

,

X(x)T

(t) =X

(x)T(t)

T

(t)

T(t)

=

X

(x)

X(x)

.

T

(t)

T(t)

. .

function of t

=

X

(x)

X(x)

. .

function of x

= separation constant .

The constant is independent of x and t.

70 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Separation of Variables

Substitute u(x, t) = X(x)T(t) into u

tt

= u

xx

,

X(x)T

(t) =X

(x)T(t)

T

(t)

T(t)

=

X

(x)

X(x)

.

T

(t)

T(t)

. .

function of t

=

X

(x)

X(x)

. .

function of x

= separation constant .

The constant is independent of x and t.

71 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Boundary conditions for X

The boundary conditions u(0, t) = u(, t) = 0 imply that

X(0) = 0 = X()

assuming T(t) = 0.

Eigenvalue problem for X(x)

Find all eigenfns X(x) (non-zero) and eigenvalues such that

X

= X, X(0) = X() = 0.

The solution is (same as for heat eqn)

n

=

_

n

_

2

; X

n

= sin

nx

, n = 1, 2, 3, . . .

72 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Boundary conditions for X

The boundary conditions u(0, t) = u(, t) = 0 imply that

X(0) = 0 = X()

assuming T(t) = 0.

Eigenvalue problem for X(x)

Find all eigenfns X(x) (non-zero) and eigenvalues such that

X

= X, X(0) = X() = 0.

The solution is (same as for heat eqn)

n

=

_

n

_

2

; X

n

= sin

nx

, n = 1, 2, 3, . . .

73 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Solution for T

T

(t)

T(t)

= =

X

(x)

X(x)

and =

2

n

= (n/)

2

. Hence

T

=

2

n

T =

n

2

2

T,

and the general solution is

T

n

(t) = a

n

cos

nt

+ b

n

sin

nt

, n = 1, 2, . . . .

for some constants a

n

, b

n

.

In contrast to heat equation, there are two independent solns.

74 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Solution for T

T

(t)

T(t)

= =

X

(x)

X(x)

and =

2

n

= (n/)

2

. Hence

T

=

2

n

T =

n

2

2

T,

and the general solution is

T

n

(t) = a

n

cos

nt

+ b

n

sin

nt

, n = 1, 2, . . . .

for some constants a

n

, b

n

.

In contrast to heat equation, there are two independent solns.

75 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Solution for T

T

(t)

T(t)

= =

X

(x)

X(x)

and =

2

n

= (n/)

2

. Hence

T

=

2

n

T =

n

2

2

T,

and the general solution is

T

n

(t) = a

n

cos

nt

+ b

n

sin

nt

, n = 1, 2, . . . .

for some constants a

n

, b

n

.

In contrast to heat equation, there are two independent solns.

76 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Solution for T

T

(t)

T(t)

= =

X

(x)

X(x)

and =

2

n

= (n/)

2

. Hence

T

=

2

n

T =

n

2

2

T,

and the general solution is

T

n

(t) = a

n

cos

nt

+ b

n

sin

nt

, n = 1, 2, . . . .

for some constants a

n

, b

n

.

In contrast to heat equation, there are two independent solns.

77 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

SoV soln of wave equation are

u

n

(x, t) = X

n

(x) T

n

(t) =

_

a

n

cos

nt

+ b

n

sin

nt

_

sin

nx

Superposition

As wave equation is linear and homogeneous,

u(x, t) =

n=1

_

a

n

cos

nt

+ b

n

sin

nt

_

sin

nx

.

is a solution for coecients a

n

, b

n

.

78 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

SoV soln of wave equation are

u

n

(x, t) = X

n

(x) T

n

(t) =

_

a

n

cos

nt

+ b

n

sin

nt

_

sin

nx

Superposition

As wave equation is linear and homogeneous,

u(x, t) =

n=1

_

a

n

cos

nt

+ b

n

sin

nt

_

sin

nx

.

is a solution for coecients a

n

, b

n

.

79 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Initial condition for wave

equation

To determine coecients a

n

, b

n

, set t = 0 so that

u(x, 0) =

n=1

a

n

sin

nx

= u

0

(x) .

Then, using orthogonality of sin functions

a

n

=

2

_

0

u

0

(x) sin

nx

dx.

Dierentiating term by term,

u

t

(t, x) =

n=1

_

na

n

sin

nt

+

nb

n

cos

nt

_

sin

nx

.

Set t = 0 and apply initial condition u

t

(0, x) = u

1

(x),

(

n

) b

n

=

2

_

0

u

1

(x) sin

nx

dx.

80 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Initial condition for wave

equation

To determine coecients a

n

, b

n

, set t = 0 so that

u(x, 0) =

n=1

a

n

sin

nx

= u

0

(x) .

Then, using orthogonality of sin functions

a

n

=

2

_

0

u

0

(x) sin

nx

dx.

Dierentiating term by term,

u

t

(t, x) =

n=1

_

na

n

sin

nt

+

nb

n

cos

nt

_

sin

nx

.

Set t = 0 and apply initial condition u

t

(0, x) = u

1

(x),

(

n

) b

n

=

2

_

0

u

1

(x) sin

nx

dx.

81 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Initial condition for wave

equation

To determine coecients a

n

, b

n

, set t = 0 so that

u(x, 0) =

n=1

a

n

sin

nx

= u

0

(x) .

Then, using orthogonality of sin functions

a

n

=

2

_

0

u

0

(x) sin

nx

dx.

Dierentiating term by term,

u

t

(t, x) =

n=1

_

na

n

sin

nt

+

nb

n

cos

nt

_

sin

nx

.

Set t = 0 and apply initial condition u

t

(0, x) = u

1

(x),

(

n

) b

n

=

2

_

0

u

1

(x) sin

nx

dx.

82 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Initial condition for wave

equation

To determine coecients a

n

, b

n

, set t = 0 so that

u(x, 0) =

n=1

a

n

sin

nx

= u

0

(x) .

Then, using orthogonality of sin functions

a

n

=

2

_

0

u

0

(x) sin

nx

dx.

Dierentiating term by term,

u

t

(t, x) =

n=1

_

na

n

sin

nt

+

nb

n

cos

nt

_

sin

nx

.

Set t = 0 and apply initial condition u

t

(0, x) = u

1

(x),

(

n

) b

n

=

2

_

0

u

1

(x) sin

nx

dx.

83 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Wave eqn: example 1

Consider the wave equation and boundary conditions

u

tt

u

xx

=0

u(0, t) = u(, t) =0 t > 0.

with the initial conditions

u(x, 0) = u

0

(x) =

_

2

x 0 x

2

2

2

x

2

x ,

u

t

(x, 0) = u

1

(x) = 0.

0

/2

1

\

\

\

\

\

84 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Initial condition for wave

equation: example I

0

/2

u

0

\

\

\

\

\

The hat function u

0

has Fourier coecients given by

a

n

=

8

2

_

1

1

2

,

0

2

2

,

1

3

2

,

0

4

2

,

1

5

2

,

0

6

2

,

1

7

2

, . . .

_

.

The zero function u

1

= 0 has coecients

b

n

= 0 for all n.

Thus,

u(x, t) =

8

2

_

cos

t

sin

x

1

9

cos

3t

sin

3x

+

1

25

. . .

_

85 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Initial condition for wave

equation: example I

0

/2

u

0

\

\

\

\

\

The hat function u

0

has Fourier coecients given by

a

n

=

8

2

_

1

1

2

,

0

2

2

,

1

3

2

,

0

4

2

,

1

5

2

,

0

6

2

,

1

7

2

, . . .

_

.

The zero function u

1

= 0 has coecients

b

n

= 0 for all n.

Thus,

u(x, t) =

8

2

_

cos

t

sin

x

1

9

cos

3t

sin

3x

+

1

25

. . .

_

86 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Initial condition for wave

equation: example I

0

/2

u

0

\

\

\

\

\

The hat function u

0

has Fourier coecients given by

a

n

=

8

2

_

1

1

2

,

0

2

2

,

1

3

2

,

0

4

2

,

1

5

2

,

0

6

2

,

1

7

2

, . . .

_

.

The zero function u

1

= 0 has coecients

b

n

= 0 for all n.

Thus,

u(x, t) =

8

2

_

cos

t

sin

x

1

9

cos

3t

sin

3x

+

1

25

. . .

_

87 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Solution of wave equation:

example I

In other words, function u

0

(x) has Fourier series

u

0

(x) =

n=1

a

n

sin

nx

, a

n

=

_

0, n = 2r

8

2

(1)

r

(2r +1)

2

, n = 2r + 1

u

1

(x) has Fourier series

u

1

(x) =

n=1

b

n

sin

nx

, b

n

= 0.

Solution u(x, t) =

n=1

a

n

cos(nt/) sin(nx/)

where a

n

given above.

88 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Wave eqn: example 2

Consider the wave equation and boundary conditions

u

tt

u

xx

=0

u(0, t) = (, t) =0 t > 0

with the initial conditions

u(x, 0) = u

0

(x) = 0

u

t

(x, 0) = u

1

(x) = sin

x

.

0

6

6

6

6

6

89 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Soln of wave equation: example

2

u(x, t) =

n=1

_

a

n

cos

nt

+ b

n

sin

nt

_

sin

nx

.

u

0

(x) = 0, u

1

(x) = sin

x

.

The condition u

0

(x) = 0 implies that a

n

= 0 for all n.

The condition u

1

(x) = sin(x/)

u

1

6

6

6

6

6

(

n

) b

n

= {1, 0, 0, . . .} b

n

=

_

1

1

,

0

2

,

0

3

,

0

4

, . . .

_

.

Thus,

u(x, t) =

sin

t

sin

x

.

90 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Soln of wave equation: example

2

u(x, t) =

n=1

_

a

n

cos

nt

+ b

n

sin

nt

_

sin

nx

.

u

0

(x) = 0, u

1

(x) = sin

x

.

The condition u

0

(x) = 0 implies that a

n

= 0 for all n.

The condition u

1

(x) = sin(x/)

u

1

6

6

6

6

6

(

n

) b

n

= {1, 0, 0, . . .} b

n

=

_

1

1

,

0

2

,

0

3

,

0

4

, . . .

_

.

Thus,

u(x, t) =

sin

t

sin

x

.

91 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Soln of wave equation: example

2

u(x, t) =

n=1

_

a

n

cos

nt

+ b

n

sin

nt

_

sin

nx

.

u

0

(x) = 0, u

1

(x) = sin

x

.

The condition u

0

(x) = 0 implies that a

n

= 0 for all n.

The condition u

1

(x) = sin(x/)

u

1

6

6

6

6

6

(

n

) b

n

= {1, 0, 0, . . .} b

n

=

_

1

1

,

0

2

,

0

3

,

0

4

, . . .

_

.

Thus,

u(x, t) =

sin

t

sin

x

.

92 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Outline

1

Separation of variables for heat eqn.

2

Wave equation

3

DAlemberts solution

4

Laplaces equation

5

Particular solns

6

Sturm-Liouville theory

7

Wave equation on a disc

93 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

DAlemberts solution

Suppose the initial conditions are

u(x, 0) = u

0

(x), u

t

(x, 0) = u

1

(x) = 0.

Then b

n

= 0 and

u(x, t) =

n=1

a

n

cos

nt

sin

nx

.

From the identity

cos

nt

sin

nx

=

1

2

_

sin

n(x t)

+ sin

n(x + t)

_

,

we see

u(x, t) =

1

2

n=1

a

n

sin

n(x t)

+

1

2

n=1

a

n

sin

n(x + t)

.

94 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

DAlemberts solution

Suppose the initial conditions are

u(x, 0) = u

0

(x), u

t

(x, 0) = u

1

(x) = 0.

Then b

n

= 0 and

u(x, t) =

n=1

a

n

cos

nt

sin

nx

.

From the identity

cos

nt

sin

nx

=

1

2

_

sin

n(x t)

+ sin

n(x + t)

_

,

we see

u(x, t) =

1

2

n=1

a

n

sin

n(x t)

+

1

2

n=1

a

n

sin

n(x + t)

.

95 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

DAlemberts solution

Suppose the initial conditions are

u(x, 0) = u

0

(x), u

t

(x, 0) = u

1

(x) = 0.

Then b

n

= 0 and

u(x, t) =

n=1

a

n

cos

nt

sin

nx

.

From the identity

cos

nt

sin

nx

=

1

2

_

sin

n(x t)

+ sin

n(x + t)

_

,

we see

u(x, t) =

1

2

n=1

a

n

sin

n(x t)

+

1

2

n=1

a

n

sin

n(x + t)

.

96 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Travelling waves

u(x, t) =

1

2

n=1

a

n

sin

n(x t)

. .

Fourier series of u

0

(x) with xxt

+

1

2

n=1

a

n

sin

n(x + t)

. .

Fourier series of u

0

(x) with xx+t

The solution of

u

tt

= u

xx

, u(0, x) = u

0

(x), u

t

(0, x) = 0.

is

u(x, t) =

1

2

u

0

(x t) +

1

2

u

0

(x + t)

sum of left and right travelling waves

97 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Travelling waves

u(x, t) =

1

2

n=1

a

n

sin

n(x t)

. .

Fourier series of u

0

(x) with xxt

+

1

2

n=1

a

n

sin

n(x + t)

. .

Fourier series of u

0

(x) with xx+t

The solution of

u

tt

= u

xx

, u(0, x) = u

0

(x), u

t

(0, x) = 0.

is

u(x, t) =

1

2

u

0

(x t) +

1

2

u

0

(x + t)

sum of left and right travelling waves

98 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

DAlembert t = 0

t = 0 u(x, 0) =

1

2

u

0

(x 0) +

1

2

u

0

(x + 0).

0

2

0

2

t = 0

u

0

u

"

"

"

"

"b

b

b

b

b "

"

"

"

"b

b

b

b

b

%

%

%

%

%

%%e

e

e

e

e

ee

99 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

DAlembert t = /5

t = /5 u(x, /5) =

1

2

u

0

(x /5) +

1

2

u

0

(x +/5).

t =

5

"

"

"b

b

b

b

b

b

b "

"

"

"

"

"

"b

b

b

%

%

%

% e

e

e

e

100 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

DAlembert t = 2/5

t = 2/5 u(x, 2/5) =

1

2

u

0

(x 2/5) +

1

2

u

0

(x + 2/5).

t =

2

5

"b

b

b

b

b

b

b

b

b "

"

"

"

"

"

"

"

"b

%

% e

e

101 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

DAlembert t/2

t = /2 u(x, /2) =

1

2

u

0

(x /2) +

1

2

u

0

(x +/2).

t =

2

"

"

"

"

"

"

"

"

"

" b

b

b

b

b

b

b

b

b

b

102 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Summary soln of wave equation

u(x, t) =

n=1

_

a

n

cos

nt

+ b

n

sin

nt

_

sin

nx

.

What have we learned?

1

All Fourier modes oscillate in time forever.

2

High frequency waves oscillate faster than low frequency

ones.

For the heat equation, each Fourier mode sin(nx/) decays

exponentially.

For the wave equation, the magnitude of each Fourier mode

sin(nx/) stays the same.

103 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Outline

1

Separation of variables for heat eqn.

2

Wave equation

3

DAlemberts solution

4

Laplaces equation

5

Particular solns

6

Sturm-Liouville theory

7

Wave equation on a disc

104 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Laplaces equation

u

xx

+ u

yy

= 0 (x, y) (0, ) (0, )

u( x) = g( x) for all x .

where denotes boundary of .

u(0, y) = g

L

(y),

u(, y) = g

R

(y),

u(x, 0) = g

B

(x),

u(x, ) = g

T

(x).

x = 0 x =

y = 0

y =

g

B

g

T

g

L

g

R

105 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Laplaces equation

u

xx

+ u

yy

= 0 (x, y) (0, ) (0, )

u( x) = g( x) for all x .

where denotes boundary of .

u(0, y) = g

L

(y),

u(, y) = g

R

(y),

u(x, 0) = g

B

(x),

u(x, ) = g

T

(x).

x = 0 x =

y = 0

y =

g

B

g

T

g

L

g

R

106 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Laplaces equation

u

xx

+ u

yy

= 0 (x, y) (0, ) (0, )

u( x) = g( x) for all x .

where denotes boundary of .

u(0, y) = g

L

(y),

u(, y) = g

R

(y),

u(x, 0) = g

B

(x),

u(x, ) = g

T

(x).

x = 0 x =

y = 0

y =

g

B

g

T

g

L

g

R

107 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Example

u

xx

+ u

yy

= 0 (x, y)

u(0, y) = 0 0 y ,

u(, y) = 0 0 y ,

u(x, 0) = 0 0 x ,

u(x, ) = 1 0 < x < .

0

1

0 0

PDE and three of the boundary conditions are homogeneous.

Apply the SoV method to the homogeneous eqns.

Satisfy nal BC by using superposition.

108 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Example

u

xx

+ u

yy

= 0 (x, y)

u(0, y) = 0 0 y ,

u(, y) = 0 0 y ,

u(x, 0) = 0 0 x ,

u(x, ) = 1 0 < x < .

0

1

0 0

PDE and three of the boundary conditions are homogeneous.

Apply the SoV method to the homogeneous eqns.

Satisfy nal BC by using superposition.

109 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Separation of Variables

Substitute

u(x, y) = X(x)Y(y)

into u

yy

= u

xx

.

(y)

Y(y)

. .

function of y

=

X

(x)

X(x)

. .

function of x

= constant .

Thus

Y

= =

X

X

.

110 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Separation of Variables

Substitute

u(x, y) = X(x)Y(y)

into u

yy

= u

xx

.

(y)

Y(y)

. .

function of y

=

X

(x)

X(x)

. .

function of x

= constant .

Thus

Y

= =

X

X

.

111 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Separation of Variables

Substitute

u(x, y) = X(x)Y(y)

into u

yy

= u

xx

.

(y)

Y(y)

. .

function of y

=

X

(x)

X(x)

. .

function of x

= constant .

Thus

Y

= =

X

X

.

112 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Boundary conditions for X

With the boundary conditions u(0, y) = u(, y) = 0, we see

X(0) = X() = 0

Eigenvalue problem for X

X

= X, X(0) = X() = 0.

The solution to the eigenvalue problem is

n

=

_

n

_

2

, X

n

= sin

nx

, n = 1, 2, 3, . . .

113 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Solution for Y

For Y,

Y

=

n

2

2

Y

with general solution

Y

n

= a

n

sinh

ny

+ b

n

cosh

ny

, n = 1, 2, . . . .

The condition u(x, 0) = X(x)Y(0) = 0

implies Y(0) = 0 and hence b

n

= 0.

Then

Y

n

= a

n

sinh

_

ny

_

.

114 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Solution for Y

For Y,

Y

=

n

2

2

Y

with general solution

Y

n

= a

n

sinh

ny

+ b

n

cosh

ny

, n = 1, 2, . . . .

The condition u(x, 0) = X(x)Y(0) = 0

implies Y(0) = 0 and hence b

n

= 0.

Then

Y

n

= a

n

sinh

_

ny

_

.

115 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Solution for Y

For Y,

Y

=

n

2

2

Y

with general solution

Y

n

= a

n

sinh

ny

+ b

n

cosh

ny

, n = 1, 2, . . . .

The condition u(x, 0) = X(x)Y(0) = 0

implies Y(0) = 0 and hence b

n

= 0.

Then

Y

n

= a

n

sinh

_

ny

_

.

116 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Solution for Y

For Y,

Y

=

n

2

2

Y

with general solution

Y

n

= a

n

sinh

ny

+ b

n

cosh

ny

The condition u(x, 0) = X(x)Y(0) = 0

implies Y(0) = 0 and hence b

n

= 0.

Then

Y

n

= a

n

sinh

_

ny

_

.

117 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

SoV solns of Laplaces eqn

u

n

(x, y) = a

n

sinh

ny

sin

nx

.

Superposition

As Laplaces equation is linear and homogeneous and u

n

derived from three homogeneous boundary conditions,

u(x, y) =

n=1

a

n

sinh

ny

sin

nx

.

is a solution for coecients a

n

.

118 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Apply boundary condition for

y =

To determine a

n

, apply boundary condition u(x, ) = 1.

Set y = ,

u(x, ) =

n=1

a

n

sinh(n) sin

nx

= g

T

(x).

Multiply by sin mx/ and integrate

a

m

sinh(m)

2

=

_

0

g

T

(x) sin

mx

dx.

Hence

a

m

=

2

sinh(m)

_

0

g

T

(x) sin

mx

dx.

119 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Final solution

g

T

(x) = 1, 0 < x < 1

Thus

sinh(n) a

n

=

4

_

1

1

,

0

2

,

1

3

,

0

4

,

1

5

,

0

6

, . . .

_

.

Finally, we have the solution

u(x, t) =

4

_

sinh(

y

)

sinh

sin

x

+

sinh(

3y

)

3 sinh 3

sin

3x

+. . .

_

HOMEWORK

You can now try Problem 8 and 9

120 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Final solution

g

T

(x) = 1, 0 < x < 1

Thus

sinh(n) a

n

=

4

_

1

1

,

0

2

,

1

3

,

0

4

,

1

5

,

0

6

, . . .

_

.

Finally, we have the solution

u(x, t) =

4

_

sinh(

y

)

sinh

sin

x

+

sinh(

3y

)

3 sinh 3

sin

3x

+. . .

_

HOMEWORK

You can now try Problem 8 and 9

121 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Plot of solution

u(x, t) =

4

_

sinh(

y

)

sinh

sin

x

+

sinh(

3y

)

3 sinh 3

sin

3x

+. . .

_

0

0.5

1

0

0.5

1

0

0.5

1

potential solution and grid

potential solution contours

0 0.5 1

0

0.2

0.4

0.6

0.8

1

122 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Outline

1

Separation of variables for heat eqn.

2

Wave equation

3

DAlemberts solution

4

Laplaces equation

5

Particular solns

6

Sturm-Liouville theory

7

Wave equation on a disc

123 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

The heat equation:

inhomogeneous

u

t

u

xx

= f (x, t)

u(0, t) = g(t), u(, t) = h(t) for all t > 0

u(x, 0) = u

0

(x).

When f , g, or h are non-zero, the equation is said to be

inhomogeneous.

Particular solution

A particular solution u

p

(x, t) is such that

u

t

u

xx

= f (x, t)

u(0, t) = g(t), u(, t) = h(t) for all t > 0

No initial conditions applied to u

p

.

Then v = u u

p

obeys the homogeneous heat equation and it

can be found by Separation of Variables.

124 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

The heat equation:

inhomogeneous

u

t

u

xx

= f (x, t)

u(0, t) = g(t), u(, t) = h(t) for all t > 0

u(x, 0) = u

0

(x).

When f , g, or h are non-zero, the equation is said to be

inhomogeneous.

Particular solution

A particular solution u

p

(x, t) is such that

u

t

u

xx

= f (x, t)

u(0, t) = g(t), u(, t) = h(t) for all t > 0

No initial conditions applied to u

p

.

Then v = u u

p

obeys the homogeneous heat equation and it

can be found by Separation of Variables.

125 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Example

u

t

u

xx

= 0

u(0, t) = 1, u(, t) = 0

u(x, 0) = x/ .

Inhomogeneous, as the left boundary conditions is non-zero.

Put u

p

=

x

1. Then

u

p

t

= u

p

xx

, u

p

(0, t) = 1, u

p

(, t) = 0.

Let v(t, x) = u(t, x) u

p

(x). Then,

v

t

v

xx

= 0

v(0, t) = 0, v(, t) = 0

v(x, 0) = 1

126 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Example

u

t

u

xx

= 0

u(0, t) = 1, u(, t) = 0

u(x, 0) = x/ .

Inhomogeneous, as the left boundary conditions is non-zero.

Put u

p

=

x

1. Then

u

p

t

= u

p

xx

, u

p

(0, t) = 1, u

p

(, t) = 0.

Let v(t, x) = u(t, x) u

p

(x). Then,

v

t

v

xx

= 0

v(0, t) = 0, v(, t) = 0

v(x, 0) = 1

127 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Example

u

t

u

xx

= 0

u(0, t) = 1, u(, t) = 0

u(x, 0) = x/ .

Inhomogeneous, as the left boundary conditions is non-zero.

Put u

p

=

x

1. Then

u

p

t

= u

p

xx

, u

p

(0, t) = 1, u

p

(, t) = 0.

Let v(t, x) = u(t, x) u

p

(x). Then,

v

t

v

xx

= 0

v(0, t) = 0, v(, t) = 0

v(x, 0) = 1

128 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

We found already the solution for v,

v(x, t) =

2

_

e

2

t

sin

x

1

2

e

4

2

2

t

sin

2x

+. . .

_

(see section on SoV for homogeneous heat eqn)

and so

Solution

u(x, t) =

x

1 +

2

_

e

2

t

sin

x

1

2

e

4

2

2

t

sin

2x

+. . .

_

129 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

We found already the solution for v,

v(x, t) =

2

_

e

2

t

sin

x

1

2

e

4

2

2

t

sin

2x

+. . .

_

(see section on SoV for homogeneous heat eqn)

and so

Solution

u(x, t) =

x

1 +

2

_

e

2

t

sin

x

1

2

e

4

2

2

t

sin

2x

+. . .

_

130 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

The Poisson equation

(u

xx

+ u

yy

) = f (x, y) (3.14)

u( x) = g( x) x , (3.15)

where f (x, y) and g( x) are given functions.

Particular soln

a particular solution u

p

is a soln with g( x) = 0,

_

u

p

xx

+ u

p

yy

_

= f (x, y)

u

p

( x) = 0 x .

_

The v = u u

p

can be found by SoV techniques.

131 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

The Poisson equation

(u

xx

+ u

yy

) = f (x, y) (3.14)

u( x) = g( x) x , (3.15)

where f (x, y) and g( x) are given functions.

Particular soln

a particular solution u

p

is a soln with g( x) = 0,

_

u

p

xx

+ u

p

yy

_

= f (x, y)

u

p

( x) = 0 x .

_

The v = u u

p

can be found by SoV techniques.

132 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Particular soln

_

u

p

xx

+ u

p

yy

_

= f (x, y)

u

p

( x) = 0 x .

Look for a double Fourier series solution:

u

p

(x, y) =

n=1

m=1

d

nm

sin

nx

sin

my

,

for constants d

nm

.Then

_

u

p

xx

+ u

p

yy

_

=

n=1

m=1

d

nm

2

(n

2

+ m

2

) sin

nx

sin

my

.

133 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Particular soln

_

u

p

xx

+ u

p

yy

_

= f (x, y)

u

p

( x) = 0 x .

Look for a double Fourier series solution:

u

p

(x, y) =

n=1

m=1

d

nm

sin

nx

sin

my

,

for constants d

nm

.Then

_

u

p

xx

+ u

p

yy

_

=

n=1

m=1

d

nm

2

(n

2

+ m

2

) sin

nx

sin

my

.

134 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Example

Suppose that f (x, y) = 1. Then,

f (x, y) =

_

n=1

a

n

sin

nx

__

m=1

b

m

sin

my

_

=

n=1

m=1

(a

n

b

m

) sin

nx

sin

my

.

where

a

n

= b

n

=

4

_

1

1

,

0

2

,

1

3

,

0

4

,

1

5

,

0

6

, . . .

_

.

Comparing Fourier series,

d

nm

=

(a

n

b

m

)

2

(n

2

+ m

2

)

2

=

16

4

_

_

1

1

1

2

, 0,

1

3

1

10

, . . .

0, 0, 0, . . .

1

3

1

10

, 0,

1

33

1

18

, . . .

.

.

.

.

.

.

.

.

.

_

_

.

135 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Example

Suppose that f (x, y) = 1. Then,

f (x, y) =

_

n=1

a

n

sin

nx

__

m=1

b

m

sin

my

_

=

n=1

m=1

(a

n

b

m

) sin

nx

sin

my

.

where

a

n

= b

n

=

4

_

1

1

,

0

2

,

1

3

,

0

4

,

1

5

,

0

6

, . . .

_

.

Comparing Fourier series,

d

nm

=

(a

n

b

m

)

2

(n

2

+ m

2

)

2

=

16

4

_

_

1

1

1

2

, 0,

1

3

1

10

, . . .

0, 0, 0, . . .

1

3

1

10

, 0,

1

33

1

18

, . . .

.

.

.

.

.

.

.

.

.

_

_

.

136 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Plot of soln

The solution is

u

p

(x, y) =

n=1

m=1

d

nm

sin

nx

sin

my

.

0

0.5

1

0

0.5

1

0

0.02

0.04

0.06

0.08

temperature solution

isotherms

0 0.5 1

0

0.2

0.4

0.6

0.8

1

137 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Outline

1

Separation of variables for heat eqn.

2

Wave equation

3

DAlemberts solution

4

Laplaces equation

5

Particular solns

6

Sturm-Liouville theory

7

Wave equation on a disc

138 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Sturm-Liouville theory

Given

1

p: (0, 1) R, with p(x) > 0 for all x,

2

q: (0, 1) R and w : (0, 1) R with w(x) > 0 for all x.

Sturm-Liouville eigenvalue problem

Find eigenvalues and eigenfunctions y such that

d

dx

(p

dy

dx

) + qy = wy for 0 < x < 1,

0

y(0)

0

y

(0) = 0;

1

y(1) +

1

y

(1) = 0;

_

_

_

where

0

,

0

,

1

,

1

0 are given; e.g.,

y

(0) = 0; y(1) = 0.

for

0

=

1

= 0 and

0

= 1 =

1

139 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Square integrable fns

Let V be the space of square-integrable functions,

f V

_

1

0

f

2

dx < ,

and we write (, ) : V V R. The L

2

inner product is

(a, b) =

_

1

0

ab dx, which maps products of functions dened on

(0, 1) onto real numbers.

Then, can write

_

1

0

sin nx sin mx dx =

_

0, n = m

1/2, n = m

as

n

(x) = sin(nx) and (

n

,

m

) =

_

0, n = m

1/2, n = m.

140 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

SturmLiouville operator

From the Sturm-Liouville dierential equation

d

dx

(p

dy

dx

) + qy = wy for 0 < x < 1,

y

(0) = 0; y(1) = 0.

_

_

_

()

we dene the dierential operator

Ly = (py

+ qy.

The operator has two key properties:

1

L is a self-adjoint operator:

(Lu, v) = (u, Lv) u, v.

2

L is a positive operator if q(x) 0 for x (0, 1) :

(Lu, u) > 0, u = 0.

141 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Sturm-Liouville Theorem

The eigenvalues satisfying () are real and distinct and

1

<

2

< . . . <

n

< . . .

with

n

as n . If q(x) > 0, then

1

> 0.

There is one linearly independent eigenfunction y =

k

associated with each eigenvalue

k

, and

k

(x) has exactly

k 1 zeros in (0, 1).

142 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

SL Theorem ctd.

Dene

(

n

, w

m

) =

_

1

0

w(x)

n

(x)

m

(x) dx = 0, n = m.

The eigenfunctions are orthogonal with respect to the

weighted inner product, that is

(

n

, w

m

) =

_

1

0

w(x)

n

(x)

m

(x) dx = 0, n = m.

Any function f (x) such that

_

1

0

f (x)

2

dx < is

f (x) =

k=1

c

k

k

(x)

with coecients c

k

=

(f ,w

k

)

(

k

,w

k

)

.

143 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Orthogonal polynomials

(

n

, w

m

) =

_

1

0

w(x)

n

(x)

m

(x) dx = 0, n = m.

1

This generalizes Fourier modes,

k

= sin(kx), to cases

when w = 1.

2

Important examples are of eigenfunctions

k

are

Bessel functions ,

Legendre polynomials,

Chebyshev polynomials,

Hermite polynomials,

Jacobi polynomials.

HOMEWORK

You can now try Problem 10 and 11

144 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Orthogonal polynomials

(

n

, w

m

) =

_

1

0

w(x)

n

(x)

m

(x) dx = 0, n = m.

1

This generalizes Fourier modes,

k

= sin(kx), to cases

when w = 1.

2

Important examples are of eigenfunctions

k

are

Bessel functions ,

Legendre polynomials,

Chebyshev polynomials,

Hermite polynomials,

Jacobi polynomials.

HOMEWORK

You can now try Problem 10 and 11

145 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Outline

1

Separation of variables for heat eqn.

2

Wave equation

3

DAlemberts solution

4

Laplaces equation

5

Particular solns

6

Sturm-Liouville theory

7

Wave equation on a disc

146 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Wave equation on a disk

We want to nd u(r , t) such that

u

tt

= u

rr

+

1

r

u

r

(r , t) (0, 1) (0, ]

u

r

(0, t) = 0; u(1, t) = 0 t (0, ]

u(r , 0) = u

0

(r );

u

t

(r , 0) = 0 r [0, 1].

Derived by converting the wave equation in two dimensions

u

tt

= u

xx

+ u

yy

to polar coordinates and assuming radial symmetry.

147 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Separation of Variables

Substitute u(r , t) = R(r )T(t) into u

tt

= u

rr

+

1

r

u

r

.

RT

= R

T +

1

r

R

T

T

T

=

R

R

+

R

rR

=

Hence

d

dr

(r

dR

dr

) =

_

rR

+ R

_

= rR, r (0, 1)

R

(0) = 0; R(1) = 0

_

_

_

together with

T

= T, t [0, ]

supplemented with the initial conditions.

148 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Separation of Variables

Substitute u(r , t) = R(r )T(t) into u

tt

= u

rr

+

1

r

u

r

.

RT

= R

T +

1

r

R

T

T

T

=

R

R

+

R

rR

=

Hence

d

dr

(r

dR

dr

) =

_

rR

+ R

_

= rR, r (0, 1)

R

(0) = 0; R(1) = 0

_

_

_

together with

T

= T, t [0, ]

supplemented with the initial conditions.

149 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Separation of Variables

Substitute u(r , t) = R(r )T(t) into u

tt

= u

rr

+

1

r

u

r

.

RT

= R

T +

1

r

R

T

T

T

=

R

R

+

R

rR

=

Hence

d

dr

(r

dR

dr

) =

_

rR

+ R

_

= rR, r (0, 1)

R

(0) = 0; R(1) = 0

_

_

_

together with

T

= T, t [0, ]

supplemented with the initial conditions.

150 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Eigenvalue problem for R

Compare the Sturm-Liouville problem

d

dx

(p

dy

dx

) + qy = wy, x (0, 1)

y

(0) = 0; y(1) = 0

_

_

_

()

to

d

dr

(r

dR

dr

) = r R, r (0, 1)

R

(0) = 0; R(1) = 0

_

_

_

Since r > 0, we have a non-negative weight function w = r .

From S-L theory, there exist eigenvalues = a

2

< 0 and

associated with eigenfunctions R

n

satisfying

(R

n

, r R

m

) = 0, n = m.

151 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Eigenvalue problem for R

Compare the Sturm-Liouville problem

d

dx

(p

dy

dx

) + qy = wy, x (0, 1)

y

(0) = 0; y(1) = 0

_

_

_

()

to

d

dr

(r

dR

dr

) = r R, r (0, 1)

R

(0) = 0; R(1) = 0

_

_

_

Since r > 0, we have a non-negative weight function w = r .

From S-L theory, there exist eigenvalues = a

2

< 0 and

associated with eigenfunctions R

n

satisfying

(R

n

, r R

m

) = 0, n = m.

152 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Eigenvalue problem for R

Compare the Sturm-Liouville problem

d

dx

(p

dy

dx

) + qy = wy, x (0, 1)

y

(0) = 0; y(1) = 0

_

_

_

()

to

d

dr

(r

dR

dr

) = r R, r (0, 1)

R

(0) = 0; R(1) = 0

_

_

_

Since r > 0, we have a non-negative weight function w = r .

From S-L theory, there exist eigenvalues = a

2

< 0 and

associated with eigenfunctions R

n

satisfying

(R

n

, r R

m

) = 0, n = m.

153 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Eigenvalue problem for R

Compare the Sturm-Liouville problem

d

dx

(p

dy

dx

) + qy = wy, x (0, 1)

y

(0) = 0; y(1) = 0

_

_

_

()

to

d

dr

(r

dR

dr

) = r R, r (0, 1)

R

(0) = 0; R(1) = 0

_

_

_

Since r > 0, we have a non-negative weight function w = r .

From S-L theory, there exist eigenvalues = a

2

< 0 and

associated with eigenfunctions R

n

satisfying

(R

n

, r R

m

) = 0, n = m.

154 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Bessel functions

d

dr

(r

dR

dr

) =r R = a

2

rR,

R

The general solution is given by

R(r ) = AJ

0

(r a) + BY

0

(r a)

where J

0

and Y

0

are known as the zero order Bessel functions

of the rst and second kind respectively.

155 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Bessel functions

d

dr

(r

dR

dr

) =r R = a

2

rR,

R

The general solution is given by

R(r ) = AJ

0

(r a) + BY

0

(r a)

where J

0

and Y

0

are known as the zero order Bessel functions

of the rst and second kind respectively.

156 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Apply boundary conditions

R(r ) =AJ

0

(r a) + BY

0

(r a)

R

(r ) =aAJ

0

(r a) + aBY

0

(r a)

R

R(r ) = AJ

0

(r a)

R(1) = 0. Substituting r = 1 gives

AJ

0

(r a) = 0 a = x

1

, x

2

, x

3

, . . .

1

= x

2

1

,

2

= x

2

2

,

3

= x

2

3

, . . .

where x

1

, x

2

, . . . are the roots of J

0

(r ).

157 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Apply boundary conditions

R(r ) =AJ

0

(r a) + BY

0

(r a)

R

(r ) =aAJ

0

(r a) + aBY

0

(r a)

R

R(r ) = AJ

0

(r a)

R(1) = 0. Substituting r = 1 gives

AJ

0

(r a) = 0 a = x

1

, x

2

, x

3

, . . .

1

= x

2

1

,

2

= x

2

2

,

3

= x

2

3

, . . .

where x

1

, x

2

, . . . are the roots of J

0

(r ).

158 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Apply boundary conditions

R(r ) =AJ

0

(r a) + BY

0

(r a)

R

(r ) =aAJ

0

(r a) + aBY

0

(r a)

R

R(r ) = AJ

0

(r a)

R(1) = 0. Substituting r = 1 gives

AJ

0

(r a) = 0 a = x

1

, x

2

, x

3

, . . .

1

= x

2

1

,

2

= x

2

2

,

3

= x

2

3

, . . .

where x

1

, x

2

, . . . are the roots of J

0

(r ).

159 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Apply boundary conditions

R(r ) =AJ

0

(r a) + BY

0

(r a)

R

(r ) =aAJ

0

(r a) + aBY

0

(r a)

R

R(r ) = AJ

0

(r a)

R(1) = 0. Substituting r = 1 gives

AJ

0

(r a) = 0 a = x

1

, x

2

, x

3

, . . .

1

= x

2

1

,

2

= x

2

2

,

3

= x

2

3

, . . .

where x

1

, x

2

, . . . are the roots of J

0

(r ).

160 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Solution to eigenvalue problem

AJ

0

(r a) = 0 a = x

1

, x

2

, x

3

, . . .

0 5 10 15 20

0.5

0

0.5

1

x

1

x

2

x

3

J

0

(x)

Since = a

2

then we have innitely many eigenvalues

1

= x

2

1

,

2

= x

2

2

,

3

= x

2

3

, . . .

and associated eigenvectors

R

1

= J

0

(rx

1

), R

2

= J

0

(rx

2

), R

3

= J

0

(rx

3

), . . . .

161 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Solution for T and nal soln

T

T

= ,

n

= x

2

n

; R

n

= J

0

(rx

n

) n = 1, 2, 3, . . .

Solving T

= x

2

n

T gives

T

n

= c

n

cos x

n

t + d

n

sin x

n

t, n = 1, 2, . . . .

The general solution is

u(r , t) =

n=1

T

n

(t)R

n

(r ) =

n=1

(c

n

cos x

n

t + d

n

sin x

n

t)J

0

(rx

n

),

with coecients c

n

and d

n

determined from the initial

conditions.

162 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Solution for T and nal soln

T

T

= ,

n

= x

2

n

; R

n

= J

0

(rx

n

) n = 1, 2, 3, . . .

Solving T

= x

2

n

T gives

T

n

= c

n

cos x

n

t + d

n

sin x

n

t, n = 1, 2, . . . .

The general solution is

u(r , t) =

n=1

T

n

(t)R

n

(r ) =

n=1

(c

n

cos x

n

t + d

n

sin x

n

t)J

0

(rx

n

),

with coecients c

n

and d

n

determined from the initial

conditions.

163 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Apply initial condition

u(r , t) =

n=1

(c

n

cos x

n

t + d

n

sin x

n

t)J

0

(rx

n

)

Dierentiate term by term and set t = 0, to see

u

t

(r , 0) = 0

implies d

n

= 0.

Set t = 0 gives

u(r , 0) =

n=1

c

n

J

0

(rx

n

) = u

0

(r ).

Using S-L theory,

c

n

=

(u

0

, w R

n

)

(R

n

, w R

n

)

=

(u

0

, r J

0

(rx

n

))

(J

0

(rx

n

), r J

0

(rx

n

))

.

HOMEWORK

You can now try Problem 12

164 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Apply initial condition

u(r , t) =

n=1

(c

n

cos x

n

t + d

n

sin x

n

t)J

0

(rx

n

)

Dierentiate term by term and set t = 0, to see

u

t

(r , 0) = 0

implies d

n

= 0.

Set t = 0 gives

u(r , 0) =

n=1

c

n

J

0

(rx

n

) = u

0

(r ).

Using S-L theory,

c

n

=

(u

0

, w R

n

)

(R

n

, w R

n

)

=

(u

0

, r J

0

(rx

n

))

(J

0

(rx

n

), r J

0

(rx

n

))

.

HOMEWORK

You can now try Problem 12

165 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Apply initial condition

u(r , t) =

n=1

(c

n

cos x

n

t + d

n

sin x

n

t)J

0

(rx

n

)

Dierentiate term by term and set t = 0, to see

u

t

(r , 0) = 0

implies d

n

= 0.

Set t = 0 gives

u(r , 0) =

n=1

c

n

J

0

(rx

n

) = u

0

(r ).

Using S-L theory,

c

n

=

(u

0

, w R

n

)

(R

n

, w R

n

)

=

(u

0

, r J

0

(rx

n

))

(J

0

(rx

n

), r J

0

(rx

n

))

.

HOMEWORK

You can now try Problem 12

166 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Apply initial condition

u(r , t) =

(c

n

cos x

n

t + d

n

sin x

n

t)J

0

(rx

n

)

Dierentiate term by term and set t = 0, to see

u

t

(r , 0) = 0

implies d

n

= 0.

Set t = 0 gives

u(r , 0) =

n=1

c

n

J

0

(rx

n

) = u

0

(r ).

Using S-L theory,

c

n

=

(u

0

, w R

n

)

(R

n

, w R

n

)

=

(u

0

, r J

0

(rx

n

))

(J

0

(rx

n

), r J

0

(rx

n

))

.

HOMEWORK

You can now try Problem 12

167 / 168

Part II

20401

Separation of

variables for

heat eqn.

Wave

equation

DAlemberts

solution

Laplaces

equation

Particular

solns

Sturm-

Liouville

theory

Wave

equation on a

disc

Apply initial condition

u(r , t) =

(c

n

cos x

n

t + d

n

sin x

n

t)J

0

(rx

n

)

Dierentiate term by term and set t = 0, to see

u

t

(r , 0) = 0

implies d

n

= 0.

Set t = 0 gives

u(r , 0) =

n=1

c

n

J

0

(rx

n

) = u

0

(r ).

Using S-L theory,

c

n

=

(u

0

, w R

n

)

(R

n

, w R

n

)

=

(u

0

, r J

0

(rx

n

))

(J

0

(rx

n

), r J

0

(rx

n

))

.

HOMEWORK

You can now try Problem 12

168 / 168

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