Math 5C Final Review Outline

The nal exam is scheduled for Tuesday, March 18, 12:00-15:00, in HFH 1104.
The exam will cover sections 10.1-10.8, 10.10, 11.1-11.3, 12.1-12.3,12.5,12.8 in the text book.
Note cards and calculators will not be permitted during the exam.
The outline below summarizes the main topics from Chapter 12. Please refer to the
Midterm Review Outline for a summary of material in Chapters 10 and 11.
There are probably a few typos. Beware!
(1) Vibrating string
(a) The solution u(x, t) of the following initial boundary value problem describes
small vertical displacement of a point at position x a string of length L at time
t. The uniform density of the string is , and its tension is T. The ends of the
string are held xed.
u
tt
(x, t) = c
2
u
xx
(x, t); 0 x L, t 0; c
2
=
T

(WE)
u(0, t) = 0, u(L, t) = 0; t 0 (BC)
u(x, 0) = f(x), u
t
(x, 0) = g(x); 0 x L. (IC)
The wave equation (WE) was derived using Newtons law to balance forces.
The boundary conditions (BC) indicate that the ends of the string are held
xed. The initial conditions (IC) specify the initial displacement f(x) and the
initial velocity g(x).
(b) The method of separation of variables was used to nd a collection of solutions
to (WE) and (BC):
u
n
(x, t) =
_
A
n
cos
cnt
L
+ B
n
sin
cnt
L
_
sin
nx
L
, n = 1, 2, 3, . . .
The solution u
n
(x, t) is periodic in t with period
2L
cn
.
(c) Since (WE) and (BC) are linear and homogeneous, these solutions can be com-
bined using the superposition principle to express the general solution of (WE),(BC):
(GSWE) u(x, t) =

n=1
_
A
n
cos
cnt
L
+ B
n
sin
cnt
L
_
sin
nx
L
.
The solution u(x, t) is periodic in t with period
2L
c
.
(d) The initial conditions (IC) are satised by using the Fourier half-range sine series
expansion for f(x) and g(x) to determine the coecients A
n
and B
n
:
A
n
=
2
L
_
L
0
f(x) sin
nx
L
dx, n = 1, 2, 3, . . .
cn
L
B
n
=
2
L
_
L
0
g(x) sin
nx
L
dx, n = 1, 2, 3, . . .
(e) In the case when g(x) = 0 in (IC), we showed that the solution in (GSWE) can
also be written as
u(x, t) =
1
2
[f

(x ct) + f

(x + ct)],
in which f

is the odd 2L-periodic extension of f(x) to R. This formula is useful

in visualizing the actual motion of the string.
(2) Heat conduction in a thin rod
(a) The solution u(x, t) of the following initial boundary value problem represents
the temperature at position x and time t within a thin heat conducting rod of
length L and xed cross section. The uniform density of the rod material is ,
its heat capacity is , and its thermal conductivity is . The lateral surface of
the rod is perfectly insulated, and its ends are held at 0
o
.
u
t
(x, t) = c
2
u
xx
(x, t); 0 x L, t 0; c
2
=

(HE)
u(0, t) = 0, u(L, t) = 0; t 0 (BC
1
)
u(x, 0) = f(x); 0 x L. (IC
1
)
The heat equation (HE) balances the rate of change in temperature within each
small section of the rod with the heat ux across the ends of the section. The
boundary conditions (BC
1
) express that the temperature of the ends of the rod
are held at 0
o
. The initial condition (IC
1
) species the initial temperature along
the rod.
(b) The method of separation of variables led to a collection of special solutions to
(HE),(BC
1
):
u
n
(x, t) = e
[(
cn
L
)
2
t]
sin
nx
L
; n = 1, 2, 3, . . .
(c) Using superposition, the general solution of (HE),(BC
1
) is
(GSHE) u(x, t) =

n=1
B
n
e
[(
cn
L
)
2
t]
sin
nx
L
.
Notice that lim
t
u(x, t) = 0, which is the steady state solution in this problem.
(d) The initial condition (IC
1
) is satised by dening the coecients to be the Fourier
sine coecients of f(x):
B
n
=
2
L
_
L
0
f(x) sin
nx
L
dx, n = 1, 2, 3, . . .
(e) A steady state solution of the heat equation is one which is independent of
time: u(x, t) = U(x). By substitution into (HE), U(x) must satisfy the ODE
U

(x) = 0. The general steady state solution is therefore U(x) = c

1
+ c
2
x, for
some pair of constants c
1
and c
2
.
(f) The steady state temperature of a rod of length L whose ends are held at xed
nonzero temperatures T
1
at x = 0 and T
2
at x = L is
(SS) U(x) = T
1
+
T
2
T
1
L
x.
(g) The solution u(x, t) of the heat equation (HE),(IC
1
) with the inhomogeneous
boundary conditions
(BC
2
) u(0, t) = T
1
, u(L, t) = T
2
; t 0
can be found in the form
u(x, t) = U(x) + v(x, t)
where U(x) is the steady state solution (SS) and v(x, t) solves the heat equa-
tion (HE) with homogeneous boundary conditions (BC
1
) and initial condition
v(x, 0) = f(x) U(x), 0 x L. Notice that lim
t
u(x, t) = U(x).
(h) The method of separating variables can also be used to solve the heat equation
(HE) with insulated or adiabatic boundary conditions
(BC
3
) u
x
(0, t) = 0, u
x
(L, t) = 0; t 0.
The general solution is given by
u(x, t) = A
0
+

n=1
A
n
e
[(
cn
L
)
2
t]
cos
nx
L
.
The initial condition (IC
1
) is satised by choosing the coecients to be the
Fourier cosine coecients of f(x)
A
0
=
1
L
_
L
0
f(x) dx
A
n
=
2
L
_
L
0
f(x) cos
nx
L
dx, n = 1, 2, 3, . . .
Notice that lim
t
u(x, t) = A
0
, the steady state solution in this case being the
average of the initial temperature distribution f(x).
(3) Heat conduction in a thin plate
(a) The temperature u(x, y, t) within a thin rectangular heat conducting plate whose
lateral faces are perfectly insulated is governed by the two dimensional heat
equation
u
t
(x, y, t) = c
2
(u
xx
(x, y, t) + u
yy
(x, y, t)) = c
2
u(x, y, t) (2DHE)
0 x a, 0 y b.
(b) The partial dierential operator = (

x
)
2
+ (

y
)
2
is called the Laplacian.
(c) Steady state solutions u(x, y, t) = U(x, y) of (2DHE) satisfy Laplaces equation
(LE) U(x, y) = U
xx
(x, y, t) + U
yy
(x, y) = 0; 0 x a, 0 y b.
(d) Steady state solutions in a rectangle can be found using separation of variables.
For example, the solution of (LE) with the boundary conditions
u(0, y) = u(a, y) = 0; 0 y b
u(x, 0) = 0, u(x, b) = f(x); 0 x a
is given by
u(x, t) =

n=1
B
n
sin
nx
a
sinh
ny
a
sinh
nb
a
B
n
=
2
a
_
a
0
f(x) sin
nx
a
dx, n = 1, 2, 3, . . .
Here, the sides and bottom edge of the plate are held at 0
o
, and the top edge
has the temperature distribution f(x).
(e) The solution of (LE) with the the nonzero temperature along a dierent edge
can be obtained from the previous solution using changes of coordinates.
(f) The solution of (LE) with the the nonzero temperatures along a several edges
can be obtained using superposition.
(4) Vibrating rectangular membrane
(a) The small vertical displacement u(x, y, t) of a rectangular vibrating membrane
is a solution of the following initial boundary value problem
u
tt
(x, y, t) = c
2
(u
xx
(x, y, t) + u
yy
(x, y, t)); 0 x a, 0 y b, t 0 (2DWE)
u(0, y, t) = u(a, y, t) = 0; 0 y b, t 0 (BC
4
)
u(x, 0, t) = u(x, b, t) = 0; 0 x a, t 0
u(x, y, 0) = f(x, y, ), u
t
(x, y, 0) = g(x, y); 0 x a, 0 y b. (IC
2
)
(b) The general solution of (2DWE) with the boundary conditions (BC
4
) is
u(x, y, t) =

m=1

n=1
[A
mn
cos
mn
t + B
mn
sin
mn
t] sin
mx
a
sin
ny
b
,

2
mn
= c
2
_
_
m
a
_
2
+
_
n
b
_
2
_
.
(c) The initial conditions (IC
2
) are satised by using the double Fourier series ex-
pansion of the functions f and g to determine the coecients as follows
A
mn
=
4
ab
_
a
0
_
b
0
f(x, y) sin
mx
a
sin
ny
b
dxdy, m, n = 1, 2, 3, . . .
B
mn
=
4
ab
mn
_
a
0
_
b
0
g(x, y) sin
mx
a
sin
ny
b
dxdy, m, n = 1, 2, 3, . . .
(5) Eigenvalue problems
(a) In the process of solving the vibrating string, the heat conducting rod with zero
temperature at the ends, and the steady state heat conduction in a rectangular
plate, we encountered the problem
F

(x) = kF(x), 0 x L; F(0) = F(L) = 0.

By considering the cases k > 0, k = 0, k < 0, nonzero solutions were found
only when k = (
n
L
)
2
, n = 1, 2, . . ., and the corresponding solutions were
F
n
(x) = sin
nx
L
.
(b) For the rod with insulated ends, separation of variables leads to the eigenvalue
problem
F

(x) = kF(x), 0 x L; F

(0) = F

(L) = 0.
This has nonzero solutions only when k = (
n
L
)
2
, n = 0, 1, 2, . . ., and the
corresponding solutions are F
n
(x) = cos
nx
L
. Notice that n = 0 produces k = 0
and the constant solution F
0
(x) = 1.
(c) In solving the vibrations of a 2d rectangular membrane, we came up with a 2d
eigenvalue problem
U(x, y) = kU(x, y), 0 x a, 0 y b
U(x, 0) = U(x, b) = 0; 0 x a
U(0, y) = U(a, y) = 0; 0 y b.
Here, there are nonzero solutions for k = [(
m
a
)
2
+ (
n
b
)
2
]; m, n = 1, 2, . . ., and
the solutions are U
mn
(x, y) = sin
mx
a
sin
ny
b
; m, n = 1, 2, . . ..
Review Questions
(1) Write down the three important PDEs that we have learned.
(2) What is the method of separating variables for PDEs?
(3) What is the superposition principle? Give an example in the context of PDEs.
(4) What role does Fourier series play in this chapter?
(5) What are the eigenfunctions and their frequencies of the vibrating string?
(6) What are two types of boundary conditions that we have considered?
(7) Explain mathematically (not physically) why we got exponential functions in sepa-
rating variables for the heat equation, but not the wave equation.
(8) What do we expect to happen as time tends to innity for a solution of the heat
equation? What about the wave equation?
(9) Find the vertical displacement u(x, t) of a a vibrating string of length , extending
from 0 to , with tension T equal to the density , starting with zero velocity and
displacement equal to:
(a) f(x) = sin x +
1
2
sin 2x
(b) f(x) = x( x)
(10) Find the temperature distribution u(x, t) in a laterally insulated thin copper rod
(c
2
= 1.158 cm
2
/sec), 50 cm long and of constant cross section with endpoints at
x = 0 and x = 50 kept at 0
o
C and initial temperature:
(a) f(x) = sin(x/50)
(b) f(x) = x(50 x)
(11) Find the temperature distribution u(x, t) in a laterally insulated bar of length , ex-
tending from x = 0 to x = , with c
2
= 1, adiabatic (insulated) boundary conditions
and initial temperature u(x, 0) = 100 cos 4x, 0 x .
(12) Let f(x, y) = u(x, y, 0) be the initial temperature in a thin square plate of side
with edges kept at 0
o
C and faces perfectly insulated. Using separation of variables
derive from u
t
= c
2
u the solution
u(x, y, t) =

m=1

n=1
B
mn
sin mx sin ny e
c
2
(m
2
+n
2
)t
,
where
B
mn
=
4

2
_

0
_

0
f(x, y) sin mx sin ny dxdy.
(13) Let (x) be a twice dierentiable function dened for x R. Show that the function
u(x, t) = (x ct) is a solution of the wave equation u
tt
= c
2
u
xx
.
(14) Show that the function u(x, y) = ln(x
2
+ y
2
) is a solution of Laplaces equation
u
xx
+ u
yy
= 0.
Solutions to Review Questions
(1)
1D 2D
Wave Equation u
tt
= c
2
u
xx
u
tt
= c
2
u
Heat Equation u
t
= c
2
u
xx
u
t
= c
2
u
Laplace Equation u = 0
(2) Separation of variables consists of nding solutions of a PDE in the form of a product
of functions each depending on only one (or some) of the independent variables.
(3) The set of solutions to a linear homogeneous problem is closed under addition and
scalar multiplication. For example, see (GSWE) or (GSHE) above.
(4) Fourier series expansions are used to select coecients so as to satisfy initial or
boundary conditions.
(5) The functions F
n
(x) = sin
nx
L
satisfy the eignevalue problem
F

n
(x) = kF
n
(x); F
n
(0) = F
n
(L) = 0; k =
_
n
L
_
2
.
The corresponding frequencies of the string are
n
=
cn
2L
, c =
_
T

.
(6) Dirichlet boundary conditions are those which prescribe the solution on the bound-
ary, such as in (BC),(BC
1
),(BC
4
). Neumann boundary conditions prescribe the
derivative of the solution on the boundary, such as in (BC
3
).
(7) In separating variables for the heat equation, we arrived a the ODE G

(t) = (
cn
L
)
2
G(t),
the solutions of which decay exponentially. The corresponding ODE for the wave
equation was G

(t) = (
cn
L
)
2
G(t), the solutions of which are periodic.
(8) Typically, solutions to an initial boundary value problem for the heat equation will
decay exponentially to a steady state. Solutions solutions to an initial boundary
value problem for the wave equation are typically time periodic.
(9) The general solution of the wave equation (WE) and the boundary conditions (BC)
is (GSWE). Since T = , we have c = 1. The length is L = . So we have
u(x, t) =

n=1
(A
n
cos nt + B
n
sin nt) sin nx.
Since the initial velocity is zero, B
n
= 0, n = 1, 2, . . ..
In part (a), A
1
= 1, A
2
=
1
2
, and A
n
= 0, n = 3, 4, . . ..
In part (b),
A
n
=
2

_

0
x( x) sin nx dx; n = 1, 2, . . .
(10) The temperature on the boundary is 0
o
. The general solution of (HE) with the
boundary conditions (BC
1
) is given in (GSHE). Here, L = 50 and c
2
= 1.158. So we
have
u(x, t) =

n=1
B
n
e
[(
cn
50
)
2
t]
sin
nx
50
, c
2
= 1.158.
In part (a), B
1
= 1, and B
n
= 0, n = 2, 3, . . ..
In part (b),
B
n
=
2
50
_
50
0
x(50 x) sin
nx
50
dx, n = 1, 2, . . .
(11) Since the ends are insulated, the steady state is a constant which must be the average
of the initial temperature
U(x) =
1

_

0
100 cos 4x dx = 0.
(12) Start by looking for solutions of (2DHE) and (BC
4
) in the formu(x, y, t) = (t)(x, y).
Substitution of u into (2DHE) gives

(t)(x, y) = c
2
(t)(x, y), or

(t)
(t)
=
(x, y)
(x, y)
= k,
for some constant k. We need to solve the eigenvalue problem
(x, y) = k(x, y) for 0 x, y ,
with the boundary condititions
(0, y) = (, y) = 0; 0 y
(x, 0) = (x, ) = 0; 0 x .
As we have seen, nonzero solutions can be found only when k =
2
mn
= m
2
+ n
2
,
and the corresponding solutions are

mn
(x, y) = sin mx sin ny m, n = 1, 2, . . . .
With these values for k, the equation for (t) is now

(t) = c
2

2
mn
(t),
which has the solution

mn
(t) = e
c
2

2
mn
t
.
We have found a collection of solutions of (2DHE),(BC
4
)
u
mn
(x, y, t) = sin mxsin ny e
c
2

2
mn
t
m, n = 1, 2, . . . .
By superposition, a general solution of(2DHE),(BC
4
) is
u(x, y, t) =

m=1

n=1
B
mn
sin mxsin ny e
c
2

2
mn
t
.
In order to satisfy the initial condition u(x, y, 0) = f(x, y), choose the coecients
B
mn
to be the double Fourier sine coecients of f(x, y). This results in the stated
formula, since a = b = .
(13) By the chain rule,
u
x
(x, t) =

(x ct), u
xx
(x, t) =

(x ct),
u
t
(x, t) = c(x ct), u
tt
(x, t) = c
2

(x ct).
Therefore,
u
tt
c
2
u
xx
= 0.
(14) By the chain rule,
u
x
(x, y) =
2x
x
2
+ y
2
.
Taking the second derivative gives
u
xx
(x, y) =
2x
2
+ 2y
2
(x
2
+ y
2
)
2
.
In the same way,
u
yy
(x, y) =
2x
2
2y
2
(x
2
+ y
2
)
2
.
Therefore, u = 0, for x
2
+ y
2
= 0.