Homework 1

§12.1
1. Solve the PDEs.
(a) uxx = 4y 2 u, (b) uyy = 4xuy

Sol. (a) If u = u(x), then u(x) = Ae2yx + Be−2yx . Thus the solution of this PDE is
u(x, y) = A(y)e2yx + B(y)e−2yx , where A(y) and B(y) are arbitrary.

(b) Setting uy = p, we have py = 4xp, and p = A(x)e4xy . Thus u(x, y) =

A(x) 4xy
4x e + B(x) = A1 (x)e4xy + B(x), where A1 (x) and B(x) are arbitrary.

2. Solve uxx = 0, uxy = 0.

Sol. Setting ux = p, we have px = 0, py = 0, and p = c = constant. Thus

u(x, y) = cx + A(y), where A(y) are arbitrary.

§12.3
1. Find u(x, t) for the string of length L = 1 and c2 = 1 when the initial velocity is
zero and the initial deflection f (x) is as follows.
(a) f (x) = 0.01(sin πx − 13 sin 3πx)
½
0.2x if 0 ≤ x ≤ 0.5
(b) f (x) = .
−0.2x + 0.2 if 0.5 ≤ x ≤ 1
2 2
Sol. We want to find a solution of the wave equation ∂∂tu2 = ∂∂xu2 satisfying the condi-
tions u(0, t) = 0, u(1, t) = 0 for all t, u(x, 0) = f (x), ut (x, 0) = 0 for all 0 ≤ x ≤ 1.
By the method of separating variables, we have
X∞
u(x, t) = (Bn cos nπt + Bn∗ sin nπt) sin nπx.
n=1
(Give the details of your answer.) From the Initial Conditions
∞ ¯ ∞
X ∂u ¯¯ X
u(x, 0) = Bn sin nπx = f (x), ¯ = Bn∗ nπ sin nπx = 0.
n=1
∂t t=0 n=1
Using Fourier Sine Series, Bn∗ = 0
Z 1
Bn = 2 f (x) sin nπxdx, n = 1, 2, · · · .
0
1 1
(a) B1 = 100 ,
B3 = − 300 and B2 = B4 = B5 = · · · = 0
The solution u is
1 1
u(x, t) = cos πt sin πx − cos 3πt sin 3πx.
100 300

Computational Science & Engineering (CSE) C. K. Ko

 Homework 2

(b)
Z 1/2 Z 1
Bn = 2[ 0.2x sin nπxdx + 0.2(1 − x) sin nπxdx]
0 1/2
0.8 sin nπ
2
= 2
.
(nπ)
The solution u is
X ∞
0.8 sin nπ
2
u(x, t) = 2
cos nπt sin nπx
n=1
(nπ)
0.8 1 1
= 2
[cos πt sin π − 2 cos 3πt sin 3πx + 2 cos 5πt sin 5πx + · · · ].
π 3 5

2. Find the deflection u(x, t) of the string of length L = π and c2 = 1 for

zero initial displacement and the initial velocity ut (x, 0) = 0.01x if 0 ≤ x ≤ 21 π,
ut (x, 0) = 0.01(π − x) if 21 π ≤ x ≤ π.
2 2
Sol. We want to find a solution of the wave equation ∂∂tu2 = ∂∂xu2 satisfying the
conditions u(0, t) = 0, u(π, t) = 0 for all t, u(x, 0) = 0 and ut (x, 0) = g(x) where
g(x) = 0.01x if 0 ≤ x ≤ 12 π, g(x) = 0.01(π − x) if 12 π ≤ x ≤ π.
By the method of separating variables, we have
X∞
u(x, t) = (Bn cos nt + Bn∗ sin nt) sin nx.
n=1
(Give the details of your answer.) From the Initial Conditions
X∞ ¯ ∞
∂u ¯¯ X
u(x, 0) = Bn sin nx = 0, ¯ = nBn∗ sin nx = g(x).
n=1
∂t t=0 n=1
Using Fourier Sine Series, Bn = 0 and
Z π
∗ 2
Bn = g(x) sin nxdx
nπ 0
Z π/2 Z π
2
= [ 0.01x sin nxdx + 0.01(π − x) sin nxdx]
nπ 0 π/2
nπ
0.04 sin 2
= .
n3 π
The solution u is
X∞
0.04 sin nπ
2
u(x, t) = 3
sin nt sin nx
n=1
n π
0.04 1 1
= [sin t sin x − 3 sin 3t sin 3x + 3 sin 5t sin 5x + · · · ].
π 3 5
Computational Science & Engineering (CSE) C. K. Ko
 Homework 3

§12.4
1. Using d’Alembert’s solution, find the deflection u(x, t) of a vibrating string
(length L = 1, ends fixed, c = 1) staring with initial velocity 0 and initial deflection
f (x) = 0.01x(1 − x).
2 2
Sol. The d’Alembert’s solution of the wave equation ∂∂tu2 = ∂∂xu2 satisfying u(x, 0) =
f (x) = 0.01x(1 − x), ut (x, 0) = 0 is
1
u(x, t) = [f (x + t) + f (x − t)]
2
= 0.005[(x + t)(1 − x − t) + (x − t)(1 − x + t)]
= 0.01(x − x2 − t2 ).

2. Find the type, transform to normal form, and solve.

(a) uxx − 2uxy + uyy = 0
(b) uxx − 4uxy + 3uyy = 0.

Sol. (a) discriminant AC − B 2 = 1 · 1 − 12 = 0 −→ type : parabolic,

characteristic equation : y 02 + 2y 0 + 1 = 0, y 0 = −1, y = −x + c,
new variables : v = x, w = Φ = Ψ = x + y
normal form : uvv = 0
Thus the solution is uv = f (w) and u = vf (w) + g(w) = xf (x + y) + g(x + y).

(b) discriminant AC − B 2 = 1 · 3 − 22 = −1 < 0 −→ type : hyperbolic,

characteristic equation : y 02 +4y 0 +3 = 0, y 0 = −1, −3, y = −x+c, y = −3x+c0 ,
new variables : v = Φ = x + y, w = Ψ = 3x + y
normal form : uvw = 0
Thus the solution is uv = f (v) and u = g(v) + h(w) = g(x + y) + h(3x + y).

§12.5
1. A laterally insulated bar of length 10cm and constant cross-sectional area 1cm2 ,
of density 10.6gm/cm3 , thermal conductivity 1.04cal/(cm sec ◦ C), and specific heat
0.056 cal/(gm ◦ C)(this corresponds to silver, a good heat conductor) has initial tem-
perature f (x) and is kept at 0◦ C at the ends x = 0 and x = 10. Find the temperature
u(x, t) at later times.
(a) f (x) = sin 0.1πx + 21 sin 0.2πx
(b) f (x) = 1 − 0.2|x − 5|

K 1.04
Sol. Note c2 = σρ = 0.056×10.6 ≈ 1.75, c ≈ 1.32.

Computational Science & Engineering (CSE) C. K. Ko

 Homework 4

By the method of separating variables, the heat equation

∂u ∂ 2u
= c2 2
∂t ∂x
satisfying u(0, t) = 0, u(10, t) = 0 for all t, u(x, 0) = f (x), 0 ≤ x ≤ 10 has a
solution ∞
X nπx −λ2n t
u(x, t) = Bn sin e ,
n=1
10
2 2 2
where λ2n = ( cnπ 2 c n π 2 2
10 ) = 100 = 0.0175π n . (Give the details of your answer.)
From the Initial Conditions
∞
X nπx
u(x, 0) = Bn sin = f (x),
n=1
10

and using Fourier sine series

1
R 10
Bn = 5 0 f (x) sin nπx
10 dx, n = 1, 2, ...

(a) B1 = 1, B2 = 12 , B3 = B4 = · · · = 0

The solution u(x, t) is

2 2
u(x, t) = sin(0.1πx)e−λ1 t + 0.5 sin(0.2πx)e−λ2 t
2 2
= sin(0.1πx)e−0.0175π t + 0.5 sin(0.2πx)e−0.07π t .

(b)
Z
1 10 nπx
Bn = (1 − 0.2|x − 5|) sin dx
5 0 10
Z 5 Z 10
1 nπx nπx
= [ x sin dx + (10 − x) sin dx]
25 0 10 5 10
8 nπ
= sin .
(nπ)2 2
The solution is
∞
X 8 nπ nπx −0.0175π2 n2 t
u(x, t) = sin sin e
n=1
(nπ)2 2 10
8 −0.0175π 2 t 1 −0.1575π 2 t
= [sin(0.1πx)e − sin(0.3πx)e
π2 32
1 2
+ 2 sin(0.5πx)e−0.4375π t + · · · ].
5

Computational Science & Engineering (CSE) C. K. Ko

 Homework 5

2. (a) For the completely insulated bar, ux (0, t) = 0, ux (π, t) = 0, u(x, 0) = π 2 − x2 ,

find the temperature with c = 1.
(b) Find the temperature of the bar in (a) if the left end is kept at 0◦ C, the right
end is insulated, and the initial temperature is u0 = const.

Sol. (a) By the method of separating variables, the heat equation

∂u ∂ 2 u
= 2
∂t ∂x
satisfying ux (0, t) = 0, ux (π, t) = 0 for all t and u(x, 0) = f (x), 0 ≤ x ≤ π has a
solution ∞
X 2
u(x, t) = A0 + An cos nxe−n t .
n=1
(Give the details of your answer.) From the Initial Conditions
∞
X
u(x, 0) = A0 + An cos nx = f (x),
n=1
using Fourier cosine series
Z
1 π 2 2π 2
A0 = (π − x2 )dx = ,
π 0 3
Z
2 π 2 4 cos nπ
An = (π − x2 ) cos nxdx = − .
π 0 n2
The solution is
∞
2π 2 X 4 cos nπ −n2 t
u(x, t) = + − cos nxe
3 n=1
n2
2π 2 1 1
= + 4[cos xe−t − 2 cos 2xe−4t + 2 cos 3xe−9t + · · · ].
3 2 3
(b) Consider
∂u ∂ 2 u
= 2
∂t ∂x
u(0, t) = 0, ux (π, t) = 0 for all t and u(x, 0) = u0 , 0 ≤ x ≤ π .

By the method of separating variables, set u(x, t) = F (x)G(t). Then

00
Ġ F
= = k,
G F
and we have two ODEs
00
F − kF = 0, Ġ − kG = 0.

Computational Science & Engineering (CSE) C. K. Ko

 Homework 6

From the Boundary Conditions

u(0, t) = F (0)G(t) = 0 for all t,
ux (π, t) = F 0 (π)G(t) = 0 for all t.
If G ≡ 0, then u ≡ 0, which is of no interest. Hence, G 6= 0 and F (0) = F 0 (π) = 0.

Case k > 0, k = µ2 . F 00 − µ2 F = 0 and F (x) = Aeµx + Be−µx . Since F (0) =

F 0 (π) = 0, F ≡ 0 and u ≡ 0, which is of no interest.
Case k = 0. F 00 = 0 ⇒ F (x) = A + Bx, F (0) = A = 0, F 0 (π) = B = 0. F ≡ 0
and u ≡ 0, which is of no interest.
Case k < 0, k = −p2 (p > 0). F 00 + p2 F = 0 ⇒ F (x) = A cos px + B sin px.
F (0) = A = 0, and F 0 (π) = Bp cos(pπ) = 0.
p = 2n−1
2 , n = 1, 2, · · · and setting B = 1, we obtain
2n − 1
F (x) = Fn (x) = sin x, n = 1, 2, · · · .
2
The other ODE Ġ + p2 G = 0, p = 2n−1
2 , has a solution
2n−1 2
Gn (t) = Bn e−( 2 ) t , n = 0, 1, · · · .
Hence, solutions of the heat equation are
2n − 1 −( 2n−1 )2 t
un (x, t) = Fn (x)Gn (t) = Bn sin xe 2 , n = 0, 1, · · · .
2
∞
X
Since the heat equation is linear and homogeneous, un (x, t) is a solution.
n=0
∞
X ∞
X 2n − 1 −( 2n−1 )2 t
u(x, t) = un (x, t) = Bn sin xe 2 .
n=0 n=1
2
From the Initial Conditions
∞
X 2n − 1
u(x, 0) = Bn sin x = u0 .
n=1
2
Multiplying by sin 2m−1
2 x on both sides and integrating from 0 to π,
4u0
Bm = (2m−1)π .
The solution is
∞
X 4u0 2n − 1 −( 2n−1 )2 t
u(x, t) = sin xe 2
n=1
(2n − 1)π 2
4u0 x − 12 t 1 3x − 322 t 1 5x − 522 t
= [sin e 2 + sin e 2 + sin e 2 + · · · ].
π 2 3 2 5 2

Computational Science & Engineering (CSE) C. K. Ko