CHAPTER 10

EIGENVALUES AND BOUNDARY VALUE PROBLEMS

SECTION 10.1 STURM-LIOUVILLE PROBLEMS

AND EIGENFUNCTION EXPANSIONS

1. In the notation of Equation (9) in Section 10.1 of the text we have al = PI = ° and

a2 = !h = 1, so Theorem 1 implies that the eigenvalues are all nonnegative. If A = 0, then y" = ° implies that y(x) = Ax + B. Then y'(x) = A, so the endpoint conditions yield A = 0, but B remains arbitrary. Hence Ao = ° is an eigenvalue with eigenfunction

yo(x) = 1.

If A = if > 0, then the equation y" + ely = ° has general solution

y(x) = A cos ax + B sin ax,

with

y'(x) = -Aa sin ax + Ba cos ax.

Then y'(O) = ° yields B = ° so A -:1= 0, and then

y'(L) = -Aa sin aL = 0,

so aL must be an integral multiple of n: Thus the nth positive eigenvalue is

and the associated eigenfunction is

nnx Yn(x) = cOS-.

L

2. In the notation of Equation (9) in this section we have al = !h = 1 and a2 = PI = 0, so Theorem 1 implies that the eigenvalues are all nonnegative. If A = 0, then y" = ° implies y(x) = Ax + B. But then yeO) = B = ° and y'(L) = A = 0, so it follows that ° is not an eigenvalue. We may therefore write A = if > 0, so our equation is

550 Cha~er10

y" + dy = 0 with general solution

y(x) = A cos ax + B sin ax.

Now yeO) = A = 0, so y(x) = B sin ax and

y'(x) = Bacos ax.

Hence

y'(L) = Ba cos aL = 0,

so it follows that aL must be an odd multiple of ;r/2. Thus

(2n-l);r

a = ....:___-,--

n 2L

3. If A = 0 then y" = 0 yields y(x) = Ax + B as usual. But y'(O) = A = 0, and then hy(L) + y'(L) = h(B) + 0 = 0, so B = 0 also. Thus A = 0 is not an eigenvalue. If A = d > 0 so our equation is y" + dy = 0, then

y(x) = A cos ax + B sin ax,

so

y'(x) = -Aa sin ax + Ba cos ax.

Now y'(O) = 0 yields B = 0, so we may write

y(x) = cos ax,

y'(x) = -a sin ax.

The equation

hy(L) + y'(L) = h cos aL - a sin al. = 0

then gives

h hL

tanaL = - = -, a aL

so f3n anL is the nth positive root of the equation

hL

tanx = -. x

Thus

Finally, a sketch of the graphs y = tanx and y = hLlx indicates that f3n ::::; (n - l);r for n large.

Section 10.1

551

4. Here al = h > 0, a2 = 131 = 1, and f3z = 0, so by Theorem 1 in Section 10.1 there are no negative eigenvalues. If A = 0 and y(x) = Ax + B, then the equations

hyCO) - y'(O) = hB - A = 0,

y(L) = AL + B = 0

imply h = AlB = -1 I L < O. Thus 0 is not an eigenvalue. If A = d > 0 and

y(x) = A cos ax + B sin ax,

then the condition hyCO) = y'(O) yields B = hAl a, so y(x) = A(acosax+hsinax) a

A (fJ cos f3x + hL sin fJx)

13 L L

where fJ = al.. Then the condition

y(L) = A (fJ cos fJ+ hL sin fJ) = 0 fJ

reduces to tan fJ = _L. hL

6. Yn(x) = sin(2n-l)Jrx soEquation(25)inSectionl0.1-with r(x)=I-yields

2L

Gil =

fL f(x) sin (2n-l)Jrx dx L

o 2L = ~J f( ) . (2n -1)Jrx dx

L X SIn ,

J . 2 (2n -l)JrX dx L 0 2L

sm --'-- _ __:___

o 2L

because the denominator integral here evaluates - by use of the trigonometric identity sirr' A = t(1-cos2A)- to L12.

7. The coefficient en in Eq. (23) of this section is given by Formula (25) with j(x) = rex) = 1, a = 0, b = L, and Yn(x) = sin fJnx. Using the fact that tan fJ" = - fJn, so

L hL

sinfJ cos fJ

__ " = _ n we find that

fJn hL '

JL sirr' fJ"x dx = fL .!..(1_coS2fJnX)dx = '!"[x-_£_sin 2fJnX]L o L 0 2 L 2 2fJ" L 0

552

Chapter 10

- 1 (L L sin f3n f3 ) _ 1 (L L cos f3n f3 ) hL + cos! f3n

- - - --cos - - + cos = -------"-

2 f3n n 2 hL n 2h

IL f3 x L(l-cos f3n)

and sin cn.: dx = Hence the desired eigenfunction expansion is

o L 13

n

1 = 2hL f 1- cos f3n sin f3nx

,,=, 13/1 ( hL + cos' 13,,) L

for ° < x < L.

8. The coefficient en in (23) is given by Formula (25) with j(x) = rex) = 1, a = 0, b = L, and Yn(x) = cos f3"x1 L:

fL cos f3"x dx fL cos f3nx dx [_L sin_f3n_X]L

o L 0 L 13" Lo

ell = ~:....__-=--- = ---:--=-..::.._---=---- = -;=-----;--"------="'--_:_=;_

f cos/ f3t dx f ±(1 + cos 2~X)dx [M X+-2~-" sin-2Pr-'X)]

L . 13

-SIn /I

f3n

= -,---''-'-'----""7"

!(L+~sin2/3/1)

2 2/3/1

4sin/3n

= --__.:....:.:.__

2/3/1 + sin 2/3/1

Hence the desired eigenfunction expansion is

1 ~ 4 sin f3n f3nx

= ~ cOS-.

n=' 2f3n +sin2f3n L

9. The coefficient en in (23) is given by Formula (25) with j(x) = rex) = 1, a = 0, b = 1, and Yn(x) = sin f3"x. Using the fact that tan f3n = -f3nl h, so

h sin Pn = - /3ncos f3n, we find that

f'sin2/3nxdx = f'!(1-COS2/3nX)dX = ![x __ si_n_..:.2/3_:.:n:.._X]'

02 2 2/3/1

o 0

- 1 ( sin/3n f3 J - 1(1 cos" /3n J _ h+cos2/3/1

- - 1- -- cos - - + - --__;__;:_

2 /3/1 /I 2 h 2h

and

1 x sin f3nx dx = ~ 1 f3nX sin f3nx . f3ndx = ~ {" u sin u du

/3n /3/1

Section 10.1

553

It follows that the desired expansion is given by

x = 2h(1 + h) f sin fln sin flnx n=l fl,; ( h + cos' fln)

for ° < x < 1.

10. The coefficient c; in (23) is given by Formula (25) with fix) = x, rex) = 1, a = 0, b = 1, and Yn(x) = cos fJnX. Integrations similar to those in Problems 8 and 9 give

1 x cos fJnx dx

en = =

1 cos' fJ"x dx

4(fl" sin fJ" + cos fJ" -1) fJn (2fJ" + sin 2fJ,,)

With this value of Cn for n = 1,2,3,···, the desired eigenfunction expansion is

00

x = Le" cosflnx.

n=l

11. If A = ° then y" = ° implies that y(x) = Ax + B. Then yeO) = ° gives B = 0, so y(x) = Ax. Hence

hy(L) - y'(L) = h(AL) - A = A(hL - 1) = °

if and only if hL = 1, in which case An = ° has associated eigenfunction yo(x) = x.

12. If A = - d < 0, then the general solution of y" - dy = ° is

y(x) = A cosh ax + B sinh ax.

But then j'(O) = A = 0, so we may take y(x) = sinh ax. Now the condition hy(L) = y'(L) yields

h sinh al. = a cosh al..

It follows that fl = aL must be a root of the equation

x tanhx = -. hL

554

Chapter 10

The curve y = tanh x passes through the origin with slope 1, and is concave upward for x < 0, concave downward for x > O. Hence this curve and the straight line y = x/hL intersect other than at the origin if and only if the slope of the line is less than 1 - that is, if and only if hL > 1. In this case, with fJo the positive root of tanh x = x/hL, we have Au =-fJg and Yo(x) = sinhfJox.

13. If A = + d > 0, then the general solution of y" + dy = 0 is

y(x) = A cos ax + B sin ax.

But then yeO) = A = 0, so we may take y(x) = sin ax. Now the condition hy(L) = y'(L) yields

h sin aL = acos aL.

It follows that fJ = aL must be a root of the equation

x tanx = -.

hL

So if fJn is the nth positive root of this equation, then An = a,~ = fJ,; / L2 and the corresponding eigenfunction is Y/l (x) = sin fJ/lX / L.

14. With A = 0, y" = 0, and hence y(x) = Ax + B, we have yeO) = B = 0, so y(x) = Ax. Then the condition hy(L) = y'(L) reduces to the equation hL = A, which is satisfied because hL = 1. Thus Ao = 0 is an eigenvalue with associated eigenfunction yo(x) = x. Together with the positive eigenvalues and associated eigenfunctions provided by Problem 13, this gives the eigenfunction expansion

where tan fJn = fJn. The coefficients are given by

r f(x)x dx _ 1_ rL

Co = " - 3.b xf(x) dx,

1 x2 dx L

r f(x)sinfJ/lx/ L dx

Co = _:o:_-.,-- =

IL sin? PnX / L dx

2 rL

. 2 .b f(x) sin P/lx / L dx,

Lsm P/l

the latter because

Section 10.1

555

[ ]L

L 2 IL 1 L 2x

1 sin f3nxlLdx = -1 (l-cos2f3nxIL)dx = - x--sin~

2 2 2Pn L 0

I ( sin Pn ) L ( 2) L sin 2 f3

= 2" L-L,y,cosf3n ="2 I+cos f3n = 2 n,

15. If Au = 0, then a general solution of y" = ° is y(x) = Ax+ B. The conditions

y(o) + y'(O) = B+A = 0,

y(l) = A+B = °

both say that B = -A, so we may take Yo (x) = x -1 as the eigenfunction associated with Au = 0, If A = +d < 0, then the general solution of y" + dy = ° IS

y(x) = A cos ax + B sin ax,

But y(O) + y'(O) = A+Ba = 0, so A = -Ba, and then

y(I) = Acosa+Bsina = -B(acosa-sina) = 0,

Thus the possible values of a are the positive roots {f3n} of the equation tan x = x, and the nth eigenfunction is YII (x) = 1311 cos 1311 X - sin f3l1x,

17. The Fourier sine series of the constant function f(x) == w for 0< x < L IS

w = 4w I _!_sin mrx,

7r II odd n L

If y = I b; sin nnx I L, then

00 4 4b

E1 Y(4) E1"\' n 7r 11 ' nnx

= L. 4 SIn--,

11=1 L L

Upon equating coefficients in these two series and solving for b.; we see that

() 4wL4 "\' I , nnx

y x = --5 L. -5 SIn--,

EI7r II odd n L

18. By Equation (16) in Section 9,3, the Fourier sine series of f(x) = bx for 0< x < L is

2bL 00 (_1)"+1 . nnx

bx = --I SIn--,

7r 11=1 n L

If y = Ibll sin zerx I L, then

556

Chapter 10

<Xl 4 4b

EI (4) = EI" n Te n • nTex

y L... 4 sm .

n;1 L L

Upon equating coefficients in these two series and solving for b.; we see that

( ) _ 2bL5 ~ (_1)"+1 . nTeX

y x - 5 L... 5 sm .

Elst n;1 n L

19. With A = a\ the general solution of y(4) - a4y = 0 is

y(X) = A cosh ax + B sinh ax + C cos ax + D sin ax,

and then

y'(X) = a(A sinh ax + B cosh ax - C sin ax + D cos ax).

The conditions yeO) = 0 and y'(O) = 0 yield C = -A and D = -B, so now

y(X) = A(cosh ax - cos ax) + B(sinh ax - sin ax).

The conditions y(L) = 0 and y'(L) = 0 yield the two linear equations

A(cosh aL - cos aL) + B(sinh aL - sin aL) = 0, A(sinh aL + sin aL) + B(cosh aL - cos aL) = O.

This linear system can have a non-trivial solution for A and B only if its coefficient determinant vanishes,

(cosh aL - cos aLi - (sinh2aL - sin2aL) = o.

U sing the facts that cosh 2 A - sinh 2 A = 1 and cos' A + sin 2 A = 1, this equation simplifies to

cosh aL cos aL - 1 = 0,

so p = aL = x satisfies the equation

cosh x cos x = 1.

The eigenvalue corresponding to the nth positive root Pn is

Finally the first equation in the pair above yields B = _ coshaL-cosaL sinhaL -sinaL'

Section 10.1

557

so we may take

Yn(x) = (sinhPn -sinpn)( cosh P2x -cos P2x)

-( cosh ji, -cos Pn)( sinh P2x -sin P2x)

as the eigenfunction associated with the eigenvalue An.

20. As in Problem 19, the solution of y(4) - a4y = 0 satisfying the left-endpoint conditions yeO) = 0 and y'(O) = 0 is given by

y(x) = A(cosh ax - cos ax) + B(sinh ax - sin ax).

The right-endpoint conditions y"(L) = 0 and y(3)(L) = 0 now yield the two linear equations

A(cosh aL + cos aL) + B(sinh aL + sin aL) = 0, A(sinh aL - sin aL) + B(cosh aL + cos aL) = O.

This linear system can have a non-trivial solution for A and B only if its coefficient determinant vanishes,

(cosh aL + cos aLi - (sinh2aL - sin2aL) = O.

This equation simplifies to

cosh aL cos aL + 1 = 0,

so P = aL = x satisfies the equation

cosh x cos x = - 1.

The eigenvalue corresponding to the nth root Pn is

Finally the first equation in the pair above yields

B = _ coshaL + cosaL sinh aL + sin aL '

so we may take

558

Chapter 10

Yn (x) = (sinh Pn + sin Pn) ( cosh PiX - cos PiX)

- ( cosh a, + cos Pn ) ( sinh Pix - sin PiX)

as the eigenfunction associated with the eigenvalue An.

21. As in Problem 19, the solution of y(4) - a4y = 0 satisfying the left-endpoint conditions yeO) = 0 and y'(O) = 0 is given by

y(X) = A(cosh ax - cos ax) + B(sinh ax - sin ax).

The right-endpoint conditions y(L) = 0 and y"(L) = 0 yield the two linear equations

A(cosh aL - cos aL) + B(sinh aL - sin aL) = 0, A(cosh aL + cos aL) + B(sinh aL + sin aL) = O.

This linear system can have a non-trivial solution for A and B only if its coefficient determinant vanishes,

(cosh aL - cos aL)( sinh aL + sin aL)

- (cosh aL + cos aL)(sinh aL - sin aL) = O.

This equation simplifies to 2 cosh aL sin aL - 2 cos aL sinh aL = 0, which is equivalent to tanhaL = tanaL. Hence P = aL = X satisfies the equation tanh X = tan x,

and the eigenvalue corresponding to the nth positive root Pn is All = a,; = (PII / L)4.

SECTION 10.2

APPLICATIONS OF EIGENFUNCTION SERIES

1. The substitution u(x,t) = X(x)T(t) yields the separated equations

x"+dx= 0

and T' = -kAT

with separation constant A = a", In Problem 3 of Section 10.1 we saw that the SturmLiouville problem

X" + dx = 0

,

X'(O) = hX(L) + X'(L) = 0

Section 10.1

559

has eigenvalues A" = a,; = p,; I L2 and eigenfunctions

Xn(x) = cos Pix

for n = 1, 2, 3, .. " with {Pn} being the positive roots of the equation tan x = hLlx. The solution of T,; = -kA"T" is then

- (P;ktJ

T" (t) - exp --rr- '

so the resulting formal series solution is

- co (P;ktJ p"x

u(x,t) - ICn exp --2- cOS-.

n=1 L L

The coefficients in the eigenfunction expansion are given by

fL 13 x

f(x)cos-II-dx 2h fL 13 x

Cn = .:......::...o--::- L __ = f(x)COS-'_' dx

fL 13 x hL+sin2f3n 0 L'

cos' _!!_dx

o L

because

fL COS2 PnX dx = fL _!__(1+coS2PnX)dx = [_!__(x+~sin 2PnXJ]L

o L 0 2 L 2 2PII L

o

- 1 (L L . 213 J - 1 (hL . 13 hL cos PII J

- - +-sm - - +sm .- _ _:_:.:_

2 2PII 11 2h n PII

hL + sin ' Pn

=---_:_.:..:...

2h

In the final step here we use the fact that (hL cos Pn ) I /3n = sin Pn because tan PII = hL I p".

2. The substitution u(x,y) = X(x)Y(y) yields the separated equations

X"+ dx = 0

and Y" - d Y = 0

with separation constant A = a2• In Example 5 of Section 10.1 we saw that the SturmLiouville problem

x"+dx = 0

,

X(O) = hX(L) + X'(L) = 0

has eigenvalues A" = a,; = p,; I L2 and eigenfunctions

560

Chapter 10

for n = 1, 2, 3, ... , with {f3n} being the positive roots of the equation tan x = -xlhl., The solution of

Y"_ f3; Y = 0,

n L2 n

Y(L) = 0

IS

so the resulting formal series solution is

The coefficients in the eigenfunction expansion are given by

en =

fL f(x) sin f3nx dx 4 L

o L L =. f3n. f f(x) cos f3nx dx,

( 'nhfJ)f . 2 f3nxdx L(Slnhf3n)(2f3n-sm2f3n) 0 L

SI n sm-

o L

because

JL sin" f3nx dx = fL l(l-COS 2f3nX) dx = [l(x-~sin 2f3nXJ]L

o L 0 2 L 2 2f3n L

o

1 ( L. J L(2f3n -sin2f3n)

= 2" L-2f3n sm2f3n = 4f3n .

3. The substitution u(x,y) = X(x)Y(y) yields the separated equations

x"-dx = 0

and Y" + d Y = 0

with separation constant A = a". Problem 3 of Section 10.1 we saw that the SturmLiouville problem

Y"+ dy = 0

,

Y'(O) = hY(L) + Y'(L) = 0

has eigenvalues An

2 = all

= f3,; / L2 and eigenfunctions

~(y) = cos f32Y

for n = 1,2,3,···, with {f3n} being the positive roots of the equation tanx = hL/x. The solution of

Section 10.2

561

X"- 13; x = 0,

n L2 n

X(L) = 0

IS

X ( ) = inh f3n(L -X)

n X SI ,

L

SO the resulting formal series solution is

u(x,y) = i>n sinh f3n(L-x) cos f3nY.

fl=1 L L

The coefficients in the eigenfunction expansion are given by

Cn =

because

fL COS2 f3nY dy = fL !(l+COS 2f3nY) dy = [!(y+__.:£_sin 2f3nYJ]L

o L 0 2 L 2 2f3fl L

o

= !(L __.:£_. 213 J = hL+sin2f3n

+ sIn" .

2 213" 2h

The final step here is the same as in Problem 1, using the fact that ( hL cos 13" ) / 1311 = sin 1311 because tan 13" = hL / 1311•

4. The substitution u( x, y) = X (x)Y (y) yields the separated equations

X" + dx = 0

and Y" - d Y = 0

with separation constant A = a2• In Example 5 of Section 10.1 we saw that the SturmLiouville problem

X" + dx = 0

,

X(O) = hX(L) + X'(L) = 0

has eigenvalues All = a,; = 13,; / L2 and eigenfunctions

for n = 1,2,3,···, with {f3n} being the positive roots of the equation tanx = -x/hL. The bounded solution of

562

Chapter 10

IS

y"(y) = exp( - p2y),

so the resulting formal series solution is

u(x,y) = fCn sin Pnx exp(- PnY).

1I~1 L L

The coefficients in the eigenfunction expansion are given by

IL ,0 x

f(x)sin-n-dx L

C = 0 L = 4Pn I f(x) cos PnX dx

II IL . 2PnXdx L(2Pn -sin2pn) 0 L'

sm-

o L

the calculation of the denominator integral here being the same as in Problem 2.

5. The substitution u(x,t) = X(x)T(t) yields the separated equations

X" + dx = 0

and T' = -kAT

with separation constant A = a". In Problem 4 of Section 10.1 we saw that the SturmLiouville problem

X" + dx = 0,

hX(O) -X'(O) = X(L) = 0

has eigenvalues All = a~ = P,; / L2 and eigenfunctions

x (x) = fJ cos Pnx + hL sin Pnx

n n L L

for n = 1,2,3,···, with {,on} being the positive roots of the equation tanx = -xlhl.. The solution of T,; = -kAIIT" is then

so the resulting formal series solutionis

u(x,t) = i>n exp(- p;:tJ(!311 cos Pnx +hLsin PnX).

n~l L L L

The coefficients in the eigenfunction expansion are given by

Section 10.2

563

The evaluation of the denominator integral here is elementary, but there seems little point in carrying it out explicitly.

6. The substitution u(x,t) = X(x)T(t) yields the separated equations

X" + dx = 0

and T' = -kAT

with separation constant A = a2• In Problem 5 of Section 10.1 we saw that the SturmLiouville problem

x"+dx = 0

,

hX(O) -X'(O) = hX(L) + X'(L) = 0

has eigenvalues An

2 = an

= 13,; I L2 and eigenfunctions

x (x) = 13 cos f3nx + hL sin f3nx

n n L L

for n = 1,2,3,···, with {f3n} being the positive roots of the equation 2hLx

The solution of !;: = -kAn!;, is then

so the resulting formal series solution is

u(x,t) = fen exp(- f3;;t)(f3n cos f3nx +hLsin f3nX).

n;1 L L L

The coefficients in the eigenfunction expansion are given by

564

Chapter 10

7. The boundary value problem here is

Uxx + Uyy = 0 (0 < x < 1, Y > 0) Ux(O,y) = u(l,y) + uxCI,t) = 0, u(x,O) = 100.

The substitution u(x,y) = X(x)Y(y) yields the separated equations

x"+dx=o

and Y"- dy = 0

with separation constant A = a', In Problem 3 of Section 10.1 we saw (taking h = L = 1) that the Sturm-Liouville problem

x"+dx = 0

,

X'(O) = X(l) + X'(1) = 0

has eigenvalues An = a;' and eigenfunctions

for n = 1, 2, 3, .. " with {an} being the positive roots of the equation tan x = l/x. The bounded solution of Y,;'-a;,Y" = 0 is then

y" (y) = exp ( -anY) ,

so the resulting formal series solution is

00

u(x,y) = LCn cosanxexp( -anY)·

n=1

The coefficients in the eigenfunction expansion are given by

[100. ]1

fL 1 00 cos a"x dx - sin a"x

.b an 0 200 sin all

< = r cos' «» dx = -[-_!_-(-=x'-+~-I=-S-in-2-=a=n-x-J]-:-1 = -a-n -+-s-in-a-Il-c-'o'-s-a-"

2 2an 0

so

~ sin an cos anx exp ( -anY)

u(x,y) = 200 L.J . .

,,=1 ai, + Sin all cos an

The first five positive solutions of tan x = l/x are 0.8603,3.4256, 7.4373, 9.5293, and 12.6453, and we find that

u(l,I) ~ 30.8755+0.4737+0.0074+0.0002+0.0000+··· ~ 31.4°C.

Section 10.2

565

8. With m = ° the boundary value problem in Example 2 is

UII = a2uxx (0 < x < L, t > 0),

u(O,t) = ux(L,t) = 0,

ul(x,O) = 0,

u(x,O) = bx.

The substitution u(x,t) = X(x)T(t) gives the separated equations

X" +AX = Til + Aa2T = 0.

and the eigenfunctions of the eigenvalue problem

X" +AX = 0, X(O) = X'(L) = °

are of the form

X () . nn:x

n X = Sln--

2L

with n odd, with corresponding eigenvalue All = n2;r2 14L2. This leads readily to the solution

~ . nn:x nn at

u(x,t) = L. cn sm--cos--,

II odd 2L 2L

where c; is the odd half-multiple sine coefficient (of Problem 21 in Section 9.3) given by

JL 8bL sin (2n -1);r

- ~ b . (2n-l)Jrx dx _ 2

C211_1 - L x sm L - ----=-'2 "'-:2:--"

(2n -1) ;r

o

=

8bL( _1)"+1 (2n-li;r2·

9.

(a)

With ,.1,=0, the endpoint-value problem in (19) is X" = 0, X(O) = X'(O) = 0,

which has only the trivial solution X(x) == 0. Thus ,.1,=0 is not an eigenvalue.

(b) With ,.1,= _a2 < 0, the endpoint-value problem in (19) is

X"-a2X = 0,

X(O) = 0, -ma2X(L) = Ac5X'(L).

The differential equation and the left-endpoint condition here give X(x) = sinh ax, and substitution in the right-endpoint condition gives

-ma2 sinhaL = Ac5acoshaL, that is, tanhaL =_.!5_ aL

566

Chapter 10

with k = A5L/ m > O. But the graph y = tanh x lies (aside from the origin) in the first and third quadrants, while the graph y = -k / x lies interior to the second and fourth quadrants. Hence the two cannot intersect, and it follows that there cannot be an eigenvalue of the assumed form A = _a2 < 0, .

10. (a) With 5= 7.75gm/cm3 and E = 2.1012 inEquation(16),thespeedofsoundin steel is

a = ~ ~ 5.08 X 105 ern/sec ~ 11364 mph.

(b) With 5 = 1 gm/cnr' and K = 2.25.1010 in Equation (16), the speed of sound in

water is

a = ~ ~ 1.50 X 105 ern/sec ~ 3355 mph.

11.

(a)

(b)

l.4x 8314(273 + Tc)

=

29

1.4 x 8314x 273 (1 + 1'c: )

29 273

~ 331.02~1 + Tc m ~ 740.47 ~1 + Tc miles

273 sec 273 hour

'" 740.47[1 + H ~3 ) + ... J '" 740.47 + 1.356 t;

12. The boundary value problem is

Utt = a2uxx (0 < x < L, t > 0)

u(O, t) = ku(L, t) + AEuxCL, t) = 0 u(x, 0) = j(x),

Ut(x,O) = O.

Starting with the general solution

X(x) = A cos ax + B sin ax

of X" + dx = 0, the condition X(O) = 0 gives A = 0, so

X(x) = sin ax, X'(x) = a cos ax.

Section 10.2 567

Then the condition kX(L) + AEX'(L) = 0 yields

k sin aL + AEacos aL = 0,

which is equivalent to the equation

AEx tanx = --kL

with x = aL, a = xl L. If {Pn} are the positive roots of this equation, then the nth eigenvalue is An = an2 = (Pnl L)2 with associated eigenfunction

Xn(x) = sin Pnx .

L

The associated function of t is

fJ at . fJ at

T (t) = A cos-n -+B sm_n-

n n L n L'

but the condition T'(O) = 0 yields B; = O. Hence we obtain a solution of the form

co fJ x pat

u(x,t) = :L>n sin-n-cos-n -.

n=l L L

15. fL sin Pmx sin Pnx dx = L [sin(Pm - Pn) _ sin(Pm + PJ]

o L L 2 PIII-Pn PIII+Pn

= L [(Pm + Pn)(sinPm cosPn -sinPn cos Pm) ]

2 (p,;, - p,; ) - (Pili - Pn ) ( sin Pili cos Pn + sin Pn cos Pili )

=

2 L 2 [Pn sin Pili cos Pn - Pili sin Pn cos Pili ] 13m - fJn

L [fJ M cos Pm fJ fJ M cos Pn R ]

2 2 n • • COS n - m ' • COS Pm

~-~ m~ m~

LM COS P COS fJ (Pn _ Pm) = _ LM COS Pm COS Pn

m (p,;, - p,;) m n Pili Pn mPIIIPn

::f::. 0

=

=

16. When we substitute vCr, t) = ru.cr, t) we get the boundary value problem

Vt = kv.;

v(O, t) = v(a, t) - avr(a, t) = 0 vCr, 0) = r f(r).

568

Chapter 10

Then vCr, t) = R(r)T(t) yields the equations

R"+ AR = 0,

T' = -AkT.

If /"'0 = 0 then R(r) = Ar + B. The condition R(O) = 0 gives B = 0, and R(r) = Ar satisfies the condition R(a) - aR'(a) = O. Thus Ao = 0 is an eigenvalue with eigenfunction

Ro(r) = r;

To(t) = 1.

If A = d > 0 then

R(r) = A cos ar + B sin ar

and R(O) = 0 gives A = 0, so

R(r) = sin ar,

R'(r) = a cos ar.

The condition R(a) = aR'(a) yields sin aa = aacos aa, that is,

tanx = x

where x = aa. If {fin} are the roots of this equation, then An eigenvalue with associated eigenfunction

and

( /32ktJ

TJt) = exp -~ .

We therefore obtain a solution of the form

The coefficient formulas given in the textbook follow immediately from Problem 14 in Section 10.1, and finally we obtain u(r, t) upon division of vCr, t) by r.

18. The only difference from Example 3 in the text is that the solution of Equation (37) with

2 2 2

r,;(0) = 0 is T,,(t) = sin n 1l' 2a '; L

19. With the given initial velocity function g(x) with constant value P / 2p& concentrated in the interval L / 2 - e < X < L / 2 + e, the coefficient formula of Problem 18 gives

Section 10.2

569

2L2p . nst . mrs

3 3 2 SIll-SIll--.

nr: a pe 2 L

This gives the s-dependent solution

Because

L . nsts sin ( nne! L)

-SIll-- = ~ 1 as s~O,

nne L mrs/ L

the limit y(x,t) = limy(x,t,s) has the expansion

6--+0

2LP 00 1 . nst . n2;r2 a2t . ntt x

y(x,t) = 2 2 L-2 SIll-SIll 2 SIll--.

;r a P /1=1 n 2 L L

20.

c = /I

2L fL . nnx 2v L2

2 2 2 voSIll--dx = 3 03 2 (1-cosn;r)

nst:a 0 L nn:a

The fundamental frequency is

_ ;r2 a2 _ ;r2 {fl

{OI - -2- - -2 - {OI·

L L P

With

E = 2.1012 dyne/ern',

I = (2.54)4112 ~ 3.47 em",

p = (7.75)(2.54/ ~ 50.00 gm/cm, L = (19)(2.54) ~ 48.26 em,

we calculate

{OI ~ 1578 rad/sec ~ 251 cycles/sec.

Thus we hear middle C (approximately).

570

Chapter 10

SECTION 10.3

STEADY PERIODIC SOLUTIONS AND NATURAL FREQUENCIES

In Problems 1-6 we substitute u(x,t) = X(x)cosmt III

_ 2

Utt - a Uxx

and then cancel the factor cos an to obtain the ordinary differential equation

with general solution

mx . mx

X(x) = Acos-+BsIll-.

a a

(*)

It then remains only to apply the given endpoint conditions to determine the natural (circular) frequencies - the values of m for which a non-trivial solution exists.

1. Endpoint conditions: X(O) = X(L) = 0

With conditions X(O) = 0 in (*) implies that A = 0, so X(x) = sin(mx I a). Then X(L) = sin(mLI a) = 0 implies that mLI a = nx, an integral multiple of n: Hence

. nst a nst ~

the nth natural frequency IS mil = -- = - -.

L L 0

2. Endpoint conditions: X'(O) = X'(L) = 0

The condition X'(O) = 0 gives B = 0 in (*), so we have

mx X(x) = cos-, a

X'( ) ai : oix

so x = --SIll-.

a a

Hence the condition X'(L) = 0 implies that iol.l a is an integral multiple of n: Thus

. nx a nst ~

the nth natural frequency IS mil = -- = - -.

L L 0

3. Endpoint conditions: X(O) = X'(L) = 0

The condition X(O) = 0 gives A = 0 in (*), so we have

X(x) = sin mx, a

'() ca oix

so X x = -cos-.

a a

Section 10.3

571

Hence the condition X'(L) = 0 implies that OJLI a is an odd integral multiple of 1rI2.

. (2n -1)7w (2n -l)/T Jf

Thus the nth natural frequency IS OJ/I = = -.

2L 2L g

4. Endpoint conditions: u(O,t) = mUtt(L, t) + AEuxCL, t) = 0

The condition X(O) = 0 gives A = 0 in (*), so we have

X(x)

. OJX = Sln-, a

so

() . OJX

u x,t = sm-cosOJt. a

Then

() 2 . OJx

Utt x.t = -OJ sm-cosOJt, a

OJ OJX

ux(x,t) = -cos-cosOJt, a a

so the other endpoint condition is

. OJL OJ OJL

-mOJ2 sm-cosOJt + AE -cos-coSOJt = O.

a a a

Upon canceling the cos OJt factor, we find that

OJL AE AEL AEL AEp M

tan- = -- = = = = ---

a maio ma' . OJ L I a mE I p- OJ L I am· OJ L I am· OJ L I a

h P LI' . . f he euuati M 1m d h h

T us = OJ a IS a positive root 0 t e equation tan x = --, an tent

x

natural frequency is given by

where Pn is the nth positive root of this equation. This is the special case k = 0 of Problem 7 below.

5. Endpoint conditions: uxCO, t) = ku(L, t) + AEuxCL, t) = 0

The condition X'(O) = 0 gives B = 0 in (*), so we have

X(x)

OJx = cos-, a

so

OJx

u(x,t) = COS-COSOJt.

a

Then

() OJ. OJX

Ux x,t = --sln-cosOJt, a a

so the other endpoint condition is

572

Chapter 10

OJL OJ . OJL

kcos-cosOJt-AE-sm-cosOJt = O.

a a a

Upon canceling the cos OJt factor, we find that

AE OJL tan OJL = kL.

a a

Thus f3 = OJLI a is a positive root of the equation AExtanx = kL, and the nth natural frequency is given by

OJ = f3na = f3n (E

Il L L ~S

where Pn is the nth positive root of this equation.

6. Endpoint conditions:

mOUtt(O, t) - AEuxCO, t) = 0, mjutt(L, t) + A EuxCL, t) = 0

When we substitute u(x, t) = X(t)cos OJt in the two endpoint conditions and then cancel the cos OJt factor, we get the equations

mOOJ2X(0) + KX'(O) = 0 mjOJ2X(L) - KX'(L) = 0

where we write K = AE to avoid confusion with the coefficient of cos OJXI a in

OJx . OJx

X(x) = Acos-+Bsm-.

a a

Then

X(O) = A, X'(O) = BOJ

a

OJL . OJL

X(L) = Acos-+Bsm-

a a

X'(L) = OJ (-Asin OJL +cos OJL).

a a a

If we write z = OJLI a, then

X(O) = A,

X'(O) = Bz L

X(L) = A cos z + B sin z

Section 10.3

573

X'(L) = !_ (-A sin z + B cos z).

L

When we substitute these values and to = az I L in the two endpoint conditions above and collect coefficients of A and B, we get the equations

moa2zA + KLB = 0,

A(mla2z cos z + KL sin z) + B(mla2z sin z - KL cos z) = 0.

In order for this system to have a non-trivial solution for A and B, its determinant of coefficients must vanish,

When we substitute a2 = EI J, M = JAL, and K = AE, this last equation simplifies finally to the frequency equation

If j3n is the nth positive root, then the nth natural frequency is

7. Endpoint conditions:

U(O, t) = mUtt(L, t) + AEuxCL, t) + ku(L, t) = °

The condition u(O, t) = ° implies that

X(x) = sin mx , a

m mx

so X'(x) = -cos-. a a

When we substitute u(x, t) = X(x)cos mt in the endpoint condition at x = L and cancel the cos ax factor we get

-mm2 X(L) + AEX'(L) + kX(L) = 0.

Next we substitute

z = tol.l a, X(L) = sinz,

m = azlL,

X'(L) = (zl L) cos z.

The result simplifies readily to the frequency equation

574

Chapter 10

(mE} - k8L2)sin z = MEz cos z.

If Pn is the nth positive root, then the nth natural frequency is OJ = /lna = /In IE

11 L L f8"'

In Problems 8-14 we substitute y(x, t) = X(x)cos OJt in

4 - 0

Ytt + a Yxxxx -

(a4 = Ell p)

and then cancel the factor cos OJt to obtain the ordinary differential equation

with general solution

ex . ex ex . ex

X(x) = Acosh-+Bsmh-+Ccos-+Dsm-

a a a a

(**)

where e = J;. We then get the natural frequencies of vibration by applying the given endpoint conditions.

8. Endpoint conditions: yeO, t) = Yxx(O, t) = 0, y(L, t) = yxx(L, t) = 0

Just as in Example 3 of Section 10.2, the conditions X(O) = X"(O) = 0 imply that A = C = 0 in (**), so

X(L) = Bsinh eL +Dsin eL = 0,

a a

X"(L) - e2 (B 'nheL D' eL) - 0

_- Sl -- sm- - .

a2 a a

It follows that

Bsinh eL = Dsin eL = O.

a a

But sinh eLI a "* 0 so B = O. Hence D "* 0 so sin eLla = o. Thus eLI a = nn; an integral multiple of Jr. Therefore the nth natural frequency OJn = e,; is given by

9. Endpoint conditions: y(O, t) = yiO, t) = 0, y(L, t) = Yxx(L, t) = 0

Just as in Problem 21 of Section 10.1, the endpoint conditions X(O) = X'(O) = 0 and

Section 10.3

575

X(L) = X"(L) = 0 imply that

A. <= ~ (~ J

where /311 is the nth positive zero of the frequency equation

tanhx = tanx.

Therefore the nth natural frequency OJn is given by

10. Endpoint conditions: yeO, t) = Yx(O, t) = 0, yxx(L, t) = Yxxx(L, t) = 0

Here we have the equation

_x(4) - AX = 0

with A = OJ2 / a4 and endpoint conditions

X(O) = X'(O) = X"(L) = _x(3)(L) = o.

According to Problem 20 in Section 10.1 the nth eigenvalue is

where the {/3n} are the positive roots of the equation

cosh x cos x = - 1.

Thus the nth natural frequency is

11. Endpoint conditions: yeO, t) = Yx(O, t) = 0, yx(L, t) = yxxx(L, t) = 0

Here we have the equation

_x(4) - AX = 0

with A = OJ2 / a4 = 84 / a4 = a4 and endpoint conditions

576

Chapter 10

X(O) = X'(O) = X'(L) = X-3)(L) = o.

The left-endpoint conditions readily give C = -A and D = -B in (**), so

X(x) = Acoshax+Bsinhax-Acosax-Bsinax. == A(coshax-cosax)+B(sinhax-sinax).

Then the right-endpoint conditions give

A(sinhaL+sinaL)+B(coshaL-cosaL) == 0, A(sinhaL-sinaL)+B(coshaL+cosaL) == O.

The determinant of coefficients of A and B must vanish ifthere is to be a nontrivial solution, so

(sinhaL+ sinaL)( coshaL + cosaL) -(sinhaL-sinaL)(coshaL-cosaL) == O.

This equation simplifies to 2 sinh aL cos aL + 2 cosh aL sin aL == 0, which upon division by coshaLcosaL gives the frequency equation

tanh x+ tan x == 0

for f3 = aL. Then the nth frequency is given as usual by

12. This problem is the special case k = 0 of Problem 14 below.

13. This problem is the special case m = 0 of Problem 14 below.

14. Endpoint conditions:

y(O, t) = yxCO, t) = yxxx(L, t) = 0 mYtt(L, t) = ElYxxx(L, t) - ky(L, t)

With p = 81 a, 8 = J;;; we may write

X(x) = A coshpx + B sinhpx + C cospx + D sinpx.

Section 10.3

577

The conditions X(O) = X'(O) = 0 readily imply that C = -A and D = -B, so

X A(coshpx - cospx) + B(sinhpx - sinpx),

X' = pA(sinhpx + sinpx) + pB(coshpx - cospx), X" = p2A( cosh px + cos px) + p2 B(sinh px + sin px), _x(3) = p3A(sinhpx - sinpx) + iB(coshpx + cospx).

The endpoint conditions at x = L are

X"(L) = 0,

(k - moi)X(L) - EI_x(3)(L) = o.

When we substitute the derivatives above and write z = pL we get

A (coshz+cosz)+B (sinhz+ sinz) = 0,

A [(k - mol)(coshz - cosz) - E1p3(sinhz - sinz)] +B[(k-mal)(sinhz-sinz) -Eli(coshz+cosz)] = O.

If Ll denotes the coefficient determinant of these two linear equations in A and B, then the necessary condition Ll = 0 for a non-trivial solution reduces eventually to the equation

Elp3(1 + cosh z cos z) - (k - moi)(sinh z cos z - cosh z sin z) = o.

Finally we substitute p = zlL, M = pL, and

to get the frequency equation

MElz\l + cosh z cos z) = (kML3 - mElz4)(sinh z cos z - cosh z sin z).

We may divide by cosh z cos z to write this equation in the form

MElz\l + sech z sec z) = (kML3 - mElz4)(tanh z - tan z).

If fJn denotes the nth positive root of this equation, then as usual the nth natural frequency is

578

Chapter 10

15. We want to calculate the fundamental frequency of transverse vibration of a cantilever with the numerical parameters

L = 400 em

E = 2· 1012 gm/ em-sec'

I = (1/12)(30 cm)(2 em)" = 20 cm4

p = (7.75 gm/cm3)(60 crrr') = 465 gm/cm.

When we substitute these values and f31 = 1.8751 in the frequency formula

we find that ml :=;:j 6.45 rad/sec, so the fundamental frequency is ml/2:r:=;:j 1.03 cycles/sec. Thus the diver should bounce up and down on the end of the diving board about once every second.

16. When we substitute y(x, t) = X(x)cos ox in the given partial differential equation

and cancel the factor cos ax, we get the ordinary differential equation

El)(4) + P X" - AX = 0

where A = pm2• By solving the characteristic equation

we find the general solution

X(x) = A cosh ax + B sinh ax + C cos f3x + D sin f3x

where

f32 = _ -p-.Jp2 +4AEl . 2El

2 _p+.Jp2 +4AEl

a =------

2El '

The endpoint conditions X(O) = X"(O) = 0 imply that A = C = 0, so

X(x) = B sinh ax + D sin f3x.

Then the conditions X(L) = X"(L) = 0 yield the equations

Section 1 0.3

579

B sinh aL + D sinf3L = 0, dB sinh aL - (iD sin f3L = 0.

The determinant of these two linear equations in Band D must vanish in order that a nontrivial solution exist, so

(d + (i)sinh aL sin f3L = 0.

It follows that sin f3L = 0, so f3L must be an integral multiple of 1(. The definitions of d and (i imply that

Hence if f3n = nn! L, the corresponding value of an is

all =

Then the corresponding value of A is

2 2 (n41(4 J( PL2 J

All = EIallf311 = EI -4- 1- 2 2 .

L n 1( EI

Finally, the nth natural frequency is given by

mil = p;; = n2~2 (1- PL2 J1/2 W.

fp L n21(2EI ~p

17. When we substitute y(x, t) = X(x)cos ox in the given partial differential equation

and cancel the factor cos tot, we get the ordinary differential equation

EIx-4) + P X" - AX = °

where P = AI/ pA and A = pm2• By solving the characteristic equation

we find the general solution

X(x) = A cosh ax + B sinh ax + C cos f3x + D sin f3x

580

Chapter 10

where

f32 = _ -p-.Jp2 +4AE1. 2E1

_p+.Jp2 +4AE1 2E1

The endpoint conditions XeD) = X"(O) = ° imply that A = C = 0, so

X(x) = B sinh ax + D sin f3x.

Then the conditions X(L) = X"(L) = ° yield the equations

B sinh aL + D sin f3L = 0, dB sinh aL - rfD sin f3L = 0.

The determinant of these two linear equations in B and D must vanish in order that a nontrivial solution exist, so

(d + rf)sinh aL sin f3L = 0.

It follows that sin f3L = 0, so PL must be an integral multiple of Jr. The definitions of d and rf imply that

2p2 A

a =-.

E1

Hence if Pn = nit! L, the corresponding value of an is given by

2 = n2Jr2 _~

all L2 pAE

Then a;' PI; = All / E1 gives the equation

that we readily solve for All' The resulting value of the nth natural frequency is

18. Substitution of u(x,t) = X(x)sinwt in the longitudinal bar problem

Section 10.3

581

a2u = a2 a2U (a2 = Ep)

at2 aX2

U(O,t) = 0, AEux(L,t) = Fa sin ex

yields the endpoint problem

m2

X"+-2 X = 0, X(O)=O, AEX'(L)=Fa.

a

Because of the right-endpoint condition, we try X(x) = Bsinmx / a and get

ca oil.

AE·B·-cos- = Fa,

a a

so

Faa

B = ----~~----

AEm cos( to L / A)

The resulting steady periodic solution is

Faa sine oix / a) sin tot

u( x, t) = --"--_;_--'----

AEm cos(mL / A)

19. Substitution of y(x,t) = X(x)sinmt in the transverse bar problem

a2y + a4 a4y = °

at2 ax4

y(O,t) = yx(O,t) = 0, yxx(L,t) = E1 yxxx(L,t) + Fa sin or = °

yields the endpoint problem

X(4) _ p4X = ° (where p2 = to / a2),

XeD) = X'(O) = 0,

X"(L) = El X'"(L) + Fa = 0.

When we impose the fixed-end conditions X(O) = X'(O) = ° on the general solution

X(x) = A coshpx + B sinhpx + C cospx + D sinpx

we find readily that C = -A and D = -B, so

X(x) = A(coshpx - cospx) + B(sinhpx - sinpx).

It remains only to find A and B. But the free-end conditions yield the linear equations

582

Chapter 10

A(coshpL + cospL) + B(sinhpL + sinpL) = 0 A(sinhpL - sinpL) + B(coshpL + cospL) = -Fo/p3E1

that can be solved for

A = K(sinhpL+sinpL), B = -K(coshpL+cospL)

where

K = Po

2Elp3 (1 + cosh pL cos pL) .

22. When we substitute

e(x,t) = E(x)eiOJ/

in the partial differential equation

exx = LCett + (LG + RC)et + RGe

and cancel the factor eiwt, the result is the ordinary differential equation

where

E"(x) - rE(x) = 0

r = (RG - LC oi) + i rd.._LG + RC).

If (a + P02 = y, then the general solution is

In order that e(x ,t) be bounded as x ~ 00 we choose B = 0, and in order that

e(O, t) = Eocos ax we choose A = Eo. Then our steady periodic solution is the real part

SECTION 10.4

CYLINDRICAL COORDINATE PROBLEMS

1. Substitution of u(r,t) = R(r)T(t) in the wave equation

82u 2 (82U 1 8U)

8t2 = a 8r2 +;- 8r

yields the separation

Section 10.3

583

R" +.!. R'

= _ __,_r_ = /L = _a2 •

R

The r-equation has general solution

T(t) = A cosaat + Bsinaat,

and we choose B = 0, so that T'(O) = 0 (because the membrane is initially at rest). The r-equation can be written in the form

which is the parametric Bessel equation of order zero, with continuous solution

R(r) = Jo(ar). In order that the fixed boundary condition R(e) = 0 be satisfied, we

choose a = r" / e, where r" is the nth positive solution of Jo(x) = O. At this point we have product functions of the form Jo (r"r / e) cos(r"at / e) that satisfy the wave equation and the homogeneous boundary conditions, so we form the formal series solution

In order to satisfy the initial position condition u(r, 0) = f (x) is suffices that the {e,,} be the Fourier-Bessel coefficients of the function f(x) given by

2. This is the same as Problem 1, except that the membrane has initial position u(r,O) = 0, sointhet-factor T(t) = Acosaat+Bsinaat we choose A=O sothat T(O)=O. We then get product functions of the form Jo tr.r / e) sin(r"at / e) that satisfy the wave equation and the homogeneous boundary conditions, so we form the formal series solution

( ) ~ J (rnr) . rnat

u r,t = L.Jen 0 - Slll--.

,,=1 e e

In order that the initial velocity condition u, (r, 0) == Vo we satisfied, we want

v = ~ rna. e J (r nr )

o L.J 11 0 ,

Il~ e e

and hence

584

Chapter 10

«: =~. 2 2 2 Je r v.J; (rnr) dr

rna C J1(r,J 0 C

2cvo ern J ( ) dx

= ar~JI(r,Y 1 x 0 x

2cvo [J ( )JYn = _2_cv..::.....o _

= ar,3,J1(rn)2 X 1 X 0 2J()·

«r; 1 r,

(with X = rnr / c)

This gives the desired solution

_ 2cvo ~ Jo (rllr / c )sin(rnat / c)

u(r,t) - -- L.... 2 •

a n=1 rnJI (rn)

3.

(a)

As in Problem 2,

u(r,t) = i>nJo (rnr )sin rnat .

n=1 C C

In order to satisfy the given initial condition we must choose

(with x = rnr / c)

(b) The final formula given in the text for u(r, t) now follows because pa2 = T and J,(x)/x ~ 112 as x ~ o.

4.

(a)

Just as in Example 1 of the text we derive first a formal series solution of the form

u(r,t) = fCn exp(- r~~JJo (rnr).

n=1 C C

In order to satisfy the given initial condition we calculate the Fourier-Bessel coefficient

cn =

2 J"( qo) J(rnr)d

7 2 --2rO- r

C J1 (rn) 0 sits c

Section 10.4

585

(with x = Yllr Ie)

(b) The final formula given in the text for u(r, t) now follows because J1(x)lx ~ 112

as x ~ O.

5.

(a)

We start with the steady-state boundary value problem

(r < c, 0 < z < L)

u(c,z) = 0 u(r, 0) = 0, u(r, L) = ui:

The substitution u(r, z) = R(r)Z(z) yields the equations

rR"+R'+drR = 0

,

Z"- dz = 0

with separation constant A = d. The homogeneous endpoint conditions are

R(c) = Z(O) = O.

If A = d = 0 then r R" + R = 0 implies

R(r) = A + B In r.

We choose B = 0 for continuity at r = 0, so R(r) = A. Then R(c) = 0, so A = 0 also, and hence 0 is not an eigenvalue.

If A = d > 0 then we have the parametric Bessel equation with general solution

R(r) = AJo(ar) + BY(ar).

In order that R(r) be continuous at r = 0 we choose B = 0, so R(r) = AJo( ar). Then

R(c) = aAJo(ac) = 0

586

Chapter 10

requires that Y = ac be a root of the equation

Jo(x) = o.

If an = Ynl c where Yn is the nth positive root of this equation, then

The corresponding function Z(z) of z is

Zn(z) = ~ cosh Ynz + B; sinh Ynz ,

c c

and we choose An = 0 because Z(O) = O. Thus we get the formal series solution

where JO(Yn) = O. To satisfy the condition u(r, L) = Uo, we need (by Eq. (22) in the text)

(with x = Ynr Ie)

This gives the desired solution

6.

(a)

Here we have the same separation of variables

r R" + R' + d r R = 0,

z"-dz= 0

as in Problem 5, but the insulation condition ur(c,z) = 0 implies

If A = d = 0 then r R" + R = 0 implies

R(r) = A + B In r.

Section 10.4

587

We choose B = 0 for continuity at r = 0, so R(r) = A. Then R'(e) = 0, so ~ = 0 is an eigenvalue, and we may take Ro(r) = 1. The equation Z"(z) = 0 implies Z(z) = Az + B, but Z(O) = 0 implies B = 0, so we take Zo(z) = z.

If A = if > 0 then we have the parametric Bessel equation with continuous solution R(r) = A Jo(ar). Then

R'(e) = aAJo'(ac) = 0

requires that r = ae be a root of the equation

Jo'(X) = O.

If an = rnl C where rn is the nth positive root of this equation, then

The corresponding function Z(z) of z is

Zn(z) = ~coshrnz+Bnsinhrnz,

C C

and we choose An = 0 because Z(O) = O. Thus we get the solution

where J~(r,J = O. To satisfy the condition u(r, L) = j(r) we apply the formulas in (24) in the text and choose

Co = ~ I r f(r)dr, Lc .b

« = 2 2 2 fe r f(r)Jo (rnr) dr.

c sinh(rnL I c)Jo (rn) 0 c

(b) If j(r) = Uo (constant), then the coefficient formulas above readily yield

Co = uol Land c; = 0 for n > 0, the latter because

jxJo(x)dx = xJ](x)+C = -xJ~(x)+C.

Hence the series reduces to the solution u(r, z) = uoZl L that one might well guess without all these computations.

588

Chapter 10

7. We want to solve the boundary value problem

(r < 1, Z > 0)

hu(l,z)+ ur(l,z) = 0

u(r, z) bounded as z ~ 00 u(r,O) = uc,

We start with the separation of variables in Problem 5,

rR"+ R'+ drR = 0

,

Z"- dz = 0

and readily see that a = 0 is not an eigenvalue. When we impose the condition

hR(I) + R'(1) = 0

on R(r) = Jo(ar), we find that a must satisfy the equation

hJo(x) + xJo'(x) = 0

that corresponds to Case 2 with n = 0 in Figure 10.4.2 of the text. If {rn} are the positive roots of this equation then

The general solution of Z" = rn2Z is

and we choose Bn = 0 so that Zn(z) will be bounded as z ~ 00. Thus we obtain a solution of the form

w

u(r, z) = L ell exp( -rllz )Jo (rllr)

11=1

where

h.I; (rll) + rllJ~ (rll) = 0,

so rIlJI(rll) = hJo(rll) because J~=-JI' Finally,Eq.(23)inthetextgives

2 2 fe ()

e = rn r u J rnr dr

II 22 2 2 00

e (rll + h )JoCrll) 0 e

Section 10.4

589

(with x = rllr / c)

so

11. When we substitute u(r, t) = R(r) sin ox in the given partial differential equation and cancel the factor sin ox, we get the ordinary differential equation

R" +!R' +(m)2 R = _ Po

r a a2

The associated homogeneous equation is the Bessel equation of order zero with parameter «[a. Hence it follows readily that the solution that is continuous at r = 0 is

R(r) = AJo( w;)_ :~.

The condition R(b) = 0 yields A = Po/w2Jo(mb/a), so it follows that the desired steady periodic solution is

Fo [(wr) (mb)].

u(r,t) = 2 Jo - -Jo - smwt.

to Jo(wb/ a) a a

12. When we substitute y(x, t) = X(x)sin ox in the partial differential equation

and then cancel the sin ox factor, we get the ordinary differential equation

2

2X" X' oi Xx 0

x +x +- = .

g

This is of the form of Equation (3) in Section 8.6 with A = 1, B = 0, C = m2/g, and q = 1, so its general solution is given by

590

Chapter 10

We choose B = 0 for continuity at x = 0, and the condition X(L) = 0 then requires that 2(O~LI g = rn' one of the roots {rn} of the equation Jo(x) = O. Hence the

nth natural frequency of vibration of the hanging cable is

'". ~ ~ ~

13. With w(x) = wx and hex) = h (where wand h on the right are constants) the given partial differential equation

w(x) a2y = ~(W(X)h(X) 8.Y)

g at2 ax ax

(*)

reduces to

When we substitute y(x, t) = X(x)cos ax we get the parametric Bessel equation

2 2 X2X"+XX'+~X = 0 gh

with bounded solution

X(x) ~ A.lo ( ;ih J

The condition X(L) = Yo implies that A = Yo I Jo ((OLI.Jih), so

Jo ( (Ox I .Jih)

y(x,t) = Yo ( G) cos-or.

Jo (OLI ygh

14. With w(x) = wand hex) = hx (with wand h being constants on the right) the partial differential equation in (*) above reduces to

When we substitute y(x, t) = X(x)cos ox we get the ordinary differential equation

Section 10.4

591

io:x X2X"+xX'+-X = 0. gh

This has the form of Equation (3) in Section 8.6 with A = 1, B = 0, C = rJ/gh, and q = 1, so its (bounded) solution is given by

X(x) ~ AJo( 2mHiJ

The condition X(L) = Yo now implies that A = Yo / s, (2OJ~L/ gh), so

Jo (2w.Jxlih)

y(x,t) = Yo ( fTI"::i:) coscat,

s, 2OJ'\j L / gh

15. With w(x) = wx and hex) = hx (with wand h being constants on the right) the partial differential equation in (*) above reduces to

When we substitute y(x, t) = X(x)cos ax we get the ordinary differential equation

2

x2X" +2xX' + w x X = 0. gh

This has the form of Equation (3) in Section 8.6 with A = 2, B = 0, C = w2/gh, and q = 1, so its (bounded) solution is given by

X(x) ~ ~Jl( 2mHiJ

The condition X(L) = Yo now implies that A = yoJi/Jl(2w~L/gh), so

J1 (2w.Jxlih)

y(x, t) == Yo (fTI"::i:) cos tot.

J1 2w'\j L / gh

16. With 2 = if the general solution of the parametric Bessel equation of order ° is

y(x) = AJo(ax) + BYo(ax).

The endpoint conditions yea) = y(b) = ° yield the linear equations

592

Chapter 10

A Jo(aa) + B Yo(aa) = 0, A Jo(ab) + B Yo(ab) = 0

in A and B. In order for there to exist a non-trivial solution for A and B the coefficient determinant must vanish. Hence a must be one of the solutions {rn} of the equation

Jo(ax) Yo(bx) - Jo(bx) Yo(ax) = O.

(#)

With a = rn, A = Yo(rna) and B = -Jo(rna), both conditions above are satisfied and we have the eigenfunction

17. Just as in Problem 1 above, substitution of u(r,t) = R(r)T(t) in the wave equation

yields the separation

R" +!R'

= _ ___,_r_ = A = _a2 •

R

The r-equation has general solution

T(t) = Acosaat+Bsinaat,

and we choose B = 0, so that T'(O) = 0 (assuming, for instance, that the membrane is initially at rest). The r-equation can be written in the form

which is the parametric Bessel equation of order zero. By Problem 16, its solutions satisfying R(a)=R(b)=O are of the form Rn(x) = Yo(rna)Jo(rnX) -Jo(rna)Yo(rnX) with a = r" being one of the positive roots of Equation (#) there. This leads to a formal

series solution of the form

co

u(r,t) = I R,,(x) ( All cosrnat + B" sin rllat) ,

n=1

where the frequency of the nth term is OJn = rna = rn~T / p.

Section 10.4

593

18. We start with the substitution u(r, t) = R(r)T(t) in the heat equation. The result is given in Equations (25) and (26):

?R" +rR' + d?R = 0, T' = -dkT.

The first of these equations, together with the endpoint conditions

R(a) = R(b) = 0,

comprise the regular Sturm-Liouville problem of Problem 16. Hence its eigenvalues are given by an = rn where {rn} are the positive roots of the equation in Eq.(41) in the text. The nth eigenfunction is the function Rn(r) defined in (42). Finally the solution of

'T' , - 2kT·

1 n - -rn n IS

Tn(t) = exp( - rn2 kt),

so we get a solution of the form

00

u(r,t) = Ie" exp( -r;kt )Rn(r).

11=1

19. We want to solve the boundary value problem

(a < r < 1, Z > 0)

u(a,z) = u(b,z) = °

u(r, z) bounded as z ~ 00

u(r,O) = fer).

Just as in Problem 5, the substitution u(r, z) = R(r)Z(z) yields the equations

rR"+R'+drR = 0,

ZIt - dz = °

with separation constant A = d. When we impose the conditions R(a) = R(b) = 0 on the r-equation here, we have the Sturm-Liouville problem of Problem 16, so R(r) must be one of the eigenfunctions {R,,(r)} corresponding to the positive roots {rn} of Equation

(#) there. The general solution of ZIt = rn2Z is

and we choose B; = ° so that Zn(z) will be bounded as z ~ 00. Thus we obtain a solution of the form

594

Chapter 10

00

u(r,z) = L>II exp(-rllz)RII(r)

11=1

with the coefficients {Gil} calculated as in Problem 18.

SECTION 10.5

HIGHER-DIMENSIONAL PHENOMENA

This section provides the interested student with an opportunity to study several applications at greater depth than is afforded by the usual textbook exercises. The problem sets outlined in Section 10.5 can serve as the basis for several fairly substantial computational projects. Because these problem sets and projects are rather heavily annotated in the text, further outlines of solutions are not included in this manual. However, additional discussion - particularly regarding computer implementations - may be found in the applications manual that accompanies the text.

Section 10.4

595

APPENDIX

EXISTENCE AND UNIQUENESS OF SOLUTIONS

In Problems 1-12 we apply the iterative formula

Yn+! = b + r f(t'Yll(t)) dt

to compute successive approximations {yn(x)} to the solution of the initial value problem

Y' = f(x,y),

yea) = b.

starting with Yo(x) = b.

1. yo(X) = 3 Yl(X) = 3 + 3x

Y2(X) = 3 + 3x + 3x2/2

Y3(X) = 3 + 3x + 3x2/2 + x312

Y4(X) = 3 + 3x + 3x212 + x3/2 + x4/8

y(x) = 3 - 3x + 3x2/2 + x3/2 + x4/8 + ... = 3ex

2. yo(X) = 4 Yl(X) = 4 - 8x

Y2(X) = 4 - 8x + 8x2

Y3(X) = 4 - 8x + 8x2 - (16/3)x3

Y4(X) = 4 - 8x + 8x2 - (16/3)x3 + (8/3)x4

y(x) = 4 - 8x + 8x2 - (16/3)x3 + (8/3)x4 - .•. = 4e-2x

3. yo(x) = 1 Yl(X) = 1-x2

Y2(X) = 1 - x2 + x4/2

Y3(X) = 1 -x2+x4/2 -x6/6

596

Appendix

Y4(X) = 1 -x2+x4/2 -x6/6+x8124

y(x) = 1 _X2+x4/2 -x6/6+x8124 - ... = exp(-x2)

4. Yo (x) = 2

Yl(X) = 2 + 2x3 Y2(X) = 2 + 2x3 + x6

Y3(X) = 2 + 2x3 + x6 + (1I3)x9

Y4(X) = 2 + 2x3 + x6 + (1I3)x9 + (l/12)x12

y(x) = 2 + 2x3 + x6 + (l/3)x9 + (1112)x12 + ... = 2 exp(x3)

5. yo(x) = 0 Yl(X) = 2x

Y2(X) = 2x + 2x2

Y3(X) = 2x + 2X2 + 4x3/3

Y4(X) = 2x + 2x2 + 4x3/3 + 2x4/3

y(x) = 2x + 2x2 + 4x3/3 + 2x4/3 + ... = e2x - 1

6. yo(x) = 0 Yl(X) = (1/2)x2

Y2(X) = (1/2)x2 + (1I6)x3

Y3(X) = (1/2)x2 + (l/6)x3 + (1I24)x4

Y4(X) = (1/2)x2 + (1/6)x3 + (1I24)x4 + (1I120)x5

y(x) = (1/2!)x2 + (1/3!)x3 + (1/4!)x4 + (1/5!)x5 + ... = eX - x-I

7. yo(x) = 0 Yl(X) = x2

Y2(X) = x2 + x4/2

Y3(X) = x2+x4/2+x6/6

Y4(X) = X2+x4/2+x6/6+x8/24

y(x) = x2+x4/2+x6/6+x8124+ .. · = exp(x2)-1

Appendix

597

8. yo(x) = 0 YI(X) = 2X4

Y2(X) = 2x4 + (4/3)x6

Y3(X) = 2X4 + (4/3)x6 + (2/3)x8

Y4(X) = 2X4 + (4/3)x6 + (2/3)x8 + (4/15)xlO

y(x) = 2X4 + (4/3)x6 + (2/3)x8 + (4/15)xIO + ". = exp(2x2) - 2X2 - 1

9. yo(x) = 1

YI(X) = (1 +x)+x2/2 Y2(X) = (1 +x+X2)+x3/6

Y3(X) = (1 + x + x2 + x3/3) + x4/24

y(x) = 1 + x + x2 + x3/3 + x4112 + ... = 2ex - 1 - x

10. yo(x) = 0

YI(X) = x + (1/2)x2 + (1I6)x3 + (1I24)x4 + '" = eX - 1

Y2(X) = x + x2 + (1I3)x3 + (1112)x4 + '" = 2ex - x - 2

Y3(X) = x + x2 + (1/2)x3 + (lIS)x4 + = 3ex - (1I2)x2 - 2x - 3

y(x) = x + x2 + (1I2)x3 + (1/6)x4 + = xe"

11. yo(x) = 1 Yl(X) = 1 + x

Y2(X) = (1 + x + x2) + x3/3

Y3(X) = (1 + x + x2 + x3) + 2x4/3 + x5/3 + x6/9 + x7/63 y(x) = 1 + x + x2 + x3 + x4 + ... = 11(1 - x)

12. yo (x) = 1

Yl(X) = 1 + (1/2)x

Y2(X) = 1 + (l/2)x + (3/S)x2 + (1/S)x3 + (l/64)x4

Y3(X) = 1 + (l/2)x + (3/S)x2 + (5116)x3 + (13/64)x4 + ...

y(x) = 1 + (1/2)x + (3/S)x2 + (5116)x3 + (35/12S)x4 + '" = (1 - xrl/2

598

Appendix

13. [XO(I) ] [ ~I]
=
Yo(t)
[Xl (I) ] [ 1 +31 ]
=
Yl(t) -1+5t
[X' (I) J [1+31++1' ]
=
Y2(t) -1 + 5t _1.t2
2
[X' (I) J [ 1+31++1' +}13 ]
=
Y3(t) -1+5t-1.t2 +2.t3
2 6 14. x(t) = [fT trJ
,,=0 n! 0 1 t 1
00 t" 00 t" [:J
I- ?;(n-1)!
11=0 n!
=
00 t"
0 I-
11=0 n!
= [~ I;'][:J
x(t) = [0 ::)e'] 16. Yo(x) = 0

YI(X) = (1/3)x3

Y2(X) = (l/3)x3 + (1I63)x7

Y3(X) = (l/3)x3 + (1I63)x7 + (2/2079)XII + (1/59535)xIS

Then Y3(1) ~ 0.350185, which differs by only 0.0134% from the Runge-Kutta approximation y(l) ~ 0.350232. As a denouement we may recall from the result of Problem 16 in Section 8.6 that the exact solution of our initial value problem here is

Appendix

599

J3/4 (tX2)

y(X) = X· (I 2)

J-1I4 IX

so the exact value at X = 1 is

y(1) = J3/4 (t) ~ 0.35023 18443.

J-1/4(t)

·600

Appendix