2. By first performing the Laplace transform with respect to t and then
making the Fourier transform with respect to x, find u(x, t) which satisfies the heat equation ut = uxx , t > 0, −∞ < x < ∞, and the initial condition u(x, 0) = f (x). It is assumed that u(x, t) goes to zero sufficiently rapidly as x goes to infinity, positive or negative.
Problem Set 10 (due 05/02/2011, Mon)
1. Let uxx + uyy = 0 hold in a square with its four corners located at (0,0), (0,a), (a,0), and (a,a). Let u(x, 0) = 1, u(x, a) = 0, u(0, y) = 0, and u(a, y) = ey . Find u(x, y).
2.Prob 2. Consider the partial differential equation
1 ∂ ∂ 1 ∂2 1 ∂ ∂ [ 2 r2 + 2 2 + 2 sin θ ]u = V (r, θ, φ)u, r ∂r ∂r r sin θ ∂φ2 r sin θ ∂θ ∂θ where V2 (φ) V3 (θ) V (r, θ, φ) = V1 (r) + 2 2 + 2 . r sin θ r a. Perform separation of variables and reduce the equation into three ordi- nary differential equations. b. Prove that the form of V (r, θ, φ) given above is the only one which allows the application of the separation of variables to the PDE above.