HW 9 Solution Due: November 29 (Thursday), 2012

1. Find the type of PDE, transform to normal form, and solve. Please show your work in detail. uxx-16uyy=0. Solution: Hyperbolic, wave equation. Characteristic equation 2 16 = ( + 4)( 4) = 0 New variables are v = = y + 4x, w = = y 4x By the chain rule, = 4 4 = 16 16 16 + 16 And 16 = 16 16 16 16 Assuming = , as usual , we have = 0 Solvable by two integrations, u = 1 ( + 4) + 2 ( 4) 2. Find the type of PDE, transform to normal form, and solve. Please show your work in detail. uxx-6uxy+9uyy=0. Solution: Parabolic. Characteristic equation 2 + 6 + 9 = ( + 3)2 New variables v = = x, w = = y + 3x. By the chain rule, = + 3 = + 6 + 9 = + 3 = Substitution into the PDE gives the expected normal form + 6 + 9 6 18 + 9 = = 0 Solution u = 1 () + 2 ( + 3) where f1 and f2 are any twice differentiable functions of the respective variables.

3. Solve the heat transfer equation u 2 u = 2 2 t x 0xL, x>0; L=1 Subject to the boundary conditions: u(0, t)=0, and initial condition u(x, 0)=1, 0<x<1.
u | t =

= (1, ), k>0 and the

Solution: Assuming u(x, t)=X(x) T(t) and as the separation constant, we find the separated ODEs and boundary conditions to be, respectively, X + X = 0 (1) 2 T + = 0 (2) (1) X(0) = 0 and X = kX(1) (3) Equation (1) along with the homogeneous boundary conditions (3) comprise the regular Sturm-Liouville problem: X + X = 0, X(0) = 0, X (1) + kX(1) = 0 (4) Except for the presence of the symbol k, the BVP in (4) is essentially the problem solved in Example 2 of Section 12. 5. As in that example, (4) possesses nontrivial solutions only in the case =2>0, >0. The general solution of the DE in (4) is X(x)=c1 cos x+c2 sin x. The first boundary condition in (4) immediately gives c1=0. Applying the second boundary condition in (4) to X(x)=c2 sinx yields cos + = 0 tan =

(5)

Because the graphs of y=tan x and y=-x/k, k>0, have an infinite number of points of intersection for x>0, the last equation in (5) has an infinite number of roots. Of course, these roots depend on the value of k. If the consecutive positive roots are denoted n, n=1, 2, 3, , then the eigenvalues of the problem are n=n2, and the corresponding eigenfunctions are X(x)=c2 sin nx, n=1, 2, 3, , The solution of the first-order DE (2) is T(t) = 3
2 2

and so

2 2

= =

sin (, ) =
=1

2 2

sin

Now at t=0, u(x, 0)=1, 0<x<1, so that, 1 = sin (6) =1 The series in (6) is not a Fourier sine series; rather, it is an expansion of u(x, 0)=1 in terms of the orthogonal functions arising from the Sturm-Liouville problem (4). It follows that the set of eigenfunctions {sin nx}, n=1, 2, 3, , where the s are defined by tan =-/k is orthogonal with respect to the weight function p(x)=1 on the interval [0, 1]. With f(x)=1 and n(x)=sin nx, it follows from (8) of Section 12.1, that the coefficients An are (6) are =
1 1 sin 0 sin2 0
1 1

(7)

Evaluate the square norm of each of the eigenfunctions we use a trigonometric identity: sin2 = 2 (1 cos 2 ) = 2 (1 2 sin 2 ) 0 0

(8)

With the aid of the double angle formula sin 2n =2sin in the form n cos n and the first equation in (5) in the form ncosn=-k sinn, we can simplify (8) to 1 1 sin2 = ( + cos 2 ) 2 0 Also

sin =
0

1 1 cos |1 = (1 cos ) 0

Consequently (7) becomes 2(1 cos ) ( + cos 2 ) Finally , a solution of the boundary-value problem is =

(, ) = 2
=1

1 cos 2 2 sin ( + cos 2 )

4. For a steady-state heat flow problem in the rectangular sheet of size L*M to which Laplaces equation applies. Suppose that the upper horizontal edge is kept at 100oC, while the other three edge are kept at 0 oC. Please solve Laplaces equation to find the temperature distribution function. Solution: We may write these boundary conditions for T(x, y) as follows: T(0, y) = T(L, y) = 0, 0<y<M T(x, 0) = 0, T(x, M) = 100, 0<x<L Since we are seeking the steady-state solution, time is not a factor in this problem, and therefore no initial condition makes sense. Setting T(x, y)= X(x)Y(y), we find that (6) becomes X Y + XY = 0 Which may be written in separated form as X Y = X Y The left-hand side is constant for fixed x and arbitrary y. Hence Y/Y must be constant. Letting k be this constant, we obtain the pair of ordinary differential equations X = 0 Y + = 0 From the first boundary condition we have X(0)Y(y) = X(L)Y(y) = 0 And Y(y)0 (since otherwise T(x, y)0, contradicting the second boundary condition), so that X(0)=X(L)=0. Thus again we have the situation encountered in Section 12. 7, and the eigenvalues are all negative. Setting k=-r2, we find that rL must be a multiple of in order that we have a nonzero solution of the boundary value problem for X. Hence r=n/L, and the functions () = sin , = 1, 2, 3, , are the eigenfunctions of the problem. Setting k=-(n/L)2 in Y+kY=0 yields the general solution () = 1 / + 2 / The second boundary condition implies that Y(0)=0, thus B1=-B2, and we can rewrite Yn as () = sinh

As in Section 12.7, to enlarge the class of possible solutions, we consider and infinite sum of products of Xn(x) and Yn(y):

T(, ) = sin
=1

sinh

Evaluating at any point (x, M), we obtain by the second boundary condition,

100 = ( sinh
=1

) sin ,

0<x<L

Which again is a Fourier sine series, requiring that we extend the boundary condition T(x, M) to the interval -LxL as an odd pricewise continuous periodic function of period 2L with a piecewise continuous derivative. The function 100, f(x) = { 100, 0 < < , < < 0

with f(x+2L+=f(x) satisfies these conditions. Hence cn sinh(nM/L) must equal the nth Fourier (sine) coefficient of f(x): sinh 1 200 200 (1 cos ) = () sin = sin = 0 = Hence c2k=0, while 2+1 = And the solution is given by (2 1) (2 1) sin sinh 400 T(, ) = (2 1) sinh[(2 1)/]
=1

200 [1 (1) ] 400 (2 + 1) sinh[(2 + 1)/]

5. A rectangular metal plate 0x, 0y2, in which the steady state temperature distribution u(x, y) is required subject to the temperature on the side y=0 being u(x, 0)=10, and the temperature on the other three sides being maintained at u=0. Find the temperature distribution across the metal plate. = 2 ( + ) = 0 Solution: Let u(x, y)=X(y)Y(y) So X Y = = = 2 X Y + 2 = 0, Y 2 = 0 General solution of X(x): X(x) = cos + sin B. C.: X(0)=0, so A=0, X(x)=B sin x

X()=0, since B0, n=n, for n=1, 2, , So X (x) = sin for n=1, 2, , () = cosh + sinh B. C.: u(x, 2)=0, y(2)=0 So () = cosh 2 + sinh 2 = 0 Setting D=1, and C= sinh(2)/ cosh(2) (sinh cosh 2 cosh sinh 2) = () = sinh ( 2) cosh 2 cosh 2 (, ) = () () = sin sinh ( 2)

u(, ) = sin sinh ( 2)

=1

B. C.: u(x, 0)=10, so y(0)=10

10 = sin sinh(2)
=1

2 20 10 sin = (1 cos ) sinh 2 0 sinh 2