im12.

qxd 9/21/05 5:16 PM Page 228

CHAPTER 12 Partial Differential Equations (PDEs)

SECTION 12.1 Basic Concepts, page 535
Purpose. To familiarize the student with the following:
Concept of solution, verification of solutions
Superposition principle for homogeneous linear PDEs
PDEs solvable by methods for ODEs

SOLUTIONS TO PROBLEM SET 12.1, page 537

2. u ϭ c1(y)e x ϩ c2(y)e؊x.
Problems 1–12 will help the student get used to the notations in this chapter; in
particular, y will now occur as an independent variable. Second-order PDEs in this
set will also help review the solution methods in Chap. 2, which will play a role in
separating variables.
2
4. u ϭ c(x)e؊y
6. u ϭ c1(y)e ؊2xy
ϩ c2(y)e 2xy

8. ln u ϭ 2x ͵ y dy ϭ xyϩෂc(x), u ϭ c(x)e xy
2 2

10. Set uy ϭ v. Then vy ϭ 4xv, v ϭ ෂc1(x)e 4xy; hence

uϭ ͵ v dy ϭ c (x)e
1
4xy
ϩ c2(x).

12. u ϭ (c1(x) ϩ c2(x)y)e؊5y ϩ _12 y 2e؊5y. The function on the right is a solution of the
homogeneous ODE, corresponding to a double root, so that the last term in the solution
involves the factor y 2.
14. c ϭ 1/2.
Problems 14–25 should give the student a first impression of what kind of solutions
to expect, and of the great variety of solutions compared with those of ODEs. It should
be emphasized that although the wave and the heat equations look so similar, their
solutions are basically different. It could be mentioned that the boundary and initial
conditions are basically different, too. Of course, this will be seen in great detail in
later sections, so one should perhaps be cautious not to overload students with such
details before they have seen a problem being solved.
16. c ϭ 6
18. c ϭ ͙kෆ /32
20. c ϭ 2, ␻ arbitrary
22. Solutions of the Laplace equation in two dimensions will be derived systematically
in complex analysis. Nevertheless, it may be useful to see an unsystematic selection
of typical solutions, as given in (7) and in Probs. 23–25.
26. Team Project. (a) Denoting derivatives with respect to the entire argument x ϩ ct
and x Ϫ ct, respectively, by a prime, we obtain by differentiating twice
uxx ϭ v Љ ϩ w Љ, utt ϭ v Љc 2 ϩ w Љc 2
and from this the desired result.

228
im12.qxd 9/21/05 5:16 PM Page 229

Instructor’s Manual 229

(c) The student should realize that u ϭ 1/ ͙xෆ 2

ϩ y2ෆ is not a solution of Laplace’s
equation in two variables. It satisfies the Poisson equation with ƒ ϭ (x 2 ϩ y 2)؊3/2,
which seems remarkable.
28. A function whose first partial derivatives are zero is a constant, u(x, y) ϭ c ϭ const.
Integrate the first PDE and then use the second.
30. Integrating the first PDE and the second PDE gives

u ϭ c1(y)x ϩ c2(y) and u ϭ c3(x)y ϩ c4(x),

respectively. Equating these two functions gives

u ϭ axy ϩ bx ϩ cy ϩ k.

Alternatively, uxx ϭ 0 gives u ϭ c1(y)x ϩ c2(y). Then from uyy ϭ 0 we get

uyy ϭ c 1Љx ϩ c 2Љ ϭ 0; hence c 1Љ ϭ 0, c 2Љ ϭ 0, and by integration
c1 ϭ ␣y ϩ ␤, c2 ϭ ␥y ϩ ␦
and by substitution in the previous expression

u ϭ c1x ϩ c2 ϭ ␣yx ϩ ␤x ϩ ␥y ϩ ␦.

SECTION 12.2. Modeling: Vibrating String, Wave Equation, page 538

Purpose. A careful derivation of the one-dimensional wave equation (more careful than in
most other texts, where some of the essential physical assumptions are usually missing).
Short Courses. One may perhaps omit the derivation and just state the wave equation
and mention of what c 2 is composed.

SECTION 12.3. Solution by Separating Variables. Use of Fourier Series,

page 540
Purpose. This first section in which we solve a “big” problem has several purposes:
1. To familiarize the student with the wave equation and with the typical initial and
boundary conditions that physically meaningful solutions must satisfy.
2. To explain and apply the important method of separation of variables, by which the
PDE is reduced to two ODEs.
3. To show how Fourier series help to get the final answer, thus seeing the reward of
our great and long effort in Chap. 11.
4. To discuss the eigenfunctions of the problem, the basic building blocks of the
solution, which lead to a deeper understanding of the whole problem.
Steps of Solution
1. Setting u ϭ F(x)G(t) gives two ODEs for F and G.
2. The boundary conditions lead to sine and cosine solutions of the ODEs.
3. A series of those solutions with coefficients determined from the Fourier series of
the initial conditions gives the final answer.
im12.qxd 9/21/05 5:16 PM Page 230

230 Instructor’s Manual

SOLUTIONS TO PROBLEM SET 12.3, page 546

2. k(cos ␲t sin ␲x Ϫ _1 cos 3␲t sin 3␲x)
3

12k 1 1
4. ᎏ 3 (cos ␲ t sin ␲ x Ϫ
ᎏ cos 2␲ t sin 2␲x ϩ ᎏ cos 3␲ t sin 3␲x Ϫ ϩ • • •)
␲ 8 27

͙8ෆ 1 1
6. ᎏ 2 (cos ␲ t sin ␲ x ϩ ᎏ cos 3␲ t sin 3␲x Ϫ ᎏ cos 5␲ t sin 5␲ x Ϫ ϩ • • •)
␲ 9 25
8 1 1 1
8. ᎏ2 ( ᎏ cos 2␲ t sin 2␲ x Ϫ ᎏ cos 6␲ t sin 6␲ x ϩ ᎏ cos 10␲ t sin 10␲ x Ϫ • • •)
␲ 4 36 100

There are more graphically posed problems (Probs. 5–10) than in previous editions,
so that CAS-using students will have to make at least some additional effort in solving
these problems.
25 ␲ 1 2␲
10. ᎏ2 (sin ᎏ cos ␲ t sin ␲x Ϫ ᎏ sin ᎏ cos 2␲ t sin 2␲ x
2␲ 5 4 5
1 2␲ 1 ␲
ϩ ᎏ sin ᎏ cos 3␲ t sin 3␲ x Ϫ ᎏ sin ᎏ cos 4␲ t sin 4␲ x ϩ Ϫ • • •)
9 5 16 5
ϱ 0.04 n␲
12. u ϭ ͚ B * sin nt sin nx,
n Bn* ϭ ᎏ
␲ n3
sin ᎏ
2
nϭ1
14. Team Project. (c) From the given initial conditions we obtain

͵ ƒ(x) sin ᎏ
L
2 n␲x
Gn(0) ϭ Bn ϭ ᎏ dx,
L 0 L
. 2A␻ (1 Ϫ cos ␻␲)
Gn(0) ϭ ␭ n Bn* ϩ ᎏᎏ ϭ 0.
n␲ (␭n2 Ϫ ␻2)
(e) u(0, t) ϭ 0, w(0, t) ϭ 0, u(L, t) ϭ h(t), w(L, t) ϭ h(t). The simplest w satisfying
these conditions is w(x, t) ϭ xh(t)/L. Then
v(x, 0) ϭ ƒ(x) Ϫ xh(0)/L ϭ ƒ1(x)
vt(x, 0) ϭ g(x) Ϫ xhЈ(0)/L ϭ g1(x)
vtt Ϫ c 2vxx ϭ Ϫxh Љ/L.

16. Fn ϭ sin (n␲ x/L), Gn ϭ an cos (cn2␲ 2t/L2)

18. For the string the frequency of the nth mode is proportional to n, whereas for the
beam it is proportional to n2.
20. F(0) ϭ A ϩ C ϭ 0, C ϭ ϪA, FЈ(0) ϭ ␤(B ϩ D) ϭ 0, D ϭ ϪB. Then
F(x) ϭ A(cos ␤ x Ϫ cosh ␤ x) ϩ B(sin ␤ x Ϫ sinh ␤ x)
F Љ(L) ϭ ␤ 2[ϪA(cos ␤L ϩ cosh ␤L) Ϫ B(sin ␤L ϩ sinh ␤L)] ϭ 0
F ٞ(L) ϭ ␤3[A(sin ␤L Ϫ sinh ␤L) Ϫ B(cos ␤L ϩ cosh ␤L)] ϭ 0.
The determinant (cos ␤L ϩ cosh ␤L)2 ϩ sin2 ␤L Ϫ sinh2 ␤L of this system in the
unknowns A and B must be zero, and from this the result follows.
From (23) we have
Ϫ1
cos ␤L ϭ ᎏ Ϸ 0
cosh ␤L
im12.qxd 9/21/05 5:16 PM Page 231

Instructor’s Manual 231

because cosh ␤L is very large. This gives the approximate solutions

␤L Ϸ _1␲, _3␲, _5 ␲, • • • (more exactly, 1.875, 4.694, 7.855, • • •).
2 2 2

SECTION 12.4. D’Alembert’s Solution of the Wave Equation.

Characteristics, page 548
Purpose. To show a simpler method of solving the wave equation, which, unfortunately,
is not so universal as separation of variables.
Comment on Order of Sections
Section 12.11 on the solution of the wave equation by the Laplace transform may be
studied directly after this section. We have placed that material at the end of this chapter
because some students may not have studied Chap. 6 on the Laplace transform, which is
not a prerequisite for Chap. 12.
Comment on Footnote 1
D’Alembert’s Traité de dynamique appeared in 1743 and his solution of the vibrating
string problem in 1747; the latter makes him, together with Daniel Bernoulli (1700–1782),
the founder of the theory of PDEs. In 1754 d’Alembert became Secretary of the French
Academy of Science and as such the most influential man of science in France.

SOLUTIONS TO PROBLEM SET 12.4, page 552

2. u(0, t) ϭ _12 [ƒ(ct) ϩ ƒ(Ϫct)] ϭ 0, ƒ(Ϫct) ϭ Ϫƒ(ct), so that ƒ is odd. Also

u(L, t) ϭ _1 [ƒ(ct ϩ L) ϩ ƒ(Ϫct ϩ L)] ϭ 0
2
hence
ƒ(ct ϩ L) ϭ Ϫƒ(Ϫct ϩ L) ϭ ƒ(ct Ϫ L).
This proves the periodicity.
4. (1/2␲)(n␲/2) • 80.83 ϭ 20.21n
10. The Tricomi equation is elliptic in the upper half-plane and hyperbolic in the lower,
because of the coefficient y.
u ϭ F(x)G(y) gives
FЉ GЉ
yF ЉG ϭ ϪFG Љ, ᎏ ϭ Ϫ ᎏ ϭ Ϫk
F yG
and k ϭ 1 gives Airy’s equation.
12. Parabolic. Characteristic equation
yЈ2 ϩ 2yЈ ϩ 1 ϭ (yЈ ϩ 1)2 ϭ 0.
New variables v ϭ ⌽ ϭ x, w ϭ ⌿ ϭ x ϩ y. By the chain rule,
ux ϭ uv ϩ uw
uxx ϭ uvv ϩ 2uvw ϩ uww
uxy ϭ uvw ϩ uww
uyy ϭ uww.
Substitution of this into the PDE gives the expected normal form
uvv ϭ 0.
im12.qxd 9/21/05 5:16 PM Page 232

232 Instructor’s Manual

By integration,
uv ϭ ෂ
c(w), uϭෂ
c(w)v ϩ c(w).

In the original variables this becomes

u ϭ xƒ1(x ϩ y) ϩ ƒ2(x ϩ y).

14. Hyperbolic. Characteristic equation

yЈ2 Ϫ yЈ Ϫ 2 ϭ (yЈ ϩ 1)(yЈ Ϫ 2) ϭ 0.

Hence new variables are v ϭ y ϩ x, w ϭ y Ϫ 2x. Solution:

u ϭ ƒ1(x ϩ y) ϩ ƒ2(2x Ϫ y).

16. Hyperbolic. New variables x ϭ v and xy ϭ w. The latter is obtained from

yЈ 1
ϪxyЈ Ϫ y ϭ 0, ᎏ ϭϪᎏ , ln ͉y͉ ϭ Ϫln ͉x͉ ϩ c.
y x
By the chain rule we obtain in these new variables from the given PDE by cancellation
of Ϫyuyy against a term in xuxy and division of the remaining PDE by x the PDE
uw ϩ xuvw ϭ 0.

(The normal form is uvw ϭ Ϫuw /x ϭ Ϫuw /v.) We set uw ϭ z and obtain
1 c(w)
zv ϭ Ϫ ᎏ z, zϭ ᎏ .
v v
By integration with respect to w we obtain the solution
1 1
u ϭ ᎏ ƒ1(w) ϩ ƒ2(v) ϭ ᎏ ƒ1(xy) ϩ ƒ2(x).
v x

18. Elliptic. The characteristic equation is

yЈ2 Ϫ 2yЈ ϩ 5 ϭ [ yЈ Ϫ (1 Ϫ 2i)][ yЈ Ϫ (1 ϩ 2i)] ϭ 0.

Complex solutions are

⌽ ϭ y Ϫ (1 Ϫ 2i)x ϭ const, ⌿ ϭ y Ϫ (1 ϩ 2i)x ϭ const.

This gives the solutions of the PDE:

u ϭ ƒ1(y Ϫ (1 Ϫ 2i)x) ϩ ƒ2(y Ϫ (1 ϩ 2i)x).
Since the PDE is linear and homogeneous, real solutions are the real and the imaginary
parts of u.
20. Hyperbolic. Characteristic equation
yЈ2 ϩ 4yЈ ϩ 3 ϭ (yЈ ϩ 1)(yЈ ϩ 3) ϭ 0.
The solution of the given PDE is

u ϭ ƒ1(x ϩ y) ϩ ƒ2(3x ϩ y).

im12.qxd 9/21/05 5:16 PM Page 233

Instructor’s Manual 233

SECTION 12.5. Heat Equation: Solution by Fourier Series, page 552

Purpose. This section has two purposes:
1. To solve a typical heat problem by steps similar to those for the wave equation,
pointing to the two main differences: only one initial condition (instead of two) and
u t (instead of u tt), resulting in exponential functions in t (instead of cosine and sine
in the wave equation).
2. Solution of Laplace’s equation (which can be interpreted as a time-independent heat
equation in two dimensions).
Comments on Content
Additional points to emphasize are
More rapid decay with increasing n,
Difference in time evolution in Figs. 292 and 288,
Zero can be an eigenvalue (see Example 4),
Three standard types of boundary value problems,
Analogy of electrostatic and (steady-state) heat problems.
Problem Set 12.5 includes additional heat problems and types of boundary conditions.

SOLUTIONS TO PROBLEM SET 12.5, page 560

2. u1 ϭ sin x e؊t, u2 ϭ sin 2x e؊4t, u3 ϭ sin 3x e؊9t. A main difference is the rapidity
of decay, so that series solutions (9) will be well approximated by partial sums of
few terms.
4. (c 2␲ 2/L2)10 ϭ ln 2, c 2 ϭ 0.00702L2
6. u ϭ sin 0.1␲x e؊1.752␲ t/100 ϩ _12 sin 0.2␲x e؊1.752•4␲ t/100
2 2

8 2 1 2
8. u ϭ ᎏ2 (sin 0.1␲ x e؊0.01752␲ t Ϫ ᎏ sin 0.3␲x e؊0.01752(3␲) t
␲ 9
1 2
ϩ ᎏ sin 0.5␲x e؊0.01752(5␲) t Ϫ ϩ • • •)
25
10. uI ϭ U1 ϩ (U2 Ϫ U1)x/L; this is the solution of (1) with Ѩu/Ѩt ϭ 0 satisfying the
boundary conditions.
12. u(x, 0) ϭ ƒ(x) ϭ 100, U1 ϭ 100, U2 ϭ 0, uI ϭ 100 Ϫ 10x. Hence

͵
10
2 n␲ x
Bn ϭ ᎏ [100 Ϫ (100 Ϫ 10x)] sin ᎏ dx
10 0 10

͵
10
2 n␲ x
ϭ ᎏ 10x sin ᎏ dx
10 0 10
200
ϭ Ϫ ᎏ cos n␲
n␲
(Ϫ1)nϩ1
ϭ ᎏ • 63.66.
n
im12.qxd 9/21/05 5:16 PM Page 234

234 Instructor’s Manual

This gives the solution

ϱ (Ϫ1)nϩ1 n␲ x
͚
2
u(x, t) ϭ 100 Ϫ 10x ϩ 63.66 ᎏ sin ᎏ e؊1.752(n␲/10) t.
nϭ1
n 10
For x ϭ 5 this becomes
u(5, t) ϭ 50 ϩ 63.66[e؊0.1729t Ϫ _13e؊1.556t ϩ _15e؊4.323t Ϫ ϩ • • •].
Obviously, the sum of the first few terms is a good approximation of the true value
at any t Ͼ 0. We find:
t 1 2 3 10 50
ᎏᎏᎏᎏ .
u(5, t) 99 94 88 61 50
␲ 4 1 1
14. u ϭ ᎏ Ϫ ᎏ (cos x e؊t ϩ ᎏ cos 3x e؊9t ϩ ᎏ cos 5x e؊25t ϩ • • •)
2 ␲ 9 25

16. u ϭ 0.5 cos 4x e؊16t

␲ 2 1 1
18. u ϭ ᎏ Ϫ ᎏ (cos 2x e؊4t ϩ ᎏ cos 6x e؊36t ϩ ᎏ cos 10x e؊100t ϩ • • •)
4 ␲ 9 25
20. F ϭ A cos px ϩ B sin px, F(0) ϭ A ϭ 0, F Ј(L) ϭ Bp cos pL ϭ 0, pL ϭ (2n Ϫ 1)␲/2;
hence
ϱ 2
(2n Ϫ 1)␲ x (2n Ϫ 1)␲c
u ϭ ͚ B2n؊1 sin ᎏᎏ exp {Ϫ[ ᎏᎏ ] t}
nϭ1
2L 2L

where

͵U
L
2 (2n Ϫ 1)␲x 4U0
B2n؊1 ϭ ᎏ 0 sin ᎏᎏ dx ϭ ᎏᎏ .
L 0 2L ␲ (2n Ϫ 1)
4U0 ϱ 1 n␲
͚
2 2
22. u ϭ ᎏ ᎏ sin2 ᎏ sin nx e؊c n t
␲ nϭ1
n 4
4U0 1 2 1 2
ϭ ᎏ ( ᎏ sin x e؊c t ϩ ᎏ sin 2x e؊4c t ϩ • • •)
␲ 2 2
24. c 2vxx ϭ vt, v(0, t) ϭ 0, v(␲, t) ϭ 0, v(x, 0) ϭ ƒ(x) ϩ Hx(x Ϫ ␲)/(2c 2), so that, as
in (9) and (10),
Hx(x Ϫ ␲) ϱ
͚
2 2
u(x, t) ϭ Ϫ ᎏᎏ ϩ Bn sin nx e؊c n t
2c 2 nϭ1

where
͵ (ƒ(x) ϩ ᎏᎏ
␲
2 Hx(x Ϫ ␲)
Bn ϭ ᎏ ) sin nx dx.
2
␲ 0 2c

26. v(x, t) ϭ u(x, t)w(t). Substitution into the given PDE gives
u t w ϩ uwЈ ϭ c2uxx w Ϫ uw.
Division by w gives
ut ϩ uwЈ/w ϭ c 2uxx Ϫ u.
This reduces to ut ϭ c2uxx if wЈ/w ϭ Ϫ1, hence w ϭ e؊t. Also, u(0, t) ϭ 0, u(L, t) ϭ 0,
u(x, 0) ϭ ƒ(x), so that the solution is v ϭ e؊tu with u given by (9) and (10).
im12.qxd 9/21/05 5:16 PM Page 235

Instructor’s Manual 235

880 ϱ 1 (2n ϩ 1)␲x (2n ϩ 1)␲y

28. u ϭ ᎏ
␲ ͚ ᎏᎏᎏ sin ᎏᎏ sinh ᎏᎏ
(2n ϩ 1) sinh (2n ϩ 1)␲ 20 20
nϭ1

30. CAS Project. (a) u ϭ (sin ␲ x sinh ␲ y)/sinh 2␲

(b) u y(x, 0, t) ϭ 0, uy (x, 2, t) ϭ 0, u ϭ sin m␲x cos n␲ y
32. u ϭ uI ϩ u II, where
4U1 ϱ 1 (2n Ϫ 1)␲x sinh [(2n Ϫ 1)␲y/24]
uI ϭ ᎏ
␲ ͚ ᎏ sin ᎏᎏ ᎏᎏᎏ
2n Ϫ 1 24 sinh (2n Ϫ 1)␲
nϭ1

4U0 ϱ 1 (2n Ϫ 1)␲ x sinh [(2n Ϫ 1)␲(1 Ϫ y/24)]

u II ϭ ᎏ
␲ ͚ ᎏ sin ᎏᎏ ᎏᎏᎏ .
2n Ϫ 1 24 sinh (2n Ϫ 1)␲
nϭ1

34. u ϭ F(x)G(y), F ϭ A cos px ϩ B sin px, u x (0, y) ϭ FЈ(0)G(y) ϭ 0, B ϭ 0,

G ϭ C cosh py ϩ D sinh py, u y (x, b) ϭ F(x)GЈ(b) ϭ 0, C ϭ cosh pb,
D ϭ Ϫsinh pb, G ϭ cosh (pb Ϫ py). For u ϭ cos px cosh p(b Ϫ y) we get
u x (a, y) ϩ hu(a, y) ϭ (Ϫp sin pa ϩ h cosh pa) cosh p(b Ϫ y) ϭ 0.
Hence p must satisfy tan ap ϭ h/p, which has infintely many positive real solutions
p ϭ ␥1, ␥ 2, • • • , as you can illustrate by a simple sketch. Answer:
un ϭ cos ␥n x cosh ␥n(b Ϫ y),
where ␥ ϭ ␥n satisfies ␥ tan ␥a ϭ h.
To determine coefficients of series of un’s from a boundary condition at the lower
side is difficult because that would not be a Fourier series, the ␥n’s being only
approximately regularly spaced. See [C3], pp. 114–119, 167.

SECTION 12.6. Heat Equation: Solution by Fourier Integrals and

Transforms, page 562
Purpose. Whereas we solved the problem of a finite bar in the last section by using Fourier
series, we show that for an infinite bar (practically, a long insulated wire) we can use the
Fourier integral for the same purpose. Figure 296 shows the time evolution for a
“rectangular” initial temperature (100°C between x ϭ Ϫ1 and ϩ1, zero elsewhere), giving
bell-shaped curves as for the density of the normal distribution.
We also show typical applications of the Fourier transform and the Fourier sine
transform to the heat equation.
Short Courses. This section can be omitted.

SOLUTIONS TO PROBLEM SET 12.6, page 568

͵
ϱ
2k 2k cos px ؊c2p2t
2. A ϭ ᎏᎏ , B ϭ 0, uϭ ᎏ ᎏ e dp
␲ ( p 2 ϩ k 2) ␲ 0 p2 ϩ k 2

͵
ϱ
2 sin v 2 ␲
4. A ϭ ᎏ ᎏ cos pv dv ϭ ᎏ • ᎏ ϭ 1 if 0 Ͻ p Ͻ 1 and 0 if p Ͼ 1. Hence
␲ 0 v ␲ 2

͵ cos px e
1
؊c2p2t
uϭ dp.
0