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Tutorial 5

Introduction to Partial Differential


Equations

Question 5.1. Determine the solution of the following initial value problems.

(a) y 00 − 6y 0 + 5y = 0, 0 < x < 2, y(0) = 1, y(2) = 1

(b) y 00 + y = 0, 0 < x < π, y(0) = 0, y 0 (π) = 0

Question 5.2. Find the eigenvalues λ for which the given problem has a nontrivial solution and
determine its corresponding nontrivial solutions (eigenfunctions).

(a) y 00 + λy = 0, 0 < x < π, y(0) = 0, y 0 (π) = 0

(b) y 00 − 2y 0 + λy = 0, 0 < x < π, y(0) − y 0 (0) = 0, y(π) = 0

Question 5.3. The mathematical model for a sourceless heat flow in a uniform wire whose ends are
kept at constant temperature zero is given by

∂u ∂2u
(x, t) = β 2 (x, t), 0 < x < L, t > 0,
∂t ∂x
u(0, t) = u(L, t) = 0, t > 0,

u(x, 0) = f (x), 0 < x < L.

Solve the heat flow problem with β = 2, L = π and f (x) = sin x − 3 sin 4x.

Question 5.4. The formal solution of the heat flow problem in Question 5.3 is given by

nπx
2
Å ã
−β ( nπ
L )
t
X
u(x, t) = cn e sin ,
n=1
L

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Tutorial 5. Introduction to Partial Differential Equations

where cn are constants. Find the coefficients cn ’s and series solution of the heat flow problem if
β = 3, L = 4 and f (x) = sin 4πx + 3 sin 6πx − sin 9πx.

Question 5.5. Find a formal solution to the given initial-boundary value problem.

(a)

∂u ∂2u
= , 0 < x < π, t > 0,
∂t ∂x2
u(0, t) = u(π, t) = 0, t > 0,

u(x, 0) = x2 , 0 < x < π.

(b)

∂u ∂2u
= 2 2, 0 < x < 1, t > 0,
∂t ∂x
∂u ∂u
(0, t) = (1, t) = 0, t > 0,
∂x ∂x
u(x, 0) = f (x), 0 < x < 1.

(c)

∂u ∂2u
= , 0 < x < π, t > 0,
∂t ∂x2
u(0, t) = 0, u(π, t) = 3π, t > 0,

u(x, 0) = 0, 0 < x < π.

(d)

∂u ∂2u
= 3 2 + x, 0 < x < π, t > 0,
∂t ∂x
u(0, t) = u(π, t) = 0, t > 0,

u(x, 0) = sin x, 0 < x < π.

(e)

∂u ∂2u
= + x, 0 < x < π, t > 0,
∂t ∂x2
∂u
u(0, t) = 0, u(π, t) + (π, t) = 0, t > 0,
∂x
u(x, 0) = f (x), 0 < x < π.

2
(f)

∂u ∂2u ∂2u
= + 2, 0 < x < π, 0 < y < π, t > 0,
∂t ∂x2 ∂y
∂u ∂u
(0, y, t) = (π, y, t) = 0, 0 < y < π, t > 0,
∂x ∂x
u(x, 0, t) = u(x, π, t) = 0, 0 < x < π, t > 0,

u(x, y, 0) = x sin y, 0 < x < π, 0 < y < π.

Question 5.6. When the temperature in a wire reaches a steady state, then u(x) satisfies the
∂2u
Laplace’s equation = 0.
∂x2
(a) Find the steady-state solution when the ends of the wire are kept at constant temperature of
50◦ C.

(b) Find the steady-state solution when one end of the wire is kept at 10◦ C and the other is kept at
40◦ C.

Question 5.7. If u(x, t) represents the displacement of the string and the ends of the string are held
fixed, then the motion of the string is governed by the initial-value boundary problem

∂2u 2
2∂ u
(x, t) = α (x, t), 0 < x < L, t > 0,
∂t2 ∂x2
u(0, t) = u(L, t) = 0, t > 0,

u(x, 0) = f (x), 0 < x < L,


∂u
(x, 0) = g(x), 0 < x < L.
∂t

(a) Solve the vibrating string problem with α = 2, L = π, f (x) = sin x − 3 sin 4x and g(x) = 0.

(b) Knowing that the formal solution is given by


∞ ï
nπαt nπαt nπx
X Å ã Å ãò Å ã
u(x, t) = an cos + bn sin sin ,
n=1
L L L

where an ’s and bn ’s are determined from the Fourier sine series of f (x) and g(x), find the
coefficients an ’s and bn ’s if α = 3, L = π, f (x) = 0 and g(x) = sin 4x + 3 sin 6x − sin 9x.

Question 5.8. Find a formal solution to the vibrating string problem governed by the given initial-
boundary value problem.

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Tutorial 5. Introduction to Partial Differential Equations

(a)

∂2u ∂2u
= , 0 < x < 1, t > 0,
∂t2 ∂x2
u(0, t) = u(1, t) = 0, t > 0,

u(x, 0) = x(1 − x), 0 < x < 1,


∂u
(x, 0) = sin 7πx, 0 < x < 1.
∂t

(b)

∂2u ∂2u
= 9 , 0 < x < π, t > 0,
∂t2 ∂x2
u(0, t) = u(π, t) = 0, t > 0,

u(x, 0) = sin 4x + 7 sin 5x, 0 < x < π,



 x, 0 < x < π2 ,

∂u
(x, 0) =
∂t  π − x, π < x < π.

2

(c)

∂2u ∂2u
= + x sin t, 0 < x < π, t > 0,
∂t2 ∂x2
u(0, t) = u(π, t) = 0, t > 0,

u(x, 0) = 0, 0 < x < π,


∂u
(x, 0) = 0, 0 < x < π.
∂t

Question 5.9. Given the initial value problem

∂2u 2
2∂ u
= α , −∞ < x < ∞, t > 0,
∂t2 ∂x2
u(x, 0) = f (x), −∞ < x < ∞,
∂u
(x, 0) = g(x), −∞ < x < ∞.
∂t

Find the solution if

(a) f (x) = x2 and g(x) = 0.

(b) f (x) = cos 2x and g(x) = 1 − x.

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Question 5.10 (The Struck String). A vibrating string is governed by the initial value problem as
in Question 5.7. If the string is struck at x = a, then the initial conditions may be approximated by
f (x) = 0 and 
 v0 x ,

0 < x ≤ a,
a
g(x) =
v0 (L−x)
L−a , a < x < L,

where v0 is a constant. Find the formal solution.

Question 5.11. Given the following Laplace equation with mixed boundary value problem

∂2u ∂2u
+ 2 = 0, 0 < x < a, 0 < y < b,
∂x2 ∂y
∂u ∂u
(0, y) = (a, y) = 0, 0 ≤ y ≤ b,
∂x ∂x
u(x, b) = 0, 0 ≤ x ≤ a,

u(x, 0) = f (x), 0 ≤ x ≤ a.

Its formal solution is



nπx nπ
X Å ã Å ã
u(x, y) = E0 (y − b) + En cos sinh (y − b) ,
n=1
a a

where En ’s are constants. Find the formal solution when a = π, b = 1 and f (x) = 4 cos 6x +
3 cos 8x.

Question 5.12. Find a formal solution to the given boundary value problem:

∂2u ∂2u
+ 2 = 0, 0 < x < π, 0 < y < 1,
∂x2 ∂y
∂u ∂u
(0, y) = (π, y) = 0, 0 ≤ y ≤ 1,
∂x ∂x
u(x, 0) = cos x − cos 3x, 0 ≤ x ≤ π,

u(x, 1) = cos 2x, 0 ≤ x ≤ π.

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