Winter Semester 2021-22: Tutorial 4

MA 2002D: Mathematics IV

Department of Mathematics
National Institute of Technology
Calicut

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Question 1

Obtain the PDE from the following by eliminating arbitrary constants or

arbitrary functions.
x2 y2
1. 2z = a2
+ b2

2. ϕ x 2 − y 2 − 2xy , x 2 − y 2 − 2z = 0

3. ϕ lx + my + nz, x 2 + y 2 + z 2 = 0

4. Z = f (2x + 3y ) + g(2x − 3y )

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Solution 1(a)

x2 y2
Given 2z = a2
+ b2
Differentiating w.r.t. x :

2x x
2p = ⇒p= 2 (1)
a2 a

Differentiating w.r.t y :

2y y
2q = 2
⇒q= 2 (2)
b b

substituting 1 and 2 in 3, we get:

2z = px + qy

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Solution 1(c)

Given ϕ lx + my + nz, x 2 + y 2 + z 2 = 0

Let u = lx + my + nz

v = x2 + y2 + z2

∂u ∂z
=l +n = l + np
∂x ∂x
∂u ∂z
=m+n = m + nq
∂y ∂y
∂x
= 2x + 2zp
∂x
∂v
= 2y + 2zq
∂y

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Eliminating ϕ from ϕ(u, v ) = 0

∂u ∂v
∂x ∂x
⇒ =0
∂u ∂v
∂y ∂y

l + np 2x + 2zp
⇒ =0
m + nq 2y + 2zq

⇒ (l + np)(2y + 2zq) − (m + nq)(2x + 2zp) = 0

=⇒ (l + np)(y + zq) − (m + nq)(x + zp) = 0

⇒ ly + lzq + npy + nzpq − mx − mzp − nxq − nzpq = 0

⇒ p(ny − mz) + q(lz − nx ) = mx − ly

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Question 2(a)
Solve the following Lagrange Equation

(y + z)p − (x + z)q = x − y

Solution:
The auxilliary equation is
dx dy dz
(y +z) = −(x +z) = (x −y )

From the auxilliary equation, dx + dy + dz = 0

=⇒ x + y + z = c1
Similarly, xdx + ydy + zdz = 0
=⇒ x 2 + y 2 + z 2 = c2
∴ the general solution is ϕ(x + y + z, x 2 + y 2 + z 2 ) = 0.
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Question 2(b)

Solve the following Lagrange Equation

(mz − ny )p + (nx − lz)q = ly − mx
Solution:
The auxilliary equation is
dx dy dz
mz−ny = nx −lz = ly −mx

Each ratio is equal to

ldx +mdy +ndz ldx +mdy +ndz
l(mz−ny )+m(nx −lz)+n(ly −mx ) = 0

=⇒ ldx + mdy + ndz = 0

Integrating , lx + my + nz = a

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Also, each ratio is equal
xdx +ydy +zdz xdx +ydy +zdz
x (mz−ny )+y (nx −lz)+z(lx −my ) = 0

=⇒ xdx + ydy + zdz = 0

x2 y2 z2
Integrating, 2 + 2 + 2 = c1
=⇒ x 2 + y 2 + z 2 = b
∴ The general solution is
ϕ(lx + my + nz, x 2 + y 2 + z 2 ) = 0.

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Question 2(d)

Solve (x 2 − y 2 − z 2 )p + 2xyq = 2xz

Solution:
Auxilliary equation is
dx dy dz
(x 2 −y 2 −z 2 )
= (2xy ) = (2xz)
dy dz
=⇒ 2xy = 2xz
So yz = a
Also 2xy dy
= (xdx +ydy +zdz)
x (x 2 +y 2 +z 2 )

=⇒ (x 2 +yy2 +z 2 ) = b
Solution is ϕ( yz , x 2 +yy2 +z 2 ) =0

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Question 2(g)

Solve the following Lagrange Equation:

xzp + yzq = x 2 − y 2
Solution:
xzp + yzq = x 2 − y 2
dx /xz = dy /yz = dz/x 2 − y 2 are the auxiliary equations.
x
dx /xz = dy /yz ⇒ dx /x = dy /y ⇒ log x = log y + log c1 ⇒ y = c1
xdx −ydy dz
(x 2 −y 2 )z
= x 2 −y 2

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xdx − ydy = zdz
z2
x 2 /2 − y 2 /2 = 2 + c2
x 2 − y 2 − z 2 = c2
Therefor solution is given by

ϕ(x /y ) = x 2 − y 2 − z 2

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Question 4

Classify the following PDE and state the nature

(a)xuxx − yuyy + (x + 3)uyy = 0, x > 0; y > 0

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solution

a = x , b = 0, c = −y + x + 3
b 2 − 4ac = −4x (x − y + 3)
Here b 2 − 4ac > 0 when x − y < −3, ∴ hyperbolic when x − y < −3
Here b 2 − 4ac < 0 when x − y > −3, ∴ elliptic when x − y > −3
Here b 2 − 4ac = 0 when x − y = −3, ∴ parabolic when x − y = −3

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Question 4(b)

uxx + 2uxy + 4uyy = 0

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Solution

Here, a = 1,b = 2,c = 4

b 2 − 4ac = 4 − 16 = −12 < 0, hence elliptic.

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Question 4(c)

zxx + 4zxy + 4zyy = 0

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Solution

a = 1, b = 4, c = 4
b 2 − 4ac = 0
Always parabolic

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Question 4(d)

(1 − x )uxx + 2yuxy + (1 + x )uyy = 0

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Solution 4(d)

a = 1 − x , b = 2y , c = −1 + x

b 2 − 4ac = 4y 2 − 4(1 − x )(1 + x ) = 4(x 2 + y 2 − 1)

5
hyperbolic when x 2 + y 2 >
4
2 2 5
elliptic when x + y <
4
parabolic when x 2 + y 2 = 1

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Question 5

A tightly stretched string with fixed end points x = 0 and x = L is initially

at rest in its equilibrium position. If it is set vibrating giving to each of its
points a velocity λx (L–x ), find the displacement of the string at any
distance x from one end and at any time t.

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Solution

The displacement y (x , t) is given by the equation

∂2y 2
2∂ y
= a .................(1)
∂t2 ∂x2

The boundary conditions are

i. y (0, t) = 0, for t ≥ 0.
ii. y (L, t) = 0, for t ≥ 0
iii. y(x, 0) = 0, for 0 ≤ x ≤ L.
∂y
iv. ∂t = λx(L − x), for 0 ≤ x ≤ L.

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Since the vibration of a string is periodic, therefore, the solution of (1) is
of the form

y (x , t) = (A cos λx + B sin λx )(C cos λat + D sin λat)........(2)

Using (i) in (2), we get

0 = A(C cos λat + D sin λat), for all t ≥ 0.

which gives A = 0. Hence equation (2) becomes

y (x , t) = B sin λx (C cos λat + D sin λat)...........(3)

Using (ii) in (3), we get

0 = B sin λL(C cos λat + D sin λat), for all t ≥ 0

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 nπ
which implies λL = nπ. Hence, λ= L ,n being an integer.
Thus, y (x , t) = B sin nπx cos nπat nπat


L L + D sin L . . . . . . (4)
Using (iii) in (4), we get
nπx
0 = B sin C
L
Therefore, C = 0. Hence, y (x , t) = B sin nπx nπat
L · D sin L

nπx nπat
= B1 sin · sin , where B1 = BD
L L

The most general solution is

∞
X nπx nπat
y (x , t) = Bn sin sin · · · (5)
n=1
L L

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Differentiating (5) partially w.r.t t, we get
∞
∂y X nπx nπat nπa
= Bn sin · cos ·
∂t n=1
L L L

Using (iv), we get

∞
X nπa nπx
λx(L − x ) = Bn · sin
n=0
L L

2 RL
i.e, Bn nπa nπx
L = L 0 f(x) · sin L dx
2 RL nπx
i.e, Bn = nπa 0 f (x ) · sin L dx
nπx 
2 d − cos L
2 RL nπx 2λ R L


= nπa 0 λx (L − x ) sin L dx = nπa 0 Lx − x nπx
L

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 − cos nπx − sin nπx
( ! !
2λ 
2

L L
= Lx − x d nπ − (L − 2x ) n2 π 2
nπa L L2
( )
2λ −2 cos nπ 2
= n3 π 3
+ n3 π 3
nπa
L3 L3
2λ 2L3
= {1 − cos nπ}
nπa n3 π 3 
3
 8kℓ

, if n is odd
4λL3 n4 π 4 a
Bn = n4 π 4 a
{1 − (−1)n } or Bn =

 0, if n is even
Substituting in (5) we get y (x , t).

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Question 6

A string is stretched and fastened between two points l apart. Motion is

started by displacing the string in the form y = a sin πx
l from which it is

released at time t = 0. Show that the displacement of any point at a

distance x from one end and at time t is given by
y (x , t) = a sin πx πct
l cos l .

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Solution
The equation of string is given by -
∂2y 2
2∂ y
= c . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (1)
∂t 2 ∂x 2
Sine the string is stretched between the two points (0, 0) and (l, 0), hence
the displacement of the string at these point will be zero.

∴ y (0, t) = 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (2)

and y (l, t) = 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (3)

since the string is released from rest hence its initial velocity will be zero.
∂y
∴ = 0 at t = 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (4)
∂t
since, the string is displaced from the initial position at time t = 0 hence
the initial displacement is given is 27 / 44
 πx
y (x , 0) = a sin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (5)
l
conditions (2), (3), (4), (5) are the boundary conditions.
Let us now proceed to solve equation (1).
Let y = XT . . . . . . . . . (6) where X is a function of x only and T is a
function of t only .

∂y ∂(XT ) dT
= =X
∂t  ∂t  dt
dT
2
∂ y ∂ X dt d 2T
= = X
∂t 2 ∂t dt 2
∂2y 2
similarly, ∂t 2
= T ddxX2 substituting the above in equation (1), we get
d 2T 2
2 d X
X = c T =⇒ XT ′′ = c 2 TX ′′
dt 2 dx 2 28 / 44
Now making some cases, we get,
1 T ′′ X ′′
Case (1) c2 T
= X = −P 2
i)
1 T ′′
= −p 2
c2 T
d 2T
+ c 2p2T = 0
dt 2
Auxiliary equation is given by -

m2 + c 2 p 2 = 0

m = ±cpi

∴ CF = c1 coscpt +c2 sincpt

PI = 0

∴ CF = c1 cos cpt + c2 sin cpt

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 T = CF + PI

= c1 cos apt + c2 sin apt · · · · · · (7)

X ′′ d 2X
ii) X = −p 2 =⇒ dx 2
+ p2X = 0

X ′′
= −p 2
X

Auxiliary equation is -
m2 + p 2 = 0

m = ±pi

∴ C .F = c3 cos(px ) + c4 sin(px ) = X · · · · · · (8)

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hence, y (x , t) = (c1 cos cpt + c2 sin cpt) (c3 cos(px ) + c4 sin(px ))....(9)
1 T ′′ X ′′
Case (2) c2 T
= X = p2
1 T ′′ d 2T
i) c2 T
= p 2 =⇒ dt 2
− c 2p2T = 0
Auxiliary equation is - m2 − p 2 c 2 = 0 =⇒ m = ±pa

∴ CF = c5 e cpt + c6 e −cpt

PI = 0

∴ T = c5 e cpt + c6 e −cpt
X ′′
ii) X = p2
d 2X
− p2X = 0
dx 2
Auxiliary equation is -

m2 − p 2 = 0 =⇒ m = ±p
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 ∴ CF = c7 e px + c8 e −px
PI = 0

∴ X = c7 e px + c8 e −px
hence,
y (x , t) = (c5 cos e pat + c6 e −cpt ) (c7 e px + c8 e −px ) . . . . . . . . . . . . . . . . . . ..(10)
1 T ′′ X ′′
Case III) a2 T
= X = 0(say )
T ′′ d 2T
(i) 1
a2 T
= 0 =⇒ T ′′ = 0 or dt 2
=0
Auxiliary equation is
m2 = 0 =⇒ m = 0, 0

∴ C · F = c9 + c10 t

PI = 0
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∴ T = c9 + c10 t
X ′′ d 2X
ii) X = 0(say ) =⇒ dx 2
=0
Auxiliary equation is -
m2 = 0 =⇒ m = 0, 0

∴ CF = c11 + c12 x

PI = 0 ∴ X = c11 + c12 x

hence, y (x , t) = (c9 + c10 x ) (c11 + c12 x ) .............(11).

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Out of these three above solutions (9), (10) and (11), we have to choose
the solution which is consistent with the physical nature of the problem .
since we are dealing with problem on vibrations, the solution must contain
periodic solution . hence the solutions which contains trignometric terms
must be the solutions of given equations.
hence, solution (9) is the general solution of one -dimension wave equation
given by the equation (1), now,
y (x , t) = (c1 cos apt + c2 sin apt) (c3 cos px + c4 sin px )
Applying the boundary condition , y (0, t) = 0 = (c1 cos apt + c2 sin apt) c3
=⇒ c3 = 0 ∴ from (9), y (x , t) = (c1 cos apt + c2 sin apt) c4 sin px

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again , now using the boundary conditions ,
y (x , t) = 0 = (c1 cos apt + c2 sin apt) c4 sin pl
=⇒ sin pl = 0 = sinn π(n ∈ I)

nπ
∴p=
l

y (x , t) = c1 cos nπat nπat

c4 sin nπx


l + c2 sin l l

∂y nπa nπat nπat nπx

   
now = −c1 sin + c2 sin c4 sin
∂t t=0 l l l l

now again using boundary conditions , At t = 0,

∂y nπc nπx
   
=0= c2 c4 sin
∂t t=0 l l

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=⇒ c2 = 0
nπat nπx
∴ , y (x , t) = c1 c4 cos sin
l l
πx nπx
y (x , 0) = k sin = c1 c4 sin
l l
where c1 c4 = k, n = 1 hence, y (x , t) = k cos πax πx
l sin l which is required

solution .

36 / 44
Question 8

Using D’Alembert’s method, find the solution of the wave equation

∂2u 2
∂ u ∂u
∂t 2
= c 2 ∂x 2 , given u(x , 0) = k(sinx − sin2x ), ∂t (x , 0) = 0.
Solution:
Since u(x , 0) = F (x ) and ut (x , 0) = G(x ), in this case,
u(x , t) = 12 (F (x + ct) + F (x − ct))
k

u(x , t) = 2 [sin(x + ct) − sin2(x + ct)] + [sin(x − ct) − sin2(x − ct)]
k

= 2 2sinx cosct − 2sin2x cos2ct
=k(sinx cosct − sin2x cos2ct)
The given boundary conditions are also satisfied by u(x , t).

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Question 10

Find the temperature in a thin metal bar of length L where both ends are
insulated and the initial temperature in the bar is sin πx
L .

38 / 44
Solution
We consider the initial boundary value problem for the heat equation

ut = a2 uxx , x ∈ (0, L), t > 0.....(1)

πx
u(0, x ) = sin .....(2)
L
ux (t, 0) = ux (t, L) = 0.....(3)
We look for a specific type of solution; namely, a product of a function of
t only and a function of x only:

v (t, x ) = T (t)X (x )

We substitute this function v into the differential equation (1), and divide
by a2 v . This gives
T ′ (t) X ′′ (x )
=
a2 T (t) X (x ) 39 / 44
where λ is a constant. Then
T ′ (t)
= −λ
a2 T (t)
Thus v (t, x ) = T (t)X (x ) is a solution of the heat equation that satisfies
boundary conditions (3) if and only if T and X satisfy the ordinary
differential equation

T ′ (t) + λa2 T (t) = 0, t ∈ (0, +∞).....(4)

and the boundary value problem

X ′′ (x ) + λX (x ) = 0, x ∈ (0, L), .....(5)

X ′ (0) = 0, X ′ (L) = 0.....(6)

respectively. Since we wish to have ux = 0 for x = 0 and x = L, we only
consider those solutions of the last equation which also satisfy conditions
(6). 40 / 44
This homogeneous problem always has the trivial solution X = 0, but this
is of no use to us. We are interested in cases where this is not the only
solution. It is possible for non-negative λ only. If λ = 0, then there exists
a nonzero solution X0 = 1 of (5), (6). For λ > 0 we have
√ √
X (x ) = C1 cos λx + C2 sin λx . Substituting X into (6) yields
√ √ √ √
X ′ (x ) = −C1 λ sin λx + C2 λ cos λx

X ′ (0) = 0 ⇒ C2 = 0
√ √ √
X ′ (L) = 0 ⇒ C1 λ sin λL = 0 ⇒ sin λL = 0
since both the constants C1 and C2 cannot be zero simultaneously. Then
√
X need not be identically zero if and only if sin λL = 0, that s, if
π 2 n2
λn = , n = 1, 2, . . .
L2
These values are called the eigenvalues of the problem.
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The corresponding solutions are
πnx
Xn (x ) = cos , n = 1, 2, . . .
L
Next, we can solve equation (4) for all eigenvalues:

T0′ = 0 ⇒ T0 (t) = A0
a 2 π 2 n2 2 2 2
− a π2 n t
Tn′ + T n = 0 ⇒ T n (t) = An e L
L2
We attempt to represent the solution u of (1)-(3) as an infinite series
∞
a 2 π 2 n2 πnx
An e − t
X
u(t, x ) = A0 + L2 cos .
n=1
L
Ve need to determine the coefficients An in such a way that initial
condition (2) holds. We have
∞
X πnx πx
u(0, x ) = A0 + An cos = sin .
n=1
L L
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The last series is called a Fourier series of function sin πx
L . Moreover,
1 L πx 2 L πx πnx
Z Z
A0 =
sin dx , An = sin cos dx .
L 0 L L 0 L L
πx L 2L
Z L
πx L L πx πx L
Z  
A0 = sin dx = sin d = − cos = .
0 L π 0 L L π L 0 π
Z L Z L
πx πnx 1 π(n + 1)x π(n − 1)x

An = sin cos dx = sin + sin dx
0
L L 2 0
L L
 Z L
1 L π(n + 1)x π(n + 1)x
 
= sin d
2 π(n + 1) 0
L L
Z L 
L π(n − 1)x π(n − 1)x

+ sin d
π(n − 1) 0
L L
 L L

1 L π(n + 1)x L π(n − 1)x
= − cos − cos
2 π(n + 1) L 0 π(n − 1) L 0



 L L
 2 1 − (−1)n+1 nL
n+1
= 1 − (−1) + =
π(n + 1) π(n − 1) π (n2 − 1)
(
8kL
if n = 2k
π (4k 2 −1)
=
0 if n = 2k − 1
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Therefore,
∞ 2 2 2
2L X 8kL − 4a π2 k t 2πkx
u(t, x ) = + 2
e L cos
π k=1
π (4k − 1) L

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