MATH306 Partial Differential Equation

Final Revision Exercises with Solution

November 17, 2011

Problem 1. (1D Wave Equation with non-zero BCs)

Solve the following system:


utt (x, t) c2 uxx(x, t)=0 x (1, 1) t > 0


u(x, 0)=1 x (1, 1)
ut (x, 0)=0 x (1, 1)



u(1, t)=1 t>0

u(1, t)=t t>0
Hints: First reduce the problem into zero BCs, then apply separation of variables to the new system.
Solution
1. As stated in the hints, consider w(x, t) = u(x, t) x+1 x1
2 t + 2 , this transforms the system
into a new one with zero BCs:


wtt (x, t) c2 wxx (x, t)=0 x (1, 1) t > 0


w(x, 0)= x+12 x (1, 1)
wt (x, 0)= x+1
2 x (1, 1)



w(1, t)=0 t >0

w(1, t)=0 t>0
2. To solve the new system by separation, consider v(x, t) = X(x)T (t) which satisfies

vtt (x, t) c2 vxx (x, t)=0 x (1, 1) t > 0
v(1, t)=0 t>0

v(1, t)=0 t>0
Putting v(x, t) = X(x)T (t) into the PDE yields
T X
T (t)X(x) c2 X (x)T (t) = 0 = = =
c2 T X
and from the zero BCs of v, we have
 
v(1, t)=X(1)T (t)=0 t > 0 X(1)=0
=
v(1, t) = X(1)T (t) =0 t > 0 X(1)=0
So we can solve the temporal parts
T + c2 T = 0
and the spatial part
X + X=0
X(1)=0

X(1)=0
separately.

1
3. Case analysis:
(a) Suppose = 0, the general solution to the temporal part is given by

T (t) = At + B

and the general solution to the spatial part is given by

X(x) = Cx + D

From the BCs of X(x), we have


X(1)=0=C + D
= C=D=0 = Trivial Solution
X(1) =0= C + D

(b) Suppose 6= 0, the general solution to the temporal part is given by

T (t) = A cos ct + B sin ct

and the general solution to the spatial part is given by

X(x) = C cos x + D sin x

From the BCs of X(x), we have


X(1)=0=C cos D sin
= C cos = D sin = 0
X(1) =0=C cos + D sin

Since we assume non-trivial

solution,
i.e. either C 6= 0 or D 6= 0, we need to do case
analysis to solve C cos = D sin = 0 :
Suppose C 6= 0,
 
1
C cos = 0 cos = 0 = n+ n = 0, 1, 2,
2

also,
cos = 0 sin = 1 D=0
So, for this case
 
1
X(x) = C cos n + x
2
   
1 1
T (t) = A cos n + ct + B sin n + ct
2 2

Suppose D 6= 0,

D sin = 0 sin = 0 = m m = 1, 2, 3,

also,
sin = 0 cos = 1 C =0
So, for this case

X(x) = D sin mx
T (t) = A cos mct + B sin mct

2
4. Putting all the things together, the general solution of w(x, t) becomes

X        
1 1 1
w(x, t) = An cos n + ct + Bn sin n + ct cos n + x
n=0
2 2 2

X
+ (Cm cos mct + Dm sin mct) sin mx
m=1

While all the coefficients An , Bn , Cm , Dm are found from the ICs:

 
x+1 X 1 X
w(x, 0) = = An cos n + x + Cm sin mx
2 n=0
2 m=1
   
x+1 X 1 1 X
wt (x, 0) = = n+ cBn cos n + x + mcDm sin mx
2 n=0
2 2 m=1

P (f,Xk )
Using the equation f = k ak Xk ak = (X k ,Xk )
, and also the following integration
results:
    Z 1  
x+1 1 x+1 1
, cos n + x = cos n + x dx
2 2 1 2 2
2 cos n 2(1)n
= =
(2n + 1) (2n + 1)
  Z 1
x+1 x+1
, sin mx = sin mx dx
2 1 2
sin m cos m (1)m+1
= 2 2
=
m  m
 m  
1 1
(sin mx , sin mx) = cos n + x , cos n + x = 1
2 2

The coefficients are

x+1



2 , cos n + 12 x 2(1)n
An = 1

1


=
cos n + 2 x , cos n + 2 x (2n + 1)
x+1 1



2 2 ,
cos n + 2 x
4(1)n+1
Bn = 1 1

=
(2n + 1)c cos n + 2 x , cos n + 2 x (2n + 1)2 2 c
x+1


2 , sin mx (1)m+1
Cm = =
(sin mx , sin mx) m
x+1


1 2 , sin mx (1)m
Dn = = 2 2
mc (sin mx , sin mx) m c

x+1 x1
5. As w(x, t) is known, u(x, t) = w(x, t) + 2 t 2 is also known.

3
Problem 2. (Laplace Equation in a Ball) 
Consider the following system, with B(O, 2) = (r, , ) R3 : r < 2 :

u(r, , )=0 ~x B(O, 2)
u(2, , )=42 cos ~x B(O, 2)

Without solving the system,

n o n o
1. find max u(~x) : ~x B(O, 2) and min u(~x) : ~x B(O, 2)

2. find u at the origin O.

Solution
1. As u is harmonic, Maximum Principle holds:

max {u(~x)} = max {u(~x)}

~
xB(O,2) ~
xB(O,2)

= max 42 cos
B(O,2)

= max 42 cos : [0, ] , [0, 2]
= 4 2

Similarly for the minimum of u, we have

min {u(~x)} = min {u(~x)}

~
xB(O,2) ~
xB(O,2)

= min 42 cos : [0, ] , [0, 2]
= 4 2

2. By Mean Value Formula, R

B(0,a)
u(y)do(y)
u(0) = R
B(0,a) do(y)
R R 2 R
Using the substitution for spherical coordinates: B(0,a) do(y) 0 0 a2 sin d d
R 2 R
0 u(2, , ) 22 sin d d
u(0) = R02 R
0 0
22 sin d d
R 2 R
0 162 sin cos d d
= R02 R
0 0
4 sin d d
= 0

4
Problem 3. (Theories in Hilbert Spaces)
1. Find the Fourier full series of f (x) = x on the interval [l, l], in both real and complex form.
Does the series converges pointwisely to f in the whole interval?
P
2. Apply Parsevals equality to the series in the previous part to find the sum n=1 n2 .
3. Start with the Fourier cosine
P series of g(x) = x2 on the interval (0, l). Apply Parsevals
4
equality to find the sum n=1 n .
R
4. Consider the function space H = {f : [1, 1] R} with an inner product (f, g) = [1,1] f g,

apply Gram-Schmidt process on the linear independent set 1, x, x2 , x3 to get a set of four
orthonormal functions.

P Parsevals equality states that for a Hilbert space (H, (, )) with orthogonal basis {Xn }, and any
Hints:
v = n an Xn H, we have
X
kvk2 = (v, v) = |an |2 (Xn , Xn )
n

Solution
1. The full real series of f (x) = x is
B0 X  nx 

nx
x + An sin + Bn cos where
2 n=1
l l
Z l
2 nx
Bn = x cos
|{z} dx = 0
2l l | {z l }
odd even
Z l
2 nx
An = x sin dx
2l l l
2l sin n 2l cos n 2l(1)n+1
= =
n2 2 n n
So the full real series is just the sine series:
X
2l(1)n+1 nx
x sin
n=1
n l
To get the complex series, we can make use of the formula:
eiz eiz
sin z =
2i

2l(1)n+1  inx/l 
X
x e einx/l
n=1
2in
X
l(1)n+1 inx/l X l(1)n+1 inx/l
= e + e
n=1
in n=1
in
X
X
l(1)n+1 inx/l l(1)m+1 imx/l
(let m = n) = e + e
n=1
in m=1
im
X
X
l(1)n+1 inx/l l(1)m+1 imx/l
( (1)m = (1)m ) = e + e
n=1
in m=1
im
X l(1)m+1 imx/l
= e
im
mZ{0}

5
 The sine series converges to f pointwisely on (l, l) as both f (x) = x and f (x) = 1 are
continuous functions, but the series does not converge to f at the endpoints l, in fact,
the sum converges to zero at l instead.
2. Applying Parsevals equality to the sine series,

X  nx nx 
2
(x, x) = |An | sin , sin
n=1
l l
Z l
X 4l2 Z l
nx
x2 dx = 2 2
sin2 dx
l n=1
n l l
X
2 3 4l2
l = l
3 n=1
n2 2

Upon simplification, we have

X
1 2
2
=
n=1
n 6

3. Similar to processes in the previous question, we have

B0 X
2 nx
x + Bn cos where
2 n=1
l

Z l
2 2 2
B0 = x2 dx = l
l 0 3
Z
2 l 2 nx
Bn = x cos dx
l 0 l
4l2 2l2 (n2 2 2) 4l2 (1)n
= 2 2
cos n + 3 3
sin n =
n n n2 2
So the cosine series is
1 2 X 4l2 (1)n nx
x2 l + 2 2
cos
3 n=1
n l
Apply Parsevals equality to the cosine series,
   nx 

X
2 2 2 1 1 2 nx
(x , x ) = |B0 | , + |Bn | cos , cos
2 2 n=1
l l
Z l Z l X Z
4 4 1 16l4 l nx
x4 dx = l dx + 4 4
cos2 dx
0 9 0 4 n=1
n 0 l

1 5 1 5 X 16l4 l
l = l +
5 9 n=1
n4 4 2

Upon simplification, we have

X
1 4
=
n=1
n4 90

6
4. Gram-Schmidt Process:
(a)
1 1 1
vb1 = p = qR =
(1, 1) 1
12 dx 2
1

(b)
Z 1 
1 1
v2 = x (x, vb1 ) vb1 = x x dx = x
|{z}
1 2 2
odd |{z}
even
r
v2 x 3
vb2 = p q
= R = x
(v2 , v2 ) 1
x2 dx 2
1

(c)



v3 = x2 x2 , b
v1 vb1 x2 , b
v2 vb2
Z 1  Z 1 r r
2 2 1 1 2 3 3
= x x dx x
|{z} x dx x
1 2 2 1 2 2
even | {z }
odd
2 1
= x
3
r  
v3 x2 13 45 2 1
vb3 = p = qR
= x
(v3 , v3 ) 1
x2 1 2 dx 8 3
1 3

(d)




v4 = x3 x3 , vb1 vb1 x3 , vb2 vb2 x3 , vb3 vb3
Z 1  Z 1 r r
3 3 1 1 3 3 3
= x x dx
|{z} x x dx x
1 2 2 1 2 2
odd |{z}
even
Z 1 r   r  
3 45 2 1 45 2 1
x
|{z} x dx x
1 8 3 8 3
odd | {z }
even
3 3
= x x
5
r  
v4 x3 35 x 175 3
vb4 = p = qR
= x3 x
(v4 , v4 ) 1
x3 3 x 2 dx 8 5
1 5

7
Problem 4. (Greens Theorem)
1. Consider the domain = {(x1 , x2 ) : x1 > 0, x1 > x2 > 0}, suppose we pick a point ~y =
(y1 , y2 ) , find all the reflected points of ~y that are produced from reflections about
the boundaries of .
2. Given that the fundamental solution of Laplace equation in R2 is
1
(~x, ~z) = (k~x ~zk) = ln k~x ~zk
2
Find the Greens function of on from the previous results, and verify your answer.
Hints:
1. There are totally seven reflection points!
2. The definition of Greens function G(~x, ~y ) is
G(~z, ~y ) = 0, for all ~z , and ~y
G(~x, ~y ) (~x, ~y ) is harmonic in ~x , for all ~y

Solution
1. The seven images of ~y are:
(a) Reflection of ~y across {(0, x2 )} = ~y (1) = (y1 , y2 )
(b) Reflection of ~y across {(x1 , x1 )} = ~y (2) = (y2 , y1 )
(c) Reflection of ~y (2) across {(0, x2 )} = ~y (3) = (y2 , y1 )
(d) Reflection of ~y (1) across {(x1 , x1 )} = ~y(4) = (y2 , y1 )
(e) Reflection of ~y (4) across {(0, x2 )} = ~y (5) = (y2 , y1 )
(f) Reflection of ~y (3) across {(x1 , x1 )} = ~y(6) = (y1 , y2 )
(g) Reflection of ~ y (6) across {(0, x2 )} = Reflection of ~y (5) across {(x1 , x1 )} = ~y (7) =
(y1 , y2 )
2. Claim: The required Greens Function is
G(~x, ~y ) = (~x, ~y )(~x, ~y (1) )(~x, ~y (2) )+(~x, ~y (3) )+(~x, ~y (4) )(~x, ~y (5) )(~x, ~y (6) )+(~x, ~y (7) )
Proof:
(a) Suppose ~z = (z1 , z2 ) , then either z1 = 0 or z1 = z2 .
If z1 = 0, we have


k~z ~yk = k~z ~y (1) k
(~z, ~y) =(~z, ~y (1) )
(2) (3)
k~z ~y k = k~z ~y k (~z, ~y (2) )=(~z, ~y (3) )
(4) (5)

k~z ~y k = k~z ~y k
(~z, ~y (4) )=(~z, ~y (5) )

k~z ~y (6) k = k~z ~y(7) k (~z, ~y (6) )=(~z, ~y (7) )
If z1 = z2 , we have


k~z ~yk = k~z ~y (2) k
(~z, ~y) =(~z, ~y (2) )

k~z ~y (1) k = k~z ~y(4) k (~z, ~y (1) )=(~z, ~y (4) )


k~z ~y (3) k = k~z ~y(6) k
(~z, ~y (3) )=(~z, ~y (6) )

k~z ~y (5) k = k~z ~y(7) k (~z, ~y (5) )=(~z, ~y (7) )
Both lead to the same result: G(~z, ~y) = 0.
(b) It can be shown that (~a, ~b) is harmonic in ~a except at the point ~a = ~b. We can see
when ~y , all of those ~y (i) are lying outside , so (~x, ~y (i) ) are all harmonic in ~x .
Therefore, G(~x, ~z )(~x, ~z) = (~x, ~y (1) )(~x, ~y (2) )+(~x, ~y (3) )+(~x, ~y (4) )(~x, ~y (5) )
(~x, ~y (6) ) + (~x, ~y (7) ) is harmonic in ~x , for any ~y .

8
Problem 5. (2D Laplace Equation)
Find the steady state solution of the following diffusion system


ut (x, y, t) ku(x, y, t)=0 x (0, 1) y < 0 t > 0

2

u(x, y, 0)=x cos y x (0, 1) y < 0

ux (0, y, t)=0 y<0 t>0
t

u(1, y, t)=e y < 0 t>0



u(x, 0, t)=x x (0, 1) t>0

limy u(x, y, t)=0 x (0, 1) t > 0

Solution
Since we are going to find the steady state solution, which means we take t , the initial
condition can be ignored and all temporal derivatives go to zero. The given system is thus reduced
into the following Laplace equation:


u(x, y)=0 x (0, 1) y < 0


ux (0, y)=0 y<0
u(1, y)=0 y<0



u(x, 0)=x x (0, 1)

limy u(x, y)=0 x (0, 1)

Then we can use separation to solve the above system.

1. To solve the new system by separation, consider v(x, y) = X(x)Y (y) which satisfies


v(x, y)=0 x (0, 1) y < 0

vx (0, y)=0 y<0

v(1, y)=0 y<0

limy v(x, y)=0 x (0, 1)

Putting v(x, y) = X(x)Y (y) into the PDE yields

X Y
X (x)Y (y) + X(x)Y (y) = 0 = = =
X Y
and from the zero BCs of v, we have

vx (0, y) = X (0)Y (y) =0 y<0 X (0)=0
v(1, y) = X(1)Y (y) =0 y<0 = X(1)=0

limy v(x, y)=X(x) (limy Y (y))=0 x (0, 1) limy Y (y)=0

So we can solve the x parts

X + X=0
X (0)=0

X(1)=0
and the y part 
Y Y =0
limy Y (y)=0
separately.

9
2. Case analysis:
(a) Suppose = 0, the general solution to the x part is given by

X(x) = Cx + D

From the BCs of X(x), we have


X (0)=0=C
= C=D=0 = Trivial Solution
X(1) =0=C + D

(b) Suppose 6= 0, the general solution to the x part is given by

X(x) = C cos x + D sin x

From the BCs of X(x), we have

 
X (0)=0=D D = 0
=
X(1) =0=C cos + D sin C cos = 0

Since we assume non-trivial solution, i.e. C 6= 0, so we must have

 
1
cos = 0 = n+ , n = 0, 1, 2, 3,
2
So,   
1
X = C cos n + x
2
The general solution to the y part is given by
     
1 1
Y (y) = A cosh n + y + B sinh n + y
2 2
(OR) = Ae(n+ 2 )y + Be(n+ 2 )y
1 1

In this problem, since we have the zero Infinity BC, it would be better to use the
exponential form of Y (y) this time:
h i
lim Y (y) = lim Ae(n+ 2 )y + Be(n+ 2 )y = 0 = B = 0
1 1

y y

(c) Putting all the things together, the general solution of u(x, y) becomes

X   
1
An e(n+ 2 )y cos
1
u(x, y) = n+ x
n=0
2

While the coefficients An can be found from the remaining BC at y = 0:




x, cos n + 12 x
An = 
 


cos n + 12 x , cos n + 12 x
R1  1


0 x cos n + 2 x dx
= R1 

0
cos2 n + 21 x dx
4(1)n (2n + 1) 8
=
(2n + 1)2 2

10