AMATH 353

Partial Differential Equations and Waves

Weston Barger
Summer 2016
Homework 4
Due: Tuesday, July 19, 2016

1. Exercise 10.2

Solution.

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2
2. Exercise 11.1
Solution. See “hw4p2.m”

3. For the following partial differential equations, what ordinary differential equations
are implied by the method of separation of variables?
2 2
(a) ∂∂xu2 + ∂∂yu2 = ∆u = 0

(b) ∂u = κ ∂ 2 u – ν ∂u
∂t ∂x 2 0 ∂x

(c) ∂u ∂4u
∂t = κ ∂x 4

Solution.

(a) Assume that u(x , y) = X (x )Y (y). Inserting u into our partial differential
equation gives

X 00 Y 00
X 00 Y + XY 00 = 0 ⇒ =– = λ.
X Y
Therefore, the two ODEs are

X 00 – λX = 0, Y 00 + λX = 0.

(b) Assume that u(x , t ) = T (t )X (x ). Inserting u into our partial differential

equation yields

T0 κX 00 – ν0 X 0
T 0 X = κTX 00 – ν0 TX 0 ⇒ = = λ.
T X
Therefore, the two differential equations are

κX 00 – ν0 X 0 – λX = 0, T 0 – λT = 0.

(c) Assume that u(x , t ) = T (t )X (x ). Inserting u into our PDE gives

T0 X (4)
T 0 X = κTX (4) ⇒ = = λ.
κT X
Therefore, the two ODE’s implied by separation of variables are

X (4) – λX = 0, T 0 – κλT = 0.

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4. Consider the differential equation
d2 u
+ λu = 0. (0.1)
dx 2
Determine the eigenvalues λ (and corresponding eigenfunctions) if u satisfies the
following boundary conditions. Analyze the three cases λ > 0, λ = 0 and λ < 0. You
may assume the eigenvalues are real.

(a) u(0) = u(π) = 0

(b) u(0) = u(1) = 0
(c) u(a) = u(b) = 0
(d) u 0 (0) = u 0 (L) = 0

Solution. The three possible solutions to the ODE (0.1) are

 λ = 0: u(x ) = c1 x + c2 ,
 λ > 0: u(x ) = c1 cos(rx ) + c2 sin(rx ) for λ = r 2 , and
 λ < 0: u(x ) = c1 e rx + c2 e rx for λ = –r 2 .

(a) Suppose that u(0) = u(π) = 0. Applying these boundary conditions, we the
following systems
 λ = 0:

u(0) = c1 · 0 + c2 = 0
u(π) = c1 · π + c2 = 0.

This implies that c1 = c2 = 0.

 λ > 0:

u(0) = c1 = 0.

Next,

u(π) = c2 sin(r π) = 0 ⇒ r = n.

So,

un (x ) = cn sin(nx ).

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  λ < 0:

u(0) = c1 + c2 = 0
u(π) = c1 e r π + c2 e –r π = 0.

This implies that c1 = c2 = 0.

We therefore have that the eigenvalues and eigenfunctions are

(λ, uλ ) = (n 2 , sin(nx ))

for n = 1, 2, 3, · · ·.
(b) Following the same logic as in part (a), we see that there are only nontrival
solutions when λ > 0. Let λ = r 2 . In this case,

u(0) = c1 = 0.

Also,

u(1) = c2 sin(r ) = 0.

We conclude that

r = nπ.

Therefore, we see that the eigenvalue/eigenfunction pairs are

(λ, uλ ) = (n 2 π 2 , sin(nπx ))

for n = 1, 2, 3, · · ·
(c) Following the same logic as the previous two parts, we get that there are only
nontrivial solutions when λ > 0. Let λ = r 2 . In this case,

u(x ) = c1 cos(rx ) + c2 sin(rx ).

However, it is a little difficult to apply our boundary conditions when u is in

this form. Let us perform a shift of argument. Note that

u(x ) = c1 cos(rx ) + c2 sin(rx )

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 1 1
= (c1 + ic2 ) e –irx + (c1 – ic2 ) e irx
2 2
1 1 ira –irx 1 1
= (c1 + ic2 ) ira e e + (c1 – ic2 ) –ira e –ira e irx
2 e 2 e
1 1 –ir (x –a) 1 1
= (c1 + ic2 ) ira e + (c1 – ic2 ) –ira e ir (x –a) .
2 e 2 e

Then
1 1 1 1
u(x ) = (c1 + ic2 ) ira e –ir (x –a) + (c1 – ic2 ) –ira e ir (x –a)
2 e 2 e
= cb1 cos(r (x – a)) + cb2 sin(r (x – a)).

This was a little long winded, but the point of the point of the above compu-
tation was to show that we can choose a shifted argument. Applying the first
boundary condition gives

u(0) = cb1 = 0.

Now,

u(b) = cb2 sin(r (x – a)) = 0.

This implies that

nπ
r= .
b–a
Therefore,

n 2π2
!
nπ

(λ, uλ ) = 2 , sin (x – a) .
(b – a) b–a

(d) We did this problem in lecture 8. We see that when λ < 0, there are only trivial
solutions. When λ = 0, we have

u(x ) = c1 x + c2 .

Then applying our boundary conditions we have

u 0 (0) = c1 = 0

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 u 0 (L) = c1 = 0.

Therefore, we have u0 (x ) = c1 . Now, suppose that λ > 0. Then we have

u 0 (0) = rc2 = 0.

Applying the second boundary condition we get

u 0 (L) = –rc1 sin (rL) = 0

From here we get that

nπ
r= .
L
So, un (x ) = cos(nπx /L) and λ = n 2 π 2 /L2 for n = 1, 2, 3, · · ·. Thus, our
eigenpair is

n 2π2
!
nπx

(λ, uλ ) = 2 , cos
L L

for n = 0, 1, 2, 3, · · ·.