Monash University School of Mathematical Sciences

MAT2901

PDE Problems

This set of problem should be worked during weeks 11 and 12.

You will hand in problems 4(b), 6(b), 9(b), 15 in week 12.

1. Solve the following first order PDE

∂φ
= x + x2 y,
∂x
given the boundary condition
2
φ(0, y) = e−y .

2. Verify that the following functions satisfy Laplace’s equation

∂2Φ ∂2Φ
+ =0:
∂x2 ∂y 2
(a) Φ = 2xy
(b) Φ = ex sin y
(c) Φ = Tan−1 (y/x).

3. Verify that v(x, y) = a ln(x2 + y 2 ) + b satisfies Laplace’s equation and determine a

and b so that v satisfies the boundary conditions v = 0 on the circle x2 + y 2 = 1
and v = 5 on the circle x2 + y 2 = 9.

4. Verify that

(a) u = x2 + 4t2
(b) u = x3 + 3xt2
(c) u = sin(ωx) sin(ωct)

satisfy the wave equation utt = c2 uxx for a suitable value of c.

5. Solve the following PDEs (Hint: When only one independent variable appears you
can borrow methods from ODEs):

(a) uxx = 1
(b) uy + 2yu = 0
(c) uxx + 4u = 0
(d) uxy + ux = 0

6. Use the method of separation of variables to solve the following equations:

(a) ux + uy = 2(x + y)u

1
 (b) uxy − u = 0

7. If ψ has the form F (y sin x), where F is any function, show that it satisfies the PDE

tan x ψx − y ψy = 0.

8. A guitar string is plucked such that its initial deflection is given by

(
x, 0<x<1
v(x, 0) ≡ f (x) =
2 − x, 1 < x < 2

and is released from rest. Find its subsequent motion.

9. (a) Show that the solution

u(x, t) = e−kt F (x),
k > 0, satisfies the PDE
∂u ∂2u
= (1)
∂t ∂x2
as long as F (x) satisfies
d2 F
+ kF = 0.
dx2
(b) Given the boundary conditions

u(0, t) = 0 and u(π, t) = 0,

show that
k = n2 , n = 1, 2, 3, . . .
(c) Given also the initial condition

u(x, 0) = sin 2x,

show that the solution to (1) is

u(x, t) = e−4t sin 2x.

10. A guitar string of length L and wave speed c is plucked such that its initial deflection
is given by
πx
 
v(x, 0) ≡ f (x) = 0.1 sin .
L
and is released from rest. Starting with the general solution in the form of a Fourier
series ∞ X
v(x, t) = sin kn x (Cn cos ωn t + Dn sin ωn t),
n=1

and finding the coefficients Cn and Dn , find its subsequent motion. Here kn = nπ/L
and ωn = ncπ/L are the wave number and frequency of the nth mode respectively.

11. Without looking at your notes (but after studying them!), try deriving the general
solution to the wave equation from first principles using separation of variables.

12. Find the deflection v(x, t) of the vibrating string (length L = 1, ends fixed, and
c = 1) corresponding to zero intial velocity and initial deflection

2
 (i) v(x, 0) = α(sin πx − sin 2πx),
(ii) v(x, 0) = α sin2 πx,
where α  1.
13. Show that the function 2
e−x /(4t)
T (x, t) = √
t
satisfies the heat conduction equation
∂T ∂2T
= .
∂t ∂x2
This is called a fundamental solution (in this course we concentrate on Fourier series
solutions) but it is not so useful for problems on a finite domain(the kind we study).
The function has some interestsing properties. It is infinite at x = 0 when t → 0,
but√for finite x it goes to zero when t → 0. The integral of T (x, t) over −∞ < x < ∞
is 2 π.
14. Show that if T (0, t) = T (L, t) = 0, and T (x, 0) = x then
∞
2L X (−1)n−1 −(κ̂kn2 )t
T (x, t) = e sin(kn x),
π n=1 n
where
nπ
kn = .
L
15. Show that if T (0, t) = T (L, t) = 0, and T (x, 0) = x(L − x) then
∞
8L2 X 1 −(κ̂kn2 )t
T (x, t) = e sin(kn x),
π3 n=1,3,5.. n
3

where kn is defined in (a) and the summation is over odd values of n.

16. The faces of a thin square plate of side length a = 12 are perfectly insulated. Find
the steady-state temperature u(x, y) in the plate provided the upper edge (i.e. for
y = a) is kept at a constant temperature 100◦ and the other edges are kept at 0◦ .
17. A violin string has wave speed c = 1 and undisturbed length L = π. It is plucked
so that the initial deflection is

v(x, 0) = sin x

∂v 
and the initial speed is  is zero.
∂t t=0
By solving the wave equation
∂2v 2
2∂ v
= c ,
∂t2 ∂x2

show that the particular solution which satisfies these initial conditions is

v(x, t) = 12 [sin(x + t) + sin(x − t)].