MATH 4220 (2012-2013) Partial dierential equations CUHK

Suggested Answer to Assignment 4

Suggested Answer to Exercise 4.1
Exercise 4.1
2. Consider a metal rod (0 < x < l), insulated along its sides but not at its ends, which is
initially at temperature = 1. Suddenly both ends are plunged into a bath of temperature = 0.
Write the dierential equation, boundary conditions, and initial condition. Write the formula
for the temperature u(x, t) at later times. In this problem, assume the innite series expansion
1 =
4

(sin
x
l
+
1
3
sin
3x
l
+
1
5
sin
5x
l
+ ).
Answer: It is not dicult to see the equation to this problem satises the following DE
u
t
= ku
xx
, (0 < x < l, 0 < t < )
u(0, t) = u(l, t) = 0,
u(x, 0) = 1
Following the process on Page. 85, we get the solution formula is the following
u(x, t) =

n=1
A
n
e
(
n
l
)
2
kt
sin
nx
l
.
By the initial condition, we get
1 =

n=1
A
n
sin
nx
l
,
hence A
n
=
4

1
n
for n odd and A
n
= 0 for n even. Then u(x, t) =

n=odd
4

1
n
e
(
n
l
)
2
kt
sin
nx
l
.
4. Consider waves in a resistant medium that satisfy the problem
u
tt
= c
2
u
xx
ru
t
for 0 < x < l
u = 0 at both ends
u(x, 0) = (x) u
t
(x, 0) = (x),
where r is a constant, 0 < r < 2c/l. Write down the series expansion of the solution.
Answer: Let u(x, t) = T(t)X(x), we get
T

+ rT

c
2
T
=
X

X
= .
Hence

n
= (
n
l
)
2
, X(x) = sin
nx
l
, n = 1, 2, ....
Since 0 < r < 2c/l, we get
T
n
(t) = A
n
cos(
_

n
t/2) + B
n
sin(
_

n
t/2), n = 1, 2, ...,
1
MATH 4220 (2012-2013) Partial dierential equations CUHK
where
n
= r
2
(
2nc
l
)
2
relative to the equation

2
+ r + (
nc
l
)
2
= 0.
Therefore
u(x, t) =

n=1
[A
n
cos(
_

n
t/2) + B
n
sin(
_

n
t/2)] sin
nx
l
.
5. Do the same for 2c/l < r < 4c/l.
Answer: Let u(x, t) = T(t)X(x). As above, we get
T

+ rT

c
2
T
=
X

X
= .
Hence

n
= (
n
l
)
2
, X(x) = sin
nx
l
, n = 1, 2, ....
For n = 1, since 2c/l < r < 4c/l,
T
1
(t) = A
1
e

+
1
t
+ B
1
e

1
t
,
where

1
=
r
_
r
2
(
2c
l
)
2
2
be the roots of the equation

2
+ r + (
c
l
)
2
= 0.
For n 2, as before,
T
n
(t) = A
n
cos(
_

n
t/2) + B
n
sin(
_

n
t/2), n = 2, 3, ...,
where
n
= r
2
(
2nc
l
)
2
relative to the equation

2
+ r + (
nc
l
)
2
= 0.
Therefore
u(x, t) = [A
1
e

+
1
t
+ B
1
e

1
t
] sin
x
l
+

n=2
[A
n
cos(
_

n
t/2) + B
n
sin(
_

n
t/2)] sin
nx
l
.
6. Separate variables for the equation tu
t
= u
xx
+2u with the boundary conditions u(0, t) =
u(, t) = 0. Show that there are an innite number of solutions that satisfy the initial condition
u(x, 0) = 0. So uniqueness is false for this equation!
Answer: Let u(x, t) = T(t)X(x), we get
tT

2T
T
=
X

X
= .
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MATH 4220 (2012-2013) Partial dierential equations CUHK
As before we have

n
= n
2
, X
n
(x) = sin nx, n = 1, 2, 3, ....
By the initial condition, we have
tT

2T = T, T(0) = 0.
Therefore
u(x, t) = ct sin x, for any constant c,
are solutions (You can check them directly). So uniqueness is false for this equation!
Suggested Answer to Exercise 4.2
1. Solve the diusion problem u
t
= ku
xx
in 0 < x < l, with the mixed boundary conditions
u(0, t) = u
x
(l, t) = 0.
Answer: Let u(x, t) = T(t)X(x), we get
T

kT
=
X

X
= .
By the boundary condition, we have the following eigenvalue problem
X

= X, X(0) = X

(l) = 0.
Since the eigenvalues be [(n +
1
2
)]
2
/l
2
and the eigenfunctions be sin[(n +
1
2
)x/l] for n =
0, 1, 2, ..., then we have
u(x, t) =

n=0
A
n
e
[
(n+
1
2
)
l
]
2
kt
sin
(n +
1
2
)x
l
.
2. Consider the equation u
tt
= c
2
u
xx
for 0 < x < l, with the boundary conditions u
x
(0, t) =
0, u(l, t) = 0 (Neumann at the left, Dirichlet at the right).
(a) Show that the eigenfunctions are cos[(n +
1
2
)x/l].
(b) Write the series expansion for a solution u(x, t).
Answer: (a) This can be proved as before (Please see it in the textbook). Here we give
another proof.
Since X

(0) = 0, by the even expansion X(x) = X(x) for l x < 0, then X satises
X

= X, X(l) = X(l) = 0.
Hence

n
= [(n +
1
2
)]
2
/l
2
, X
n
(x) = cos[(n +
1
2
)x/l], n = 0, 1, 2, ....
(b) As before, using (a) we have
u(x, t) =

n=0
_
A
n
cos
(n +
1
2
)ct
l
+ B
n
sin
(n +
1
2
)ct
l
_
cos
(n +
1
2
)x
l
.
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MATH 4220 (2012-2013) Partial dierential equations CUHK
3. Consider diusion inside an enclosed circular tube. Let its length (circumference) be
2l. Let x denote the arc length parameter where l x l. Then the concentration of the
diusing substance satises
u
t
= ku
xx
for l x l
u(l, t) = u(l, t) and u
x
(l, t) = u
x
(l, t).
These are called periodic boundary conditions.
(a) Show that the eigenvalues are = (n/l)
2
for n = 0, 1, 2, 3, . . . .
(b) Show that the concentration is
u(x, t) =
1
2
a
0
+

n=1
_
a
n
cos
nx
l
+ b
n
sin
nx
l
_
e
n
2

2
kt/l
2
.
Answer: (a) As before, let be any complex number and be either one of the two square
roots of ; the other one is . Then
X(x) = Ce
x
+ De
x
.
The boundary conditions yield
Ce
l
+ De
l
= Ce
l
+ De
l
, and Ce
l
De
l
= Ce
l
De
l
.
Hence e
2l
= 1 and then
= ni/l and =
2
= (n/l)
2
, n = 0, 1, 2, . . . .
(b) As before, by (a) we get
u(x, t) =
1
2
a
0
+

n=1
_
a
n
cos
nx
l
+ b
n
sin
nx
l
_
e
(
n
l
)
2
kt
.
Suggested Answer to Exercise 4.3
1. Find the eigenvalues graphically for the boundary conditions
X(0) = 0, X

(l) + aX(l) = 0.
Assume that a = 0.
Answer: Firstly, lets look for the positive eigenvalues =
2
> 0. As usual, the general
solution of the ODE is
X(x) = C cos x + Dsin x.
By the boundary conditions,
C = 0, and D cos l + aDsin l = 0.
Hence tan l =

a
. The graph is omitted.
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MATH 4220 (2012-2013) Partial dierential equations CUHK
Secondly, lets look for the zero eigenvalue, i.e., X(x) = Ax+B, by the boundary conditions,
al + 1 = 0. Hence = 0 is an eigenvalue if and only if al + 1 = 0.
Thirdly, lets look for the negative eigenvalues =
2
< 0. As usual, the solution of the
ODE is
X(x) = C cosh x + Dsinh x.
By the boundary conditions,
C = 0, and D cosh l + aDsinh l = 0.
Hence tanh l =

a
and the graph is also omitted.
2. Consider the eigenvalue problem with Robin BCs at both ends:
X

= X
X

(0) a
0
X(0) = 0, X

(l) + a
l
X(l) = 0.
(a) Show that = 0 is an eigenvalue if and only if a
0
+ a
l
= a
0
a
l
l.
(b) Find the eigenfunctions corresponding to the zero eigenvalue. (Hint: First solve the
ODE for X(x). The solutions are not sines or cosines.)
Answer: (a) If = 0, then X(x) = Ax + B. By the boundary conditions, we get
A a
0
B = 0, and A + a
l
(Al + B) = 0,
which is equivalent to
a
0
+ a
l
= a
0
a
l
l.
Therefore = 0 is an eigenvalue if and only if a
0
+ a
l
= a
0
a
l
l.
(b) By (a), we have X(x) = B(a
0
x + 1), here B is constant.
3. Derive the eigenvalue equation (16) for the negative eigenvalues =
2
and the formula
(17) for the eigenfunctions.
Answer: If =
2
< 0, we have
X(x) = C cosh x + Dsinh x.
Thus
X

(x) = C sinh x + D cosh x.

Hence by the boundary conditions,
D a
0
C = 0, and C sinh l + D cosh l + a
l
[C cosh l + Dsinh l] = 0,
which implies
tanh l =
(a
0
+ a
l
)

2
+ a
0
a
l
.
And the corresponding eigenfunction
X(x) = C cosh x +
a
0

C sinh x,
where C is constant.
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MATH 4220 (2012-2013) Partial dierential equations CUHK
4. Consider the Robin eigenvalue problem. If
a
0
< 0, a
l
< 0 and a
0
a
l
< a
0
a
l
l,
show that there are two negative eigenvalues. This case may be called substantial absorption
at both ends. (Hint: Show that the rational curve y = (a
0
+ a
l
)/(
2
+ a
0
a
l
) has a single
maximum and crosses the line y = 1 in two places. Deduce that it crosses the tanh curve in
two places.)
Answer: It is easily known that the rational curve y =
(a
0
+a
l
)

2
+a
0
a
l
has a single maximum at
=

a
0
a
l
and is monotonic in the two intervals [0,

a
0
a
l
) and [

a
0
a
l
, ). Furthermore,
max
[0,)
y() =
(a
0
+ a
l
)
2

a
0
a
l
> 1, lim

y = 0, and y

(0) =
a
0
+ a
l
a
0
a
l
.
Note that tanh l is monotonic in [0, ),
tanh(l) < 1 in [0, ), lim

tanh l = 1, and(tanh l)

|
=0
= l >
a
0
+ a
l
a
0
a
l
.
Therefore the rational curve y =
(a
0
+a
l
)

2
+a
0
a
l
have two common points with the curve y = tanh l
and then there are two negative eigenvalues.
5. In Exercise 4 (substantial absorption at both ends) show graphically that there are an
innite number of positive eigenvalues. Show graphically that they satisfy (11) and (12).
Answer: Since
(a
0
+ a
l
)

2
a
0
a
l
=
[(a
0
) + (a
l
)]

2
(a
0
)(a
l
)
and a
0
> 0, a
l
> 0, a
0
a
l
< a
0
a
l
l, the graph is similar to the Figure 1 in Section 4.3 in
the textbook.
6. If a
0
= a
l
= a in the Robin problem, show that:
(a) There are no negative eigenvalues if a 0, there is one if 2/l a < 0, and there are
two if a < 2/l.
(b) Zero is an eigenvalue if and only if a = 0 or a = 2/l.
Answer: (a) If a > 0, this is case 1 and there is only positive eigenvalue. And if a = 0,
this is the Neumann condition. Hence there are only zero and positive eigenvalues if a 0.
By the result of exercise (4), we known that there is one negative eigenvalue if 2/l a < 0,
and there are two if a < 2/l.
(b) By the result of exercise (2), we known that = 0 is an eigenvalue if and only if
a
0
+ a
l
= a
0
a
l
l, which is equivalent to a = 0 or a = 2/l.
7. If a
0
= a
l
= a, show that as a +, the eigenvalues tend to the eigenvalues of the
Dirichlet problem. That is,
lim
a
{
n
(a) [
(n + 1)
l
]
2
} = 0,
where
n
(a) is the (n + 1)st eigenvalue.
Answer: Under the condition of a
0
= a
l
= a, the eigenvalue equation
tan l =
(a
0
+ a
l
)

2
a
0
a
l
,
6
MATH 4220 (2012-2013) Partial dierential equations CUHK
is changed into the equation
tan l =
2a

2
a
2
.
Thus
l n as a +.
That is,
lim
a
_

n
(a)
_
(n + 1)
l
_
2
_
= 0.
9. On the interval 0 x 1 of length one, consider the eigenvalue problem
X

= X, X

(0) + X(0) = 0 and X(1) = 0

(absorption at one end and zero at the other).
(a) Find an eigenfunction with eigenvalue zero. Call it X
0
(x).
(b) Find an equation for the positive eigenvalues =
2
.
(c) show graphically from part (b) that there are an innite number of positive eigenvalues.
(d) Is there a negative eigenvalue?
Answer: (a) If = 0, then X(x) = ax+b for some constants a, b, and we can easily obtain
a + b = 0 by X

(0) + X(0) = 0 and X(1) = 0. Therefore, X

0
(x) = ax a for some nonzero
constant a.
(b) If =
2
, then X(x) = a cos x + b sin x. We have
a + b = 0, a cos + b sin = 0.
The only possibility of the existence of the nontrivial a, b is that = tan .
(c) omit.
(d) If =
2
, then X(x) = ae
x
+ be
x
, and we have
a + b + a b = 0, ae

+ be

= 0.
Then we nd the coecient matrix is always nonsingular, therefore a = b = 0. We conclude
there isnt any negative eigenvalue.
10. Solve the wave equation with Robin boundary conditions under the assumption that
(18) holds
Answer: Let u(x, t) = X(x)T(t), by the summary on Page 96. We can get
u(x, t) =

n=1
(c
n
cos c
n
t+d
n
sin c
n
t)(cos
n
x+
a
0

sin
n
x)+(c
0
cosh ct+d
0
sinh ct)(cosh x+
a
0

sinh x),
where is determined by the intersection point of tanh l =
(a
0
+a
l
)

2
+a
0
a
l
. Then, using the initial
condition,
(x) =

n=1
c
n
(cos
n
x +
a
0

sin
n
x) + c
0
(cosh x +
a
0

sinh x),
(x) =

n=1
c
n
d
n
(cos
n
x +
a
0

sin
n
x) + cd
0
(cosh x +
a
0

sinh x).
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MATH 4220 (2012-2013) Partial dierential equations CUHK
We can decide the value of c
i
, d
i
, i = 0, 1, 2, .
11. (a) Prove that the (total) energy is conserved for the wave equation with Dirichlet BCs,
where the energy is dened to be
E =
1
2
_
l
0
(c
2
u
2
t
+ u
2
x
) dx.
(Compare this denition with Section 2.2.)
(b) Do the same for the Neumann BCs.
(c) For the Robin BCs, show that
E
R
=
1
2
_
l
0
(c
2
u
2
t
+ u
2
x
) dx +
1
2
a
l
[u(l, t)]
2
+
1
2
a
0
[u(0, t)]
2
is conserved. Thus, while the total energy E
R
is still a constant, some of the internal energy is
lost to the boundary is a
0
and a
l
are positive and gained from the boundary if a
0
and a
l
are negative.
Answer: (a) By the wave equation,
dE
dt
=
_
l
0
[
1
c
2
u
t
u
tt
+ u
x
u
xt
] dx
=
_
l
0
[u
t
u
xx
+ u
x
u
xt
] dx
= (u
t
u
x
)|
l
0
= u
t
(l, t)u
x
(l, t) u
t
(0, t)u
x
(0, t).
By the Dirichlet boundary conditions u(l, t) = u(0, t) = 0, u
t
(l, t) = u
t
(0, t) = 0. Thus
dE
dt
0.
(b) The proof is the same as above. Here we omit it.
(c) By the computation in (a) and the Robin boundary conditions, we can get that
dE
R
dt
= u
t
u
x
|
l
0
+ a
l
u
t
(l, t)u(l, t) + a
0
u
t
(0, t)u
x
(0, t) 0.
12. Consider the unusual eigenvalue problem
v
xx
= v for 0 < x < l
v
x
(0) = v
x
(l) =
v(l) v(0)
l
.
(a) Show that = 0 is a double eigenvalue.
(b) Get an equation for the positive eigenvalues > 0.
(c) Letting =
1
2
l

, reduce the equation in part (b) to the equation

sin cos = sin
2
.
(d) Use part (c) to nd half of the eigenvalues explicitly and half of them graphically.
(e) Assuming that all the eigenvalues are nonnegative, make a list of all the eigenfunctions.
(f) Solve the problem u
t
= ku
xx
for 0 < x < l, with the BCs given above, and with
u(x, 0) = (x).
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MATH 4220 (2012-2013) Partial dierential equations CUHK
(g) Show that, as t , limu(x, t) = A+Bx, assuming that you can take limits term by
term.
Answer: (a) Let = 0, we get v
xx
= 0, which implies v(x) = Ax+B. Since v(x) = Ax+B
satisfy the boundary conditions for any numbers A and B, so = 0 is a double eigenvalue.
(b) Let =
2
> 0 and suppose > 0, v
xx
= v, then v(x) = C cos x +Dsin x. Hence
by the boundary conditions, we have
D = C sin l + D cos l =
C cos l + Dsin l C
l
.
Hence =
2
, where is a root of the following equation
sin(l)(sin l + l) = (1 cos l)
2
.
(c) Let =
1
2
l

, then is a root of the following equation

sin cos = sin
2
.
(d) By (c), we have sin = 0 or = tan . Then
1
= 0,
n
=
n
2

2
l
2
, for n = 2, 4, . . . , and

n
= 4
2
n
/l
2
, where
n
= tan
n
, for n = 3, 5, 7, . . . .
(e) By (a) and (d), for = 0, the eigenfunctions are 1 and x; for
n
=
n
2

2
l
2
, n = 2, 4, 6, ...,
the eigenfunctions are cos(nx/l); for
n
= 4
2
n
/l
2
, where
n
= tan
n
, n = 3, 5, 7, . . . , the
eigenfunctions are
l
_

n
cos(
_

n
x) 2 sin(
_

n
x).
(f) From above, we have
u(x, t) = A + Bx +

n>1 and odd

A
n
e
nkt
_
l
_

n
cos(
_

n
x) 2 sin(
_

n
x)
_
+

n>1 and even

B
n
e
nkt
cos(nx/l).
(g) By(f), we have lim
t
u(x, t) = A + Bx since lim
t
e
nkt
= 0.
15. Find the equation for the eigenvalues of the problem
((x)X

+ (x)X = 0 for 0 < x < l with X(0) = X(l) = 0,

where (x) =
2
1
for x < a, (x) =
2
2
for x > a, (x) =
2
1
for x < a, and (x) =
2
2
for x > a.
All these constants are positive and 0 < a < l.
Answer: Let =
2
, then
X(x) = Acos

1
x
k
1
+ Bsin

1
x
k
1
, 0 < x < a;
X(x) = C cos

2
x
k
2
+ Dsin

2
x
k
2
, a < x < l.
Hence by the boundary conditions,
A = 0, C cos

2
l
k
2
+ Dsin

2
l
k
2
= 0;
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MATH 4220 (2012-2013) Partial dierential equations CUHK
Bsin

1
a
k
1
= C cos

2
a
k
2
+ Dsin

2
a
k
2
;
and B

1
k
1
cos

1
a
k
1
= C

2
k
2
sin

2
a
k
2
+ D

2
k
2
cos

2
a
k
2
.
Therefore =
2
, where is a root of the equation

1
k
1
cot

1
a
k
1
+

2
k
2
cot

2
(l a)
k
2
= 0.
Let = 0, then we have
X(x) = Ax, 0 < a < l, X(x) = B(x l), a < x < l.
Then by using the boundary condition and X(x) and with its rst derivative should be contin-
uous at x = a. Such A and B can not exist except A = B = 0.
Let =
2
, then we have
X(x) = Acosh

1
x
k
1
+ Bsinh

1
x
k
1
, 0 < x < a,
X(x) = C cosh

2
x
k
2
+ Dsinh

2
x
k
2
, a < x < l.
By using the boundary condition and X(x) and with its rst derivative should be continuous
at x = a. We have
A = 0, C cosh

2
l
k
2
+ Dsinh

2
l
k
2
,
Bsinh

1
a
k
1
= C cosh

2
a
k
2
+ Dsinh

2
a
k
2
,
B

1
k
1
cosh

1
a
k
1
= C

2
k
2
sinh

2
a
k
2
+ D

2
k
2
cosh

2
a
k
2
.
After computations, we nd is a root of the following equation

1
k
1
coth

1
a
k
1
+

2
k
2
coth

2
(l a)
k
2
= 0.
However, since the left handside is always positive unless = 0. Therefore, it has no negative
eigenvalues.
16. Find the positive eigenvalues and the corresponding eigenfunctions of the fourth-order
operator +d
4
/dx
4
with the four boundary conditions
X(0) = X(l) = X

(0) = X

(l) = 0.
Answer: Let =
4
> 0, where > 0 and X(x) = Acosh(x) +Bsinh(x) +C cos(x) +
Dsin(x).
Hence by the boundary conditions,
=
n
l
, = (
n
l
)
4
, X
n
(x) = sin(
nx
l
), n = 1, 2, . . . .
10
MATH 4220 (2012-2013) Partial dierential equations CUHK
17. Solve the fourth-order eigenvalue problem X

= X in 0 < x < l, with the four

boundary conditions
X(0) = X

(0) = X(l) = X

(l) = 0,
where > 0. (Hint: First solve the fourth-order ODE.)
Answer: Let =
4
> 0 where > 0, and X(x) = Acosh x + Bsinh x + C cos(x) +
Dsin(x). Hence by the boundary conditions,
A + C = 0, B + D = 0,
Acosh l + Bsinh l + C cos(l) + Dsin(l) = 0,
and Asinh l + Bcosh l C sin(l) + Dcos(l) = 0.
Hence =
4
, where is a root of the equation
cosh l cos l = 1,
and the corresponding eigenfunction is
X(x) = (sinh l sin l)(cosh x cos x) (cosh l cos l)(sinh x sin x).
Suggested Answer to Extra Problems Problem 10. Solve the following
problem by using separation of variables.
u
tt
+ a
2
u
xxxx
= 0, 0 < x < l, t > 0,
u(x, 0) = (x), u
t
(x, 0) = (x),
u(0, t) = u
xx
(0, t) = u(l, t) = u
xx
(l, t) = 0.
Answer: Let u = X(x)T(t), then
T

a
2
T
=
X

X
= .
Let = 0, X(x) = ax
3
+ bx
2
+ cx + d, using the boundary condition, we obtain a = b =
c = d = 0. Hence zero can not be an eigenvalue.
Let =
4
, X(x) = Acosh x + Bsinh x + C cos x + Dsin x.
Following a similar process as in (17). If we want to obtain a nontrivial solution, we must
have l =
k

. The corresponding eigenfunction is

X(x) = Dsin
k
l
.
Function T(t) suces the following equation
T(t) = C cos a
2
t + Dsin a
2
t.
Using integration by parts, we can exactly prove this eigenvalue problem does not admit
negative eigenvalue. Therefore the solution to this problem is the following
u(x, t) =

n=1
(C
n
cos a
2
n
t + D
n
sin a
2
n
t) sin
nx
l
.
Using the initial condition
(x) =

n=1
C
n
sin
nx
l
, (x) =

n=1
a
2
n
D
n
sin
nx
l
.
We can decide the C
n
, D
n
, n = 1, 2, 3, .
11