Example

1. Derive an explicit series formula for the solution u(x, y) of the

boundary value problem:

2u 2u u
+
+= 0
x 2 y 2 x
u(0, y )
=
u(1, y )
=
u( x ,0)
=
u( x ,1)
=

, 0 < x <1 0 < y <1

0 < y <1
y
1
0 < y <1
0 0 < x <1
0 0 < x <1

Solution:
1/ Separation of variables:

u( x , y ) = f ( x )g (y )
f f
g
+ =
=
const =
+c
f
f
g

2/ Deal with g(y) first (homogeneous BC in y) :

0
g + cg =

BVP g (0) = 0
g (1) = 0

=
cn n2 2 =
, gn (y ) sin(n y=
) for n 1, 2,3,
3/ Deal with the x-dependence:

0
fn( x ) + fn( x ) n2 2 f ( x ) =
constant coefficient equation: 2 + n2 2 =
0
1
1 1 + 4n2 2 1
=
= n2 2 +
2
2
4
define:
1
2

n =+ n2 2 +

1
4

1
2
solution:

1
4

n = n2 2 +

fn ( x ) An e n x + Bn e n x
=
4/ Series for u(x,y):

( A e

=
u( x , y )

n=1

nx

+ Bn e n x ) sin(n y )

5/ Boundary values problem: introduce Fourier series

1
=

k
n=1

sin(n=
y ) kn

n y )dy
1 sin(
=
sin (n y )dy
0

kn
=
y
=

2
1 (1)n )
(
n
1

y ) ln
ln sin(n=
n=1

n y )dy
y sin(
=
sin (n y )dy
0

ln=

2
n+1
( 1)
n

6/ Apply inhomogeneous boundary conditions:

u(0, y ) =
y=
( An + Bn )sin(n y ) =
ln sin(n y )

n 1=
n 1
=

1=
u(1, y ) =
( Ane + Bne )sin(n y ) =
kn sin(n y )

n 1=
n 1

l
A +B =
n n n nn
An e + Bn e = kn

kn ln e n
An = n
e e n

n
B = kn + ln e
n
e n e n

2. Derive an explicit series formula for the solution u(x, y) of the

boundary value problem:

2u 2u u
+
+= 0 , 0 < x < 1 0 < y < 1
x 2 y 2 y
u
=
(0, y ) 0
0 < y <1
x
u
=
(1, y ) 0
0 < y <1
x
u( x ,0)
= x 0 < x <1
= x 0 < x <1
u( x ,1)

Solution:
1/ Separation of variables:

u( x , y ) = f ( x )g (y )
f
g g
const =
=
+ =
c
f
g
g

2/ Settle x-dependence with f first since B.C. at x=0 and x=1 are already both
homogeneous; get eigenvalue problem:

 f + cf= 0 0 < x < 1

BVP f (0) = 0

f (1) = 0
non-trivial solution for:
1
f0 const = , say
2
2 2
c > 0=
, fn ( x ) cos(n=
x ) for n 1, 2,3,
cn n =
c =0

From the separation of variables each term from the series in x gets multiplied by a
function of y (superposition of solutions) we can write:

1
u=
( x, y )
g0 (y ) + gn (y )cos(n x )
2
n=1

3/ y-dependence:

0
gn(y ) + gn (y ) n2 2g (y ) =
constant coefficient equation:
n = 0 g0 (y ) = A0 + B0 e y

0
2 + n2 2 =
1
1 1 + 4n2 2 1
=
= n2 2 +
2
2
4
define:

(
(

1
1 + 1 + 4n2 2
2
1
n
=
1 1 + 4n2 2
2
solution:

n =

gn (y ) = An e ny + Bn e ny

)
)

4/ Boundary values problem: introduce Fourier series.

Let Kn be defined such that (we do not evaluate Kn yet, see later ):

1
=
x
K 0 + K n cos(n x )
2
n=1

i.e. Kn = nth Fourier coefficient of function x with respect to the sequence

{1/2, cos(x), cos(2x), }, then:

= x
u( x ,0)

1
1
g0 (0) + gn (0)cos(n x ) =
K 0 + K n cos(n x )
2
2
=
n 1=
n 1
g0 (0) = K 0 , gn (0) = K n , n =1, 2,3,

similarly :
g0 (1) = K 0

, gn (1) = K n

, n = 1, 2,3,

5/ Solve for An and Bn :

An + Bn = K n
n

An e + Bn e = K n
It follows:

Bn = K n An
1 e n
An= K n n
e e n

e n 1
, Bn= K n n
e e n

=
gn (y ) n n n ( (1 e n )e ny + (e n 1)e ny )
e e
note
1
1 + 4n2 2
2
1
1
n = + n , n = n
2
2
thus

=
n

1
y
2

12

e
=

gn (y ) K n
e
y
y
sinh(
)
sinh(
(
1))

n
n
n sinh n

1
y

K n 12
1
2

u( x , y ) =
K0 + e
e
y
y
sinh(
)
sinh(
(
1))
cos(n x )

n
n

2
sinh
n=1
n

6/ Now evaluate the Fourier coefficients Kn:

1

x 1dx 1
1
1

0
= 2 = K 0 =1
K0 = 1
2
1
2
12 dx

=
Kn

dx
x cos(n x )=
cos (n x )dx
0
1
0

0 for n even

=
(
1)
1
(
)
4
n2 2
n2 2 for n odd
1

One can write:

1 4 12 y
1
2 e
u( x , y )=

2
2
n=1 (2k 1) sinh( 2 k 1 )
12

e sinh( 2 k 1y ) sinh( 2 k 1 (y 1)) cos((2k 1) x )