AMATH 353

Partial Differential Equations and Waves

Weston Barger
Summer 2016
Homework 5
Due: Wednesday, August 3, 2016

1. Let f (x ) be the 2π periodic function defined by

(
–1 –π ≤ x < 0,
f (x ) =
1 0 ≤ x ≤ π.

Compute the Fourier series of f (x ). What does the Fourier series converge to at x = 0?
Solution. Since f (x ) is odd, an = 0 for n = 0, 1, 2, 3, · · ·. Additionally,

1 π 2((–1)n – 1)
Z
bn = f (x ) sin(nx ) dx = – .
π –π nπ

Thus, the Fourier representation of f (x ) is

∞
X 2((–1)n – 1)
fˆ(x ) = – sin(nx ).
nπ
n=1

Since Fourier series always converge to (f (x+ ) + f (x– ))/2, fˆ(0) = 0. This can be seen directly as well
since sin(0) = 0.

2. Exercise 14.2
Solution.

(a) Let f (x ) = x (1 – x ). Then the Fourier Sine coefficients are

Z 1
4 ((–1)n – 1)
bn = 2 x (1 – x ) sin (nπx ) , dx = – .
0 π3 n 3
Thus,
∞
X 4 ((–1)n – 1)
fˆ(x ) = – sin (nπx ) .
π3 n 3
n=1

1
0.25
0.003

0.20
0.002

0.15
0.001

0.10

0.2 0.4 0.6 0.8 1.0

0.05
-0.001

0.2 0.4 0.6 0.8 1.0

-0.002

Figure 1: Here we plot f (x ) in blue and f3 (x ) in or-

Figure 2: Here we plot f (x ) – f3 (x )
ange.

Let
3
X 4 ((–1)n – 1) 8 sin(πx ) 8 sin(3πx )
f3 (x ) = – sin (nπx ) = + .
π3 n 3 π3 27π 3
n=1
We see f (x ) and f3 (x ) plotted in Figure 1, and we see their difference plotted in Figure 2.
(b) Let g(x ) = 1 – cos(2πx ). Then the Fourier Sine coefficients are
Z 1
8((–1)n – 1)
bn = 2 (1 – cos(2πx )) sin (nπx ) , dx =
.
0 π n 3 – 4n
We see that there is an issue when n = 2. Computing b2 directly yields b2 = 0. Thus,
∞
X 8((–1)n – 1)
ĝ(x ) =
sin (nπx ) .
n=1
π n 3 – 4n
Let
3
X 8((–1)n – 1) 16 sin(πx ) 16 sin(3πx )
g3 (x ) = 3 – 4n

sin (nπx ) = – .
π n 3π 15π
n=1
We see g(x ) and g3 (x ) plotted in Figure 3, and we see their difference plotted in Figure 4.

3. Solve the PDE



 x ∈ (0, π), t ∈ (0, ∞)

 u(x , 0) = sin2 (x ),

ut – uxx = 0,


 ux (0, t ) = 0,

ux (π, t ) = 0.


Solution. We start with separation of variables. Assume that u(x , t ) = X (x )T (t ). Inserting u into
the heat equation yields
(
T 0 (t ) X 00 (x ) X 00 (x ) = λX (x )
= =λ ⇒
T (t ) X (x ) T 0 (t ) = λT (t ).

2
2.0
0.04

1.5 0.02

1.0 0.2 0.4 0.6 0.8 1.0

-0.02

0.5
-0.04

-0.06
0.2 0.4 0.6 0.8 1.0

Figure 3: Here we plot g(x ) in blue and g3 (x ) in or- Figure 4: Here we plot g(x ) – g3 (x )
ange.

We first start by solving X 00 (x ) = λX (x ). Note that for λ > 0 and λ = 0, the solutions X (x ) =
√ √
ae λx + be – λx and X (x ) = a + bx , respectively, can only satisfy the boundary condition when λ = 0
and X (x ) = a. Set a = a0 /2. Let λ < 0 and let –r 2 = λ for r > 0. Then we have

X (x ) = a cos (rx ) + b sin (rx ) .

Asserting that Xx (0) = 0 implies that b = 0. Asserting that Xx (π) = 0 gives

Xx (π) = –a sin (r π) = 0 ⇒ r =n

for n = 1, 2, 3, · · ·. Solving the ODE for T gives

2
T (t ) = T0 e –n t .

By superposition, we have
∞
a0 X 2
u(x , t ) = + an e –n t cos (nx ) .
2
n=1

Applying the initial condition gives

∞
a0 X
u(x , 0) = + an cos (nx ) = sin2 (x ).
2
n=1

We have the cosine Fourier series of f . Thus,

2 π 2
Z
an = sin (x ) cos(nx ) dx
π 0
1 π
Z
= (1 – cos(2x )) cos(nx ) dx
π
 0
 1 n =0


= –1/2 n = 2


 0 else.

3
 Therefore, the solution is
1
u(x , t ) = 1 – e –4t cos(2x ).
2

4. Solve the PDE




 0 ≤ x ≤ L, 0 ≤ y ≤ M ,

 ux (0, y) = 0,



uxx + uyy = 0, u(L, y) = g(y),


 u(x , 0) = 0,




 u(x , M ) = 0.

HINT: Using separation of variables, we get two distinct ODEs. Choose the ODE which has homoge-
neous boundary conditions.
Solution. We start by assuming that u(x , y) = X (x )Y (y). Inserting u into Laplace’s equation gives
(
X 00 (x ) Y 00 (y) X 00 (x ) = –λX (x )
– = =λ ⇒
X (x ) Y (y) Y 00 (x ) = λY (y).

Because Y has homogeneous boundary conditions, we’ll start by solving the ODE in Y first. As
before, the boundary conditions in Y allow only nontrivial solutions when λ < 0. Let –r 2 = λ for
r > 0. Then

Y (y) = an cos(ry) + bn sin(ry).

We get from our first boundary condition that

Y (0) = an = 0.

From our second boundary condition, we see that

nπ
Y (M ) = bn sin(rM ) = 0 ⇒ r= .
M
Therefore, λ = –n 2 π 2 /M 2 . Solving X 00 (x ) = –λX (x ) gives
 nπx   nπx 
X (x ) = c1 cosh + c2 sinh .
M M
Applying the homogeneous boundary condition at x = 0 yields
nπ
X 0 (0) = c2 =0 ⇒ c2 = 0.
M
Now, by superposition,
∞
X  nπy   nπx 
u(x , y) = bn sin cosh .
M M
n=1

Applying the condition at x = L gives

∞  
X nπL  nπy 
u(L, y) = bn cosh sin = g(y)
M M
n=1

4
 We use the Fourier sine series to get
  Z M
nπL 2  nπx 
bn cosh = g(y) sin dx ,
M M 0 M
or
Z M
2  nπx 
bn =   g(y) sin dx .
M cosh nπL 0 M
M

Computing these coefficients gives the solution.

5. Recall that in Lecture 9, we found that the solution to Laplace’s equation in the circle of radius R
(
1 1 r ∈ (0, R), θ ∈ [0, 2π)
urr + ur + 2 uθθ = 0 (0.1)
r r u(R, θ) = f (θ)

was given by
∞
a0 X n
u(r , θ) = + r (an cos (nθ) + bn sin (nθ)) , (0.2)
2
n=1

where
Z 2π Z 2π
1 1
an = f (θ) cos (nθ) dθ bn = f (θ) sin (nθ) dθ, (0.3)
πR n 0 πR n 0

for n = 0, 1, 2, 3, · · ·.

(a) By inserting (0.3) into (0.2) and assuming integrals and sums can be interchanged, show that
(0.2) is equal to
∞
" #
1 2π 1 X rn
Z
f (θ) + cos(nθ) cos(nθ) + sin(nθ) sin(nθ) dθ. (0.4)
π 0 2 Rn
n=1

Solution. Inserting (0.3) into (0.2) gives

u(r , θ)
Z 2π
1
= f (θ) dθ
2π 0
∞  Z 2π   Z 2π  
X
n 1
1

+ r f (θ) cos nθ dθ cos (nθ) + f (θ) sin nθ dθ sin (nθ)
πR n 0 πR n 0
n=1
Z 2π
1
= f (θ) dθ
2π 0
∞ Z 2π  Z 2π
rn
X 



+ f (θ) cos nθ cos (nθ) dθ + f (θ) sin nθ sin (nθ) dθ
πR n 0 0
n=1
∞
Z 2π !
1 1 X r  n


= f (θ) + f (θ) cos nθ cos (nθ) + f (θ) sin nθ sin (nθ) dθ
π 0 2 Rn
n=1

5
 ∞
!
1 2π 1 X rn 
Z



= f (θ) + cos nθ cos (nθ) + sin nθ sin (nθ) dθ, (0.5)
π 0 2 Rn
n=1

as was to be shown.
(b) Show that (0.4) is equal to
∞
" #
1 2π 1 X rn
Z


f (θ) – + cos n(θ – θ) dθ. (0.6)
π 0 2 Rn
n=0

Solution. It is known that

cos(α) cos(β) + sin(α) sin(β) = cos (β – α) .

Thus,




cos nθ cos (nθ) + sin nθ sin (nθ) = cos nθ – nθ


= cos n(θ – θ) .

Therefore, from (0.5), we have

∞
!
1 2π 1 X rn 
Z


u(r , θ) = f (θ) + n cos n(θ – θ) dθ. (0.7)
π 0 2 R
n=1

Additionally, by changing the sum index, we get

∞ ∞
X rn 
 X rn 

n cos n(θ – θ) = –1 + n cos n(θ – θ) . (0.8)
R R
n=1 n=0

Inserting (0.8) into (0.7) gives

∞
!
1 2π 1 X rn 
Z


u(r , θ) = f (θ) – + cos n(θ – θ) dθ, (0.9)
π 0 2 Rn
n=0

as was to be shown.
(c) Using that cos(z ) = (e iz + e –iz )/2, show that (0.6) is equal to
Z 2π " #
1 1 1
f (θ) –1 + + dθ. (0.10)
2π 0 1 – r e i (θ–θ) 1 – r e –i (θ–θ)
R R

HINT: Split and use geometric series.

Solution. Consider the sum
∞ ∞
X rn
1X r n  in(θ–θ) 
n cos n(θ – θ) = n e + e –in(θ–θ)
R 2 R
n=0 n=0
∞ ∞
1 X r n in(θ–θ) 1 X r n –in(θ–θ)
= e + e .
2 Rn 2 Rn
n=0 n=0

6
 ∞ ∞
1 X  r i (θ–θ) n 1 X  r –i (θ–θ) n
= e + e . (0.11)
2 R 2 R
n=0 n=0

Now, since 0 ≤ r < R, we have

r  r 
 e i (θ–θ)  =   < 1,
   
r R  R
r 

–i (θ–θ) 
 e  =   < 1,

R R

the two sums in (0.11) are geometric series. Therefore,

∞ ∞
1 X  r i (θ–θ) n 1 X  r –i (θ–θ) n 1 1 1 1
e + e = · + · (0.12)
2 R 2 R 2 1 – e i (θ–θ)
r 2 1 – e –i (θ–θ)
r
n=0 n=0 R R

Inserting (0.12) into (0.9) and factoring out a 1/2 gives

Z 2π " #
1 1 1
u(r , θ) = f (θ) –1 + + dθ, (0.13)
2π 0 r e i (θ–θ)
1– R r e –i (θ–θ)
1– R

as was to be shown.
(d) Simplify (0.10) to get
Z 2π
R2 – r 2
 
1
f (θ) dθ
2π 0 r 2 – 2rR cos(θ – θ) + R 2

HINT: The fact that 2 cos(θ – θ) = e i (θ–θ) + e –i (θ–θ) might be useful.

Solution. This is done via routine algebra. We combine all the fractions in the integrand of (0.13),
multiply the top and bottom by 1/R, and apply the hint.
We have shown that (assuming we can interchange integrals and sums) that the solution of (0.1) is
Z 2π
R2 – r 2
 
1
u(r , θ) = f (θ) dθ.
2π 0 r 2 – 2rR cos(θ – θ) + R 2

This is known as Poisson’s integral formula. It allows us to compute solutions to Poisson’s equation
on a disk without an infinite sum.