MATH 4220 (2010-11) Partial dierential equations

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Suggested Answer to Assignment 2

Suggested Answer to Exercise 2.1
2. Solve utt = c2 uxx , u(x, 0) = log(1 + x2 ), ut (x, 0) = 4 + x. Answer: By the solution formula for the initial-value problem, due to dAlembert, the solution is 1 x+ct 1 (4 + s) ds u(x, t) = {log[1 + (x + ct)2 ] + log[1 + (x ct)2 ]} + 2 2c xct 1 = {log[1 + (x + ct)2 ] + log[1 + (x ct)2 ]} + 4t + xt. 2 5. (The hammer blow) Let (x) 0 and (x) = 1 for |x| < a and (x) = 0 for |x| 0. Sketch the string prole (u versus x) at each of the successive instants t = a/2c, a/c, 3a/2c, 2a/c, and 5a/c. Answer: By the formula,
x+ct

1 u(x, t) = 2c
xct

(s) ds =

1 [length of (x ct, x + ct) (a, a)]. 2c

Then

u(x, a/2c) =

1 a a [length of (x , x + ) (a, a)] 2c 2 2 3a x> 2; 0, 3a 3a a 2 x, 2 x > 2 ; a a, x > a; = 2 2 x + 3a , a x > 3a ; 2 2 2 0, 3a 2 x. 1 [length of (x a, x + a) (a, a)] 2c x > 2a; 0, 2a x, 2a x > 0; 2a + x, 0 x > 2a; 0, 2a x.

u(x, a/c) =

u(x, 3a/2c) =

1 3a 3a [length of (x , x + ) (a, a)] 2c 2 2 5a x> 2; 0, 5a 2 x, 5a x > a ; 2 2 a 2a, x > a; = 2 2 x + 5a , a x > 5a ; 2 2 2 0, 5a 2 x. 1

MATH 4220 (2010-11) Partial dierential equations

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u(x, 2a/c) =

1 [length of (x 2a, x + 2a) (a, a)] 2c x > 3a; 0, 3a x, 3a x > a; 2a, a x > a; = x + 3a, a x > 3a; 0, 3a x.

u(x, 5a/c) =

1 [length of (x 5a, x + 5a) (a, a)] 2c x > 6a; 0, 6a x, 6a x > 4a; 2a, 4a x > 4a; = x + 6a, 4a x > 6a; 0, 6a x.

Hear we omit the gures. 6. In Exercise 5, nd the greatest displacement, maxx u(x, t), as a function of t. Answer: a 2ct, > t 0; c max u(x, t) = t a. x 2a, c 7. If both and are odd function of x, show that the solution u(x, t) of the wave equation is also odd in x for all t. Answer: By the formula, 1 1 u(x, t) = [(x + ct) + (x ct)] + 2 2c thus 1 1 u(x, t) = [(x + ct) + (x ct)] + 2 2c 1 1 = [(x ct) (x + ct)] 2 2c 1 1 = { [(x + ct) + (x ct)] + 2 2c
x+ct x+ct x+ct

(s) ds,
xct x+ct

(s) ds
xct

(s) ds
xct

(s) ds} = u(x, t).

xct

Thus u(x, t) is also odd in x for all t. 8. A spherical wave is a solution of the three-dimensional wave equation of the form u(r, t), where r is the distance to the origin (the spherical coordinate). The wave equation takes the form 2 utt = c2 (urr + ur ) (spherical wave equation). r 2

MATH 4220 (2010-11) Partial dierential equations

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(a) Change variables v = ru to get the equation for v: vtt = c2 vrr . (b) Solve for v using (3) and thereby solve the spherical wave equation. (c) Use (8) to solve it with initial conditions u(r, 0) = (r), ut (r, 0) = (r), taking both (r) and (r) to be even functions of r. Answer: (a) Change variables v = ru, then vtt = rutt , vrr = (rur + u)r = rurr + 2ur , which implies 2 vtt = rc2 (urr + ur ) = c2 vrr . r (b) Using the same skill related to the wave equation (1), we have v(r, t) = f (r+ct)+g(rct), where f and g are two arbitrary functions of a single variable. Hence u = 1 f (r +ct)+ 1 g(r ct). r r (c) Since v(r, 0) = r(r) and vt (r, 0) = r(r) are both odd, we can extend v to all of R by odd reection. That is, we set r > 0; v(r, t), 0, r = 0; v (r, t) := v(r, t), r < 0. Hence dAlemberts formula implies 1 1 v (r, t) = [(r + ct)(r + ct) + (r ct)(r ct)] 2 2c Therefore for r > 0, 1 1 1 u(r, t) = v(r, t) = [(r + ct)(r + ct) + (r ct)(r ct)] r 2r 2cr
r+ct r+ct

s(s) ds.
rct

s(s) ds.
rct

9. Solve uxx 3uxt 4utt = 0, u(x, 0) = x2 , ut (x, 0) = ex . Answer: Using the same skill related to the wave equation (1), let v = ux + ut , we must have vx 4vt = 0. Thus we have two rst-order equations vx 4vt = 0 and ux + ut = v. As before, we can solve them one at a time and then solve the other one to obtain the general solution is 1 u(x, t) = f (x + t) + g(x t). 4 The initial condition implies 1 4 f (x) = (x2 + ex + a), g(x) = (x2 4ex 4a), 5 5 3

MATH 4220 (2010-11) Partial dierential equations

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where a is a constant. Thus

t 4 t 1 u(x, t) = [(x + )2 + ex+ 4 + a] + [(x t)2 4ext 4a] 5 4 5 t t 1 = [(2x + )2 + (x t)2 + 4ex+ 4 4ext ]. 5 2

Suggested Answer to Exercise 2.2

1. Use the energy conservation of the wave equation to prove that the only solution with 0 and 0 is u 0. Answer: By the law of conservation of energy, E= 1 2
+

(u2 + T u2 ) dx x t

is a constant independent of t. Since 0 and 0, we have E 0. Thus the rst vanishing theorem implies ut 0 and ux 0. Thus u 0 since 0. 2. For a solution u(x, t) of the wave equation with = T = c = 1, the energy density is 1 dened as e = 2 (u2 + u2 ) and the momentum density as p = ut ux . t x (a) Show that e/t = p/x and p/t = e/x. (b) Show that both e(x, t) and p(x, t) also satisfy the wave equation. Answer: (a) By the chain rule of dierential, e/t = ut utt + ux uxt , e/x = ut utx + ux uxx p/t = ut uxt + utt ux , p/x = ut uxx + utx ux . Hence e/t = p/x, and e/x = p/t since utt = uxx , uxt = utx . (b) From the result of (a), ett = pxt = ptx = exx , ptt = ext = etx = pxx . Thus both e(x, t) and p(x, t) satisfy the wave equation. 3. Show that the wave equation has the following invariance properties. (a) Any translate u(x y, t), where y is xed, is also a solution. (b) Any derivative, say ux , of a solution is also a solution. (c) The dilated function u(ax, at) is also a solution. Answer: (a) Let v(x, t) = u(x y, t), we have vtt (x, t) = utt (x y, t) = c2 uxx (x y, t) = c2 vxx (x, t), so it is also a solution. (b) Let v(x, t) = ux , we have vtt (x, t) = uxtt (x, t) = c2 uxxx (x, t) = c2 vxx (x, t), 4

MATH 4220 (2010-11) Partial dierential equations

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so it is also a solution. (c) Let v(x, t) = u(ax, at), we have vtt (x, t) = a2 utt (ax, at) = a2 c2 uxx (ax, at) = c2 vxx (x, t), so it is also a solution. 5. For the damped string, equation (1.3.3), show that the energy decreases. Answer: The energy function is 1 E= 2 Thus 1 dE/dt = 2 =
+ + +

(u2 + c2 u2 ) dx. t x

(2ut utt + 2c2 ux uxt ) dx

+

(c2 ut uxx ru2 + c2 ux uxt ) dx t (c2 ut uxx ru2 c2 uxx ut ) dx + [c2 ut ux ]|+ t
+

= = r

(u2 ) 0. t

Hence the energy decreases.

Suggested Answer to Exercise 2.3

1. Consider the solution 1 x2 2kt of the diusion equation. Find the locations of its maximum and its minimum in the closed rectangle {0 x 1, 0 t T }. Answer: Let u(x, t) = 1 x2 2kt, then u(0, 0) = u(1, T ) =
0x1, 0tT

max

u(x, t) = 0

0x1, 0tT

min

u(x, t) = 2kT.

3. Consider the diusion equation ut = uxx in the interval (0, 1) with u(0, t) = u(1, t) = 0 and u(x, 0) = 1 x2 . Note that this initial function does not satisfy the boundary condition at the left end, but that the solution will satisfy it for all t > 0. (a) Show that u(x, t) > 0 at all interior points 0 < x < 1, 0 < t < . (b) For each t > 0, let (t) = the maximum of u(x, t) over 0 x 1. Show that (t) is a deceasing (i.e., nondecreasing) function of t. (c) Draw a rough sketch of what you think the solution looks like (u versus x) at a few times. (If you have appropriate software available, compute it.) Answer: (a) Use the strong minimum principle. (b) Use the minimum principle or Let the maximum occur at the point X(t), so that (t) = u(X(t), t). Dierentiate (t), assuming that X(t) is dierentiable, we have (t) = ux (X(t), t)X(t) + ut (X(t), t) = uxx (X(t), t) 0. 5

MATH 4220 (2010-11) Partial dierential equations

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Hence (t) decrease. (c) Hear we omit the gure. 4. Consider the diusion equation ut = uxx in {0 < x < 1, 0 < t < } with u(0, t) = u(1, t) = 0 and u(x, 0) = 4x(1 x). (a) Show that 0 < u(x, t) < 1 for all t > 0 and 0 < x < 1. (b) Show that u(x, t) = u(1 x, t) for all t 0 and 0 x 1. 1 (c) Use the energy method to show that 0 u2 dx is a strictly decreasing function of t. Answer: (a) Use the strong minimum principle. (b) Since both u(x, t) and u(1 x, t) are the solution of ut = uxx , 0 < x < 1, 0 < t < u(0, t) = u(1, t) = 0, and u(x, 0) = 4x(1 x), the uniqueness theorem implies that u(x, t) = u(1 x, t). (c) By the equation d dt
1 1 1 1

u2 dx =
0 0

2uut dx = 2
0

uuxx dx = 2
0

u2 dx. x
1

d Since u(x, t) > 0 for all t > 0 and 0 < x < 1, so ux is not zero function. Hence dt 0 u2 dx < 0. 1 Therefore 0 u2 dx is a strictly decreasing function of t. 6. Prove the comparison principle for the diusion equation: If u and v are two solutions, and if u v for t = 0, for x = 0, and for x = l, then u v for 0 t < , 0 x l. Answer: Let w = u v and then use the maximum principle. 7. (a) More generally, if ut kuxx = f, vt kvxx = g, f g, and u v at x = 0, x = l and t = 0, prove that u v for 0 x l, 0 t. (b) If vt vxx sin x for 0 x , 0 < t < , and if v(0, t) v(, t) 0 and v(x, 0) sin x, use part (a) to show that v(x, t) (1 et ) sin x. Answer: (a) Let w = u v and use the generalized Maximum Principle (which will be proved in Extra 2 (a)): If wt wxx 0 in R = [0, l] [0, T ], then

max w(x, t) =
R

x=0, x=l, t=0

max

w(x, t).

(b) Let u(x, t) = (1et ) sin x, then u(0, t) = 0, u(, t) = 0, u(x, 0) = 0 and ut uxx = sin x. Hence the result of part(a) shows that v(x, t) (1 et ) sin x. 8. Consider the diusion equation on (0, l) with the Robin boundary condition ux (0, t) a0 u(0, t) = 0 and ux (l, t) + al u(l, t) = 0. If a0 > 0 and al > 0, use the energy method to show l that the endpoints contribute to the decrease of 0 u2 (x, t) dx. (This is interpreted to mean that part of the energy is lost at the boundary, so we call the boundary conditions radiating or dissipative.)

MATH 4220 (2010-11) Partial dierential equations

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Answer: By the diusion equation and the Robin boundary condition, d dt

l l l

u (x, t) dx =
0 0

2uut dx = 2k
0 l

uuxx dx u2 dx x
0 l

= (2kuux )|l 2k 0

= 2k u(l, t)ux (l, t) u(0, t)ux (0, t) 2k

0

u2 dx x

= 2k 0. Thus the integral

u2 (l, t) x al

u2 (0, t) x a0

2k
0

u2 dx x

Suggested Answer to More on 2.3 Extra 1. Consider the diusion equation ut = kuxx + au in {0 < x < 1, 0 < t < } with
u(0, t) = u(1, t) = 0 and u(x, 0) = sin(x), where k > 0, a are real numbers. (1) Show that 0 < u(x, t) < eat for all t > 0 and 0 < x < 1. (2) Show that u(x, t) = u(1 x, t) for all t 0 and 0 x 1. Answer: Note: In (1), the conclusion 0 < u(x, t) < 1 has changed to 0 < u(x, t) < eat . If the conclusion does not change, the real number a in the equation must limited to a 2 k. (1) Let v(x, t) = eat u(x, t), then v will satises vt = vxx , v(0, t) = v(1, t) = 0, v(x, 0) = sin(x). Using the strong maximum principle, we have 0 < v(x, t) < 1, therefore 0 < u(x, t) < eat for all t > 0 and 0 < x < 1. (2) Let v(x, t) = eat u(x, t), then both v(x, t) and v(1 x, t) are solutions of the diusion equation vt = vxx with the boundary conditions: v(0, t) = v(1, t) = 0, v(x, 0) = sin(2x).

l 0

u2 (x, t) dx is a decreasing function.

Hence the uniqueness theorem implies that v(x, t) = v(1 x, t). Therefore u(x, t) = u(1 x, t) for all t 0 and 0 x 1. Another Proof: Let v(x, t) = eat u(x, t),then v satises vt = vxx , v(0, t) = v(1, t) = 0, v(x, 0) = sin(2x). Using the method of separation of variables, v(x, t) = e kt sin(x) and then u(x, t) = 2 eat kt sin(x). Therefore 0 < u(x, t) < eat for all t > 0 and 0 < x < 1, and u(x, t) = u(1x, t) for all t 0 and 0 x 1. 7
2

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Extra 2. (a) Prove the following generalized Maximum Principle: If ut kuxx 0 in R = [0, l] [0, T ], then max u(x, t) = max u(x, t).
R R

Hint: follow the proof of Maximum Principle. (b) Show that if v(x, t) satises vt = kvxx + f (x, t), < x < +, 0 < t < T v(x, 0) = 0 then v(x, y) T and v(x, y) t Hint: Consider u(x, t) = v(x, t) t
<x<,0<t<T <x<,0<t<T <x<,0<t<T

max

|f |(x, t) f (x, t). f (x, t)

max

max

and then use (a). Answer: (a) For any positive constant , let v(x, t) = u(x, t) + x2 , then v satises vt kvxx = ut k(u + x2 )xx = ut kuxx 2 k 2 k < 0, which is the diusion inequality. Now suppose that v(x, t) attains its maximum at an interior point or on the top edge (x0 , t0 ). That is, 0 < x0 < 1, 0 < t0 T . By ordinary calculus, we know that vx (x0 , t0 ) = 0, vxx (x0 , t0 ) 0, and vt (x0 , t0 ) 0. This contradicts the diusion inequality. Thus v(x, t) M + l2 , where M := which implies u(x, t) M + (l2 x2 ) and then u(x, t) M since can be choose small enough. Therefore max u(x, t) =
R x=0,x=l,t=0 x=0, x=l, t=0

max

u(x, t),

max

u(x, t). f (x, t) has changes to v(x, y)

(b) Note: the conclusion v(x, y) T t

<x<,0<t<T

<x<,0<t<T

max

max

f (x, t) or v(x, y) T

<x<,0<t<T

max

|f |(x, t), otherwise we can take f 1

to get a counterexample. Consider u(x, t) = v(x, t) t ut kuxx =

<x<,0<t<T

max

f (x, t), then u satises u(x, 0) = 0.

<x<,0<t<T

max

f (x, t) + f (x, t) 0,

Hence the result of (a) implies that u(x, t) 0. Therefore v(x, t) t

<x<,0<t<T

max

f (x, t).

MATH 4220 (2010-11) Partial dierential equations

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Similarly taking u(x, t) = v(x, t) t v(x, t) t

<x<,0<t<T

max

|f |(x, t) we get max |f |(x, t).

<x<,0<t<T

max

|f |(x, t) T

<x<,0<t<T

Suggested Answer to Exercise 2.4

1. Solve the diusion equation with the initial condition (x) = 1 for |x| < l Write your answer in terms of Erf(x). Answer: By the general formula, 1 u(x, t) = 4kt 1 =
l

and (x) = 0 for |x| > l.

e(xy)
l

2 /4kt

dy

(lx)/(2 kt)

ep dp = 1/2{Erf[(x + l)/(2 kt)] Erf[(x l)/(2 kt)]}.

(lx)/(2 kt)

2. Do the same for (x) = 1 for x > 0 and (x) = 3 for x < 0. Answer: By the general formula,
0 1 1 2 2 u(x, t) = e(xy) /4kt dy + 3e(xy) /4kt dy 4kt 0 4kt = 1/2 + 1/2Erf[x/(2 kt)] + 3/2 3/2Erf[x/(2 kt)] = 2 Erf[x/(2 kt)].

4. Solve the diusion equation if (x) = ex for x > 0 and (x) = 0 for x < 0. Answer: By the general formula, 1 u(x, t) = 4kt 1 = 4kt = ektx
2ktx 2 kt

e(xy) e
0

2 /4kt

ey dy dy

(y+2ktx)2 +ktx 4kt

2 ep dp/

1 ktx ektx 2kt x e Erf( ). 2 2 2 kt

8. Show that for any xed > 0 (no matter how small), max S(x, t) 0 as t 0.
|x|<

[This means that the tail of S(x, t) is uniformly small.] 9

MATH 4220 (2010-11) Partial dierential equations

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Answer: By the denition of S(x, t), max S(x, t) = 1 2 e /4kt , 4kt

x<

so

1 x x2 /4k 2 /4kt lim max S(x, t) = lim e = lim e = 0. t0 x< t0 x+ 4kt 4k 11. (a) Consider the diusion equation on the whole line with the usual initial condition u(x, 0) = (x). If (x) is an odd function, show that the solution u(x, t) is also an odd function of x. (b) Show that the same is true if odd is replaced by even. (c) Show that the analogous statements are true for the wave equation. Answer: (a) Since both u(x, t) and u(x, t) are solutions, by the uniqueness, we have u(x, t) = u(x, t). (b) Similar to (a). (c) Similar to (a). 2 14. Let (x) be a continuous function such that |(x)| Ceax . Show that formula (8) for the solution of the diusion equation makes sense for 0 < t < 1/(4ak), but not necessarily for larger t. Answer: Since |e(xy) so that formula u(x, t) =
2 /4kt

(y)| Ce(xy) 1 4kt

2 /4kt+ay 2

= Ce(a 4kt )y
2 /4kt

2 + x y x2 2kt 4kt

e(xy)

(y) dy
2

makes sense for 0 < t < 1/(4ak), but not necessarily for larger t, for example, (x) = eax . 15. Prove the uniqueness of the diusion problem with Neumann boundary conditions: ut kuxx = f (x, t) for 0 < x < l, t > 0 u(x, 0) = (x) ux (0, t) = g(t) ux (l, t) = h(t) by the energy method. Answer: Support that both u and v are solution of the diusion problem with the same Neumann boundary condition. Let w(x, t) = u(x, t) v(x, t), then w satises wt = kwxx , w(x, 0) = wx (0, t) = wx (l, t) = 0.

Thus by the integration by part and the Neumann boundary condition, d dt

l l

1/2[w(x, t)]2 dx = k
0 0

[wx (x, t)]2 dx 0.

Hence by the initial condition,

l l

1/2[w(x, t)]2 dx
0 0

1/2[w(x, 0)]2 dx = 0 10

MATH 4220 (2010-11) Partial dierential equations

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Therefore, w = 0 and thus u = v for all t > 0. 16. Solve the diusion equation with constant dissipation: ut kuxx + bu = 0 for < x < with u(x, 0) = (x), where b > 0 is a constant. Answer: Let v(x, t) = ebt u(x, t), then v satises vt kvxx = 0, v(x, 0) = u(x, 0) = (x). By the general formula, 1 v(x, t) = 4kt which implies

e(xy)

2 /4kt

(y) dy,

ebt 2 u(x, t) = e(xy) /4kt (y) dy. 4kt 18. Solve the heat equation with convection:

ut kuxx + V ux = 0 for < x < with u(x, 0) = (x), where V is a constant. Answer: Let v(x, t) = u(x + V t, t), then v satises vt kvxx = 0, v(x, 0) = u(x, 0) = (x). By the general formula, 1 v(x, t) = 4kt which implies

e(xy)

2 /4kt

(y) dy,

1 2 u(x, t) = e(xV ty) /4kt (y) dy. 4kt 19. (a) Show that S2 (x, y, t) = S(x, t)S(y, t) satises the diusion equation St = k(Sxx + Syy ). (b) Deduce that S2 (x, y, t) is the source function for two-dimensional diusions. Answer: (a) By the chain rule,

S2t (x, y, t) = St (x, t)S(y, t) + S(x, t)St (y, t), and S2xx (x, y, t) = Sxx (x, t)S(y, t), S2yy (x, y, t) = S(x, t)Syy (y, t). Hence S2t (x, y, t) = St (x, t)S(y, t) + S(x, t)St (y, t) = kSxx (x, t)S(y, t) + kS(x, t)Syy (y, t) = k(S2xx + S2yy ). 11

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(b) By the denition of S(x, t), S2 (x, y, t) = S(x, t)S(y, t) = = 1 x2 +y2 e 4kt . 4kt 1 1 2 2 ex /4kt ey /4kt 4kt 4kt

Suggested Answer to Exercise 2.5

1. Show that there is no maximum principle for the wave equation. Answer: To give a counterexample we let u(x, t) = x2 (t 1)2 be the unique solution of the wave equation with boundary conditions: utt = uxx , for 1 < x < 1, 0 < t < , u(x, 0) = x2 1, ut (x, 0) = 2, u(1, t) = u(1, t) = t2 + 2t 2. But u(x, t) attains its maximum 0 at (0, 1).

12