u 2u
= k (k is a fixed positive constant)
t x2
Consider the rod in Fig 1 with net temperature u(x,t) at position x and time t (net
means degrees above room temperature). If the lateral surface of the rod is
insulated (the ends may or may not be insulated) and k is a constant determined by
the composition of the rod then it can be shown that u(x,t) satisfies the heat
equation. (So do lots of other things too.)
insulated
x line
0 L
FIG 1
The heat equation comes with one initial condition (IC) of the form
There are two boundary conditions (BC) describing what happens at the ends of the
rod. For example the BC
u u =0 graph of u(x,t)
x
positive x for fixed t
xaxis
no flow no flow
across across
here here
FIG 2
Physicists say that calories flow down temperature hills (from hot to cold) and so
u
there's the following correspondence between and calory flow:
x
page 2 of Section 6.1
u
positive at x0 A calory at this point flows to the left
x
u
= 0 at x0 A calory at this point doesn't move
x
u
negative at x0 A calory at this point flows to the right
x
Physicists call u/x the heat flux density; it measures the calories per second
per unit cross sectional area flowing in the rod from left to right.
The BC
u
(L,t) = 0
x
for the rod in Fig 1 corresponds to an insulated right end; no calories flow across
the right end.
The BC
u
 (L,t) = C u(L,t)
x
where C is a fixed positive constant describes a flow of heat out the right end in
proportion to the temperature at the right end (convection).
(i) u(0,t) = 0 and u(L,t) = 0 for all t (both ends fixed at temperature 0)
u u
(ii) (0,t) = 0 and (L,t) = 0 for all t (both ends insulated)
x x
example 1
I'll solve the heat equation with
u(x,t) = X(x)T(t),
i.e., a solution containing x's and t's but with each variable appearing in a
separate factor. The aim is to find a bunch of solutions containing arbitrary
constants. When I try to satisfy the BC and IC I'll come back to this bunch of
solutions to find one that fits.
Substitute into the heat equ to get
XT' = kX'' T
Rearrange to get
X''(x) T'(t)
=
X(x) kT(t)
page 3 of Section 6.1
The left side has no t's, the right side has no x's so each side has no t's and no x's,
i.e., each side is a constant. In other words (key idea), a function of x can't equal
a function of t unless both functions are constant. So
X" T'
= = constant
X kT
X'' T'
= constant, = same constant.
X kT
X"  constant X = 0, T'  k constant T = 0.
k2t
T' + k2 T = 0, m = k2, T = Ce
k2t
T'  k2 T = 0, m = k2, T = Ge
X'' = 0, X = Px + Q,
T' = 0, T = K
Not only does the heat equation itself separate but the homogeneous BC separate
as follows.
The boundary condition
becomes
X(0)T(t) = 0 for all t.
So
X(0) = 0 or T(t) = 0 for all t.
But if T(t) = 0 for all t then u(x,t) = X(x)T(t) = 0 for 0 x 6, all t, a useless
solution.
Here's why it's useless. We eventually have to get a solution satisfying
the IC. To do this, we want a "general" solution with arbitrary
constants. We'll get one by using a superposition principle, i.e., we'll
add all the solutions satisfying the (homogeneous) PDE and the
(homogeneous) BC. It is of no consequence to include u = 0 in that sum.
So for all practical purposes, X(0) = 0 is the only useful possibility. Similarly,
the BC u(6,t) = 0 for all t becomes X(6) = 0. So all in all, the BC separate to
X(0) = 0, X(6) = 0
page 4 of Section 6.1
sin 6 = 0,
6 = n,
nx
X = B sin for n = 1,2,3,... ; any B.
6
nx nx nx nx
First of all, sin = sin so B sin
= B sin . Since
6 6 6 6
nx
B is an arbitrary constant, this is no different from B sin . So
6
you don't get any more solutions for X by considering the negative 's.
k(n/6)2t k(n/6)2t
Second, Ce = Ce so you don't get any more
k2t
case 2 X = Aex + Bex, T = Ce
X(0) = 0 makes A + B = 0, B = A
A(e6  e6) = 0
A = 0 or e6 = e6
So
A = 0 or = 0
case 3 X = Ax + B, T = C
X(0) = 0 makes B = 0
X(6) = 0 makes 6A = 0, A = 0
So X = 0, u = X(x)T(t) = 0, a trivial solution.
This case is not useful.
page 5 of Section 6.1
u2 2u u u
() a1 + a2 + b1 + b2 + cu(x,t) = 0
x2 t 2 x t
If u1 and u2 both satisfy say BC u(6,t) = 0 then u1 + u2 also satisfies that BC.
In other words:
If u1 and u2 are both 0 at an end of the rod then u1 + u2 is also 0 at that end.
(This doesn't hold for nonhomog BC: If u1 and u2 are both say 4 at one end then
u1 + u2 is 8, not 4 at that end.)
u
a (L,t)+ bu(L,t) = 0
x
u
For example, if u1 and u2 both satisfy the BC (6,t) = 0 then u1 + u2 also
x
satisfies that BC (this kind of BC turns up in the next section).
u
For example, if u1 and u2 both satisfy the BC (0,t) = 5u(0,t) then u1 + u2 also
x
satisfies that BC.
back to example 1
The heat equation is a linear homogeneous partial DE and our BC are homogeneous.
If you add all the solutions you have so far then by superposition the sum also
satisfies the heat equation and the two homog BC. So we have "general" solution
page 6 of Section 6.1
n 2
k( ) t nx
(1) u(x,t) = n=1 Bn e 6 sin
6
Now you have to determine the constants in (1) to satisfy the IC.
You need u(x,0) = x for x in [0,6] so set t = 0, u = x in (1):
nx
(2) x = n=1 Bn sin for x in [0,6]
6
0 0
(4)
L L
+ B3 sin 3x sin 3x dx + B4 sin 4x sin 3x dx + ...
L L L L
0 0
L/2 0
All the integrals on the right side of (4), except the third one, can be done using
(Q) in the tables and they all come out to be 0. The third integral is done using
(A) in the tables and it comes out to be L/2. So (4) turns into
L
f(x) sin 3x dx = B3
L
L 2
0
2 L 3x
and you get this formula for B3: B3 = f(x) sin dx
L L
0
In general:
example 1 continued
To satisfy (2) you need
6
12
n
if n is even
Bn =
2 x sin nx dx =
6
0 6
12
n
if n is odd (see (2) in tables)
2 2 2
12 k( ) t x 12 k( ) t 2x
u = e 6 sin  e 6 sin
6 2 6
3 2
12 k( ) t 3x
+ e 6 sin  ... for 0 x 6, t 0
3 6
Here are some graphs of 5 terms worth of u(x,t) for various values of t and with k=1
(Fig 3).You can see that the temperature starts off sort of looking like the line
u = x (the graph doesn't look exactly like the line u=x because only 5 terms worth
of the u series were used). As time goes on, the temperature peak moves left and the
temperature values die down. The steady state solution is 0 (i.e., the temperature
0 as t ).
temp u
6 time 0
time 1/2
3
time 2
time 10
x
3 6
FIG 3
page 8 of Section 6.1
2. Get familiar with the tables on the reference page by using them to find these
integrals.
2 4 nx
(a) 5x sin
4 0 4
2 6
(b)
6 0
f(x) cos
nx
6
dx where f(x) = { 05 if 0 x 3
if 3 x 6
2 6
(c)
6 0
f(x) sin
nx
3
dx where f(x) = { 05 if 0 x 3
if 3 x 6
2 6
(d)
6 0
f(x) sin
nx
6
dx where f(x) = { 05 if 0 x 2
if 2 x 6
2 8
(e)
8 0
f(x) cos
nx
8
dx where f(x) = { 3x3x + 24 if 0 x 4
if 4 x 8
and each of the following IC. Write out enough terms of each solution to make the
pattern clear.
(a) u(x,0) = 8 for x in [0,4]
(b) u(x,0) = f(x) where f(x) = { 6 for x in [0,2]
0 for x in [2,4]
(c) u(x,0) = 5 sin 2x + 6 sin 5x for x in [0,4]
If you stop and think in part (c), you can get the constants you need by inspection.
page 1 of Section 6.2
example 1
Solve the heat equation with
u u
BC (0,t) = 0, (8,t) = 0 for all t
x x
IC u(x,0) = f(x) = { 0
2
if 0 x 4
if 4 x 8
(The ends of the rod are insulated, as well as the lateral surface  see 6.1.
Initially, the left half of the rod is at 0o and the right half is 2o )
k2t
X = A cos x + B sin x, T = Ce
X = Dex + Fex
k2t
T = Ge
X = Px + Q,
T = K
u
(0,t) = 0 for all t
x
becomes
X'(0)T(t) = 0 for all t.
So
X'(0) = 0 or T(t) = 0 for all t.
But if T(t) = 0 for all t then u(x,t) = X(x)T(t) = 0 for all t, a trivial solution .
So for all practical purposes you are left with X'(0) = 0 as the only useful
possibility. Similarly, the BC
u
(8,t) = 0 for all t
x
X'(0) = 0, X'(8) = 0
page 2 of Section 6.2
A sin 8 = 0.
sin 8 = 0
8 = n
n
= , n = 1,2,3,...
8
So
nx
X = A cos for n = 1,2,3,...; any A
8
n 2
k( ) t
T = Ce 8 for n = 1,2,3,...; any C
case 2
In this case, u as t which is not physically realistic.
physical argument
So forget about this case.
mathematical argument
First you need X':
X' = Dex  Fex
The two BC X'(0) = 0 and X'(8) = 0 are satisfied by taking P = 0. So from this case
you have the solution
u = X(x)T(t) = QK = A0
page 3 of Section 6.2
Part III
By the superposition principle in the preceding section, if u1 and u2 each satisfy the BC
"deriv w.r.t. x is 0 at an end" then u1+u2 also satisfies that BC.
So
n 2
k( ) t nx
(1) u = A0 + n=1 An e 8 cos
8
nx
(2) f(x) = A0 + n=1 An cos for x in [0,8]
8
nx
(3) f(x) = A0 + n=1 An cos for x in [0,L]
L
The formulas for the constants can be derived in the same manner as the sine coeffs
were derived in Section 6.1. Better still, in Section 6.7 there will be some general
formulas for Fourier series and the cosine coeffs will be a special case of those
formulas so wait until then for the explanation. Here are the formulas themselves.
footnote
Here's why the A0 formula is the average value of f(x) on [0,L]:
L
f(x) dx f(x)
0 area of region in Fig 1
A0 = =
L base of region region
example 1 continued
To satisfy (2) you need
A0 = average value of f(x) in [0,8] = 1
page 4 of Section 6.2
 n4 if n = 1,5,9,...
An =
2 8
f(x) cos
nx
dx = n4
8 0 8
if n = 3,7,11,...
0 if n is even
(Use (4) in the tables with a = 0, b = 2)
summary of the procedure for solving the heat equation and the upcoming wave equation with very
simple BC
Part I Separate the PDE. (Not every PDE separates but the physically important ones
do.)
And separate the homogeneous BC (nonhomogeneous conditions can't be separated).
For instance
u
(5,t) = 0 for all t becomes X'(5) = 0
x
So far, two separated X problems have turned up. And they will turn up again so you
might as well notice now which cases were useless and avoid them in the future.
Part III Collect the X(x)T(t) solutions and add them all up to get a solution (by
superposition) with many constants.
Plug in the nonhomog IC to determine the constants in the solution.
page 5 of Section 6.2
x 2x 3x
sin , sin , sin , ...
L L L
can be used to make a series that will do anything you want on the interval [0,L].
The way to make
x 2x 3x
(6) B1 sin + B2 sin + B3 sin + ...
L L L
2 L nx
Bn = f(x) sin dx
L 0 L
Similarly the functions
x 2x 3x
1, cos , cos , cos , ...
L L L
can be used to make a series that will do anything you want on the interval [0,L].
The way to make
x 2x 3x
(7) A01 + A1 cos + A2 cos + A3 cos + ...
L L L
2 L nx
An = f(x) cos dx
L 0 L
You need to know how to make various series converge to f(x) on an interval in
order to determine constants so as to satisfy BC and/or IC conditions when you solve
a PDE.
Here are some pictures of the sine and cosine series looking like the function x2
for 0 x 6 in case you don't believe they can do it.
Fig 1 is the graph of x2 (the fat gray curve) and the sum of 7 terms of the sine
series for x2. Fig 2 is the graph of x2 and the sum of 14 terms of the sine series
for x2. The more sines you add, the closer the sum gets to x2. But no matter how
many terms you add, the sum doesn't look like x2 once x 6 or x 0.
Fig 3 shows the sum of 6 terms (the constant term plus 5 cosines) of the cosine
series for x2. It's very much like x2 not just for 0 x 6 but actually for
6 x 6.
curve2 = Plot[sinSeries7,{x,3,7},
PlotStyle>{{Thickness[.01]}},DisplayFunction>Identity];
page 6 of Section 6.2
Show[{curve1, curve2},DisplayFunction>$DisplayFunction];
sinSeries14 = Sum[B[n] Sin[n Pi x/6],{n,1,14}];
curve3 = Plot[sinSeries14,{x,3,7},
PlotStyle>{{Thickness[.01]}},DisplayFunction>Identity];
Show[{curve1, curve3},DisplayFunction>$DisplayFunction];
40
40
20
20
2 2 4 6
2 2 4 6
20 20
FIG 1 FIG 2
FIG 3
y y y
(a) (0,t) = 0 (b) (5,t) = 0 (c) (0,t) = 5
x x x
u u
BC (0,t) = 0, (6,t) = 0 for all t
x x
(b) Look at the heat equation with the same BC as in part (a) and the IC
(i) Solve by inspection by thinking about the physical significance of the BC and IC
(ii) For practice, solve by going through the procedure of this section
3 (a new heat equation). The heat equation satisfied by the net temperature in a
rod whose lateral surface is not insulated is
u 2u
=  u
t x2
BC u(0,t) = 0, u(L,t) = 0
IC u(x,0) = 8 for 0 x L
4. (a) Find the steady state solution in example 1; i.e., find u(x,).
u u
BC (0,t) = 0, (L,t) = 0 for all t
x x
Find the steady state solution using a physical argument and then get it
mathematically.
5. Suppose v(p,q) = P(p)Q(q). Separate this BC very slowly and give key reasons.
v
(5,q) = 0 for all q
p
page 1 of Section 6.2A
integrating ( t  a )
(ta) dt = 1 because the area under the delta function is 1.

5(ta) dt = 5

f(t) (ta)
area f(a) f(t) (t)
area f(0)

a
FIG 5 FIG 6
f(t)(ta) dt = f(a)
interval containing a
(1)
interval not containing a f(t)(ta) dt = 0
In particular
f(t) (t) dt = f(0)

f(t) (t) dt = f(0)
0
f(t)(ta) dt = f(a)

page 2 of Section 6.2A
For example,
1 1
(t  2 ) sin t dt = sin 2 = 1
0
2 1
(t  2 ) sin t dt = 0 (/2 is not in the interval of integration)
t3 + 3 03 + 3 3
(t) dt = =
t= t4 + 7 04 + 7 7
4
(x  2) dx = 1
1
6
(x  2) dx = 0
5
page 1 of Section 6.3
2y 2y
a2 = (a is a fixed positive constant)
x2 t2
Consider a vibrating string with small displacements y(x,t) at position x and time t
(Fig 1). If we ignore gravity and the retarding force of the medium, and a is a
constant determined by the nature of the string, then it can be shown that the
height y(x,t) of the string satisfies the wave equation.
y(x,t)
fixed time t
'L xline
FIG 1
y
(x,0) = g(x) (the initial velocity of the string)
t
There are two popular types of BC, describing conditions at the ends of the
string:
The BC y(L,t) = 0 means that the right end of the wire is fixed at height 0.
y
The BC (L,t) = 0 corresponds to a string with zero slope at the right end. This
x
can be accomplished by looping the right end around a pole (Fig 2) so that it is
free to move up and down in response to any wouldbe vertical component of tension.
In particular the right end responds by continually moving so as to maintain no
vertical component of tension, i.e., the right end moves up and down so as to keep
the slope zero at the right end (Fig 3).
rope vert component
of tension
tension
y rope
0
x y
tension = 0
x
L xaxis
FIG 2 Right end moves up FIG 3 Equilibrium
example 1
I'll solve the wave equation with
BC y(0,t) = 0, y(L,t) = 0 for t 0
y
IC y(x,0) = f(x), (x,0) = g(x) for 0 x L.
t
(The ends of the wire are nailed down at height 0, the wire has initial shape f(x)
and initial velocity g(x).)
page 2 of Section 6.3
y(x,t) = X(x)T(t).
XT" = a2 X"T
X" T"
=
X a2T
X" T"
= = constant
X a2T
So the X problem is
This is problem 1 in the summary near the end of the preceding section.
We already know that the only way to get a nonzero solution for X is to use the
case where the constant is negative, renamed 2. Then
sin L = 0
n
L = n, =
L
So
nx
X = Bn sin for n = 1,2,3,...
L
y(x,t) = X(x)T(t) =
[Cn cos nat
L
+ Dn sin
L ]
nat
sin
nx
L
for n = 1,2,3,...
(1)
y(x,t) =
n=1
[Cn cos nat
L
+ Dn sin
L ]
nat
sin
nx
L
for 0 x L, t 0
nx
f(x) = n=1 Cn sin for x in [0,L]
L
so
2 L nx
Cn = f(x) sin dx
(2) L 0 L
y
t
= n=1
[ 
na
L
Cn sin
nat
L
+
na
L
Dn cos
nat
L
sin
]
nx
L
Then plug in the second IC; set t = 0, y/t = g(x). You need
na nx
g(x)= n=1 Dn sin for x in [0,L]
L L
na
This is a sine series for g(x) but with Dn's playing the role of the constants
L
so
na 2 L nx
Dn = g(x) sin dx
L L 0 L
2 L
Dn = g(x) sin nx dx
(3) na L
0
The solution is in (1) with the constants in the solution given in (2) and (3).
example 1 continued
Suppose the wire has length 6, is not initially displaced but is initially moving
up at 2 ft/sec. Then L = 6 and the IC are
y
y(x,0) = 0 , (x,0) = 2 for x in [0,L]
t
0 if n is even
= 48
2 2 if n is odd
n a
page 4 of Section 6.3
The solution is
48 at x 48 3at 3x
y(x,t) = sin sin + sin sin
2
a 6 6 3 2 a
2 6 6
48 5at 5x
+ sin sin + ... for 0 x 6, t 0
5 2 a
2 6 6
2
6
string at time 0
y 1
IC y(x,0) = 0, (x,0) = (x  2 L) for x in [0,L]
t
(The string is initially not displaced but is given a large initial velocity in the
middle.)
y y
BC (0,t) = 0, (L,t) = 0 for all t
x x
y
IC y(x,0) = f(x), (x,0) = g(x) for x in [0,L]
t
4. Solve the wave equation with the following conditions and write out enough terms
of the solution to make the pattern clear.
y y
BC (0,t) = 0, (2,t) = 0 for all t
x x
y
IC y(x,0) = x, (x,0) = 0 for x in [0,2]
t
2v 2v
+ = 0
x2 y2
Consider electric potential v(x,y) (i.e., voltage) at point (x,y) in the plane. If
a region in the plane is chargefree then it can be shown that v(x,y) satisfies
Laplace's equation for points (x,y) in that region (Fig 1). (Lots of other things
besides voltage satisfy Laplace's equation, e.g., steady state temperature.)
Laplace's equation comes with boundary conditions describing what happens on the
boundary of the region.
The BC v = 0 means zero voltage on the boundary.
To understand other BC you have to know what v/x and v/y mean. If you
consider v as a function of x with y fixed then v/x is the slope on a potential
hill. Electric flux flows down potential hills so v/x is a measure of flux
flowing horizontally from left to right. The BC v/y = 0 on a horizontal boundary
(Fig 2) indicates no flow of flux across the boundary; i.e., the boundary is
insulated.
Similarly v/x = 0 on a vertical boundary indicates no flow of flux across the
boundary; i.e., the boundary is insulated (Fig 3).
v
no flow across
y
y
= 0 y v = 0
no flow across x
x x
cosh x sinh x
(0,1)
FIG 4 FIG 5
summary of the procedure for solving Laplace's equation on two types of regions with simple BC
Figs 6 and 7 show the two standard problems. Here are the three steps for solving
them.
yaxis yaxis
nonhomog BC
homog
homog
homog homog BC
BC
BC BC
xaxis xaxis
homog BC nonhomog BC
FIG 6 TYPE 1 FIG 7 TYPE 2
Part III Use superposition to add all the solutions and get a solution with many
constants
Plug in the nonhomog BC to determine the remaining constants
example 1
Solve Laplace's equation for the region in Fig 8 if
f(x) = { 6x
x if 0 < x < 3
if 3 x 6
yaxis
5 v = f(x)
v=0 v=0
v=0 6 xaxis
FIG 8
Part I Separate variables
Try v(x,y) = X(x)Y(y)
Then
X"Y + XY" = 0
X" Y"
(6) =  = constant
X Y
So the X problem is
X" Y"
 = = constant
X Y
the only case with a nontrivial solution is the case where the
constant is positive and renamed 2 and you still end up with
(8) and (9).
5n nx
f(x) = n=1 Dn sinh sin for 0 x 6
6 6
5n 2 6 nx
Dn sinh = f(x) sin dx
6 6 0 6
warning The left side is
5n
Dn sinh , not plain Dn
6
The graph of f(x) looks like the picture in (5) on the reference page, with L = 6,
K = 3. So
0
if n is even
Dn sinh
5n
=
n2242 if n = 1,5,9,...
6
24
 n22 if n = 3,7,11,...
and
0 if n is even
n22 sinh
24
5n
if n = 1,5,9,...
Dn = 6
 n22 sinh
24
5n
if n = 3,7,11,...
6
v =
24 1
sinh
y
sin
x

1
sinh
3y
sin
3x
2
sinh 5 6 6
9 sinh
15 6 6
6 6
1 5y 5x
+ sinh sin + ...
25 6 6 for 0 x 6, 0 y 5
25 sinh
6
Fig 9 shows a 3D plot of v(x,y) (10 terms worth only). The yaxis goes back into the
page. The xaxis goes from left to right. The vaxis is vertical
Fig 10 shows some contour curves of v(x,y)
Plot3D[solution10,{x,0,6},{y,0,5},Shading>False]
page 5 of Section 6.4
3
2 5
1 4
0 3
0
2
2
1
4
6 0
FIG 9
ContourPlot[solution10,{x,0,6},{y,0,5},ContourShading>False,
FrameTicks>{{0,6},{0,5}},Contours>{.1,.5,1,1.5,2,2.5,2.8}];
5 2.5
2
1.5
1
1.
.5
.1
0
0 6
FIG 10
example 2
Solve Laplace's equation for the strip in Fig 11.
v v
=0 strip x =0
x
v=f(x) L
FIG 11
v
The left BC is (0,y) = 0. It separates to X'(0) = 0
x
page 6 of Section 6.4
v
The right BC is (L,y) = 0. It separates to X'(L) = 0.
x
So the X problem is
This is problem 2 in the summary near the end of the preceding section.
We already know that the only way to get a nonzero solution for X is to use these
two cases:
case 1 The constant is negative and renamed 2. Then
X = A cos x + B sin x, Y = Cey + Dey
X = Ex + F, Y = Gy + H
case 2
X'(0) = 0 and X'(L) = 0 make E = 0.
Y() finite makes G = 0
So from this case you get v = X(x)Y(y) = FH = Q.
ny
(11)  nx
v = Q + n=1 Dn e L cos for 0 x 6, 0 y 5
L
1 L 2 L nx
(13) Q = f(x) dx , Dn = f(x) cos dx
L 0 L 0 L
The solution is (11) with the constants in the solution given in (13)
warning
Line (12) is not part of the solution. It's just an equation which determines the
Q and Dn for the answer in (11).
page 7 of Section 6.4
X'' = (5 + con)X
then m =
5 + con and the solution depends on whether you get two real m's, two
nonreal m's or one repeated m. This in turn depends on the sign of what's under the
square root sign so the cases you need here are
Second, say it is the letter X that is important and suppose you write the X
equation so that the X" term has a positive coefficient (in other words you write
X'' Y'' X'' Y''
=  = con rather than  = = con ). Then the con = 2 will always be
X Y X Y
useful and the con = 2 case will never be useful. The zero case might produce a
nontrivial solution; it depends on the particular BC.
The case con = 0 has only the solution X=0. Ignore it.
The case con = 2 (i.e., positive constant) has only the solution X=0. Ignore it
The case con = 2 (i.e., negative constant) has nonzero X solutions for certain
values of .
n
[It turns out that there is a nonzero sol iff = and the corresponding
L
nx
solution is sin (and any multiple thereof).]
L
Where did this come from? How do I know that the case con = 2 has only the
trivial solution in problems 1 and 2 and that the case con = 0 is not useful in
problem 1?
Because in Section 6.1 (example 1, part II), I tried all the cases in problem 1.
And in Section 6.2 (example 1, part II), I tried all the cases in problem 2.
The general theory about which cases are useful and which aren't is stated in
Section 6.7 (but is much too messy to prove there).
example 3
Solve Laplace's equation on a region with the BC in Fig 12. Leave integrals
unevaluated at the end.
yaxis
v=0
7
v=0 v = y2
xaxis
v=0 3
FIG 12
solution
Part I The nonhomog BC is v(3,y) = y2 so you want to end up with nice Y solutions.
Write (6) as
X" Y"
 = = constant
X Y
Then
X" =  constant X, Y" = constant Y
So the Y problem is
nx ny
(16) v = n=1 Dn sinh sin for 0 3, 0 y 7
7 7
3n ny
y2 = n=1 Dn sinh sin for 0 y 7
7 7
1 2 7 ny
(17) Dn = y2 sin dy
sinh 3n/7 7 y=0 7
The solution is (16) with the constants in the solution given in (17).
v =0 v
v x =0
=0 v x
x =0
x
v =0 a
v=0 6
y
(c)
v = 2x
y
5
v =0 v =0
x x
v=0 4
footnote
On a horizontal line, dv/dy is a measure of flux flowing up across the line. So the
top BC here says that the flux across the top boundary is 2x; e.g., the flux across
the left end is 0, the flux across the midpoint is 4, the flux across the right end
is 8
page 10 of Section 6.4
v=0 v=0
v=0 v=0
xaxis
v = 3 5
xaxis
v=2 5 y
3. Show that plugging in Y(0) = 0 into Y = C cosh y + D sinh y produces the same
final result as plugging it into Y = E ey + Fey.
The rest of the problems in this section are about separating PDE and BC.
2u 2u
4. Separate and get X and Y solutions: + = u
x2 y2
Do only the useful cases assuming that later there will be a nonhomog condition of
the form u(x,yo) = f(x)
u 2u u
5. Look at the PDE x = y2 + with BC u(0,y)=0, u(x,3) = 0, u(x,5) = x2.
x y 2 y
Separate into an X problem and a Y problem (each with its own BC) and then stop.
Don't try to solve.
X" + X T'
=
X T
2y 2y
7. Look at the PDE =  y
t2 x2
(a) Here's the best way to separate: Let y(x,t) = X(x)T(t). Then
XT'' = X'' T  XT
X(T'' + T) = X'' T
T'' + T X''
= = con,
T X
Continue from here and just do the useful cases.
(b) Here's another way to separate:
XT'' = (X''  X)T
T'' X''  X
= = con
T X
It's not as convenient but continue anyway and do the useful cases.
page 11 of Section 6.4
XT'' = X'' T  XT
X(T'' + T) = X'' T
X T
= = con
X" T" + T
u u
8. Separate and get solutions (in all cases) = u 
x y
2u 2u
9. Separate and get solutions (in all cases) =
x2 x y
2u
10. Try but get stuck separating the PDE + u = 4.
x y
u(3,y) = 0 for 0 y b
u(0,y) = 3 for 0 y b
u
(5,t) = 3u(5,t) for all t
x
page 12 of Section 6.4
Honors
12. Here's Schrodinger's equation (from quantum mechanics) for the wave function
(x,y,z,t) of a particle with mass m in a conservative force field with potential
V(x,y,z):
h2 2 2 2
 ( + + ) + V(x,y,z) = ih
2m x 2 y 2 z 2 t
to get two separate equations, one in the unknown (x,y,z) (this is called the time
independent Schrodinger equation) and the other in the unknown T(t).
The constant that turns up in the separation process is usually named E, not .
Don't try to solve the separated equations (although the T one is easy to solve).
Just find them.
page 1 of Section 6.5
SECTION 6.5 LAPLACE'S EQUATION IN POLAR COORDINATES AND FOURIER FULL SERIES
solution of x2 y'' + axy' + by = 0 (Euler's equation)
I'll need the solution to an Euler's equation before I can solve Laplace's equation in
polar coordinates. Euler's equation is secondorder, linear and homogeneous but with
nonconstant coeffs so there's a special method for it.
x2y'' + axy' + by = 0
Solve the new DE for y(t) and then switch back to x's using
x = et, t = n x
proof
If y = y(x) and x = et then
dy dy/dt dy/dt dy
= = = et
dx dx/dt et dt
and
dy dy dy d2y dy
d( ) d(et ) d(et )/dt et  et
d2y dx dt dt dt2 dt
= = = =
dx2 dx dx dx/dt et
d2y dy
= e2t (  )
dt2 dt
dy d2y
Take Euler's equation, replace y' and y'' by these values of and and replace x
dx dx2
by et to get
d2y dy dy
e2t e2t (  ) + aet et + by = 0
dt2 dt dt
which simplifies to
d2y dy
+ (a1) + by = 0,
dt2 dt
example 1
Solve x2y'' + 3xy'  3y = 0
m2 + 2m  3 = 0, m = 3, 1,
Switch back to x's to get the final answer. One way to do it is to write y(t) as
(2) y = Ax3 + Bx
summary of the procedure for solving Laplace's equation in polar coordinates on some standard
regions with simple BC
Laplace's equation in polar coordinates is usually solved for the regions in Fig 1.
Here are the three steps for solving them.
The solution v(r,) should stay finite to be physically realizable. The dangerous
spots are when r = 0 and r = . In practice, when the region includes r =
(namely (b) and (d)) you must make sure that R() stays finite by throwing away the
solution r; and when the region includes r = 0 (namely (a) and (c)) you must make
sure that R(0) is finite by tossing out r.
For regions which include all between 0 and 2 (namely (a) and (b)) make the
solution repeat every 2 with respect to , i.e., make the solution periodic.
Part III Use superposition to add all the solutions and get a solution with many
constants .
Plug in the nonhomog BC to determine the remaining constants.
example 2
Laplace's equation in polar coords is
2v 1 v 1 2 v
+ + = 0.
r2 r r r2 2
I'll solve Laplace's equation on the region in Fig 2 radius 5 and angle /3 with the
indicated BC.
page 3 of Section 6.5
v=0
5
ius
rad
v=2
/3
v=0
FIG 2
v(r,) = R(r)()
Then
1 1
R" + R' + R " = 0
r r2
[ R" +
1
r
R'
] = 
1
r2
R"
r2
[ R" + R'
1
r ] =
"
= constant
R
The R equation is
r2R" + rR' = 0,
an Euler's equation with a = 1, b = 0. Substitute r = et and get
R" = 0, R(t) = Ct + D.
case 3 Constant is negative. Call it 2. Then for the part we have
The R equation is
r2 R" + rR'  2 R = 0,
Substitute t = n r to get
(0) = 0 makes A = 0.
(/3) = 0 makes
B sin= 0, = n, = 3n.
3 3
To keep R() finite, get rid of r3n which blows up as r . Choose C = 0.
(4) 2 = n=1 Bn 53n sin 3n for in [0,/3]
warning When you plug in the nonhomog BC
don't forget to set r = 5
n
Note that sin 3n is of the form sin where L = /3. So (4) is a Fourier sine
L
series and the coefficients formula is
0 if n is even
2 /3
Bn 53n = 2 sin 3n d = 8 if n is odd
/3 =0 n
853n
Beven n = 0, Bodd n =
n
8 5 3 1 5 9 1 5 15
v =
(r) sin 3 + 3 (r) sin 9 + 5 (r) sin 15 + ...
example 3
I'll solve Laplace's equation for a disk with radius a, centered at the origin , and
with BC v = f() on the circular boundary (Fig 3)
radius a
v=f( )
FIG 3
page 5 of Section 6.5
case 2 = G + H, R(r) = E n r + F
(5) v = K + n=1 rn(Cn cos n + Dn sin n)
(6) f() = K + n=1 an (Cn cos n + Dn sin n) for 0 2
Now you need constants K, Cn to satisfy (6). I'll come back and finish when I get
the coefficient formulas.
To get
(7) f(x) = C0 +
n=1
[ Cn cos L/2
nx
+ Dn sin
nx
L/2 ] for x in [0,L]
use
1 L
C0 = f(x) dx = average value of f(x) in [0,L]
L 0
2 L nx
(8) Cn = f(x) cos dx for n = 1,2,3,...
L 0 L/2
2 L nx
Dn = f(x) sin dx for n = 1,2,3,...
L 0 L/2
In Section 6.7 there will be some general formulas for Fourier series and the
coeffs for the full series will be a special case of those formulas so you'll have
to wait until then for the explanation.
page 6 of Section 6.5
warning
nx nx
Note that in the full series, the sines and cosines are of not .
L/2 L
The integral tables (1)(5) on the reference page can be used to get coeffs for
some sine and cosine series but not for a full series because the ingredients of a
nx nx nx
full series are sin and cos and all these formulas involve sin and
L/2 L/2 L
nx
cos . But you can use the antiderivative formulas (A)(K).
L
example 2 continued
To get the constants to satisfy (6), note that cos n and sin n are of the form
n n
cos and sin where L = 2. So use the formulas in (8) with L = 2. Then
L/2 L/2
1 2
(9) K = f() d
2
0
2 2 2 2
an Cn = f() cos n d, an Dn = f() sin n d,
2 0 2 0
1 2 1 2
(10) Cn = f() cos n d Dn = f() sin n d
a n a n 0
0
summary of what functions blow up and how to keep your solution finite
Let be a fixed positive number.
ey blows up as y .
r blows up as r .
r blows up as r 0+.
y y
Y = Ce + De
R = Ar + Br
R = Ar + Br
warning
When is positive, as it always is, ey does not blow up as y 0 or as y .
Don't see trouble where there is none.
The case con = 0 has only the solution X=0. Ignore it.
The case con = 2 (i.e., positive constant) has only the solution X=0. Ignore it
The case con = 2 (i.e., negative constant) has nonzero X solutions for certain
values of .
n
[It turns out that there is a nonzero sol iff = and the corresponding
L
nx
solution is sin (and any multiple thereof).]
L
The case con = 2 has only the solution X=0. Ignore it.
The case con = 0 had a nonzero solution.
[It turns out that a solution is X = 1 and more generally X = A where A is an
arbitrary constant.]
The case con = 2 has nonzero X solutions for certain values of .
n
[It turns out that there is a nonzero sol iff = and the corresponding
L
nx
solution is cos (and any multiple thereof).]
L
radius 5
v=0 v =
/4
v=0
v = f( )
r
radius 2
v=0 v=0
3.(a)Solve Laplace's equation for the region in the diagram with the indicated BC.
v =0
6
ius
v=f(
rad
/4
)
v
=0
(b) Now solve Laplace's equation for the sector itself (easily, using part (a) with
the indicated BC.
v
=0
v=f(
) ad
/4
v
r
=0
us i
6
page 9 of Section 6.5
4. (a) Find v(r,) satisfying Laplace's equation for the region inside the disk in the
diagram with the indicated BC and then again for the region outside the disk.
(b) Repeat part (a) but change the BC to v = 4 sin 3
on
to
p 5
v=1
us
di
ra
om
v=
tt
1
bo
on
The Fourier trig series that you used to solve PDE can be used for an entirely
different purpose, to represent periodic functions.
FIG 1
72(2  4) x 72 2x 72(92  4) 3x
x2 = sin  sin + ) sin
3 6 2 6 273 6
72 4x 2
72(25  4) 5x
 sin + sin  ... for x in [0,6]
4 6 125 3 6
36 x 36 2x 36 3x
x2 = 12 + cos + cos + cos + ...
2 3 4 2 3 9 2 3
36 x 36 2x 36 3x
 sin  sin  sin  ... for x in [0,6]
3 2 3 3 3
For x in (,), the sine series converges to the odd periodic extension of Fig 2
found by extending Fig 2 oddly to [6,6] (Fig 3a) and then extending the [6,6]
piece periodically (Fig 3b). In other words, if you plot the sine series on a
computer you'll get Fig 3b.
For x in (,), the cosine series converges to the even periodic extension of Fig 2,
found by extending Fig 1 evenly to [6,6] (Fig 4a)and then extending the [6,6]
piece periodically (Fig 4b).
For x in (,), the full series converges to the periodic extension of Fig 2, found
by extending Fig 1 periodically (Fig 5).
page 2 of Section 6.6
6 12 18 30
'
6 12 '
18
Fig 4a Fig 4b Even periodic extension of Fig 2
6 12 18
Fig 5 Periodic extension of Fig 2
proof
Here's why the sine series converges to Fig 3b (the explanations for the other
series are similar).
Every term in the sine series is odd so the sum is also odd. Furthermore each term
5x 12
repeats every 12 units. (Fig 6 shows sin , with period , repeating 5 times
6 5
in 12 units and therefore repeating every 12 units.) So the sum repeats every 12.
12 24
FIG 6
footnote
Fig 3b is ambiguous. It is not clear what the actual value of the series
is at
x = 6,18,30,... . The sine series for x2 on [0,L] actually converges to the
function in Fig 3c. Similarly, Fig 5 is ambiguous. The full series for x2 on
[0,6] actually converges to the function in Fig 5a.
In general, when the odd or plain periodic extension jumps, the correct
value is the point in the "middle" of the jump.
o o o o
6
o o o o o
6 18 30
o o o o o o
o o o
FIG 3c FIG 5a
page 3 of Section 6.6
'
4 8
FIG 7
The cosine series for the [0,4] piece will converge on (,) to the even periodic
extension of the [0,4] piece which is precisely Fig 7. So the series you want is
the cosine series for the [0,4] piece:
nx
A0 + n=1 An cos
4
where
A0 = average value of f(x) on [0,4] = 2
2 4 nx 2 4 nx 16
An= f(x) cos dx = x cos dx =  for odd n (Tables (3))
4 0 4 4 0 4 n22
So
(1) f(x) = 2 
16
2 [ cos x4 + 1
9
cos
3x
4
+
1
25
cos
5x
4
+ ...
].
16 x
The first cosine term in the series, called the fundamental harmonic, is  cos .
2 4
The fundamental harmonic frequency is 1/4 (cycles per sec) with amplitude 16/2.
16 3x
Similarly, the second harmonic (first overtone) is  cos . The first
9 2 4
overtone frequency is 3/4 with amplitude 16/252.
The sine series for the [0,4] piece will converge on (,) to the odd periodic
extension of the [0,4] piece which is precisely Fig 8.
warning Don't use the [0,2] piece because its odd periodic
extension looks like this, and not like Fig 8
page 4 of Section 6.6
So
nx
g(x) = n=1 Bn sin
4
where
2 4 nx
Bn = g(x) sin dx
4 0 4
0 if n is even
=
n2162 if n = 1,5,9,...
16
 n22 if n = 3,7,11,.. (Tables (5a) with K=2, L=4)
So
(2) g(x) =
16
2 [ sin x4 
1
9
sin
3x
4
+
1
25
sin
5x
4
 ...
]
16 x 1
The fundamental harmonic is sin so the fundamental frequency is with
2 4 4
16 3 16
amplitude ; the first overtone frequency is with amplitude (same as for
2 4 9 2
f(x) because f and g are the "same" wave, just in different locations).
1 '
3 7
FIG 9 h(x)
The full series for the [0,8] piece will converge on (,) to the periodic
extension of the [0,8] piece which is precisely Fig 9. So
h(x) =
C0 + n=1
[ Cn cos nx
4
+ Dn sin
nx
4 ].
8
The standard coeff formulas use but you can integrate on any period's worth. In this
0
7
case it is more convenient to use (all the other L's in the coeff formulas
1
remain 8) so
2
3 nx 7 nx
= (x + 1) cos dx + (7x) cos dx
8 1 4 3 4
2 3 nx 7
Dn = (x + 1) sin dx + (7x) sin nxdx
8 1 4
3 4
page 5 of Section 6.6
After a lot of integration (use (D) and (E) in the tables) you get
h(x) = 2 +
8 2
2 [cos x4 +
1
3
cos
3x
4
+
1
25
cos
5x
4

1
49
cos
7x
4
 ...
+ sin
x
4
+
1
3
sin
3x
4
+
1
25
sin
5x
4

1
49
sin
7x
4
 ... ]
The fundamental harmonic is
8 2 x 8 2 x
cos + sin
2 4 2 4
so the fundamental frequency is 1/4 with amplitude
8 2 2 8 2 2 16
2 + 2 =
2
8 2 2 8 2 2 16
2 + 2 =
9 9 9 2
(Figs 7, 8, 9 all have the same harmonics with the same respective amplitudes.)
In general, here's how to find a Fourier trig series for a periodic function
f(x).
Look at the graph of f.
If f(x) is odd, identify the smallest piece whose odd periodic extension is
the whole graph and find the cosine series for that piece.
If f(x) is even, identify the smallest piece whose even periodic extension is
the whole graph and find the sine series for that piece.
If f(x) is neither even nor odd, identify the smallest piece whose (plain)
extension is the whole graph and find the full series for that piece.
It amounts to the following rule (if you like rules instead of art)
1. (Sections 17) Given f(x) defined on an interval [0,L], find constants such that
nx
f(x) = A0 + n=1 An cos for x in [0,L]
L
or such that
page 6 of Section 6.6
nx
f(x) = n=1 Bn sin for x in [0,L]
L
or such that
f() = C0 + n=1 ( Cn cos n + Dn sin n) for in [0,2]
This type of problem turns up when you solve certain PDE's and end up needing one of
these sets of coeffs. You don't get to choose which set of coeffs to find; the PDE
tells you what to find. And you're not interested in the Fourier series itself; you
want the constants so you can substitute them into the general solution of the PDE.
inefficient methods
Look the even periodic function f(x) in Fig 7 again. I found its series in (1), a
cosine series with L = 4. The series is
nx
A0 + n=1 An cos
4
where
2 4 2 4 nx
A0 = f(x) dx, A = f(x) cos dx
4 0 n 4 0 4
This works because Fig 7 is the even periodic extension of the [0,4] piece.
It's also correct to find a cosine series using L = 8. The series is
nx
E0 + n=1 En cos
8
where
2 8 2 8 nx
E0 = f(x) dx, E = f(x) cos
8 0 n 8 0 8
This works because Fig 7 is also the even periodic extension of the [0,8] piece. The
odd E's turn out to be 0 and this "second" series cancels down to the first series.
8
But it's less efficient to compute because, for this f(x), 0 f(x) dx is messier than
4
0 f(x) dx.
It's also correct to find a "full" series using L = 8. The series is
G0 +
n=1
[Gn cos nx
4
+ Hn sin
nx
4 ]
where
2 8 2 8 nx 2 8 nx
G0 = f(x) dx, G = f(x) cos , D = f(x) sin 4
8 0 n 8
0 4 n 8 0
This works because Fig 7 is also the (plain) periodic extension of the [0,8] piece.
All the sine coeffs turn out to be 0 and this series turns into the original cosine
series. But it's less efficient because there are more coeffs to compute. People
will laugh at you for doing it this way.
page 7 of Section 6.6
1.Draw the even, odd and plain periodic extensions of these [0,6] pieces (with the
xaxis calibrated).
(a) (b)
6 5 6
( x 1)
1 4
Sketch the graph of each series for all x.
Calibrate your axes and sketch enough of each picture to make the pattern clear.
(Don't find the three series; just draw a pretty picture of what each converges to.)
3. Find a Fourier series (as efficiently as possible) for each of these periodic
function but stop before actually computing the coefficients. Just set it up
(a) (b)
2
8
4 '
2 4 8
2 
4 4
(c) (d)
4 4
'
2 4 5 2 3 '5
(e) (f)
2 1
2
2 1
4. Find a Fourier series (efficiently) for the periodic function in the diagram.
Then find the fundamental frequency and its amplitude, and the first overtone
frequency and its amplitude
3
1/2 2
page 8 of Section 6.6
5. Find the fundamental frequency and its amplitude (but leave integrals
unevaluated)
4
'
2 '
10 12
6. Find a Fourier series (efficiently) for sin x and write out enough terms to
make the pattern clear
7. The function cos x passes through a halfwave rectifier which cuts off the lower
pieces (see the diagram). Find a Fourier series for the result (efficiently) but
skip the integration.
2 6 8
5
nx
(a) Look at the sine series for the [0,3] piece, i.e., the series n=1 An sin
3
2 3 nx
with An = (3 + 6x  x2) sin dx.
3 0 3
(b) Repeat part (a) but with the cosine series for the [0,3] piece.
(c) Repeat part (a) but with the full series for the [0,3] piece.
page 9 of Section 6.6
10. The problem is to find a particular solution to the DE y" + 4y = g(x) where g is
the periodic function in the diagram.
2
4 8
2
g(x) =
16
2[ sin
x
4

1
9
sin
3x
4
+
1
25
sin
5x
4
 ...
]
(I found this in (2).)
Use the Fourier series for g(x) plus a lot of superposition to find a particular
solution to y" + 4y = g(x).
page 1 of Section 6.7
Every PDE problem ends like this: You have a general solution to a PDE and want to
find the constants to make the solution satisfy a condition like
orthogonal functions
Two functions h(x) and k(x) are called orthogonal on the interval [a,b] if
b
h(x) k(x) dx = 0
a
b
(x) (x) dx = 0 for i j;
i j
a
i.e., if any two different functions in the family are orthogonal on [a,b].
For example, the functions in (2) are an orthogonal family on [0,L]: for n m,
L
1 cos nx dx = 0
L
0
L
cos mx cos nx dx = 0 for n m.
L L
0
example 1
Let f(x) = 2x and g(x) = x2. Are the functions orthogonal on [0,2]? on [2,2]?
solution
2 2 2
2xx2 dx = 2x3 dx = 1 x4 0
2
0 0 0
2 2 2
2xx2 dx = 2x3 dx = 1 x4
= 0
2
2 2 2
So the functions are not orthogonal on [0,2] and are orthogonal on [2,2].
i.e., if you can make series out of the 's that will converge to anything you want
for a x b.
Not any old collection of orthogonal functions is complete. But it turns out (very
hard to prove) that the sets of functions in (2)(4) are complete on the interval
[0,L]. And for all practical purposes whenever you need (1) in the context of a PDE,
you can get it because the 's will be a complete orthogonal family.
0 by orthogonality 0 0
b b
+ A4 (x) (x) dx + A5 5(x)4(x) dx + ...
4 4
a a
NOT 0 0
4 is not orthog to itself
Because of orthogonality, all the terms on the right except one drop out and you get
b b
f(x) (x) dx = A 2(x) dx
4 4 4
a a
Solve for A4 and you've got this formula:
b
f(x) (x) dx
4
a
A4 =
b
2(x) dx
4
a
page 3 of Section 6.7
In general:
The constants that make (1) hold when the 's are complete and orthogonal
on [a,b] are
b
f(x) (x) dx
n
a
(5) An =
b
2(x) dx
n
a
how to tell (in the middle of solving a PDE) when a set of functions is complete and orthogonal on an
interval
When you reach stage (1) as you solve a PDE, look back to see where the 's came
from. They probably came from a problem that looked like (or could be rearranged to
look like) this:
footnote
Those "certain" BC include
y(L) = 0
y'(L) = 0
y'(L) = 3y(L)
y(0) = y(L)
y'(0) = y'(L)
y(0) is finite etc
It can be shown that the solutions are a complete orthogonal family on [a,b].
case 2 con = 0
Sometimes there will be a solution, i.e. you may get a nonzero solution from
This is Sturm Liouville form with p(x) = 1, q(x) = 0. So the sines are a complete
orthogonal family on [0, L].
To get
x 2x 3x
f(x) = A1 sin + A2 sin + A3 sin + ... for 0 x L,
L L L
x L
L
2nx
The denominator is ( + cos ) = L/2
2 4n L 0
So the formula becomes
2 L
An = f(x) cos nx dx (which agrees with the formula in 6.2)
L L
0
page 5 of Section 6.7
This is Sturm Liouville form with p() = 1, q() = 0 so the functions in (4) are a
complete orthogonal family on [0,L]
By (5), to get
x 2x x 2x
f(x) = A01 + A1 cos + A2 cos + ... + B1 sin + B2 sin + ...
L/2 L/2 L/2 L/2
for 0 x L,
L L
f(x) 1 dx f(x) 1 dx
L
0 0 1 f(x) dx
A0 = = =
L L L 0
12 dx
0
L
f(x)cos nx dx
L/2
0
An =
L
cos2 nx dx
L/2
0
x L/2
L
2nx
The denominator is ( + cos ) = L/2
2 4n L/2 0
So the formula becomes
2 L
An = f(x) cos nx dx
L L/2
0
and similarly
2 L
Bn = f(x) sin nx dx (the formulas from 6.5)
L L/2
0
footnote
The functions
example 2
Solve the heat equation
u 2u
= k
t x2
with BC
u
(0,t) = 0 for all t
x
u
 (5,t) = 2u(5,t) for all t
x
footnoteThe first BC says that the left end of the rod is insulated.
u/x is the rate at which calories flow to the right in the rod so
the second BC says that calories flow out the right end in proportion to
the temperature at the right end (the hotter the right end, the more the
calories flow out the right). I think this is called convection.
solution
Part 1 Separate
Try a solution of the form u(x,t) = X(x) T(t).
Then
XT' = kX'' T
X''(x) T'(t)
= = con
X(x) kT(t)
case 1 con =  2
k2t
X = A cos x + B sin x, T = Ce
case 2 con = 0
X = Px + Q, T = D
A sin 5 = 2A cos 5.
page 7 of Section 6.7
tan 5 = 2/.
yaxis
/1
0 1 /1
0 3
/ 10
'
y=2/ (two branches)
' ' 2 '
2
1 /1 3 axis
0
y=tan 5
FIG 1
There are infinitely many points of intersection. Call the coordinates of the
intersection points on the right side of the diagram 1, 2, 3,... . The coords of
the intersection points on the left side are 1, 2, 3,... .
2
knt
Solutions in this case are X = An cos nx for n = 1,2,3,..., T = Cne
You don't get anything new by using the negative 's because
k[]2t k2t
cos(x) = cos x and e = e .
2
knt
So from this case we have solutions u = Cne cos nx.
case 2 con = 0
X = Px + Q
T = D
X' = P.
To get X'(0) = 0 you need P = 0.
Why do I need to look at this case? Because Sturm Liouville theory says
that there may be a nonzero solution here. The BC X'(0) = 0,
X'(5) = 2X(5) haven't turned up in the course so far and until I try, I
don't know whether or not there is a nonzero sol here.
Sturm Liouville theory says don't bother with the case where the constant is
positive. All in all,
2
knt
(7) u = n=1 Cne cos nx for 0 x 5, all t, n's in Fig 1
page 8 of Section 6.7
(8) f(x) = n=1 Cn cos nx for 0 x 5.
The functions cos nx are a complete orthogonal family on [0,5] because they are the
solutions to the Sturm Liouville problem
u
plus BC (0,t) = 0 for all t
x
u
 (5,t) = 2u(5,t) for all t
x
5
f(x) cos x dx
n
0
(9) Cn =
5
cos2 x dx
n
0
2 5
Note: The formula for Cn in (9) is not f(x) cos nx dx because the denominator
5 0
in (9) does not come out to be 5/2. That happened for the complete orthogonal family
nx
1, cos but this is a different family.
L
mathematical catechism
question 1 What does it mean to say that the functions y1, y2, ... are orthogonal on
the interval [a,b].
b
answer 1 It means that yi(x) yj(x) dx = 0 for i j
x=a
question2 What does it mean to say that the functions y1, y2, ... are a complete
orthogonal family on the interval [a,b].
b
answer 2 It means that yi(x) yj(x) dx = 0 for i j (that's the orthog part) and
x=a
that given any function f(x), you can find constants A1, A2,... such that
f(x) = A1y1(x) + A2y2(x) + ... for a x b
1. Suppose 1(x), 2(x), 3(x) = x4, 4(x), 5(x),... is a complete orthogonal family
on the interval [0,1]. Suppose we have the following Fourier series for 2x5:
Find A3.
x
2. Show that the functions 1 and cos are orthogonal on [0,L] as touted.
L
(the left end of the rod is insulated and the right end is maintained at temp 0)
and
Along the way, identify the new complete set of orthogonal functions that turn up
and the Sturm Liouville problem that produced them.
(b) Continue from part (a) and use the specific IC u(x,0) = 7 for 0 x L.
x 2x 3x 4x
5. The functions sin , sin , sin , sin ,... are a complete orthogonal
5 5 5 5
family on what interval.
page 1 of Section 6.8
SECTION 6.8 FOURIER BESSEL SERIES AND THE 2DIM HEAT AND WAVE EQUATIONS
i.e., if you can make series out of the 's that will converge to anything you want
for a x b.
making series out of a complete set of functions orthogonal with respect to a weight function
If the 's in (1) are orthog on [a,b] w.r.t. a weight function w(x) and are
complete, here's how to get the coefficients in (1). To get A4 for instance, multiply
both sides of (1) by 4(x) w(x) and integrate:
b
f(x) (x) w(x) dx
4
a
b b b
= A1 1(x)4(x) w(x) dx + A2 2(x)4(x)w(x) dx + A3 3(x)4(x) w(x) dx
a a a
0 by orthogonality 0 0
b b
+ A4 (x) (x) w(x) dx + A5 (x) (x) w(x) dx + ...
4 4 5 4
a a
NOT 0 0
Because of orthogonality, all the terms on the right except one drop out and you get
b b 2
f(x) (x) w(x) dx = A4 4(x) w(x) dx
4
a a
Solve for A4:
b
f(x) (x) w(x) dx
4
a
A4 =
b
2(x) w(x) dx
4
a
In general:
page 2 of Section 6.8
The constants that make (1) hold when the 's are complete and orthogonal w.r.t.
w(x) on [a,b] are
b
f(x) (x) w(x) dx
n
a
(2) An =
b
2(x) w(x) dx
n
a
how to tell (in the middle of solving a PDE) whether a set of functions is complete and orthogonal
w.r.t. some w(x) on an interval
Here's the more general Sturm Liouville problem:
It can be shown that the solutions are complete and orthogonal w.r.t. w(x) on [a,b].
case 2 con = 0
Sometimes there will be a solution, i.e. you may get a nonzero solution from
xy" + y' + xy = 0
J0(x) is called Bessel's function of order 0 of the first kind and Y0(x) is a Bessel
function of order 0 of the second kind. Figs 1 and 2 give their graphs.
page 3 of Section 6.8
Plot[BesselJ[0,x], {x,10,30}]
Plot[BesselY[0,x], {x,0,30}]
Y (x)
0
1 J (x) .4
0
30
5'
30
proof
I'll write the equation using letters x and y instead of r and R so that it's
dy dy dt dy
= =
dx dt dx dt
dy dy
d( ) d( )
d2y dx dx dt d2y d2y
= = = = 2
dx2 dx dt dx dt2 dt2
Substitute into (4):
t 2 d2 dy t 2
+ + y = 0
dt2 dt
2u 2u 1 2 u 1 u
= a2 + + (a is a fixed positive constant)
t2 r2 r2 2 r r
page 4 of Section 6.8
2u 2u 1 u
= a2 +
t2 r2 r r
FIG 3 FIG 4
height is independent of height is not independent of
u 2u 1 2 u 1 u
= k + + (k is a fixed positive constant)
t r2 r2 2 r r
Consider a disk with net temperature u(r,,t) at position (r,) at time t. If the
face of the disk is insulated (the bounding edge may or may not be insulated) and k
is a constant determined by the composition of the disk then it can be shown that
u(r,,t) satisfies the heat equation (so do lots of other things).
In particular if the temperature is independent of and depends only on r and t
then derivatives w.r.t. are 0 and the equation becomes
u 2u 1 u
= k +
t r2 r r
example 1
I'll solve the heat equation
u 2u 1 u
= k +
t r2 r r
radius 8
for a disk with radius 8 centered at the origin (Fig 5) with
RT' = k
[R"T + 1r R' T]
1
R" + R'
T' r
= = constant
kT R
page 5 of Section 6.8
T'  k con T = 0
(6) rR" + R'  r con R = 0
You need good R solutions to help get the nonhomog IC u(r,0) = f(r).
case 1 The constant is negative and renamed 2.
The equations become
So
k2t
T = Ce , R = A J0(r) + BY0(r)
AJ0(8) = 0.
The function J0(x) is not periodic but it repeatedly crosses the xaxis at points
I'll denote by a1, a2, a3,... (Fig 6).
1 J (x)
0
a a a a a 30
1 2 3 4 5
FIG 6 zeros of J0
Then
an
8 = an , = for n = 1,2,3,...
8
n a 2
anr k( ) t
R = AJ0 , T = C) e 8
8
case 2 R = A n r + B
To keep the solution finite when r 0+ you need A = 0. Then to get R(8) = 0 you
need B = 0. So the only solution in this case is R=0. Not useful.
an 2
k( ) t anr
(7) u = n=1 Dn e 8 J0 for 0 r 8, t 0
8
anr
The functions J0 are the solutions to the DE
8
anr
So the functions J0 are complete and orthogonal w.r.t. w(r) = r on the
8
interval [0,8]. And we can get (8) using the coeff formulas in (2):
8 a r
f(r) J n r dr
0 8
0
(9) Dn =
8 2 anr
J0 8 r dr
0
warning Don't leave out the weight function r in the integrals.
summary continued from 6.5 of what functions blow up and how to keep your solution finite
Y0(r) blows up as r 0+.
Here's how to avoid blowups when you solve the heat equation and wave equation in
polar coordinates.
R = A J 0( r) + BY0(r)
example 2
I'll solve the wave equation
page 7 of Section 6.8
2u 2u 1 u
= a2 +
t2 r2 r r
radius L
for a disk with radius L centered at the origin (Fig 7) with
BC u(L,t) = 0
IC u(r,0) = f(r) (initial position) FIG 7
u
(r,0) = g(r) (initial velocity)
t
case 1 con = 2
Then
rR" + R' + r2 R = 0, T" + a2 2 T = 0,
case 2 con = 0
R = A n r + B (this is on the ref page).
a at anat a r
u = n=1 Cn cos n + Dn sin J0 n
L L L
L anr
0 f(r) J0 r dr
L
Cn =
L 2 anr
0 J0 r dr
L
0. Go back and see if you can do examples 1 and 2 by yourself now without looking at
the solution.
u 2u 1 u
= k +  u
t r2 r r
The problem here is just to get some separated solutions (there are no BC or IC
yet).
Try u = R(r)T(t). Then
1
RT' = k(R" T + R' T)  RT
r
Continue from here and get good solutions in the two potentially useful cases.
k
kR'' + R'  R
T' r
= = con
T R
Continue from here and get good solutions in the two potentially useful cases.
2. Continue from the preceding problem and solve the PDE for a disk centered at the
origin with radius L and with BC u(L,t) = 0 and IC u(r,0) = f(r) for r in [0,L]
Solve the equation for the region inside the infinitely long cylinder (it has a
bottom but no top) of radius 5 with the BC in the diagram.
zaxis
radius 5
v = 0 on lateral surface
yaxis
a1x
4. Sketch a rough graph of J0 and compare it with J (x).
100 0
page 1 of review problems for Chapter 6
1. Solve
u 2u
+ u = k
t x2
(the heat equation for a rod with noninsulated lateral surface) with
u u
BC (0,t) = 0, (4,t) = 0 for all t
x x
IC u(x,0) = f(x) = { 73 if 0 x 2
if 2 x 4
2.(a) Solve
2v 1 v 1 2 v
+ + (Laplace's equation in polar coords)
r2 r r r2 2
v=f()
5
us
di
ra
v v
=0 =0
(b) Continue from part (a) and specifically use f() = 3 + 6 cos 2.
3. Separate the following PDE into a t equation and an x equation and then stop
(don't try to solve the equations):
2y 2y y
= gx + g (g is a fixed positive constant)
t2 x2 x
2y y 2y
+ =
t2 t x2
5. The first diagram shows a waveform. The problem is to find the fundamental
frequency, the first overtone frequency and their amplitudes.
Try it three times for practice, with the axes inserted in the ways indicated
in (a)(c)
5
7
14
5 5

2

5 7 2
Problem 5 Problem 5(a) Problem 5(b)
Problem 5(c)
nx
u(x,y) = A0 y3 + n=1 An eny cos for 0 x 4, y 2
4
Find the solution (but leave the integrals unevaluated) so that u(x,2) is the
function in the diagram.
u(x,2)
5
' 4
x
2 3
(b) How would things be (terribly) different if in part (a) the general solution
was
nx
u(x,y) = A0 y3 + n=1 An eny cos for 0 x 4, y 2
3
Lebih dari sekadar dokumen.
Temukan segala yang ditawarkan Scribd, termasuk buku dan buku audio dari penerbitpenerbit terkemuka.
Batalkan kapan saja.