Millersville University

Department of Mathematics
MATH 467 Partial Dierential Equations
January 23, 2012
The most up-to-date version of this collection of homework exercises can always be found at
http://banach.millersville.edu/bob/math467/mmm.pdf.
1. Find the general solution for the following rst-order partial dierential equation.
3u
x
+ 5u
y
xyu = 0
2. Find the general solution for the following rst-order partial dierential equation.
u
x
u
y
+ yu = 0
3. Find the general solution for the following rst-order partial dierential equation.
u
x
+ 4u
y
xu = x
4. Find the general solution for the following rst-order partial dierential equation.
2u
x
+ u
y
yu = 0
5. Find the general solution for the following rst-order partial dierential equation.
xu
x
yu
y
+ u = x
6. Find the general solution for the following rst-order partial dierential equation.
x
2
u
x
2u
y
xu = x
2
7. Find the general solution for the following rst-order partial dierential equation.
u
x
xu
y
= 4
8. Find the general solution for the following rst-order partial dierential equation.
x
2
u
x
+ xyu
y
+ xu = x y
9. Find the general solution for the following rst-order partial dierential equation.
u
x
+ u
y
u = y
10. Find the general solution for the following rst-order partial dierential equation.
u
x
y
2
u
y
yu = 0
11. Find the general solution for the following rst-order partial dierential equation.
u
x
+ yu
y
+ xu = 0
12. Find the general solution for the following rst-order partial dierential equation.
xu
x
+ yu
y
+ 2 = 0
13. For the following rst-order linear partial dierential equation nd the general solution
and the solutions satisfying the side conditions.
3yu
x
2xu
y
= 0
(a) u(x, x) = x
2
(b) u(x, x) = 1 x
2
(c) u(x, y) = 2x on the ellipse 2x
2
+ 3y
2
= 4
14. For the following rst-order linear partial dierential equation nd the general solution
and the solutions satisfying the side conditions.
u
x
6u
y
= y
(a) u(x, 6x + 2) = e
x
(b) u(x, x
2
) = 1
(c) u(x, 6x) = 4x
15. For the following rst-order linear partial dierential equation nd the general solution
and the solutions satisfying the side conditions.
4u
x
+ 8u
y
u = 1
(a) u(x, 3x) = cos x
(b) u(x, 2x) = x
(c) u(x, x
2
) = 1 x
16. For the following rst-order linear partial dierential equation nd the general solution
and the solutions satisfying the side conditions.
4yu
x
+ u
y
yu = 0
(a) u(x, y) = x
3
on the line x + 2y = 3
(b) u(x, y) = y on y
2
= x
(c) u(1 2y
2
, y) = 2
17. For the following rst-order linear partial dierential equation nd the general solution
and the solutions satisfying the side conditions.
yu
x
+ x
2
u
y
= xy
(a) u(x, y) = 4x on the curve y = (1/3)x
3/2
(b) u(x, y) = x
3
on curve 3y
2
= 2x
3
(c) u(x, 0) = sin x
18. For the following rst-order linear partial dierential equation nd the general solution
and the solutions satisfying the side conditions.
y
2
u
x
+ x
2
u
y
= y
2
(a) u(x, 4x) = x
(b) u(x, y) = 2y on curve y
3
= x
3
2
(c) u(x, x) = y
2
19. Show that if u(x, y) =
_
x
2
+ y
2
tan
1
(y/x) then
xu
x
+ yu
y
u = 0.
20. Determine the value of n so that
u(x, y) = x
3
tan
1
_
x
2
xy + y
2
x
2
+ xy + y
2
_
solves the PDE
xu
x
+ yu
y
nu = 0.
21. Let F and G be arbitrary dierentiable functions and let u(x, y) = F(y/x) +xG(y/x).
Show that u(x, y) solves the PDE
x
2
u
xx
+ 2xyu
xy
+ y
2
u
yy
= 0.
22. Let F, G, and H be arbitrary dierentiable functions and let u(x, y) = F(x y) +
xG(x y) + x
2
H(x y). Show that u(x, y) solves the PDE
u
xxx
+ 3u
xxy
+ 3u
xyy
+ u
yyy
= 0.
23. The length of a metal rod is not insulated, but instead radiation can take place into
its surroundings. In this case the heat equation takes on the form:
u
t
= u
xx
c(u u
0
)
where u
0
is the constant temperature of the surroundings and c is a constant of propor-
tionality. Show that if we make the change of variable u(x, t) u
0
= v(x, t)e
t
where
is a suitably chosen constant, the equation above can be transformed into the form
of the heat equation for a rod whose length is insulated.
24. The length of a metal rod is not insulated, but instead radiation can take place into
its surroundings. In this case the heat equation takes on the form:
u
t
= u
xx
c(u u
0
)
where u
0
is the constant temperature of the surroundings and c is a constant of pro-
portionality. Suppose u
0
= 0, the length of the bar is L = 1, the ends of the bar are
kept at temperature 0, and the initial temperature distribution is given by f(x) for
0 x 1. Find u(x, t).
25. Consider the partial dierential equation
u
xx
+ u
xy
+ u
yy
= 0.
(a) Let u(x, y) = f(x)g(y) and use the method of separation of variables to deduce
f

(x)g(y) + f

(x)g

(y) + f(x)g

(y) = 0
(b) If f(x)g(y) = 0 verify that

(x)
f(x)
=
g

(y)
g(y)
f

(x)
f(x)
+
g

(y)
g(y)
.
(c) Show that if
f

(x)
f(x)
is not constant, then
g

(y)
g(y)
is constant, say .
(d) Show that g(y) = Ce
y
and show that
g

(y)
g(y)
=
2
.
(e) Show that f

(x) + f

(x) +
2
f(x) = 0. Solve this ODE for f(x) and show that
u(x, y) =
_
Acos
_

3
2
x
_
+ Bsin
_

3
2
x
__
e
(yx/2)
26. A square plate of edge length a has its planar faces insulated. Three of its edges are
kept at temperature zero while the fourth is kept at constant temperature u
0
. Show
that the steady-state temperature distribution is given by
u(x, y) =
2u
0

k=1
(1 cos k) sin(kx/a) sinh(ky/a)
k sinh(k)
27. A square plate of edge length a has its planar faces insulated. Three of its edges
are kept at temperature zero while the fourth is kept at temperature f(x). Find the
steady-state temperature distribution in the plate.
28. Find the Fourier Series for f(x) = x
2
on the interval [L, L].
29. Use the result above to obtain the sums of the following series:

k=1
1
k
2
=

k=1
(1)
k+1
k
2
=

k=1
1
(2k 1)
2
=

k=1
1
(2k)
2
=
30. Let f(x) = (x
2
1)
2
for 1 x 1.
(a) Find the Fourier Series for f(x) on [1, 1].
(b) What is the minimum number of terms necessary to approximate f(x) by a nite
series to within an error of 10
4
?
(c) Use the result above to nd the sum of the following series.

k=1
1
k
4
31. Assuming that f(x) and f

(x) are dened on [L, L], show that f

(x) is an even
function if f(x) is an odd function and f

(x) is an odd function if f(x) is an even

function.
32. Find all the real eigenvalues of the following boundary value problem.
y

+ y = 0 for 0 x 1
y(0) = y(1)
y

(0) = y

(1)
33. Find all the real eigenvalues of the following boundary value problem.
y

+ y = 0 for 0 x
y(0) = y()
y

(0) = y

()
34. For the boundary value problem below, nd all the values of L for which there exists
a solution.
y

+ y = 0 for 0 x L
y(0) = 0
y(L) = 1
35. For the boundary value problem below, show that there are innitely many positive
eigenvalues {
n
}

n=1
where
lim
n

n
=
1
4
(2n 1)
2

2
.
y

+ y = 0 for 0 x 1
y(0) = 0
y(1) = y

(1)
36. Show that if a / Z that
cos(ax)
2a sin(a)
=
1
2a
2
+
cos x
1
2
a
2

cos(2x)
2
2
a
2
+
cos(3x)
3
2
a
2

for < x < .
37. For 0 < x < 2 show that
e
x
=
e
2
1

_
1
2
+

n=1
cos(nx) nsin(nx)
n
2
+ 1
_
.
38. Use the result above to show that

2

cosh( x)
sinh
=
1
2
+

n=1
cos(nx)
n
2
+ 1
.
39. Use the result above to nd the sum of the innite series

n=1
1
n
2
+ 1
.
40. Use the result above to nd the sum of the innite series

n=1
1
(n
2
+ 1)
2
.
41. Suppose u(x, t) solves u
tt
= a
2
u
xx
with a = 0.
(a) Let , , x
0
, and t
0
be constants, with = 0. Show that the function v(x, t) =
u(x + x
0
, t + t
0
) satises
v
tt
=

2
a
2

2
v
xx
.
(b) For any constant w, let x = cosh(w)x+a sinh(w)t and

t = a
1
sinh(w)x+cosh(w)t.
Show that x = cosh(w) x a sinh(w)

t and t = a
1
sinh(w) x + cosh(w)

t.
(c) Dene u( x,

t) = u(x, t) and show that

u
tt
a
2
u
xx
= u

t
a
2
u
x x
.
42. Find all the product solutions of the boundary value problem below. Assume k > 0.
u
tt
= a
2
u
xx
ku
t
for 0 x L, t 0
u(0, t) = 0
u(L, t) = 0
43. Consider the initial boundary value problem:
u
tt
= a
2
u
xx
for 0 x L, t 0
u(0, t) = 0
u(L, t) = 0
u(x, 0) = 3 sin
_
x
L
_
sin
_
4x
L
_
u
t
(x, 0) =
1
2
sin
_
2x
L
_
.
Find the Fourier Series solution and the solution according to DAlemberts formula
and show that they are equal.
44. Solve the initial boundary value problem:
u
tt
= a
2
u
xx
for 0 x , t 0
u
x
(0, t) = 0
u
x
(, t) = 0
u(x, 0) = cos
2
x
u
t
(x, 0) = sin
2
x.
45. A string is stretched tightly between x = 0 and x = L. At t = 0 it is struck at the
position x = b where 0 < b < L in such a way that the initial velocity u
t
is given by
u
t
(x, 0) =
_
v
0
2
for |x b| <
0 for |x b| .
Find the solution to the wave equation for this initial condition. Discuss the case where
0
+
.
46. Dene new coordinates in the xy-plane by
x = ax + by + f
y = cx + dy + g
where a, b, c, d, f, and g are constants with ad bc = 0. Dene u( x, y) = u(x, y).
(a) Show that if u is C
2
, then
u
xx
+ u
yy
= (a
2
+ b
2
) u
x x
+ 2(ac + bd) u
x y
+ (c
2
+ d
2
) u
y y
.
(b) Suppose that ( x, y) are the new coordinates obtained by rotating the original axes
by some angle in the counterclockwise direction. Verify that a = cos , b = sin ,
c = sin , and d = cos . Show that in this case
u
xx
+ u
yy
= u
x x
+ u
y y
.
47. Solve the boundary value problem
u
xx
+ u
yy
= 0 for 0 < x < and 0 < y <
u(x, 0) = sin x
u(x, ) = sin x
u(0, y) = sin y
u(, y) = sin y.
48. Find a function of the form U(x, y) = a + bx + cy + dxy such that U(0, 0) = 0,
U(1, 0) = 1, U(0, 1) = 1, and U(1, 1) = 2. Use this function to solve the following
boundary value problem.
u
xx
+ u
yy
= 0 for 0 < x < 1 and 0 < y < 1
u(x, 0) = 3 sin(x) + x
u(x, 1) = 3x 1
u(0, y) = sin(2y) y
u(1, y) = y + 1.
49. Solve the boundary value problem
u
xx
+ u
yy
= 0 for 0 < x < and 0 < y <
u(x, 0) = 0
u(x, ) = x( x)
u(0, y) = 0
u(, y) = 0.
50. Solve the boundary value problem
u
xx
+ u
yy
= 0 for 0 < x < and 0 < y <
u
y
(x, 0) = cos x 2 cos
2
x + 1
u
y
(x, ) = 0
u
x
(0, y) = 0
u
x
(, y) = 0.
51. Find the steady-state temperature distribution for an annulus of inner radius 1 and
outer radius 2 subject to the boundary conditions:
u(1, ) = 3 + 4 cos(2)
u(2, ) = 5 sin .
52. Solve the boundary value problem
u
xx
+ u
yy
= 0 for x
2
+ y
2
< 1
u(1, ) = 1 + 8 cos
2

u(r, + 2) = u(r, ).
53. Solve the boundary value problem
u
xx
+ u
yy
= 0 for 1 < x
2
+ y
2
< 2
u(1, ) = a
u(2, ) = b
u(r, + 2) = u(r, ).
54. A at heating plate is in the shape of a disk of radius 5. The plate is insulated on
the two at faces. The boundary of the plate is given a temperature distribution of
f() = 10
2
where the central angle ranges from to . What is the steady-state
temperature at the center of the plate?
55. Let z = a + ib be a complex number (a and b are real numbers and i =

1). Show
that
sin z = sin(a) cosh(b) + i cos(a) sinh(b).
56. Solve the initial boundary value problem:
u
t
= 2(u
xx
+ u
yy
) for 0 x 3 and 0 y 5
u(x, 0, t) = 0
u(x, 5, t) = 0
u(0, y, t) = 0
u(3, y, t) = 0
u(x, y, 0) = cos (x + y) cos (x y) + sin(2x) sin
_
3y
5
_
.
57. A solid cube of edge length 1 and with heat diusivity k is initially at temperature
100

C. At time t = 0 the cube is placed in an environment whose constant temperature

is 0

C. Find the temperature at the center of the cube as a function of time.

58. A solid cube of edge length 1 and with heat diusivity k is initially at temperature
100

C. Five faces of the cube are insulated. At time t = 0 the cube is placed in an
environment whose constant temperature is 0

C. Find the temperature at the center

of the cube as a function of time.
59. Solve the boundary value problem:
u
xx
+ u
yy
+ u
zz
= 0 for 0 < x < , 0 < y < , 0 < z <
u
x
(0, y, z) = 0
u
x
(, y, z) = 0
u
y
(x, 0, z) = 0
u
y
(x, , z) = 0
u
z
(x, y, 0) = 0
u
z
(x, y, ) = 1 + 4 sin
2
xcos
2
y.
60. Let f(x, t), g(y, t), and h(z, t) solve the respective heat equations
f
t
= kf
xx
g
t
= kg
yy
h
t
= kh
zz
.
Show that u(x, y, z, t) = f(x, t)g(y, t)h(z, t) solves the partial dierential equation
u
t
= k(u
xx
+ u
yy
+ u
zz
).
61. Consider the partial dierential equation
u
xx
+ u
yy
+ u
zz
= 0
on the rectangular solid where 0 x L, 0 y M, and 0 z N. Suppose the
values of u have been specied at the eight corners of the solid. Find a solution of the
form
u(x, y, z) = axyz + bxy + cyz + dxz + ex + fy + gz + h
to the PDE.
62. Consider the partial dierential equation
u
xx
+ u
yy
+ u
zz
= 0
on the solid cube where 0 x 1, 0 y 1, and 0 z 1. Suppose u obeys the
following boundary conditions.
u
x
(0, y, z) = a
0
u
x
(1, y, z) = a
1
u
y
(x, 0, z) = b
0
u
y
(x, 1, z) = b
1
u
z
(x, y, 0) = c
0
u
z
(x, y, 1) = c
1
Find a solution of the form
u(x, y, z) = Ax
2
+ By
2
+ Cz
2
+ Dx + Ey + Fz
to the boundary value problem.
63. Convert the function u(x, y, z) = 1/
_
x
2
+ y
2
+ z
2
to spherical coordinates and show
that u = 0.
64. Convert the function u(x, y, z) = xyz to spherical coordinates and show that u = 0.
65. Solve the heat equation on the solid sphere of radius 1 with boundary condition
u(1, t) = 0
and initial condition
u(, 0) =
sin
3
()