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Solving PDEs by Eigenfunction Expansion Some of these problems are difficult and you should ask questions (either

after class or in my office) to help you get started and after starting, to make sure you are proceeding correctly. 1. Consider the initial value problem for the heat equation 0 < x < 1, t > 0, / t ux, t = D / xx ux, t, ux, 0 = fx 5 L 2 0, 1 with BCs u0, t = u1, t = 0 i / x u0, t = u1, t = 0 ii / x u0, t = / x u1, t = 0 iii a) Find the eigenvalues and eigenfunctions in each of the 3 cases b) Try to determine which problem has the solution reaching the steady state soonest. hint: The more negative the eigenvalues, the faster the components of the solution decay to zero. So, look at the smallest eigenvalue in each case and note that this term dictates the decay to zero. Are the steady states the same in all 3 cases? 2. Consider the initial value problem for the heat equation with convection, 0 < x < 1, t > 0, / t ux, t = D / xx ux, t + V / x ux, t, ux, 0 = fx 5 L 2 0, 1 u0, t = u1, t = 0. a) Let ux, t = e ax+bt wx, t and show / t u = e ax+bt / t wx, t + b w / x u = e ax+bt / x wx, t + a w / xx u = e ax+bt / xx wx, t + 2a / x w + a 2 w b) show / t wx, t + b w = D/ xx wx, t + 2a / x w + a 2 w +V/ x wx, t + a w c) choose the parameters a and b such that wx, t solves / t wx, t = D / xx wx, t wx, 0 = e ?ax fx 5 L 2 0, 1 w0, t = w1, t = 0. d) Solve for w and then find ux, t. How does the solution when V 0 differ from the solution when V = 0? 3. Consider the wave equation with dispersion, 0 < x < 1, t > 0, / tt ux, t = a 2 / xx ux, t ? d 2 ux, t, ux, 0 = fx 5 L 2 0, 1 / t ux, 0 = 0, u0, t = u1, t = 0. a) expand the solution in series of the form ux, t = > u n td n x
n=1 K

and find the ODE problem solved by u n t. b) Find u n t and ux, t. c) Compare ux, t to the solution obtained in the case d = 0, which is ux, t = > f n cosn^at sinn^x
n=1 1 2 1 2 K K

= =

> f n sinn^x + at + sinn^x ? at


n=1

*x + at + *x ? at f f

where * denotes a periodic extension of the function f, defined on 0, 1. f 4. Suppose u(x,t) solves: / t ux, t = / xx ux, t, ux, 0 = 0, u0, t = T 0 , 0 < x < 1, 0 < x < 1, u1, t = T 1 , t > 0. t>0

(a) Use the change of dependent variable vx, t = ux, t ? T 0 1 ? x ? T 1 x to convert this to a problem in vx, t with homogeneous boundary conditions (b) Solve the problem for vx, t and use the solution to give an expression for u(x,t). (c) Explain the statement that vx, t represents the transient part of the response, ux, t, and identify the steady state part of ux, t. 5. Consider the Sturm-Liouville problem: ? Xx = VXx, 0 < x < 1, X v 0 + aX0 = 0 X v 1 + bX1 = 0 In each of the following cases, determine all the eigenvalues and eigenfunctions: a a = 0, b = 1 b a = 6, b = 3 Hint: i if V = ?W 2 < 0 then Xx = A cosh Wx + B sinh Wx, X v x = WA sinh Wx + WB cosh Wx, and the boundary conditions imply Wa?b A = ?W/aB, Tanh W = W 2 ?ab With a = 6, b = 3, plot Tanh W, and
Wa?b W 2 ?ab

vs W on the same axes:

One nonzero root near W = 6 provides a negative e-value of V ?1 u ?36 ii if V = 0 then Xx = Ax + B and the boundary conditions imply A = B = 0 provided a ? b + ab 0 iii if V = W 2 > 0 then Xx = A cos Wx + B sin Wx, X v x = ?WA sin Wx + WB cos Wx, and the boundary conditions imply Wa?b A = ?W/aB, Tan W = W 2 +ab Plot Tan W, and
Wa?b W 2 +ab

vs W on the same axes:

infinitely many nonzero roots W n There are an infinite number of nonzero roots W n and as n increases, W n approaches n^. Use the same approach for the cases: c a = 3, b = 6 d a = 4, b = ?16 6. A Radon source is placed at one end of a thin, air-filled tube of length L. The opposite end of the tube is sealed against the passage of Radon and a Radon detector is placed at the sealed end. Initially the tube is free of Radon, and as Radon diffuses down the tube, some of the Radon escapes through the sides of the tube due to leakage. This situation can be modelled by / t Cx, t = D / xx Cx, t ? K Cx, t, Cx, 0 = 0, 0 < x < L, t > 0, 0 < x < L, 3

C0, t = C 0 > 0, / x CL, t = 0, Here and

t > 0, t > 0.

Cx, t denotes the concentration of Radon at (x,t), D denotes the diffusivity of Radon in air, K denotes a positive constant related to the Radon leakage.

(a) Find CL, t for t > 0. (b) How does the limit of CL, t as t tends to infinity in the case K > 0 differ from the limit in the case K = 0? 7. Consider the problem: / xx ux, y + / yy ux, y = 0, u0, y = fy, / x u1, y = 0, ux, 0 = 0, ux, 1 = gx, 0 < x, y < 1 0<y<1 0<y<1 0<x<1 0<x<1

(a) Split this into two subproblems and identify the eigenfunctions for each problem. Why is it necessary to split the problem in two parts? (b) Solve each of the subproblems and explain why ux, y equals the sum of the two subproblem solutions. (c) If f1 g0 then u0, 1 must assume two different values at the same point. Does the solution ux, y really do this, and if so, how?

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