15 Integral Transform Method

Exercises 15.1
1. (a) The result follows by letting = u
2
or u =

in erf(

t ) =
2

_

t
0
e
u
2
du.
(b) Using {t
1/2
} =

s
1/2
and the rst translation theorem, it follows from the convolution theorem that
_
erf(

t)
_
=
1

__
t
0
e

d
_
=
1

{1}
_
t
1/2
e
t
_
=
1

1
s
_
t
1/2
_

ss+1
=
1

1
s

s + 1
=
1
s

s + 1
.
2. Since erfc(

t ) = 1 erf(

t ) we have
_
erfc(

t )
_
= {1}
_
erf(

t )
_
=
1
s

1
s

s + 1
=
1
s
_
1
1

s + 1
_
.
3. By the rst translation theorem,
_
e
t
erf(

t )
_
=
_
erf(

t )
_

ss1
=
1
s

s + 1

ss1
=
1

s (s 1)
.
4. By the rst translation theorem and the result of Problem 2,
_
e
t
erfc(

t )
_
=
_
erfc(

t )
_

ss1
=
_
1
s

1
s

s + 1
_

ss1
=
1
s 1

1

s (s 1)
=

s 1

s (s 1)
=

s 1

s (

s + 1)(

s 1)
=
1

s (

s + 1)
.
5. From table entry 3 and the rst translation theorem we have
_
e
Gt/C
erf
_
x
2
_
RC
t
__
=
_
e
Gt/C
_
1 erfc
_
x
2
_
RC
t
___
=
_
e
Gt/C
_

_
e
Gt/C
erfc
_
x
2
_
RC
t
__
=
1
s + G/C

e
x

RC

s
s

ss+G/C
=
1
s + G/C

e
x

RC

s+G/C
s + G/C
=
C
Cs + G
_
1 e
x

RCs+RG
_
.
702
Exercises 15.1
6. We rst compute
sinha

s
s sinh

s
=
e
a

s
e
a

s
s(e

s
e

s
)
=
e
(a1)

s
e
(a+1)

s
s(1 e
2

s
)
=
e
(a1)

s
s
_
1 + e
2

s
+ e
4

s
+
_

e
(a+1)

s
s
_
1 + e
2

s
+ e
4

s
+
_
=
_
e
(1a)

s
s
+
e
(3a)

s
s
+
e
(5a)

s
s
+
_

_
e
(1+a)

s
s
+
e
(3+a)

s
s
+
e
(5+a)

s
s
+
_
=

n=0
_
e
(2n+1a)

s
s

e
(2n+1+a)

s
s
_
.
Then
_
sinha

s
s sinh

s
_
=

n=0
_ _
e
(2n+1a)

s
s
_

e
(2n+1+a)

s
s
__
=

n=0
_
erfc
_
2n + 1 a
2

t
_
erfc
_
2n + 1 + a
2

t
__
=

n=0
__
1 erf
_
2n + 1 a
2

t
__

_
1 erf
_
2n + 1 + a
2

t
___
=

n=0
_
erf
_
2n + 1 + a
2

t
_
erf
_
2n + 1 a
2

t
__
.
7. Taking the Laplace transform of both sides of the equation we obtain
{y(t)} = {1}
__
t
0
y()

t
d
_
Y (s) =
1
s
Y (s)

s +

s
Y (s) =
1
s
Y (s) =
1

s (

s +

)
.
Thus
y(t) =
_
1

s (

s +

)
_
= e
t
erfc(

t ). By entry 5 in the table

8. Using entries 3 and 5 in the table, we have
_
e
ab
e
b
2
t
erfc
_
b

t +
a
2

t
_
+ erfc
_
a
2

t
_
_
=
_
e
ab
e
b
2
t
erfc
_
b

t +
a
2

t
__
+
_
a
2

t
_
=
e
a

s (

s + b)
+
e
a

s
s
703
-10 -5 5 10
x
-2
-1
1
2
y
erfHxL
erfcHxL
Exercises 15.1
= e
a

s
_
1
s

1

s (

s + b)
_
= e
a

s
_
1
s

s
s (

s + b)
_
= e
a

s
_
s + b

s
s (

s + b)
_
=
be
a

s
s (

s + b)
.
9.
_
b
a
e
u
2
du =
_
0
a
e
u
2
du +
_
b
0
e
u
2
du =
_
b
0
e
u
2
du
_
a
0
e
u
2
du
=

2
erf(b)

2
erf(a) =

2
[erf(b) erf(a)]
10. Since f(x) = e
x
2
is an even function,
_
a
a
e
u
2
du = 2
_
a
0
e
u
2
du.
Therefore,
_
a
a
e
u
2
du =

erf(a).
11. The function erf(x) is symmetric with respect to the origin,
while erfc(x) appears to be symmetric with respect to the point
(0, 1). From the graph it appears that lim
x
erf(x) = 1
and lim
x
erfc(x) = 2.
Exercises 15.2
1. The boundary-value problem is
a
2

2
u
x
2
=

2
u
t
2
, 0 < x < L, t > 0,
u(0, t) = 0, u(L, t) = 0, t > 0,
u(x, 0) = Asin

L
x,
u
t

t=0
= 0.
Transforming the partial dierential equation gives
d
2
U
dx
2

_
s
a
_
2
U =
s
a
2
Asin

L
x.
Using undetermined coecients we obtain
U(x, s) = c
1
cosh
s
a
x + c
2
sinh
s
a
x +
As
s
2
+ a
2

2
/L
2
sin

L
x.
The transformed boundary conditions, U(0, s) = 0, U(L, s) = 0 give in turn c
1
= 0 and c
2
= 0. Therefore
U(x, s) =
As
s
2
+ a
2

2
/L
2
sin

L
x
704
Exercises 15.2
and
u(x, t) = A
_
s
s
2
+ a
2

2
/L
2
_
sin

L
x = Acos
a
L
t sin

L
x.
2. The transformed equation is
d
2
U
dx
2
s
2
U = 2 sinx 4 sin3x
and so
U(x, s) = c
1
cosh sx + c
2
sinhsx +
2
s
2
+
2
sinx +
4
s
2
+ 9
2
sin3x.
The transformed boundary conditions, U(0, s) = 0 and U(1, s) = 0 give c
1
= 0 and c
2
= 0. Thus
U(x, s) =
2
s
2
+
2
sinx +
4
s
2
+ 9
2
sin3x
and
u(x, t) = 2
_
1
s
2
+
2
_
sinx + 4
_
1
s
2
+ 9
2
_
sin3x
=
2

sint sinx +
4
3
sin3t sin3x.
3. The solution of
a
2
d
2
U
dx
2
s
2
U = 0
is in this case
U(x, s) = c
1
e
(x/a)s
+ c
2
e
(x/a)s
.
Since lim
x
u(x, t) = 0 we have lim
x
U(x, s) = 0. Thus c
2
= 0 and
U(x, s) = c
1
e
(x/a)s
.
If {u(0, t)} = {f(t)} = F(s) then U(0, s) = F(s). From this we have c
1
= F(s) and
U(x, s) = F(s)e
(x/a)s
.
Hence, by the second translation theorem,
u(x, t) = f
_
t
x
a
_ _
t
x
a
_
.
4. Expressing f(t) in the form (sint)[1 (t 1)] and using the result of Problem 3 we nd
u(x, t) = f
_
t
x
a
_ _
t
x
a
_
= sin
_
t
x
a
__
1
_
t
x
a
1
__ _
t
x
a
_
= sin
_
t
x
a
__ _
t
x
a
_

_
t
x
a
_ _
t
x
a
1
__
= sin
_
t
x
a
__ _
t
x
a
_

_
t
x
a
1
__
Now
_
t
x
a
_

_
t
x
a
1
_
=
_

_
0, 0 t < x/a
1, x/a t x/a + 1
0, t > x/a + 1
=
_
0, x < a(t 1) or x > at
1, a(t 1) x at
705
Exercises 15.2
so
u(x, t) =
_
0, x < a(t 1) or x > at
sin(t x/a), a(t 1) x at.
The graph is shown for t > 1.
5. We use
U(x, s) = c
1
e
(x/a)s

g
s
3
.
Now
{u(0, t)} = U(0, s) =
A
s
2
+
2
and so
U(0, s) = c
1

g
s
3
=
A
s
2
+
2
or c
1
=
g
s
3
+
A
s
2
+
2
.
Therefore
U(x, s) =
A
s
2
+
2
e
(x/a)s
+
g
s
3
e
(x/a)s

g
s
3
and
u(x, t) = A
_
e
(x/a)s
s
2
+
2
_
+ g
_
e
(x/a)s
s
3
_
g
_
1
s
3
_
= Asin
_
t
x
a
_ _
t
x
a
_
+
1
2
g
_
t
x
a
_
2
_
t
x
a
_

1
2
gt
2
.
6. Transforming the partial dierential equation gives
d
2
U
dx
2
s
2
U =

s
2
+
2
sinx.
Using undetermined coecients we obtain
U(x, s) = c
1
cosh sx + c
2
sinhsx +

(s
2
+
2
)(s
2
+
2
)
sinx.
The transformed boundary conditions U(0, s) = 0 and U(1, s) = 0 give, in turn, c
1
= 0 and c
2
= 0. Therefore
U(x, s) =

(s
2
+
2
)(s
2
+
2
)
sinx
and
u(x, t) = sinx
_
1
(s
2
+
2
)(s
2
+
2
)
_
=

2
sinx
_
1

s
2
+
2

1

s
2
+
2
_
=

(
2

2
)
sint sinx
1

2
sint sinx.
7. We use
U(x, s) = c
1
cosh
s
a
x +
2
sinh
s
a
x.
706
Exercises 15.2
Now U(0, s) = 0 implies c
1
= 0, so U(x, s) = c
2
sinh(s/a)x. The condition E
dU
dx

x=L
= F
0
then yields
c
2
= F
0
a/Es cosh(s/a)L and so
U(x, s) =
aF
0
Es
sinh(s/a)x
cosh(s/a)L
=
aF
0
Es
e
(s/a)x
e
(s/a)x
e
(s/a)L
+ e
(s/a)L
=
aF
0
Es
e
(s/a)(xL)
e
(s/a)(x+L)
1 + e
2sL/a
=
aF
0
E
_
e
(s/a)(Lx)
s

e
(s/a)(3Lx)
s
+
e
(s/a)(5Lx)
s

_

aF
0
E
_
e
(s/a)(L+x)
s

e
(s/a)(3L+x)
s
+
e
(s/a)(5L+x)
s

_
=
aF
0
E

n=0
(1)
n
_
e
(s/a)(2nL+Lx)
s

e
(s/a)(2nL+L+x)
s
_
and
u(x, t) =
aF
0
E

n=0
(1)
n
_ _
e
(s/a)(2nL+Lx)
s
_

_
e
(s/a)(2nL+L+x)
s
__
=
aF
0
E

n=0
(1)
n
_
_
t
2nL + L x
a
_ _
t
2nL + L x
a
_

_
t
2nL + L + x
a
_ _
t
2nL + L + x
a
_
_
.
8. We use
U(x, s) = c
1
e
(x/a)s
+ c
2
e
(x/a)s

v
0
s
2
.
Now lim
x
dU
dx
= 0 implies c
2
= 0, and U(0, s) = 0 then gives c
1
= v
0
/s
2
. Hence
U(x, s) =
v
0
s
2
e
(x/a)s

v
0
s
2
and
u(x, t) = v
0
_
t
x
a
_ _
t
x
a
_
v
0
t.
9. Transforming the partial dierential equation gives
d
2
U
dx
2
s
2
U = sxe
x
.
Using undetermined coecients we obtain
U(x, s) = c
1
e
sx
+ c
2
e
sx

2s
(s
2
1)
2
e
x
+
s
s
2
1
xe
x
.
The transformed boundary conditions lim
x
U(x, s) = 0 and U(0, s) = 0 give, in turn, c
2
= 0 and
c
1
= 2s/(s
2
1)
2
. Therefore
U(x, s) =
2s
(s
2
1)
2
e
sx

2s
(s
2
1)
2
e
x
+
s
s
2
1
xe
x
.
From entries (13) and (26) in the table we obtain
u(x, t) =
_
2s
(s
2
1)
2
e
sx

2s
(s
2
1)
2
e
x
+
s
s
2
1
xe
x
_
= 2(t x) sinh(t x) (t x) te
x
sinht + xe
x
cosh t.
707
0
2
4
6
8
10
x
5
10
15
t
0
25
50
75
100
uHx,tL
0
2
4
6
8
500 1000 1500 2000
t
20
40
60
80
100
uH10,tL
Exercises 15.2
10. We use
U(x, s) = c
1
e
xs
+ c
2
e
xs
+
s
s
2
1
e
x
.
Now lim
x
u(x, t) = 0 implies lim
x
U(x, s) = 0, so we dene c
2
= 0. Then
U(x, s) = c
1
e
xs
+
s
s
2
1
e
x
.
Finally, U(0, s) = 1/s gives c
1
= 1/s s/(s
2
1). Thus
U(x, s) =
1
s

s
s
2
1
e
xs
+
s
s
2
1
e
x
and
u(x, t) =
_
s
s
2
1
e
(x/a)s
_
+
_
s
s
2
1
_
e
x
= cosh
_
t
x
a
_ _
t
x
a
_
+ e
x
cosh t.
11. (a) We use
U(x, s) = c
1
e

s/k x
+ c
2
e

s/k x
.
Now lim
x
u(x, t) = 0 implies lim
x
U(x, s) = 0, so we dene c
2
= 0. Then
U(x, s) = c
1
e

s/k x
.
Finally, from U(0, s) = u
0
/s we obtain c
1
= u
0
/s. Thus
U(x, s) = u
0
e

s/k x
s
and
u(x, t) = u
0
_
e

s/k x
s
_
= u
0
_
e
(x/

k )

s
s
_
= u
0
erfc
_
x
2

kt
_
.
Since erfc(0) = 1,
lim
t
u(x, t) = lim
t
u
0
erfc(x/2

kt ) = u
0
.
(b)
12. (a) Transforming the partial dierential equation and using the initial condition gives
k
d
2
U
dx
2
sU = 0.
Since the domain of the variable x is an innite interval we write the general solution of this dierential
equation as
U(x, s) = c
1
e

s/k x
+ c
2
e

s/k x
.
708
0
2
4
6
8
10
x
5
10
15
t
0
10
20
30
40
uHx,tL
0
2
4
6
8
500 1000 1500 2000
t
100
200
300
400
500
uH10,tL
Exercises 15.2
Transforming the boundary conditions gives U

(0, s) = A/s and lim

x
U(x, s) = 0. Hence we nd c
2
= 0
and c
1
= A

k/s

s . From
U(x, s) = A

k
e

s/k x
s

s
we see that
u(x, t) = A

k
_
e

s/k x
s

s
_
.
With the identication a = x/

k it follows from entry 49 of the table in Appendix III that

u(x, t) = A

k
_
2
_
t

e
x
2
/4kt

k
_
x/2

kt
_
_
= 2A
_
kt

e
x
2
/4kt
Ax erfc
_
x/2

kt
_
.
Since erfc(0) = 1,
lim
t
u(x, t) = lim
t
_
2A
_
kt

e
x
2
/4kt
Axerfc
x
2

kt
_
= .
(b)
13. We use
U(x, s) = c
1
e

s x
+ c
2
e

s x
+
u
1
s
.
The condition lim
x
u(x, t) = u
1
implies lim
x
U(x, s) = u
1
/s, so we dene c
2
= 0. Then
U(x, s) = c
1
e

s x
+
u
1
s
.
From U(0, s) = u
0
/s we obtain c
1
= (u
0
u
1
)/s. Thus
U(x, s) = (u
0
u
1
)
e

s x
s
+
u
1
s
and
u(x, t) = (u
0
u
1
)
_
e
x

s
s
_
+ u
1
_
1
s
_
= (u
0
u
1
) erfc
_
x
2

t
_
+ u
1
.
14. We use
U(x, s) = c
1
e

s x
+ c
2
e

s x
+
u
1
x
s
.
The condition lim
x
u(x, t)/x = u
1
implies lim
x
U(x, s)/x = u
1
/s, so we dene c
2
= 0. Then
U(x, s) = c
1
e

s x
+
u
1
x
s
.
From U(0, s) = u
0
/s we obtain c
1
= u
0
/s. Hence
U(x, s) = u
0
e

s x
s
+
u
1
x
s
709
Exercises 15.2
and
u(x, t) = u
0
_
e
x

s
s
_
+ u
1
x
_
1
s
_
= u
0
erfc
_
x
2

t
_
+ u
1
x.
15. We use
U(x, s) = c
1
e

s x
+ c
2
e

s x
+
u
0
s
.
The condition lim
x
u(x, t) = u
0
implies lim
x
U(x, s) = u
0
/s, so we dene c
2
= 0. Then
U(x, s) = c
1
e

s x
+
u
0
s
.
The transform of the remaining boundary conditions gives
dU
dx

x=0
= U(0, s).
This condition yields c
1
= u
0
/s(

s + 1). Thus
U(x, s) = u
0
e

s x
s(

s + 1)
+
u
0
s
and
u(x, t) = u
0
_
e
x

s
s(

s + 1)
_
+ u
0
_
1
s
_
= u
0
e
x+t
erfc
_

t +
x
2

t
_
u
0
erfc
_
x
2

t
_
+ u
0
By (5) in the table in 15.1.
16. We use
U(x, s) = c
1
e

s x
+ c
2
e

s x
.
The condition lim
x
u(x, t) = 0 implies lim
x
U(x, s) = 0, so we dene c
2
= 0. Hence
U(x, s) = c
1
e

s x
.
The remaining boundary condition transforms into
dU
dx

x=0
= U(0, s)
50
s
.
This condition gives c
1
= 50/s(

s + 1). Therefore
U(x, s) = 50
e

s x
s(

s + 1)
and
u(x, t) = 50
_
e
x

s
s(

s + 1)
_
= 50e
x+t
erfc
_

t +
x
2

t
_
+ 50 erfc
_
x
2

t
_
.
17. We use
U(x, s) = c
1
e

s x
+ c
2
e

s x
.
The condition lim
x
u(x, t) = 0 implies lim
x
U(x, s) = 0, so we dene c
2
= 0. Hence
U(x, s) = c
1
e

s x
.
The transform of u(0, t) = f(t) is U(0, s) = F(s). Therefore
U(x, s) = F(s)e

s x
710
Exercises 15.2
and
u(x, t) =
_
F(s)e
x

s
_
=
x
2

_
t
0
f(t )e
x
2
/4

3/2
d.
18. We use
U(x, s) = c
1
e

s x
+ c
2
e

s x
.
The condition lim
x
u(x, t) = 0 implies lim
x
U(x, s) = 0, so we dene c
2
= 0. Then U(x, s) = c
1
e

s x
.
The transform of the remaining boundary condition gives
dU
dx

x=0
= F(s)
where F(s) = {f(t)}. This condition yields c
1
= F(s)/

s . Thus
U(x, s) = F(s)
e

s x

s
.
Using entry (44) of the table and the convolution theorem we obtain
u(x, t) =
_
F(s)
e

s x

s
_
=
1

_
t
0
f()
e
x
2
/4(t)

t
d.
19. Transforming the partial dierential equation gives
d
2
U
dx
2
sU = 60.
Using undetermied coecients we obtain
U(x, s) = c
1
e

s x
+ c
2
e

s x
+
60
s
.
The condition lim
x
u(x, t) = 60 implies lim
x
U(x, s) = 60/s, so we dene c
2
= 0. The transform of the
remaining boundary condition gives
U(0, s) =
60
s
+
40
s
e
2s
.
This condition yields c
1
=
40
s
e
2s
. Thus
U(x, s) =
60
s
+ 40e
2s
e

s x
s
.
Using entry (46) of the table in Appendix III and the second translation theorem we obtain
u(x, t) =
_
60
s
+ 40e
2s
e

s x
s
_
= 60 + 40 erfc
_
x
2

t 2
_
(t 2).
20. The solution of the transformed equation
d
2
U
dx
2
sU = 100
by undetermined coecients is
U(x, s) = c
1
e

s x
+ c
2
e

s x
+
100
s
.
From the fact that lim
x
U(x, s) = 100/s we see that c
1
= 0. Thus
U(x, s) = c
2
e

s x
+
100
s
. (1)
711
Exercises 15.2
Now the transform of the boundary condition at x = 0 is
U(0, s) = 20
_
1
s

1
s
e
s
_
.
It follows from (1) that
20
s

20
s
e
s
= c
2
+
100
s
or c
2
=
80
s

20
s
e
s
and so
U(x, s) =
_

80
s

20
s
e
s
_
e

s x
+
100
s
=
100
s

80
s
e

s x

20
s
e

s x
e
s
.
Thus
u(x, t) = 100
_
1
s
_
80
_
e

s x
s
_
20
_
e

s x
s
e
s
_
= 100 80 erfc
_
x/2

t
_
20 erfc
_
x/2

t 1
_
(t 1).
21. Transforming the partial dierential equation gives
d
2
U
dx
2
sU = 0
and so
U(x, s) = c
1
e

s x
+ c
2
e

s x
.
The condition lim
x
u(x, t) = 0 implies lim
x
U(x, s) = 0, so we dene c
1
= 0. The transform of the
remaining boundary condition gives
dU
dx

x=1
=
100
s
U(1, s).
This condition yields
c
2

s e

s
=
100
s
c
2
e

s
from which it follows that
c
2
=
100
s(

s + 1)
e

s
.
Thus
U(x, s) = 100
e
(1x)

s
s(

s + 1)
.
Using entry (49) of the table in Appendix III we obtain
u(x, t) = 100
_
e
(1x)

s
s(

s + 1)
_
= 100
_
e
1x+t
erfc
_

t +
1 x

t
_
+ erfc
_
1 x
2

t
__
.
22. Transforming the partial dierential equation gives
k
d
2
U
dx
2
sU =
r
s
.
Using undetermined coecients we obtian
U(x, s) = c
1
e

s/k x
+ c
2
e

s/k x
+
r
s
2
.
712
Exercises 15.2
The condition lim
x
u
x
= 0 implies lim
x
dU
dx
= 0, so we dene c
2
= 0. The transform of the remaining boundary
condition gives U(0, s) = 0. This condition yields c
1
= r/s
2
. Thus
U(x, s) = r
_
1
s
2

e

s/k x
s
2
_
.
Using entries (3) and (46) of the table in Appendix III and the convolution theorem we obtain
u(x, t) = r
_
1
s
2

1
s

e

s/k x
s
_
= rt r
_
t
0
erfc
_
x
2

k
_
d.
23. The solution of
d
2
U
dx
2
sU = u
0
u
0
sin

L
x
is
U(x, s) = c
1
cosh(

s x) + c
2
sinh(

s x) +
u
0
s
+
u
0
s +
2
/L
2
sin

L
x.
The transformed boundary conditions U(0, s) = u
0
/s and U(L, s) = u
0
/s give, in turn, c
1
= 0 and c
2
= 0.
Therefore
U(x, s) =
u
0
s
+
u
0
s +
2
/L
2
sin

L
x
and
u(x, t) = u
0
_
1
s
_
+ u
0
_
1
s +
2
/L
2
_
sin

L
x = u
0
+ u
0
e

2
t/L
2
sin

L
x.
24. The transform of the partial dierential equation is
k
d
2
U
dx
2
hU + h
u
m
s
= sU u
0
or
k
d
2
U
dx
2
(h + s)U = h
u
m
s
u
0
.
By undetermined coecients we nd
U(x, s) = c
1
e

(h+s)/k x
+ c
2
e

(h+s)/k x
+
hu
m
+ u
0
s
s(s + h)
.
The transformed boundary conditions are U

(0, s) = 0 and U

(L, s) = 0. These conditions imply c

1
= 0 and
c
2
= 0. By partial fractions we then get
U(x, s) =
hu
m
+ u
0
s
s(s + h)
=
u
m
s

u
m
s + h
+
u
0
s + h
.
Therefore,
u(x, t) = u
m
_
1
s
_
u
m
_
1
s + h
_
+ u
0
_
1
s + h
_
= u
m
u
m
e
ht
+ u
0
e
ht
.
25. We use
U(x, s) = c
1
cosh
_
s
k
x + c
2
sinh
_
s
k
x +
u
0
s
.
The transformed boundary conditions
dU
dx

x=0
= 0 and U(1, s) = 0 give, in turn, c
2
= 0 and
713
Exercises 15.2
c
1
= u
0
/s cosh
_
s/k . Therefore
U(x, s) =
u
0
s

u
0
cosh
_
s/k x
s cosh
_
s/k
=
u
0
s
u
0
e

s/k
x + e

s/k x
s(e

s/k
+ e

s/k
)
=
u
0
s
u
0
e

s/k (x1)
+ e

s/k (x+1)
s(1 + e
2

s/k
)
=
u
0
s
u
0
_
e

s/k (1x)
s

e

s/k (3x)
s
+
e

s/k (5x)
s

_
u
0
_
e

s/k (1+x)
s

e

s/k (3+x)
s
+
e

s/k (5+x)
s

_
=
u
0
s
u
0

n=0
(1)
n
_
e
(2n+1x)

s/

k
s
+
e
(2n+1+x)

s/

k
s
_
and
u(x, t) = u
0
_
1
s
_
u
0

n=0
(1)
n
_ _
e
(2n+1x)

s/

k
s
_

_
e
(2n+1+x)

s/

k
s
__
= u
0
u
0

n=0
(1)
n
_
erfc
_
2n + 1 x
2

kt
_
erfc
_
2n + 1 + x
2

kt
__
.
26. We use
c(x, s) = c
1
cosh
_
s
D
x + c
2
sinh
_
s
D
x.
The transform of the two boundary conditions are c(0, s) = c
0
/s and c(1, s) = c
0
/s. From these conditions we
obtain c
1
= c
0
/s and
c
2
= c
0
(1 cosh
_
s/D)/s sinh
_
s/D.
Therefore
c(x, s) = c
0
_
cosh
_
s/Dx
s
+
(1 cosh
_
s/D)
s sinh
_
s/D
sinh
_
s/Dx
_
= c
0
_
sinh
_
s/D(1 x)
s sinh
_
s/D
+
sin
_
s/Dx
s sinh
_
s/D
_
= c
0
_
e

s/D(1x)
e

s/D(1x)
s(e

s/D
e

s/D
)
+
e

s/Dx
e

s/Dx
s(e

s/D
e

s/D
)
_
= c
0
_
e

s/Dx
e

s/D(2x)
s(1 e
2

s/D
)
+
e

s/D(x1)
e

s/D(x+1)
s(1 e
2

s/D
)
_
= c
0
(e

s/Dx
e

s/D(2x)
)
s
_
1 + e
2

s/D
+ e
4

s/D
+
_
+ c
0
(e

s/D(x1)
e

s/D(x+1)
s
_
1 + e
2

s/D
+ e
4

s/D
+
_
714
Exercises 15.2
= c
0

n=0
_
e
(2n+x)

s/D
s

e
(2n+2x)

s/D
s
_
+ c
0

n=0
_
e
(2n+1x)

s/D
s

e
(2n+1+x)

s/D
s
_
and
c(x, t) = c
0

n=0
_
_
_
_
_
e

(2n+x)

s
s
_
_
_

_
_
_
e

(2n+2x)

s
s
_
_
_
_
_
+ c
0

n=0
_
_
_
_
_
e

(2n+1x)

s
s
_
_
_

_
_
_
e

(2n+1+x)

s
s
_
_
_
_
_
= c
0

n=0
_
erfc
_
2n + x
2

Dt
_
erfc
_
2n + 2 x
2

Dt
__
+ c
0

n=0
_
erfc
_
2n + 1 x
2

Dt
_
erfc
_
2n + 1 + x
2

Dt
__
.
Now using erfc(x) = 1 erf(x) we get
c(x, t) = c
0

n=0
_
erf
_
2n + 2 x
2

Dt
_
erf
_
2n + x
2

Dt
__
+ c
0

n=0
_
erf
_
2n + 1 + x
2

Dt
_
erf
_
2n + 1 x
2

Dt
__
.
27. We use
U(x, s) = c
1
e

RCs+RGx
+ c
2
e

RCs+RG
+
Cu
0
Cs + G
.
The condition lim
x
u/x = 0 implies lim
x
dU/dx = 0, so we dene c
2
= 0. Applying U(0, s) = 0 to
U(x, s) = c
1
e

RCsRGx
+
Cu
0
Cs + G
gives c
1
= Cu
0
/(Cs + G). Therefore
U(x, s) = Cu
0
e

RCs+RGx
Cs + G
+
Cu
0
Cs + G
and
u(x, t) = u
0
_
1
s + G/C
_
u
0
_
e
x

RC

s+G/C
s + G/C
_
= u
0
e
Gt/C
u
0
e
Gt/C
erfc
_
x

RC
2

t
_
= u
0
e
Gt/C
_
1 erfc
_
x
2
_
RC
t
__
= u
0
e
Gt/C
erf
_
x
2
_
RC
t
_
.
715
x
cHx,tL
t=0.1
t=0.5
t=1
t=2
t=5
Exercises 15.2
28. We use
U(x, s) = c
1
e

s+hx
+ c
2
e

s+hx
.
The condition lim
x
u(x, t) = 0 implies lim
x
U(x, s) = 0, so we take c
2
= 0. Therefore
U(x, s) = c
1
e

s+hx
.
The Laplace transform of u(0, t) = u
0
is U(0, s) = u
0
/s and so
U(x, s) = u
0
e

s+hx
s
and
u(x, t) = u
0
_
e

s+hx
s
_
= u
0
_
1
s
e

s+hx
_
.
From the rst translation theorem,
_
e

s+hx
_
= e
ht
{e
x

s
} = e
ht
x
2

t
3
e
x
2
/4t
.
Thus, from the convolution theorem we obtain
u(x, s) =
u
0
x
2

_
t
0
e
hx
2
/4

3/2
d.
29. (a) Letting C(x, s) = {c(x, t)} we obtain
d
2
C
dx
2

s
k
C = 0 subject to
dC
dx

x=0
= A.
The solution of this initial-value problem is
C(x, s) = A

k
e
(x/

k )

s
,
so that
c(x, t) = A
_
k
t
e
x
2
/4kt
.
(b)
(c)
_

0
c(x, t)dx = Ak erf
x
2

kt

0
= Ak(1 0) = Ak
30. (a) We use
U(x, s) = c
1
e
(s/a)x
+ c
2
e
(s/a)x
+
v
2
0
F
0
(a
2
v
2
0
)s
2
e
(s/v0)x
.
The condition lim
x
u(x, t) = 0 implies lim
x
U(x, s) = 0, so we must dene c
2
= 0. Consequently
U(x, s) = c
1
e
(s/a)x
+
v
2
0
F
0
(a
2
v
2
0
)s
2
e
(s/v0)x
.
716
Exercises 15.3
The remaining boundary condition transforms into U(0, s) = 0. From this we nd
c
1
= v
2
0
F
0
/(a
2
v
2
0
)s
2
.
Therefore, by the second translation theorem
U(x, s) =
v
2
0
F
0
(a
2
v
2
0
)s
2
e
(s/a)x
+
v
2
0
F
0
(a
2
v
2
0
)s
2
e
(s/v0)x
and
u(x, t) =
v
2
0
F
0
a
2
v
2
0
_ _
e
(x/v0)s
s
2
_

_
e
(x/a)s
s
2
__
=
v
2
0
F
0
a
2
v
2
0
__
t
x
v
0
_ _
t
x
v
0
_

_
t
x
a
_ _
t
x
a
_
_
.
(b) In the case when v
0
= a the solution of the transformed equation is
U(x, s) = c
1
e
(s/a)x
+ c
2
e
(s/a)x

F
0
2as
xe
(s/a)x
.
The usual analysis then leads to c
1
= 0 and c
2
= 0. Therefore
U(x, s) =
F
0
2as
xe
(s/a)x
and
u(x, t) =
xF
0
2a
_
e
(x/a)s
s
_
=
xF
0
2a
_
t
x
a
_
.
Exercises 15.3
1. From formulas (5) and (6) in the text,
A() =
_
0
1
(1) cos xdx +
_
1
0
(2) cos xdx =
sin

+ 2
sin

=
sin

and
B() =
_
0
1
(1) sinxdx +
_
1
0
(2) sinxdx
=
1 cos

2
cos 1

=
3(1 cos )

.
Hence
f(x) =
1

_

0
sincos x + 3(1 cos ) sinx

d.
2. From formulas (5) and (6) in the text,
A() =
_
2

4 cos xdx = 4
sin2 sin

and
B() =
_
2

4 sinxdx = 4
cos cos 2

.
717
Exercises 15.3
Hence
f(x) =
4

_

0
(sin2 sin) cos x + (cos cos 2) sinx

d
=
4

_

0
sin2cos x cos 2sinx sincos x + cos sinx

d
=
4

_

0
sin(2 x) sin( x)

d.
3. From formulas (5) and (6) in the text,
A() =
_
3
0
xcos xdx =
xsinx

3
0

_
3
0
sinxdx
=
3 sin3

+
cos x

3
0
=
3sin3 + cos 3 1

2
and
B() =
_
3
0
xsinxdx =
xcos x

3
0
+
1

_
3
0
cos xdx
=
3 cos 3

+
sinx

3
0
=
sin3 3cos 3

2
.
Hence
f(x) =
1

_

0
(3sin3 + cos 3 1) cos x + (sin3 3cos 3) sinx

2
d
=
1

_

0
3(sin3cos x cos 3sinx) + cos 3cos x + sin3sinx cos x

2
d
=
1

_

0
3sin(3 x) + cos (3 x) cos x

2
d.
4. From formulas (5) and (6) in the text,
A() =
_

f(x) cos xdx

=
_
0

0 cos xdx +
_

0
sinxcos xdx +
_

0 cos xdx
=
1
2
_

0
[sin(1 + )x + sin(1 )x] dx
=
1
2
_

cos(1 + )x
1 +

cos(1 )x
1
_

0
=
1
2
_
cos(1 + ) 1
1 +
+
cos(1 ) 1
1
_
=
1
2
_
cos(1 + ) cos(1 + ) + cos(1 ) + cos(1 ) 2
1
2
_
=
1 + cos
1
2
,
718
Exercises 15.3
and
B() =
_

0
sinxsinxdx =
1
2
_

0
[cos(1 )x cos(1 + )] dx
=
1
2
_
sin(1 )
1

sin(1 + )
1 +
_
=
sin
1
2
.
Hence
f(x) =
1

_

0
cos x + cos xcos + sinxsin
1
2
d
=
1

_

0
cos x + cos (x )
1
2
d.
5. From formula (5) in the text,
A() =
_

0
e
x
cos xdx.
Recall {cos kt} = s/(s
2
+ k
2
). If we set s = 1 and k = we obtain
A() =
1
1 +
2
.
Now
B() =
_

0
e
x
sinxdx.
Recall {sinkt} = k/(s
2
+ k
2
). If we set s = 1 and k = we obtain
B() =

1 +
2
.
Hence
f(x) =
1

_

0
cos x + sinx
1 +
2
d.
6. From formulas (5) and (6) in the text,
A() =
_
1
1
e
x
cos xdx
=
e(cos + sin) e
1
(cos sin)
1 +
2
=
2(sinh1) cos 2(cosh1) sin
1 +
2
and
B() =
_
1
1
e
x
sinxdx
=
e(sin cos ) e
1
(sin cos )
1 +
2
=
2(cosh1) sin 2(sinh1) cos
1 +
2
.
Hence
f(x) =
1

_

0
[A() cos x + B() sinx] d.
7. The function is odd. Thus from formula (11) in the text
B() = 5
_
1
0
sinxdx =
5(1 cos )

.
719
Exercises 15.3
Hence from formula (10) in the text,
f(x) =
10

_

0
(1 cos ) sinx

d.
8. The function is even. Thus from formula (9) in the text
A() =
_
2
1
cos xdx =
_
sin2 sin

_
.
Hence from formula (8) in the text,
f(x) = 2
_

0
(sin2 sin) cos x

d.
9. The function is even. Thus from formula (9) in the text
A() =
_

0
xcos xdx =
xsinx

_

0
sinxdx
=
sin

+
1

2
cos x

0
=
sin + cos 1

2
.
Hence from formula (8) in the text
f(x) =
2

_

0
(sin + cos 1) cos x

2
d.
10. The function is odd. Thus from formula (11) in the text
B() =
_

0
xsinxdx =
xcos x

0
+
1

_

0
cos xdx
=
cos

+
1

2
sinx

0
=
cos + sin

2
.
Hence from formula (10) in the text,
f(x) =
2

_

0
(cos + sin) sinx

2
d.
11. The function is odd. Thus from formula (11) in the text
B() =
_

0
(e
x
sinx) sinxdx
=
1
2
_

0
e
x
[cos(1 )x cos(1 + )x] dx
=
1
2
_

0
e
x
cos(1 )xdx
1
2
_

0
e
x
cos(1 + )x, dx.
Now recall
{cos kt} =
_

0
e
st
cos kt dt = s/(s
2
+ k
2
).
If we set s = 1, and in turn, k = 1 and then k = 1 + , we obtain
B() =
1
2
1
1 + (1 )
2

1
2
1
1 + (1 + )
2
=
1
2
(1 + )
2
(1 )
2
[1 + (1 )
2
][1 + (1 + )
2
]
.
Simplifying the last expression gives
B() =
2
4 +
4
.
720
Exercises 15.3
Hence from formula (10) in the text
f(x) =
4

_

0
sinx
4 +
4
d.
12. The function is odd. Thus from formula (11) in the text
B() =
_

0
xe
x
sinxdx.
Now recall
{t sinkt} =
d
ds
{sinkt} = 2ks/(s
2
+ k
2
)
2
.
If we set s = 1 and k = we obtain
B() =
2
(1 +
2
)
2
.
Hence from formula (10) in the text
f(x) =
4

_

0
sinx
(1 +
2
)
2
d.
13. For the cosine integral,
A() =
_

0
e
kx
cos xdx =
k
k
2
+
2
.
Hence
f(x) =
2

_

0
k cos x
k
2
+
2
=
2k

_

0
cos x
k
2
+
2
d.
For the sine integral,
B() =
_

0
e
kx
sinxdx =

k
2
+
2
.
Hence
f(x) =
2

_

0
sinx
k
2
+
2
d.
14. From Problem 13 the cosine and sine integral representations of e
kx
, k > 0, are respectively,
e
kx
=
2k

_

0
cos x
k
2
+
2
d and e
kx
=
2

_

0
sinx
k
2
+
2
d.
Hence, the cosine integral representation of f(x) = e
x
e
3x
is
e
x
e
3x
=
2

_

0
cos x
1 +
2
d
2(3)

_

0
cos x
9 +
2
d =
4

_

0
3
2
(1 +
2
) (9 +
2
)
cos xd.
The sine integral representation of f is
e
x
e
3x
=
2

_

0
sinx
1 +
2
d
2

_

0
sinx
9 +
2
d =
16

_

0
sinx
(1 +
2
) (9 +
2
)
d.
15. For the cosine integral,
A() =
_

0
xe
2x
cos xdx.
But we know
{t cos kt} =
d
ds
s
(s
2
+ k
2
)
=
(s
2
k
2
)
(s
2
+ k
2
)
2
.
If we set s = 2 and k = we obtain
A() =
4
2
(4 +
2
)
2
.
721
Exercises 15.3
Hence
f(x) =
2

_

0
(4
2
) cos x
(4 +
2
)
2
d.
For the sine integral,
B() =
_

0
xe
2x
sinxdx.
From Problem 12, we know
{t sinkt} =
2ks
(s
2
+ k
2
)
2
.
If we set s = 2 and k = we obtain
B() =
4
(4 +
2
)
2
.
Hence
f(x) =
8

_

0
sinx
(4 +
2
)
2
d.
16. For the cosine integral,
A() =
_

0
e
x
cos xcos xdx
=
1
2
_

0
e
x
[cos(1 + )x + cos(1 )x] dx
=
1
2
1
1 + (1 + )
2
+
1
2
1
1 + (1 )
2
=
1
2
1 + (1 )
2
+ 1 + (1 + )
2
[1 + (1 + )
2
][1 + (1 )
2
]
=
2 +
2
4 +
4
.
Hence
f(x) =
2

_

0
(2 +
2
) cos x
4 +
4
d.
For the sine integral,
B() =
_

0
e
x
cos xsinxdx
=
1
2
_

0
e
x
[sin(1 + )x sin(1 )x] dx
=
1
2
1 +
1 + (1 + )
2

1
2
1
1 + (1 )
2
=
1
2
_
(1 + )[1 + (1 )
2
] (1 )[1 + (1 + )
2
]
[1 + (1 + )
2
][1 + (1 )
2
]
_
=

3
4 +
4
.
Hence
f(x) =
2

_

0

3
sinx
4 +
4
d.
722
Exercises 15.4
17. By formula (8) in the text
f(x) = 2
_

0
e

cos xd =
2

1
1 + x
2
, x > 0.
18. From the formula for sine integral of f(x) we have
f(x) =
2

_

0
__

0
f(x) sinxdx
_
sinxdx
=
2

__
1
0
1 sinxd +
_

1
0 sinxd
_
=
2

(cos x)
x

1
0
=
2

1 cos x
x
.
19. (a) From formula (7) in the text with x = 2, we have
1
2
=
2

_

0
sincos

d =
1

_

0
sin2

d.
If we let = x we obtain
_

0
sin2x
x
dx =

2
.
(b) If we now let 2x = kt where k > 0, then dx = (k/2)dt and the integral in part (a) becomes
_

0
sinkt
kt/2
(k/2) dt =
_

0
sinkt
t
dt =

2
.
20. With f(x) = e
|x|
, formula (16) in the text is
C() =
_

e
|x|
e
ix
dx =
_

e
|x|
cos xdx + i
_

e
|x|
sinxdx.
The imaginary part in the last line is zero since the integrand is an odd function of x. Therefore,
C() =
_

e
|x|
cos xdx = 2
_

0
e
x
cos xdx =
2
1 +
2
and so from formula (15) in the text,
f(x) =
1

cos x
1 +
2
d =
2

_

0
cos x
1 +
2
d.
This is the same result obtained from formulas (8) and (9) in the text.
Exercises 15.4
For the boundary-value problems in this section it is sometimes useful to note that the identities
e
i
= cos + i sin and e
i
= cos i sin
imply
e
i
+ e
i
= 2 cos and e
i
e
i
= 2i sin.
723
Exercises 15.4
1. Using the Fourier transform, the partial dierential equation becomes
dU
dt
+ k
2
U = 0 and so U(, t) = ce
k
2
t
.
Now
{u(x, 0)} = U(, 0) =
_
e
|x|
_
.
We have
_
e
|x|
_
=
_

e
|x|
e
ix
dx =
_

e
|x|
(cos x + i sinx) dx =
_

e
|x|
cos xdx.
The integral
_

e
|x|
sinxdx = 0
since the integrand is an odd function of x. Continuing we obtain
_
e
|x|
_
= 2
_

0
e
x
cos xdx =
2
1 +
2
.
But U(, 0) = c =
2
1 +
2
gives
U(, t) =
2e
k
2
t
1 +
2
and so
u(x, t) =
2
2
_

e
k
2
t
e
ix
1 +
2
d =
1

e
k
2
t
1 +
2
(cos x i sinx)d
=
1

e
k
2
t
cos x
1 +
2
d =
2

_

0
e
k
2
t
cos x
1 +
2
d.
2. Since the domain of x is (, ) we transform the dierential equation using the Fourier transform:
k
2
U(, t) =
du
dt
du
dt
+ k
2
U(, t) = 0
U(, t) = ce
k
2
t
. (1)
The transform of the initial condition is
{u(x, 0)} =
_

u(x, 0)e
ix
dx =
_
0
1
(100e
ix
)dx +
_
1
0
100e
ix
dx
= 100
1 e
i
i
+ 100
e
i
1
i
= 100
e
i
+ e
i
2
i
= 100
2 cos 2
i
= 200
cos 1
i
.
Thus
U(, 0) = 200
cos 1
i
,
and since c = U(, 0) in (1) we have
U(, t) = 200
cos 1
i
e
k
2
t
.
724
Exercises 15.4
Applying the inverse Fourier transform we obtain
u(x, t) =
1
{U(, t)}
=
1
2
_

200
cos 1
i
e
k
2
t
e
ix
d
=
100

200
cos 1
i
e
k
2
t
(cos x i sinx) d
=
100

cos x(cos 1)
i
e
k
2
t
. .
odd function
d
100

sinx(cos 1)

e
k
2
t
. .
even function
d
=
200

_

0
sinx(1 cos )

e
k
2
t
d.
3. Using the Fourier transform, the partial dierential equation equation becomes
dU
dt
+ k
2
U = 0 and so U(, t) = ce
k
2
t
.
Now
{u(x, 0)} = U(, 0) =

2
/4
by the given result. This gives c =

2
/4
and so
U(, t) =

e
(
1
4
+kt)
2
.
Using the given Fourier transform again we obtain
u(x, t) =

1
{e
(1+4kt)
2
/4
} =
1

1 + 4kt
e
x
2
/(1+4kt)
.
4. (a) We use U(, t) = ce
k
2
t
. The Fourier transform of the boundary condition is U(, 0) = F(). This gives
c = F() and so U(, t) = F()e
k
2
t
. By the convolution theorem and the given result, we obtain
u(x, t) =
1
{F() e
k
2
t
} =
1
2

kt
_

f()e
(x)
2
/4kt
d.
(b) Using the denition of f and the solution is part (a) we obtain
u(x, t) =
u
0
2

kt
_
1
1
e
(x)
2
/4kt
d.
If u =
x
2

kt
, then d = 2

kt du and the integral becomes

u(x, t) =
u
0

_
(x+1)/2

t
(x1)/2

kt
e
u
2
du.
Using the result in Problem 9, Exercises 15.1, we have
u(x, t) =
u
0
2
_
erf
_
x + 1
2

kt
_
erf
_
x 1
2

kt
__
.
725
-4
-2
0
2
4
x
2
4
6
t
0
20
40
uHx,tL
4
-2
0
2
x -4 -2 2 4
t
20
40
60
80
100
u
t=0.05
t=15
Exercises 15.4
5.
Since erf(0) = 0 and lim
x
erf(x) = 1, we have
lim
t
u(x, t) = 50[erf(0) erf(0)] = 0
and
lim
x
u(x, t) = 50[erf() erf()] = 50[1 1] = 0.
6. (a) Using the Fourier sine transform, the partial dierential equation becomes
dU
dt
+ k
2
U = ku
0
.
The general solution of this linear equation is
U(, t) = ce
k
2
t
+
u
0

.
But U(, 0) = 0 implies c = u
0
/ and so
U(, t) = u
0
1 e
k
2
t

and
u(x, t) =
2u
0

_

0
1 e
k
2
t

sinxd.
(b) The solution of part (a) can be written
u(x, t) =
2u
0

_

0
sinx

d
2u
0

_

0
sinx

e
k
2
t
d.
Using
_

0
sinx

d = /2 the last line becomes

u(x, t) = u
0

2u
0

_

0
sinx

e
k
2
t
d.
7. Using the Fourier sine transform we nd
U(, t) = ce
k
2
t
.
Now
S
{u(x, 0)} = U(, 0) =
_
1
0
sinxdx =
1 cos

.
726
Exercises 15.4
From this we nd c = (1 cos )/ and so
U(, t) =
1 cos

e
k
2
t
and
u(x, t) =
2

_

0
1 cos

e
k
2
t
sinxd.
8. Since the domain of x is (0, ) and the condition at x = 0 involves u/x we use the Fourier cosine transform:
k
2
U(, t) ku
x
(0, t) =
dU
dt
dU
dt
+ k
2
U(, t) = kA
U(, t) = ce
k
2
t
+
A

2
.
Since
{u(x, 0)} = U(, 0) = 0
we nd c = A/
2
, so that
U(, t) = A
1 e
k
2
t

2
.
Applying the inverse Fourier cosine transform we obtain
u(x, t) =
C
1
{U(, t)} =
2A

_

0
1 e
k
2
t

2
cos xd.
9. Using the Fourier cosine transform we nd
U(, t) = ce
k
2
t
.
Now
C
{u(x, 0)} =
_
1
0
cos xdx =
sin

= U(, 0).
From this we obtain c = (sin)/ and so
U(, t) =
sin

e
k
2
t
and
u(x, t) =
2

_

0
sin

e
k
2
t
cos xd.
10. Using the Fourier sine transform we nd
U(, t) = ce
k
2
t
+
1

.
Now
S
{u(x, 0)} =
S
_
e
x
_
=
_

0
e
x
sinxdx =

1 +
2
= U(, 0).
From this we obtain c = /(1 +
2
) 1/. Therefore
U(, t) =
_

1 +
2

1

_
e
k
2
t
+
1

=
1

e
k
2
t
(1 +
2
)
and
u(x, t) =
2

_

0
_
1

e
k
2
t
(1 +
2
)
_
sinxd.
727
Exercises 15.4
11. (a) Using the Fourier transform we obtain
U(, t) = c
1
cos at + c
2
sinat.
If we write
{u(x, 0)} = {f(x)} = F()
and
{u
t
(x, 0)} = {g(x)} = G()
we rst obtain
c
1
= F() from U(, 0) = F() and then c
2
= G()/a from
dU
dt

t=0
= G(). Thus
U(, t) = F() cos at +
G()
a
sinat
and
u(x, t) =
1
2
_

_
F() cos at +
G()
a
sinat
_
e
ix
d.
(b) If g(x) = 0 then c
2
= 0 and
u(x, t) =
1
2
_

F() cos ate

ix
d
=
1
2
_

F()
_
e
ati
+ e
ati
2
_
e
ix
d
=
1
2
_
1
2
_

F()e
i(xat)
d +
1
2
_

F()e
i(x+at)
d
_
=
1
2
[f(x at) + f(x + at)] .
12. Using the Fourier sine transform we obtain
U(, t) = c
1
cos at + c
2
sinat.
Now
S
{u(x, 0)} =
_
xe
x
_
=
_

0
xe
x
sinxdx =
2
(1 +
2
)
2
= U(, 0).
Also,
S
{u
t
(x, 0)} =
dU
dt

t=0
= 0.
This last condition gives c
2
= 0. Then U(, 0) = 2/(1 +
2
)
2
yields c
1
= 2/(1 +
2
)
2
. Therefore
U(, t) =
2
(1 +
2
)
2
cos at
and
u(x, t) =
4

_

0
cos at
(1 +
2
)
2
sinxd.
13. Using the Fourier cosine transform we obtain
U(x, ) = c
1
cosh x + c
2
sinhx.
728
Exercises 15.4
Now the Fourier cosine transforms of u(0, y) = e
y
and u(, y) = 0 are, respectively, U(0, ) = 1/(1 +
2
) and
U(, ) = 0. The rst of these conditions gives c
1
= 1/(1 +
2
). The second condition gives
c
2
=
cosh
(1 +
2
) sinh
.
Hence
U(x, ) =
cosh x
1 +
2

cosh sinhx
(1 +
2
) sinh
=
sinh cosh cosh sinhx
(1 +
2
) sinh
=
sinh( x)
(1 +
2
) sinh
and
u(x, t) =
2

_

0
sinh( x)
(1 +
2
) sinh
cos y d.
14. Since the boundary condition at y = 0 now involves u(x, 0) rather than u

(x, 0), we use the Fourier sine

transform. The transform of the partial dierential equation is then
d
2
U
dx
2

2
U + u(x, 0) = 0 or
d
2
U
dx
2

2
U = .
The solution of this dierential equation is
U(x, ) = c
1
cosh x + c
2
sinhx +
1

.
The transforms of the boundary conditions at x = 0 and x = in turn imply that c
1
= 1/ and
c
2
=
cosh
sinh

1
sinh
+

(1 +
2
) sinh
.
Hence
U(, x) =
1

cosh x

+
cosh
sinh
sinhx
sinhx
sinh
+
sinhx
(1 +
2
) sinh
=
1

sinh( x)
sinh

sinhx
(1 +
2
) sinh
.
Taking the inverse transform it follows that
u(x, y) =
2

_

0
_
1

sinh( x)
sinh

sinhx
(1 +
2
) sinh
_
siny d.
15. Using the Fourier cosine transform with respect to x gives
U(, y) = c
1
e
y
+ c
2
e
y
.
Since we expect u(x, y) to be bounded as y we dene c
2
= 0. Thus
U(, y) = c
1
e
y
.
Now
C
{u(x, 0)} =
_
1
0
50 cos xdx = 50
sin

and so
U(, y) = 50
sin

e
y
and
u(x, y) =
100

_

0
sin

e
y
cos xd.
729
Exercises 15.4
16. The boundary condition u(0, y) = 0 indicates that we now use the Fourier sine transform. We still have
U(, y) = c
1
e
y
, but
S
{u(x, 0)} =
_
1
0
50 sinxdx = 50(1 cos )/ = U(, 0).
This gives c
1
= 50(1 cos )/ and so
U(, y) = 50
1 cos

e
y
and
u(x, y) =
100

_

0
1 cos

e
y
sinxd.
17. We use the Fourier sine transform with respect to x to obtain
U(, y) = c
1
cosh y + c
2
sinhy.
The transforms of u(x, 0) = f(x) and u(x, 2) = 0 give, in turn, U(, 0) = F() and U(, 2) = 0. The rst
condition gives c
1
= F() and the second condition then yields
c
2
=
F() cosh2
sinh2
.
Hence
U(, y) = F() cosh y
F() cosh2sinhy
sinh2
= F()
sinh2cosh y cosh2sinhy
sinh2
= F()
sinh(2 y)
sinh2
and
u(x, y) =
2

_

0
F()
sinh(2 y)
sinh2
sinxd.
18. The domain of y and the boundary condition at y = 0 suggest that we use a Fourier cosine transform. The
transformed equation is
d
2
U
dx
2

2
U u
y
(x, 0) = 0 or
d
2
U
dx
2

2
U = 0.
Because the domain of the variable x is a nite interval we choose to write the general solution of the latter
equation as
U(x, ) = c
1
cosh x + c
2
sinhx.
Now U(0, ) = F(), where F() is the Fourier cosine transform of f(y), and U

(, ) = 0 imply c
1
= F()
and c
2
= F() sinh/ cosh . Thus
U(x, ) = F() cosh x F()
sinh
cosh
sinhx = F()
cosh ( x)
cosh
.
Using the inverse transform we nd that a solution to the problem is
u(x, y) =
2

_

0
F()
cosh ( x)
cosh
cos y d.
730
Exercises 15.4
19. We solve two boundary-value problems:
Using the Fourier sine transform with respect to y gives
u
1
(x, y) =
2

_

0
e
x
1 +
2
siny d.
The Fourier sine transform with respect to x yields the solution to the second problem:
u
2
(x, y) =
2

_

0
e
y
1 +
2
sinxd.
We dene the solution of the original problem to be
u(x, y) = u
1
(x, y) + u
2
(x, y) =
2

_

0

1 +
2
_
e
x
siny + e
y
sinx

d.
20. We solve the three boundary-value problems:
Using separation of variables we nd the solution of the rst problem is
u
1
(x, y) =

n=1
A
n
e
ny
sinnx where A
n
=
2

_

0
f(x) sinnxdx.
Using the Fourier sine transform with respect to y gives the solution of the second problem:
u
2
(x, y) =
200

_

0
(1 cos ) sinh( x)
sinh
siny d.
Also, the Fourier sine transform with respect to y gives the solution of the third problem:
u
3
(x, y) =
2

_

0
sinhx
(1 +
2
) sinh
siny d.
The solution of the original problem is
u(x, y) = u
1
(x, y) + u
2
(x, y) + u
3
(x, y).
21. Using the Fourier transform with respect to x gives
U(, y) = c
1
cosh y + c
2
sinhy.
The transform of the boundary condition
u
y

y=0
= 0 is
dU
dy

y=0
= 0. This condition gives c
2
= 0. Hence
U(, y) = c
1
cosh y.
Now by the given information the transform of the boundary condition u(x, 1) = e
x
2
is
731
Exercises 15.4
U(, 1) =

2
/4
. This condition then gives c
1
=

2
/4
cosh . Therefore
U(, y) =

2
/4
cosh y
cosh
and
U(x, y) =
1
2

2
/4
cosh y
cosh
e
ix
d
=
1
2

2
/4
cosh y
cosh
cos xd
=
1

_

0
e

2
/4
cosh y
cosh
cos xd.
22. Entries 42 and 43 of the table in Appendix III imply
_

0
e
st
sinat
t
dt = arctan
a
s
and
_

0
e
st
sinat cos bt
t
dt =
1
2
arctan
a + b
s
+
1
2
arctan
a b
s
.
Identifying = t, x = a, and y = s, the solution of Problem 16 is
u(x, y) =
100

_

0
1 cos

e
y
sinxd
=
100

__

0
sinx

e
y
d
_

0
sinxcos

e
y
d
_
=
100

_
arctan
x
y

1
2
arctan
x + 1
y

1
2
arctan
x 1
y
_
.
Exercises 15.5
1. We show that
1
4
F
4
F
4
= I:
1
4
F
4
F
4
=
1
4
_
_
_
_
_
1 1 1 1
1 i 1 i
1 1 1 1
1 i 1 i
_
_
_
_
_
_
_
_
_
_
1 1 1 1
1 i 1 i
1 1 1 1
1 i 1 i
_
_
_
_
_
=
1
4
_
_
_
_
_
4 0 0 0
0 4 0 0
0 0 4 0
0 0 0 4
_
_
_
_
_
= I.
Thus F
1
4
=
1
4
F
4
.
2. We have
_

f(x)

(x a)dx =
1
2
_
a+
a
f(x)dx =
1
2
f(c)(2) = f(c)
by the mean value theorem for integrals.
3. By the sifting property,
{(x)} =
_

(x)e
ix
dx = e
i0
= 1.
732
Exercises 15.5
4. We already know that f = f. Then, by the sifting property,
(f )(x) =
_

f()(x )d =
_

f()( x)d = f(x).

5. Using integration by parts with u = f(x) and dv =

(x a) we nd
_

f(x)

(x a)dx =
_

(x)(x a)dx = f

(a)
by the sifting property.
6. Using a CAS we nd
{g(x)} =
1
2
[sign(A) + sign(A + )]
where sign(t) = 1 if t > 0 and signt = 1 if t < 0. Thus
{g(x)} =
_
1, A < < A
0, elsewhere.
7. Using

8
=

2
2
+ i

2
2

2
8
= i

3
8
=

2
2
+ i

2
2

4
8
= 1

5
8
=

2
2
i

2
2

6
8
= i

7
8
=

2
2
i

2
2

8
8
= 1
we have
F8 =
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
1 1 1 1 1 1 1 1
1

2
2
+ i

2
2
i

2
2
+ i

2
2
1

2
2
i

2
2
i

2
2
i

2
2
1 i 1 i 1 i 1 i
1

2
2
+ i

2
2
i

2
2
+ i

2
2
1

2
2
i

2
2
i

2
2
i

2
2
1 1 1 1 1 1 1 1
1

2
2
i

2
2
i

2
2
i

2
2
1

2
2
+ i

2
2
i

2
2
+ i

2
2
1 i 1 i 1 i 1 i
1

2
2
i

2
2
i

2
2
i

2
2
1

2
2
+ i

2
2
i

2
2
+ i

2
2
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
.
In factored form
F8 =
_
I
4
D
4
I
4
D
4
__
F
4
0
0 F
4
_
P,
where I
4
is the 4 4 identity matrix.
D
4
=
_
_
_
_
_
1 0 0 0
0

2/2 + i

2/2 0 0
0 0 i 0
0 0 0

2/2 + i

2/2
_
_
_
_
_
,
and P is the 8 8 matrix with 1 in positions (1, 1), (2, 3), (3, 5), (4, 7), (5, 2), (6, 4), (7, 6), and (8, 8).
733
-1 -0.5 0.5 1
x
-1
-0.5
0.5
1
y
-2 -1 1 2
0.2
0.4
0.6
0.8
Exercises 15.5
8. The 8th roots of unity,
1
8
,
2
8
, . . .,
8
8
are shown in the solution
of Problem 7 above. The points in the complex plane are equally
spaced on the perimeter of the unit circle.
9. The Fourier transform of g(x) = (sin2x)/x is
G() =
_
1, 2 < < 2
0, elsewhere.
This implies that (f g)(x) =
1
{F()G()} is band-limited.
The graph of F()G(), which is identical to the graph of (f g), is shown.
10. For N = 6,
F
6
=
_
_
_
_
_
_
_
_
_
_
_
1 1 1 1 1 1
1 1/2 +

3i/2 1/2 +

3i/2 1 1/2

3i/2 1/2

3i/2
1 1/2 +

3i/2 1/2

3i/2 1 1/2 +

3i/2 1/2

3i/2
1 1 1 1 1 1
1 1/2

3i/2 1/2 +

3i/2 1 1/2

3i/2 1/2 +

3i/2
1 1/2

3i/2 1/2

3i/2 1 1/2 +

3i/2 1/2 +

3i/2
_
_
_
_
_
_
_
_
_
_
_
.
If, for example, f = (2, 0, 1, 6, 2, 3), then
c =
1
6
F
6
f =
_
_
_
_
_
_
_
_
_
_
7/3
2/3 +

3i/3
5/6

3i/6
2/3
5/6

3i/6
2/3 i/

3
_
_
_
_
_
_
_
_
_
_
.
Chapter 5 Review Exercises
1. The partial dierential equation and the boundary conditions indicate that the Fourier cosine transform is
appropriate for the problem. We nd in this case
u(x, y) =
2

_

0
sinhy
(1 +
2
) cosh
cos xd.
2. We use the Laplace transform and undetermined coecients to obtain
U(x, s) = c
1
cosh

s x + c
2
sinh

s x +
50
s + 4
2
sin2x.
The transformed boundary conditions U(0, s) = 0 and U(1, s) = 0 give, in turn, c
1
= 0 and c
2
= 0. Hence
U(x, s) =
50
s + 4
2
sin2x
734
Chapter 5 Review Exercises
and
u(x, t) = 50 sin2x
_
1
s + 4
2
_
= 50e
4
2
t
sin2x.
3. The Laplace transform gives
U(x, s) = c
1
e

s+hx
+ c
2
e

s+hx
+
u
0
s + h
.
The condition lim
x
u/x = 0 implies lim
x
dU/dx = 0 and so we dene c
2
= 0. Thus
U(x, s) = c
1
e

s+hx
+
u
0
s + h
.
The condition U(0, s) = 0 then gives c
1
= u
0
/(s + h) and so
U(x, s) =
u
0
s + h
u
0
e

s+hx
s + h
.
With the help of the rst translation theorem we then obtain
u(x, t) = u
0
_
1
s + h
_
u
0
_
e

s+hx
s + h
_
= u
0
e
ht
u
0
e
ht
erfc
_
x
2

t
_
= u
0
e
ht
_
1 erfc
_
x
2

t
__
= u
0
e
ht
erf
_
x
2

t
_
.
4. Using the Fourier transform and the result
_
e
|x|
_
= 1/(1 +
2
) we nd
u(x, t) =
1
2
_

1 e

2
t

2
(1 +
2
)
e
ix
d
=
1
2
_

1 e

2
t

2
(1 +
2
)
cos xd
=
1

_

0
1 e

2
t

2
(1 +
2
)
cos xd.
5. The Laplace transform gives
U(x, s) = c
1
e

s x
+ c
2
e

s x
.
The condition lim
x
u(x, t) = 0 implies lim
x
U(x, s) = 0 and so we dene c
2
= 0. Thus
U(x, s) = c
1
e

s x
.
The transform of the remaining boundary condition is U(0, s) = 1/s
2
. This gives c
1
= 1/s
2
. Hence
U(x, s) =
e

s x
s
2
and u(x, t) =
_
1
s
e

s x
s
_
.
Using
_
1
s
_
= 1 and
_
e

s x
s
_
= erfc
_
x
2

t
_
,
it follows from the convolution theorem that
u(x, t) =
_
t
0
erfc
_
x
2

_
d.
6. The Laplace transform and undetermined coecients gives
U(x, s) = c
1
cosh sx + c
2
sinhsx +
s 1
s
2
+
2
sinx.
735
Chapter 5 Review Exercises
The conditions U(0, s) = 0 and U(1, s) = 0 give, in turn, c
1
= 0 and c
2
= 0. Thus
U(x, s) =
s 1
s
2
+
2
sinx
and
u(x, t) = sinx
_
s
s
2
+
2
_

sinx
_

s
2
+
2
_
= (sinx) cos t
1

(sinx) sint.
7. The Fourier transform gives the solution
u(x, t) =
u
0
2
_

_
e
i
1
i
_
e
ix
e
k
2
t
d
=
u
0
2
_

e
i(x)
e
ix
i
e
k
2
t
d
=
u
0
2
_

cos ( x) + i sin( x) cos x + i sinx

i
e
k
2
t
d.
Since the imaginary part of the integrand of the last integral is an odd function of , we obtain
u(x, t) =
u
0
2
_

sin( x) + sinx

e
k
2
t
d.
8. Using the Fourier cosine transform we obtain
U(x, ) = c
1
cosh x + c
2
sinhx.
The condition U(0, ) = 0 gives c
1
= 0. Thus
U(x, ) = c
2
sinhx.
Now
C
{u(, y)} =
_
2
1
cos y dy =
sin2 sin

= U(, ).
This last condition gives c
2
= (sin2 sin)/sinh. Hence
U(x, ) =
sin2 sin
sinh
sinhx
and
u(x, y) =
2

_

0
sin2 sin
sinh
sinhxcos y d.
9. We solve the two problems

2
u
1
x
2
+

2
u
1
y
2
= 0, x > 0, y > 0,
u
1
(0, y) = 0, y > 0,
u
1
(x, 0) =
_
100, 0 < x < 1
0, x > 1
and

2
u
2
x
2
+

2
u
2
y
2
= 0, x > 0, y > 0,
u
2
(0, y) =
_
50, 0 < y < 1
0, y > 1
u
2
(x, 0) = 0.
736
Chapter 5 Review Exercises
Using the Fourier sine transform with respect to x we nd
u
1
(x, y) =
200

_

0
_
1 cos

_
e
y
sinxd.
Using the Fourier sine transform with respect to y we nd
u
2
(x, y) =
100

_

0
_
1 cos

_
e
x
siny d.
The solution of the problem is then
u(x, y) = u
1
(x, y) + u
2
(x, y).
10. The Laplace transform gives
U(x, s) = c
1
cosh

s x + c
2
sinh

s x +
r
s
2
.
The condition
u
x

x=0
= 0 transforms into
dU
dx

x=0
= 0. This gives c
2
= 0. The remaining condition u(1, t) = 0
transforms into U(1, s) = 0. This condition then implies c
1
= r/s
2
cosh

s . Hence
U(x, s) =
r
s
2
r
cosh

s x
s
2
cosh

s
.
Using geometric series and the convolution theorem we obtain
u(x, t) = r
_
1
s
2
_
r
_
cosh

s x
s
2
cosh

s
_
= rt r

n=0
(1)
n
__
t
0
erfc
_
2n + 1 x
2

_
d +
_
t
0
erfc
_
2n + 1 + x
2

_
d
_
.
11. The Fourier sine transform with respect to x and undetermined coecients give
U(, y) = c
1
cosh y + c
2
sinhy +
A

.
The transforms of the boundary conditions are
dU
dy

y=0
= 0 and
dU
dy

y=
=
B
1 +
2
.
The rst of these conditions gives c
2
= 0 and so
U(, y) = c
1
cosh y +
A

.
The second transformed boundary condition yields c
1
= B/(1 +
2
) sinh. Therefore
U(, y) =
B cosh y
(1 +
2
) sinh
+
A

and
u(x, y) =
2

_

0
_
B cosh y
(1 +
2
) sinh
+
A

_
sinxd.
12. Using the Laplace transform gives
U(x, s) = c
1
cosh

s x + c
2
sinh

s x.
737
Chapter 5 Review Exercises
The condition u(0, t) = u
0
transforms into U(0, s) = u
0
/s. This gives c
1
= u
0
/s. The condition u(1, t) = u
0
transforms into U(1, s) = u
0
/s. This implies that c
2
= u
0
(1 cosh

s )/s sinh

s . Hence
U(x, s) =
u
0
s
cosh

s x + u
0
_
1 cosh

s
s sinh

s
_
sinh

s x
= u
0
_
sinh

s cosh

s x coshsinh

s sinh

s x + sinh

s x
s sinh

s
_
= u
0
_
sinh

s (1 x) + sinh

s x
s sinh

s
_
= u
0
_
sinh

s (1 x)
s sinh

s
+
sinh

s x
s sinh

s
_
and
u(x, t) = u
0
_ _
sinh

s (1 x)
s sinh

s
_
+
_
sinh

s x
s sinh

s
__
= u
0

n=0
_
erf
_
2n + 2 x
2

t
_
erf
_
2n + x
2

t
__
+ u
0

n=0
_
erf
_
2n + 1 + x
2

t
_
erf
_
2n + 1 x
2

t
__
.
13. Using the Fourier transform gives
U(, t) = c
1
e
k
2
t
.
Now
u(, 0) =
_

0
e
x
e
ix
dx =
e
(i1)x
i 1

0
= 0
1
i 1
=
1
1 i
= c
1
so
U(, t) =
1 + i
1 +
2
e
k
2
t
and
u(x, t) =
1
2
_

1 + i
1 +
2
e
k
2
t
e
ix
d.
Since
1 + i
1 +
2
(cos x i sinx) =
cos x + sinx
1 +
2
+
i(cos x sinx)
1 +
2
and the integral of the product of the second term with e
k
2
t
is 0 (it is an odd function), we have
u(x, t) =
1
2
_

cos x + sinx
1 +
2
e
k
2
t
d.
738