MATH 4220 (2012-13) Partial dierential equations CUHK

Suggested Answer to Assignment 3

Suggested Answer to Exercise 3.1
1. Solve u
t
= ku
xx
; u(x, 0) = e
x
; u(0, t) = 0 on the half-line 0 < x < .
Answer: By the method of odd extension or formula (6), we have
u(x, t) =
1

4kt

0
[e

(xy)
2
4kt
e

(x+y)
2
4kt
]e
y
dy
=
1

4kt

0
[e

(y+2ktx)
2
4kt
+ktx
e

(y+2kt+x)
2
4kt
+kt+x
] dy
=
1

e
ktx

2ktx

4kt
e
p
2
dp
1

e
kt+x

2kt+x

4kt
e
q
2
dq
=
1
2
e
ktx
[1 Erf(
2kt x

4kt
)]
1
2
e
kt+x
[1 Erf(
2kt + x

4kt
)],
where Erf(x) is dened by
Erf(x) =
2

x
0
e
p
2
dp.
2. Solve u
t
= ku
xx
; u(x, 0) = 0; u(0, t) = 1 on the half-line 0 < x < .
Answer: Let v(x, t) = u(x, t) 1. Then v(x, t) will satisfy
v
t
= kv
xx
, v(x, 0) = 1, v(0, t) = 0.
Hence
v(x, t) =
1

4kt

0
[e

(xy)
2
4kt
e

(x+y)
2
4kt
] dy
= Erf(
x

4kt
).
Therefore,
u(x, t) = v(x, t) + 1 = 1 Erf(
x

4kt
).
3. Derive the solution formula for the half-line Neumann problem w
t
kw
xx
= 0 for
0 < x < , 0 < t < ; w
x
(0, t) = 0; w(x, 0) = (x).
Answer: By the method of even reection, we can translate the original problem for the
half-line to the problem for the whole line and then using the formula for the latter to obtain
w(x, t) =
1

4kt

+
0
[e
(xy)
2
/4kt
+ e
(x+y)
2
/4kt
](y)dy.
For the details, please see your textbook.
4. Consider the following problem with a Robin boundary condition:
DE : u
t
= ku
xx
on the half line 0 < x < and 0 < t <
IC : u(x, 0) = x for t = 0 and 0 < x < (1)
BC : u
x
(0, t) 2u(0, t) = 0 for x = 0.
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MATH 4220 (2012-13) Partial dierential equations CUHK
The purpose of this exercise is to verify the solution formula for (1). Let f(x) = x for x > 0,
let f(x) = x + 1 for x < 0, and let
v(x, t) =
1

4kt

e
(xy)
2
/4kt
f(y) dy.
(a) What PDE and initial condition does v(x, t) satisfy for < x < ?
(b) Let w = v
x
2v. What PDE and initial condition does w(x, t) satisfy for < x < ?
(c) Show that f

(x) 2f(x) is an odd function for x = 0.

(d) Use Exercise 2.4.11 to show that w is an odd function of x.
(e) Deduce that v(x, t) satises (1) for x > 0. Assuming uniqueness, deduce that the solution
of (1) is given by
u(x, t) =
1

4kt

e
(xy)
2
/4kt
f(y) dy.
Answer: (a) With the rule for dierentiation under an integral sign and the property of
source function, v(x, t) satises
v
t
= kv
xx
, v(x, 0) = f(x).
(b) By (a), w(x, t) satises
w
t
= kw
xx
, w(x, 0) = f

(x) 2f(x).
(c) By the denition of f,
f

(x) 2f(x) =

1 2x, x > 0;
1 2x, x < 0.
And
f

(x) 2f(x) =

1 + 2x, x > 0;
1 + 2x, x < 0.
= [f

(x) 2f(x)].
Hence f

(x) 2f(x) is an odd function.

(d) Since w(x, 0) is an odd function, using the conclusion in Exercise 2.4.11, w is an odd
function of x.
(e) By (a), v(x, t satises DE and IC. By (d), v(x, t satises BC. Thus we have proved that
v(x, t) satises (1) for x > 0. Hence using the assumption for uniqueness, the solution of (1) is
given by
u(x, t) =
1

4kt

e
(xy)
2
/4kt
f(y) dy,
where
f(y) =

y, y > 0;
y + 1, y < 0.

2
MATH 4220 (2012-13) Partial dierential equations CUHK
Suggested Answer to Exercise 3.2
1. Solve the Neumann problem for the wave equation on the half-line 0 < x < .
Answer: By the method of even extension, we have
v(x, t) =
1
2
[
even
(x + ct) +
even
(x ct)] +
1
2c

x+ct
xct

even
(y) dy
=

1
2
[(x + ct) + (x ct)] +
1
2c

x+ct
xct
(y)dy, for x ct 0;
1
2
[(x + ct) + (x + ct)] +
1
2c
[

x+ct
0
(y)dy +

x+ct
0
(y)dy], for 0 < x < ct.
It is similar for t < 0.
2. The longitudinal vibrations of a semi-innite exible rod satisfy the wave equation
u
tt
= c
2
u
xx
for x > 0. Assume that the end x = 0 is free (u
x
= 0); it is initially at rest but
has a constant initial velocity V for a < x < 2a and has zero initial velocity elsewhere. Plot u
versus x at the times t = 0, a/c, 3a/2c, 2a/c, and 3a/c.
Answer: We can do this problem by even extension, then we obtain the solution to this
problem u(x, t) =
1
2c

x+ct
xct

ext
(s)ds, where
ext
(s) = V for a < s < 2a, 2a < s < a, and
zero other places. Substitute t = 0, a/c, 3a/2c, 2a/c, 3a/c into this formula and we omit it.
3. A wave f(x + ct) travels along a semi-innite string (0 < x < ) for t < 0. Find the
vibrations u(x, t) of the string for t > 0 if the end x = 0 is xed.
Answer: If the string is xed at the end x = 0, then we have the homogeneous Dirichlet
condition u(0, t) = 0. Therefore the vibrations u(x, t) of the string for t > 0 is given the odd
reection formula with initial date f(x) and cf

(x). For details see the formulas (1)-(3) in

section 3.2 of the book.
5. Solve u
tt
= 4u
xx
for 0 < x < , u(0, t) = 0, u(x, 0) 1, u
t
(x, 0) 0 using the reection
method. This solution has a singularity; nd its location.
Answer: Using the odd reection method or formulas (2) and (3), we have
u(x, t) =

1, x > 2|t|;
0, x < 2|t|.
Hence the singularity is on the lines x = 2|t|.
6. Solve u
tt
= c
2
u
xx
in 0 < x < , u(x, 0) = 0, u
t
(x, 0) = V,
u
t
(0, t) + au
x
(0, t) = 0,
where V, a, and c are positive constants and a > c.
Answer: : Consider the function w(x, t) dened on the whole line by
w(x, t) =

u
t
(x, t) + au
x
(x, t), x > 0;
0, x = 0;
u
t
(x, t) au
x
(x, t), x < 0.
Since w(x, t) is a linear combination of derivatives of u(x, t), it also satises the wave equation.
Next, we nd the initial conditions that w(x, t) satises.
w(x, 0) =

u
t
(x, 0) + au
x
(x, 0), x > 0;
0, x = 0;
u
t
(x, 0) au
x
(x, 0), x < 0.
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MATH 4220 (2012-13) Partial dierential equations CUHK
Therefore,
w(x, 0) =

V, x > 0;
0, x = 0;
V, x < 0.
We also have,
w
t
(x, 0) =u
tt
(x, t) |
t=0
+au
xt
(x, t) |
t=0
=c
2
u
xx
(x, 0) + a
x
(u
t
(x, 0))
=c
2

2
x
(0) + a
x
(V )
=0
Then we have the following wave equation on the whole line
w
tt
= c
2
w
xx
,
w(x, 0) = (x) =

V, x > 0;
0, x = 0;
V, x < 0.
w
t
(x, 0) = 0.
Then
w(x, t) =
1
2
[(x + ct) + (x ct)] =

V, x > ct,
0, x < ct.
Then for x > ct, we have
u
t
(x, t) + u
x
(x, t) = V.
The homogeneous solution to this is u(x, t) = f(atx), and a particular solution is u(x, t) = V t.
Then using the initial condition 0 = u
t
(x, 0) +u
x
(x, 0) = f(x), we obtain the only solution is
V t.
When 0 < x < ct. we have
u
t
(x, t) + au
x
(x, t) = 0.
Then u(x, t) = h(at x). We know this must satisfy the wave equation.
u
tt
(x, t) = c
2
u
xx
(x, t),
a
2
h

(at x) = c
2
h

(at x),
(a
2
c
2
)h

(at x) = 0.
Then we get h(at x) = K(at x), where K is a constant to be solved. To solve for K, we
ensure that u continuous at x = ct. Then
V t =u(ct, t) = K(at ct)
K =
V
a c
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MATH 4220 (2012-13) Partial dierential equations CUHK
Then we have for a nal solution to the initial problem
u(x, t) =

V t, x > ct;
atx
ac
V, 0 < x < ct.
Suggested Answer to Exercise 3.3
1. Solve the inhomogeneous diusion equation on the half-line with Dirichlet boundary
condition:
u
t
ku
xx
= f(x, t) (0 < x < , 0 < t < )
u(0, t) = 0, u(x, 0) = (x)
using the method of reection.
Answer: Using the method of reection and the formula (2) in Section 3.3, we have
u(x, t) =

S(x y, t)
odd
(y)dy +

t
0

S(x y, t s)f
odd
(y, s)dyds
=

0
[S(x y, t) S(x + y, t)](y)dy
+

t
0

0
[S(x y, t s) S(x + y, t s)]f(y, s)dyds,
where f
odd
(y, s) is the odd extension of f(y, s) in the variable y, and
S(x, t) =
1
2

kt
e

x
2
4kt
, t > 0.
2. Solve the completely inhomogeneous diusion problem on the half-line
v
t
kv
xx
= 0 for 0 < x < , 0 < t < ,
v(0, t) = h(t), w(x, 0) = (x)
by carrying out the subtraction method begun in the text.
Answer:Let V (x, t) = v(x, t) h(t). Then W(x, t) will satisfy
V
t
kV
xx
= f(x, t) h

(t) for 0 < x < , 0 < t < ,

V (0, t) = 0, V (x, 0) = (x) h(0).
Using the method of reection and formula (2) in Section 3.3, we have
V (x, t) =

S(x y, t)
odd
(y)dy +

t
0

S(x y, t s)f
odd
(y, s)dyds
=

0
[S(x y, t) S(x + y, t)][(y) h(0)]dy
+

t
0

0
[S(x y, t s) S(x + y, t s)][f(y, t) h

(t)]dyds,
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MATH 4220 (2012-13) Partial dierential equations CUHK
and thus v(x, t) = V (x, t) +x(t), where f
odd
(y, s) is the odd extension of f(y, s) in the variable
y, and
S(x, t) =
1
2

kt
e

x
2
4kt
, t > 0.
3. Solve the inhomogeneous Neumann diusion problem on the half-line
w
t
kw
xx
= 0 for 0 < x < , 0 < t < ,
w
x
(0, t) = h(t), w(x, 0) = (x)
by the subtraction method indicated in the text.
Answer: Let W(x, t) = w(x, t) xh(t). Then W(x, t) will satisfy
W
t
kW
xx
= xh

(t) for 0 < x < , 0 < t < ,

W
x
(0, t) = 0, w(x, 0) = (x) xh(0).
Using the method of reection and the formula (2) in Section 3.3, we have
W(x, t) =

S(x y, t)
even
(y)dy +

t
0

S(x y, t s)f
even
(y, s)dyds
=

0
[S(x y, t) + S(x + y, t)][(y) yh(0)]dy
+

t
0

0
[S(x y, t s) + S(x + y, t s)][yh

(s)]dyds,
and thus w(x, t) = W(x, t) + xh(t), where f
even
(y, s) is the even extension of f(y, s) in the
variable y, and
S(x, t) =
1
2

kt
e

x
2
4kt
, t > 0.
Suggested Answer to Exercise 3.4
1. Solve u
tt
= c
2
u
xx
+ xt, u(x, 0) = 0, u
t
(x, 0) = 0.
Answer: By the Theorem 1 in Section 3.4, we have
u(x, t) =
1
2c

ysdyds
=
1
2c

t
0

x+c(ts)
xc(ts)
ysdyds
=
xt
3
6
.
2. Solve u
tt
= c
2
u
xx
+ e
ax
, u(x, 0) = 0, u
t
(x, 0) = 0.
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MATH 4220 (2012-13) Partial dierential equations CUHK
Answer: By the Theorem 1 in Section 3.4, we have
u(x, t) =
1
2c

e
ay
dyds
=
1
2c

t
0

x+c(ts)
xc(ts)
e
ay
dyds
=

e
ax
a
2
c
2
(
e
act
+e
act
2
1), for a = 0;
1
2
t
2
, for a = 0.

3. Solve u
tt
= c
2
u
xx
+ cos x, u(x, 0) = sin x, u
t
(x, 0) = 1 + x.
Answer: By the Theorem 1 in Section 3.4, we have
u(x, t) = 1/2[sin(x + ct) + sin(x ct)] +
1
2c

x+ct
xct
(1 + s)ds +
1
2c

cos ydyds
= sin x cos(ct) + (x + 1)t +
1
c
2
cos x[1 cos(ct)].
4. Show that the solution of the inhomogeneous wave equation
u
tt
= c
2
u
xx
+ f, u(x, 0) = (x), u
t
(x, 0) = (x),
is the sum of three terms, one each for f, , and .
Answer: Let u
1
be the solution of the wave equation
u
tt
= c
2
u
xx
+ f, u(x, 0) = 0, u
t
(x, 0) = 0,
u
2
be the solution of the wave equation
u
tt
= c
2
u
xx
, u(x, 0) = (x), u
t
(x, 0) = 0,
and u
3
be the solution of the wave equation
u
tt
= c
2
u
xx
, u(x, 0) = 0, u
t
(x, 0) = (x).
Then u = u
1
+u
2
+u
3
is the unique solution for the original problem since the equation and
conditions are linear and the uniqueness of the wave equation. Note that u
1
, u
2
, u
3
are terms
each for f, , and . Hence the solution of the original problem can be written in the sum of
three terms, one each for f, , and .
5. Let f(x, t) be any function and let u(x, t) = (1/2c)

f, where is the triangle of

dependence. Verify directly by dierentiation that
u
tt
= c
2
u
xx
+ f and u(x, 0) u
t
(x, 0) 0.
Answer: We write u(x, t) =
1
2c

t
0

x+ctcs
xct+cs
f(y, s)dyds. Then, we have
u
x
=
1
2c

t
0
[f(x +ct cs) f(x ct +cs)]ds, u
xx
=
2
2c

t
0
[f

(x +ct cs) f

(x ct +cs)]ds,
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MATH 4220 (2012-13) Partial dierential equations CUHK
and
u
t
=
1
2

t
0
[f(x+ctcs)+f(xct+cs)]ds, u
tt
= f(x)+
c
2

t
0
[f

(x+ctcs)f

(xct+cs)]ds,
therefore, we have
u
tt
= c
2
u
xx
+ f.
Hence we nish the proof.
8. Show that the source operator for the wave equation solves the problem
L
tt
c
2
L
xx
= 0, L(0) = 0, L
t
(0) = I,
where I is the identity operator
Answer: For arbitrary c
2
-continuous function , L =
1
2c

x+ct
xct
(y)dy. We have
[L]
tt
=
c
2
[

(x + ct)

(x ct)] = c
2
[L]
xx
.
On the other hand,
[L(0)] =
1
2c

x
x
(y)dy = 0, [L
t
(0)] =
1
2
[(x) + (x)] = (x).
Therefore, we conclude that
L
tt
c
2
L
xx
= 0, L(0) = 0, L
t
(0) = I.
9. Let u(t) =

t
0
L(ts)f(s)ds. Using only Exercise 8, show that u solves the inhomogeneous
wave equation with zero initial data.
Answer: According to the denition of u(x, t), we have
u
t
= L(0)f(t) +

t
0
L
t
(t s)f(s)ds, u
tt
= L
t
(0)f(t) +

t
0
L
tt
(t s)f(s)ds,
u
xx
=

t
0
L
xx
(t s)f(s)ds.
Therefore
u
tt
c
2
u
xx
= L
t
(0)f(t) +

t
0
[L
tt
(t s) c
2
L
xx
(t s)]f(s)ds = f(x, t).
12. Derive the solution of the fully inhomogeneous wave equation on the half-line
v
tt
c
2
v
xx
= f(x, t) in 0 < x <
v(x, 0) = (x), v
t
(x, 0) = (x)
v(0, t) = h(t),
by means of the method using Greens theorem.
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MATH 4220 (2012-13) Partial dierential equations CUHK
Answer:
u(x, t) =

1
2
[(x + ct) + (x ct)] +
1
2c

x+ct
xct
+
1
2c

f, if x > ct > 0,
1
2
[(x + ct) (ct x)] +
1
2c

x+ct
ctx
+ h(t
x
c
) +
1
2c

f, if 0 < x < ct.

Please see the details on the Page 76 in the textbook.
13. Solve u
tt
= c
2
u
xx
for 0 < x < , u(0, t) = t
2
, u(x, 0) = x, u
t
(x, 0) = 0.
Answer: By the formula in the answer of Excrcise 3.12 (the above one) with f 0, (x) =
x, 0, h(t) = t
2
, for x ct, we have
u(x, t) =
1
2
[(x + ct) + (x ct)] +
1
2c

x+ct
xct
(y)dy +
1
2c

D
f
=
1
2
[(x + ct) + (x ct)]
= x.
For x < ct, we have
u(x, t) =
1
2
[(x + ct) (x + ct)] + h(t
x
c
)
=
1
2
[(x + ct) + (x ct)] + (t
x
c
)
2
= x + (t
x
c
)
2
.
Hint of another proof: Let v(x, t) = u(x, t) t
2
and use the method of reection.
14. Solve the homogeneous wave equation on the half-line (0, ) with zero initial data and
with the Neumann boundary condition u
x
(0, t) = k(t). Use any method you wish.
Answer: Introduce the function v = u xk(t). Then we see that, v suces the following
equation
v
tt
c
2
v
xx
= xk

(t),
v(x, 0) = xk(0), v
t
(x, 0) = xk

(0).
with v
x
(0, t) = 0. Then, we do an even extension of this problem. By the formula, we get the
solution of v
v(x, t) =
1
2
[
even
(x + ct) +
even
(x ct)] +
1
2c

x+ct
xct

even
+
1
2c

f
even
,
where
even
,
even
, f
even
can be written by the equation of v. Then we get the solution u =
v + xk(t). We get the exact solution to this problem
u 0 for x ct; u = c

tx/c
0
k(s)ds for x ct.
Suggested Answer to Exercise 3.5
9
MATH 4220 (2012-13) Partial dierential equations CUHK
1. Prove that if is any piecewise continuous function, then
1

0
e
p
2
/4
(x +

ktp) dp
1
2
(x) as t 0.
Answer: Since
1

0
e
p
2
/4
dp = 1/2,
we obtain
|
1

0
e
p
2
/4
(x +

ktp)dp
1
2
(x+)|

0
e
p
2
/4
|(x +

ktp) (x+)|dp
=
1

p
0
e
p
2
/4
|(x +

ktp) (x+)|dp
+
1

p
0
0
e
p
2
/4
|(x +

ktp) (x+)|dp.
Let > 0. The rst part is
1

p
0
e
p
2
/4
|(x +

ktp) (x+)|dp

4
2 max ||

p
0
e
p
2
/4
dp <

2
by choosing p
0
suciently large, since the integral

0
e
p
2
/4
dp converges.
Fix p
0
, let > 0 be so small that
|(x +

ktp) (x+)| <

for all p p
0
, t < . Then the second part is
1

p
0
0
e
p
2
/4
|(x +

ktp) (x+)|dp
(
1

0
e
p
2
/4
dp) =

2
.
Hence
1

0
e
p
2
/4
(x +

ktp)dp
1
2
(x+) as t 0.
Similarly we can prove that
1

0
e
p
2
/4
(x +

ktp)dp
1
2
(x) as t 0.
2. Use Exercise 1 to prove Theorem 2.
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MATH 4220 (2012-13) Partial dierential equations CUHK
Answer: The proof of the innitely dierentiable is the same as before. So we only need
to prove that
lim
t0
u(x, t) =
1
2
[(x+) + (x)].
By the result of Exercise 1, we have
u(x, t) =
1

e
p
2
/4
(x p

kt)dp
=
1

0
e
p
2
/4
(x p

kt)dp +
1

e
p
2
/4
(x p

kt)dp
=
1

0
e
p
2
/4
(x + p

kt)dp +
1

0
e
p
2
/4
(x + p

kt)dp

1
2
[(x) + (x+)] as t 0.
11