A

Solutions of Exercises

Chapter 1

1.1 In equation 1.1.15 there will be an extra term -pdxr~~ which ex-
presses the resistance as proportional to the string velocity. Hence after
reduction the term -r~~ remains.
1.2 For a transverse elastic force, the force is now proportional to the
displacement u and the extra term in 1.1.15 is pds ku which then
reduces to the final extra term -ku.
1.3 For a general external force f(x, t) apply the extra term as in the
previous exercises.
1.4 See 1.1.10 in the text.
1.5 When a fluid passes over a surface the force is tangential to the surface
and proportional to the normal velocity gradient. Hence for the tip of
a string in a viscous fluid the balance yields
au au
an + b at = o.
1.6 Eliminate i by the following lines:

Vx + Ri + Lit 0
ix + CVt + Gv O.
Hence
Vxx + Rix + Lixt 0
225
226 Analytic Methods for Partial Differential Equations

ixt + CVtt + GVt = 0

by differentiating, and then elimination gives
Vxx + R( -CVt - Gv) + L( -CVtt - Gvt} = 0
as required.
1. 7 From the solution:
au
at
au
ax
a2 u
ax 2
from which it is obvious that the solution given satisfies Ut = ku xx .

1.8 (i) The characteristic equation satisfies:

dy x ± J x 2 + 4y2
dx -2
and hence whatever x and y, the square root has a positive
argument and hence the equation is hyperbolic. Pedantically if
x = y = 0, then locally the equation is parabolic.
(ii) Now the characteristics satisfy
dy 1± J -x 2 - y2 - x 2y2
dx 2(1 + x)
which now has the square root being always negative. Hence now
the equation is elliptic (except at x = y = 0).
(iii) This example facto rises to

(X~~-lr=O
and the equation is of the parabolic type.
1.9 The lines of parabolicity occur when 8 2 = 4RT and the regions
bounded by these lines can be categorised by spot checks. Hence
we need to sketch 9x 2y2 = 4(x + y) which is well exposed by the
transformation x = T cos e and y = T sin e, to leave the polar equation:
3 4(cose + sinO)
T =
9 cos 2 0 sin 2 e
from which asymptotes at 0, 7r/2, 7r and 37r/2 are immediately clear,
and T = 0 at 0 = 37r / 4 and 0 = 77r / 4. The result is shown in Figure
A.1.
A. Solutions of Exercises 227

Fig. A.1.

1.10 For this partial differential equation the characteristic equation is

dy 2(x + l/y) ± J4(x + 1/y)2 - 16x/y

dx 2
2x
{
2/y.

Hence the characteristics are y = x 2 +A and y2 = 4x + B.

1.11 The results of 1.2.17 are used here but the example will be worked from
first principles. The characteristics satisfy:
2
( -dY ) dy
-2-+3=0.
dx dx

Hence
dy = 1 ± iV2
dx
and the required transformation is ~ = Y - (1 + iV2)", and TJ = y - (1 -
iV2)x. Hence the required partial derivatives are
{)z {)z r;:. {)z . r;:.
{)x
--(1 + iy2) - -(1 - iy2)
{)~ {)TJ
{)z {)z {)z
{)y {)~ + {)TJ
228 Analytic Methods for Partial Differential Equations

and substitution into the original equation results in cancellation to

fpz
8 at;,a'l) = z.

To obtain a real form set t;, = a+ij3 and 'I) = a-ij3. Then a = (t;, +'1))/2
and j3 = (t;, - 'I))/2i and

Hence the real form of the equation is

1.12 For set (a):

1o71: cosnxcosmxdx = -21171:

0
cos(n+m)xdx+-1171: cos(n-m)xdx =
2 0
0

as long as n i= m. In the case n = m,

1o71: cos 2 nx dx = 171:

0
1+ cos 2nx dx =
2
7l'
-.
2

For set (b) the same approach applies with

sin n7l'X sin m7l'X = (cos( n - m )7l'X cos( n + m )7l'x) /2

and the range [-1,1]. When n = m,

(71: 1 - cos2nx dx
Jo 2
1.
A. Solutions of Exercises 229

To prove (c), the three integrals:

1 00
(1 - x)e- X dx

1 00
(1 - 2x + x 2/2)e- X dx

1 00
x(1 - 2x + x2/2)e- X dx

need to be shown to be zero.

Use
In = 10C> xne- X dx = n 10C> x n - 1 e- x dx = I n- 1
by integration by parts, then

10C> (1 - x)e- X dx 1- 10 = 0

1 00
(1 - 2x + x2/2)e- X dx
1
1 - 2 + 2(2.1) = 0

100
x(1 - 2x + x 2/2)e- X dx 1 - 2(2.1)
1
+ 2(3.2.1) = o.

1.13 For f and 9 to be orthogonal

J1

-1
xdx==--
2
211
-1
=0

and a and /3 need to satisfy:

[11 (1 + ax + /3x2) dx 2/3

2+--=0
3

[II x{1 + ax + /3x2) dx a

- =0
2

and hence a = 0 and /3 = -3.

1.14 Consider

+L
00

x - 2 = ao ancosnx
n=l

then
230 Analytic Methods for Partial Differential Equations

and

an 1" (x-2)cosnxdx/ 1" cos 2 nxdx

2 [ cosnx]7r _ 4
- n7r - - n - 0 - - n 27r'

1.15 Put x = cose then cos3e = 4cos 3 e-

3 cos This gives immediately e.
T3(X) = 4x 3 - 3x and the orthogonality condition reduces to investi-

1"
gating the integral:
cos re cos sede.

The case r i= sand r = s i= 0 is now completed as in 1.4.1. When

r = s = 0, the integral is just that of unity to yield 7r.
1.16 These exercises use the results

(2n + l)xPn(x) = (n + 1)Pn+1 (x) + nPn- 1 (x)

and the orthogonality condition 1.5.18 extensively. Hence

[11 x.f'l(X)Pl- 1(x) dx

11[;1++ 11 .f'l+1(x) +~.f'l-l(X)] .f'l_l(x)dx

21
-1

I
+1
11 -1
2
+
21
P1- 1 dx = 4[2 - 1 .

(The first integral is zero by orthogonality.)

1.17 Start with the differential equation

d[ (1 -
dx x 2dPl]
) dx + l(l + l).f'l(x) = 0

and multiply throughout by Pm(x) and integrate from -1 to 1. Then

after integrating the first integral by parts (trivially),

[11 (1 - x2)p{(x)P;"(x) dx
J -1
1 l(l + 1).f'l(x)Pm(x) dx = l(l + 12l)2 - 8m l
+1
1.18 By the usual Fourier coefficient formula,
A. Solutions of Exercises 231

The numerator splits into

[°1 (-~) Pr(x)dx+ 11 (~) Pr(x)dx.

For r even, put x = -y in the first integral which becomes minus the
second to give Cr = O. For r odd, use 1.5.16, which integrates trivially
with the denominator being 2/(2r + 1) to give the result.
1.19 nUn + (n - l)Un - l
= 11 nx- Pn(x)Pn-1(x) + (n
-1
1 -1)x- 1 Pn - 1(X)Pn - 2(x) dx.

However
lPI(x) = PI(x) = P1-1.
X X
Use l = n in the first term to eliminate nx- 1Pn(x) and l = n - 1 in
the second term to give

[11 [P n- 1 (p~ - P:- 1 ) + P

n- l (P:- 1 - P~-2)] dx

= /1 l
-1
P n - d(Pn ) + /1
-1
Pn - 1 d(Pn - 2) dx = 1 + 1 = 2.
However, Ul = 2 and U2 = 0 from the power series forms of Po, PI and
P2 , from 1.5.13. Then assume Un = 2/n for n odd and n with the value
n - 1. Then by induction, nUn = 2 - 0 = 2/n as required. For n even
we obtain nUn = 2 - (n - 1)2/(n - 1) = 0 as required.
1.20 Use the recurrence relation
-(2r + l)xPr (x) = -(r + l)Pr+J(x) - rPr - 1(x)
to give
n
(1 - x) L (2r + l)Pr (x)
r=O
n
L (2r + l)P (x) - r (r + l)Pr +J(x) - rPr - 1 (x)
r=O
Po(x) - Pl(X)
+3P1 (x) - 2P2(x) - Po(x)
+5P2(x) - 3P3 (x) - 2P1(x)
+7P3 (x) - 4P4 (x) - 3P3 (x)
+ ......
+(2n -1)Pn - 1 (x) - nPn(X) - (n -1)Pn - 2(X)
+(2n + l)Pn (x) - (n + l)Pn +J(x) - nPn - 1 (x).
232 Analytic Methods for Partial Differential Equations

Cancellation occurs through this expansion, in that any first term in

a line plus the second term in the previous line plus the third term in
the next line sum to zero. All that is left is
(2n + I)Pn(x) - nPn(x) - (n + I)Pn+1(x)
to give the result.
1.21 Use the previous result to give
n
+ I)[Pn(x)
L (2r + I)P (x) r
(n - Pn+l(x)]
(1 - x)
r=O
P~+l(x) - xP~(x) XP~+1(X) - P~(x)
I-x I-x
Pn + 1(x) - P~(x)
using both 1.5.16, (ii) and (iii).

1.22 1 1 Pn(x)(1 - 2xh

-1
+ h2)-1/2 dx 11 ~ 1

Pn(X)
00

tIPt(x) dx

by using the generating function and orthogonality.

1 hnp~(x)dx
1
-1
= ~
2n +1

1.23 The two major formulae being manipulated here are

x(21 + I)Pt(x) (I + I)Pt+l(x) + lPt-l(X) (1)
Pt(x) = P[+I(X) - 2xP[(x) + PI-I (x). (2)

(i) Differentiate (1):

(21+ I)Pt(x) + (2l + l)xP[(x) = (l + I)P[+l(X) + lP[+l(X) (3)
'() 2(l + 1) I ( ) 2l p,1 ( )
2Pt(x) = -2xPz x + 2l + 1 Pz+l X + 2l + 1 1-1 X . (4)

Subtract (2) and (4)

2( I + 1) 2l
+ 1) Pz+l x) + 2l + 1 Pz-l X - Pz+l X - Pz-l
I ( I () I () I ( )
Pt(x)= (21 x
(2l + I)Pt(x) = P[_l(X) [21 + 1 - (21-1)] + P/_ l (x)[2l- (2l + I)J

(ii) Multiply (2) by I + 1 to give

(l+l)Pt(x) = (1+1)PzI+1(x)-2x(I+1)Pz' (x)+(1+1)P/_ 1(x). (5)
Subtract (3) from (5) to give
xP/(x) - P{_l(X) = lPt(x). (6)
A. Solutions of Exercises 233

(iii) From (6)

XPf-1(X) = P!_2(X) + (l-1)Pz-1(X).
Substitute out P!_2(X) from (2):

Pz-l(X) + 2XP[_1(x) - P{(x) + (l-1)Pz-1(X)

lPz-1(X) + 2XP[_1(X) - P[(x).

Hence
P[(X) - XP[_l(X) = lPI- 1(X). (7)

(iv) Multiply (6) by x to give

X2p{(X) = XPf-1(X) = xlPz(x)

and from (7)

and hence
(X2 -l)P!(x) = lXPI(X) -lPz-1(X),

1.24 From 1.6.29

However, from Abramowitz and Stegun (1964, equation 6.1.12),

1.3.5.7 ... (2n -1) r (~)

2n 2
1.3.5.7 ... (2n - 1) 1/2
2n 11".

Hence
r( S +1+ 2
~) _
-
1.3.5.7 ... (28 + 1) 1/2
28 +1 11",

and

2.)1/2f (_1)Sx2s+1
(
1I"X 8=0 28 8!(1.3.5 ... (28+1))
2 ) 1/2
( 1I"X sinx.
234 Analytic Methods for Partial Differential Equations

21/2 00 (-1)Sx2S
X 1/ 2 ~ 2 28 r(1/2 + S)S!
21/2 00 ( -1 )sx28
X 1/ 2Jr1/2 ~ 228 (1.3.5.7 ... (2s -l)s!

2 ) 1/2
(- cos X
. XJr

1.26 E = d~ (xJnJn+1) = Jn Jn+1 + xJ~Jn+1 + xTnJ'n + 1.

Use J~ = (In-1 - I n+1)/2 to give

Now use xJn - 1 - 2nJn - xJn+1 and xJn+2 = 2(n + l)Jn+1 - xJn to
obtain
1 2 1 2 1 2
E JnJn+1 + nJnJn+1 - 2 xJn+1 + 2xJn + 2xJn - (n + l)Jn Jn+l
x(J~ - J~+1)'

1.27 2J~

4J:: I n- 2 - I n - I n + I n+1 4J::' = J~_2 - 2J~ + J~+l

8J::' I n- 3 - 3Jn- 1 + 3Jn+1 - I n+3 .
1.28 Start with J~ = -Jt and hence Jff = -J~ and J~" = -Jr. However
2J~ = J o - h, and hence 2Jr = J~ - J~ = J~ - ~(-h + Jd to give
4J~" + 3J~ + h = O.
1.29 This follows from equation 1.6.9 in the text.

L L
00 00

= tnJn(x) snJn(-x)
n=-oo n=-oo
00 00

n=-(X) n=-oo
A. Solutions of Exercises 235

= Jg + Jo(th + t 2 h + ... ) + J o (~1 + :~ + ... )

+JO(-8J1 + 8 2 J 2 + ... ) + J o (_ ~1 + ~~ + ... )
+(th +t 2h + .. .)(-8J1 + 82J2 + ... )

+( -8J1 + 82J2 + ... ) ( _ ~1 + ~~ - ... )

+ ( ~l + :~ + .. .) ( _ ~l + ~~ _ .. .) .

To obtain the required formula, pick out the coefficients of unity and
put 8 = t to give just the terms

1 = Jg + 2Jr + ....
1.31 I :x (~2 (J~ - In-1Jn+1))
2
x(J~ - I n- 1Jn+1) + ~ (2JnJ~ - J~_lJn+l - In-1J~+1)

However
(n - 1)Jn _ 1

(n + 1)Jn + 1
to give

Integrate to give the required result.

1.32 The three-term recurrence gives

Hence
roo In(x) dx = ~ +~ = ~.
io x 2n 2n n
236 Analytic Methods for Partial Differential Equations

1.33 Use induction: for r = 1, see equation 1.6.22. Assume true for r - 1,
that is:

Then

It is a similar exercise for the second requirement:

1 d )r
( -;dx [x-nJn(x)]

l..~((_l)r-lx-n-r+l J )
x dx n+r-I
( l)r-l
- X [(-n - r + l)x- n - r J n+r-l + x- n - r + 1 J'n+r-I ]
(_1)r-l
-'---'---[( -n - r + l)x- n - r I n+ r - 1
x
+x-n-r+l(Jn+r_2 - I n+r )/2]
(-lrx- n - r In+r(x).

1.34 The Laurent series for a function with a pole of order m is

J(z) = bm
(z - a)m
+ ... + - -
b1 - + ao + al (
(z - a)
a + ....
z -)

Multiply by (z - a)m and differentiate m - 1 times to leave the first

term bi plus terms of order (z - a) and higher. These all tend to zero
as z -> a to leave the required residue b1 •
1.35 The imaginary part of the integral along the real axis will tend to the
required integral as R -> 00 and r -> O. Around the large semicircle
A. Solutions of Exercises 237

the integral is

Jofo'" ieiR(cos 9+i sin 9) dB fa'" ie-RsingeiRcos9 dB

o asR->oo
where R = eiO , and around the small semicircle:

1 0
ieir(cosO+isin9) dB = -i7r

as r -> 0 to give
sinx dx = 7r
X

as there are no poles inside the contour. Hence

(;.0 sinx dx = 7r/2

Jo x
as the integral on the negative half range is equal to that on the positive
half range.
1.36 Consider

r z +a
1= dz 1 eiz
-2--2

where r lies along the real axis from - R to R, then round the semicircle
radius R. For large R there is one pole at ia with residue e- a /(2ai), so
that I = 7re- a fa. Again use z = Re iO on the semicircle and the integral
on the semicircle is
fo'" ·R iOeiRcosO-RsinO dlJ
In t e R 2 e 2iO + a2 u

which is less than 7rR/(R2 _a2) and therefore tends to zero as R -> 00.
Hence the real part of I gives

J -00
OO cos x
---dx---
x 2 + a2 -
7re- a
a .

1.37
-
1 jn. e,kx
n
dx = -sine (nx).
27r -n 7r
Hence
lim !.l: sinc(nx) = 2.. foo e ikx dx.
n-->oc 7r 27r J-oo
However
lim {!.l:sinc(nx)} = J(x)
n~CX) 7r
238 Analytic Methods for Partial Differential Equations

to give

and

1:
Finally

cosxe- ikx dx ~ [1: eix(l-k) dx + 1: e-ix(l+k) dX]

+ 8(1 + k)]
11"[8(1 - k)
and similarly the sin case gives i1l"[8(1 + k) - 8(1 - k)].

(Si:Xr
1.38 Let
k(x) =

Then
1x
00

-00
sin2 x
--2-
1
dx = -Re
-00 x2
2
1dx.
00 1 - e2ix

However k(z) = (1 - e2iZ )jz2 has a simple pole at z = 0 with residue

2iZ
lim z { I - 2e } = -2i.
z ..... o z
Using a contour in the upper half plane indented at the origin gives
211", and hence k = 11" and the required limit is m5(x).
sine n!x) converges to 0 only for points of the form x = p7r j q. Hence it is
non-convergent almost everywhere. However, for any infinitely smooth
f of bounded support

1 00
00
1
sin(n!x)f(x) dx = n! 1 00
-00 !,(x) cos(n!x) dx.

1:
Hence

11: sin(n!x)f(x) dxl < ~! 1!,(x)1 dx

(b - a)
- - I-supl!'(x)1 --t
n.
o.
Hence the required limit is 08(x) = o.
1.39 Proofs involving the 8 function will only be meaningful if both sides

I:
are expressed as an integrand in the basic sampling property.

I: I:
(i) f(x)8(x - a) dx f(a)

f(a)J(x - a) dx f(a) J(x - 0:) dx = f(o:)

A. Solutions of Exercises 239

(ii) i: xf(x)15(x) dx = [xf(x)]x=o = O.

i: i:
i:
(iii) 15(a - x)f(x) dx 15[y - (-a)]f( -y) dy

f[-( -a)] = 15(x - a)f(x) dx.

Note that 15(x) is even as 15(-x) = 15(x).

(iv) Let

1= i: 15(ax)f(x) dx.

Case 1: a > 0; Y = lalx, dy = laldx

1= 1 y;;r 1-00
00
15(y)f ( y;;ry ) y;;r
dy = 1 f(O) = 100
-00 [15(X)]
jc;j f(x) dx

to leave 15(ax) = 15(x)/lal for a > 0, a -I o.

Case 2: a < 0; y = -Ialx, dy = -Ialdx

1= 1 y;;r 1 00
-00 15(y)f ~ (-y) (-dy) = y;;rf(O) = 1 [15(X)]
jc;j f(x)dx
1 00
-00

to leave 15(ax) = 15(x)/lal for a < 0, a -I o.

(v) (f15)' = f'15 + jt5'

i: i: i:
Hence

f(x)15'(x)dx (f 15)' dx - 151' dx

i:
- 1'(0)

i: i:
[jt5J~oo = -1'(0).

(vi) J(x)5"(x) dx (f 15')' dx - 15'1' dx

-[I: (f'(j)'dx-l: (j/"dX] =/,,(0).

Similarly
I: J(x)(j"'(x)dx = _/,,'(0),

and hence the result follows by induction.

240 Analytic Methods for Partial Differential Equations

(vii) Observe that 8(x 2 -a 2 ) = 8[(x-a)(x+a)] and hence 8(x 2 -a 2 ) = 0

except at x = ±a. Hence

I: 8(x 2 - ( 2 )f(x) dx

= 1~::<8[(X + a)(x - a)]f(x) dx+i::<8[(X + a)(x - a)Jf(x) dx

for a > 0, and where 0 < f < 2a and f is arbitrarily small. In the
neighbourhood of x = -a, the factor (x - a) may be replaced by
-2a to give

l~::< 8[(x - a)(x + a)Jf(x) dx = 1~::' 8[( -2a)(x - a)]f(x) dx

= JOO 1
-8(x + a)f(x) dx
_002a

as 8( -y) = 8(y) and 8(ay) = 8(y)/a for a> 0 and a # O. Similarly

j O+< 8[(x - a)(x + a)Jf(x) dx

Q-<
=
JOO
-00
1
-8(x - a)f(x) dx
2a
for a > 0 and a # 0, leaving the required result.
(viii) 8(sinx) = 0 except at points x = mr, n = 0, ±1, ±2, ... where

1:
sin x = O. Hence

8(sinx)f(x) dx = f
n=-oo
JOO
-00
8(x - mr)f(x) dx

JOO
-00
f
n=-(X)
8(x - mr)f(x) dx

or
L
00

8(sinx) = (x - mr).
n=-oo

Similarly
8(cosx) = L c5(x - mr/2).
n=-oc
n;<O

1.40 lim (ngauss(nx), e-1xl) == lim

n --+ 00 n --+ 00
~ JOO
yfii _ 00
e- n2x2 e- 1xl dx

and
A. Solutions of Exercises 241

Hence

Let y = n(lxl + 1/2n2 ) which reduces the integral to y':rr/n, and hence

lim (ngauss(nx), e- 1xl ) = lim

n-+oo n-+oo V 11"
~e~ y':rr
n
= 1.

However
lim {ngauss(nx)} = o(x)
n-+oo
to give the result.
1.41 (i) [00 o(x)e- iUX dx = eO = 1.
Loo
Therefore the Fourier inverse:

o(x) = -1 JOO 1e iux duo

21l' -00

Hence
o(x) +-+ 1.

(ii) 1
-2 JOO . du = -1.
o(u)e'UX
1l' -00 21l'

Hence
JOO
-00
1 .
_e-'ux dx
21l'
= o(u)

(iii) I:
or 1 +-+ 21!'(5( u).
o(x - o:)e- iUX dx = I: o(y)e-iu(y+a) dy

e-iua [00 o(y)e- iuy dy = e- iua .

Loo
(iv) [00 eiau dx -1 JOO 21l'e·.x (a-u) dx
Loo 21l' -00

I:
21l'o(o: - u) = 21l'o(u - 0:).

(v) o(o:x + (3)e- iUX dx [00 o(y)e-iU(~) dy

Loo 0:
eiu{3/a JOO -iu. e- iu{3/a
-- o(y)e '" dy = .
0: -00 0:
242 Analytic Methods for Partial Differential Equations

(vi) 8(x) = - 1 JOO eiux duo

27r -00

Hence

Inverting
(iu)m = !: 8(m)(x)e- iUX dx.

(vii) 27r8(u) = 27r8( -u) = !: e- iux dx.

Hence

which gives

J OO xme-iux dx = ~8(m)(u) = 27ri m8(m) (u).

1:
-00 (_~)m

1.42 sgn (x)e- iux dx

= lim lim [fa e-<Ixle-iux dx _

io
jO e-<Ixle-iux dX]
1 1]
f----+O a-+oo -a
. [e-a«-iU) e-a«+iu)
= hm - +-----
a'~::a I: - iu I: + iu I: + iu I: - iu

~~ [(I: + i:~(i;- iU)] = i~'

Hence sgn (x) ...... f,;.
Noting that H(x) = ~ [1 + sgn(x)], then

IjOO.
- Ie-lUx dx + -IjOO sgn(x)e- . WX dx
2 -00 2 -00

1 i
7r8(-u) +.,- = 7r8(u) --.
zu u

Chapter 2

2.1 The separated solution has the form

u = 'l)Ap sinpx + Bp cospx)(Cpsinpct + Dp cospct)

p
A. Solutions of Exercises 243

from which

~; = ~)Ap sinpx + Bp cospx)(Cppccospct - Dppcsinpct).

p

Then u(O,t) = 0 gives Bp = 0 and u(L,t) = 0 gives p = n7r/L for

integer n. Further, Ut(x,O) = 0 gives Cp = 0 and hence the relevant
part of the solution is then:
00 n7rct . n7rX
U= L DpcosLsm L
n=l
and the boundary condition at t = 0 implies that there are just two
terms with n = 1 and n = 2 to give
2 n7rct . n7rX
U= L DpcosLsm L ·
n=l

2.2 The general separated solution is

U= L(ApSinpX+BpCOSPX)(Cpsin~ +Dpcos~).
p

The condition u(O, t) = 0 gives Bp = 0, u(l, t) = 0 forces p = n7r for

integer n, and Ut(x, 0) = 0 yields Dp = 0 to reduce the solution to

U = L CnSmn7rxcos-.
00.

n=l
n7rt
a
At t = 0 the Fourier expansion:

f
n=l
Cn sin n7rX = f(x) = {~X(l _x)
2
O::;X::;~
~::;x::;l

and using the usual Fourier coefficient for Cn gives

J~ f(x) sin n7rX dx

J~ sin2 n7rX dx
1f
[38 { -COS
-- 1f3n
- ~1f
+sin -} - { -cos
- 38 - n3- }
3n7r n 27r 2 2 n7r
38 { cos 1f3n sin n; } 38 { cos n7r }
+2 - 3n7r + n 27r2 + 2 -~
_3: {_ cO~:7r}] /~
244 Analytic Methods for Partial Differential Equations

2.3 The separated solution is again

u = L(Ap sinpx + Bp cospx)(Cpsinpct + Dpcospct)

p

and the condition u(O,t) = 0 gives Bp = 0, u(L, t) = 0 forces p = mr / L

for integer n, and u(x, 0) = 0 yields Dp = 0 to reduce the solution to

00 n7T"X n7T"ct
U= L CnsinLsiny.
n=1

Enforcing Ut(x,O) = sin(n7T"/L) gives simply Cn = L/n7T"c and all other

C's are zero. Hence
L . n7T"ct . n7T"X
U= - S I n - - S I n - - .
n7T"C L L

2.4 The same general separable solution again applies as in Exercise 2.2.
The condition u",(O, t) = 0 gives Ap = 0, u",(2, t) = 0 gives 2p = n7T",
and Ut(x, 0) = 0 gives Cn = O. The problem then reduces to a Fourier
series expansion:

00 n7T"X {kX O~x~l

~ Dn cos -2- = f(x) = k(2 - x) 1 ~ x ~ 2.

12
Hence the Fourier coefficient is

1 o
1 n7T"X
kxcos - - dx +
2 1
n7T"X
k(2 - x) cos - - dx
2
8k n7T" 4k 4k
n27T"2 cos 2" - n27T"2 cos n7T" - n27T"2'

2.5 Writing u(x, t) = X(x)T(t) gives:

2
c :" = _p2 = ~' +Jj~.
The auxiliary equation for T has roots

and hence the separated solution has the general form

00
""' SIn
u(x, t) = L.. . Le
n7T"X l'!:.2 (CpSInwt
.
+ Dpcoswt)
n=l

where
A. Solutions of Exercises 245

and the boundary conditions u(O, t) = u(L, t) = 0 force the sin solution
with pL = n7rc. The condition u(x,O) = sin(7rxjL) implies that the
solution has just the one term with n = 1, and Ut(x,O) = 0 gives
Dp = O. Hence the solution

U = e~
2 sin -7rX 1
L cos -2
V 47r 2-
- C2
£2 - ,....
,,2t

2.6 The general separable solution is

U = L 2
A p e-5 t (B p sinpx + Cp cospx)
p

choosing the negative exponential to ensure that u -> 0 as t -> 00. The
conditions that u = 0 when x = 0 and x = 7r force p = n, and hence
the solution for (i) is:

= L A p e-5 t sin nx
00 2

U
n=l

and for (ii) is:

L
00 2
U = Ape-5tcosnx.
n=l

2.7 From Exercise 2.6,

=L
00 2
U A pe-5 t sinnx
n=l
and the required Fourier series expansion is

=L
00 2

1+x Ane-~t sin nx.

n=l
Hence the Fourier coefficient is given by

fo7r (1 + x) sin nx dx
fo7r sin 2 nx dx
_2.
7rn
[(1 + 7r) cosn7r - 1] + ---;.
7rn
sin nxl~ .

The final form is then

U = -
2
7r
L00 1
-[1 - (1
n
n2
+ 7r) cosn7r]e--;;:rt sin nx.
n=l
246 Analytic Methods for Partial Differential Equations

2.8 The general separated solution is

() = I: e-c2p2t(Apsinpx + Bpcospx)
p

and

Hence for
[}()
[}x (0, t) = 8(a, t) = 0
then Ap = 0 and
(2n-1)7l'
pa=
2
to leave

At t = 0 the following Fourier series is required:

"'" (2n - 1)7l'

()o = ~ Bn cos x
n
2a

with coefficient
fa 8 (2n-I)11' d
Jo 0 cos 2a X X
J:oa cos
(2n-I)11' d
-2-a-x X

4()0 . (2n - 1)7l'

...,..".-....::..,..,-- SIn .
(2n - 1)7l' 2

2.9 With u = 0 at both X = 0 and x = 1 for all t the split variable solution
can be written directly as
00

U ~
= " ' " Ane-n 2 11' 2 tsinn7l'x

n=1

and the Fourier coefficient splits into the two integrals from 0 to ~, and
from ~ to 1. Hence

Io~ 2x sin rmx dx + 11 2(1 - x) sin n7l'X dx

2

as required.
A. Solutions of Exercises 247

2.10 The separated solution is again

U= L e- p2t (Ap sinpx + Bn cospx)

p

and with non-homogeneous boundary conditions, the x and t indepen-

dent solutions need to also be brought into play. These have the form
u=a+bt+cx+dx2
and as Ut = band u"'''' = 2d then b = 2d for the partial differential
equation to be satisfied. By the linearity of the partial differential
equation the solution is the sum of these two solutions. Hence

Ux = C + 2dx + L e-p2t(Appcospx - Bppsinpx)

p

which is zero at x = 0 if c = Ap = O. To force U x = 1 at x = ~ gives

d = 1 and to make the summation zero for all t gives p = 2mr. The
remaining condition is for U = 0 at t = 0 for the range of x. Hence

o= a + x2 + L
00

Bn cos 2mrx
n=1

to yield the Fourier fit:

L
00

x2 = a + Bn cos2mrx
n=1

and the coefficients follow in the usual way:

f1/2 2d
a = - }o x X
J01 / 2 Idx
1
12
and the general term is

- J01 / 2 x 2 cos 2mrx dx

J;/2 cos 2 2mrx dx

- - 2 [x 2 sin 2mrxjJ1
n7r
41!
+ -n7r x sin 2mrx dx

11/2 cos2n7rxdx
0

2 2
-22[xcos27rnxj~/2 + 2 2
n7r n7r 0
(_l)n
- n 2 7r 2
to give the required form.
248 Analytic Methods for Partial Differential Equations

2.11 For Laplace's equation the separated solution is

U = L)ApePx + Bpe-VX)(Cpsinpy + Dpcospy)

p

and forcing u = 0 on y = 0 and y = a, makes Dp = 0 and pa = mr.

Further, to force u = 0 when x = a gives the equation

and the solution takes the form

(= =)
00

U = "L mry e
An sin ----;- a - e 2w<
a e- a •

n=l

Hence when x = 0 the Fourier series expansion

00
• n7ry
f(y ) = "
L An(1-e 2!!.l!.
a )sm----;-

n=l

must be achieved. The usual orthogonality condition gives the Fourier

coefficient

Jot y sin ~ dy + J: (a - y) sin ~ dy 4a. n7r

Bn = a 2~ = -22 sm-.
r sin
Jo
'!E!ll
a
dx n 7r 2

2.12 Using the separated solution

u = L(AkekX + Bke-b) (Ck sin ~y + Dk cos ~y)

k C C

the condition that u ~ 0 as x ~ 00 puts ak = 0, u = 0 at y = 0 forces

Dk = 0 and u y = 0 at y = l requires
kl (2n - 1)7r
C 2
Fourier series expansion then makes u = 2y at t = 0 for the solution
now in the form
~ (2n l)cu • (2n - l)7rY
u=L Bn e 2. sm ~-2"""l...!.....-::"
n=l

from which the Fourier coefficient follows as

J~ 2ysin (2n-;?r y dy 16l . (2n - 1)7r
Bn = rl . 2 (2n-l)1rY d
Jo Sln 21
= (2n _ 1)27r2 sm
y
2
A. Solutions of Exercises 249

2.13 The separation of variables gives

X" Y"
- = - - + 1 =±k2
X Y
and hence
X" = ±k2 X
and

with solution

u= 2: (Ak sin kx + Bk cos kx) ( Cke(l+k2)1/2y + Dke-(l+k2)1/2y) .

k

Hence to make u = 0 for x = 0 and x = 11' causes Bk = 0 and k = nll'.

Making u = 0 when y = 0 gives the equation

and u = 1 when y = a requires the Fourier fit

2: C n sin nll'x (e(1+k )1/2 a _

00
1= 2 e-(1+k 2 )1/2 a ) .
n=l

Hence

and

2.14 For a three-dimensional problem try the separation

¢ = X(x)Y(y)Z(z)

which gives
X" Y" Z"
-y = y+-z =±k2 .
Hence

and
Y" Z"
- 1= k 2 = - - = ±l2
Y Z
to give
250 Analytic Methods for Partial DifFerential Equations

and
To make <p = 0 on x
is zero to leave
in the usual way. Similarly for y, to give
The Z equation is then
-z" = ('fk2 ± l2)Z.
= 0 and x = a requires _k 2 and the cos solution
x = sin n7rX
a
y . n7ry
= sln-b-·

and
Z = AeCk2+12)1/2z + Be-Ck2+12)1/2z.
Hence the full solution is

and <p = 0 on z = 0 gives

Anm +Bnm = 0
and this leaves a double Fourier series for the final boundary condition
to give

Write

then

Hnm
4 r (b n7rX
ab J o Jo f(x) sin --;- sin -b- dxdy
m7ry

-8-
m7ra
l0
a
n7rX
sin--dx.
a

2.15 The sum of the four separate solutions of Laplace's equation trivially
satisfies Laplace's equation. The first boundary condition of 2.5.63 gives
au au
QI U (O, y) + /31 ax (0, y) = L4 QiUi(O, y) + /3i ax (0, y) = JI(y)
i=1
from the first of 2.5.65-2.5.68. Similar analysis using the second equa-
tions, the third and the fourth give the other three results.
A. Solutions of Exercises 251

2.16 For constant non-homogeneous solutions the separated solution needs

to be enhanced with the solution in x only:

u = ax +b+L (Ak sin kx + Bk cos kx)e-C2k2t

k

where just the negative exponential solution is taken to ensure u --t 0

as t --t 00. The condition u = 0 at x = 0 gives Bn = 0 and u = 1 at
x = 1 gives a = 1 and k = mr, to reduce the solution to

A Fourier series expansion is now used to obtain u = 0 at t = 0 by

setting

L
00

-x = An sin mrx
n=l
and the Fourier coefficient is
- fol x sin mrx dx
fol sin 2 7l'nx dx

~ sinn7l'xI 1 + ~(_l)n
n7l' n7l' 0 n7l'
( -1)n2

2.17 This is an inhomogeneous equation, so the trick is to solve the ho-

mogeneous problem first and leave the t variable free. By substituting
this solution into the full equation an ordinary differential equation
arises for the t part of the solution. This will require expanding the
inhomogeneous part of the original equation as a Fourier series. Hence
the solution to the homogeneous equation has the form

L
00

u = wn(t)sinn7l'x
n=l

which satifies u(O, t) = u(l, t) = O. This is a good time to expand 2x

as a Fourier series:
00

2x = L in sinn7l'x
n=l
with the Fourier coefficient

2fol xsinn7l'xdx 4 )n
in = 1 = --( -1 .
fo sin 2 n7l'X dx n7l'
252 Analytic Methods for Partial Differential Equations

Substitute into the original equation for u and equate coefficients of

sin mrx:
dW n 2 ( )n
dt 2 2
= n 7r Wn - n7r -1 .

To find boundary conditions for Wn , put t = 0 to give

L
00

x - x2 = wn(O) sin n7rX

n=l

and again the Fourier coefficient is

The differential equation for Wn has the solution

2(-1)n
+ -n - -
2 2
W
n
(t) = an e- n 71' t
3 7r 3

and using wn(O) from above gives

and

2 2(-1)n]
00 [
u = "" --(4 - (-1t)e- n
~ n 3 7r 3
2
11'
2
t +- - - sinn7rx.
n 3 7r 3
n=l

2.18 In this problem there is a combination of inhomogeneous boundary

conditions and equations. As in the previous example, solve the homo-
geneous equation by separation to give

L
00

u = wn(t)[Ansinkx + BncoskxJ.
n=l

Hence
~~ = f
n=l
wn(t)[Ankcoskx - Bnksinkx)

and U x = 0 when x = 0 forces An = O. To cope with constant

inhomogeneous boundary conditions requires the extra solution which
is just a function of x, hence

L
00

U = wn(t)[Bn coskx) + bx + c
n=l
A. Solutions of Exercises 253

and to make u(10, t) = 20 requires c = 20 and 20k = (2n - 1)7l'. Hence

the trial solution for u is
~ (2n -l)7l'x
u = 20 + L.. wn(t) cos 20
n=l

and the ordinary differential equation for wn(t) will require expanding
the equation on the right-hand side as a Fourier series:

1= ~ f (2n-1)7l'x
L.. nCOS
n=l 20
for which the Fourier coefficients are
folO cos (2n;~)11'X dx 100 7l'
In = flO 2 (2n-l)11'x d = (2n _ 1)7l' sin(2n -1)'2'
Jo cos 20 X

Substituting for u gives the ordinary differential equation

2
dW n 1 ( (2n - 1)7l' ) 100.
dt = -'4 20 Wn + (2n + 1)7l' sm[(2n -1)7l'/2].
The initial condition follows by using the condition u(x, 0) = 50 to give

~
50 -- 20 + L.. Wn
(0)
cos
(2n - 1)7l'X
20
n=l

and the Fourier coefficient is

30 folO cos (2n;~)11'X dx 30.5.20. (2n - 1)7l'
wn(O) = flO 2 (2n-l)11'x d = (2 ) sm 2
Jo cos 20 X n - 1 7l'
and hence
_ (2n_1)2 w 2 t 100
wn(t) = Dn e 1600 + (2n -1)7l' sin(2n -1)7l'/2
and using wn(O) gives
2900
Dn = (2n _ 1)7l' sin(2n - 1)7l' /2

leaving the final solution:

~ [ 2900 (2n_l~2w2
u = 20 + L.. sin(2n - 1)7l'/2e- 160 t+
n=l (2n -1)7l'
100. ] (2n - l)7l'X
(2n _ 1)7l' sm(2n - 1)7l'/2 cos 20 .
254 Analytic Methods for Partial Differential Equations

2.19 For this problem, follow the lines of 2.5.18, and set
u(x, t) = v(x, t) + W(x, t)
where in this case v = xt. Substituting into the partial differential
equation gives

and hence
{}2W {}w
{}x2 = at + t
with w(O, t) = 0, w(l, t) = 0 and w(x,O) = O. Hence the separable
solution has the form

L
00

w = wn(t) sin mrx

n=l

and
L
00

t= insinmrx
n=l
with Fourier coefficients

fn(t) = 2t r sinmrxdx =~.

io
l

mr
Hence the ordinary differential equation is
dW n 4t
2 2
- - =n 7r W n
dt
+-
n7r

with solution
+ particular part.
2 2
Wn = AnE-n ". t

To find the particular part: try Wn = at + b then

4t
a = n 2 7r 2 (at + b) + -.
n7r

Hence comparing coefficients gives a = n 2 7r 2 b. Hence the full solution

is
Wn =
A n e _n2".2t - 34t3 - 55"' 4
n7r n7r
The condition w(x,O) = 0 gives
4
O=An --s5
n7r
and hence the full solution is
A. Solutions of Exercises 255

2.20 This problem is a special case of problem 2.5.64. Here, only two
separate problems arise, so that u(x,y) = Ul(X,y) + U2(X,y) with
Ul = 0 on x = 0, y = 0 and y = 1, and ~ = 1 on x = 1; and
for the second problem U2 = 0 on x = 0 and y = 0, U2 = x on y = 1
and ~ = 0 on x = 1.
Hence separation of variables in the usual way with an eye on the
required boundary conditions gives
00

Ul = L(Cne- kX + D ne kx )sinn7rY
n=l

choosing k = n7r and no cos term to satisfy Ul = 0 on both y = 0 and

y = 1. For Ul = 0 on x = 0 gives

and the derivative condition requires

00

1= L C n [-ke- k - ke k ] sin n7ry

n=l

using Dn = -Cn. Hence

is the required Fourier coefficient, yielding

2
-[cosn7r -1]
n7r
and
~ r!;;: [cos n7r - 1] -kx kx.
Ul = L [-ke- k _ ke k ] (e - ne ) sm n7ry.
n=l

For U2 the separated solution is

' (2n + l)7rx

~ (Cn e -ky + D n e k y )sm
U2 = L 2
n=l

so accomodating the boundary conditions at x =0 and x 1. The

condition at y = 0 gives
0= C n +Dn
and the Fourier series expansion on the interval (0,1) requires

x = L
OO
k k (2n - l)7rx
Cn(e- - e ) sin ~--'--
2 .
n=l
256 Analytic Methods for Partial Differential Equations

Hence

21 o
1 .
xsm
(2n-l)1!'x d
2
x
8 . (2n - 1)1!'
...,..----:-:~ sm ~---'--
(2n - 1)21!'2 2

to leave

2.21 Try the separated solution

e = X(x)T(t)

in

to give
X" T" T'
X = LCT + (RC+GL)r +RG= ±k2 •
Then either
X = Acoskx + B sin kx
or

and
LCT" + (RC + GL)T' + (RG =f k2)T = O.
Hence the T solution will either be of the form

T = e Qt (Asin/3t + B cos/3t)

if the auxiliary equation has complex roots or

T = Ae'Yt + Be lit

if the auxiliary equation has real roots. Hence there is no separated

solution of the form Eo cos wt at x = O. Hence the separated solution
breaks down.
However trying
e = Eoe- QX cos(wt + bx)
A. Solutions of Exercises 257

gives
8e
-Eoe-o<xwsin(wt + bx)
at
8e
-EoO'.e-O<x cos(wt + bx) - Eobe-O<x sin(wt + bx)
8x
82e
8t 2
82 e
E o0'.2 e-o<x cos(wt + bx) + 2EoO'.be-O<x sin(wt + bx)
8x 2
-Eob2 e-o<x cos(wt + bx).

Substituting into the original equation gives:

E o0'.2 e-o<x cos(wt + bx) + 2EoO'.be-O<x sin(wt + bx)

-Eob2 e-o<x cos(wt + bx) = -EoLCe-o<xw 2 cos(wt + bx)
-(RC + GL)Eowe-O<x sin(wt + bx) + RGEoe-O<x cos(wt + bx).
Pick out the coefficients of sin and cos to give

a2 - b2 = -LCw 2 + RG
and
2ab = -(RC + GL)w.

2.22 Try the separated solution

v = R(r)8(0)
then
R" R' 8"
r2_ + r - = - - = ±k2
R R 8
and
v = f: (~: +
n=l
Dnrn) (An cos nO + Bn sin nO).

The condition v = 0 on 0 = 0 gives An = 0, and ~~ = 0 on 0 = 7r /2

requires Bn = 0 for n = 2,4,6, .... For v to be finite at r = 0, it is
necessary that Cn = 0 to leave the solution:

L
00

v= D n r(2n-l) sin(2n - 1)0

n=l

with the final generalized Fourier series expansion

L
00

2() = Dn sin(2n - 1)0

n=l
258 Analytic Methods for Partial Differential Equations

and
J;/2 2Bsin(2n - l)edB 8sin(2n - 1)~
Dn = = ---,-''----:-7-"''-
J01l"/2 sin2(2n - l)edO 7l"(2n - 1)2

2.23 The separated solution in cylindrical polar coordinates is

and the solution needs to be finite at r = 0 giving Cn = O. Now

~~ = f
n=l
Dn ( -nAn sin n¢ + nEn cos n¢)

and Z~ = 0 at ¢ = 0 gives En = 0, whereas at ¢ = 7l" /2 it implies that

An = 0 for n = 1,3,5, .... The solution then has the reduced form

L
00

U = Dn r2n cos 2n¢

n=l

and the boundary condition on r = a gives

L
00

U = Dn a2n cos 2n¢

n=l

with the Fourier coefficient

41011"/2 1
A 2n D n =- ¢cos2n¢d¢ = -2-[cosn7l" -1].
1f 0 n 1f

2.24 The above separated solution needs enhancing with a ¢ only solution
to satisfy the constant inhomogeneous boundary conditions to give the
required solution

U = ~ (~~ + Dnrn) (An cos nO + En sin nO) + a¢ + b.

For finite u at r = 0, C n = 0, and u = 0 on ¢ = 0 gives b = 0 and
En = o. The condition u = A on ¢ = 1f gives a = A/1f, leaving
A
-;¢ + L
00

U = Dn rn sin n¢.
n=l

The condition u a on r = a gives the Fourier series expansion

problem
A. Solutions of Exercises 259

with Fourier coefficient:

21" A ( 1 -1».
Dn=- 2A
- smn1>d1>=-.
7r 0 7r 7rn

2.25 The separated variable solution of the form u = R(r)T(t) satisfies

1 (au) _ a2u _ 1 au
-:;: or - ar2 - k at
giving
1 R' R" 1 T' 2
;:Ii+]f=kT =-s
Hence
R" + ~ R' + s2 R =0
r
with solution
R = AJo(sr) + BYo(sr)
and
T = Ae- ks2t .
As Yo -+ 00 as r -+ 0 then B = 0 and the solution looks like
u = L AsJo(sr)e-ks2t.

To make u(a, t) = 0 requires

where An is such that

and the generalised Fourier series expansion is now

L
00

TO = AnJo(Anr )
n=l

which, using the given Fourier expansion, gives the required result.
2.26 For the external problem the relevant solution is

and the Fourier series expansion gives the coefficient

260 Analytic Methods for Partial Differential Equations

which as in 2.6.130 gives

u = ~(lil + 112) (;) - ~ (;f PI (cos B)

+ 176 (1i2 -lid ( ; / P2(cosB) + ....

Chapter 3

3.1 dx = dy/c to give z = F(y - ex) as the solution for arbitrary F. When
the variable x represents time, this solution is a travelling wave with
propagation velocity c, and is discussed in more detail in §3.3 in the
bi-directional case.
3.2 as
dx dy dz
y + x~y X - X~y z

having divided throughout by x + y in order to leave just z terms in

the last term. The denominators and numerators of the first two terms
may be summed and still be equal to the above ratios so cancelling out
the awkward z/(x + y term to give
dz d(x+y)
z x+y
and hence z = CI (x + y) and the first equation reduces to
dx dy
y + CI
with solution x 2 - y2 - 2z = C2 and hence the general solution
F(z/(x + y), x 2 - y2 - 2z) = 0
or equivalent form.
3.3 The characteristic equation is
dx dy dz
y+z z+x x+y
and these ratios are equal to
dy -dz dx-dy dx-dz
z-y y-x z-x
which yield immediately
(z - y) = CI (y - x)
A. Solutions of Exercises 261

with geQeral solution

F«z - y)/(y - x), (z - x)/(y - x)) = o.

3.4
x=s y=O z=s
and p( s) and q( s) satisfy

p(s)q(s) = 1 p(s) = 1

to give p( s) = 1 and q( s) = 1. The characteristic equations are

dx
dt
dz
- =2pq
dt
dp
dt
= ° dq
dt = °.
The initial values for p and q are

p(O, s) = 1 and q(o,s) = 1

and the characteristic equations solve to give:

x(t,s)=t+s y(t,s)=t z(t, s) = 2t + s.

The first two equations give t = Y and s-x-y and hence z(x, y) = x+y.
3.5
x=s t=O z = ds
and initially p and q satisfy

p(s) =d
to give p(s) = d and q(s) = -d2 . The characteristic equations are
dx dt dz 2
dT
2p -=1
dT dT = q + 2p
dp dq = 0
o
dT dT
with solutions

x(T,s)=2dT+S t(T,S)=T
and
p(T,s)=d
from which T = t and s =x - 2at and hence z(x, t) = d(x - dt).
3.6 Figure A.2 shows a series of left-progressing waves.
262 Analytic Methods for Partial Differential Equations

y
t=3 t=2 t=l t=O

Fig. A.2.

3.7 The D' Alembert solution is

u = f(x - ct) + g(x + ct)

and the boundary conditions give

o f(x) + g(x)
cos x -cf'(x) + cg'(x).

Differentiate the first equation to give:

0= cf'(x) + cg'(x)
and adding and subtracting gives
1 .
f(x) = - - SIn X
2c
and
1 .
g(x) = -SInX
2c
and hence
1 1
u = - - sin(x - ct)
2c
+ -2c sin(x + ct).
3.8 D'Alembert's general solution is
1 1 jx+ct
u(x)=-[¢(x-ct)+¢(x+ct)]+-2 q(()d(
2 c x-et

and in this problem c = ~, ¢ = e- x2 and q = xe - _x 2 . Hence

1
_[e-(x-et)'
1 jx+et
+ e(x+ct)2] + _ e-(2 d((2)
u =
2 2 x-ct
x + ct
-1 [e-(x-et) 2 + e(x+et) ] +2
_e- x 2l
2 x-ct
e-(x-t/2)2.
A. Solutions of Exercises 263

3.9 Use the same general solution as above with c 1, ¢ sinx and
q = cos x. Hence

u -1 [sin(x - ct)
2
11
+ sin(x + ct)] + -
2 x-t
x +t
cos(() d(

~[sin(x - ct) + sin(x + ct)] + ~ [sin(]~~!

sin(x + t).

3.10 The discontinuity will propagate from x = 2, t = 0 along the two

characteristics which have equations x + t = 2 and x - t = 2. For any
point for which the intersecting characteristics miss x = 2 then ¢ = 0
and q = 0 in D'Alembert's solution and hence u = o. If one of the
intersecting characteristics hits x = 2, that is along the two sketched
characteristics then at x = 2, ¢ = a and so the solution is u = a/2.
Hence the spike propagates out along the two characteristics.
3.11 Here the D'Alembert solution will have q = o. Figure A.3 shows the
three regions of the solution.

x-ct=o

u(x,O)=o o u(x, 0) =x x

Fig. A.3.

These regions are bounded by the two characteristics x + ct = 0 and x-

ct = O. In region Q2 the intersecting characteristics will both intersect
t = 0 where ¢ = x and hence u = !(x + x) = x. In Ql, both intersect
t = 0 in the regime where ¢ = 0, giving u = O. In the middle region
Q3 one characteristic will intersect t = 0 where ¢ = x and one where
¢ = 0 and will give u = x/2.
264 Analytic Methods for Partial Differential Equations

3.12 The problem is extended to an infinite range which gives the correct
boundary conditions at x = 0 by setting

sinx x>O
u(x,O) = { -sm
. ( -x )
x < 0,

and now Figure A.3 will apply, although only the region for which
x > 0 is now relevant. In region Q2, using D'Alembert's solution with
q = 0 gives
1
u= "2 (sin(x - ct) + sin(x + ct))
with both characteristics intersecting t = 0 in the sin x region with
x > o. In the region Q3 for x > 0, one characteristic will fall in the
- sin( -x) region and then

u = ~(- sin( -x + ct) + sin (x + ct))

giving the same solution as before.
3.13 In this example <p = 0 and the extended q is
2
q(x) = xe- x

both for x > 0 and x < O. Hence

u = -1
2c
l x +ct

x-ct
xe- x 2 dx

~[e-(X-ct)2 _ e-(x+ct)2].
4c

3.14 Again using the regions of Figure A.3, in region Q3 for x > 0,
D'Alembert's solution gives

u = -
2
11x-t
0
- sin( -x) dx +- 11
2 0
x t
+ sinxdx

1
"2 [cos(x - t) - cos(x + t)J.

Region Q2 reduces to the same integral as - sin( -x) = sinx.

Chapter 4

4.1 Use
f(t) = 1 00
[A(w) coswt + B(w)sinwt]dw
A. Solutions of Exercises 265

with
A(w) = - 11
1r
00

-00
f(v)coswvdv

and
B(w) = - 11
1r
00

-00
f(v)sinwvdv

which gives

A(w) 10 00
e- V coswvdv
1
1 +w 2 ·
The imaginary part of the same integral gives
w
B(w) = --2.
l+w

4.2 In this example, f( -t) = - f(t) and hence A(w) = o. Then

B(w) = 10 00
e- v cosvsinwvdv
1 w3
2w 4 +4·
4.3 For this case f is odd to leave just

B(w) 10 1r
sin v sinwv dv
sin 1rW
1-w 2 •

4.4
B(w) =- 2111" - sinwvdv = 1 -
1r COS1rV
.
1r 0 2 w

4.5 This case has f even and hence B(w) = 0 and

A(w) = 1 o
00
e- v coswvdv =
1
--2.
l+w

4.6
A(w) = -
211 - 1r sinw
coswvdv = - -
1r 0 2 w
and at the discontinuity the integral will be half the values on each
side to give 1r / 4.
266 Analytic Methods for Partial Differential Equations

1'"
4.7 With f(x) even,

/2 COS "'w
A(w) = cosvcoswvdv = _ _2_2 •
o 1-w

4.8 A(w) = - 21 1r 0
a
coswvdv = - 2 sinwa.
1rW

4.9 A(w) 21
-
1r 0
a
v 2 coswvdv

2a 2 sinwa 4a 4
- -1rW- - + --
1rW2
coswa - - - sin wa.
1rW 3

11
4.lO Starting with
00
f(x) = - A(w) cos wx dx,
1r 0
put x = ay to give

f(ay) = -a
1r
10
00
A(w)coswaydy.

Then aw = w gives

f(ax) =;: hOC) A(~) coswydy.

4.11 To expand f(x) = 1 requires the integral

hOC) cos wx dx
which does not converge.
4.12 The separated solution has the form

u(x,y) = L (Apcospx + Bpsinpx)(Cepy + De- W )

p

and u(x, a) = 0 gives

Ce pa = -De- pa

i:
to give the trial solution with continuous p

u(x, y) = (A(p) cospx + B(p) sin px) (Cep(y - a) + DeP(a- y ) dp.

i:
The condition u(x, 0) = f(x) gives the Fourier integral

f(x) = [A(p) cospx + B(p) sinpx] sinhpadp

A. Solutions of Exercises 267

1/
with
A(p) =:; -00
00
f(v)cospvdv

=:;1/
and
00
B(p) -00 f(v) sinpv dv
using
cospvcospx + sinpvsinpx = cosp(v - x)
gives

u(x, y) = -1
7r
100 [/00-00
0
. ha
sinh(p(
sm pa
y) 1f(v) cosp(v - x) dv ] dp.

4.13 The separated solution is as in the previous exercise and this reduces
to
u(x, y) = A(p)e- YP sinpx L
P
under the boundary conditions. Hence the Fourier integral is

f(x) = u(x, 0) = 1 00
A(p)sinpxdp

and
21
A(p) = -
7r 0
00
f(() sin((p) dp

to give

u(x,y) = -
21 1
7r 0
00

0
00
e-PYf(Osinpxsinp(d(dp.

The integral with respect to p is

roo e- PY sinpxsinp(dp =
Jo
'#..
2 y
[2
+ (~ - x
)2 -
y
2
+ (~ + x )2] ,
as required.
4.14 The separable solution is

u(r, t) = L (ApJo(pr) + BpYo(pr))e-p2kt,

P

and u finite at r = °implies Bp = 0. Hence

u= 1 00
A(p)e- p2kt Jo(pr) dp

1
where
00
f(r) = A(p) Jo (pr) dp.
268 Analytic Methods for Partial Differential Equations

4.15 The separable solution with u(O, t) = 0 is

u = L Ap sinpxe- p2kt
p

and hence for the infinite range

U = ioroo A(p) sinpxe- P

2
kt dp

21
where
00
A(p) = - J(()sin(pd(
11" 0
to give the required result.
4.16 Using the boundary conditions Ux = 0 at x = 0 and uy = 0 at y = 0
gives the separable solution

u(x,y) = L Bpcospxcoshpy
P

or for continuous p

u(x,y) = 1 00
B(p)cospxcoshpydp

and
f(x) = 1 00
B(p) cospxcoshpdp

with
B(p) coshp = - 21
7r 0
00
f(() cos((p) d(

to give the result

u(x,y) = ~ roo cospx~shPY [rOO J((COS(P()d(] dp.

11" io cos p io
When
OS;xS;l
f(x) = {~ x> 1,

1
we have
1 sinp
cosp(d( =--
o p
to give
u = ~ roo cos px cosh py sin p dp
11" io pcoshp
as required.
A. Solutions of Exercises 269

4.17 Multiply both sides of the partial differential equation by cos px and
integrate from 0 to 00:

{'XJ cPu 1 {= au
Jo ax 2 cos px dx = k Jo
at cos px dx.
Hence

au 1= + pusmpx
. 1= 2
J{= 1 dUe
ax cospx 0 0 - p o ucospxdx = kdl
and now the choice of the cosine transformation allows the boundary
condition U x = -v to be used to give just

with solution
Ue = Ae-p'kt + ;.
Applying Ue = 0 at t = 0 gives A = _v/p2 and thereby

Ue = v2 (1 _ e-p'kt).
p

The inversion formula gives

u(x,t) = -
21=
7r 0
1 - e-p'kt
----;;2,----sinpxdp.
P

4.18 With the boundary condition u(x, 0) = 0 use the sine transform to give

dUB _ -k 2U
dt - p 8

with solution

and the boundary condition is

O<x<l
u(x,O) = {~ 1 :'S x.

Taking transforms gives

(l l-cosp
Us(O) = Jo sinpx dx = p

Hence
A = 1 - cosp
P
270 Analytic Methods for Partial Differential Equations

and
US -_ 1 - cosp e _kp 2 t
p
with inverse

U(X,t) =- 21
7r 0
00
1 - cos P
--~e-P
P
2
tsinpxdp

as required.
4.19 Taking the usual sine transform gives

with solution

However, u(x,O) = e- x which transforms to

Us(O) = roo e-xsinpxdx = ~

Jo 1 +p
= A.

Hence
u(x, t) = ~
7r Jo
roo (~)
1 +P
e- 2p2t sinpx dp.

4.20 The cosine transform gives

dUe = -p2 tU
dt e

with solution

However,
O:Sx:Sl
u(x,O) = {~ l<x
and transforming gives

Ue(O) = 1 o
1 sinp
x cospxdx = - -
P
+
cosp - 1
2
P
to yield

u(x,t) = - 21
7r 0
00
(sin
--
P
p + cosp2 -1) e- P tcospxdp.
P
2
A. Solutions of Exercises 271

4.21 Take the complex Fourier transform of

to obtain

Hence

using the derivative boundary conditions at each step. The transformed

equation is

The solution is

However, Ut = 0 at t = 0 to force B = 0 and transforming u(x,O) =

f(x) gives

U(O) =[: f(x)e iwX dx.

Hence

U(t) = ( [ : f(x)e iWX dX) cosaw 2 t = F(w) cosaw 2 t.

Now use
F-1(FG) =f 129 9

with the given inversion formula to give

= i: f(y)g(x - y) dy

= 1 /00 f(x - y)cos (-y2 - -7r) dy.

u(x,t)
y
~
47rat -00 4at 4
272 Analytic Methods for Partial Differential Equations

4.22 The cosine transformation gives

d2 Uc 2
dy2 + pUc = 0

with solution
Uc = Be- PY
so that Uc remains finite at At t = 0

l
00.
a .
Sill ap
Uc(O) = cospxdx = - - = B.
o p
Hence
Uc ( y ) -_ sin ap e -PY
p

21
and the inversion formula gives
00
sinap
u(x,y) - e- PY - - cospxdp
11" 0 P
1 [arctan (a+x)
;: -y- + arctan (a-x)]
-y- .

4.23 The transformed equation is

d2Vs _ 2v.
dy2 - P s
using the boundary condition v = 0 when x = 0 in the integration by
parts. The solution is
If,, = Ae- PY + Be PY
and
If,,(O) = 1 00
f(() sinp( d(
to give the two equations
A+B If,,(O)
Ae- pb + Be pb 0
for the boundary conditions. Hence
A Vs(O)e Pb / sinhpb
B - V,e- pb / sinhpb

21 1
to give the full solution

u(x,y) -
00
f(O
00
sin (p sinxp(ePbe- PY - e-pbe PY ) d( dp
-.--

21 1
11" 0 0 slllh pb

-
00
f(()
00
sin (pb sin xp sinhp(b - y) d( dp.
-;--h
11" 0 0 mn p
A. Solutions of Exercises 273

4.24 (a) The inverse is

I = _1_ { __ P_ePx dp
27ri iB p2 + a2
where B is the Bromwich contour. Hence

I = L
Res ia,-ia
.
11m (p - ia)(ia)ePX (p + ia)( -ia)ePX
..
p-+ia (p - ta)(p + ta)
+ p-+-ia
lim
(p - ia)(p + ia)
ia· i a ·tax
_e tax + _e- = cos ax.
2ia 2ia

(b) 1 =1- 1
- -1- e pXdp
27ri B p2 + a2

and

I L
Res ia,-ia
eiax e- iax sin ax
2ia 2ia a

(c) 1 =1-
27ri
1B
ePX
(p + 1)(p2 + 1)
dp

gives

I = L
ePx ePX ePX
lim + lim . + lim .
p-+-l (p2 + 1) p-+-i (p + 1)(p - t) p-+i (p + 1)(p + t)

e- x 1
2 + 2 (sin x - cosx).

(d) 1 =1-
27ri
1
B
ePX
(p + 1) 2 P
d

yields

I Res p -+_l
.
hm -d [(p+ 1)2e X] -
p
xe _ x
p-+-l dp (p + 1)2 - .

(e)
274 Analytic Methods for Partial Differential Equations

which gives

I = L
Res O,i,-i

4.25 1= - 1
27ri
1 B
ePX
p(e P + 1)
dp.

Hence

I
Res O,±i7T" ,±3i7r.

1 . ePX(p - i7r) . ePX(p + i7r)

-+hm + hm
2 p~i1r p(eP + 1) p~-i1r p(e P + 1)
· epx(p-3i7r) I' ePX (p+3i7r)
+ I1m + 1m +
p-->3i1r p(eP +1) p-->-3i1r p(e P +1) ...

"21 -;:2 ( sin 7rX - --3-

sin 37rX
+ . .. ) .

4.26 1 =1-
27ri
1 B
--ePXd p
pcoshp
with a series of poles at the zeros of coshp. Hence

I = L
Res O,±i1r /2,±3i1r /2 ...
. e Px . ePX (p-i7r/2) . ePX(p + i7r/2)
hm--+ hm + hm
p-->O cosh p p-->i1r /2 p cosh P p-->-i1r /2 P cosh p
ePX (p - 3i7r /2) I' ePx (p + 3i7r /2)
+ lim + 1m + ...
p-->3i1r /2 P cosh P p-->-3i1r /2 P cosh P

1- ~ (cos 7r2X _ ~ cos 3;X + ...) .

4.27 1 =1-
27ri
1B
ePX
p2 sinh p
dp

gives

I
ResO,±i1T, ±2i7r _.

1 d2 pe Px
lim----
p-->O 2 dp2 sinh p
A. Solutions of Exercises 275

. ePX(p-irr) . ePX(p + irr)

+ p~i7f
hm .
p2 smhp
+ p-+-i7f
hm -~.-:----"-
p2 smhp
. ePX(p - 2irr) . ePX(p + 2irr)
+ p~2i7f
hm 2.
P smhp
+ hm
p~-2i7f
2 .
p smhp
+ ...
1 2 2 00 (_l)n
-x + - " - - ( 1 - cosnrrx).
2 rr2 ~ n2
n=l

4.28 1= - 1
2rri
1 B
ePX
p3 sinh ap
dp.

The function sinh ap has zeros when ap = nrri which makes p = 0 a

fourth-order pole. Most of the solution is devoted to computing this
residue. Consider first the residues at ap = nrri.

ePX(p - nrri/a
p3 sinhap

and
ePX(p + nrri/a
lim
p-+-n1fi/a p3 sinhap
and the sum of these residues gives

2a 2 (-1)n . nrrx
----sm--
rr3 n3 a

which gives the sum in the final result. The fourth-order pole gives a
residue

d 2 { e pX pxePx ape pX }
dp2 sinh ap + sinh ap - sinh2 ap
d { 2xe Px 2aePx 2apxePx px 2ePx 2a 2pePx }
-dp ---+
sinhap sinh2 ap
- sinh2 ---+-....c..".-
ap sinhap sinh 3 ap
3x 2ePx 6axe Px 4aePx 3apx 2 e Px
lim - - - - + ---,,-
p-+O sinh ap sinh2 ap sinh ap 3 sinh2 ap
6a2pxePx x2ePx px3ePx 2a 2e Px
+ sinh 3 ap + - -+-
sinh ap
- + --;;--
sinh ap sinh3 ap
1 Z3

6 a

4.29 For
au au
x-+-=x
at ax
276 Analytic Methods for Partial Differential Equations

the transformed equation is

dU x
xpU+- = -
dx p

which solves with an integrating factor to give

U = ~
p2
+ Ae- x2p / 2

and the boundary condition U(O) = 0 gives

U = ~(l- e-x2p/2a)
pZ

with inverse

using the Heaviside function result:

.c- 1 {J(t - T)H(t - T)} = e- pT F(p)

and

4.30 The Laplace transform is

d2U = p2 U _ ksin7rx
dX2 c2 p

using standard transforms. The transformed solution is

. px px kc 2 .
U = Asm-
c
+ Bcos-
c
+ pp
(2 2 '2) sm7rX
+czpt

and U(O, t) = 0 gives B = O. Further U(l, t) = 0 gives A = 0 to leave

kc 2
U = (2 2 '2) sin 7rX
p P +c zpt

with standard inverse

u(X,t) = kz(I-COSC7rt)sin7rX.
7r

4.31 The transformed equation is

A. Solutions of Exercises 277

with solution
u= x +.:!.P
p(p + 1) x
using the integrating factor x p . The condition U(O) = 0 gives A = 0
and hence
U= x
p(p + 1)
with standard inverse

u(x, t) = x(l - e- t ).

4.32 For this example the transformed equation is

which has an integrating factor e x2p / 2 to give after integration by parts:

The condition 4>(0) = 0 gives

with standard transform

<p(x, t) = x 2 t - t 2 X2) (3x2

+ ( t - "2 2 - t H x2) .
) (t -"2
4.33 The transformed equation is

d4> x
-dx + xp4> = -
p
+ x<Po

the last term arising from the boundary condition <P = <Po at t = O.

G *)
The solution is

4> = ~ + <Po) (1 - e-

with standard transform

<P = <Po + t) - (<Po + y _ ~2) H (t _~2) .

278 Analytic Methods for Partial Differential Equations

4.34 The transformed equation is

with solution
U = AeP ..;6x + Be- P ..;6x - asin 7fX
and for the particular integral, differentiating and substituting into the
original gives
-a7f2 = 6p 2 a - 1

and the boundary conditions U(O) = 0 and U(2) = 0 give both A = 0

and B = o. Hence

with a standard inverse

v'6. .
u(x, t) = --b sm 7fxsm rc;.
7ft

6 7f v6

4.35 The transformed equation is

dY x
x-+pY+Y= -
dx p
with solution
Y = x + Ax-(l+p)
p(p + 2)
and Y(O) = 0, hence A = o. The standard inverse is then

Chapter 5
5.1 The Green's function for the infinite space solution is, by definition,
given by the solution of

a22 + k 2 ) g(x/xo, k) =
( ox -6(x - xo)

where 0 ::; Xo ::; 00. Take a Laplace transform to obtain

A. Solutions of Exercises 279

where

Hence

Inverting
1 .
g(xlxo, k) g(Olxo, k) cos kx + "kg'(Olx o, k) sm kx

+~ sin[k(x - xo)]H(x - xo)

where H(x) is the Heaviside step function. The solution is given by

u(xo,k) 1 00
g(xlxo, k)f(x) dx

1 00
g(Olx, k) cos kxo dx
1 roo
+"k io g'(Olx,k)f(x)sinkxodx
1 roo
+"k io sin[k(xo - x)]H(x - xo)f(x) dx
A(k) cos kxo + B(k) sin kxo
1 roo
+"k io sin[k(xo - x)]H(x - xo)f(x) dx

where

A(k) = 1 00
g(Olx, k) dx, B(k) ="k io
1 roo g'(Olx, k)f(x) dx.
5.2 The Green's function is

g(xlxo, k) = -~ sin klx - xol

being the solution of

(::2 + k 2 ) g(xlxo, k) = -5(x - xo)

for both right- and left-travelling waves. The homogeneous equation

has solutions sin kx and sin k( l - x) which vanish at x = 0 and x = L.
Consider the linear combination

u(x,k) = -~ sinklx - xol + Asinkx + Bsink(l- x).

280 Analytic Methods for Partial Differential Equations

Then
o= - ~ sin kxo + B sin kL
and
1
0= -k sink(L - xo) + A sin kL.
Hence

1 [. k\ \ sinkxo sin k(L - x)

u(x\xo, k) -k sm x - Xo - sin kL

SinkXSink(L-xo)] .
sinkL

5.3 From 5.1 g(x\xo, k) gives g(O\xo, k) = 0, g'(O\xo, k) = g(l\xo, k) and

g(l\x + 0, k) = ~g(l\xo, k) sin k + ~ sin[k(l - xo)]H(l - xo).

Solving for g gives

( k) _ sin[k(l - xo)]H(l - xo)

g 1 \Xo, - k ' k
-sm

and hence

sinkxsin[k(l - xo)] 1
g(xlxo, k) = k(k _ sin k) + k sin[k(x - xo)]H(x - xo)

for 0 ::::; x ::::; 1 and 0 ::::; Xo ::::; 1.

5.4 Writing R = r = ro and take the three-dimensional Fourier transform
to obtain
1
G(u)=~
u + /\
where

and u == lui. Transforming back using spherical polars gives

g(R) = --
1 /00 -e iU-.- d3 u R

-(Xl
(27r)3

-()3
1 1(Xl
u2

u 2 du
/1
+ >.
d( cos B)
1271" eiuRcos(J
2 >. d</J
27r +
/00 u
0 -IOU

_1_ sine uR) duo

47r 2 R -00 u 2 + >.
A. Solutions of Exercises 281

However, the contour integral

i
c z
zeizR
~dz
+ /\
has two simple poles at ±i~. Choosing the contour C in the upper
half plane gives the residue

.
I1m [(z - i~)zeizR] =-e
1 -v'>.R
z-+iv'>. Z2+A 2

and hence the solution

e-v'>.R
g(R) = 471"R .

5.5 Rewrite the equation as

(\7 2 + u 2 )u(r, k) = - V(r)u(r, k).

Then

and

-J gVud 3 r + J u(r, k)b 3 (r - ro)d 3 r

-J gVud 3 r + u(r, k).

+J
Hence
u(ro, k) = f(ro) g(rlro, k)u(r, k)V(r) d3 r

where

which is a solution to

5.6 Let U(r, t) = u(r,w)exp(iwt), then

\7 2 u + k2u = -471"p; k =~ = 271"

C A
where A is the wavelength. The Green's function solution to this
equation (at ro) is

u(ro,k) = 471" J p(r)g(r I ro,k)d 3 r

282 Analytic Methods for Partial Differential Equations

where 9 is the "outgoing Green's function" given by

exp(iklr-rol)
9( r 1 ro, k) =
47r 1 r - ro 1
whose asymptotic form is

exp( ikTo) exp (.k' , ro

-z n· r ) . n== - , TO» T.
47rTo ' TO
Hence, in the far field

u(ro,k) =
exp(ikTo)
TO
J ,3
p(r)exp(-ikn·r)d r.

In spherical polar coordinates

U(TO, k) = exp( ikro)

TO
J exp( -ik; cos 8) T2dTd( cos 8)d¢

J
l'
00
27r 2 sine kT) 27r 2
- exp(ikTo) k dT = -k exp(ikTo).
~ l' ~
o
Hence, 1u 1= 7r>.jTO and with ).=10 m and 1'0=1000 m has a value of
O.Ob.
5.7 (i) We require the solution to the following equation:

(\7 2- c12 8t8 22 - (j 2) G(r 1

3
ro, t 1 to) = -J (r - ro)J(t - to).

Let

J
00

G(R,T) = 2~ g(R,w)exp(iwT)dw
-00

and

J
00

J(T) = ~
27r
exp(iWT)dw
-00

where R =1 r - ro 1and T = t - to so that the equation above

becomes (in w-space)

(\7 2 + ~: - (j2) g(R,w) = -J3(r - ro).

Further, let

J
00

g(R,w) = (2:)3 §(u,w)exp(iu· R)d 3u

-00
A. Solutions of Exercises 283

and

J
00

J3(R) = (2~)3 exp(iu· R)d3 u.

-00

The equation then transforms to

(-u2+ wc 2
2 -a
2) g=-l
_
or
_ 1
g(u, w) = u2 _ (w2/c2) + a2
Fourier inverting, we obtain

G(R ) - _1_
,T - (21l")4
JJ
00 00

exp(iu· R)exp(iwT) d3 dw
u2 _ (w 2 /C2 ) + a 2 u .
-(Xl -00

Integrating over the angular components of u (using spherical polar

coordinates) we have

G(R,T) = 2:4~12R
" "
JJ
00 00

usin(uR)exp(iwT)d dw
u2 _ (w2/c2) + a 2 u .
-00 -00

The contour integral

f
C
zexp(iRz) d
Z2 _ (w2/C2) + a 2 z

has simple poles at z = ±J(w2/c 2) - a 2. If we consider the

contour to enclose the positive pole only, then contour integration
(using the residue theorem) gives the outgoing Green's function

1 1
G(R, T) = 21l" 41l"R J.
00

exp(zRy'(w 2/c2) - ( 2) exp(zwT)dw..

-00

The last part of the calculation is therefore to compute the integral

above.
Noting that J(W 2 /c 2 ) - a 2 = iJa 2 - (W 2/C 2) and letting iw = p,
we can write
ioo
1 1 /
G(R,T) = 41l"R21l"i exp(-RJa 2c2 + p2/C)exp(pT)dp.
-iCXJ
284 Analytic Methods for Partial Differential Equations

We are thus required to evaluate the inverse Laplace transform of

exp( -RJer 2 c 2 + p 2 /c). Noting that

exp ( - R J er 22
c + p 2/)-
c - - ca- (eXP(-RJer2c2+p2/C))
aR Jer2c2 + p2

we can write

T > Ric.

(ii) Using exactly the same approach as that used in part (i) above,
we can write the outgoing Green's function as

J
00

G(R, T) = ~_1_ exp(iRJ(w 2 /c 2 ) - iwer) exp(iwT)dw

21r 41rR
-00

the term iwer in the first exponential being a direct result of the
term era I at present in this operator. Noting that

iW erc) 2
(- +-
c 2 4

and letting p = (iwI2) + (erc/2), we obtain

C 2 1
G(R, T) - exp( -erc T 12)-.
41rR 21rz

J
1'+ioo

x exp(-RJp2-er2c2/4)exp(pcT)dp

CT> R.

5.8 In Cartesian coordinates

r = xx + yy + zz,
ro = xXo + YYO + zzo·
Condition (i) implies that k = Z, condition (ii) that fo ~ z and
condition (iii) that z = o. Conditions (i) and (ii) give a ~ n·k+n.fo ~ 2
(because in this geometry n = z) and with condition (iii), we obtain

u(xo, Yo, zo, k) = >:i exp(ikro)

ro
J [ik
exp - ro (xxo + YYo) ] dxdy.
s
A. Solutions of Exercises 285

Assuming that the point of observation lies in a plane (the observation

screen) located at a fixed distance Zo from the aperture (which will be
large compared with Xo and Yo since observations are made only at
small angles),

TO VI Xo2 + Yo2 + Zo2 = Zo

(
1+ ----zr
x6 + Y5 ) !
Zo + _0
X2 +y2
__ 0.
2zo

Using this expression for TO in the exponent exp(ikTo) but using TO ~ Zo

elsewhere,

i exp(ikzo)
A Zo

x exp (ikX52:oY5) J
s
exp [- ~: (xxo + YYo)] dxdy.

If the aperture is described by f(x, y) which by implication is of

compact support, then

-iexp(ikzo) exp (·k X6 + Y5 )

u(xo,Yo,zo,k) t ---
A Zo 2zo

J
00

x f(x, y) exp (- ~: (xxo + YYo)) dxdy.

-00

Finally, let
k -~
x - ZOA

and
k -~
y - zo>'
so that the intensity of the wavefield can be written as

1 2
I(xo, Yo) = I F[f(x, y)]1
A

\2 2
/\ Zo

where F is the Fourier transform operator:

J
(Xl

F[f(x, y)] = f(x, y) exp[-27ri(k x x + kyy)]dxdy.

-00
286 Analytic Methods for Partial Differential Equations

5.9 Using the same approach as in the solution to Exercise 5.8,

u (Xo,Yo, zo, k) = \iexp(ikzo) exp ('kX5+Y5)

z -2--
A Zo Zo

f f(x,y)exp[-~:(xxo+yyo)]exp[;:0(x2+y2)]dXdY.
00

x
-00

Noting that
ik 2 2 ik ik 2 2
-2 (xo
Zo
+ Yo) + -(-xxo
Zo
- YYo) + -2
Zo
(x +y )

ik [
= -2 Xo - 2xxo
2
+ x + Yo - 2yyo 2 2 +Y 2J
Zo
ik [
= -2 (xo - x) + (Yo - y) 1
2 2
Zo
this result can be written in the form
i exp(ikzo)
u(xo, Yo, Zo, k) = \ --''-'----=...:.
A Zo

f
00

x f(x,y)exp (;;0 [(Xo - X)2 + (Yo - y)2J) dxdy.

-00

5.10 (i) Since c = Co + v,

1 1 1 ( v ) -2 1 ( 2v )
c2 (Co + v)2 = c5 1 + Co = c5 1 - Co + ...
1 2v
.::. « l.
Co
The equation given then becomes

(::2 + e - 2k2 ~) u(x,w) = O.

With u = w + exp( -ikx) we have

(::2 + k 2 ) exp( -ikx)

+ ( -EJ2+ k 2) w-2k 2-exp(-zkx)-2k

v . 2-w=O V
8~ Co Co

which reduces to
A. Solutions of Exercises 287

(::2 +
because
k 2 ) exp( -ikx) =0
and since v/eo « 1 and 1 w 1« 1, the term 2k 2vw/eo can be
neglected.
(ii) The (outgoing) Green's function solution is

J
00

w(xo, k) = 2k2.i. exp[(ik 1 x - Xo I)]v(x) exp( -ikx)dx

eo 2k
-00

J
00

~ exp(ikxo) v(x) exp( -2ikx)dx, Xo ~ 00

-00

(Le. Xo > x Vx). Now

J J
00 00

ik v(x) exp( -2ikx)dx -~ (:x eXP(-2ikX)) v(x)dx

-00 -00

-~ J
00

dv exp( -2ikx)dx
2 dx
-00

assuming v(x) I±oo= o. Thus

J ~~
00

w(xo,k) = -exp(ikxo)2~ exp(-2ikx)dx.

-00

Since x = ct and k = w/ c, we can write this result in the form

w(ro,w) = -exp(iwro/2) J2eo

00

-00
dr exp(-iwr)dr
_l_ dv

where r = 2t. Taking the inverse Fourier transform and using the
convolution theorem we obtain
1 dv
w(r) = - - -
2eo dr
* J(r + to/2)
where ro ~ 00. The condition v/eo « 1 implies that v is a small
perturbation of eo. 1w 1« 1 implies weak or Born scattering. This
expression for the impulse response function is obtained under the
Born approximation - the conditions allowing a linearisation of the
problem.
288 Analytic Methods for Partial Differential Equations

(iii) With u(x,k) = exp[iks(x)],

au ds
-8 = ik exp( iks)-d
x x
and
~:~ = (ik)2exp(iks) (~:) +ikexp(iks)~:~
and the original equation transforms to

~; (~:r
ds
or
dx c
Hence, if c = o.C{Jlx, then
ds x x2
= - or s = !3 + -
-
dx a 20.
where !3 is a constant of integration. The condition w --> 00
implies that the wavelength is much smaller than the characteristic
variation of s.
5.11 With u = ge S , the equation becomes
'V 2 g + k 2 g + 2'V· 'Vg + g'V. 'Vs + g'V 2 s = _k2"(g - 53.
Under the Rytov approximation (i.e. neglecting the term g'V s· 'V s), we
have
g'V 2s + 2'Vs· 'Vg = _k2"(g
which, after the substitution of s = wig, reduces to
'V 2w + k 2 w = _k2"(g _ ~53.
9
The Green's function solution to this equation at a point rs say
(assuming homogeneous boundary conditions) is

w(rs I ro, k) = k2 J "((r)g(r I ro, k)g(r Irs, k)d 3 r

+ J w(r,k) 3( 3
g(r I ro, k)g(r Irs, k)5 r - ro)d r

k2 J "((r)g(r I ro, k)g(r Irs, k)d 3 r

since 1lg(ro I ro, k) = O. Hence the solution is

u(r.1 ro,k) = g(rs I ro,k)

xexp [g(r. ~:o,k)J "((r)g(r I ro,k)g(r I r s ,k)d3 r]

= g(rs I ro, k) = k 2 J "((r)g(r I ro, k)g(r I r" k)d 3 r + ....

A. Solutions of Exercises 289

The back-scattered field is given by

u(ro,k) = r:~)u(rs I ro,k)-g(rs I ro,k)] = k 2 j ,(r)g2(r I ro,k)d r.

3

(i) Taking the Laplace transform, the equation transforms (using the
convolution theorem) to
1 1
U(p) = - - -U(p).
p2 p2
Thus
1
U(p) = p2 +1 and u(x) = sinhx.

(ii) The Neumann series for this equation is

x

un(x) = X - j(t - x)un_l(t)dt, n = 1,2,3 ....

o
Thus

uo(x) x
x
Ul(X) x- j(t-X)tdt
o
x- [~_x~]X
3 2 0
x3 x3 x3
x--+-=x+-
326

and by induction,

+ -x6 + -120
x
3 5
X + ... = sinh x
.

5.12 With R = r - ro and r = t - to, solve

(V 2 + a :r ) G(R, r) = -83 (R)8(r), r > O.

290 Analytic Methods for Partial Differential Equations

Take Laplace transforms

V' 2 C(R,p) + O"[P - G(R,O)lC(R,p) = -5 3 (R)

or
G(R,O) = 0.
Solving this equation gives:

Hence

G(R,T)

a = Ry'(i

5.13 Consider

together with the time reversed equation

( V'2 + 0" !) G(rlrl. -tl - tl) = -5 3 (r - rl)5(t - tt).

Multiply the first by G(rlrl' -tl - tl) and the second by G(rlro, tlto)
and subtract, integrate over the region of interest V and over t from
-00 to to. Using Green's Theorem gives:

l tD
-00
dt J
Is
[G(rlrl' -tl - tl)V'G(rlro, tlto)

G(rlro,tlto)V'G(rlrl' -tl- tdl· ild2 r

-0" Iv d3 r ltD [G(rlrl' -tl - tl) :t G(rlro, tlto)

+ G(rlro, tlto) ! G(rlrl' -tl - t l )] dt

= G(rllro, tllto) - G(rolrl' -tol- tl).

 291
A. Solutions of Exercises

the
The first integral vanishes under the assump tion that G statisfies
homogeneous bounda ry conditio ns. In the second integral we obtain

[G(rlrb -tl - tt)G(rlr o, tlto)l:~~oo

and since G(rlro, tlto) = 0 if t < to, G(rlro, tlto)lt=-oo = 0

and
G(rlrl' -tl- tl)lt=to = 0 for t in the range of integrat ion. Hence

G(rlro, tlto) = G(rlrl, -tol - td·

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 Index

Algebra of generalised functions, 38 D'Alembert's method, 101

Analytic functions, 30 Dependent variable, 2
Argand diagram, 30 Differentiating across discontinuities, 41
Argument of a complex number, 30 Diffusion equation, 3
Asymptotic Born scattering, 186 Dirac delta function, 34, 39
Asymptotic forms of Green functions, Dirichlet and Neumann boundary
173 conditions, 178
Dirichlet problem, 79
Bessel functions, 24 Discrete representation of the delta
Bessel's equation, 88 function, 46
Born approximation, 182 div,3
Born series, 208 Divergence theorem, 3
Born series solution, 212
Eigenfunctions, 16
Calculus of residues, 32 Eigenvalues, 16, 53
Canonical form, 9 Eigenvectors, 53
Cauchy's residue theorem, 144 Elliptic equations, 9, 11
Cauchy's Theorem, 31 Equivalent regular sequences, 36
Characteristic curves, 8, 96 Euler, 1
Characteristics, 8, 101, 108 Even functions, 120
Charpit's method, 98 Exterior Dirichlet problem, 79
Circular membrane, 85
Classifying 2nd. order equations, 8 Feynman diagram, 163
Comb function, 44 Fick's law, 4
Complete integral, 99 First order equations, 95
Complete orthogonal functions, 13 First shift theorem, 151
Complete solution, 99 Fourier coefficient, 14
Complex conjugate, 30 Fourier cosine integral, 127
Complex functions, 30 Fourier cosine transform, 133
Complex numbers, 29 Fourier expansions, 50
Convolution of generalised functions, 44 Fourier integrals, 124
Convolution theorem, 138, 152 Fourier series, 14, 53, 68
curl, 3 Fourier sine integral, 127
Cylindrical polar coordinates, 77 Fourier sine transform, 133
Fourier transform of generalised
D' Alembert, 1 functions, 42
297
298 Analytic Methods for Partial Differential Equations
Fraunhofer approximation, 173
Fraunhofer diffraction, 206
Fresnel approximation, 173
Fresnel diffraction, 207
Function norm, 14
Functions of slow growth, 37
General Fourier transform, 136
Generalised Fourier series, 14
Generalised functions, 34
General solution of wave equation, 102
Generating function, 19
grad,3
Green's function for the diffusion
equation, 217
Green's functions, 163
Green's functions and optics, 202
Green's functions for Maxwell's
equations, 194
Green's functions for Schrodinger's
equation, 180
Green's functions for the Helmholtz
equation, 180
Green's functions for the wave equation,
168, 195
Green's functions for time dependent
problems, 194
Green's functions in one dimension, 168
Green's functions in three dimensions,
172
Green's functions in two dimensions, 170
Green's function solution to Maxwell's
equations, 196
Green's functions to the 3D wave
equation, 176
Green's function to Laplace's equation,
221
Green's function to Poisson's equation,
221
Green's theorem, 177
Heat equation, 3, 56, 130
Heaviside step function, 39, 152
Helmholtz equation, 164
Homogeneous and non-homogeneous
boundary conditions, 66
Homogeneous equation, 2
Huygen's principle, 166
Hyperbolic equations, 9, 10
Infinite string, 104
Integral representation, 26
Integral transforms, 123
Interior Dirichlet problem, 79
Interval of dependence, 109
Inverting Laplace transforms, 144
Kirchhoff diffraction theory, 202
Laplace's equation, 6, 61, 77, 79, 86
Laplace transforms, 142, 157
Laurent's Theorem, 32
Legendre polynomials, 18
Legendre's equation, 87, 91
Linear equations, 2
Maxwell's equations, 1
Modulus of a complex number, 30
Navier-Stoke's equation, 1
Newton's law of radiation, 4
Non-linear equations, 2
Non-linear first order equations, 98
Norms, 13
Norms of functions, 14
Odd extensions, 118
Order, 2
Orthogonal functions, 13
Parabolic equations, 9, 10
Parseval's Theorem, 43
Poles, 32
Propagation of discontinuities, 113
Rayleigh scattering, 191
Reciprocity theorem, 179
Recurrence relations, 20
Reduction to canonical form, 10
Regular function, 30
Regular sequence, 36
Residues, 32
Rodrigues' formula, 20
Rutherford scattering, 188
Rytov approximation, 208
Sampling property, 40
Schrodinger's equation,
Second order equations, 2
Second shift theorem, 155
Self-adjoint form, 17
Semi-infinite strings, 117
Separation of variables, 50, 57, 62, 67
Series form of Bessel functions, 27
Simple harmonic motion, 2
Singularities in the complex plane, 30
Slow growth functions, 37
Sommerfeld radiation condition, 206
Index
Spherical polar coordinates, 77
Standard functions in complex plane, 30
Standard Laplace transforms, 151
Standing waves, 103
Steady state solutions, 67
Stretched string, 51
Sturm-Liouville boundary value
problems, 16
299
Taylor's Theorem, 32
Test function, 36
Theory of distributions, 35
Three term recurrence relations, 20, 26
Wave equation, 4, 50, 50
Wave propagation, 102
WKB approximation, 208