MATH 4220 (2012-13) Partial differential equations

CUHK

Suggested Answer to Assignment 5

Suggested Answer to Exercise 5.1
2.Let (x) = x2 for 0 x 1 = l.
(a) Calculate its Fourier sine series.
(b) Calculate its Fourier cosine series.
Answer: (a)
1

x2
cos mx |10 +
Am =2
x sin mxdx = 2
m
0
2
8
=(1)m+1
3 3.
m m
Z

Z
0

4x
cos mxdx
m

2
for m odd, and (1)m+1 m
for m even. (b)

x2 dx =

A0 = 2
0

2
3

x2
Am =2
x cos mxdx = 2
sin mx |10
m
0
4
=(1)m 2 2 .
m
Z

Z
0

4x
cos mxdx
m

4.Find the Fourier cosine series of the function of | sin x| in the interval (, ). Use it to
find the sums

X
X
(1)n
1
and
.
4n2 1
4n2 1
n=1
n=1
Answer: To find the Fourier series of the function f (x) = |sin(x)|, we first note that this
is an even function so that it has a cos-series. If we integrate from 0 to and multiply the
result by 2, we can take the function sin(x) instead of |sin(x)| so that

Z
2 sin x
2 2
dx =
a0 =
,
0

2
Z
2
4
an =
sin x cos nxdx =
0
(1 n2 )
for n even and an = 0 for n odd. Hence, we have
f (x) =

2
4 cos 2x cos 4x cos 6x
( 2
+
+
+ ).
2 1 42 1 62 1

Substituting x = 0 and x = 2 , we will get the sums are 21 and 12 4 respectively.

5. Given the Fourier sine series of f (x) = x on (0, l), assume that the series can be integrated
term by term, a fact that will be shown later.
1

MATH 4220 (2012-13) Partial differential equations

CUHK

a) Find the Fourier cosine series for x2 /2. Find the constant of integration that will be the
first term in the cosine series.
P
(1)n+1
b) By by setting x = 0 in your result, find the sum of the series
.
n=1
n2
Answer: (a) From p. 109 we have
x=

(1)m+1

m=1

2l
mx
sin
.
m
l

Integration of both sides gives

Z

X
x2
2l2
mx
tdt =
=c+
(1)m 2 cos
.
2
m
l
m=1

The constant of integration is the missing coefficient

Z
A0
1 l x2
l2
c=
=
dx = .
2
l 0 2
6
(b) By Setting x = 0 gives

0=
or

l2 X
2l2
(1)m 2 2 ,
+
6 m=1
m

X
2
(1)m+1
=
.
12 m=1 m2

8 A rod has length l = 1 and constant k = 1. Its temperature satisfies the heat equation.
Its left end is held at temperature 0, its right end at temperature 1. Initially (at t = 0) the
temperature is given by
5
2
(x) = x, 0 < x <
2
3

(x) = 3 2x,

2
< x < 1.
3

Find the solution, including the coefficients.

Answer: The key point in the problem above is to solve the following PDE problem.
ut uxx = 0, u(x, 0) = (x), u(0, t) = u(1, t) = 0
 3
x, 0 < x < 23 ,
2
(x) =
3 3x, 23 < x < 1
P
2
Through a standard
procedure of separation variable method, we obtain u(x, t) = an en t sin nx,
R1
where an = 2 0 (x) sin nx = n292 sin 2n
., therefore the solution T = u(x, t) + x.
3
9. Solve utt = c2 uxx for 0 < x < , with the boundary conditions ux (0, t) = ux (, t) = 0
and the initial conditions u(x, 0) = 0, ut (x, 0) = cos2 (x).

MATH 4220 (2012-13) Partial differential equations

CUHK

Answer: From Section 4.2.7, we see that the general formula to wave equation with Neumann boundary condition is

X
1
(An cos nct + Bn sin nct) cos nx.
u(x, t) = (A0 + B0 t) +
2
n=1

where

X
1
(x) = A0 +
An cos nx
2
n=1

X
1
(x) = B0 +
ncBn cos nx
2
n=1

Through calculation, we find that except B0 = 1, B2 =

Therefore u(x, t) = 12 + sin 2ct cos 2x/(4c).

1
.
4c

The other coefficients are zero.

Suggested Answer to Exercise 5.2

2. Show that cos x + cos x is periodic if is a rational number. What is its period?
Answer: Suppose = p/q, where p, q are co-prime to each other. Then it is not difficult
to see that S = 2q is a period of the function. Suppose 2q = mT, where T is the minimal
period. Then
cos x + cos x = cos(x + T ) + cos(x + T ).
Let x = 0, we have the above equality holds iff q/m, p/m are both integers. Therefore m = 1.
Hence, we finish the problem.
5. Show that the fourier sine series on (0, l) can be derived from the full fourier series on

(l, l) as follows. Let (x) be any continuous function on (0, l). Let (x)
be its odd extension.

Write the full series of (x) on (l.l). By Exercise 4, this series has only sine terms. Simply
restrict your attention to 0 < x < l to get the sine series for (x).
Rl
. Then, we have
Answer: Let am = 2l 0 (x) sin mx
l
(x) =

am sin mx/l.

m=1

8 (a) Prove that differentiation switches even functions to odd ones, and odd functions to
even ones.
(b) Prove the same for integration provided that we ignore the constant of integration.
Answer: (a). If f is even, f (x) = f (x). Differentiating both sides gives f (x) = f (x),
so f (x) = f (x), showing f is odd. If f is odd, f (x) = f (x). Therefore f (x) = f (x)
and so f (x) = f (x), showing fR is even.
R
R (b). If f isR even, consider f (x)dx = f (x)dx. Via substitution, u = x, we have
f (u)du = f (x)dx. So, ignoring the constant of integration, F (x)
R = F (x), showing F
is odd, where F is an antiderivative of f . Similarly, for f odd, we have f (x)dx = f (x)dx,
so F (x) = F (x), showing F is even.
10. (a) Let (x) be a continuous function on (0, l). Under what conditions is its odd
extension also a continuous function? (b) Let (x) be a differentiable function on (0, l). Under
what conditions is its odd extension also a differentiable function? (c) Same as part (a) for the
even extension. (d) Same as part (b) for the even extension.
3

MATH 4220 (2012-13) Partial differential equations

CUHK

Answer: (a) If is continuous on (0, l), odd is continuous on (l, l) if and only if
limx0+ (x) = 0.
(b) If is differentiable on (0, l), odd is differentiable on (l, l) if and only if limx0+ (x)
exists, since odd is an even function (see 5.2 8(a)), so the only thing to avoid is an infinite
discontinuity at x = 0.
(c) If is continuous on (0, l), even is continuous on (l, l) if and only if limx0+ (x)
exists, since the only thing to avoid is an infinite discontinuity at x = 0.
(d) If is differentiable on (0, l), even is differentiable on (l, l) if and only if limx0+ (x) =
0, since 0even is odd, by 5.2 8(a).

Suggested Answer to Exercise 5.3

3. Consider utt = c2 uxx for 0 < x < l, with the boundary conditions u( 0, t) = 0, ux (l, t) = 0
and the initial conditions u( x, 0) = x, ut (x, 0) = 0. Find the solution explicitly in series form.
Answer:Since X(0) = 0, by the odd extension X(x) = X(x) for l < x < 0, then X
satisfies X + X = 0, X 0 (l) = X 0 (l) = 0. Hence
1
1
= [(n + )]2 /(l2 ), Xn (x) = sin[(n + )x/l], n = 0, 1, 2, . . .
2
2
Thus we obtain the general formula to this equation
u(x, t) =

X
0

[An cos

(n + 21 )ct
(n + 21 )ct
1
+ Bn sin
] sin[(n + )x/l].
l
l
2

By the boundary condition, we obtained that Bn are all zero, while An =

(1)n (n+ 2l
1 2 2.
)

2
l

Rl

sin(
0

n+ 12 x
)x
l

5(a).Show that the boundary conditions u(0, t) = 0, ux (l, t) = 0 lead to the eigenfunctions
(n+ 1 )x
(sin( l2 ), . . .).
Answer:Let u(x, t) = X(x)T (t), then
X 00 (x) = X(x),
X(0) = 0, X 0 (l) = 0.
By Theorem 3, there is no negative eigenvalue. It is easy to check that 0 is not an eigenvalue.
Hence there are only positive eigenvalues.
Let = 2 , > 0, then we have
X(x) = A cos x + B sin x
Hence by the boundary conditions, we get
A = 0, B cos l = 0.
Thus

(n + 21 )
, n = 0, 1, 2, ...
=
l
4

MATH 4220 (2012-13) Partial differential equations

CUHK

Therefore the eigenfunctions are

(n + 12 )x
, n = 0, 1, 2, ...
Xn (x) = sin
l
.
6.Find the complex eigenvalues of the first-derivative operator d/(dx) subject to the single
boundary condition X(0) = X(1). Are the eigenfunctions orthogonal on the interval (0, 1)
Answer:Let X 0 (x) = X(x), C, then
X(x) = ex .
By the boundary condition X(0) = X(1), we have
e = 1.
Hence
n = 2ni, Xn (x) = e2nxi , n Z.
Since if m 6= m,
Z

Z
Xn (x)Xm (x)dx =

e2(nm)xi dx = 0.

Therefore the eigenfunctions are orthogonal on the interval (0, 1).

8. Show directly that (X10 X2 + X1 X20 )|ba = 0 if both X1 and X2 satisfy the same Robin
boundary condition at x = a and the same Robin boundary condition at x = b.
Answer: If
X10 (a) aa X1 (a) = X20 (a) aa X2 (a) = 0
and
X10 (b) + ab X1 (b) = X20 (b) + ab X2 (b) = 0,
then
(X10 X2 + X1 X20 )|ba = X10 (b)X2 (b) + X1 (b)X20 (b) + X10 (a)X2 (a) X1 (a)X20 (a)
= ab X1 (b)X2 (b) X1 (b)ab X2 (b) + aa X1 (a)X2 (a) X1 (a)aa X2 (a) = 0. 
9. Show that the boundary conditions
X(b) = X(a) + X 0 (a) and X 0 (b) = X(a) + X 0 (a)
on an interval a x b are symmetric if and only if = 1.
Answer: For j = 1, 2, suppose that
Xj (b) = Xj (a) + Xj0 (a)
and
Xj0 (b) = Xj (a) + Xj0 (a).
5

MATH 4220 (2012-13) Partial differential equations

Then
(X10 X2 X1 X20 )|ba = X10 (b)X2 (b) X1 (b)X20 (b) X10 (a)X2 (a) + X1 (a)X20 (a)



= X1 (a) + X10 (a) X2 (a) + X20 (a)



X1 (a) + X10 (a) X2 (a) + X20 (a)
X10 (a)X2 (a) + X1 (a)X20 (a)
= ( 1)X10 (a)X2 (a) + (1 + )X1 (a)X20 (a)
= ( 1)(X1 X2 )0 |x=a .
Therefore the boundary conditions are symmetric if and only if = 1. 
12. Prove Greens first identity: For every pair of functions f (x), g(x) on (a, b),
Z

00

f 0 (x)g 0 (x) dx + f 0 g|ba .

f (x)g(x) dx =
a

Answer: By the divergence theorem,

Z b
Z b
0 b
0
0
f 00 (x)g(x) + f 0 (x)g 0 (x)dx,
f g|a =
(f (x)g(x)) dx =
a

which implies
Z

00

f 0 (x)g 0 (x)dx + f 0 g|ba . 

f (x)g(x)dx =
a

13.Use Greens first identity to prove Theorem 3.

Answer:Substitute f (x) = X(x) = g(x) in the Greens first identity, we have
Z

00

X 02 (x)dx + (X 0 X)|ba 0.

X (x)X(x)dx =
a

Since X 00 = X, so
Z

X 2 (x)dx 0.

Therefore we get 0 since X 6 0.

Suggested Answer to Exercise 5.4

1.

(1)n x2n is a geometric series.

n=0

(a) Does it converge pointwise in the interval 1 < x < 1?

(b) Does it converge uniformly in the interval 1 < x < 1?
(c) Does it converge in the L2 sense in the interval 1 < x < 1?
(Hint: You can compute its partial sums explicitly.)
Answer: Firstly, the partial sum is given by
Sn =

1 (1)n x2n
.
1 + x2
6

CUHK

MATH 4220 (2012-13) Partial differential equations

CUHK

1
1
(a) Obviously for any x0 fixed, Sn 1+x
2 . Thus it converges to 1+x2 pointwise.
0
(b) Let xn = 1 n1 , then x2n e2 . Thus it doesnt converge uniformly.
1
2
(c) It will converge to S(x) 1+x
2 in the L sense since

x4n
dx
(1 + x2 )2

|Sn S| dx =
1
1

x4n dx

2
0 as n . 
4n + 1

2. Consider any series of functions on any finite interval. Show that if it converges uniformly,
then it also converges in the L2 sense and in the point wise sense.
Answer: This is an easy consequence combined Theorem 2 and Theorem 3 on Page 124
and Theorem 4 on Page 125.
3. Let n be a sequence of constants tending to . Let fn (x) be the sequence of functions
defined as follows: fn ( 21 ) = 0, fn (x) = n in the interval [ 12 n1 , 12 ), let fn (x) = n in the
interval ( 21 , 12 + n1 ], and let fn (x) = 0 elsewhere. Show that:
(a) fn (x) 0 pointwise.
(b) The convergence is not uniform.
(c) fn (x) 0 in the L2 sense if n = n1/3 .
(d) fn (x) does not converge in the L2 sense if n = n.
Answer: (a) For any fixed point x0 , W.L.O.G., we assume x0 < 21 . Then there is N0 such
that for n > N0 ,
1 1
x0 < ,
2 n
which implies that fn (x0 ) 0. Thus fn (x) 0 pointwise.
(b) Let xn = 12 n1 , then fn (xn ) = n , which implies that the convergence is not
uniform.
(c) First, by direct computation, we can get
Z

fn2 (x)dx

1
2

=
1
1
n
2

= n2
1
3

Forn = n ,

n2 dx

1
1
+n
2

Z
+
1
2

n2 dx

2
.
n
1

fn2 (x)dx = 2 n 3 0 as n .

(d) By the computation in (c), for n = n,

Z
fn2 (x)dx = 2n as n . 

MATH 4220 (2012-13) Partial differential equations

4. Let

1 in the interval [ 14

1 in the interval [ 34
gn (x) =

y + 1,

1
,
n2
1
,
n2

1
4
3
4

+
+

1
),
n2
1
),
n2

CUHK

for odd n;
for odd n;
for all other x.

Show that gn (x) 0 in the L2 sense but that gn (x) does not tend to zero in the pointwise
sense.
Answer: For odd n,
Z 1 + 12
4
n
2
12 dx = 2 0.
1
n
12
4
n

For even n,
Z

3
+ 12
4
n

12 dx =

3
12
4
n

2
0.
n2

Thus for any n,

2
0 as n . 
n2
5.Let (x) = 0 for 0 < x < 1 and (x) = 1 for 1 < x < 3.
(a) Find the first four nonzero terms of its Fourier cosine series explicitly.
(b) For each x(0 x 3), whats the sum of the series.
(c) Does it converge to (x) in L2 sense, why?
(d) Put x = 0 to find the sum
|gn (x)k2L2 =

1 1 1 1 1
+ + ...
2 4 5 7 8
R3
R
2 3
2
m
mx
Answer: (a) We see that A0 = 23 1
dx = 43 and A
m = 3 1 cos 3 dx = m sin 3 .

So, the first four nonzero terms are 43P

, 3 cos x
, 23 cos 2x
and 43 cos 4x
3
3
3

nx
(b) We can express (x) = A20 + 1 (An cos nx
+
B
sin
),
by
Theorem
4 of Section 4,
n
3
3
since (x) and its derivative is piecewise continuous, so we get the fourier series will converge
to f (x) except at x = 1, while the value of this series at x = 1 is 21 .
(c) By corollary 7. We see that it converge to (x) in L2 sense.
(d) Put x=0, we see that the sine series vanish, it turns out to be that (0) = 32
m
P
(1)[ 3 ]
3
.
cos m0
, thus we obtain the sum of the series is 32
1m<,m6=3n

m
3
3
1+

6. Find the sine series of the function cos x on the interval (0, ). For each x satisfying
< x < , what is the sum of the
Pseries?
Answer: The series is cos x =
n=1 an sin nx. If n > 1,
Z
2
1 cos(n + 1)x cos(n 1)x 2n(1 + (1)n )
cos x sin nxdx = [
+
] |0 =
.
an =
0

n+1
n1
(n2 1)
If n = 1 a1 = 0. The sum series is 0 if x = , 0, . By Theorem 4 in Section 4, the sum
series converges to cos x point wise in 0 < x < , and to cos x for < x < 0.
8

MATH 4220 (2012-13) Partial differential equations

7. Let
(x) =

1 x,

1 < x < 0;

+1 x,

0 < x < 1.

CUHK

(a) Find the full Fourier series of (x) in the interval (1, 1).
(b) Find the first three nonzero terms explicitly.
(c) Does it converge in the mean square sense?
(d) Does it converge pointwise?
(e) Does it converge uniformly?
Answer: (a) Obviously (x) is odd. Thus its full Fourier series is just the Sine Fourier
series, i.e.,

X
Bn sin nx,
n=1

where Bn satisfies
Z

Bn =

(x) sin nxdx =

1

2
.
n

(b) By (a), the first three nonzero terms are

1
2
2
sin x, sin 2x,
sin 3x.

3
(c) Since
Z

1
2

|(x)| dx = 2
1

(1 x)2 dx 2,

it converges in the mean square sense according to Corollary 7.

(d) According to Theorem 4, it converges pointwise.
(e) No. Since

X
X
1
2
Bn sin(n ) =
= . 
2n
n
n=1
n=1

Suggested Answer to Exercise 5.6

1. (a) Solve as a series the equation ut = uxx in (0, 1) with ux (0, t) = 0, u(1, t) = 1, and
u(x, 0) = x2 . Compute the first two coefficients explicitly.
(b) What is the equilibrium state (the term that does not tend to zero)?
Answer: (Using the method of shifting the data)
Let v(x, t) := u(x, t) 1, then v solves
vt = vxx , vx (0, t) = v(1, t) = 0, and v(x, 0) = x2 1.
By the method of separation of variables, we have
v(x, t) =

X
n=0

1 2 2
t

An e(n+ 2 )



1
1
cos (n + )x , An = (1)n+1 4(n + )3 3 .
2
2

MATH 4220 (2012-13) Partial differential equations

CUHK

Hence
u(x, t) = 1 +

1 2 2
t

An e(n+ 2 )

n=0

1
1
cos[(n + )x], An = (1)n+1 4(n + )3 3 .
2
2

(b) 1. 
2. For problem (1), complete the calculation of the series in case j(t) = 0 and h(t) = et .
Answer: In case j(t) = 0 and h(t) = et , by (10) and the initial condition un (0) = 0,
un (t) =
Therefore
u(x, t) =

X
n=1

2nk
(et en kt ).
(n k + 1)l2

2nk
nx
. 
(et en kt ) sin
2
(n k + 1)l
l

5. Solve utt = c2 uxx + et sin 5x for 0 < x < , with u(0, t) = u(, t) = 0 and the initial
conditions u(x, 0) = 0, ut (x, 0) = sin 3x.
et
Answer: It is easy to check 1+25c
2 sin 5x solves
vtt = c2 vxx + et sin 5x, and v(0, t) = v(, t) = 0.
Using the method of shifting the data, we have

X


1
t
e sin 5x +
An cos(nct) + Bn sin(nct) sin(nx),
u(x, t) =
2
1 + 25c
n=1

where

Z
2
1
sin 5x sin(nx)dx,
An =
0 1 + 25c2
Z


2
1
and Bn =
sin 3x
sin 5x sin(nx)dx. 
2
nc 0
1 + 25c

8. Solve ut = kuxx in (0, l), with u(0, t) = 0, u(l, t) = At, u(x, 0) = 0, where A is a constant.
Answer:(Expansion Method) Let
u(x, t) =

un (t) sin

n=1

nx
,
l

X
u
nx
(x, t) =
vn (t) sin
,
t
l
n=1

X
2u
nx
(x,
t)
=
wn (t) sin
.
2
x
l
n=1
Then
2
vn (t) =
l

Z
0

u
nx
dun
sin
dx =
,
t
l
dt
10

MATH 4220 (2012-13) Partial differential equations

2
wn (t) =
l
=

2
l

(
0

Z
0

CUHK

2u
nx
dx
sin
2
x
l

nx
2
nx n
nx l
n 2
) u(x, t) sin
dx + (ux sin

u cos
)|
l
l
l
l
l
l 0
= n un (t) 2nl2 (1)n At,

where n = (n/l)2 . Here we used the Greens second identity and the boundary conditions.
Hence by the PDE ut = kuxx and the initial condition u(x, 0) = 0, we get
dun
= k[n un (t) 2nl2 (1)n At]
dt
un (0) = 0.
Hence
n+1

un (t) = (1)
Therefore
u(x, t) =

t
1
en kt
2nl A[ 2 + 2 ].
n n k
n k
2

(1)n+1 2nl2 A[

n=1

t
1
en kt
nx
2 + 2 ] sin
,
n n k
n k
l

where n = (n/l) .

Suggested Answer to Extra Problems

10. Find out the solution for the following problem
utt 4uxx = 0, u(0, t) = u(1, t) = 0.
u(x, 0) = sin2 x, ut (x, 0) = x(1 x).
Answer: Let u = X(x)T (t), then T 00 (t)X(x) = 4X 00 (x)T (t), we get X 00 (x) = X(x),
following a standard process, we have
X(x) = cm sin mx, m = 1, 2, 3, .
Therefore, our u is the following
X
u=
(am cos 2mt + bm sin 2mt) sin mx.
Using the initial conditions, we have
X
1 1
cos 2x =
am sin mx,
2 2
and
x(1 x) =

2mbm sin mx.

Using the above two equalities, we can decide am , bm .

11