HOMEWORK 5

SHUANGLIN SHAO

1. Section 3.1. # 1.
Proof. This is the diffusion equation (1) with the function (x) = ex . By
the solution formula (6),

Z 
(x+y)2
(xy)2
1
4kt
4kt
e
(y)dy
v(x, t) =
e
4kt 0

Z 
(xy)2
(x+y)2
1
=
e 4kt e 4kt
ey dy
4kt 0
Z
Z
(xy)2
(x+y)2
1
1
4kt y
e
dy
e 4kt y dy
=
4kt 0
4kt 0
To compute the first integral,
Z
Z
(xy)2
x2 +y 2 2xy+4kty
1
1
4kt y
4kt

e
dy =
e
dy
4kt 0
4kt 0
Z
x2 +y 2 +2(2ktx)y+(2ktx)2 (2ktx)2
1
4kt

=
e
dy
4kt 0
Z
(y+(2ktx))2
4k2 t2 4ktx
1
4kt
=
e 4kt e
dy
4kt 0


Z
y+(2ktx) 2
1

ktx
4kt

=e
e
dy
4kt 2ktx

4kt
Z
1
2
= ektx
ey dy
2ktx

4kt
!
Z
Z 2ktx

ktx
4kt
e
2
2
=
ey dy
ey dy

0
0



ektx

2kt x

Erf (
)
2
2

4kt


ektx
2kt x
=
1 Erf (
) .
2
4kt
1

Similarly for the second integral,



Z
(x+y)2
1
1 x+kt
2kt + x
4kt y

e
dy = e
1 Erf (
) .
2
4kt 0
4kt
So




1 kt+x
1 ktx
2kt x
2kt + x

) e
) .
v(x, t) = e
1 Erf (
1 Erf (
2
2
4kt
4kt

2. Section 3.1. # 2
Proof. Let v(x, t) = u(x, t) 1. Then the system of equation is
vt = kvxx , v(x, 0) = 1, v(0, t) = 0.
By (6),

Z 
(xy)2
(x+y)2
1
4kt
4kt
v(x, t) =
e
e
(y)dy
4kt 0


Z
(xy)2
(x+y)2
1
=
e 4kt e 4kt
dy
4kt 0
Z  xy 2
Z  x+y 2
1
1


4kt
4kt
=
e
dy +
e
dy
4kt 0
4kt 0
1
1
= +
2 2
= 0.
Hence
u(x, t) = 1.

3. Section 3.1. #3.
Proof. We make an even extension of :
(
(x),
even (x) =
(x),

for x 0,
for x 0.

We solve the diffusion equation with the Neumann condition

ut kuxx = 0, u(x, 0) = even (x), ux (0, t) = 0.
By the solution formula for the diffusion equation,
Z
1
S(x y, t)even (y)dy.
u(x, t) =
4kt
2

Since even is an even function in y, so

u(x, t) = u(x, t).
Let w(x, t) = u(x, t) for x 0. If we differentiate both sides and set x = 0,
we obtain ux (x, 0) = 0. So
wx (x, 0) = 0.
Next we replace even by in the formula above to derive a solution formula
for the original problem. For x 0,
Z
Z 0
w(x, t) =
S(x y, t)(y)dy +
S(x y, t)(y)dy,
Z0
Z

S(x y, t)(y)dy +
S(x + y, t)(y)dy,
=
0
0
Z
=
(S(x y, t) + S(x + y, t)) (y)dy.
0

4. Section 3.2. #1.

Proof. We make an even extension of and :
(
(x),
for x 0,
even (x) =
(x), for x 0.
and
(
(x),
even (x) =
(x),

for x 0,
for x 0.

Thus by the solution for the wave equation on the real line
Z
1
1 x+ct
v(x, t) = [even (x + ct) + even (x ct)] +
even (y)dy.
2
2c xct
Since even and even are even in y, so
v(x, t) = v(x, t).
This implies that
vx (0, t) = 0.
Let w(x, t) = v(x, t) for x 0.Therefore
wx (0, t) = 0,
which satisfies the boundary condition. For x 0, we divide the discussion
into 3 cases because x 0, c 0 and < x < .
3

Case 1. x + ct 0 and x ct 0.
Z
1
1 x+ct
even (y)dy
[even (x + ct) + even (x ct)] +
2
2c xct
Z
1
1 x+ct
= [(x + ct) + (x ct)] +
(y)dy.
2
2c xct

v(x, t) =

Case 2. x + ct 0 and x ct < 0.

Z
1
1 x+ct
v(x, t) = [even (x + ct) + even (x ct)] +
even (y)dy
2
2c xct
Z
Z
1 x+ct
1
1 0
(y)dy +
(y)dy
= [(x + ct) + (ct x)] +
2
2c xct
2c 0
Z
Z
1
1 ctx
1 x+ct
= [(x + ct) + (ct x)] +
(y)dy +
(y)dy
2
2c 0
2c 0
Case 3. x ct x + ct < 0.
Z
1
1 x+ct
v(x, t) = [even (x + ct) + even (x ct)] +
even (y)dy
2
2c xct
Z
1
1 x+ct
= [(x ct) + (ct x)] +
(y)dy
2
2c xct
Z
1 ctx
1
(y)dy.
= [(x ct) + (ct x)] +
2
2c xct
Combining these three cases, we obtain the solution formula for v.

5. Section 3.2. # 5.
Proof. This is the Dirichlet problem (1) for the wave equation over the half
line with (x) = 1, (x) = 0 and v(0, t) = 0.
By the solution formula on page 61, for x 0,
1
1
v(x, t) = ( odd (x + ct) + odd (x ct)) +
2
2c
1
= ( odd (x + ct) + odd (x ct)) .
2
When x + ct 0 and x ct 0,

x+ct

odd (y)dy
xct

odd (x + ct) = 1, odd (x ct) = 1.

Thus
v(x, t) = 1.
4

When x + ct 0 and x ct < 0,

1
1
v(x, t) = (1 + 0) = .
2
2
When x + ct x ct 0,
1
v(x, t) = (0 + 0) = 0.
2

6. Section 3.3. # 1.
Proof. We make an odd extension of :

(x),
odd (x) = (x),

0,

for x 0,
for x 0,
for x = 0.

and we make an odd extension of f :

f (x),
fodd (x) = f (x),

0,

for x 0,
for x 0,
for x = 0.

Now we solve the system of equations:

ut kuxx = f (x, t), u(x, 0) = odd (x).
By the solution formula, we obtain
Z
u(x, t) =
S(x y, t) odd (y)dy

Z tZ

S(x y, t s)fodd (y, s)dyds.

+
0

The first integral is an odd function of x since odd is an odd function, and
S is an even function. Indeed,
Z
S(x y, t) odd (y)dy

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

Z
=
S(x y, t) odd (y)dy.

This implies that when x = 0,

Z
S(y, t) odd (y)dy = 0.

When x = 0 in the second integral,

Z tZ
S(y, t s)fodd (y, s)dyds

Z tZ

=
0

e
4ks

y
4k(ts)

2

fodd (y, s)dyds

= 0.
because f odd is an odd function and S(x, t) is an even function in x. This
proves that
u(0, t) = 0.
The second integral is independent of ; For the first integral,
Z
S(x y, t) odd (y)dy

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

S(x y, t)((y))dy
Z

Z0
S(x y, t)(y)dy

=
0

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

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

=
0

Thus
Z
u(x, t) =

Z tZ
(S(x y, t) S(x + y, t)) (y)dy+

S(xy, ts)f (y, s)dyds.


7. Section 3.3. #2.
Proof. Let u(x, t) = v(x, t) h(t). Then
v(x, t) = u(x, t) + h(t).
Then from the equations satisfied by v, we have

ut kuxx = f (x, t) h (t),

u(0, t)
= 0,

u(x, 0)
= (x) h(0).
Then by Exercise 1 in this section,
Z
u(x, t) =
(S(x y, t) S(x + y, t)) ((y) h(0)) dy
0
Z tZ


+
S(x y, t s) f (y, s) h0 (t) dyds.
0

Then we have

Z tZ

+h(t).

v(x, t) = u(x, t) + h(t) =

0

8. Section 3.4, # 1.
Proof. By using the formula (3), since = = 0, we have

1
u(x, t) =
2c
1
=
2c

Z tZ

x+c(ts)

ysdyds
0

xc(ts)
t

x+c(ts)

s
0

ydy
xc(ts)

Z
1 t
=
s2xc(t s)dyds
2c 0
Z t
=x
s(t s)ds
0
 Z t

Z t
2
=x t
sds
s ds
0
0
 3

t
t3
=x

2
3
3
xt
=
.
6


7

9. Section 3.4. # 2.
Proof. By using the formula (3), since = = 0, we have
Z Z
1 t x+c(ts) ay
u(x, t) =
e dyds
2c 0 xc(ts)
Z
1 t ay x+c(ts)
=
e |xc(ts) ds
a 0
Z

1 t  a(x+c(ts)
=
e
ea(xc(ts) ds
a 0
Z
Z
eax+act t acs
eaxact t acs
=
ds
e
e ds
a
a
0
0




eax+act
1 acs t
eaxact 1 acs t
=
e
|0
e |0
a
ac
a
ac

eax


eax
= 2 1 eact 2 1 eact
a c
a c
2eax eax+act eaxact
= 2 +
+
.
a c
a2 c
a2 c


10. Section 3.4. # 3.

Proof. We know that u(x, 0) = sin x and ut (x, 0) = 1 + x. Then by the
solution formula, we have
Z
Z Z
1
1 x+ct
1 t x+c(ts)
u(x, t) = [(x + ct) + (x ct)]+
(y)dy+
cos ydyds.
2
2c xct
2c 0 xc(ts)
For the first term,
1
1
[(x + ct) + (x ct)] = [sin(x + ct) + sin(x ct)] .
2
2
For the second term,
Z


1 x+ct
1
(1 + y)dy =
(1 + x + ct)2 (1 + x ct)2 = t(1 + x).
2c xct
4c
For the third term,
Z Z
1 t x+c(ts)
1
cos ydyds = 2 (cos(x + ct) cos(x ct)) .
2c 0 xc(ts)
2c
8

Hence
u(x, t) =

1
[sin(x + ct) + sin(x ct)] + t(1 + x)
2
1
+ 2 (cos(x + ct) cos(x ct)) .
2c


Department of Mathematics, KU, Lawrence, KS 66045

E-mail address: slshao@math.ku.edu