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Partial Differential Equations

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1.4.4 The temperature function u only depends on x. The equation for the temperature

with the heat source is

u xx = 0

for

u xx + H = 0

for

l

2

0x

l

xl

2

u ( x ) = c1 x + c2

u( x ) =

for

l

2

l

for

xl

2

0x

Hx2

+ c3 x + c4

2

where c1 , c2 , c3 and c4 are constants. With the boundary conditions at both end

points and the middle point, we have

u (0) = c2 = 0

1 2

u(l ) =

Hl + c3 l + c4 = 0

2

l

1

1 2 1

u ( ) = c1 l + c2 =

Hl + c3 l + c4

2

2

8

2

l

1

u x ( ) = c1 =

Hl + c3

2

2

From the second and fourth equations, we have

c1 l + c4 = 0

Plug this into the third equation, we have

1

c1 l =

2

3c1 =

1 2 1

Hl + c3 l

8

2

1

Hl + c3

4

c1 l

From this and the fourth equation, we can solve for c1 , and consequently c3 and c4 .

c1 =

1

5

Hl, c3 = Hl, c4 =

8

8

1 2

Hl

8

1

l

2

0

16 Hl . Now we use calculus to find the maximum for 2 < x < l. If u ( x ) = 0, we

9

1

have that Hx = c3 = 58 Hl, so x = 58 l with u( 58 l ) = 128

Hl 2 > 16

Hl 2 , so this is the

actual maximum over the whole rod.

1

1.5.1 The second order ODE has the characteristic equation r2 + 1 = 0 which has roots i,

so the solution is c1 cos( x ) + c2 sin( x ). Since u(0) = 0, we have c1 = 0, and u( L) = 0

implies c2 sin( L) = 0. If sin( L) 6= 0, we can conclude that c2 = 0 and it follows that

u( x ) = 0 is the unique solution. In contrast, if L = pn for some integer n, then we

cannot solve for c2 and the solution is not unique.

1.5.5 From the method of characteristics, we have that the solution is constant on the

dy

curve defined by dx = y. This has solutions y = Ce x . Therefore, the solution to the

PDE is u( x, y) = f (ye x ) where f is any function.

(a) If u( x, 0) = x, then f (0 e

theres no solution.

x)

function such that f (0) = 1.

2

1

1.6.1 (a)

(1)(2) < 0, so the equation is elliptic.

2

(b)

6 2

2

positive unless y = 0, sothe equation is hyperbolic on the whole plane except on the

x-axis where it is parabolic.

2

4

1.6.4

(1)(4) = 0, so the equation is parabolic. The rest are computations.

2

1.6.5 Let f( x, y) = ax + by. We have a useful fact that for any functions u and v,(uv) xx =

u xx v + 2u x v x + uv xx (and similar identity for the derivative in y). If we let v = ef( x,y) ,

we have

(uef ) xx = u xx ef + 2au x ef + a2 uef .

that is a = 1. Similarly, since there is 3(uyy + 8uy ), so 2b = 8, that is b = 4. If we

define v = uef , then the new equation that we have is v xx + 3vyy + cv = 0 for some

constant v. The last step is tomake a change of variable y0 = gy for some number g.

By chain rule, we have

dy0

v y = v y0

= gvy0

dy

Consequently, vyy = g2 cy0 . By plugging this in the equation, we have 3g2 = 1 and

so g = p1 .

3

1

u( x, t) = (e x+ct + e x

2

1

= (e x+ct + e x

2

1 x+ct

)+

sin x dx

2c x ct

1

ct

) + cos( x ) cos(ct).

c

ct

1

1

u( x, t) = [log(1 + ( x + ct)2 ) + log(1 + ( x ct)2 )] +

2

2c

1

= [log(1 + ( x + ct)2 )(1 + ( x ct)2 )] + 4t + xt.

2

Z x+ct

x ct

(4 + x ) dx

2.1.5 You need to draw the graph in order to solve this problem. Notice that the graph of

y is a rectangle with length 2a from a to a and width 1. Lets call this rectangle A.

R x+ct

Then, the picture of x ct y(s) ds is the area of the intersection between A another

rectangle that goes from x ct to x + ct with width 1. Lets call this one B. There

are three cases that could happen. (1) B is inside A or A is inside of B (depending

on which one is larger). (2) only a part of B overlaps with A. (3) B is outside of A.

a

We will only do the first case as the rest requires the same idea. Let t = 2c

. Then B

a

a

a

is a rectangle from x 2 to x + 2 and the length of B is 2ct = 2c( 2c ) = a. First, we

consider case (1). When the left edge of B hits the left edge of A i.e. x 2a = a, we

have that x = 2a . When the right edge of B hits that of A, we have x + 2a = a, that

is x = 2a . Therefore,

(a) Case (1) happens when

a

2

<x<

a

2

and u( x, t) =

1

2c

area of intersection =

When shifting rectangle B further to the left or to the right, we notice that

a

(a) Case (2) happens when 3a

2 < x <

2 or

1

1

u( x, t) = 2c

( x + 2a ( a)) = 2c

( x + 3a

2)

1

a

1 3a

or u( x, t) = 2c ( a ( x 2 )) = 2c ( 2

x ).

3a

2

or x >

3a

2

a

2

<x<

3a

2

with

and u( x, t) = 0.

a

2c .

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