ENGI 5432 Advanced Calculus

    Faculty of Engineering and Applied Science
    2009 Winter

    Problem Set 9   -   Solutions

    1. Is the function   f (x, y ) = 3 x2y - y3   harmonic and, if so, on what domain?

      f(x,y) = 3x^2y - y^3  ==>  f_x = 6xy - 0  ==>  f_xx = 6y
      and   f_y  =  3x^2 - 3y^2   ==>   f_yy = 0 - 6y
      ==>  del^2 f  =  6y - 6y = 0
      Therefore

        YES,   f (x, y ) is harmonic on all of real 2 space2.  


    1. Find the subsequent motion of an infinite string that is released from rest with the initial displacement
                phi(x)  =  1 / (1+8x^2)

      Release from rest     Þ     q (x) º 0.
      The d’Alembert solution
      y(x,t)  =  (phi(x-ct) + phi(x+ct))/2
     +  (1/(2c))*Integral_x-ct ^x+ct {theta(z)} dz
      is therefore
      y(x,t) = (1/2)*(phi(x-ct) + phi(x+ct)) + 0  ==>

      y(x,t) = (1/2)*(1/(1+8(x-ct)^2) + 1/(1+8(x+ct)^2))

      [Maple animation of this wave]


    1. Classify the partial differential equation   u_xx - 6 u_xy + 8 u_yy  =  0
      and find its complete solution, given the additional information
      u(x,0) = 8x^3 ,  u_y(x,0) = 12x^2

      A = 1 ,       B = –6 ,       C = 8     Þ     D = 36 - 4(8) = 4 > 0
      Therefore

        the PDE is hyperbolic.  

      This is a homogeneous second order linear PDE with constant coefficients, for which the d’Alembert method may be used to find a general solution.

      Auxiliary equation:  lambda = 2 or 4
      Complementary function:
    uC = f(y+2x) + g(y+4x)
      Applying the additional information:
      leads to g'(4x) = 0
      g(x) = k
      f(x) = x^3 - k
      The complete solution is therefore

      u(x,y) = (y+2x)^3


    1. Classify the partial differential equation   4 u_xx + 12 u_xy + 9 u_yy  =  78
      and find its complete solution, given the additional information
      u(0,y) = 3y^2,  u(x,0) = 0

      A = 4 ,       B = 12 ,       C = 9     Þ     D = 144 - 4(4)(9) = 0
      Therefore

        the PDE is parabolic.  

      Auxiliary equation:  lambda = -3/2 or -3/2
      Complementary function:
    uC = f(y-3x/2) + h(x,y) g(y-3x/2)
      where   h(x, y)   is any non-trivial linear function of x and y that is not a multiple of   y + lx.
      A simple choice, such as   h(x, y) = x , will do.
      Therefore one form of the complementary function is
            Complementary function:
    uC = f(y-3x/2) + x g(y-3x/2)
      The right side function is a constant (78), while the left hand side involves only second partial derivatives.   The particular solution must therefore be some function of x and y of second order only, so we try
      uP = a x^2 + b xy + c y^2
      The second partial derivatives of this trial particular solution are
      uxx = 2a, uxy = b, uyy = 2c
      Substituting into the PDE we obtain
      8a + 12b + 18c = 78
      There is only one condition on the three constants.
      We therefore have a free choice for two of the constants.
      Choose   b = 0   and   c = a     implies 26a = 78     implies a = 3
      The particular solution is therefore   uP = 3 (x^2 + y^2)
      and the general solution is
      u = f(y-3x/2) + x g(y-3x/2) + 3 (x^2 + y^2)

      In order to find the complete solution, we employ the additional information:
      u(0,y) = 3y^2  leads to  f(y) = 0
      u(x,0) = 0 leads to  g(-3x/2) = -3x
      g(x) = 2x  so that  g(y-3x/2) = 2y-3x
      The complete solution to the PDE is therefore
      u(x,y) = x(2y-3x) + 3(x^2 + y^2)

      u(x,y) = y (2x + 3y)


    1. Classify the partial differential equation   u_t = 4 u_xx   and find its complete solution on the interval 0 < x < 100 for all positive time t, given the additional information
      u(0,t) = 0,  u(100,t) = 100,
     u(x,0) = 2x - (x/10)^2
      Also write down the steady state solution.

      t   is playing the role of   y.
      A = 4 ,       B = 0 ,       C = 0     Þ     D = 0 - 4(4)(0) = 0
      This is also the PDE for heat diffusion.   Therefore

        the PDE is parabolic.  

      From page 4.28 of the lecture notes (Example 4.5.1), the complete solution of the heat equation (with the boundary conditions of constant temperatures T1 and T2 at the ends x = 0 and x = L respectively and an initial temperature profile on [0, L] of u(x, 0) = f (x) ) is

      general form of solution u(x,t) to heat PDE

      In this case   k = 4, L = 100, T1 = 0, T2 = 100   and   f (x) = 2x – (x/10)2.
      f(z) - (T2-T1)z/L - T1  --> z - (z/10)^2

      The coefficients in the Fourier sine series become
      [Integral for Fourier sine series coefficients]
      [Evaluation of Integral]
      bn = 1/50 (100/(n pi))^3 (1 - (-1)^n)
      bn = 1/25 (100/(n pi))^3   for odd n only;
         else 0

            Integration by parts:

      [table for integration by parts]


      Also   2/L = 1/50.   After some simplification of constants and substitution of (2k – 1) for the index of summation n, the complete solution becomes

      x + 800/pi^3 Sum {1/(2k-1)^3 sin((2k-1)pi x/100)
         exp(-(2k-1)^2 pi^2 t / 2500)}
      [Maple animation of the evolution of the temperature]

      The Fourier series for x converges rapidly.
      The steady state solution is

      u(x, infinity) = x

      Two snapshots of   u (x, t):
      temperature profile at t=0 and t=50     temperature profile at t=0 and t=1000

      [The Maple file used to generate these diagrams is available here.]


    1. Classify the partial differential equation   4 u_xx + 4 u_xy + u_yy  =  0   and find its general solution.

      A = 4 ,       B = 4 ,       C = 1     Þ     D = 16 - 4(4) = 0
      Therefore

        the PDE is parabolic.  

      lambda = -1/2 or -1/2
      Assume a complementary function of the form
              u(x,y) = f(y + lambda x)
     + h(x,y) g(y + lambda x)
      where   h(x, y)   is any non-trivial linear function of x and y that is not a multiple of   y + lx.
      A simple choice, such as   h(x, y) = x , will do.
      Therefore one form of the general solution is

      u(x,y) = f(y-1/2x) + x g(y-1/2x)

      The functional forms of   f   and   g   remain arbitrary in the absence of any further information (such as boundary conditions).   Several alternatives are possible, such as
      u(x,y) = f(2y-x) + y g(2y-x).


    1. Classify the partial differential equation   Laplacian u  =  u_xx + u_yy  =  6(x+y)   and find its general solution.

      A = 1 ,       B = 0 ,       C = 1     Þ     D = 0 - 4(1) = -4 < 0
      Therefore

        the PDE is elliptic.  

      Assuming a complementary function of the form   uC = f (ax+by) + g(ax+by),
      b/a  =  lambda  =  (-B +- sqrt{D})/(2A)  
    =  (0+-sqrt{-4})/(2*1)  =  ±j
      Þ     uC(x, y)   =   f (y - jx) + g(y+jx)

      Many possibilities exist for the particular integral.   Among them is:
      Try     uP(x, y)   =   c (x3 + y3)
      ==>  partial du_P/dx  =  3cx^2 
     ==>  partial d2u_P/dx2  =  6cx
        and  partial d2u_P/dxdy  =  0
      and  partial du_P/dy  =  3cy^2 
     ==>  partial d2u_P/dy2  =  6cy
      del^2 u_P = 6c(x+y)  = 6(x+y)   ==>   c = 1
      Therefore the P.I. is   uP(x, y)   =   x3 + y3
      and the general solution is

        u(x, y)   =   f (y - jx)   +   g(y+jx)   +   x3 + y3  

      The functional forms of   f   and   g   remain arbitrary in the absence of any further information (such as boundary conditions).


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    Created 2008 02 05 and most recently modified 2008 12 27 by Dr. G.H. George