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Tutorial 13: Partial Differential Equation II

Tutorial Question

The general solutions of the following PDEs have been found in Tutorial 12, Question 2 –5. Continue to find the particular solution for each case based on the given boundary and initial conditions.

Laplace equation, uxx+uyy=0u_{xx}+u_{yy}=0

General solution: u(x,y)=(c1+c2y)(c3+c4x)+(c5cos(αy)+c6sin(αy))(c7cosh(αx)+c8sinh(αx))+(c9cosh(αy)+c10sinh(αy))(c11cos(αx)+c12sin(αx))u(x,y)=(c_1+c_2y)(c_3+c_4x)+\left(c_5\cos(\alpha y)+c_6\sin(\alpha y)\right)\left(c_7\cosh(\alpha x)+c_8\sinh(\alpha x)\right)+\left(c_9\cosh(\alpha y)+c_{10}\sinh (\alpha y)\right)\left(c_{11}\cos(\alpha x)+c_{12}\sin(\alpha x)\right)

Subject to the given boundary conditions:

  1. u(0,y)=0,u(a,y)=0,0<y<bu(x,0)=0,u(x,b)=f(x),0<x<a\begin{aligned}u(0,y)&=0, &u(a,y)&=0, &0<y<b\\u(x,0)&=0, &u(x,b)&=f(x), &0<x<a\end{aligned}

    Solution

    To solve the Laplace equation easily, we use the boundary condition 1 & 2 with zeros first.

    For Case 1: λ=0\lambda=0

    BC 1: u1(0,y)=(c1+c2y)(c3+c4(0))=0u_{1}(0, y)=\left(c_{1}+c_{2} y\right)\left(c_{3}+c_{4}(0)\right)=0

    \rightarrow Assume c1+c2y0;c3=0c_{1}+c_{2} y \neq 0 ; c_{3}=0

    u1(x,y)=(c1+c2y)(c4x)\rightarrow u_{1}(x, y)=\left(c_{1}+c_{2} y\right)\left(c_{4} x\right)

    BC 2: u1(a,y)=(c1+c2y)(c4a)=0u_{1}(a, y)=\left(c_{1}+c_{2} y\right)\left(c_{4} a\right)=0

    (c1+c2y)0\rightarrow\left(c_{1}+c_{2} y\right) \neq 0 & a0a \neq 0; hence c4=0c_{4}=0

    u1(x,y)=(c1+c2y)(0)=0\rightarrow u_{1}(x, y)=\left(c_{1}+c_{2} y\right)(0)=0

    u1=0\therefore u_{1}=0; No solution for case 1


    For Case 2: λ=α2,α>0\lambda=-\alpha^{2}, \alpha>0

    BC 1: u2(0,y)=(c5cos(αy)+c6sin(αy))(c7cosh(0)+c8sinh(0))=0u_{2}(0, y)=\left(c_{5} \cos (\alpha y)+c_{6} \sin (\alpha y)\right)\left(c_{7} \cosh (0)+c_{8} \sinh (0)\right)=0

    (c5cos(αy)+c6sin(αy))(c7)=0\left(c_{5} \cos (\alpha y)+c_{6} \sin (\alpha y)\right)\left(c_{7}\right)=0

    (c5cos(αy)+c6sin(αy))0;\rightarrow\left(c_{5} \cos (\alpha y)+c_{6} \sin (\alpha y)\right) \neq 0 ; hence c7=0c_{7}=0

    u2(x,y)=(c5cos(αy)+c6sin(αy))(c8sinh(αx))\rightarrow u_{2}(x, y)=\left(c_{5} \cos (\alpha y)+c_{6} \sin (\alpha y)\right)\left(c_{8} \sinh (\alpha x)\right)

    BC 2: u2(a,y)=(c5cos(αy)+c6sin(αy))(c8sinh(αa))=0u_{2}(a, y)=\left(c_{5} \cos (\alpha y)+c_{6} \sin (\alpha y)\right)\left(c_{8} \sinh (\alpha a)\right)=0

    (c5cos(αy)+c6sin(αy))0,sinh(αa)0\rightarrow\left(c_{5} \cos (\alpha y)+c_{6} \sin (\alpha y)\right) \neq 0, \sinh (\alpha a) \neq 0; hence c8=0c_{8}=0

    u2(x,y)=(c5cos(αy)+c6sin(αy))(0)=0\rightarrow u_{2}(x, y)=\left(c_{5} \cos (\alpha y)+c_{6} \sin (\alpha y)\right)(0)=0

    u2=0\therefore u_{2}=0; No solution for case 2


    For Case 3: λ=+α2,α>0\lambda=+\alpha^{2}, \alpha>0

    BC 1: u3(0,y)=(c9cosh(αy)+c10sinh(αy))(c11cos(0)+c12sin(0))=0u_{3}(0, y)=\left(c_{9} \cosh (\alpha y)+c_{10} \sinh (\alpha y)\right)\left(c_{11} \cos (0)+c_{12} \sin (0)\right)=0

    (c9cosh(αy)+c10sinh(αy))(c11)=0\left(c_{9} \cosh (\alpha y)+c_{10} \sinh (\alpha y)\right)\left(c_{11}\right)=0

    (c9cosh(αy)+c10sinh(αy))0;\rightarrow\left(c_{9} \cosh (\alpha y)+c_{10} \sinh (\alpha y)\right) \neq 0 ; hence c11=0c_{11}=0

    u3(x,y)=(c9cosh(αy)+c10sinh(αy))(c12sin(αx))\rightarrow u_{3}(x, y)=\left(c_{9} \cosh (\alpha y)+c_{10} \sinh (\alpha y)\right)\left(c_{12} \sin (\alpha x)\right)

    BC 2: u3(a,y)=(c9cosh(αy)+c10sinh(αy))(c12sin(αa))=0u_{3}(a, y)=\left(c_{9} \cosh (\alpha y)+c_{10} \sinh (\alpha y)\right)\left(c_{12} \sin (\alpha a)\right)=0

    (c9cosh(αy)+c10sinh(αy)),c120\rightarrow\left(c_{9} \cosh (\alpha y)+c_{10} \sinh (\alpha y)\right), c_{12} \neq 0; hence sin(αa)=0\sin (\alpha a)=0 when αb=nπ,α=nπb\alpha \mathrm{b}=n \pi, \alpha=\frac{n \pi}{b} where n=1,2,3,n=1,2,3, \ldots

    u3,n=(c9,ncosh(nπay)+c10,nsinh(nπay))(c12,nsin(αx))=(A3,ncosh(nπay)+B3,nsinh(nπay))(sin(nπax)) where n=1,2,3,\begin{aligned}\therefore u_{3, n}&=\left(c_{9, n} \cosh \left(\frac{n \pi}{a} y\right)+c_{10, n} \sinh \left(\frac{n \pi}{a} y\right)\right)\left(c_{12, n} \sin (\alpha x)\right) \\\quad&=\left(A_{3, n} \cosh \left(\frac{n \pi}{a} y\right)+B_{3, n} \sinh \left(\frac{n \pi}{a} y\right)\right)\left(\sin \left(\frac{n \pi}{a} x\right)\right) \text { where } n=1,2,3, \ldots\end{aligned}

    Eigenvalue, λn=+αn2=(nπa)2\lambda_{n}=+\alpha_{n}{ }^{2}=\left(\frac{n \pi}{a}\right)^{2}

    Eigenfunction, u3,n=(A3,ncosh(nπay)+B3,nsinh(nπay))(sin(nπax))\mathrm{u}_{3, \mathrm{n}}=\left(A_{3, \mathrm{n}} \cosh \left(\frac{n \pi}{a} y\right)+B_{3, \mathrm{n}} \sinh \left(\frac{n \pi}{a} y\right)\right)\left(\sin \left(\frac{n \pi}{a} x\right)\right)

    utotal (x,y)=n=1(A3,ncosh(nπay)+B3,nsinh(nπay))(sin(nπax))\therefore u_{\text {total }}(x, y)=\sum_{n=1}^{\infty}\left(A_{3, \mathrm{n}} \cosh \left(\frac{n \pi}{a} y\right)+B_{3, \mathrm{n}} \sinh \left(\frac{n \pi}{a} y\right)\right)\left(\sin \left(\frac{n \pi}{a} x\right)\right)

    BC 3:

    utotal (x,0)=n=1(A3,ncosh(nπa(0))+B3,nsinh(nπa(0)))(sin(nπax))=0=n=1(A3,n)(sin(nπax))=0\begin{aligned}u_{\text {total }}(x, 0)&=\sum_{n=1}^{\infty}\left(A_{3, n} \cosh \left(\frac{n \pi}{a}(0)\right)+B_{3, n} \sinh \left(\frac{n \pi}{a}(0)\right)\right)\left(\sin \left(\frac{n \pi}{a} x\right)\right)=0\\&=\sum_{n=1}^{\infty}\left(A_{3, n}\right)\left(\sin \left(\frac{n \pi}{a} x\right)\right)=0\end{aligned}

    Recall Half-Range Fourier Sine Series Expansion:

    A3,n=2L0τf(x)sin(nπax)dx=0A_{3, \mathrm{n}}=\frac{2}{L} \int_{0}^{\tau} f(x) \sin \left(\frac{n \pi}{a} x\right) d x=0

    utotal (x,y)=n=1(B3,nsinh(nπay))(sin(nπax))u_{\text {total }}(x, y)=\sum_{n=1}^{\infty}\left(B_{3, n} \sinh \left(\frac{n \pi}{a} y\right)\right)\left(\sin \left(\frac{n \pi}{a} x\right)\right)

    BC 4: utotal (x,b)=n=1(B3,nsinh(nπab))(sin(nπax))=f(x)u_{\text {total }}(x, b)=\sum_{n=1}^{\infty}\left(B_{3, n} \sinh \left(\frac{n \pi}{a} b\right)\right)\left(\sin \left(\frac{n \pi}{a} x\right)\right)=f(x)

    Half-Range Fourier Sine Series Expansion:

    f(x)=n=1(B3,nsinh(nπab))(sin(nπax))f(x)=\sum_{n=1}^{\infty}\left(B_{3, n} \sinh \left(\frac{n \pi}{a} b\right)\right)\left(\sin \left(\frac{n \pi}{a} x\right)\right)

    where B3,nsinh(nπab)=2L0τf(x)sinnωxdx,ω=πa,p=2πω=2a,L=p2=a,τ=aB_{3, n} \sinh \left(\frac{n \pi}{a} b\right)=\frac{2}{L} \int_{0}^{\tau} f(x) \sin n \omega x d x, \omega=\frac{\pi}{a}, p=\frac{2 \pi}{\omega}=2 a, L=\frac{p}{2}=a, \tau=a

    B3,nsinh(nπab)=2a0af(x)sinnπaxdxB_{3, n} \sinh \left(\frac{n \pi}{a} b\right)=\frac{2}{a} \int_{0}^{a} f(x) \sin n \frac{\pi}{a} x d x

    B3,n=2asinh(nπab)0af(x)sinnπaxdxB_{3, n}=\frac{2}{\operatorname{asinh}\left(\frac{n \pi}{a} b\right)} \int_{0}^{a} f(x) \sin n \frac{\pi}{a} x d x

    utotal (x,y)=n=1(2asinh(nπab)0af(x)sinnπaxdxsinh(nπay))(sin(nπax))\therefore u_{\text {total }}(x, y)=\sum_{n=1}^{\infty}\left(\frac{2}{\operatorname{asinh}\left(\frac{n \pi}{a} b\right)} \int_{0}^{a} f(x) \sin n \frac{\pi}{a} x d x \sinh \left(\frac{n \pi}{a} y\right)\right)\left(\sin \left(\frac{n \pi}{a} x\right)\right)

  2. u(0,y)=0,u(1,y)=1y,0<y<1uyy=0=0,uyy=1=0,0<x<1\begin{aligned}u(0,y)&=0, &u(1,y)&=1-y, &0<y<1\\ \left.\frac{\partial u}{\partial y}\right|_{y=0}&=0, &\left.\frac{\partial u}{\partial y}\right|_{y=1}&=0, &0<x<1\end{aligned}

    Solution
    u(0,y)=0,BC3u(1,y)=1y,BC40<y<1uyy=0=0,BC1uyy=1=0,BC20<x<1\begin{aligned} u(0,y)&=0,\rightarrow \text{BC3} &u(1,y)&=1-y,\rightarrow \text{BC4} &0<y<1\\ \left.\frac{\partial u}{\partial y}\right|_{y=0}&=0,\rightarrow \text{BC1} &\left.\frac{\partial u}{\partial y}\right|_{y=1}&=0,\rightarrow \text{BC2} &0<x<1 \end{aligned}

    For Case 1: λ=0\lambda=0

    u1=(c1+c2y)(c3+c4x)u_{1}=\left(c_{1}+c_{2} y\right)\left(c_{3}+c_{4} x\right)

    u1y=(c2)(c3+c4x)\frac{\partial u_{1}}{\partial y}=\left(c_{2}\right)\left(c_{3}+c_{4} x\right)

    BC 1: u1(x,0)y=(c2)(c3+c4x)=0\frac{\partial u_{1}(x, 0)}{\partial y}=\left(c_{2}\right)\left(c_{3}+c_{4} x\right)=0

    \rightarrow let c3+c4x=0x=c3c4c_{3}+c_{4} x=0 \rightarrow x=-\frac{c_{3}}{c_{4}} (Not true since 0<x<10<x<1 hence, c3+c4x0,c2=0c_{3}+c_{4} x \neq 0, c_{2}=0

    u1=(c1)(c3+c4x)=(A1+B1x)\rightarrow u_{1}=\left(c_{1}\right)\left(c_{3}+c_{4} x\right)=\left(A_{1}+B_{1} x\right)

    BC 2: u1(x,1)y=(c2)(c3+c4x)=0\frac{\partial u_{1}(x, 1)}{\partial y}=\left(c_{2}\right)\left(c_{3}+c_{4} x\right)=0

    (c3+c4x)0\rightarrow\left(c_{3}+c_{4} x\right) \neq 0; hence c2=0u1=(c1)(c3+c4x)=(A1+B1x)c_{2}=0 \rightarrow u_{1}=\left(c_{1}\right)\left(c_{3}+c_{4} x\right)=\left(A_{1}+B_{1} x\right)

    u1(x,y)=(A1+B1x)\therefore u_{1}(x, y)=\left(A_{1}+B_{1} x\right)


    For Case 2:

    u2=(c5cos(αy)+c6sin(αy))(c7cosh(αx)+c8sinh(αx))u_{2}=\left(c_{5} \cos (\alpha y)+c_{6} \sin (\alpha y)\right)\left(c_{7} \cosh (\alpha x)+c_{8} \sinh (\alpha x)\right)

    u2y=(c5αsin(αy)+c6αcos(αy))(c7cosh(αx)+c8sinh(αx))\frac{\partial u_{2}}{\partial y}=\left(-c_{5} \alpha \sin (\alpha y)+c_{6} \alpha \cos (\alpha y)\right)\left(c_{7} \cosh (\alpha x)+c_{8} \sinh (\alpha x)\right)

    BC 1: u2(x,0)y=(c5αsin(0)+c6αcos(0))(c7cosh(αx)+c8sinh(αx))=0\frac{\partial u_{2}(x, 0)}{\partial y}=\left(-c_{5} \alpha \sin (0)+c_{6} \alpha \cos (0)\right)\left(c_{7} \cosh (\alpha x)+c_{8} \sinh (\alpha x)\right)=0

    (c6α)(c7cosh(αx)+c8sinh(αx))=0\left(c_{6} \alpha\right)\left(c_{7} \cosh (\alpha x)+c_{8} \sinh (\alpha x)\right)=0

    (c7cosh(αx)+c8sinh(αx))0&α0\rightarrow\left(c_{7} \cosh (\alpha x)+c_{8} \sinh (\alpha x)\right) \neq 0 \& \alpha \neq 0; hence, c6=0c_{6}=0

    u2y=(c5αsin(αy))(c7cosh(αx)+c8sinh(αx))\rightarrow \frac{\partial u_{2}}{\partial y}=\left(-c_{5} \alpha \sin (\alpha y)\right)\left(c_{7} \cosh (\alpha x)+c_{8} \sinh (\alpha x)\right)

    BC 2: u2(x,1)y=(c5αsin(α))(c7cosh(αx)+c8sinh(αx))=0\frac{\partial u_{2}(x, 1)}{\partial y}=\left(-c_{5} \alpha \sin (\alpha)\right)\left(c_{7} \cosh (\alpha x)+c_{8} \sinh (\alpha x)\right)=0

    (c7cosh(αx)+c8sinh(αx))0&α0\rightarrow\left(c_{7} \cosh (\alpha x)+c_{8} \sinh (\alpha x)\right) \neq 0 \& \alpha \neq 0

    c110\rightarrow c_{11} \neq 0 when sin(α)=0\sin (\alpha)=0 for α=nπ\alpha=n \pi where n=1,2,3,n=1,2,3, \ldots

    u2,n(x,y)=(c5cos(αy))(c7cosh(αx)+c8sinh(αx))\therefore u_{2, \mathrm{n}}(x, y)=\left(c_{5} \cos (\alpha y)\right)\left(c_{7} \cosh (\alpha x)+c_{8} \sinh (\alpha x)\right)

    =(cos(nπy))(A2,ncosh(nπx)+B2,nsinh(nπx))=(\cos (n \pi y))\left(A_{2, n} \cosh (n \pi x)+B_{2, n} \sinh (n \pi x)\right) where n=1,2,3,n=1,2,3, \ldots


    For Case 3:

    u3=(c9cosh(αy)+c10sinh(αy))(c11cos(αx)+c12sin(αx))u_{3}=\left(c_{9} \cosh (\alpha y)+c_{10} \sinh (\alpha y)\right)\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right)

    u3y=(c9αsinh(αy)+c10αcosh(αy))(c11cos(αx)+c12sin(αx))\frac{\partial u_{3}}{\partial y}=\left(c_{9} \alpha \sinh (\alpha y)+c_{10} \alpha \cosh (\alpha y)\right)\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right)

    BC 1: u3(x,0)y=(c9αsinh(0)+c10αcosh(0))(c11cos(αx)+c12sin(αx))=0\frac{\partial u_{3}(x, 0)}{\partial y}=\left(c_{9} \alpha \sinh (0)+c_{10} \alpha \cosh (0)\right)\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right)=0

    (c10α)(c11cos(αx)+c12sin(αx))=0\left(c_{10} \alpha\right)\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right)=0

    (c11cos(αx)+c12sin(αx))0&α0\rightarrow\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right) \neq 0 \& \alpha \neq 0; hence, c10=0c_{10}=0

    u3y=(c9αsinh(αy))(c11cos(αx)+c12sin(αx))\rightarrow \frac{\partial u_{3}}{\partial y}=\left(c_{9} \alpha \sinh (\alpha y)\right)\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right)

    BC 2: u3(x,1)y=(c9αsinh(α))(c11cos(αx)+c12sin(αx))=0\frac{\partial u_{3}(x, 1)}{\partial y}=\left(c_{9} \alpha \sinh (\alpha)\right)\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right)=0

    (c11cos(αx)+c12sin(αx))0;α0\rightarrow\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right) \neq 0 ; \alpha \neq 0 & sinh(α)0\sinh (\alpha) \neq 0; hence, c9=0c_{9}=0

    u3(x,y)=((0)cosh(αy)+(0)sinh(αy))(c11cos(αx)+c12sin(αx))=0\rightarrow u_{3}(x, y)=((0) \cosh (\alpha y)+(0) \sinh (\alpha y))\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right)=0

    u3(x,y)=0\therefore u_{3}(x, y)=0; No solution for case 3

    utotal (x,y)=(A1+B1x)solution 1+n=1(A2,ncosh(nπx)+B2,nsinh(nπx))(cos(nπy))solution 2\therefore u_{\text {total }}(x, y)=\underbrace{\left(A_{1}+B_{1} x\right)}_{\text {solution } 1}+\underbrace{\sum_{n=1}^{\infty}\left(A_{2, n} \cosh (n \pi x)+B_{2, n} \sinh (n \pi x)\right)(\cos (n \pi y))}_{\text {solution } 2}

    BC 3:

    utotal (0,y)=A1+n=1(A2,ncosh(0)+B2,nsinh(0))(cos(nπy))=0=A1+n=1(A2,n)(cos(nπy))=0\begin{aligned}u_{\text {total }}(0, y)&=A_{1}+\sum_{n=1}^{\infty}\left(A_{2, n} \cosh (0)+B_{2, n} \sinh (0)\right)(\cos (n \pi y))=0\\&=A_{1}+\sum_{n=1}^{\infty}\left(A_{2, \mathrm{n}}\right)(\cos (n \pi y))=0\end{aligned}

    Using half-range Fourier cosine series expansion

    A1=0A2,n=0\begin{aligned}A_1=0\\A_{2,n}=0\end{aligned}

    Since RHS function is zero

    utotal (x,y)=B1x+n=1(B3,nsinh(nπx))(cos(nπy))u_{\text {total }}(x, y)=B_{1} x+\sum_{n=1}^{\infty}\left(B_{3, \mathrm{n}} \sinh (n \pi x)\right)(\cos (n \pi y))

    BC 4: utotal (1,y)=B1+n=1(B3,nsinh(nπ))(cos(nπy))=1yu_{\text {total }}(1, y)=B_{1}+\sum_{n=1}^{\infty}\left(B_{3, \mathrm{n}} \sinh (n \pi)\right)(\cos (n \pi y))=1-y

    Half-Range Fourier Cosine Series Expansion:

    B1=1L0τf(y)dy,ω=π,p=2πω=2,L=p2=1,τ=1B1=01(1y)dy=12\begin{aligned}B_{1}&=\frac{1}{L} \int_{0}^{\tau} f(y) d y, \omega=\pi, p=\frac{2 \pi}{\omega}=2, L=\frac{p}{2}=1, \tau=1 \\B_{1}&=\int_{0}^{1}(1-y) d y=\frac{1}{2}\end{aligned}

    B3,nsinh(nπ)=2L0τf(y)cos(nπy)dyB3,nsinh(nπ)=201(1y)cos(nπy)dyB3,n=2(1(1)n)n2π2sinh(nπ)\begin{aligned}B_{3, \mathrm{n}} \sinh (n \pi)&=\frac{2}{L} \int_{0}^{\tau} f(y) \cos (n \pi y) d y \\B_{3, \mathrm{n}} \sinh (n \pi)&=2 \int_{0}^{1}(1-y) \cos (n \pi y) d y \\B_{3, \mathrm{n}}&=\frac{2\left(1-(-1)^{n}\right)}{n^{2} \pi^{2} \sinh (n \pi)} \end{aligned}

    utotal(x,y)=12x+2π2n=1((1(1)n)n2sinh(nπ)sinh(nπx))(cos(nπy))\therefore u_{t o t a l}(x, y)=\frac{1}{2} x+\frac{2}{\pi^{2}} \sum_{n=1}^{\infty}\left(\frac{\left(1-(-1)^{n}\right)}{n^{2} \sinh (n \pi)} \sinh (n \pi x)\right)(\cos (n \pi y))

  3. uxy=x=u(0,y),u(π,y)=1,0<y<πu(x,0)=0,u(x,π)=0,0<x<1\begin{aligned}\left.\frac{\partial u}{\partial x}\right|_{y=x}&=u(0,y), &u(\pi,y)&=1,&0<y<\pi\\u(x,0)&=0,&u(x,\pi)&=0,&0<x<1\end{aligned}

    Solution
    uxy=x=u(0,y),BC3u(π,y)=1,BC40<y<πu(x,0)=0,BC1u(x,π)=0,BC20<x<1\begin{aligned} \left.\frac{\partial u}{\partial x}\right|_{y=x}&=u(0,y),\rightarrow\text{BC3} &u(\pi,y)&=1,\rightarrow\text{BC4} &0<y<\pi\\u(x,0)&=0,\rightarrow\text{BC1} &u(x,\pi)&=0,\rightarrow\text{BC2} &0<x<1 \end{aligned}

    For Case 1: λ=0\lambda=0

    u1=(c1+c2y)(c3+c4x)u_{1}=\left(c_{1}+c_{2} y\right)\left(c_{3}+c_{4} x\right)

    BC 1: u1(x,0)=(c1+c2(0))(c3+c4x)=0u_{1}(x, 0)=\left(c_{1}+c_{2}(0)\right)\left(c_{3}+c_{4} x\right)=0

    \rightarrow Assume c3+c4x0;c1=0c_{3}+c_{4} x \neq 0 ; c_{1}=0

    u1(x,y)=(c2y)(c3+c4x)\rightarrow u_{1}(x, y)=\left(c_{2} y\right)\left(c_{3}+c_{4} x\right)

    BC 2: u1(x,π)=(c2π)(c3+c4x)=0u_{1}(x, \pi)=\left(c_{2} \pi\right)\left(c_{3}+c_{4} x\right)=0

    (c3+c4x)0\rightarrow\left(c_{3}+c_{4} x\right) \neq 0, hence c2=0c_{2}=0

    u1(x,y)=(0)(c3+c4x)=0\rightarrow u_{1}(x, y)=(0)\left(c_{3}+c_{4} x\right)=0

    u1=0\therefore u_{1}=0; No solution for case 1


    For Case 2: λ=α2,α<0\lambda=-\alpha^{2}, \alpha<0

    BC 1:

    u2(x,0)=(c5cos(0)+c6sin(0))(c7cosh(αx)+c8sinh(αx))=0(c5)(c7cosh(αx)+c8sinh(αx))=0\begin{aligned}u_{2}(x, 0)=\left(c_{5} \cos (0)+c_{6} \sin (0)\right)\left(c_{7} \cosh (\alpha x)+c_{8} \sinh (\alpha x)\right)&=0\\\left(c_{5}\right)\left(c_{7} \cosh (\alpha x)+c_{8} \sinh (\alpha x)\right)&=0\end{aligned}

    (c7cosh(αx)+c8sinh(αx))0;\rightarrow\left(c_{7} \cosh (\alpha x)+c_{8} \sinh (\alpha x)\right) \neq 0 ; hence c5=0c_{5}=0

    u2(x,y)=(c6sin(αy))(c7cosh(αx)+c8sinh(αx))\rightarrow u_{2}(x, y)=\left(c_{6} \sin (\alpha y)\right)\left(c_{7} \cosh (\alpha x)+c_{8} \sinh (\alpha x)\right)

    BC 2: u2(x,π)=(c6sin(απ))(c7cosh(αx)+c8sinh(αx))=0u_{2}(x, \pi)=\left(c_{6} \sin (\alpha \pi)\right)\left(c_{7} \cosh (\alpha x)+c_{8} \sinh (\alpha x)\right)=0

    (c7cosh(αx)+c8sinh(αx))0,c60\rightarrow\left(c_{7} \cosh (\alpha x)+c_{8} \sinh (\alpha x)\right) \neq 0, c_{6} \neq 0; hence sin(απ)=0\sin (\alpha \pi)=0 when απ=nπ,α=n\alpha \pi=n \pi, \alpha=n where n=1,2,3,\mathrm{n}=1,2,3, \ldots

    u2,n=(c6,nsin(ny))(c7,ncosh(nx)+c8,nsinh(nx))u_{2, n}=\left(c_{6, n} \sin (n y)\right)\left(c_{7, \mathrm{n}} \cosh (n x)+c_{8, \mathrm{n}} \sinh (n x)\right)

    =(sin(ny))(A2,ncosh(nx)+B2,nsinh(nx))=(\sin (n y))\left(A_{2, \mathrm{n}} \cosh (n x)+B_{2, \mathrm{n}} \sinh (n x)\right) where n=1,2,3,n=1,2,3, \ldots


    For Case 3: λ=+α2,α>0\lambda=+\alpha^{2}, \alpha>0

    BC 1: u3(x,0)=(c9cosh(0)+c10sinh(0))(c11cos(αx)+c12sin(αx))=0u_{3}(x, 0)=\left(c_{9} \cosh (0)+c_{10} \sinh (0)\right)\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right)=0

    (c9)(c11cos(αx)+c12sin(αx))=0\left(c_{9}\right)\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right)=0

    (c11cos(αx)+c12sin(αx))0\rightarrow\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right) \neq 0; hence c9=0c_{9}=0

    u3(x,y)=(c10sinh(αy))(c11cos(αx)+c12sin(αx))\rightarrow u_{3}(x, y)=\left(c_{10} \sinh (\alpha y)\right)\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right)

    BC 2: u3(x,π)=(c10sinh(απ))(c11cos(αx)+c12sin(αx))=0u_{3}(x, \pi)=\left(c_{10} \sinh (\alpha \pi)\right)\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right)=0

    (c11cos(αx)+c12sin(αx))0,sinh(απ)0,c10=0\rightarrow\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right) \neq 0, \sinh (\alpha \pi) \neq 0, c_{10}=0

    u3(x,y)=(0)(c11cos(αx)+c12sin(αx))=0\rightarrow u_{3}(x, y)=(0)\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right)=0

    u3=0\therefore u_{3}=0; No solution for case 3

    utotal (x,y)=n=1(sin(ny))(A2,ncosh(nx)+B2,nsinh(nx))u_{\text {total }}(x, y)=\sum_{n=1}^{\infty}(\sin (n y))\left(A_{2, \mathrm{n}} \cosh (n x)+B_{2, \mathrm{n}} \sinh (n x)\right)

    ux=n=1(sin(ny))(A2,nnsinh(nx)+B2,nncosh(nx))\frac{\partial u}{\partial x}=\sum_{n=1}^{\infty}(\sin (n y))\left(-A_{2, \mathrm{n}} n \sinh (n x)+B_{2, \mathrm{n}} n \cosh (n x)\right)

    BC 3: u(0,y)x=n=1(sin(ny))(A2,nnsinh(0)+B2,nncosh(0))\frac{\partial u(0, y)}{\partial x}=\sum_{n=1}^{\infty}(\sin (n y))\left(-A_{2, \mathrm{n}} n \sinh (0)+B_{2, \mathrm{n}} n \cosh (0)\right) =u(0,y)=n=1(sin(ny))(A2,ncosh(0)+B2,nsinh(0))=u(0, y)=\sum_{n=1}^{\infty}(\sin (n y))\left(A_{2, \mathrm{n}} \cosh (0)+B_{2, \mathrm{n}} \sinh (0)\right)

    B2,nn=A2,n\rightarrow B_{2, \mathrm{n}} n=A_{2, \mathrm{n}}

    BC 4:

    utotal (π,y)=n=1(sin(ny))(B2,nncosh(nπ)+B2,nsinh(nπ))=n=1B2,n(ncosh(nπ)+sinh(nπ))(sin(ny))=1\begin{aligned}u_{\text {total }}(\pi, y)&=\sum_{n=1}^{\infty}(\sin (n y))\left(B_{2, \mathrm{n}} n \cosh (n \pi)+B_{2, \mathrm{n}} \sinh (n \pi)\right)\\&=\sum_{n=1}^{\infty} B_{2, n}(n \cosh (n \pi)+\sinh (n \pi))(\sin (n y))=1\end{aligned}

    Half-Range Fourier Sine Series Expansion:

    B2,n(ncosh(nπ)+sinh(nπ))=2π0π(sin(ny))dy=2(1(1)n)(nπ)B_{2, \mathrm{n}}(n \cosh (n \pi)+\sinh (n \pi))=\frac{2}{\pi} \int_{0}^{\pi}(\sin (n y)) d y=\frac{2\left(1-(-1)^{n}\right)}{(n \pi)}

    utotal (x,y)=2πn=1((1(1)n)nncosh(nx)+sinh(nx)ncosh(nπ)+sinh(nπ))(sin(ny))\therefore u_{\text {total }}(x, y)=\frac{2}{\pi} \sum_{n=1}^{\infty}\left(\frac{\left(1-(-1)^{n}\right)}{n} \frac{n \cosh (n x)+\sinh (n x)}{n \cosh (n \pi)+\sinh (n \pi)}\right)(\sin (n y))

  4. u(0,y)=0,u(a,y)=50,0<y<bu(x,0)=0,u(x,b)=0,0<x<a\begin{aligned}u(0,y)&=0, &u(a,y)&=50, &0<y<b \\ u(x,0)&=0, &u(x,b)&=0, &0<x<a\end{aligned}

    Solution
    u(0,y)=0,BC3u(a,y)=50,BC40<y<bu(x,0)=0,BC1u(x,b)=0,BC20<x<a\begin{aligned} u(0,y)&=0, \rightarrow\text{BC3} &u(a,y)&=50, \rightarrow\text{BC4} &0<y<b \\ u(x,0)&=0, \rightarrow\text{BC1} &u(x,b)&=0, \rightarrow\text{BC2} &0<x<a \end{aligned}

    For Case 1: λ=0\lambda=0

    BC 1: u1(x,0)=(c1+c2(0))(c3+c4x)=0u_{1}(x, 0)=\left(c_{1}+c_{2}(0)\right)\left(c_{3}+c_{4} x\right)=0

    \rightarrow Assume c3+c4x0;c1=0c_{3}+c_{4} x \neq 0 ; c_{1}=0

    u1(x,y)=(c2y)(c3+c4x)\rightarrow u_{1}(x, y)=\left(c_{2} y\right)\left(c_{3}+c_{4} x\right)

    BC 2: u_1(x, b)=\left(c_2 b\right)\left(c_3+c_4 x\right)=0$

    (c3+c4x)0&b0\rightarrow\left(c_{3}+c_{4} x\right) \neq 0 \& b \neq 0; hence c2=0c_{2}=0

    u1(x,y)=(0)(c3+c4x)=0\rightarrow u_{1}(x, y)=(0)\left(c_{3}+c_{4} x\right)=0

    u1=0\therefore u_{1}=0; No solution for case 1


    For Case 2: λ=α2,α<0\lambda=-\alpha^{2}, \alpha<0

    BC 1:

    u2(x,0)=(c5cos(0)+c6sin(0))(c7cosh(αx)+c8sinh(αx))=0(c5)(c7cosh(αx)+c8sinh(αx))0ˉ\begin{aligned}u_{2}(x, 0)=\left(c_{5} \cos (0)+c_{6} \sin (0)\right)\left(c_{7} \cosh (\alpha x)+c_{8} \sinh (\alpha x)\right)&=0 \\ \left(c_{5}\right)\left(c_{7} \cosh (\alpha x)+c_{8} \sinh (\alpha x)\right)&\=0\end{aligned}

    (c7cosh(αx)+c8sinh(αx))0\rightarrow\left(c_{7} \cosh (\alpha x)+c_{8} \sinh (\alpha x)\right) \neq 0; hence c5=0c_{5}=0

    u2(x,y)=(c6sin(αy))(c7cosh(αx)+c8sinh(αx))\rightarrow u_{2}(x, y)=\left(c_{6} \sin (\alpha y)\right)\left(c_{7} \cosh (\alpha x)+c_{8} \sinh (\alpha x)\right)

    BC 2: u2(x,b)=(c6sin(αb))(c7cosh(αx)+c8sinh(αx))=0u_{2}(x, b)=\left(c_{6} \sin (\alpha b)\right)\left(c_{7} \cosh (\alpha x)+c_{8} \sinh (\alpha x)\right)=0

    (c7cosh(αx)+c8sinh(αx))0,c60\rightarrow\left(c_{7} \cosh (\alpha x)+c_{8} \sinh (\alpha x)\right) \neq 0, c_{6} \neq 0; hence sin(αb)=0\sin (\alpha b)=0 when αb=nπ,α=nπb\alpha \mathrm{b}=n \pi, \alpha=\frac{n \pi}{b}

    where n=1,2,3,n=1,2,3, \ldots

    u2,n=(c6,nsin(nπby))(c7,ncosh(nπbx)+c8,nsinh(nπbx))=(sin(nπby))(A2,ncosh(nπbx)+B2,nsinh(nπbx)) where n=1,2,3,\begin{aligned}u_{2, n}&=\left(c_{6, n} \sin \left(\frac{n \pi}{b} y\right)\right)\left(c_{7, \mathrm{n}} \cosh \left(\frac{n \pi}{b} x\right)+c_{8, \mathrm{n}} \sinh \left(\frac{n \pi}{b} x\right)\right)\\&=\left(\sin \left(\frac{n \pi}{b} y\right)\right)\left(A_{2, \mathrm{n}} \cosh \left(\frac{n \pi}{b} x\right)+B_{2, \mathrm{n}} \sinh \left(\frac{n \pi}{b} x\right)\right) \quad \text { where } n=1,2,3, \ldots\end{aligned}


    For Case 3: λ=+α2,α>0\lambda=+\alpha^{2}, \alpha>0

    BC 1: u3(x,0)=(c9cosh(0)+c10sinh(0))(c11cos(αx)+c12sin(αx))=0u_{3}(x, 0)=\left(c_{9} \cosh (0)+c_{10} \sinh (0)\right)\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right)=0

    (c9)(c11cos(αx)+c12sin(αx))=0\left(c_{9}\right)\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right)=0

    (c11cos(αx)+c12sin(αx))0\rightarrow\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right) \neq 0; hence c9=0c_{9}=0

    u3(x,y)=(c10sinh(αy))(c11cos(αx)+c12sin(αx))\rightarrow u_{3}(x, y)=\left(c_{10} \sinh (\alpha y)\right)\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right)

    BC 2: u3(x,b)=(c10sinh(αb))(c11cos(αx)+c12sin(αx))=0u_{3}(x, b)=\left(c_{10} \sinh (\alpha b)\right)\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right)=0

    (c11cos(αx)+c12sin(αx))0,sinh(αb)0,c10=0\rightarrow\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right) \neq 0, \sinh (\alpha b) \neq 0, c_{10}=0

    u3(x,y)=(0)(c11cos(αx)+c12sin(αx))=0\rightarrow u_{3}(x, y)=(0)\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right)=0

    u3=0\therefore u_{3}=0; No solution for case 3

    utotal (x,y)=n=1(sin(nπby))(A2,ncosh(nπbx)+B2,nsinh(nπbx))u_{\text {total }}(x, y)=\sum_{n=1}^{\infty}\left(\sin \left(\frac{n \pi}{b} y\right)\right)\left(A_{2, \mathrm{n}} \cosh \left(\frac{n \pi}{b} x\right)+B_{2, \mathrm{n}} \sinh \left(\frac{n \pi}{b} x\right)\right)

    BC 3:

    utotal (0,y)=n=1(sin(nπby))(A2,ncosh(0)+B2,nsinh(0))=n=1(A2,n)(sin(nπby))=0\begin{aligned}u_{\text {total }}(0, y)&=\sum_{n=1}^{\infty}\left(\sin \left(\frac{n \pi}{b} y\right)\right)\left(A_{2, \mathrm{n}} \cosh (0)+B_{2, \mathrm{n}} \sinh (0)\right)\\&=\sum_{n=1}^{\infty}\left(A_{2, \mathrm{n}}\right)\left(\sin \left(\frac{n \pi}{b} y\right)\right)=0\end{aligned}

    Recall Half-Range Fourier Sine Series Expansion:

    A2,n=2L0τf(y)sin(nπby)dy=0A_{2, \mathrm{n}}=\frac{2}{L} \int_{0}^{\tau} f(y) \sin \left(\frac{n \pi}{b} y\right) d y=0

    utotal (x,y)=n=1(sin(nπby))(B2,nsinh(nπbx))u_{\text {total }}(x, y)=\sum_{n=1}^{\infty}\left(\sin \left(\frac{n \pi}{b} y\right)\right)\left(B_{2, \mathrm{n}} \sinh \left(\frac{n \pi}{b} x\right)\right)

    BC 4: utotal (a,y)=n=1(sin(nπby))(B2,nsinh(nπba))=50u_{\text {total }}(a, y)=\sum_{n=1}^{\infty}\left(\sin \left(\frac{n \pi}{b} y\right)\right)\left(B_{2, \mathrm{n}} \sinh \left(\frac{n \pi}{b} a\right)\right)=50

    Half-Range Fourier Sine Series Expansion:

    f(y)=n=1(B2,nsinh(nπba))(sin(nπby))f(y)=\sum_{n=1}^{\infty}\left(B_{2, \mathrm{n}} \sinh \left(\frac{n \pi}{b} a\right)\right)\left(\sin \left(\frac{n \pi}{b} y\right)\right)

    where B2,nsinh(nπba)=2L0τf(y)sin(nπby)dy,ω=πb,p=2πω=2a,L=p2=b,τ=bB_{2, \mathrm{n}} \sinh \left(\frac{n \pi}{b} a\right)=\frac{2}{L} \int_{0}^{\tau} f(y) \sin \left(\frac{n \pi}{b} y\right) d y, \omega=\frac{\pi}{b}, p=\frac{2 \pi}{\omega}=2 a, L=\frac{p}{2}=b, \tau=b

    B2,nsinh(nπba)=2b0b50sinnπbydyB_{2, \mathrm{n}} \sinh \left(\frac{n \pi}{b} a\right)=\frac{2}{b} \int_{0}^{b} 50 \sin n \frac{\pi}{b} y d y

    B2,n=100bsinh(nπba)0bsinnπbydy=100sinh(nπba)[cosnπ(1)nπ]=100nπsinh(nπba)[1(1)n]\begin{aligned} B_{2, \mathrm{n}}&=\frac{100}{b \sinh \left(\frac{n \pi}{b} a\right)} \int_{0}^{b} \sin n \frac{\pi}{b} y d y \\ &=\frac{100}{\sinh \left(\frac{n \pi}{b} a\right)}\left[\frac{-\cos n \pi-(-1)}{n \pi}\right] \\ &=\frac{100}{n \pi \sinh \left(\frac{n \pi}{b} a\right)}\left[1-(-1)^{n}\right] \\ \end{aligned}

    utotal (x,y)=n=1(100nπsinh(nπba)[1(1)n]sinh(nπbx))(sin(nπby))\therefore u_{\text {total }}(x, y)=\sum_{n=1}^{\infty}\left(\frac{100}{n \pi \sinh \left(\frac{n \pi}{b} a\right)}\left[1-(-1)^{n}\right] \sinh \left(\frac{n \pi}{b} x\right)\right)\left(\sin \left(\frac{n \pi}{b} y\right)\right)

  5. u(0,y)=0,u(a,y)=50,0<y<bu(x,0)=0,u(x,b)=f(x),0<x<a\begin{aligned}u(0,y)&=0, &u(a,y)&=50, &0<y<b \\ u(x,0)&=0, &u(x,b)&=f(x), &0<x<a\end{aligned}

    Solution

    By applying superposition principle:

    Image for Question 5

    Solution u=u= Solution utotal ,1(x,y)u_{\text {total }, 1}(x, y) of Question 4 (d) + Solution utotal ,2(x,y)u_{\text {total }, 2}(x, y) of Question 4 (a).

    utotal ,1(x,y)=n=1(100nπsinh(nπba)[1(1)n]sinh(nπbx))(sin(nπby))u_{\text {total }, 1}(x, y)=\sum_{n=1}^{\infty}\left(\frac{100}{n \pi \sinh \left(\frac{n \pi}{b} a\right)}\left[1-(-1)^{n}\right] \sinh \left(\frac{n \pi}{b} x\right)\right)\left(\sin \left(\frac{n \pi}{b} y\right)\right) where n=1,2n=1,2 \ldots

    utotal ,2(x,y)=n=1(2asinh(nπab)0af(x)sinnπaxdxsinh(nπay))(sin(nπax))u_{\text {total }, 2}(x, y)=\sum_{n=1}^{\infty}\left(\frac{2}{\operatorname{asinh}\left(\frac{n \pi}{a} b\right)} \int_{0}^{a} f(x) \sin n \frac{\pi}{a} x d x \sinh \left(\frac{n \pi}{a} y\right)\right)\left(\sin \left(\frac{n \pi}{a} x\right)\right) where n=1,2,n=1,2,\ldots

    utotal (x,y)=n=1(100nπsinh(nπba)[1(1)n]sinh(nπbx))(sin(nπby))+n=1(2asinh(nπab)0af(x)sinnπaxdxsinh(nπay))(sin(nπax))\therefore u_{\text {total }}(x, y)=\sum_{n=1}^{\infty}\left(\frac{100}{n \pi \sinh \left(\frac{n \pi}{b} a\right)}\left[1-(-1)^{n}\right] \sinh \left(\frac{n \pi}{b} x\right)\right)\left(\sin \left(\frac{n \pi}{b} y\right)\right)+\sum_{n=1}^{\infty}\left(\frac{2}{\operatorname{asinh}\left(\frac{n \pi}{a} b\right)} \int_{0}^{a} f(x) \sin n \frac{\pi}{a} x d x \sinh \left(\frac{n \pi}{a} y\right)\right)\left(\sin \left(\frac{n \pi}{a} x\right)\right) where n=1,2n=1,2 \ldots

  6. Heat equation, utuxx=0u_{t}-u_{x x}=0

    General solution: u(x,t)=A1x+B1+eα2t(A2cosh(αx)+B2sinh(αx))+eα2t(A3cos(αx)+B3sin(αx))u(x, t)=A_{1} x+B_{1}+e^{\alpha^{2} t}\left(A_{2} \cosh (\alpha x)+B_{2} \sinh (\alpha x)\right) +e^{-\alpha^{2} t}\left(A_{3} \cos (\alpha x)+B_{3} \sin (\alpha x)\right)

    Subject to the given boundary conditions:

    u(0,t)=0,u(2,t)=0,t>0u(x,0)=sinπ2x,0<x<2\begin{aligned}u(0,t)&=0, &u(2,t)&=0, &t>0 \\ u(x,0)&=\sin \frac{\pi}{2}x, &&&0<x<2\end{aligned}

    Solution

    For Case 1: λ=0\lambda=0

    BC 1: u1(0,t)=A1(0)+B1=0;B1=0u_{1}(0, t)=A_{1}(0)+B_{1}=0 ; B_{1}=0

    u1(x,t)=A1x\rightarrow u_{1}(x, t)=A_{1} x

    BC 2: u1(2,t)=A1(2)=0;A1=0u_{1}(2, t)=A_{1}(2)=0 ; A_{1}=0

    u1(x,t)=0\rightarrow u_{1}(x, t)=0; No solution for case 1


    For Case 2:

    BC 1: u2(0,t)=eα2t( A2cosh(0)+B2sinh(0))=0u_{2}(0, t)=e^{\alpha^{2} t}\left(\mathrm{~A}_{2} \cosh (0)+\mathrm{B}_{2} \sinh (0)\right)=0

    Comparing coefficient eα2t:A2cosh(0)+B2sinh(0)=0,A2=0e^{\alpha^{2} t}: A_{2} \cosh (0)+B_{2} \sinh (0)=0, A_{2}=0

    Then, we get u2=eα2t( B2sinh(αx))u_{2}=e^{\alpha^{2} t}\left(\mathrm{~B}_{2} \sinh (\alpha x)\right)

    BC 2: u2(2,t)=eα2t( B2sinh(2α))=0u_{2}(2, t)=e^{\alpha^{2} t}\left(\mathrm{~B}_{2} \sinh (2 \alpha)\right)=0

    Comparing coefficient eα2t:(B2sinh(2α))=0e^{\alpha^{2} t}:\left(\mathrm{B}_{2} \sinh (2 \alpha)\right)=0

    Since sinh(2α)\sinh (2 \alpha) will not be zero for α>0\alpha>0, thus B2=0B_{2}=0

    u2(x,t)=0\rightarrow u_{2}(x, t)=0; No solution for case 2


    For Case 3:

    BC 1: u3(0,t)=eα2t( A3cos(0)+B3sin(0))=0u_{3}(0, t)=e^{-\alpha^{2} t}\left(\mathrm{~A}_{3} \cos (0)+\mathrm{B}_{3} \sin (0)\right)=0

    Comparing coefficient eα2t:A3cos(0)+B3sin(0)=0A3=0e^{-\alpha^{2} t}: A_{3} \cos (0)+B_{3} \sin (0)=0 \rightarrow A_{3}=0

    Hence we get u3=eα2t( B3sin(αx))u_{3}=e^{-\alpha^{2} t}\left(\mathrm{~B}_{3} \sin (\alpha x)\right)

    BC 2: u3(2,t)=eα2t( B3sin(2α))=0u_{3}(2, t)=e^{-\alpha^{2} t}\left(\mathrm{~B}_{3} \sin (2 \alpha)\right)=0

    Comparing coefficient eα2t:(B3sin(2α))=0e^{-\alpha^{2} t}:\left(\mathrm{B}_{3} \sin (2 \alpha)\right)=0

    B30B_3 \neq 0 when sin(2α)=0\sin (2 \alpha)=0 for 2α=nπ2 \alpha=n \pi where n=1,2,3,n=1,2,3, \ldots

    u3,n=e(nπ2)2t( B3,nsin(nπ2x))\rightarrow u_{3, \mathrm{n}}=e^{-\left(\frac{n \pi}{2}\right)^{2} t}\left(\mathrm{~B}_{3, n} \sin \left(\frac{n \pi}{2} x\right)\right) where n=1,2,3,n=1,2,3, \ldots

    utotal (x,t)=n=1e(nπ2)2t( B3,nsin(nπ2x))\therefore u_{\text {total }}(x, t)=\sum_{n=1}^{\infty} e^{-\left(\frac{n \pi}{2}\right)^{2} t}\left(\mathrm{~B}_{3, n} \sin \left(\frac{n \pi}{2} x\right)\right)

    BC 3: u(x,0)=n=1(B3,nsin(nπ2x))=sinπ2xu(x, 0)=\sum_{n=1}^{\infty}\left(\mathrm{B}_{3, n} \sin \left(\frac{n \pi}{2} x\right)\right)=\sin \frac{\pi}{2} x

    B3,n=02(sinπ2x)(sin(nπ2x))dx={1n=10n1B_{3, n}=\int_{0}^{2}\left(\sin \frac{\pi}{2} x\right)\left(\sin \left(\frac{n \pi}{2} x\right)\right) d x=\left\{\begin{array}{ll}1 & n=1 \\ 0 & n \neq 1\end{array} \quad\right. *refer to Q4

    utotal (x,t)=eπ24t(sin(π2x))\therefore u_{\text {total }}(x, t)=e^{-\frac{\pi^{2}}{4} t}\left(\sin \left(\frac{\pi}{2} x\right)\right)

  7. Heat equation, ut116uxx=0u_{t}-\frac{1}{16} u_{x x}=0

    General solution: u(x,t)=A1x+B1+eα2t(A2cosh(4αx)+B2sinh(4αx))+eα2t(A3cos(4αx)+B3sin(4αx))u(x, t)=A_{1} x+B_{1}+e^{\alpha^{2} t}\left(A_{2} \cosh (4 \alpha x)+B_{2} \sinh (4 \alpha x)\right) +e^{-\alpha^{2} t}\left(A_{3} \cos (4 \alpha x)+B_{3} \sin (4 \alpha x)\right)

    Subject to the given boundary conditions:

    u(0,t)=0,u(1,t)=0,t>0u(x,0)=2sin2πx,0<x<1\begin{aligned}u(0,t)&=0, &u(1,t)&=0, &t>0 \\ u(x,0)&=2\sin 2\pi x, &&&0<x<1\end{aligned}

    Solution

    For Case 1: λ=0\lambda=0

    BC 1: u1(0,t)=A1(0)+B1=0;B1=0u_{1}(0, t)=A_{1}(0)+B_{1}=0 ; B_{1}=0

    u1(x,t)=A1x\rightarrow u_{1}(x, t)=A_{1} x

    BC 2: u1(1,t)=A1(1)=0;A1=0u_{1}(1, t)=A_{1}(1)=0 ; A_{1}=0

    u1(x,t)=0\rightarrow u_{1}(x, t)=0; No solution for case 1


    For Case 2:

    BC 1: u2(0,t)=eα2t( A2cosh(0)+B2sinh(0))=0u_{2}(0, t)=e^{\alpha^{2} t}\left(\mathrm{~A}_{2} \cosh (0)+\mathrm{B}_{2} \sinh (0)\right)=0

    Comparing coefficient eα2t:A2cosh(0)+B2sinh(0)=0,A2=0e^{\alpha^{2} t}: A_{2} \cosh (0)+B_{2} \sinh (0)=0, A_{2}=0

    Then, we get u2=eα2t( B2sinh(4αx))u_{2}=e^{\alpha^{2} t}\left(\mathrm{~B}_{2} \sinh (4 \alpha x)\right)

    BC 2: u2(1,t)=eα2t( B2sinh(4α))=0u_{2}(1, t)=e^{\alpha^{2} t}\left(\mathrm{~B}_{2} \sinh (4 \alpha)\right)=0

    Comparing coefficient eα2t:(B2sinh(4α))=0e^{\alpha^{2} t}:\left(\mathrm{B}_{2} \sinh (4 \alpha)\right)=0

    Since sinh(4α)\sinh (4 \alpha) will not be zero for α>0\alpha>0, thus B2=0B_{2}=0

    u2(x,t)=0\rightarrow u_{2}(x, t)=0; No solution for case 2


    For Case 3:

    BC 1: u3(0,t)=eα2t( A3cos(0)+B3sin(0))=0u_{3}(0, t)=e^{-\alpha^{2} t}\left(\mathrm{~A}_{3} \cos (0)+\mathrm{B}_{3} \sin (0)\right)=0

    Comparing coefficient eα2t:A3cos(0)+B3sin(0)=0A3=0e^{-\alpha^{2} t}: A_{3} \cos (0)+B_{3} \sin (0)=0 \rightarrow A_{3}=0

    Hence we get u3=eα2t( B3sin(4αx))u_{3}=e^{-\alpha^{2} t}\left(\mathrm{~B}_{3} \sin (4 \alpha x)\right)

    BC 2: u3(1,t)=eα2t( B3sin(4α))=0u_{3}(1, t)=e^{-\alpha^{2} t}\left(\mathrm{~B}_{3} \sin (4 \alpha)\right)=0

    Comparing coefficient eα2t:(B3sin(4α))=0e^{-\alpha^{2} t}:\left(\mathrm{B}_{3} \sin (4 \alpha)\right)=0

    B30B_{3} \neq 0 when sin(4α)=0\sin (4 \alpha)=0 for 4α=nπ4 \alpha=n \pi where n=1,2,3,n=1,2,3, \ldots

    u3,n=e(nπ4)2t( B3,nsin(nπx))\rightarrow u_{3, \mathrm{n}}=e^{-\left(\frac{n \pi}{4}\right)^{2} t}\left(\mathrm{~B}_{3, n} \sin (n \pi x)\right) where n=1,2,3,n=1,2,3, \ldots

    utotal (x,t)=n=1e(nπ4)2t( B3,nsin(nπx))\therefore u_{\text {total }}(x, t)=\sum_{n=1}^{\infty} e^{-\left(\frac{n \pi}{4}\right)^{2} t}\left(\mathrm{~B}_{3, n} \sin (n \pi x)\right)

    BC 3: u(x,0)=n=1(B3,nsin(nπx))=2sin2πxu(x, 0)=\sum_{n=1}^{\infty}\left(\mathrm{B}_{3, n} \sin (n \pi x)\right)=2 \sin 2 \pi x

    B3,n=202(2sin2πx)(sin(nπx))dx={2n=20n2\mathrm{B}_{3, n}=2 \int_{0}^{2}(2 \sin 2 \pi x)(\sin (n \pi x)) d x= \begin{cases}2 & n=2 \\ 0 & n \neq 2\end{cases}

    utotal (x,t)=2eπ24t(sin(2πx))\therefore u_{\text {total }}(x, t)=2 e^{-\frac{\pi^{2}}{4} t}(\sin (2 \pi x))

  8. Wave equation, uttuxx=0u_{t t}-u_{x x}=0

    General solution: u(x,t)=(c1+c2t)(c3+c4x)+(c5cosh(αt)+c6sinh(αt))(c7cosh(αx)+c8sinh(αx))+(c9cos(αt)+c10sin(αt))(c11cos(αx)+c12sin(αx))u(x, t)=\left(c_{1}+c_{2} t\right)\left(c_{3}+c_{4} x\right) +\left(c_{5} \cosh (\alpha t)+c_{6} \sinh (\alpha t)\right)\left(c_{7} \cosh (\alpha x)+c_{8} \sinh (\alpha x)\right) +\left(c_{9} \cos (\alpha t)+c_{10} \sin (\alpha t)\right)\left(c_{11} \cos (\alpha x)+c_{12} \sin (\alpha x)\right)

    Subject to the given boundary conditions:

    u(0,t)=0,u(1,t)=0,t>0u(x,0)=sinπx,ut(x,0)=0,0<x<1\begin{aligned}u(0,t)&=0, &u(1,t)&=0, &t>0 \\ u(x,0)&=\sin\pi x, &\frac{\partial u}{\partial t}(x,0)&=0, &0<x<1\end{aligned}

    Solution

    For Case 1: λ=0\lambda=0

    BC 1: u1(0,t)=(c1+c2t)(c3+c4(0))=0u_{1}(0, t)=\left(c_{1}+c_{2} t\right)\left(c_{3}+c_{4}(0)\right)=0

    c1+c2t0\rightarrow c_{1}+c_{2} t \neq 0 because the vibration is changed with time, hence T(t)0;c3=0T(t) \neq 0 ; c_{3}=0

    u1(x,t)=(c1+c2t)(c4x)\rightarrow u_{1}(x, t)=\left(c_{1}+c_{2} t\right)\left(c_{4} x\right)

    BC 2: u1(1,t)=(c1+c2t)(c4)=0u_{1}(1, t)=\left(c_{1}+c_{2} t\right)\left(c_{4}\right)=0

    (c1+c2t)0\rightarrow\left(c_{1}+c_{2} t\right) \neq 0; hence c4=0c_{4}=0

    u1(x,y)=(c1+c2t)(0)=0\rightarrow u_{1}(x, y)=\left(c_{1}+c_{2} t\right)(0)=0

    u1=0\therefore u_{1}=0; No solution for case 1


    For Case 2: λ=α2,α>0\lambda=-\alpha^{2}, \alpha>0

    BC 1: u2(0,t)=(c5cosh(αt)+c6sinh(αt))(c7cosh(0)+c8sinh(0))=0u_{2}(0, t)=\left(c_{5} \cos h(\alpha t)+c_{6} \sin h(\alpha t)\right)\left(c_{7} \cos h(0)+c_{8} \sin h(0)\right)=0

    (c5cosh(αt)+c6sinh(αt))(c7)=0\left(c_{5} \cosh (\alpha t)+c_{6} \sinh (\alpha t)\right)\left(c_{7}\right)=0

    (c5cosh(αt)+c6sinh(αt))0\rightarrow\left(c_{5} \cos h(\alpha t)+c_{6} \sin h(\alpha t)\right) \neq 0; hence c7=0c_{7}=0

    u2(x,t)=(c5cosh(αt)+c6sinh(αt))(c8sinh(αx))\rightarrow u_{2}(x, t)=\left(c_{5} \cosh (\alpha t)+c_{6} \sinh (\alpha t)\right)\left(c_{8} \sinh (\alpha x)\right)

    BC 2: u2(1,t)=(c5cosh(αt)+c6sinh(αt))(c8sinh(α))=0u_{2}(1, t)=\left(c_{5} \cos h(\alpha t)+c_{6} \sinh (\alpha t)\right)\left(c_{8} \sinh (\alpha)\right)=0

    (c5cosh(αt)+c6sinh(αt))0,sinh(α)0\rightarrow\left(c_{5} \cos h(\alpha t)+c_{6} \sinh (\alpha t)\right) \neq 0, \sinh (\alpha) \neq 0; hence c8=0c_{8}=0

    u2(x,t)=(c5cosh(αt)+c6sinh(αt))(0)=0\rightarrow u_{2}(x, t)=\left(c_{5} \cos h(\alpha t)+c_{6} \sinh (\alpha t)\right)(0)=0

    u2=0\therefore u_{2}=0; No solution for case 2


    For Case 3: λ=+α2,α>0\lambda=+\alpha^{2}, \alpha>0

    BC 1: u3(0,t)=(c9cos(αt)+c10sin(αt))(c11cos(0)+c12sin(0))=0u_{3}(0, t)=\left(c_{9} \cos (\alpha t)+c_{10} \sin (\alpha t)\right)\left(c_{11} \cos (0)+c_{12} \sin (0)\right)=0

    (c9cos(αt)+c10sin(αt))(c11)=0\left(c_{9} \cos (\alpha t)+c_{10} \sin (\alpha t)\right)\left(c_{11}\right)=0

    (c9cos(αt)+c10sin(αt))0\rightarrow\left(c_{9} \cos (\alpha t)+c_{10} \sin (\alpha t)\right) \neq 0; hence c11=0c_{11}=0

    u3(x,y)=(c9cos(αt)+c10sin(αt))(c12sin(αx))\rightarrow u_{3}(x, y)=\left(c_{9} \cos (\alpha t)+c_{10} \sin (\alpha t)\right)\left(c_{12} \sin (\alpha x)\right)

    BC 2: u3(1,t)=(c9cos(αt)+c10sin(αt))(c12sin(α))=0u_{3}(1, t)=\left(c_{9} \cos (\alpha t)+c_{10} \sin (\alpha t)\right)\left(c_{12} \sin (\alpha)\right)=0

    (c9cos(αt)+c10sin(αt))0,c120\rightarrow\left(c_{9} \cos (\alpha t)+c_{10} \sin (\alpha t)\right) \neq 0, c_{12} \neq 0; hence sin(α)=0\sin (\alpha)=0 when α=nπ\alpha=n \pi, where n=1,2,3,\ldotn=1,2,3, \ldot

    u3,n=(c9cos(nπt)+c10sin(nπt))(c12sin(nπ))=(A3,ncos(nπt)+B3,nsin(nπt))(sin(nπx)) where n=1,2,3,\begin{aligned} \therefore u_{3, n}=\left(c_{9} \cos (n \pi t)+c_{10} \sin (n \pi t)\right)\left(c_{12} \sin (n \pi)\right) \\ &=\left(A_{3, n} \cos (n \pi t)+B_{3, n} \sin (n \pi t)\right)(\sin (n \pi x)) \text { where } n=1,2,3, \ldots \\ \end{aligned}

    utotal (x,t)=n=1(A3,ncos(nπt)+B3,nsin(nπt))(sin(nπx))\therefore u_{\text {total }}(x, t)=\sum_{n=1}^{\infty}\left(A_{3, n} \cos (n \pi t)+B_{3, n} \sin (n \pi t)\right)(\sin (n \pi x))

    BC 3:

    utotal (x,0)=n=1(A3,ncos(0)+B3,nsin(0))(sin(nπx))=sinπx=n=1(A3,n)(sin(nπx))=sinπx\begin{aligned}u_{\text {total }}(x, 0)&=\sum_{n=1}^{\infty}\left(A_{3, n} \cos (0)+B_{3, n} \sin (0)\right)(\sin (n \pi x))=\sin \pi x\\&=\sum_{n=1}^{\infty}(A_{3, n})(\sin(n\pi x))=\sin\pi x\end{aligned}

    Half-Range Fourier Sine Series Expansion:

    A3,n=201(sinπx)(sin(nπx))dx=20112(cos(πxnπx))(cos(πx+nπx))dx=01(cos(πx)(1n))(cos(πx)(1+n))dx=sin(1n)(π)(1n)πsin(1+n)(π)(1+n)π where n1\begin{aligned} A_{3, \mathrm{n}}&=2 \int_0^1(\sin \pi x)(\sin (n \pi x)) d x \\ &=2 \int_0^1 \frac{1}{2}(\cos (\pi x-n \pi x))-(\cos (\pi x+n \pi x)) d x \\ &=\int_0^1(\cos (\pi x)(1-n))-(\cos (\pi x)(1+n)) d x \\ &=\frac{\sin (1-n)(\pi)}{(1-n) \pi}-\frac{\sin (1+n)(\pi)}{(1+n) \pi} \text { where } n \neq 1 \\ \end{aligned}

    A3,1=20112(cos((11)πx))(cos(1+1)πx))dx=01(cos(0))(cos(2πx))dx=011dx01(cos(2πx))dx=1\begin{aligned} A_{3,1}&=2 \int_0^1 \frac{1}{2}(\cos ((1-1) \pi x))-(\cos (1+1) \pi x)) d x \\ &=\int_0^1(\cos (0))-(\cos (2 \pi x)) d x \\ &=\int_0^1 1 d x-\int_0^1(\cos (2 \pi x)) d x \\ &=1 \\ \end{aligned}

    A3,n={1n=10n1A_{3, n}= \begin{cases}1 & n=1 \\0 & n \neq 1\end{cases}

    u(x,t)t=n=1(A3,nnπsin(nπt)+B3,nnπcos(nπt))(sin(πx))\frac{\partial u(x, t)}{\partial t}=\sum_{n=1}^{\infty}\left(-A_{3, n} n \pi \sin (n \pi t)+B_{3, n} n \pi \cos (n \pi t)\right)(\sin (\pi x))

    BC 4:

    u(x,0)t=n=1(A3,nnπsin(0)+B3,nnπcos(0))(sin(πx))=0n=1(B3,nnπ)(sin(πx))=0,B3,n=0\begin{aligned} \frac{\partial u(x, 0)}{\partial t}=\sum_{n=1}^{\infty}\left(-A_{3, n} n \pi \sin (0)+B_{3, n} n \pi \cos (0)\right)(\sin (\pi x)&)=0 \\ & \sum_{n=1}^{\infty}\left(B_{3, n} n \pi\right)(\sin (\pi x))=0, B_{3, n}&=0 \\ \end{aligned}

    utotal (x,t)=(cos(πt))(sin(πx)) only when n=1\therefore u_{\text {total }}(x, t)=(\cos (\pi t))(\sin (\pi x)) \text { only when } \mathrm{n}=1

  9. Continue to estimate the solution of Q2 at (0.9,0.1)(0.9,0.1) by using 2 summation terms. Assume the actual answer is 0.74045 and the allowable percentage of error is 1%. Please comment if the estimation is acceptable or not. If no, please suggest how to improve the solution.

    Solution

    (0.9,0.1)=(x,y)(0.9,0.1)=(x,y)

    utotal (0.9,0.1)12(0.9)+2π2n=12((1(1)n)n2sinh(nπ)sinh(0.9nπ))(cos(0.1nπ))12(0.9)+2π2[((1(1)1)12sinh(1π)sinh(0.9(1)π)(cos(0.1(1)π))+(1(1)2)22sinh(2π)sinh(0.9(2)π)(cos(0.1(2)π)))]0.45+0.28107+00.73107\begin{aligned} u_{\text {total }}(0.9,0.1) &\approx \frac{1}{2}(0.9)+\frac{2}{\pi^2} \sum_{n=1}^2\left(\frac{\left(1-(-1)^n\right)}{n^2 \sinh (n \pi)} \sinh (0.9 n \pi)\right)(\cos (0.1 n \pi)) \\ & \approx \frac{1}{2}(0.9)+\frac{2}{\pi^2} {\left[\left(\frac{\left(1-(-1)^1\right)}{1^2 \sinh (1 \pi)} \sinh (0.9(1) \pi)(\cos (0.1(1) \pi))\right.\right.} \left.\left.\quad+\frac{\left(1-(-1)^2\right)}{2^2 \sinh (2 \pi)} \sinh (0.9(2) \pi)(\cos (0.1(2) \pi))\right)\right] & \approx 0.45+0.28107+0\\ & \approx 0.73107\\ \end{aligned}

    Actual answer is 0.74045

    Percentage of error =0.740450.731070.74045x100%=1.27%=\frac{0.74045-0.73107}{0.74045} x 100 \%=1.27 \%

    The estimation is not acceptable, therefore higher number of summation terms is needed for improving the estimation.

  10. Identify the eigenvalue and eigenvector of PDE solutions that has been solved in Q2.

    Solution

    For case 1 , eigenvalue, λ=0\lambda=0; eigenfunction of PDE: u1=(A1+B1x)u_1=\left(A_1+B_1 x\right)

    For case 2, eigenvalue, λ=(nπ)2\lambda=-(n \pi)^2; eigenfunction of PDE:

    u2,n(x,y)=(cos(nπy))(A2,ncosh(nπx)+B2,nsinh(nπx)) where n=1,2,3,u_{2, \mathrm{n}}(x, y)=(\cos (n \pi y))\left(A_{2, n} \cosh (n \pi x)+B_{2, n} \sinh (n \pi x)\right) \text { where } n=1,2,3, \ldots

    No eigenvalue & eigenfunction for case 3.