APPLIED DIFFERENTIAL CALCULUS

Bachelor degree in Computer Science and Engineering

Academic Course: 20162017

Luis L. Bonilla & Sergei Iakunin

Heat, wave and Laplace equations: separation of variables, Fourier

series

1. In each of the following eigenvalue problems,

R1 determine the eigenvalues n and the nor-
malized eigenfunctions n (x) such that 0 [n (x)]2 dx = 1:

(a) y 00 + y = 0, y(0) = 0, y 0 (1) = 0.

(b) y 00 + y = 0, y 0 (0) = 0, y(1) = 0.
(c) y 00 + y = 0, y 0 (0) = 0, y 0 (1) = 0.

2. P
In each of the following problems, find the coefficients in the eigenfunction expansion

n=1 an n (x) of the given function, using the normalized eigenfunctions of the previous
problem

(a) f (x) = 1, 0 x 1.
(b) f (x) = x, 0 x 1.
(c)
1, 0 x < 12 ,

f (x) =
0, 21 x 1.
(d)
2x, 0 x < 12 ,

f (x) =
1, 12 x 1.
3. Solve the heat equation together with the following boundary conditions.

1

u(0, t) = 0(, u(L, t) = 0 , t > 0

(a) 1 , 0 x < L/2
u(x, 0) =

0 , L/2 x L .

u(0, t) = 0(, u(L, t) = 0 , t > 0

(b) 0 , 0 x < L/2
u(x, 0) =

L x , L/2 x L .

4. Find the solution of the following problem.

u 2u
= k 2 , x (0, L) , t > 0
t x
u u
(0, t) = 0 , (L, t) = 0 , t > 0
x x
u(x, 0) = f (x) , x [0, L] .

5. Solve the wave equation

2u 2
2 u
= c ,
t2 x2
together with the following boundary conditions.

u(0, t) = 0 , u(L, t) = 0 , t > 0
(a) 1 u
u(x, 0) = x(L x) , (x, 0) = 0 , x [0, L] .
4 t

u(0, t) = 0 , u(, t) = 0 , t > 0
(b) u
u(x, 0) = 0 , (x, 0) = sin x , x [0, ] .
t

6. Consider the heat equation

2u u
k 2
(x, t) = (x, t) , x (0, L) , t > 0 ,
x t
with the conditions

u(0, t) = 0 , u(L, t) = 0 , t > 0 ,

u(x, 0) = f (x) , x [0, L] .

2
 The solution of this problem is expressed as

n2 2
X    n 
u(x, t) = An exp k 2 t sin x ,
n=1
L L

where Z L
2  n 
An = f (x) sin x dx ,
L 0 L
with n N = {1, 2, 3, . . .} .

(a) Deduce in detail the expressions for An (n N), imposing the nonhomogeneous
condition u(x, 0) = f (x), x [0, L], and remembering that
Z L (
 m   n  0 , m 6= n
sin x sin x dx =
0 L L L/2 , m = n .

(b) Calculate the coefficients An (n N) and the final solution u(x, t) if

   
3x 5x
f (x) = sin + sin .
L L

7. Consider the following boundary value problem

 00
X (x) + X(x) = 0
X(0) = 0 , X(1) = 0

with R. Find its eigenvalues, that is the values of yielding nontrivial solutions
X 6= 0. In addition, calculate the corresponding eigenfunctions, that is the solution
associated with each eigenvalue.

8. Consider the heat equation

2u u
k 2
(x, t) = (x, t) , x (0, L) , t > 0 ,
x t
with the conditions

u(0, t) = 0 , u(L, t) = 0 , t > 0 ,

u(x, 0) = f (x) , x [0, L] .

The solution of this problem is expressed as

n2 2
X    n 
u(x, t) = An exp k 2 t sin x ,
n=1
L L

3
 where Z L
2  n 
An = f (x) sin x dx ,
L 0 L
with n N = {1, 2, 3, . . .} .

(a) Deduce in detail the expressions for An (n N), knowing that

Z L (
 m   n  0 , m 6= n
sin x sin x dx =
0 L L L/2 , m = n .

(b) Letting L = , calculate the solution u(x, t) for

5
f (x) = 3 sin (2x) + sin (4x) .
3

9. Consider the heat equation

u 2u
(x, t) = 4 2 (x, t) , 0 < x < , t > 0
t x
u
u(0, t) = 0 , (, t) = 0 , t > 0 (boundary conditions)
x
u(x, 0) = f (x) , 0 x (initial condition with f (x) known) .

(i) Apply the separation of variables method, letting u(x, t) = X(x)T (t), and find the
differential equation satisfied by T (t) .
(ii) Prove that the function X(x) must satisfy the boundary value problem

X 00 (x) + X(x) = 0 , X(0) = 0 , X 0 () = 0 .

(iii) Find the eigenvalues and eigenfunctions of the problem in (ii).

10. Consider the Laplace equation in a square region of unit side

2u 2u
2 u = + = 0 , x, y [0, 1] ,
x2 y 2
subject to the following boundary conditions:
u u
(0, y) = 0 , (1, y) = 0 , y (0, 1) ,
x x
u(x, 0) = 0 , u(x, 1) = f (x) , x (0, 1) .

The solution to this boundary value problem is:

X
u(x, y) = A0 y + An sinh (ny) cos (nx) ,
n=1

4
 where Z 1
A0 = f (x)dx
0
and Z 1
2
An = f (x) cos (nx) dx ,
sinh(n) 0
for all n N = {1, 2, 3, . . .}.
(a) Derive in detail the previous expressions for A0 and (An : n N) imposing the
non-homogeneous condition u(x, 1) = f (x), x (0, 1), and knowing that
Z 1
1
cos (mx) cos (nx) dx = mn , m, n N ,
0 2
where mn is the Kronecker delta.
(b) Calculate A0 y (An : n N), and the final expression for the solution u(x, y),
provided the initial condition is
200
X
f (x) = m cos (mx) .
m=100

11. To obtain the general solution of the Laplace equation in the previous exercise, we need
to solve the following regular Sturm-Liouville eigenvalue problem:
 00
X (x) + X(x) = 0
, R.
X 0 (0) = 0 , X 0 (1) = 0
Determine the eigenvalues, , that produce non trivial solutions X 6= 0 of the previous
boundary value problem. Determine also the nonzero solution (called eigenfunction)
associated to each eigenvalue.
12. Consider a vibrating string with time-periodic forcing
2u 2
2 u
=c + g(x) cos t,
t2 x2
u(0, t) = 0, u(L, t) = 0,
u
u(x, 0) = 0, (L, t) = 0.
t
(a) For g(x) = 0, separate variables, find the eigenvalue problem and solve it. Expand
g(x) and u(x, t) in the resulting eigenfunctions. These expansions will be particular
cases of the general Fourier series.
(b) Find a second order linear non-homogeneous ODE for the time-dependent Fourier
coefficients of u(x, t).
(c) For what values of does resonance occur?
(d) Solve the equation for the resonant mode.