Lecture 8

Weston Barger

July 14, 2016

1 Wave equation with free ends

Let us now consider a different problem:




 x ∈ (0, L), t ∈ [0, ∞)





 u(x , 0) = f (x )

utt = c 2u xx , ut (x , 0) = g(x ) (1.1)


ux (0, t ) = 0








ux (L, t ) = 0

Let us use separation of variables to find the standing wave solutions

u(x , t ) = X (x )T (t ).

Then, as we’ve seen before, inserting the above equation into the wave equation gives

T 00 X 00
= = λ.
c 2T X
It follows that

X 00 (x ) = λX .

Note here that the boundary condition is X 0 (0) = X 0 (L) = 0. We consider three separate
cases.

1
 λ = 0. We have that

X 00 = 0 ⇒ X (x ) = Cx + D.

Applying the boundary condition gives

X (x ) = D.

Thus, solving the ODE T 00 (t ) = 0 yields

u(x , t ) = At + B ,

where the constant D has been absorbed into A and B .

 λ > 0. We set λ = r 2 , where r > 0. Then

X 00 (x ) = r 2 X (x ) ⇒ X (x ) = Ce rx + De –rx .

Applying the boundary conditions gives the system of equation

X 0 (0) = Cr – Dr = 0
X 0 (L) = Cre Lr – Dre –Lr = 0.

This system admits only the solution C = D = 0. Boring. The case λ > 0 does not
admit any solutions.

 λ < 0. Now we let λ = –r 2 , again with r > 0. Then we get

X 00 (x ) = –r 2 X (x ) ⇒ X (x ) = C cos(rx ) + D sin(rx ).

Applying the boundary condition yields the system

X 0 (0) = Dr = 0
X 0 (L) = –Cr sin(Lr ) + Dr cos(Lr ) = 0.

We get that C = 0. We can avoid asserting that D = 0 if we impose that

nπ
r= ,
L

2
 so that
nπx
 
Xn (x ) = cos .
L
Thus, the full solution is
cnπt cnπx nπx
      
un (x , t ) = An cos + Bn sin cos
L L L
for n = 1, 2, 3, · · ·.

We find that the most general solution to (1.1) is

∞ 
X 
cnπt
 
cnπx
 
nπx

u(x , t ) = A0 + B0 t + An cos + Bn sin cos .
n=1 L L L

We need to compute An , Bn for n = 0, 1, 2, 3, · · ·. We still have yet to impose our initial

conditions. Plugging in t = 0, we get
∞
X nπx
 
u(x , 0) = f (x ) = A0 + An cos .
n=1 L

Using an even extension of f (x ), we use the formula for the Fourier cosine series to obtain

1ZL 2ZL nπx

 
A0 = f (x ) dx , An = f (x ) cos dx .
L 0 L 0 L
To impose the initial velocity, we first compute
cnπ nπx
X  
ut (x , 0) = g(x 0 = B0 + Bn cos .
n=1 L L

We use an even extension of g(x ) to get that

1ZL 2 ZL nπx
 
B0 = g(x ) dx , Bn = g(x ) cos dx
L 0 cnπ 0 L
Note that if we do note impose that the average initial velocity g(x ) of the string is zero,
then we get a sting whose amplitude is growing linearly in time! From where does this
unrealistic behavior arise?

3
2 The Heat Equation
Consider the problem



 x ∈ (0, L), t ∈ [0, ∞)


u(x , 0) = 0


ut = σuxx . (2.1)



 u(0, t ) = 0



u(L, t ) = 0

Here, σ > 0 is the heat conductivity of the material. The one-dimensional heat equation
models the heat on a rod with heat conductivity σ. As with the wave equation, we will
apply separation of variables to try to determine a solution. So, we guess that

u(x , t ) = X (x )T (t ). (2.2)

Inserting (2.2) into the heat equation ut = σuxx gives

T0 X
XT 0 = σX 00 T ⇒ = 00 = λ,
σT X
where λ is constant. Here, we have used the same argument as we did with the wave
equation. We manipulate the equation XT 0 = σX 00 T to achieve a left and right hand side
which are dependent on different variables, and hence must be constant. We name that
constant λ.
It follows that X must satisfy the following problem:

X (0) = 0
X 00 – λX = 0,

.
 X (L) = 0

If you will recall, this is the exact problem we solved for the spacial function when dealing
with the wave equation. We found that
nπx n 2π2
 
Xn (x ) = sin , λn = – ,
L L2
for n = 1, 2, 3, · · ·. We now have the ODE in T
2 2
– σn 2π t
T 0 = λσT ⇒ Tn (t ) = An e σλt = An e L .

We have
nπx
 
2 2 2
un (x , t ) = Xn (x )Tn (t ) = An e –σn π t /L sin .
L

4
Superimposing all such un ’s yields a general solution
∞ 2 2 2

nπx

e –σn π t /L sin
X
u(x , t ) = An .
n=1 L

So far, from (2.1) we have used the heat equation ut = σuxx and the two boundary
conditions at x = 0 and x = L. What remains is to apply the initial condition. To this
end, we see that
∞
X 
nπx

u(x , 0) = f (x ) = An sin .
n=1 L

We use the odd extension of f to get that

2ZL nπx
 
An = f (x ) sin dx .
L 0 L
Thus, the solution to (2.1) is
∞ 2 2 2

nπx

e –σn π t /L sin
X
u(x , t ) = An ,
n=1 L
Z L
2 nπx
 
An = f (x ) sin dx .
L 0 L

3 Laplace’s Equation
Consider the problem

uxx + uyy = 0, 0 ≤ x ≤ L, 0 ≤ y ≤ M .

The above equation is known as Laplace’s equation. One could imagine getting to Laplace’s
equation by trying to find stationary or time-independent solutions to the multi-dimensional
wave or heat equations
   
utt = c 2 uxx + uyy , ut = σ uxx + uyy .

We now impose the following boundary conditions:




 u(x , 0) = f (x ),


ux (0, y) = 0,


uxx + uyy = 0 .



 ux (L, y) = 0,



u(x , M ) = 0.

5
See Figure 1 for a visualization of the boundary conditions.

Figure 1: The domain for Laplace’s equation on the rectangle.

We look for separated solutions

u(x , y) = X (x )Y (y),

and we get
X 00 Y 00
X 00 Y + XY 00 = 0 ⇒ =– = λ,
X Y
where, as before, λ is constant since X 00 /X and –Y 00 /Y depend on distinct variables. We
have the ODE

X 0 (0) = 0,
X 00

– λX = 0,  .
X 0 (L) = 0
As before, we consider different cases for values of λ.

 λ > 0. We see that

√ √
X (x ) = c1 e x λ + c2 e –x λ .

Applying the boundary conditions gives

√ √
X 0 (0) = c1 λ – c2 λ = 0,
√ √ √ √
X 0 (L) = c1 λe λL – c2 λe λ(–L) = 0.

The only solution to this equation is c1 = c2 = 0.

6
 λ = 0. In this case,

X (x ) = c1 x + c2 .

Applying the boundary condition gives

X 0 (0) = c1 = 0,
X 0 (L) = c1 = 0.

Therefore, the only solution is X (x ) = c2 , which for now we assume c2 = 1. Similarly,

Y (y) = Ay + B .

Imposing the boundary condition at y = M gives

Y (M ) = AM + B = 0 ⇒ Y (y) = B (y – M ).

Hence, the full solution is

u(x , y) = B0 (y – M )

where we have renamed the constant B → B0 .

 λ < 0. As before, we assume that λ = –r 2 and we get

X (x ) = c1 cos (rx ) + c2 sin (rx ) .

To impose the boundary conditions, we compute

X 0 (x ) = –c1 r sin(rx ) + c2 r cos(rx ).

The first boundary condition gives us

X 0 (0) = –c2 r = 0 ⇒ c2 = 0.

The second boundary condition is

nπ
X 0 (L) = –c1 r sin(rL) = 0 ⇒ r= .
L
This gives rise to
nπx
 
Xn (x ) = cos , n = 1, 2, 3, · · · .
L

7
 Since λ = –r 2 , we have the ODE in Y
n 2π2
Y 00 – Y =0 ⇒ Y (y) = Ae nπy/L + Be –nπy/L .
L2
We can rename our constants to get
e –nπM /L e nπy/L + Be
Y (y) = Ae f nπM /L e nπy/L

e nπ(y–M )/L + Be
= Ae f –nπ(y–M )
! !
b cosh nπ(y – M ) + B
=A c sinh nπ(y – M ) .
L L

Now, we impose the boundary condition

Y (M ) = A
b = 0.

Thus,
!
nπ(y – M )
Yn (y) = Bn sinh .
L
So, for λ < 0, we have
!
nπ(y – M ) nπx
 
un (x , y) = Bn sinh cos .
L L

By linear superposition, we have

∞
X nπ(y – M ) nπx
!  
u(x , y) = B0 (y – M ) + Bn sinh cos .
n=1 L L
We are now left to impose our remaining boundary condition
∞
X nπM
! 
nπx

u(x , 0) = f (x ) = –MB0 – Bn sinh cos
n=1 L L
Because the right hand side is a cosine series, we use an even extension of f to get
1ZL 1 ZL
–MB0 = f (x ) dx ⇒ B0 = – f (x ) dx .
L 0 ML 0
and
!
nπM 2ZL nπx
 
– Bn sinh = f (x ) cos dx
L L 0 L
Z L
2 nπx
 
⇒ Bn = –   f (x ) cos dx .
L sinh nπM
L
0 L

This completely determines the solution of Laplace’s equation on the rectangle.

8
4 Laplace’s Equation on the Disk
Consider the problem

uxx + uyy = 0, x 2 + y 2 ≤ R2 ,
u(x , y) = f (x , y), x 2 + y 2 = R2 .

When considering how to apply the boundary conditions, it seems clear that we should
reformulate the problem in polar coordinates. We use the transformation
y
q  
r= x2 + y 2, θ = arctan ,
x
or

x = r cos θ, y = r sin θ.

Now, we compute
∂u ∂u ∂r ∂u ∂θ
= +
∂x ∂r ∂x
 ∂θ ∂x 
!
∂u  x ∂u y
= + – 2
x + y2
q
∂r x 2 + y2 ∂θ
∂u sin θ ∂u
= cos θ –
∂r r ∂θ
sin θ
= cos θur – u .
r θ
Next, we wish to calculate uxx = (ux )x . Thus, using what we just found,

(ux )x
! !
sin θ sin θ sin θ
= cos θ cos θur – uθ – cos θur – u
r r r r θ θ
!
sin θ sin θ
= cos θ cos θurr + 2 uθ – u
r r θr
!
sin θ cos θ sin θ
– – sin θur + cos θuθr – u – u
r r θ r θθ
sin2 (θ) 2 sin(θ) cos(θ) sin2 (θ) 2 (θ)u – 2 sin(θ) cos(θ) u
= uθθ + uθ + ur + cos rr θr
r2 r2 r r