Final Examination

18.303 Linear Partial Differential Equations

Matthew J. Hancock

Feb. 3, 2006

Total points: 100

1 Rules [requires student signature!]

1. I will use only pencils, pens, erasers, and straight edges to complete this exam.

2. I will NOT use calculators, notes, books or other aides.

Signature: Date: .

Please hand in this question sheet with your solutions following the exam.

2 Note
Work on problems (and sub-parts) in any order; just be sure to label the question.
Be sure to show a few key intermediate steps and make statements in words when
deriving results - answers only will not get full marks. You are free to use any of the
information given on the next two pages, without proof, on any question in the exam.

3 Given
You may use the following without proof:
The Laplacian ∇2 in polar coordinates is

1 ∂2u
 
2 1 ∂ ∂u
∇ u= r + 2 2
r ∂r ∂r r ∂θ

1D Sturm-Liouville Problems: The eigen-solution to

X ′′ + λX = 0; X (0) = 0 = X (L)

is  nπx   nπ 2
Xn (x) = sin , λn = , n = 1, 2, 3, ..
L L
The eigen-solution to

Y ′′ + λY = 0; Y ′ (0) = 0 = Y ′ (L)

is  nπx   nπ 2
Yn (x) = cos , λn = , n = 0, 1, 2, 3, ..
L L
Orthogonality condition for sines and cosines: for any L > 0 (e.g. L = 1, π, π/2, etc)
Z L Z L (
 mπx   nπx   mπx   nπx  L/2, m = n,
sin sin dx = cos cos dx =
0 L L 0 L L 0, m 6= n.
Z L  mπx   nπx 

sin cos dx = 0
0 L L
The general solution to Bessel’s Equation
 
d dR
+ λr2 − m2 R (r) = 0,


r r m = 0, 1, 2, 3, ...
dr dr

is √  √ 
Rm (r) = cm1 Jm λr + cm2 Ym λr
√ 
where cmn are constants of integration, Jm λr is bounded as r → 0 and
 √ 
 Ym λr  → ∞ as r → 0.
 

Orthogonality for Bessel Functions Jn ,

Z 1
rJn (jn,m r) Jk (jk,l r) dr = 0, if n =
6 k or m =
6 l
0

2
where jn,m is the m’th zero of the Bessel function of order n. If n = k and m = l,
just write Z 1
r (Jn (jn,m r))2 dr (> 0)
0
A useful result derived from the Divergence Theorem,
Z Z Z Z Z
2 2
v∇ vdV = − |∇v| dV + v∇v · n̂dS (1)
D D ∂D
for any 2D or 3D region D with closed boundary ∂D.
The Jacobian determinant of the change of variable (r, s) → (x, t) is
!
∂ (x, t) xr xs ∂x ∂t ∂x ∂t
= det = xr ts − xs tr = −
∂ (r, s) tr ts ∂r ∂s ∂s ∂r

Rayleigh Quotient:
|∇v|2 dV
RRR RRR
D
∇v · ∇vdV DR
R (v) = R R R = R R
D
v 2 dV D
v 2 dV
Trig identities:
1
sin a sin b = (cos (a − b) − cos (a + b))
2
1
cos a cos b = (cos (a − b) + cos (a + b))
2
sin (a + b) = sin a cos b + sin b cos a
cos (a + b) = cos a cos b − sin a sin b

The spatial Fourier Transform of u(x, t) and f (x) are defined as

Z ∞
1
U (ω, t) = F [u (x, t)] (ω) = u (x, t) eiωx dx
2π −∞
Z ∞
1
F (ω) = F [f (x)] (ω) = f (x) eiωx dx
2π −∞
The Inverse Fourier Transforms of U (ω, t) and F (ω) are defined as
Z ∞
−1
 
u (x, t) = F U (ω, t) (x) = U (ω, t) e−iωx dω
Z ∞−∞
f (x) = F −1 [F (ω)] (x) = F (ω) e−iωx dω
−∞

The IFT of a Gaussian is

r
−1
h
−αω 2
i π −x2 /4α
F e = e (2)
α
where α can involve constants or variables, but must be independent of ω and x.

 1 u=0 r u=gT
T
u=0
1

Figure 1: Setup for Question 1.

4 Questions
4.1 Question 1
[30 marks, suggested time: 30-40 mins]
(a) [10 marks] Solve Laplace’s Equation on the quarter unit disc (see Figure 1 for
setup),
∇2 u (r, θ) = 0, 0 < r < 1, 0 < θ < π/2
with BCs
u (1, θ) = g (θ) , u (0, θ) bounded, 0 < θ < π/2,
 π
u (r, 0) = 0, u r, = 0, 0 < r < 1.
2
Be sure to use any relevant given information to save time.
(b) [12 marks] Solve the Heat Problem on the unit quarter disc

vt = ∇2 v, 0 < r < 1, 0 < θ < π/2, t > 0,

subject to inhomogeneous BCs

v (1, θ, t) = g (θ) , v (0, θ, t) bounded, 0 < θ < π/2, t > 0,

 π 
v (r, 0, t) = 0, v r, , t = 0, 0 < r < 1, t > 0,
2
and initial condition

v (r, θ, 0) = f (r, θ) , 0 < r < 1, 0 < θ < π/2.

Your solution will have coefficients in terms of integrals involving f (r, θ).
(c) [8 marks] Prove the solution to (b) is unique. Hint: You will find the result
derived from the Divergence Theorem on the given page useful. You don’t need to
consider r, θ: denoting the region by D and using dV will work fine.

4
4.2 Question 2
[15 marks, suggested time 20 mins]
Suppose you shake a rope of length 1 sinusoidally with specified and fixed fre­
quency ω on one end (x = 1), while the other end (x = 0) is attached to a frictionless
coupling that can oscillate vertically. We model the problem using the 1D wave
equation
utt = uxx , 0 < x < 1, t > 0, (3)
subject to the BCs
∂u
(0, t) = 0, t > 0, (4)
∂x
u (1, t) = cos ωt, t > 0. (5)

We assume the initial condition is that you hold the rope at x = 1 away from its rest
position, but give it zero initial velocity,
∂u
u (x, 0) = x, (x, 0) = 0, 0 < x < 1. (6)
∂t
NOTE: the value of ω is fixed and a parameter of the problem - it is not something
you solve for!
(a) [5 marks] Find a particular solution to the PDE (3) and BCs (4) and (5). For
what values of ω will this not work? These are resonant frequencies - you may assume
ω is not one of these. Hint: try uSS (x, t) = X (x) cos ωt.
(b) [10 marks] Use your solution in (a) to help you find the full solution to the
PDE (3), BCs (4) and (5), and ICs (6). Find u (0, t), the motion of the coupling.
Hint: obtain a wave problem with homogeneous BCs and use D’Alembert (you don’t
have to derive D’Alembert). Extend functions appropriately to satisfy the BCs, and
explain why this works: at x = 0 this is straightforward; at x = 1 this takes a little
thought (so move on if you don’t get it). Also, you don’t have to substitute for the
functions in D’Alembert, just say how you’ll extend them. Substituting them before
you extend them won’t work.

0.5
f(x)
0

−0.5

−1
−3 −2 −1 0 1 2 3
x

Figure 2: Sketch of f (x).

4.3 Question 3
[20 marks, suggested time 20 mins]
Consider the quasi-linear PDE
∂u ∂u
+ (1 − |u|) = 0; u (x, 0) = f (x)
∂t ∂x
where 

 x + 2, −2 ≤ x ≤ −1,

 −x, −1 ≤ x ≤ 1,
f (x) =


 x − 2, 1 ≤ x ≤ 2,
0, x > 2 or x < −2


The function f (x) is plotted in Figure 2.

(a) [8 points] By writing the PDE in the form (A, B, C) · (ut , ux , −1) = 0, find the
parametric solution using r as your parameter along a characteristic and s to label
the characteristic (i.e. the initial value of x). First write down the relevant ODEs for
∂t/∂r, ∂x/∂r, ∂u/∂r. Take the initial conditions t = 0 and x = s at r = 0. Using
the initial condition, write down the IC for u at r = 0, in terms of s.
(b) [6 points] At what time tsh and location(s) xsh does your parametric solution
break down? Hint: you may assume

d df f (s)
|f (s)| = ,
ds ds |f (s)|

and there may be more than one breakdown location.

(c) [6 points] Plot u (x, t) vs. x when t = 1/2. Hint: f (x) is piecewise linear,
so you may find it useful to construct a table for s = −2, −1, 0, 1, 2 and u and x at
t = 1/2. Note: t = 1/2 is not necessarily the breakdown time.

 40 40

insulated

insulated
10 u1 10
u2

insulated insulated
Problem 4(a)(i) Problem 4(a)(ii)

Figure 3: Diagrams for part (a)(i) and (a)(ii).

4.4 Question 4
[15 marks, suggested time 20 mins]
(a) [7 marks] Consider the boundary value problem on the isosceles right angled
triangle of side length 1,

∇2 v = 0, 0 < y < x, 0<x<1

subject to the BCs

∂v
(1, y) = 0, 0<y<1
∂x
∂v
(x, 0) = 0, 0<x<1
∂y
v (x, x) = 10, 0 < x < 1/2
v (x, x) = 40, 1/2 < x < 1

(i) Give a symmetry argument to find v (x, 1 − x) for 1/2 < x < 1. See
diagram in Figure 3. [1/2 point for answer, 3.5 for argument]
(ii) Give a symmetry argument to find v (1/2, y) for 0 < y < 1/2. See diagram
in Figure 3. [1/2 point for answer, 2.5 for argument]

 Question 4 (continued)
(b) [8 marks] Find an eigenvalue λ and corresponding eigenfunction v for the right
triangle n √ o
D = (x, y) : 0 < y < 3x, 0 < x < 1
√
with side lengths 1 and 3. v and λ satisfy the Sturm-Liouville Problem

∇2 v + λv = 0 in D,
v = 0 on ∂D.

Hint: you may use the eigenfunctions derived in-class for the rectangle, without
derivation. You may find constructing a table useful for 3m2 + n2 (m = 1, 2, 3 and
n = 1, 2, 3, 4, 5)
(c) [5 BONUS marks] Find a function that is zero on the boundary of the triangle,
nonzero and smooth on the interior, and use it to obtain an upper bound on the
smallest eigenvalue of the triangle in (b). You don’t have to evaluate the integrals;
just set them up.

4.5 Question 5
[20 marks, suggested time 25 mins]
Consider the Heat Equation on an infinite strip,

ut = uxx + uyy , −∞ < x < ∞, 0 < y < 1, t > 0, (7)

subject to homogeneous Type II (insulated) BCs along y = 0, 1:

∂u ∂u
(x, 0, t) = 0 = (x, 1, t) , −∞ < x < ∞, t > 0. (8)
∂y ∂y
Assume the initial temperature distribution is separable

u (x, y, 0) = f (x) g (y) . (9)

(a) [4 marks] Separate as u (x, y, t) = v (x, t) Y (y) and obtain a Sturm-Liouville

Problem for Y (y). Obtain the eigenfunctions, and eigenvalues. State the problem for
v (x, t).
(b) [3 marks] For each eigenfunction Yn (y), make the transformation V (x, t) =
βt
e v (x, t) to obtain

Vt = Vxx , −∞ < x < ∞, t>0

V (x, 0) = f (x) .

You’ll need to find the constant β to obtain this - it will depend on n.

(c) [5 marks] Solve for V (x, t) using the Fourier Transform (defined on page 3).
Solve for the transform V̄ (ω, t). We did this in class, but please show your steps.
Invert to find V (x, t).
(d) [5 marks] Put the solution back together to obtain un (x, y, t) = vn (x, t) Yn (y),
which satisfies the PDE (7) and BCs (8). Use these to obtain the full solution u (x, y, t)
that satisfies the IC (9). Compute any coefficients in terms of integrals of g (y).
(e) [3 marks] Find ∂u/∂x (x, y, t) and set x = 0. What property must f (x) have
so that
∂u
(0, y, t) = 0?
∂x