Your Name PDE 104228

200XXYYZZ Homework 5 Fall 2019

PARTIAL DIFFERENTIAL EQUATIONS M

104228

SOLUTIONS
Due date: December 12 - 14:00

1. (50 points) Consider the following problem



 utt − 4uxx = t2 0 < x < ∞, 0<t<∞




 ux (0, t) = 0 0≤t<∞



u(x, 0) = cos(x) 0 ≤ x < ∞









ut (x, 0) = sin(x) 0 ≤ x < ∞


(a) (10 points) Draw the domain of definition of the solution u(x, t), find and draw
a few characteristic lines.
(b) (15 points) Extend the problem to −∞ < x < ∞ in order to solve the problem
using d’Alembert’s formula.
(c) (25 points) Find the solution of the problem on the whole quadrant x ≥ 0, t ≥ 0.

(a) The characteristic lines are given by the equations x − 4t = c and x + 4t = c.

Those are two families of parallel lines:

(b) We have here a Neumann boundary condition, so we extend the functions as even
functions. Note that the function F (x, t) = t2 is even in the x-variable.

1
Your Name PDE 104228
200XXYYZZ Homework 5 Fall 2019

The even extension of f (x) = cos(x) is f˜ = cos(x) itself. The even extension of
g(x) = sin(x) is 
sin(x) if x ≥ 0
g̃ =
− sin(x) if x < 0
So the new problem is


 utt − 4uxx = t2 −∞ < x < ∞, 0<t<∞



u(x, 0) = cos(x) −∞ < x < ∞




ut (x, 0) = g̃(x) −∞ < x < ∞


(c) Using directly d’Alembert’s formula we get

x+4t Z tZ x+4(t−τ )
cos(x + 4t) + cos(x − 4t) 1
Z
1
u(x, t) = + g̃(s)ds + F (s, τ )dsdτ
2 8 x−4t 8 0 x−4(t−τ )

For x − 4t ≥ 0, we get
x+4t Z tZ x+4(t−τ )
cos(x + 4t) + cos(x − 4t) 1
Z
1
u(x, t) = + sin(s)ds + τ 2 dsdτ
2 8 x−4t 8 0 x−4(t−τ )

For x − 4t < 0, we need to split the integral

Z x+4t Z 0 Z x+4t
g̃(s)ds = − sin(s)ds + sin(s)ds
x−4t x−4t 0

and compute every other integral in the same way as in the previous case.

2. (50 points) Consider the following problem



 utt − uxx = 0 0 < x < ∞, 0<t<∞




 u(0, t) = t 0≤t<∞



u(x, 0) = x2 0≤x<∞








ut (x, 0) = x 0≤x<∞


(a) (5 points) Draw the domain of definition of the solution u(x, t), find and draw a
few characteristic lines.

2
Your Name PDE 104228
200XXYYZZ Homework 5 Fall 2019

(b) (10 points) For a given point (x, t) such that x − t ≥ 0, draw the region of
dependence.
(c) (10 points) For a given point (x, t) such that x − t < 0, draw a parallelogram
that can be used to find the value of u(x, t).
(d) (25 points) Find the solution of the problem on the whole quadrant x ≥ 0, t ≥ 0.

(a) Here the characteristic lines are given by the equations x − t = c and x + t = c.
Those are two families of parallel lines.
(b) The region of dependence is given by base of the green triangle.

(c) (10 points) For a given point (x, t) such that x − t < 0, draw a parallelogram
that can be used to find the value of u(x, t).

(d) (25 points) Find the solution of the problem on the whole quadrant x ≥ 0, t ≥ 0.
To find the solution, we consider two cases:
If x − t ≥ 0: This is the easy case, we can directly use d’Alembert’s formula:

x+t
(x + t)2 + (x − t)2 1
Z
u(x, t) = + sds
2 2 x−t
2 2
= x + t + xt

If x − t < 0: This is a point like Bp in the above picture. So we need to use

parallelogram law to find its value. Denote Bp = x0 , t0 . Using the three point

3
Your Name PDE 104228
200XXYYZZ Homework 5 Fall 2019

like in the picture, we find the equations for the characteristic lines containing the
points Ap , Bm and Am and obtain the coordinates for each one of them:
Ap = ( x0 +t
2
, 2 ) , Am = (0, t0 − x0 ) , Bm = ( t0 −x
0 x0 +t0
2
0 t0 −x0
, 2 )
The values of the function u at Ap , Bm , Am are:
u(Ap ) = ( x0 +t
2
) + ( x0 +t
0 2
2
) + ( x0 +t
0 2
2
) = 3( x0 +t
0 2
2
0 2
)
u(Am ) = (0, t0 − x0 ) = t0 − x0 , by the boundary condition.
Bm = 3( t0 −x
2
0 2
)
Therefore, using here the parallelogram law

u(Ap ) + u(Am ) = u(Bp ) + u(Bm )

we get that

u(Bp ) = u(Ap ) + u(Am ) − u(Bm )

x0 + t0 2 t0 − x0 2
= 3( ) + t0 − x0 − 3( )
2 2
= 3x0 t0 + t0 − x0

This is for any given point of the form (x0 , t0 ) with x0 − t0 < 0. But the same is
tru for any other sych (x, t). So the solution is
 2
 x + t2 + xt if x − t > 0
u(x, t) =
3xt + t − x if x − t > 0
