Partial Dierential Equations HW 4
Tim Meagher 12/9/2010
Section 5.3 Problem 4: Consider the ow with convection. 2 u u u = k 2 V0 t x x a)Show that the spatial ordinary dierential equation obtained by separation o variables is not in Sturm-Loiuville form. Let u(x, t) = (x)h(t) then 2 (x) (x) h(t) (x) = k h(t) V0 h(t) 2 t x x h(t) 1 1 2 (x) (x) = (k V0 ) = 2 t h(t) (x) x x Looking at (x) k 2 (x) (x) V0 + (x) = 0 x2 x
This cant but into Sturm-Loiuville form for the term V0 (x) can be consolix dated into p(x).
Section 5.4 Problem 3: Solve u 1 u =k (r ) t r r r 1
with u(r, 0) = f (r), u(0, t) bounded, and u(a, t) = 0. You may assume that the corresponding eigenfunctions, denoted n (r), are known and are complete. Solve by separation of variables, let u(r, t) = (r)h(t) h(t) 1 (r) (r) = k (r )h(t) t r r r
h(t) t
h(t) Splitting them up we get
k 1 r (r (r) ) r r = (r)
h(t) = h(t) t 1 (r) (r ) + (r) = 0 k r r r The Sultion to the rst is know h(t) = cen t We assume we know the second so we put them together with the superposition princple we get
u(r, t) =
n=1
an n en t
a 0
where an are given by an = looking up we get =
r k
f (r)n dr a 2 dr 0 n
giving an =
a 0 r f (r)n k dr a 2 r dr 0 nk
2 u 2 u = T0 2 + u t2 x where (x) > 0, (x) < 0, and T0 is constant, subject to 0 u(0, t) = 0 u(x, 0) = f (x) 2
Problem 5: Consider
u (x, 0) = g(x). t Assume that the appropriate eigenfunctions are known. Solve the initial value problem u(L, t) = 0 Solve by separations of variables Let u(x, t) = (x)h(t) then 0 (x) 2 h(t)(x) 2 h(t)(x) = T0 + (x)h(t)(x) 2 t x2
2
T0 h(t)(x) 2 h(t)(x) 1 x2 = + = 2 t h(t) (x)(x) (x) Looking at h(t) 2 (h(t)) = h(t) t2 h(t) = c1 cos( t) + c2 sin( t) Looking at (x) (x)( + ) 2 ((x)) = x2 T0 Assume that the appropriate eigenfunctions are known. We can put this together with the superposition principle
u(r, t) =
n=1
n (an cos( t) + bn sin( t))
Section5.5 Problem 1(d): A Sturm-Liouville eigenvalue problem is called self-adjoint if p(u
b
dv du v )|b = 0 dx dx a
since then a uL(v) vL(u)dx = 0 for any two functions u and v satisfying the boundary conditions. Show that following yield self-adjoint problems. (d) (a) = (b) and p(a) d(a) = p(b) d(b) dx dx Expanding dv du p(u v )|b = 0 dx dx a 3
We get p(b)(u(b) dv(b) du(b) dv(a) du(a) v(b) ) (p(a)(u(a) v(a) )) dx dx dx dx
dv(b) du(b) dv(a) du(a) v(b) ) p(a)(u(a) + bv(a) ) dx dx dx dx Applying the conditons p(b)(u(b) p(b)(u(b) dv(b) du(b) dv(b) du(b) v(b) ) (p(b)(u(b) + v(b) )) = 0 dx dx dx dx
Therefore this is self-adjoint
Problem 1: (g) Under what conditions is the following self-adjoint? (L) + (0) + (0) d dx
d d (L) + (0) + dx dx
Section5.6 Problem 2:Consider the eigenvalue problem d2 + ( x2 ) = 0 dx2 subject to
d dx (0)
= 0 and
d dx (1)
= Show that > 0 (be sure to show that = 0).
This is Strum-Loiuville where p(x) = 1, q(x) = x2 and (x) = 1 By Rayleigh quotient we have = p d |b + dx a
b [p( d )2 dx a b 2 dx a
q2 ]dx
Apply p(x) = 1, q(x) = x2 and (x) = 1 along with we get 1 0 + 0 [1( d )2 + x2 2 ]dx dx = 1 2 dx 0
d dx (0)
= 0 and
d dx (1)
Since everything is square with a positive sign it easy to see that is nonnegative, but the only way for it 0 would be 2 = 0 along with the conditions give a zero solution which get thrown away.
