MA455 - Assignment 1 - SOLUTIONS - Total: /30 Due: at The Beginning of Class Monday, Sept. 24
MA455 - Assignment 1 - SOLUTIONS - Total: /30 Due: at The Beginning of Class Monday, Sept. 24
1. State whether each of the following PDEs is linear or nonlinear, homogeneous or nonhomogeneous, and state the order of the PDE.
(a) u xxy uyyyx cos xy = 0
(b) (ut )2 + u x + u + 1 = 0
(c) y2 u xx x2 uyy = 0
In the next two questions, you will see that solving some PDEs requires simple integration.
2. Let u x = 1, where u = u(x, y).
(2)
(3)
(b) Describe the set of solutions which satisfy u(0, 0) = 0. Give two specific example solutions.
Solution: The solution in part (a) gives u(0, 0) = 0 = 0 + g(0) g(0) = 0. Therefore, there
are infinitely many solutions: {u(x, y) = x + g(y)|g(0) = 0}. Two examples are u = x + sin y
and u = x + y.
(1)
(1)
(a) u xy = 2y x
Solution: With the partial derivative term stated as u xy , we can find u(x, y) by first integrating
u xy with respect to y and then integrating that result with respect to x. (Note: since we could
assume u xy = uyx , the order of integration should not matter.)
(
)
x2 y
2
2
u x = y xy + f (x) u(x, y) = xy
+
f (x) dx + g(y), for arbitrary functions
2
f and g. (Note: we could write F(x) = f (x) dx so that our solution is written without the
integral sign, for arbitrary F.)
(2)
(b) u x + 3u = y
(Hint: use the integrating factor e3x , as in solving the ODE dy/dx + 3y = 1.)
Solution: Multiply both sides by e3x ; then the left-hand side is the derivative (with respect to
x) of a product:
y
y
e3x u x + e3x 3u = ye3x (e3x u) = ye3x e3x u = e3x + f (y) u(x, y) = + e3x f (y), for
x
3
3
arbitrary function f .
4. #6, Chapter 2, p25
Solution: Given f (x) = 1 2x for 2 x 2, take L = 2. Seek
(
( nx )
( nx ))
1
an cos
f (x) a0 +
+ bn sin
.
2
2
2
n=1
a0
an
=
bn
IBP
1 2
1 2
f (x) dx =
1 2x dx = ... = 2
2 2
2 2
2
( nx )
( nx )
( nx )
( nx )
1 2
1 2
1 2
f (x) cos
dx =
(1 2x) cos
dx =
cos
dx
x cos
dx
2 2
2
2 2
2
2 2
2
2
2
|
{z
} |
{z
}
(
( nx ))2
( nx ))2
even
=0 odd
2
2
=
sin
(sin n sin (n)) = 0,
n
2 0 n
2
( nx )
( nx )
( nx )
( nx )
1 2
1 2
1 2
f (x) sin
dx =
(1 2x) sin
dx =
sin
dx
x sin
dx
2 2
2
2 2
2
2 2
2
2
2
|
{z
} |
{z
}
4x
cos
n
4
n
cos
( nx )
2 0
2
0
(
)
8
nx
f (x) 1 +
(1)n sin
.
n
2
n=1
=0 odd
dx = ... =
even
8
8
8
cos n 2 2 (sin n sin (n)) =
(1)n ,
n
n
n
Convergence: on (2, 2), the Fourier series converges to 1 2x. At x = 2, the Fourier series
converges to the average value of the jump discontinuity: 1.
Graph of the Fourier series on [3L, 3L] = [6, 6]: With L = 2, the periodic extension of f has
period 2L = 4 f (x + 4) = f (x). Thus the main branch (for x (2, 2)) is repeated at intervals
of 4. For [6, 6]: one new branch will be the line y = 1 2(x 4) = 9 2x, the other new branch
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will be y = 1 2(x + 4) = 7 2x. The extension is normalized at the jumps to have value 1, the
average value of the discontinuities.
(Another way to derive the branches is to start with the main branch for (2, 2), deduce points
(2, 5) and (2, 3) must be on the neighboring branches to the main one, and calculate the equations of these two straight lines since we know their slopes must be 2.)
FSS:
2
( nx )
( nx )
)
2 2
4 ( ( n )
2
f (x) sin
dx =
sin
dx = ... =
cos
cos 0
bn =
2 0
2
0
2
n
2
(
(
))
4
n
=
1 cos
n
2
( n ))
( nx )
4 (
f (x)
1 cos
sin
n
2
2
n=1
FSS converges to: 2 for (0, ), 0 for [, 2], and 1 for x = .
Given that L = 2, the odd periodic extension of f has period 2L = 4 f (x + 4) = f (x). The
graph of the odd, normalized periodic extension of f is obtained by first reflecting f for x (0, 2)
through the origin and then taking that image and repeating it by gluing it end to end to the
right and left of the original reflection (so that any consecutive collection of branches repeats at
intervals of 4). At any jumps, the graph should contain the average of the jump discontinuities.
Graph not shown. The graph on [6, 6] has the following characteristics:
Page 3
{4}
equals 1 for x = 3, , 5
equals -1 for x = 5, , 3
Note: The sketch for x [6, 0) should be the two-step reflectionfirst in the yaxis and then in
the xaxisof the sketch for x (0, 6].
FCS:
2
1
2
f (x) dx =
2 dx = ... = 2,
a0 =
2 0
0
2
( nx )
( nx )
)
( n )
2
2 2
4 ( ( n )
4
an =
f (x) cos
dx =
cos
dx = ... =
sin
sin 0 =
sin
,
2 0
2
0
2
n
2
n
2
( n )
( nx )
f (x) 1 +
sin
cos
n
2
2
n=1
FCS converges to: 2 for [0, ), 0 for (, 2], and 1 for x = .
Given that L = 2, the even periodic extension of f has period 2L = 4 f (x + 4) = f (x).
The graph of the even, normalized periodic extension of f is obtained by first reflecting f for
x [0, 2) through the yaxis and then taking that image and repeating it by gluing it end to
end to the right and left of the original reflection (so that any consecutive collection of branches
repeats at intervals of 4). At any jumps, the graph should contain the averages of the jump
discontinuities.
Graph not shown. The graph on [6, 6] has the following characteristics:
Page 4