MATH 4220 (2015-16) partial diferential equations CUHK

Assignment 2

Exercise 2.1
1. Solve utt = c2 uxx , u(x, 0) = ex , ut (x, 0) = sin x.
2. Solve utt = c2 uxx , u(x, 0) = log(1 + x2 ), ut (x, 0) = 4 + x.
5. (The hammer blow ) Let φ(x) ≡ 0 and ψ(x) = 1 for |x| < a and ψ(x) = 0 for |x| ≥ a. Sketch the string
profile (u versus x) at each of the successive instants t = a/2c, a/c, 3a/2c, 2a/c, and 5a/c. [Hint: Calculate
1 x+ct
Z
1
u(x, t) = ψ(s)ds = {length of (x − ct, x + ct) ∩ (−a, a)}.
2c x−ct 2c
Then u(x, a/2c) = (1/2c){length of (x − a/2, x + a/2) ∩ (−a, a)}. This takes on different values for
|x| < a/2, for a/2 < x < 3a/2, and for x > 3a/2. Continue in this manner fro each case.]
6. In Exercise 5, find the greatest displacement, maxx u(u, t), as a function of t.
7. If both φ and ψ are odd functions of x, show that the solution u(x, t) of the wave equation is also odd in
x for all t.
8. A spherical wave is a solution of the three-dimensional wave equation of the form u(r, t), where r is the
distance to the origin (the spherical coordinate). The wave equation takes the form
 
2 2
utt = c urr + ur (“spherical wave equation”).
r
(a) Change variables v = ru to get the equation for v: vtt = c2 vrr .
(b) Solve for v using (3) and thereby solve the spherical wave equation.
(c) Use (8) to solve it with initial conditions u(r, 0) = φ(r), ut (r, 0) = ψ(r), taking both φ(r) and ψ(r)
to be even functions of r.
(Hint: Factor the operator as we did for the wave equation.)
10. Solve uxx + uxt − 20utt = 0, u(x, 0) = φ(x), ut (x, 0) = ψ(x).

Exercise 2.2
1. Use the energy conservation of the wave equation to prove that the only solution with φ ≡ 0 and ψ ≡ 0
is u ≡ 0.(Hint: Use the first vanishing theorem in Section A.1.)
2. For a solution u(x, t) of the wave equation with ρ = T = c = 1, the energy density is defined as
e = 21 (u2t + u2x ) and the momentum density as p = ut ux .
(a) Show that ∂e/∂t = ∂p/∂x and ∂p/∂t = ∂e/∂x.
(b) Show that both e(x, t) and p(x, t) also satisfy the wave equation.
3. Show that the wave equation has the following invariance properties.
(a) Any translate u(x − y, t), where y is fixed, is also a solution.
(b) Any derivative, say ux , of a solution is also a solution.
(c) The dilated function u(ax, at) is also a solution, for any constant a.
identity
5. For the damped string, equation (1.3.3), show that the energy decreases.

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 MATH 4220 (2015-16) partial diferential equations CUHK

Exercise 2.3
2. Consider a solution of the diffusionn equation ut = uxx in {0 ≤ x ≤ l, 0 ≤ t < ∞}.

(a) Let M (T ) = the maximum of u(x, t) in the closed rectangle {0 ≤ x ≤ l, 0 ≤ t ≤ T }. Does M (T )

increase or decrease as a function of T ?
(b) Let m(T ) = the minimum of u(x, t) in the closed rectangle {0 ≤ x ≤ l, 0 ≤ t ≤ T }. Does m(T )
increase or decrease as a function of T ?

3. Consider the diffusion equation ut = uxx in the interval (0, 1) with u(0, t) = u(1, t) = 0 and u(x, 0) = 1−x2 .
Note that this initial function does not satisfy the boundary condition at the left end, but that the solution
will satisfy it for all t > 0.

(a) Show that u(x, t) > 0 at all interior points 0 < x < 1, 0 < t < ∞.
(b) For each t > 0, let µ(t) = the maximum of u(x, t) over 0 ≤ x ≤ 1. Show that µ(t) is a decreasing
(i.e., nonincreasing) function of t. (Hint: Let the maximum occur at the point X(t), so that µ(t) =
u(X(t), t). Differentiate µ(t), assuming that X(t) is differentiable.)
(c) Draw a rough sketch of what you think the solution looks like (u versus x) at a few times. (If you
have appropriate software available, compute it.)

4. Consider the diffusion equation ut = uxx in {0 < x < 1, 0 < t < ∞} with u(0, t) = u(1, t) = 0 and
u(x, 0) = 4x(1 − x).

(a) Show that 0 < u(x, t) < 1 for all t > 0 and 0 < x < 1.
(b) Show that u(x, t) = u(1 − x, t) for all t ≥ 0 and 0 ≤ x ≤ 1.
R1
(c) Use the energy method to show that 0 u2 dx is a strictly decreasing funciton of t.

5. The purpose of this exercise is to show that the maximum principle is not true for the equation ut = xuxx ,
which has a variable coefficient.

(a) Verify that u = −2xt − x2 is a solution. Find the location of its maximum in the closed rectangle
{−2 ≤ x ≤ 2, 0 ≤ t ≤ 1}.
(b) Where precisely does our proof of the maximum principle break down for this equation?

6. Prove the comparison principle for the diffusion equation: If u and v are two solutions, and if u ≤ v for
t = 0, for x = 0, and for x = l, then u ≤ v for 0 ≤ t < ∞, 0 ≤ x ≤ l.

7. (a) More generally, if ut − kuxx = f , vt − kvxx = g, f ≤ g and u ≤ v at x = 0, x = l and t = 0, prove

that u ≤ v for 0 ≤ x ≤ l, 0 ≤ t < ∞.
(b) If vt − vxx ≥ sin x for 0 ≤ x ≤ π, 0 < t < ∞, and if v(0, t) ≥ 0, (π, t) ≥ 0 and v(x, 0) ≥ sin x, use
part (a) to show that v(x, t) ≥ (1 − e−t sin x).

Extra 1. Consider the diffusion equation ut = kuxx + au in (0 < x < 1, 0 < t < ∞) with u(0, t) = u(1, t) = 0 and
u(x, 0) = sin(πx) where k > 0, a ≤ 0.
(1)Show that 0 < u(x, t) < 1, ∀t > 0, 0 < x < 1.
(2)Show that u(x, t) = u(1 − x, t), ∀t ≥ 0, 0 ≤ x ≤ 1.

Extra 2. (a) Prove the following generalized Maximum Principle: if ut − kuxx ≤ 0 in R = [0, l] × [0, T ],where
k > 0,then
max u(x, t) = max u(x, t)
R ∂R

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(b)Show that if v(x, t) satisfies

vt = kvxx + f (x, t), −∞ < x < +∞, 0 < t < T
v(x, 0) = 0
thenv(x, t) ≤ T max−∞<x<+∞,0<t<T f (x, t)

Exercise 2.4
1. Solve the diffusion equation with the initial condition
φ(x) = 1 for |x| < l and φ(x) = 0 for |x| > l.
Write your answer in terms of E rf (x).
2. Do the same for φ(x) = 1 for x > 0 and φ(x) = 3 for x < 0.
5. Prove properties (a) to (e) of the diffusion equation (1).
8. Show taht for any fixed δ > 0(no matter how small),
max S(x, t) → 0 as t → 0.
δ≤|x|<∞

[This means that thee tail of S(x, t) is “uniformly small”.]

11. (a) Consider the diffusion equation on the whole line with the usual initial condition u(x, 0) = φ(x). If
φ(x) is an odd function, show that the solution u(x, t) is also an odd function of x. (Hint: Consider
u(−x, t) + u(x, t) and use the uniqueness.)
(b) Show that the same is true if “odd” is replaced by “even”.
(c) Show that the analogous statements are true for the wave equation.
2
14. Let φ(x) be a continuous function such that |φ(x)| ≤ Ceax . Show that formula (8) for the solution of the
diffusion equation makes sense for 0 < t < 1/(4ak), but not necessarily for larger t.
15. Prove the uniqueness of the diffusion problem with Neumann boundary conditions:
ut − kxx = f (x, t) for 0 < x < l, t > 0 u(x, 0) = φ(x)
ux (0, t) = g(t) ux (l, t) = h(t)
by the energy method.
16. Solve the diffusion equation with constant dissipation:
ut − kuxx + bu = 0 for − ∞ < x < ∞ with u(x, 0) = φ(x),
where b > 0 is a constant.(Hint:Make the change of variables u(x, t) = e−bt v(x, t).)
18. Solve the heat equation with convection:
ut − kuxx + V ux = 0 for − ∞ < x < ∞ with u(x, 0) = φ(x),
where V is a constant.(Hint:Go to a moving frame of reference by substituting y = x − V t.)

Exercise 2.5
1. Show that there is no maximum principle for the wave equation.

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MATH 4220 (2015-16) partial diferential equations CUHK

Suggested Solution to Assignment 2

Exercise 2.1
1. By d’Alembert’s formula, the solution is
1 x+ct
Z
1
u(x, t) = [ex+ct + ex−ct ] + sin sds
2 2c x−ct
1 x+ct 1
= [e + ex−ct ] + [cos(x − ct) − cos(x + ct)]. 
2 2c
2. By d’Alembert’s formula, the solution is
1 x+ct
Z
1 2 2
u(x, t) = {log[1 + (x + ct) ] + log[1 + (x − ct) ]} + (4 + s)ds
2 2c x−ct
1
= {log[1 + (x + ct)2 ] + log[1 + (x − ct)2 ]} + 4t + xt. 
2
5. By d’Alembert’s formula, the solution is
1 x+ct
Z
1
u(x, t) = ψ(s)ds = [length of (x − ct, x + ct) ∩ (−a, a)].
2c x−ct 2c
So we have

3a 3a

 0 x ∈ (−∞, − ] ∪ [ , ∞);
2 2
 
0 x ∈ (−∞, −2a] ∪ [2a, ∞);


 

 1 3a a 3a 

 ( − x) x ∈ [ , ];
  1

u(x, a/2c) = 2c a
2 2 2
a a u(x, a/c) = 2c (2a − x) x ∈ [0, 2a];
 x ∈ [− , ]; 
 1 (2a + x) x ∈ [−2a, 0];
 
2c 2 2

 


2c


 1 3a 3a a
 ( + x) x ∈ [− , − ];

2c 2 2 2
5a 5a
x ∈ (−∞, −3a] ∪ [3a, ∞);


 0 x ∈ (−∞, − ] ∪ [ , ∞); 0
2 2

 

1

 

1 5a a 5a
 2c (3a − x) x ∈ [a, 3a];

 

 ( − x) x ∈ [ , ];
 
u(x, 3a/2c) = 2c a
2 2 2
a a u(x, 2a/c) = a
 x ∈ [− , ];  x ∈ [−a, a];
c
 
c 2 2

 

 1 (3a + x)
 

 1 5a 5a a 
x ∈ [−3a, −a];
 ( + x) x ∈ [− , − ];

2c
2c 2 2 2
x ∈ (−∞, −6a] ∪ [6a, ∞);

 0

1


 2c (6a − x) x ∈ [4a, 6a];



u(x, 5a/c) = a
 x ∈ [−4a, 4a];
c



 1 (6a + x) x ∈ [−6a, −4a];



2c
Here we omit the figures. 

6.  a
 t 0≤t≤ ;
max u(x, t) = a c 
x a
 t≥ .
c c

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7. Since φ and ψ are odd function of x,

1 −x+ct
Z
1
u(−x, t) = [φ(−x + ct) + φ(−x − ct)] + ψ(s)ds
2 2c −x−ct
1 x−ct
Z
1
= [−φ(x − ct) − φ(x + ct)] + ψ(−s)d(−s)
2 2c x+ct
1 x+ct
Z
1
= −{ [φ(x − ct) + φ(x + ct)] + ψ(s)d(s)} = −u(x, t).
2 2c x−ct

Thus u(x, t) is odd in x for all t. 

8. (a) Change variables v = ru, then

vtt = rutt , vrr = (rur + u)r = rurr + 2ur ,

which implies
2
vtt = rc2 (urr + ur ) = c2 vrr
r
(b) Using the same skill related to the wave equation(1), we have v(r, t) = f (r + ct) + g(r − ct), where
f and g are two arbitrary functions of a single variable. Hence u = 1r f (r + ct) + 1r g(r − ct).
(c) Since v(r, 0) = rφ(r) and vt (r, 0) = rψ(r) are both odd, we can extend v to all of R by odd reflection.
That is, we set

v(r, t),
 r > 0;
ṽ(r, t) = 0, r = 0;

−v(−r, t), r < 0.


Hence d’Alembert’s formula implies

Z r+ct
1 1
ṽ(r, t) = [(r + ct)φ(r + ct) + (r − ct)φ(r − ct)] − sψ(s)ds.
2 2c r−ct

Therefore for r > 0,

Z r+ct
1 1 1
u(r, t) = v(r, t) = [(r + ct)φ(r + ct) + (r − ct)φ(r − ct)] − sψ(s)ds. 
r 2r 2cr r−ct

∂ ∂ ∂ ∂
10. Using the same way above, since ( ∂x − 4 ∂t )( ∂x + 5 ∂t )u = 0, we can obtain that the general solution is
1 1
u(x, t) = f (x + 4 t) + g(x − 5 t). The initial conditions implies
Z x Z x
1 1
f (x) = [4φ(x) + 20 ψ(s)ds + C], g(x) = [5φ(x) − 20 ψ(s)ds − C].
9 0 9 0

Therefore, the solution is

Z x+ 14 t
1 1 1 20
u(x, t) = [4φ(x + t) + 5φ(x − t)] + ψ(s)ds. 
9 4 5 9 x− 15 t

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MATH 4220 (2015-16) partial diferential equations CUHK

Exercise 2.2
R∞
1. By the law of conservation of energy, E = 12 −∞ (ρu2t + T u2x ) dx is a constant independent of t. Since
φ ≡ 0 and ψ ≡ 0, we have E ≡ 0. Thus, the first vanishing theorem implies ut ≡ 0 and ux ≡ 0. So u ≡ 0
since φ ≡ 0. 
2. (a) By the chain rule,

∂e/∂t = ut utt + ux uxt , ∂e/∂x = ut utx + ux uxx ,

∂p/∂t = ut uxt + utt ux , ∂p/∂x = ut uxx + utx ux .

Since utt = uxx and uxt = utx ,

∂e/∂t = ∂p/∂x, ∂e/∂x = ∂p/∂t.

(b) From the result of (a),

ett = pxt = ptx = exx , ptt = ext = etx = pxx .
So both e(x, t) and p(x, t) satisfy the wave equation. 
3. (a) (u(x − y, t))tt = utt (x − y, t) = c2 uxx (x − y, t) = c2 (u(x − y, t))xx .
(b) (ux (x, t))tt = uxtt (x, t) = c2 uxxx (x, t) = c2 (ux (x, t))xx .
(c) (u(ax, at))tt = a2 utt (ax, at) = a2 c2 uxx (ax, at) = c2 (u(ax, at))xx . 
q
5. For damped string, utt − c2 uxx + rut = 0, where c = Tρ , the energy is
Z ∞
1
E= ρ(u2t + c2 u2x )dx.
2 −∞

Hence,
Z ∞
1
dE/dt = ρ(2ut utt + 2c2 ux uxt )dx
2 −∞
Z ∞
= ρ(c2 ut uxx − ru2t + c2 ux uxt )dx
Z−∞
∞ ∞
= ρ(c2 ut uxx − ru2t − c2 uxx ut )dx + (c2 ut ux )

−∞ −∞
Z ∞
=− ρru2t dx ≤ 0. 
−∞

Exercise 2.3
2. By the definition of maximum and minimum, M (T ) increases(i.e. nondecreasing) and m(T ) decreases(i.e.
nonincreasing). 
3. (a) Use the strong minimum principle, we omit the details here.
(b) Use the minimum principle. Since u(0, t) = u(1, t) = 0, u(x, t) ≥ u(x, t0 ) for ∀t0 ≤ t < 1. So µ(t) is
dereasing.
Or let the maximum occur at point X(t), so that µ(t) = u(X(t), t). Differentiale µ(t), assuming that
X(t) is differentiable, we have

µ0 (t) = ux (X(t), t)X 0 (t) + ut (X(t), t)

Note at point (X(t), t) we have ux = 0, uxx ≤ 0. Hence, µ0 (t) = uxx (X(t), t) ≤ 0 and µ(t) is
decreasing.

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(c) Here we omit the figure. Note that u(0, t) = u(1, t) = 0 and the result in (b). 

4. (a) Note that u(0, t) = u(1, t) = 0 and u(x, 0) = 4x(1 − x) ∈ [0, 1]. Then the conclusion can be verified
by strong maximum principle.
(b) Let v(x, t) = u(1 − x, t), then v(0, t) = v(1, t) = 0 and v(x, 0) = 4x(1 − x) = u(x, 0). Then the
uniqueness theorem for the diffusion theorem implies u(x, t) = u(1 − x, t).
(c)
Z 1 Z 1 Z 1 Z 1
d 2
u dx = 2uut dx = 2 uuxx dx = −2 u2x dx.
dt 0 0 0 0
d
R1
Since u(x, t) > 0 for all t > 0 and 0 < x < 1, so ux is not zero function. Hence, dt 0 u2 dx < 0 and
R1 2
0 u dx is a strictly decreasing function of t. 

5. (a) We omit the details to verify that u = −2xt − x2 is a solution. When t is fixed, u attains its
maximum at (−t, t) and u(−t, t) = t2 . So u attains its maximum at (−1, 1) in the closed rectangle
{−2 ≤ x ≤ 2, 0 ≤ t ≤ 1}.
(b) In our proof the maximum principle for the diffusion equation, the key point is that v(x, t) =
u(x, t) + x2 satisfies vt − kvxx < 0. However, here vt − kvxx = ut − x(u + x2 )xx = −2x so that the
sign of vt − kvxx is not unchanged in the closed rectangle {−2 ≤ x ≤ 2, 0 ≤ t ≤ 1}. 

6. Let w = u − v and use maximum principle for the diffusion equation. We omit the details. 

7. (a) Let w(x, t) = u(x, t) − v(x, t) and w (x, t) = w(x, t) + x2 . Since wt − kwxx = f − g ≤ 0, we can use
the same method in the text book to derive the maximum principle for w. So u ≤ v at x = 0, x = l
and t = 0 implies w ≤ 0 in the rectangle, i.e. u ≤ v for 0 ≤ x ≤ l, 0 ≤ t < ∞. Here we omit the
details of the method in the text book.
(b) Let u(x, t) = (1 − e−t ) sin x, and then ut − uxx = sin x and u = 0 at x = 0, x = π and t = 0.
Therefore, the result above implies v(x, t) ≥ (1 − e−t ) sin x. .

Extra 1. (1) Define v(x, t) := e−at u(x, t), then vt = kvxx , V (0, t) = v(1, t) = 0, v(x, 0) = sin(πx). By the Strong
Maximum Principle, 0 < v(x, t) < 1, ∀t > 0, 0 < x < 1. Thus, 0 < u(x, t) = eat v(x, t) < 1, ∀t > 0, 0 < x <
1
(2)Define v(x, t) := u(1 − x, t), then we can easily check that v solves the same problem as u. By the
uniqueness of the solution, u = v

Extra 2. (a)Follow the proof of the Maximum Principle in the textbook. We only need to change the diffusion
inequality (2) in Page 42 to be

vt − kvxx = ut − kuxx − 2εk ≤ −2εk < 0

(b)Define u(x, t) := v(x, t) − t max−∞<x<+∞,0<t<T f (x, t), then

ut − kuxx = vt − max f (x, t) − kvxx = f − max f (x, t) ≤ 0

−∞<x<+∞,0<t<T −∞<x<+∞,0<t<T

⇒ max u(x, t) = max u(x, t) = 0, by(a)

−∞<x<+∞,0≤t≤T −∞<x<+∞,t=0

⇒ v(x, t) ≤ t max f (x, t) ≤ T max f (x, t)

−∞<x<+∞,0<t<T −∞<x<+∞,0<t<T

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Exercise 2.4
1. By the general formula,
Z l
1 2
u(x, t) = √ e−(x−y) /4kt dy
4πkt −l
Z (l−x)/√4kt
1 2
=√ √ e−p dp
π (−l−x)/ 4kt
1 x+l x−l
= {E rf [ √ ] − E rf [ √ ]}. 
2 4kt 4kt

2. By the general formula,

Z ∞ Z 0
1 2 1 2
u(x, t) = √ e−(x−y) /4kt dy + √ 3e−(x−y) /4kt dy
4πkt 0 4πkt −∞
1 1 x 3 3 x
= + E rf [ √ ] + − E rf [ √ ]
2 2 4kt 2 2 4kt
x
= 2 − E rf [ √ ]. 
4kt

5. Similar to Exercise 2.2.3.

8. By the definition of S(x, t),

1 2
e−δ /4kt ,
max = √
δ≤x<∞ 4πkt
so √
1 −δ 2 /4kt x −xδ2 /4k
lim max = lim √ e = lim √ e = 0. 
t→0 + δ≤x<∞ t→0+
4πkt x→+∞ 4πk
11. (a) Since u(x, t) and −u(−x, t) are the solutions and u(x, 0) = φ(x) = −φ(−x) = −u(−x, 0), it follows
from the uniqueness theorem that u(x, t) = −u(−x, t).
(b) Similar to (a).
(c) Similar to (a). 

14. Since
2 /4kt 2 2 1 2 + x y− x2
|e−(x−y) φ(y)| ≤ Ce−(x−y) /4kt+ay = Ce(a− 4kt )y 2kt 4kt ,
Z ∞
1 2
u(x, t) = √ e−(x−y) /4kt φ(y) dy
4πkt −∞
1
makes sense for a − 4kt < 0, i.e. 0 < t < 1/(4ak), but not necessarily for large t, for example, φ(x) =
2
eax . 

15. Suppose that both u and v are solution of the diffusion problem with the same Neumann boundary
condition. Let w(x, t) = u(x, t) − v(x, t), then w satisfies

wt = kwxx , w(x, 0) = wx (0, t) = wx (l, t) = 0.

Thus by the integration by part and the Neumann boundary condition,

Z l Z l
d 1 2
w (x, t)dx = −k wx2 (x, t)dx ≤ 0.
dt 0 2 0

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Hence, the initial condition implies

Z l Z l
1 2 1 2
w (x, t)dx ≤ w (x, 0)dx = 0.
0 2 0 2

Therefor, w = 0, i.e. u = v for all t > 0. 

16. Let v(x, t) = ebt u(x, t), then v satisfies

vt − kvxx = 0, v(x, 0) = u(x, 0) = φ(x).

Hence, the general solution of v is

Z ∞
1 2 /4kt
v(x, t) = √ e−(x−y) φ(y) dy,
4πkt −∞

and the general solution of u is

∞
e−bt
Z
2 /4kt
u(x, t) = √ e−(x−y) φ(y) dy. 
4πkt −∞

18. Let v(x, t) = u(x + V t, t), then v satisfies

vt − kvxx = 0, v(x, 0) = u(x, 0) = φ(x).

Since Z ∞
1 2
v(x, t) = √ e−(x−y) /4kt φ(y) dy,
4πkt −∞
Z ∞
1 2
u(x, t) = √ e−(x−V t−y) /4kt φ(y) dy. 
4πkt −∞

Exercise 2.5
1. Let u(x, t) = −x2 − (t − 1)2 be the unique solution of the wave equation with boundary conditions:

utt = uxx , for − 1 < x < 1, 0 < t < ∞,

u(x, 0) = −x2 − 1, ut (x, 0) = 2,

u(−1, t) = u(1, t) = −t2 + 2t − 2.
But u attains its maximum 0 at (0, 1).