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Differential Equations: Solving PDEs and ODEs with Boundary and Initial Conditions - Prof., Assignments of Mathematics

Homework problems from a differential equations course, focusing on solving partial differential equations (pdes) and ordinary differential equations (odes) with boundary and initial conditions. Topics include finding eigenvalues, separating variables, and solving for particular and steady-state solutions.

Typology: Assignments

Pre 2010

Uploaded on 07/28/2009

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MTHSC 208 (Differential Equations)
Dr. Matthew Macauley
HW 22
Due Wednesday April 15th, 2009
(1) Let Xbe a vector space over C(i.e., the contants are complex numbers, instead of just
real numbers). If {v1, v2}is a basis of X, then by definition, every vector vcan be written
uniquely as v=C1v1+C2v2.
(a) Is the set {1
2v1+1
2v2,1
2v11
2v2}a basis of X?
(b) Consider the ODE y00 = 4y. We know that the general solution is y(t) = C1e2t+
C2e2t, i.e., {e2t, e2t}is a basis for the solution space. Use (b), and the fact that
ex= coshx+ sinhxto find a basis for the solution space involving hyperbolic sines
and cosines, and write the general solution using these functions.
(2) We will find the function u(x, t), defined for 0 xπand t0, which satisfies the
following conditions:
∂u
∂t = 9 2u
∂x2, u(0, t) = u(π, t) = 0, u(x, 0) = sin x+ 3 sin 2x5 sin 7x.
(a) Assume that u(x, t) = f(x)g(t). Plug this back into the PDE and separate variables
to get the eigenvalue problem (set equal to a constant λ). Solve for g(t), f(x), and λ.
(b) Using your solution to (a), find the general solution to the PDE
∂u
∂t = 9 2u
∂x2
subject to the Dirichlet boundary conditions:
u(0, t) = u(π, t)=0.
(c) Solve the initial value problem, i.e., find the particular solution u(x, t) that satisfies
u(x, 0) = sin x+ 3 sin 2x5 sin 7x.
(d) What is the steady-state solution, i.e., lim
t→∞ u(x, t)?
(3) Find the function u(x, t), defined for 0 xπand t0, which satisfies the following
conditions:
∂u
∂t = 9 2u
∂x2, u(0, t) = u(π, t) = 0, u(x, 0) = x(πx).
Note: The general solution will be exactly the same as in the previous problem. All you
need to do again is Part (c) and (d) for this new initial condition, u(x, 0) = x(πx).
Additionally, sketch the bar and its initial heat distribution.
(4) We will find the function u(x, t), defined for 0 xπand t0, which satisfies the
following conditions:
∂u
∂t =2u
∂x2, ux(0, t) = ux(π, t) = 0, u(x, 0) = 4 + 3 cos x+ 8 cos 2x .
(a) Assume that u(x, t) = f(x)g(t). Plug this back into the PDE and separate variables
to get the eigenvalue problem (set equal to a constant λ). Solve for g(t), f(x), and λ.
(b) Using your solution to (a), find the general solution to the PDE
∂u
∂t =2u
∂x2
subject to the Neumann boundary conditions:
ux(0, t) = ux(π, t)=0.
pf2

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MTHSC 208 (Differential Equations) Dr. Matthew Macauley HW 22 Due Wednesday April 15th, 2009

(1) Let X be a vector space over C (i.e., the contants are complex numbers, instead of just real numbers). If {v 1 , v 2 } is a basis of X, then by definition, every vector v can be written uniquely as v = C 1 v 1 + C 2 v 2. (a) Is the set { 12 v 1 + 12 v 2 , 12 v 1 − 12 v 2 } a basis of X? (b) Consider the ODE y′′^ = 4y. We know that the general solution is y(t) = C 1 e^2 t^ + C 2 e−^2 t, i.e., {e^2 t, e−^2 t} is a basis for the solution space. Use (b), and the fact that ex^ = cosh x + sinh x to find a basis for the solution space involving hyperbolic sines and cosines, and write the general solution using these functions.

(2) We will find the function u(x, t), defined for 0 ≤ x ≤ π and t ≥ 0, which satisfies the following conditions: ∂u ∂t

∂^2 u ∂x^2

, u(0, t) = u(π, t) = 0, u(x, 0) = sin x + 3 sin 2x − 5 sin 7x.

(a) Assume that u(x, t) = f (x)g(t). Plug this back into the PDE and separate variables to get the eigenvalue problem (set equal to a constant λ). Solve for g(t), f (x), and λ. (b) Using your solution to (a), find the general solution to the PDE ∂u ∂t

∂^2 u ∂x^2 subject to the Dirichlet boundary conditions: u(0, t) = u(π, t) = 0. (c) Solve the initial value problem, i.e., find the particular solution u(x, t) that satisfies u(x, 0) = sin x + 3 sin 2x − 5 sin 7x. (d) What is the steady-state solution, i.e., lim t→∞ u(x, t)?

(3) Find the function u(x, t), defined for 0 ≤ x ≤ π and t ≥ 0, which satisfies the following conditions: ∂u ∂t

∂^2 u ∂x^2

, u(0, t) = u(π, t) = 0, u(x, 0) = x(π − x).

Note: The general solution will be exactly the same as in the previous problem. All you need to do again is Part (c) and (d) for this new initial condition, u(x, 0) = x(π − x). Additionally, sketch the bar and its initial heat distribution.

(4) We will find the function u(x, t), defined for 0 ≤ x ≤ π and t ≥ 0, which satisfies the following conditions: ∂u ∂t

∂^2 u ∂x^2

, ux(0, t) = ux(π, t) = 0, u(x, 0) = 4 + 3 cos x + 8 cos 2x.

(a) Assume that u(x, t) = f (x)g(t). Plug this back into the PDE and separate variables to get the eigenvalue problem (set equal to a constant λ). Solve for g(t), f (x), and λ. (b) Using your solution to (a), find the general solution to the PDE ∂u ∂t

∂^2 u ∂x^2 subject to the Neumann boundary conditions: ux(0, t) = ux(π, t) = 0.

2

(c) Finally, solve the initial value problem, i.e., find the particular solution u(x, t) that satisfies u(x, 0) = 4 + 3 cos x + 8 cos 2x. (d) What is the steady-state solution?

(5) Let u(x, t) be the temperature of a bar of length 10, that is insulated so that no heat can enter or leave. Suppose that initially, the temperature increases linearly from 70◦^ at one endpoint, to 80◦^ at the other endpoint. (a) Sketch the initial heat distribution on the bar, and express it as a function of x. (b) Write down an initial value problem (a PDE with boundary and initial conditions) to which u(x, t) is a solution (Let the constant from the heat equation be c^2 ). (c) What will the steady-state solution be?

(6) Consider the following PDE: ∂u ∂t

∂^2 u ∂x^2

, u(0, t) = 0,

∂u ∂x

(π, t) = 0, u(x, 0) = 3 sin

5 x 2

(a) Describe a physical situation that this models. Be sure to describe the impact of both boundary conditions and the initial condition. (b) Assume that the solution is of the form u(x, t) = f (x)g(t), and plug this into the PDE to get the eigenvalue problem (set equal to a constant λ). From this, write down two ODEs; one for f and one for g. Include boundary conditions for f. (c) Solve the ODEs from the previous part for f and g. You may assume that λ = −ω^2 , (i.e., that λ < 0). Determine ω (be sure to show your work for this part!). (d) Write down the general solution for u(x, t), which solve the mixed boundary condi- tions: u(0, t) = ux(π, t) = 0. (e) Find the particular solution for u(x, t) satisfying the initial condition u(x, 0) = 3 sin(5x/2). (f) What is the steady-state solution?