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    Vrije Universiteit Amsterdam Code 400163

    Partial Differential Equations Assignment 2

    Hand in your answers to the class on Monday 15 March.Please note: late submissions will not be marked.

    Good luck!

    Please work tidy & justify your answers.

    1. With reference to the picture below study the heat conduction on a thin circular ring.

    Figure 1: As x runs from (L , L], the black point traces the circle of radius 1. x represents thearclength along the ring. Thus despite the two dimensional shape, we deal with a one dimensionalproblem (see also page 152 of Asmar).

    The temperature on the ring is governed by the heat equation ut = c2

    uxx, L < x L, withinitial condition

    u(x, 0) = f(x) , L < x L

    and periodic boundary conditions

    u(L, t) = u(L, t) , ux(L, t) = ux(L, t) .

    (a) Set L = ; using separation of variables derive the differential equations

    T kc2T = 0X kX = 0 , X() = X() ; X() = X()

    (b) Argue that a positive choice of k leads only to trivial solutions for X. Show that fork = 2 nontrivial solutions arise only for = n = 0, 1, 2, 3... and find them.

    (c) Conclude that

    u(x, t) = a0 +n=1

    (an cos(nx) + bn sin(nx))en2c2t .

    Write explicitly the formulas for a0, an, bn.

    2. Solve the heat problem in a square plate with dimensions a = b = 1 and given the initialtemperature distribution u(x,y, 0) = 100 Celsius. Assume that the edges are kept at zero

    temperature and that the constant c in the equation is equal to 1.

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    Vrije Universiteit Amsterdam Code 400163

    (a) Approximate how long it will take for the maximum temperature in the plate to drop to50 Celsius?

    (b) What is the answer if c = 2? What is your conclusion about the speed of heat transferas a function of c?

    3. Consider a thin disk of radius R and use polar coordinates with origin at the centre of the disk.Then the temperature u(r, ) satisfies Laplaces equation

    2u(r, ) =1

    r

    r

    r

    u

    r

    +

    1

    r22u

    2= 0

    Assume the temperature is given on the boundary of the disk by u(R, ) = f(). We imposetwo additional conditions in order to obtain a unique solution: (i) we assume that the solutionis bounded; (ii) we assume periodicity conditions:

    u(r,) = u(r, ) andu

    (r,) =

    u

    (r, )

    motivated by the fact that (r,) and (r, ) are different polar coordinates of the same point.Show that a solution by separation of variables, in which u(r, ) = F(r)G(), leads to theordinary differential equations

    r2F(r) + rF(r) F(r) = 0 and G() + G() = 0

    subject to the conditions that G() = G(), and G() = G(). By considering the cases = 0, < 0 and > 0 separately for the problem for G(), show that the eigenvalues aren = n

    2 with corresponding eigenfunctions

    Gn

    () = an

    cos n + bn

    sin n

    for n = 0, 1, 2, . . ., where an and bn are constants.Show that the corresponding solutions for F(r) take the form Fn(r) = Anr

    n, for n = 0, 1, 2, . . .By applying the boundary conditions, show that

    a0 =1

    2

    f() d, an =1

    Rn

    f()cos(n) d

    and

    bn =1

    Rn

    f()sin(n) d

    Suppose now that the disk has radius equal to 3 and that f() = 10+2

    3

    for .Given that

    x sin nx dx = x

    ncos nx +

    1

    n2sin nx

    and x3 sin nx dx =

    x3

    n+

    6x

    n3

    cos nx +

    3x2

    n2

    6

    n4

    sin nx

    determine the steady state temperature distribution for the disk.

    4. The Laplacian of a function u(x, y) is defined as 2u

    x2+

    2uy2

    . Let x = r cos and y = r sin and

    compute the solution of the equation 2u = 0 defined in the region {(x, y) R2 , x2+y2 1}

    and such that u(x, y) = y on the circle x2

    + y2

    = 1.

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    Vrije Universiteit Amsterdam Code 400163

    5. For each of the following differential equations, apply the indicated change of variables toobtain a Bessel equation of appropriate order and hence determine the solution of the originalequation:

    (a) 9x2y + 9xy +

    4x2

    3 16

    y = 0; z = 2x1

    3 .

    (b) 36x2y 12xy +

    36x2 + 7

    y = 0; u = yx23

    .

    END

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