ME-SE From Page 7

Contents
1 One Dimensional Wave and Heat Equations 5

1.1 One Dimensional Wave Equation . . . . . . . . . . . . . . . . . 5
1.1.1 Laplace transform formulae . . . . . . . . . . . . . . . . 5
1.1.2 Solution of Wave Equation by variable separable method 5
1.1.3 D
Alemberts solution of the wave equation . . . . . . . 7

1.1.4 Fourier Transform Formulae . . . . . . . . . . . . . . . . 67
2 Elliptic Equations 93
2.1 Laplace Equation . . . . . . . . . . . . . . . . . . . . . . . . . . 93
3 Calculus of Variations 107
3.1 Calculus of Variations . . . . . . . . . . . . . . . . . . . . . . . 107
3.2 The variational problem: . . . . . . . . . . . . . . . . . . . . . . 107
3.2.1 Euler-Lagrange Equation . . . . . . . . . . . . . . . . . 107
3.2.2 Other forms of Euler Equation . . . . . . . . . . . . . . 110
3.3 Variational Problems involving several unknown functions . . . 138
3.4 Functionals involving Higher Order Derivatives . . . . . . . . . 141
3.4.1 Euler Equation . . . . . . . . . . . . . . . . . . . . . . . 141
3.5 The Raleigh Ritz method . . . . . . . . . . . . . . . . . . . . . 147
3.6 Variational Problems involving several independent variables . 154
3.7 Constraints and Lagrange multipliers . . . . . . . . . . . . . . . 155
3.7.1 Working Rule . . . . . . . . . . . . . . . . . . . . . . . . 155
3.8 Variational problems with moving boundaries . . . . . . . . . . 159
4 Eigen Value Problems 171
4.1 Faddeev-Leverrier Method for Eigenvalues . . . . . . . . . . . . 171
4.1.1 Faddeev-Leverrier Method . . . . . . . . . . . . . . . . . 171
4.2 Power Method with deation . . . . . . . . . . . . . . . . . . . 180
4.3 Rayleigh-Ritz method . . . . . . . . . . . . . . . . . . . . . . . 187
5 Numerical Integration 189
5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
5.2 Gaussian Quadrature . . . . . . . . . . . . . . . . . . . . . . . . 189
5.2.1 Two Point Gaussian Quadrature Formulae . . . . . . . . 189
5.2.2 Higher Point Gaussian Quadrature Formulae . . . . . . 195
5.2.3 Gauss-Hermite Quadrature Formulae . . . . . . . . . . . 200
1
2
MA 9203 APPLIED MATHEMATICS
(ME STRUCTURAL ENGINEERING)
2
MA 9203 APPLIED MATHEMATICS L T P C
3 1 0 4
OBJECTIVE:
. To familiarize the students in the eld of dierential and elliptic equa-
tions to solve boundary value problems associated with engineering ap-
plications.
. To expose the students to variational formulation and numerical integra-
tion techniques and their applications to obtain solutions for buckling,
dynamic response, heat and ow problems of one and two dimensional
conditions.
UNIT I ONE DIMENSIONAL WAVE AND HEAT EQUATIONS
10+3
Laplace transform methods for one-dimensional wave equation Displace-
ments in a long string longitudinal vibration of an elastic bar Fourier trans-
form methods for one-dimensional heat conduction problems in innite and
semi-innite rods.
UNIT - II ELLIPTIC EQUATION 9+3
Laplace equation Properties of harmonic functions Solution of Laplaces
equation by means of Fourier transforms in a half plane, in an innite strip
and in a semiinnite strip Solution of Poisson equation by Fourier transform
method.
UNIT - III CALCULUS OF VARIATIONS 9+3
Concept of variation and its properties Eulers equation Functional depen-
dant on rst and higher order derivatives Functionals dependant on functions
of several independent variables Variational problems with moving boundaries
Direct methods Ritz and Kantorovich methods.
UNIT - IV EIGEN VALUE PROBLEMS 9+3
Methods of solutions: Faddeev Leverrier Method, Power Method with
deation Approximate Methods: Rayleigh Ritz Method
UNIT - V NUMERICAL INTEGRATION 8+3
Gaussian Quadrature One and Two Dimensions Gauss Hermite Quadra-
ture Monte Carlo Method Multiple Integration by using mapping function
TOTAL (L:30+T:15) : 45 PERIODS
REFERENCES:
3
1. Sankara Rao, K., Introduction to Partial Dierential Equations, Prentice
Hall of India Pvt. Ltd., New Delhi, 1997.
2. Rajasekaran.S, Numerical Methods in Science and Engineering A Prac-
tical Approach, A.H.Wheeler and Company Private Limited, 1986.
3. Gupta, A.S., Calculus of Variations with Applications, Prentice Hall of
India Pvt. Ltd., New Delhi, 1997.
4. Andrews, L.C. and Shivamoggi, B.K., Integral Transforms for Engineers,
Prentice Hall of India Pvt. Ltd., New Delhi, 2003.
4
Chapter 1
One Dimensional Wave and Heat
Equations
1.1 One Dimensional Wave Equation
1.1.1 Laplace transform formulae
(1) L[u(x, t)] = U(x, s)
(2) L
_

x
u(x, t)
=
d
dx
U(x, s)
(3) L
_

2
x
2
u(x, t)
_
=
d
2
dx
2
U(x, s)
(4) L
_
t
u(x, t)
= sL[u(x, t)] su(x, 0) = sU(x, s) su(x, 0)

(5) L
_
2
t
2
u(x, t)
_
= s
2
L[u(x, t)] su(x, 0) u
t
(x, 0) = s
2
U(x, s) su(x, 0)
u
t
(x, 0)
(6) L
1
[F(s)] =
1
2i
+i
_
i
e
st
F(s)ds = sum of residues of e
st
F(s)
1.1.2 Solution of Wave Equation by variable separable
method
Let the one dimensional wave equation be
2
y
t
2
= a
2
2
y
x
2
or y
tt
= a
2
y
xx
(1.1.1)
Clearly the solution y is in terms of x and t.
Assume that the solution of equation (1.1.1) is y(x, t) = X(x)T(t) or simply y
= XT.
Then
y
x
= y
x
= X
T,
y
t
= y
t
= XT
2
y
x
2
= y
xx
= X
T, and

2
y
t
2
= y
tt
= XT
.
5
6
Therefore, equation (1.1.1) becomes
XT
= a
2
X
X
=
T
a
2
T
= k say
X
= k and
T
a
2
T
= k
X
= kX and T
= ka
2
T

2
X
x
2
kX = 0 and

2
T
t
2
ka
2
T = 0
d
2
X
dx
2
kX = 0 and
d
2
T
dt
2
ka
2
T = 0
D
2
X kX = 0 and D
2
T ka
2
T = 0
(D
2
k)X = 0 and (D
2
ka
2
)T = 0
Case i: Suppose that k is positive
Then k =
2
for some .
Therefore, (D
2
2
)X = 0 and (D
2
2
a
2
)T = 0
Hence the auxiliary equation is
m
2
2
= 0 and m
2
2
a
2
= 0
m
2
=
2
and m
2
=
2
a
2
m
2
= and m = a
Consequently, X = Ae
x
+Be
x
and T = Ce
at
+Be
at
Therefore, the solution is
y(x, t) =
_
Ae
x
+Be
x
_ _
Ce
at
+Be
at
_
Case ii: Suppose that k is negative
Then k =
2
for some .
Therefore, (D
2
+
2
)X = 0 and (D
2
+
2
a
2
)T = 0
Hence the auxiliary equation is
m
2
+
2
= 0 and m
2
+
2
a
2
= 0
m
2
=
2
and m
2
=
2
a
2
m
2
= i and m = ai
7
Consequently, X = Acos(x) +Bsin(x) and T = Ccos(at) +Bsin(at)
y(x, t) = [Acos(x) +Bsin(x)] [Ccos(at) +Bsin(at)]
Case iii: Suppose that k = 0
Then,
D
2
X = 0 and D
2
T = 0
d
2
X
dx
2
= 0 and
d
2
T
dt
2
= 0
d
dx
_
dX
dx
_
= 0 and
d
dt
_
dT
dt
_
= 0
dX
dx
= A and
dT
dt
= C
X = Ax +B and T = Ct +D
y(x, t) = (Ax +B)(Ct +D)
1.1.3 D
Alemberts solution of the wave equation

2
y
t
2
= a
2
2
y
x
2
or y
tt
= a
2
y
xx
(1.1.2)
Let y
t
= D and y
x
= D
. Then equation (1.1.2) becomes

D
2
y = a
2
D
2
y
_
D
2
a
2
D
2
_
y = 0
Therefore, the auxiliary equation is
m
2
a
2
= 0
m
2
= a
2
m = a
y(x, t) = f(x +at) +g(x at) (1.1.3)
8
where f and g are arbitrary functions.
Assume that at time t = 0, initial displacement is y(x, 0) = (x) and initial
velocity is y
t
(x, 0) = v(x).
At time t = 0, equation (1.1.3) becomes y(x, 0) = f(x) +g(x)
(x) = f(x) +g(x) (1.1.4)
Also dierentiating equation partially with r. to t, we get y
t
(x, t) = af
(x +
at) ag
(x at)
When t = 0, we have y
t
(x, 0) = af
(x) ag
(x)
v(x) = af
(x) ag
(x) (1.1.5)
Integrating (1.1.5) between ( c, x ) w.r.t. x, we have
x
_
c
v(x)dx =
x
_
c
[af
(x) ag
(x)] dx
x
_
c
v()d = a
x
_
c
f
(x)dx a
x
_
c
g
(x)dx
x
_
c
v()d = af(x) ag(x)
Hence
f(x) g(x) =
1
a
x
_
c
v()d (1.1.6)
Adding (1.1.4) and (1.1.6), we have
2f(x) = (x) +
1
a
x
_
c
v()d
f(x) =
(x)
2
+
1
2a
x
_
c
v()d
f(x +at) =
(x +at)
2
+
1
2a
x +at
_
c
v()d
9
Hence
f(x +at) =
(x +at)
2
+
1
2a
x +at
_
c
v()d (1.1.7)
Subtracting (1.1.4) and (1.1.6), we have
2g(x) = (x)
1
a
x
_
c
v()d
g(x) =
(x)
2

1
2a
x
_
c
v()d
g(x at) =
(x at)
2

1
2a
x at
_
c
v()d
Hence
g(x at) =
(x at)
2

1
2a
x at
_
c
v()d (1.1.8)
Substituting the values of f(x +at) and g(x at) in (1.1.3), we have
y(x, t) =
(x +at)
2
+
1
2a
x +at
_
c
v()d +
(x at)
2

1
2a
x at
_
c
v()d
=
1
2
[(x +at) +(x at)] +
1
2a
_
_
_
x +at
_
c
v()d
x at
_
c
v()d
_
_
_
=
1
2
[(x +at) +(x at)] +
1
2a
_
_
_
x +at
_
c
v()d +
c
_
x at
v()d
_
_
_
=
1
2
[(x +at) +(x at)] +
1
2a
x +at
_
x at
v()d
10
Hence the D
Alemberts solution of the one dimensional wave equation is given

by
y(x, t) =
1
2
[(x +at) +(x at)] +
1
2a
x +at
_
x at
v()d (1.1.9)
Remark 1.1.1 If the string is at rest at t = 0, then initial velocity = 0.
Therefore, v(x) = 0. Hence y(x, t) =
1
2
[(x +at) +(x at)]
Example 1.1.2 A tightly stretched string of length with its xed ends at x
= 0, x = executes transverse vibrations. Motion is started with zero initial
velocity by displacing the string into the form f(x) = k(x
2
x
3
). Find the
deection at any time t.
Solution
Given that the ends x = 0, x = of a given tightly stretched string of length
are xed. Therefore, there is no displacement at its end at any time. Hence,
y(0, t) = 0, y(, t) = 0. Also the initial displacement is f(x) = k(x
2
x
3
).
Hence y(x, 0) = (x) = f(x) = k(x
2
x
3
). Initial velocity is zero. Therefore,
y
t
(x, 0) = v(x) = 0.
Therefore, the D
Alemberts solution of the one dimensional wave equation

is given by
y(x, t) =
1
2
[(x +at) +(x at)]
=
1
2
_
k
_
(x +at)
2
(x +at)
3
+k
_
(x at)
2
(x at)
3
_
=
k
2
_ _
x
2
+ 2xat + (at)
2
(x
3
+ 3x
2
(at) + 3x(at)
2
+ (at)
3
+
_
x
2
2xat + (at)
2
(x
3
3x
2
(at) + 3x(at)
2
(at)
3
_
=
k
2
_
x
2
+ 2xat + (at)
2
x
3
3x
2
(at) 3x(at)
2
(at)
3
+x
2
2xat + (at)
2
x
3
+ 3x
2
(at) 3x(at)
2
+ (at)
3
_
=
k
2
_
2x
2
+ 2(at)
2
2x
3
6x(at)
2
_
=
2k
2
_
x
2
+ (at)
2
x
3
3x(at)
2
_
= k
_
x
2
+ (at)
2
x
3
3x(at)
2
_
11
Example 1.1.3 Using laplace transform method, solve the initial value prob-
lem y
tt
= y
xx
, 0 < x < 1 and t > 0 with the boundary conditions y(0, t) = 0,
y(1, t) = 0, y(x, 0) = sin x and y
t
(x, 0) = sin x.
Solution
Let the given equation be
y
tt
= y
xx
(1.1.10)
Taking laplace transform in equation (1.1.10), we have
L[y
tt
] = L[y
xx
]
s
2
y(x, s) sy(x, 0) y
t
(x, 0) =
d
2
[y(x, s)]
dx
2
where y(x,s) = L[y(x,t)]
s
2
y(x, s) (s)sinx {sinx} =
d
2
[y(x, s)]
dx
2
d
2
[y(x, s)]
dx
2
s
2
y(x, s) = sinx (s)sinx
D
2
[y(x, s)] s
2
y(x, s) = (1 s)sinx
(D
2
s
2
) [y(x, s)] = (1 s)sinx
Now, the auxiliary equation is
m
2
s
2
= 0
m
2
= s
2
m = s
Therefore, the complementary function is
C.F = Ae
sx
+Be
sx
Now, Particular integral
P.I =
1
D
2
s
2
(1 s)sinx
=
1
2
s
2
(1 s)sinx
=
1
2
+s
2
(s 1)sinx
12
Therefore, the solution is Hence the solution is
y(x, s) = Ae
sx
+Be
sx
+
1
2
+s
2
(s 1)sinx.
Now, taking laplace transforms to the rst two conditions, we have
L[y(0, t)] = L[0] and L[y(1, t)] = L[0]
y(0, s) = 0 and y(1, s) = 0
y(0, s) = 0 Ae
0
+Be
0
+
1
2
+s
2
(s 1)sin(0) = 0
A+B = 0
A = B
y(1, s) = 0 Ae
s
+Be
s
+
1
2
+s
2
(s 1)sin() = 0
Ae
s
+Be
s
= 0
Ae
s
Ae
s
= 0
A(e
s
e
s
) = 0
A = 0
B = 0
Hence the solution is
y(x, s) =
1
2
+s
2
(s 1)sinx
L[y(x, t)] =
1
2
+s
2
(s 1)sinx
y(x, t) = L
1
_
1
2
+s
2
(s 1)sinx
_
y(x, t) = sinx
_
L
1
_
s
2
+s
2
_
L
1
_
1
2
+s
2
__
y(x, t) = sinx
_
L
1
_
s
2
+s
2
_
L
1
_

2
+s
2
__
y(x, t) = sinx
_
cost
_
1
_
sint
_
13
Example 1.1.4 A string is stretched and xed between two points (0,0) and
(, 0). Motion is started by displacing the string in the form ksin
_
x
_
and
released from rest at time t = 0. Find the displacement of any point of the
string at any time t using laplace transform.
Solution
y
tt
= a
2
y
xx
(1.1.11)
Given that the ends x = 0, x = of a given tightly stretched string of length
are xed. Therefore, there is no displacement at its end at any time. Hence,
y(0, t) = 0, y(, t) = 0. Also the initial displacement is y(x, 0) = ksin
_
x
_
.
Also the string is released from rest at time t = 0. Therefore, Initial velocity
is zero. Therefore, y
t
(x, 0) = 0.
L[y
tt
] = L
_
a
2
y
xx
s
2
y(x, s) sy(x, 0) y
t
(x, 0) = a
2
d
2
[y(x, s)]
dx
2
where y(x,s) = L[y(x,t)]
s
2
y(x, s) (s)ksin
_
x
_
= a
2
d
2
[y(x, s)]
dx
2
a
2
d
2
[y(x, s)]
dx
2
s
2
y(x, s) = (s)ksin
_
x
_
a
2
D
2
y(x, s) s
2
y(x, s) = (s)ksin
_
x
_
D
2
y(x, s)
s
2
a
2
y(x, s) =
ks
a
2
sin
_
x
_
D
2
s
2
a
2
_
y(x, s) =
ks
a
2
sin
_
x
_
m
2
s
2
a
2
= 0
m
2
=
s
2
a
2
m =
s
a
14
C.F = Ae
s
a
x
+Be
s
a
x
P.I =
1
D
2
s
2
a
2
_
ks
a
2
sin
_
x
_
_
=
ks
a
2
_
2
s
2
a
2
_
sin
_
x
__
=
ks
a
2
_
_
2
+
s
2
a
2
_
sin
_
x
__
y(x, s) = Ae
s
a
x
+Be
s
a
x
+
ks
a
2
(
)
2
+
s
2
a
2
_
sin
_
x
_
.
Now, taking laplace transforms to the rst two conditions, we have
L[y(0, t)] = L[0] and L[y(, t)] = L[0]
y(0, s) = 0 and y(, s) = 0
y(0, s) = 0 Ae
0
+Be
0
+
ks
a
2
_
_
2
+
s
2
a
2
sin(0) = 0
A+B = 0
A = B
y(, s) = 0 Ae
s
a
+Be
s
a
+
ks
a
2
_
_
2
+
s
2
a
2
_
sin
_
__
= 0
Ae
s
a
+Be
s
a
+
ks
a
2
_
_
2
+
s
2
a
2
sin() = 0
Ae
s
a
+Be
s
a
= 0
Ae
s
a
Ae
s
a
= 0
A(e
s
a
e
s
a
) = 0
A = 0
B = 0
15
y(x, s) =
ks
a
2
_
_
2
+
s
2
a
2
sin
_
x
_
L[y(x, t)] =
ks
a
2
1
a
2
_
_
a
_
2
+s
2
_sin
_
x
_
y(x, t) = L
1
_
_
ks
a
2
_
a
2
_
a
_
2
+s
2
_
sin
_
x
__
_
y(x, t) = L
1
_
ks
_
a
_
2
+s
2
_
sin
_
x
__
_
y(x, t) = k sin
_
x
_
L
1
_
s
_
a
_
2
+s
2
_
y(x, t) = k sin
_
x
_
cos
_
at
_
Example 1.1.5 Solve using laplace transform method u
xx
=
1
c
2
u
tt
cost,
0 < x < , t > 0 u(x, 0) = u
t
(x, 0) = u(0, t) = 0 and u is bounded as x .
.
Solution
The given equation is
u
xx
=
1
c
2
u
tt
cost u
xx
=
1
c
2
_
u
tt
c
2
cost
_
c
2
u
xx
= u
tt
c
2
cost
u
tt
= c
2
u
xx
+c
2
cost
Therefore,
u
tt
= c
2
u
xx
+c
2
cost (1.1.12)
Also the initial and boundary conditions are given by
(i) u(x, 0) = 0
16
(ii) u
t
(x, 0) = 0
(iii) u(0, t) = 0
(iv) u is bounded as x
Taking laplace transform in equation (??), we have
L[u
tt
] = L
_
c
2
u
xx
+c
2
cost
L[u
tt
] = L
_
c
2
u
xx
+L
_
c
2
cost
s
2
U(x, s) su(x, 0) u
t
(x, 0) = c
2
d
2
[U(x, s)]
dx
2
+c
2
s
s
2
+
2
where U(x,s) = L[u(x,t)]
s
2
U(x, s) = c
2
d
2
[U(x, s)]
dx
2
+c
2
s
s
2
+
2
{by using the initial conditions (i) and (ii)}
c
2
d
2
[U(x, s)]
dx
2
s
2
U(x, s) = c
2
s
s
2
+
2
d
2
[U(x, s)]
dx
2

s
2
c
2
U(x, s) =
s
s
2
+
2
_
D
2
s
2
c
2
_
U(x, s) =
s
s
2
+
2
m
2
s
2
c
2
= 0
m
2
=
s
2
c
2
m =
s
c
C.F = Ae
s
c
x
+Be
s
c
x
17
P.I =
1
_
D
2
s
2
c
2
_
s
s
2
+
2
_
=
1
s
2
c
2
_
1
c
2
s
2
(D
2
)
_
s
s
2
+
2
_
=
_
c
2
s
2
__
1
c
2
s
2
(D
2
)
_
1
s
s
2
+
2
=
_
c
2
s(s
2
+
2
)
__
1 +
c
2
s
2
(D
2
) +...
_
(1)
=
c
2
s(s
2
+
2
)
(1)
=
c
2
s(s
2
+
2
)
U(x, s) = Ae
s
c
x
+Be
s
c
x
+
c
2
s(s
2
+
2
)
.
Now,taking laplace transforms to the remaining two conditions, we have
L[u(0, t)] = L[0] and Lu(x, t) is bounded as x
u(0, s) = 0 and u(x, s) is bounded as x
u(0, s) = 0 Ae
0
+Be
0
+
c
2
s(s
2
+
2
)
= 0
A+B +
c
2
s(s
2
+
2
)
= 0
A+B =
c
2
s(s
2
+
2
)
Also u(x, s) is bounded as x A = 0
B =
c
2
s(s
2
+
2
)
.
18
U(x, s) =
_
c
2
s(s
2
+
2
)
_
e
s
c
x
+
c
2
s(s
2
+
2
)
L[U(x, t)] =
_
c
2
s(s
2
+
2
)
_
e
s
c
x
+
c
2
s(s
2
+
2
)
U(x, t) = L
1
__
c
2
s(s
2
+
2
)
_
e
s
c
x
+
c
2
s(s
2
+
2
)
_
U(x, t) = c
2
L
1
__
1
s(s
2
+
2
)
_
e
s
c
x
_
+c
2
L
1
_
1
s(s
2
+
2
)
_
Now,
L
1
_
1
s(s
2
+
2
)
_
=
1
2
L
1
_

2
s(s
2
+
2
)
_
=
1
2
L
1
_
s
2
+
2
s
2
s(s
2
+
2
)
_
=
1
2
_
L
1
_
s
2
+
2
s(s
2
+
2
)
_
L
1
_
s
2
s(s
2
+
2
)
__
=
1
2
_
L
1
_
1
s
_
L
1
_
s
s
2
+
2
__
=
1
2
{1 cost}
19
Also we know that
L
1
_
e
as
F(s)
= L
1
[F(s)]
tta
H(t a) where H(t a)
= 1 if t > a
= 0 if t < a
L
1
_
e
s
c
x
_
1
s(s
2
+
2
)
__
= L
1
__
1
s(s
2
+
2
)
__
tt
s
c
H
_
t
s
c
_
L
1
_
e
s
c
x
_
1
s(s
2
+
2
)
__
=
1
2
{1 cost}
tt
s
c
H
_
t
s
c
_
L
1
_
e
s
c
x
_
1
s(s
2
+
2
)
__
=
1
2
_
1 cos
_
t
s
c
__
H(t a)
L
1
_
e
s
c
x
_
1
s(s
2
+
2
)
__
=
1
2
_
1 cos
_
t
s
c
__
if t > a
= 0 if t < a
U(x, t) = c
2
_
1
2
_
1 cos
_
t
s
c
__
if t > a
0 if t < a
_
+c
2 1
2
{1 cost}
Example 1.1.6 Using laplace transform method, solve the initial value prob-
lem u
tt
= u
xx
, 0 < x < and t > 0 with the boundary conditions u
x
(0, t) =
0, u(x, 0) = e
x
, u
t
(x, 0) = 0 and u(x, t) 0 as x .
Solution
u
tt
= u
xx
(1.1.13)
L[u
tt
] = L[u
xx
]
s
2
U(x, s) su(x, 0) u
t
(x, 0) =
d
2
[U(x, s)]
dx
2
s
2
U(x, s) (s)e
x
=
d
2
[U(x, s)]
dx
2
d
2
[U(x, s)]
dx
2
s
2
U(x, s) = se
x
D
2
[U(x, s)] s
2
U(x, s) = se
x
(D
2
s
2
) [U(x, s)] = se
x
20
m
2
s
2
= 0
m
2
= s
2
m = s
C.F = Ae
sx
+Be
sx
P.I =
1
D
2
s
2
(s)e
x
=
1
(1)
2
s
2
(s)e
x
=
1
1 s
2
(s)e
x
=
se
x
s
2
1
Therefore, the solution is U(x, s) = Ae
sx
+Be
sx
+
se
x
s
2
1
.
L[u
x
(0, t)] = L[0] and L[u(x, t)] 0 as x
U
x
(0, s) = 0 and U(x, s) 0 as x
Now, U
x
(x, s) = Ase
sx
+B(s)e
sx
+
se
x
s
2
1
U
x
(0, s) = 0 Ase
0
Bse
0
+
se
0
s
2
1
= 0
As Bs
s
s
2
1
= 0
AB
1
s
2
1
= 0
AB =
1
s
2
1
Also U(x, s) 0 as x A = 0
B =
1
s
2
1
.
21
U(x, s) =
1
s
2
1
(s)e
sx
+
se
x
s
2
1
U(x, s) =
s
s
2
1
e
sx
+
se
x
s
2
1
L[u(x, t)] =
s
s
2
1
e
sx
+
se
x
s
2
1
u(x, t) = L
1
_
s
s
2
1
e
sx
+
se
x
s
2
1
_
u(x, t) = L
1
_
s
s
2
1
e
sx
_
e
x
L
1
_
s
s
2
1
_
u(x, t) = L
1
_
s
s
2
1
e
sx
_
e
x
cosht
Also we know that
L
1
_
e
as
F(s)
= L
1
[F(s)]
tta
H(t a) where H(t a)
= 1 if t > a
= 0 if t < a
L
1
_
e
sx
s
s
2
1
_
= L
1
_
s
s
2
1
_
ttx
H(t x)
= [cosht]
ttx
H(t x)
= cosh(t x)
1 if t > x
0 if t < x
= cosh(t x) if t > x
0 if t < x
u(x, t) =
cosh(t x) if t > x
0 if t < x
e
x
cosht
u(x, t) =
cosh(t x) e
x
cosht if t > x
e
x
cosht if t < x
Example 1.1.7 Solve using laplace transform method u
xx
=
1
c
2
u
tt
, 0 < x <
, t > 0 u(x, 0) = u
t
(x, 0) = u(0, t) = f(t) and u(x, t) 0 as x . .
22
Solution
u
xx
=
1
c
2
u
tt
c
2
u
xx
= u
tt
Therefore,
u
tt
= c
2
u
xx
(1.1.14)
(i) u(x, 0) = 0
(ii) u
t
(x, 0) = 0
(iii) u(0, t) = f(t)
(iv) u(x, t) 0 as x
L[u
tt
] = L
_
c
2
u
xx
L[u
tt
] = c
2
L[u
xx
]
s
2
U(x, s) su(x, 0) u
t
(x, 0) = c
2
d
2
[U(x, s)]
dx
2
s
2
U(x, s) = c
2
d
2
[U(x, s)]
dx
2
c
2
d
2
[U(x, s)]
dx
2
s
2
U(x, s) = 0
d
2
[U(x, s)]
dx
2

s
2
c
2
U(x, s) = 0
_
D
2
s
2
c
2
_
U(x, s) = 0
m
2
s
2
c
2
= 0
m
2
=
s
2
c
2
m =
s
c
23
U(x, s) = Ae
s
c
x
+Be
s
c
x
L[u(0, t)] = L[f(t)] and L[u(x, t)] 0 as x
u(0, s) = F(s) and u(x, s) 0 as x
u(0, s) = F(s) Ae
0
+Be
0
= F(s)
A+B = F(s)
Also u(x, s) 0 as x A = 0
B = F(s).
U(x, s) = F(s)e
s
c
x
L[u(x, t)] = F(s)e
s
c
x
u(x, t) = L
1
_
F(s)e
s
c
x
Also we know that

L
1
_
e
as
F(s)
= L
1
[F(s)]
tta
H(t a) where H(t a)
= 1 if t > a
= 0 if t < a
L
1
_
e
s
c
x
F(s)
= L
1
[F(s)]
tt
s
c
H
_
t
s
c
_
U(x, t) = L
1
[F(s)]
tt
s
c
H
_
t
s
c
_
= [f(t)]
tt
s
c
H
_
t
s
c
_
= f
_
t
s
c
_
H
_
t
s
c
_
Example 1.1.8 Using laplace transform, solve a
2
y
xx
= y
tt
, 0 < x < , t > 0
subject to y = 0 at x = 0, t0 and Ey
x
= p at x = , y = y
t
(x, 0) = 0, 0 < x < .
24
Solution
y
tt
= a
2
y
xx
(1.1.15)
(i) y(x, 0) = 0 , 0 < x <
(ii) y
t
(x, 0) = 0 , 0 < x <
(iii) y(0, t) = 0, t > 0
(iv) y
x
(, t) =
p
E
L[y
tt
] = L
_
a
2
y
xx
s
2
Y (x, s) sy(x, 0) y
t
(x, 0) = a
2
d
2
[Y (x, s)]
dx
2
where Y(x,s) = L[y(x,t)]
s
2
Y (x, s) = a
2
d
2
[Y (x, s)]
dx
2
a
2
d
2
[Y (x, s)]
dx
2
s
2
Y (x, s) = 0
a
2
D
2
Y (x, s) s
2
Y (x, s) = 0
D
2
Y (x, s)
s
2
a
2
Y (x, s) = 0
_
D
2
s
2
a
2
_
Y (x, s) = 0
m
2
s
2
a
2
= 0
m
2
=
s
2
a
2
m =
s
a
25
Y (x, s) = Ae
s
a
x
+Be
s
a
x
Now, taking laplace transforms to the remaining two conditions, we have
L[y(0, t)] = L[0] and L[y
x
(, t)] = L
_
p
E
_
Y (0, s) = 0 and Y
x
(, s) =
p
Es
y(0, s) = 0 Ae
0
+Be
0
= 0
A+B = 0
A = B
Now, Y
x
(x, s) = A
_
s
a
_
e
s
a
x
+B
_
s
a
_
e
s
a
x
y
x
(, s) =
p
Es
A
_
s
a
_
e
s
a
+B
_
s
a
_
e
s
a
=
p
Es
s
a
_
Ae
s
a
Be
s
a
_
=
p
Es
_
Ae
s
a
Be
s
a
_
=
pa
Es
2
Ae
s
a
+Ae
s
a
=
pa
Es
2
A
_
e
s
a
+e
s
a
_
=
pa
Es
2
A2cosh
_
s
a
_
=
pa
Es
2
A =
pa
Es
2
2cosh
_
s
a
_
A =
pa
2Es
2
cosh
_
s
a
_
B =
pa
2Es
2
cosh
_
s
a
_
26
Y (x, s) =
pa
2Es
2
cosh
_
s
a
_e
s
a
x
+
pa
2Es
2
cosh
_
s
a
_e
s
a
x
pa
2Es
2
cosh
_
s
a
_
_
e
s
a
x
e
s
a
x
pa
2Es
2
cosh
_
s
a
_
_
2sinh
_
s
a
x
__
y(x, t) = L
1
_
pa
2Es
2
cosh
_
s
a
_
_
2sinh
_
s
a
x
__
_
y(x, t) =
pa
E
L
1
_
sinh
_
s
a
x
_
s
2
cosh
_
s
a
_
_
Let F(s) =
sinh(
s
a
x)
s
2
cosh(
s
a
)
Then the poles of F(s) are given by
s
2
cosh
_
s
a
_
= 0
s = 0 and cosh
_
s
a
_
= 0
s = 0 and cos
_
is
a

_
= 0
s = 0 and
is
a
=
(2n + 1)
2
, n is any integer
s = 0 and s =
(2n + 1)a
2i
s = 0 and s =
(2n + 1)ia
2i
2
s = 0 and s =
(2n + 1)ia
2
27
Clearly s = 0 is a pole of order 2 and s =
(2n+1)ic
2
are the poles of order
one. Now,
_
Res
_
e
st
F(s)
_
s=0
=
Lim
s 0
1
1!
d
ds
_
(s 0)
2
e
st
F(s)
=
Lim
s 0
d
ds
_
s
2
_
e
st
sinh
_
s
a
x
_
s
2
cosh
_
s
a
_
__
=
Lim
s 0
d
ds
_
e
st
sinh
_
s
a
x
_
cosh
_
s
a
_
_
=
Lim
s 0
cosh
_
s
a
_ _
e
st
_
x
a
_
cosh
_
s
a
x
_
+te
st
sinh
_
s
a
x
__
_
e
st
sinh
_
s
a
x
_ _
a
_
sinh
_
s
a
_
_
cosh
_
s
a
_
2
=
cosh(0)
_
e
0
_
x
a
_
cosh(0) +te
0
sinh(0)
_
_
e
0
sinh(0)
_
a
_
sinh(0)
[cosh(0)]
2
=
(1)
_
(1)
_
x
a
_
(1) +t(1)(0)
_
[(1)(0)]
_
a
_
(0)
1
2
=
x
a
Now, take e
st
F(s) =
e
st
sinh(
s
a
x)
s
2
[cosh(
s
a
)]
=
G(s)
H(s)
where G(s) = e
st
sinh
_
s
a
x
_
and H(s)
= s
2
cosh
_
s
a
_
_
Res
_
e
st
F(s)
_
(2n+1)ia
2
=
Lim
s
(2n+1)ia
2
G(s)
H
(s)
28
=
Lim
s
(2n+1)ia
2
e
st
sinh
_
s
a
x
_
(s
2
)
_
a
_
sinh
_
s
a
_
+ (2s)cosh
_
s
a
_
=
e
(2n+1)iat
2 sinh
_
(2n+1)ix
2
_
_
_
_
(2n+1)ia
2
_
2 _
a
_
sinh
_
(2n+1)i
2
_
+2
_
(2n+1)ia
2
_
cosh
_
(2n+1)i
2
_
_
_
=
e
(2n+1)iat
2
_
1
i
_
sin
_
(2n+1)i
2
x
2
_
_
1
i
_
_
_
_
(2n+1)i
2
a
2
2
4
2
_
_
a
_
sin
_
(2n+1)i
2
2
_
+2
_
(2n+1)ia
2
_
cos
_
(2n+1)i
2
2
_
_
_
=
e
(2n+1)iat
2 sin
_
(2n+1)x
2
_
_
(2n+1)a
2
4
_
sin
_
(2n+1)
2
_
+ 2
_
(2n+1)ia
2
_
cos
_
(2n+1)
2
_
=
e
(2n+1)iat
2 sin
_
(2n+1)x
2
_
_
(2n+1)a
2
4
_
(1)
n
+ 2
_
(2n+1)ia
2
_
(0)
=
e
(2n+1)iat
2 sin
_
(2n+1)x
2
_
_
(2n+1)a
2
4
_
(1)
n
=
e
(
(2n+1)iat
2
)
sin
_
(2n+1)x
2
_
(1)
n
_
(2n+1)
2
a
2
4
_
(1)
n
(1)
n
=
4e
(
(2n+1)iat
2
)
sin
_
(2n+1)x
2
_
(1)
n
(2n + 1)
2
a
2
(1)
2n
=
4e
(
(2n+1)iat
2
)
sin
_
(2n+1)x
2
_
(1)
n
(2n + 1)
2
a
2
Now,
_
Res
_
e
st
F(s)
_
(2n+1)ia
2
=
Lim
s
(2n+1)ia
2
G(s)
H
(s)
29
=
Lim
s
(2n+1)ia
2
e
st
sinh
_
s
a
x
_
(s
2
)
_
a
_
sinh
_
s
a
_
+ (2s)cosh
_
s
a
_
=
e
(2n+1)iat
2 sinh
_
(2n+1)ix
2
_
_
_
_
(2n+1)ia
2
_
2 _
a
_
sinh
_
(2n+1)i
2
_
+2
_
(2n+1)ia
2
_
cosh
_
(2n+1)i
2
_
_
_
=
e
(2n+1)iat
2
_
1
i
_
sin
_
(2n+1)i
2
x
2
_
_
1
i
_
_
_
_
(2n+1)i
2
a
2
2
4
2
_
_
a
_
sin
_
(2n+1)i
2
2
_
+2
_
(2n+1)ia
2
_
cos
_
(2n+1)i
2
2
_
_
_
=
e
(2n+1)iat
2 sin
_
(2n+1)x
2
_
_
(2n+1)a
2
4
_
sin
_
(2n+1)
2
_
+ 2
_
(2n+1)ia
2
_
cos
_
(2n+1)
2
_
=
e
(2n+1)iat
2 sin
_
(2n+1)x
2
_
_
(2n+1)a
2
4
_
sin
_
(2n+1)
2
_
+ 2
_
(2n+1)ia
2
_
cos
_
(2n+1)
2
_
=
e
(2n+1)iat
2 sin
_
(2n+1)x
2
_
_
(2n+1)a
2
4
_
(1)
n
+ 2
_
(2n+1)ia
2
_
(0)
=
e
(2n+1)iat
2 sin
_
(2n+1)x
2
_
_
(2n+1)a
2
4
_
(1)
n
=
e
(
(2n+1)iat
2
)
sin
_
(2n+1)x
2
_
(1)
n
_
(2n+1)
2
a
2
4
_
(1)
n
(1)
n
=
4e
(
(2n+1)iat
2
)
sin
_
(2n+1)x
2
_
(1)
n
(2n + 1)
2
a
2
(1)
2n
=
4e
(
(2n+1)iat
2
)
sin
_
(2n+1)x
2
_
(1)
n
(2n + 1)
2
a
2
30
Now, L
1
[F(s)] = Sum of the residues of e
st
F(s) at its poles
L
1
_
sinh
_
s
a
x
_
s
2
_
cosh
_
s
a
_
_
=
n = 0
_
_
4e
(
(2n+1)iat
2
)
sin[
(2n+1)x
2
](1)
n
(2n+1)
2
a
2
+
4e
(
(2n+1)iat
2
)
sin[
(2n+1)x
2
](1)
n
(2n+1)
2
a
2
_
_
=
4
a
2
n = 0
_
_
_
(1)
n
sin
_
(2n+1)x
2
_
(2n + 1)
2
_
e
(
(2n+1)iat
2
)
+e
(
(2n+1)iat
2
)
_
_
_
_
=
8
a
2
_
_
_
n = 0
(1)
n
cosh
_
(2n+1)iat
2
_
sin
_
(2n+1)x
2
_
(2n + 1)
2
_
_
_
u(x, t) =
pa
E
L
1
_
sinh
_
s
a
x
_
s
2
_
cosh
_
s
a
_
_
=
pa
E
_
8
a
2
_

n = 0
(1)
n
cosh
_
(2n+1)iat
2
_
sin
_
(2n+1)x
2
_
(2n + 1)
2
=
8p
E
2
n = 0
(1)
n
cosh
_
(2n+1)iat
2
_
sin
_
(2n+1)x
2
_
(2n + 1)
2
=
8a
n = 0
(1)
n
cosh
_
(2n+1)ict
2
_
sin
_
(2n+1)x
2
_
(2n + 1)
2
Example 1.1.9 Prove that the solution of the wave equation u
xx
=
1
c
2
u
tt
in the strip |x| , t > 0 satisfying the boundary conditions
u(,t)
x
= 0 ,
t > 0 and the initial condition u(x, 0) = ax,
u(x,0)
t
= 0 , |x| < is ax
acL
1
_
s
2
sinh
_
xs
c
_
sech
_
s
c
_
.
31
Solution
u
xx
=
1
c
2
u
tt
c
2
u
xx
= u
tt
Therefore,
u
tt
= c
2
u
xx
(1.1.16)
(i) u(x, 0) = ax
(ii)
u(x,0)
t
= 0 , |x| <
(iii)
u(,t)
x
= 0 , t > 0
(iv)
u(,t)
x
= 0 , t > 0
L[u
tt
] = L
_
c
2
u
xx
L[u
tt
] = c
2
L[u
xx
]
s
2
U(x, s) su(x, 0) u
t
(x, 0) = c
2
d
2
[U(x, s)]
dx
2
s
2
U(x, s) sax = c
2
d
2
[U(x, s)]
dx
2
c
2
d
2
[U(x, s)]
dx
2
s
2
U(x, s) = sax
d
2
[U(x, s)]
dx
2

s
2
c
2
U(x, s) =
sax
c
2
_
D
2
s
2
c
2
_
U(x, s) =
sax
c
2
32
m
2
s
2
c
2
= 0
m
2
=
s
2
c
2
m =
s
c
C.F = Ae
s
c
x
+Be
s
c
x
P.I =
1
_
D
2
s
2
c
2
sax
c
2
=
1
s
2
c
2
_
1
c
2
D
2
s
2
sax
c
2
=
ax
c
2
_
c
2
s
2
_
_
1
c
2
D
2
s
2
(s)
=
ax
s
2
_
1
c
2
D
2
s
2
_
1
(s)
=
ax
s
2
_
1 +
c
2
D
2
s
2
+...
_
(s)
=
ax
s
2
(s)
=
ax
s
U(x, s) = Ae
s
c
x
+Be
s
c
x
+
ax
s
.
L[u
x
(, t)] = L[0] and L[u
x
(, t)] = L[0]
U
x
(, s) = 0 and U
x
(, s) = 0
33
Now, U
x
(x, s) = A
_
s
c
_
e
(
s
c
)x
+B
_
s
c
_
e
(
s
c
)x
+
a
s
U
x
(, s) = 0 A
_
s
c
_
e
s
+B
_
s
c
_
e
s
+
a
s
= 0
A
_
s
c
_
e
(
s
c
)
B
_
s
c
_
e
(
s
c
)
=
a
s
_
s
c
__
Ae
(
s
c
)
Be
(
s
c
)
_
=
a
s
Ae
(
s
c
)
Be
(
s
c
)
=
ac
s
2
Ae
(
s
c
)
e
(
s
c
)
Be
(
s
c
)
e
(
s
c
)
= e
s
_
ac
s
2
_
Ae
2(
s
c
)
B = e
(
s
c
)
_
ac
s
2
_
(1.1.17)
U
x
(, s) = 0 A
_
s
c
_
e
(
s
c
)
+B
_
s
c
_
e
(
s
c
)
+
a
s
= 0
A
_
s
c
_
e
(
s
c
)
B
_
s
c
_
e
(
s
c
)
=
a
s
_
s
c
__
Ae
(
s
c
)
Be
(
s
c
)
_
=
a
s
Ae
(
s
c
)
Be
(
s
c
)
=
ac
s
2
Ae
(
s
c
)
e
(
s
c
)
Be
(
s
c
)
e
(
s
c
)
= e
(
s
c
)
_
ac
s
2
_
Ae
2(
s
c
)
B = e
(
s
c
)
_
ac
s
2
_
(1.1.18)
34
Subtracting equations (5.2.16) and (5.2.12), we get,
Ae
2(
s
c
)
Ae
2(
s
c
)
= e
(
s
c
)
_
ac
s
2
_
e
(
s
c
)
_
ac
s
2
_
A
_
e
2(
s
c
)
e
2(
s
c
)
_
=
_
ac
s
2
_
_
e
(
s
c
)
e
(
s
c
)
_
A
_
2sinh
_
2s
c
__
=
_
ac
s
2
__
2sinh
_
s
c
__
A =
_
ac
s
2
_ _
2sinh
_
s
c
_
2sinh
_
2s
c
_
A =
_
ac
s
2
_ _
sinh
_
s
c
_
2sinh
_
s
c
_
cosh
_
s
c
_
A =
_
ac
s
2
_
2cosh
_
s
c
_
A =
_
ac
2s
2
_
sech
_
s
c
_
From equation (5.2.16), we have
Ae
2(
s
c
)
B = e
(
s
c
)
_
ac
s
2
_
B = Ae
2(
s
c
)
e
(
s
c
)
_
ac
s
2
_
B =
_
ac
2s
2
_
sech
_
s
c
_
e
2(
s
c
)
e
(
s
c
)
_
ac
s
2
_
B =
_
ac
s
2
_
e
(
s
c
)
__
1
2
_
sech
_
s
c
_
e
(
s
c
)
1
_
B =
_
ac
s
2
_
e
(
s
c
)
__
1
2
_
2
e
(
s
c
)
+e
(
s
c
)
e
(
s
c
)
1
_
B =
_
ac
s
2
_
e
(
s
c
)
_
e
(
s
c
)
e
(
s
c
)
+e
(
s
c
)
1
_
B =
_
ac
s
2
_
e
(
s
c
)
_
e
(
s
c
)
e
(
s
c
)
e
(
s
c
)
e
(
s
c
)
+e
(
s
c
)
_
35
B =
_
ac
s
2
_
e
(
s
c
)
_
e
(
s
c
)
e
(
s
c
)
+e
(
s
c
)
_
B =
_
ac
s
2
_
_
1
e
(
s
c
)
+e
(
s
c
)
_
B =
_
ac
2s
2
_
_
2
e
(
s
c
)
+e
(
s
c
)
_
B =
_
ac
2s
2
_
sech
_
s
c
_
U(x, s) =
_
ac
2s
2
_
sech
_
s
c
_
e
s
c
x
+
_
ac
2s
2
_
sech
_
s
c
_
e
s
c
x
+
ax
s
=
_
ac
2s
2
_
sech
_
s
c
_
_
e
s
c
x
e
s
c
x
+
ax
s
=
_
ac
2s
2
_
sech
_
s
c
_
_
2sinh
_
s
c
x
__
+
ax
s
=
ax
s

_
ac
s
2
_
sech
_
s
c
_
_
sinh
_
s
c
x
__
L[u(x, t)] =
ax
s

_
ac
s
2
_
sech
_
s
c
_
_
sinh
_
s
c
x
__
u(x, t) = L
1
_
ax
s

_
ac
s
2
_
sech
_
s
c
_
_
sinh
_
s
c
x
__
_
u(x, t) = (ax)L
1
_
1
s
_
(ac)L
1
_
sinh
_
s
c
x
_
s
2
_
cosh
_
s
c
_
_
u(x, t) = (ax) (ac)L
1
_
sinh
_
s
c
x
_
s
2
_
cosh
_
s
c
_
_
36
Let F(s) =
sinh(
s
c
x)
s
2
[cosh(
s
c
)]
Then the poles of e
st
F(s) are given by
s
2
cosh
_
s
c
_
= 0
s = 0 and cosh
_
s
c
_
= 0
s = 0 and cos
_
is
c

_
= 0
s = 0 and
is
c
=
(2n + 1)
2
s = 0 and s =
(2n + 1)c
2i
s = 0 and s =
(2n + 1)ic
2i
2
s = 0 and s =
(2n + 1)ic
2
s = 0 and s =
(2n + 1)ic
2
(2n+1)ic
2
one. Now,
_
Res
_
e
st
F(s)
_
s=0
=
Lim
s 0
1
1!
d
ds
_
(s 0)
2
e
st
F(s)
=
Lim
s 0
d
ds
_
s
2
_
e
st
sinh
_
s
a
x
_
s
2
cosh
_
s
c
_
__
=
Lim
s 0
d
ds
_
e
st
sinh
_
s
a
x
_
cosh
_
s
c
_
_
37
=
Lim
s 0
cosh
_
s
c
_ _
e
st
_
x
c
_
cosh
_
s
c
x
_
+te
st
sinh
_
s
c
x
__
_
e
st
sinh
_
s
c
x
_ _
c
_
sinh
_
s
c
_
_
cosh
_
s
c
_
2
=
cosh(0)
_
e
0
_
x
c
_
cosh(0) +te
0
sinh(0)
_
_
e
0
sinh(0)
_
c
_
sinh(0)
[cosh(0)]
2
=
(1)
_
(1)
_
x
c
_
(1) +t(1)(0)
_
[(1)(0)]
_
c
_
(0)
1
2
=
x
c
Now, take e
st
F(s) =
e
st
sinh(
s
c
x)
s
2
[cosh(
s
c
)]
=
G(s)
H(s)
where G(s) = e
st
sinh
_
s
c
x
_
and H(s)
= s
2
cosh
_
s
c
_
_
Res
_
e
st
F(s)
_
(2n+1)ic
2
=
Lim
s
(2n+1)ic
2
G(s)
H
(s)
38
=
Lim
s
(2n+1)ic
2
e
st
sinh
_
s
c
x
_
(s
2
)
_
c
_
sinh
_
s
c
_
+ (2s)cosh
_
s
c
_
=
e
(2n+1)ict
2 sinh
_
(2n+1)ix
2
_
_
_
_
(2n+1)ic
2
_
2 _
c
_
sinh
_
(2n+1)i
2
_
+2
_
(2n+1)ic
2
_
cosh
_
(2n+1)i
2
_
_
_
=
e
(2n+1)ict
2
_
1
i
_
sin
_
(2n+1)i
2
x
2
_
_
1
i
_
_
_
_
(2n+1)i
2
c
2
2
4
2
_
_
c
_
sin
_
(2n+1)i
2
2
_
+2
_
(2n+1)ic
2
_
cos
_
(2n+1)i
2
2
_
_
_
=
e
(2n+1)ict
2 sin
_
(2n+1)x
2
_
_
(2n+1)c
2
4
_
sin
_
(2n+1)
2
_
+ 2
_
(2n+1)ic
2
_
cos
_
(2n+1)
2
_
=
e
(2n+1)ict
2 sin
_
(2n+1)x
2
_
_
(2n+1)c
2
4
_
(1)
n
+ 2
_
(2n+1)ic
2
_
(0)
=
e
(2n+1)ict
2 sin
_
(2n+1)x
2
_
_
(2n+1)c
2
4
_
(1)
n
=
e
(
(2n+1)ict
2
)
sin
_
(2n+1)x
2
_
(1)
n
_
(2n+1)
2
c
2
4
_
(1)
n
(1)
n
=
4e
(
(2n+1)ict
2
)
sin
_
(2n+1)x
2
_
(1)
n
(2n + 1)
2
c
2
(1)
2n
=
4e
(
(2n+1)ict
2
)
sin
_
(2n+1)x
2
_
(1)
n
(2n + 1)
2
c
2
Now,
_
Res
_
e
st
F(s)
_
(2n+1)ic
2
=
Lim
s
(2n+1)ic
2
G(s)
H
(s)
39
=
Lim
s
(2n+1)ic
2
e
st
sinh
_
s
c
x
_
(s
2
)
_
c
_
sinh
_
s
c
_
+ (2s)cosh
_
s
c
_
=
e
(2n+1)ict
2 sinh
_
(2n+1)ix
2
_
_
_
_
(2n+1)ic
2
_
2 _
c
_
sinh
_
(2n+1)i
2
_
+2
_
(2n+1)ic
2
_
cosh
_
(2n+1)i
2
_
_
_
=
e
(2n+1)ict
2
_
1
i
_
sin
_
(2n+1)i
2
x
2
_
_
1
i
_
_
_
_
(2n+1)i
2
c
2
2
4
2
_
_
c
_
sin
_
(2n+1)i
2
2
_
+2
_
(2n+1)ic
2
_
cos
_
(2n+1)i
2
2
_
_
_
=
e
(2n+1)ict
2 sin
_
(2n+1)x
2
_
_
(2n+1)c
2
4
_
sin
_
(2n+1)
2
_
+ 2
_
(2n+1)ic
2
_
cos
_
(2n+1)
2
_
=
e
(2n+1)ict
2 sin
_
(2n+1)x
2
_
_
(2n+1)c
2
4
_
sin
_
(2n+1)
2
_
+ 2
_
(2n+1)ic
2
_
cos
_
(2n+1)
2
_
=
e
(2n+1)ict
2 sin
_
(2n+1)x
2
_
_
(2n+1)c
2
4
_
(1)
n
+ 2
_
(2n+1)ic
2
_
(0)
=
e
(2n+1)ict
2 sin
_
(2n+1)x
2
_
_
(2n+1)c
2
4
_
(1)
n
=
e
(
(2n+1)ict
2
)
sin
_
(2n+1)x
2
_
(1)
n
_
(2n+1)
2
c
2
4
_
(1)
n
(1)
n
=
4e
(
(2n+1)ict
2
)
sin
_
(2n+1)x
2
_
(1)
n
(2n + 1)
2
c
2
(1)
2n
=
4e
(
(2n+1)ict
2
)
sin
_
(2n+1)x
2
_
(1)
n
(2n + 1)
2
c
2
40
Now, L
1
st
F(s) at its poles
L
1
_
sinh
_
s
c
x
_
s
2
_
cosh
_
s
c
_
_
=
x
c
+
n = 0
_
_
4e
(
(2n+1)ict
2
)
sin[
(2n+1)x
2
](1)
n
(2n+1)
2
c
2
+
4e
(
(2n+1)ict
2
)
sin[
(2n+1)x
2
](1)
n
(2n+1)
2
c
2
_
_
=
x
c

4
c
2
n = 0
_
_
_
(1)
n
sin
_
(2n+1)x
2
_
(2n + 1)
2
_
e
(
(2n+1)ict
2
)
+e
(
(2n+1)ict
2
)
_
_
_
_
=
x
c

8
c
2
_
_
_
n = 0
(1)
n
cosh
_
(2n+1)ict
2
_
sin
_
(2n+1)x
2
_
(2n + 1)
2
_
_
_
u(x, t) = (ax) (ac)L
1
_
sinh
_
s
c
x
_
s
2
_
cosh
_
s
c
_
_
= ax (ac)
_
_
_
x
c

8
c
2
n = 0
(1)
n
cosh
_
(2n+1)ict
2
_
sin
_
(2n+1)x
2
_
(2n + 1)
2
_
_
_
= ax ax +
8a
n = 0
(1)
n
cosh
_
(2n+1)ict
2
_
sin
_
(2n+1)x
2
_
(2n + 1)
2
=
8a
n = 0
(1)
n
cosh
_
(2n+1)ict
2
_
sin
_
(2n+1)x
2
_
(2n + 1)
2
Example 1.1.10 An innitely long string having one end at x = 0 is initially
at rest on the x-axis and the end x = 0 undergoes a periodic transverse dis-
placement described by A
0
sint, t > 0. Find the displacement of any point on
the string at any time t.
Solution
The transverse displacement of the string is described by the partial dierential
41
equation
u
xx
=
1
c
2
u
tt
c
2
u
xx
= u
tt
Therefore,
u
tt
= c
2
u
xx
(1.1.19)
(i) u(x, 0) = 0
(ii) u
t
(x, 0) = 0
(iii) u(0, t) = A
0
sint, t > 0
(iv) u is bounded as x
L[u
tt
] = L
_
c
2
u
xx
L[u
tt
] = c
2
L[u
xx
]
s
2
U(x, s) su(x, 0) u
t
(x, 0) = c
2
d
2
[U(x, s)]
dx
2
s
2
U(x, s) = c
2
d
2
[U(x, s)]
dx
2
c
2
d
2
[U(x, s)]
dx
2
s
2
U(x, s) = 0
d
2
[U(x, s)]
dx
2

s
2
c
2
U(x, s) = 0
_
D
2
s
2
c
2
_
U(x, s) = 0
m
2
s
2
c
2
= 0
m
2
=
s
2
c
2
m =
s
c
42
U(x, s) = Ae
s
c
x
+Be
s
c
x
.
L[u(x, t)] = bounded and L[u(0, t)] = L[A
0
sint]
U(x, s) = bounded and U(0, s) = A
0
s
2
+
2
Since U(x, s) is bounded as x , we have A = 0
Therefore, U(x, s) = Be
s
c
x
U(0, s) = A
0
s
2
+
2
Be
0
= A
0
s
2
+
2
B = A
0
s
2
+
2
U(x, s) = A
0
s
2
+
2
e
s
c
x
L[u(x, t)] = A
0
s
2
+
2
e
s
c
x
u(x, t) = L
1
_
A
0
s
2
+
2
e
s
c
x
_
u(x, t) = A
0
L
1
_

s
2
+
2
e
s
c
x
_
Also we know that
L
1
_
e
as
F(s)
= L
1
[F(s)]
tta
H(t a) where H(t a)
= 1 if t > a
= 0 if t < a
L
1
_

s
2
+
2
e
s
c
x
_
= L
1
_

s
2
+
2
_
tt
x
c
H
_
t
x
c
_
= [sint]
tt
x
c
H
_
t
x
c
_
= sin
_
t
x
c
_
1 if t >
x
c
0 if t <
x
c
= sin
_
t
x
c
_
if t >
x
c
0 if t <
x
c
43
u(x, t) =
sin
_
t
x
c
_
if t >
x
c
0 if t <
x
c
Example 1.1.11 If the function u(x,t) satises the following PDE u
xx
=
1
c
2
u
tt
+ k, 0 < x < , t > 0 subject to the boundary conditions u(0, t) =
0 and u
x
(, t) = 0, t > 0 and the initial conditions u(x, 0) = u
t
(x, 0) = 0,
0 < x < . .
Solution
u
xx
=
1
c
2
u
tt
+k u
xx
=
1
c
2
_
u
tt
+c
2
k
_
c
2
u
xx
= u
tt
+c
2
k
u
tt
= c
2
u
xx
c
2
k
Therefore,
u
tt
= c
2
u
xx
c
2
k (1.1.20)
(i) u(x, 0) = 0, 0 < x <
(ii) u
t
(x, 0) = 0, 0 < x <
(iii) u(0, t) = 0
(iv) u
x
(, t) = 0, t > 0
44
L[u
tt
] = L
_
c
2
u
xx
c
2
k
L[u
tt
] = L
_
c
2
u
xx
c
2
kL[1]
s
2
U(x, s) su(x, 0) u
t
(x, 0) = c
2
d
2
[U(x, s)]
dx
2
c
2
k
_
1
s
_
s
2
U(x, s) = c
2
d
2
[U(x, s)]
dx
2

c
2
k
s
c
2
d
2
[U(x, s)]
dx
2
s
2
U(x, s) =
c
2
k
s
d
2
[U(x, s)]
dx
2

s
2
c
2
U(x, s) =
k
s
_
D
2
s
2
c
2
_
U(x, s) =
k
s
m
2
s
2
c
2
= 0
m
2
=
s
2
c
2
m =
s
c
C.F = Ae
s
c
x
+Be
s
c
x
P.I =
1
_
D
2
s
2
c
2
_
k
s
_
45
P.I =
1
_
D
2
s
2
c
2
_
k
s
_
=
1
s
2
c
2
_
1
c
2
D
2
s
2
_
k
s
_
=
_
c
2
s
2
_
_
1
c
2
D
2
s
2
_
k
s
_
=
kc
2
s
3
_
1
c
2
D
2
s
2
_
1
(1)
=
kc
2
s
3
_
1 +
c
2
D
2
s
2
+...
_
(1)
=
kc
2
s
3
U(x, s) = Ae
s
c
x
+Be
s
c
x
kc
2
s
3
.
L[u
x
(, t)] = L[0] and L[u(0, t)] = L[0]
U
x
(, s) = 0 and U(0, s) = 0
Now, U
x
(x, s) = A
_
s
c
_
e
(
s
c
)x
+B
_
s
c
_
e
(
s
c
)x
U(0, s) = 0 A+B
kc
2
s
3
= 0
A+B =
kc
2
s
3
A+B =
kc
2
s
3
(1.1.21)
46
U
x
(, s) = 0 A
_
s
c
_
e
(
s
c
)
+B
_
s
c
_
e
(
s
c
)
= 0
A
_
s
c
_
e
(
s
c
)
B
_
s
c
_
e
(
s
c
)
= 0
_
s
c
__
Ae
(
s
c
)
Be
(
s
c
)
_
= 0
Ae
(
s
c
)
Be
(
s
c
)
= 0
Ae
(
s
c
)
e
(
s
c
)
Be
(
s
c
)
e
(
s
c
)
= 0
Ae
(
2s
c
)
B = 0
Ae
(
2s
c
)
B = 0 (1.1.22)
adding equations (1.1.21) and (1.1.22), we get,
Ae
2(
s
c
)
+A =
kc
2
s
3
Ae
(
s
c
)
_
e
(
s
c
)
+e
2(
s
c
)
_
=
kc
2
s
3
A =
kc
2
s
3
e
(
s
c
)
_
e
(
s
c
)
+e
2(
s
c
)
_
A =
kc
2
e
(
s
c
)
2s
3
cosh
_
s
c
_
From equation (1.1.22), we have

Ae
2(
s
c
)
B = 0
B = Ae
2(
s
c
)
B =
_
kc
2
e
(
s
c
)
2s
3
cosh
_
s
c
_
_
e
2(
s
c
)
B =
_
kc
2
e
(
s
c
)
2s
3
cosh
_
s
c
_
_
47
U(x, s) = Ae
s
c
x
+Be
s
c
x
kc
2
s
3
=
kc
2
e
(
s
c
)
2s
3
cosh
_
s
c
_
e
s
c
x
+
kc
2
e
(
s
c
)
2s
3
cosh
_
s
c
_
e
s
c
x
kc
2
s
3
=
kc
2
2s
3
cosh
_
s
c
_
_
e
(
(x)s
c
)
+e
(
(x)s
c
)
_
kc
2
s
3
=
kc
2
2s
3
cosh
_
s
c
_
_
2cosh
_
( x)s
c
_
kc
2
s
3
=
kc
2
s
3
cosh
_
s
c
_
_
cosh
_
( x)s
c
_
kc
2
s
3
L[u(x, t)] =
kc
2
s
3
cosh
_
s
c
_
_
cosh
_
( x)s
c
_
kc
2
s
3
u(x, t) = L
1
_
kc
2
s
3
cosh
_
s
c
_
_
cosh
_
( x)s
c
_
kc
2
s
3
_
u(x, t) = kc
2
_
_
_
L
1
_
_
cosh
_
(x)s
c
_
s
3
cosh
_
s
c
_
_
_
L
1
_
1
s
3
_
_
_
_
u(x, t) = kc
2
_
_
_
L
1
_
_
cosh
_
(x)s
c
_
s
3
cosh
_
s
c
_
_
_
1
2
L
1
_
2!
s
3
_
_
_
_
u(x, t) = kc
2
_
_
_
L
1
_
_
cosh
_
(x)s
c
_
s
3
cosh
_
s
c
_
_
_
1
2
t
2
_
_
_
Let F(s) =
cosh(
(x)s
c
)
s
3
cosh(
s
c
)
Then e
st
F(s) =
e
st
cosh(
(x)s
c
)
s
3
cosh(
s
c
)
48
Then the poles of e
st
F(s) are given by
s
3
cosh
_
s
c
_
= 0
s = 0 and cosh
_
s
c
_
= 0
s = 0 and cos
_
is
c

_
= 0
s = 0 and
is
c
=
(2n + 1)
2
s = 0 and s =
(2n + 1)c
2i
s = 0 and s =
(2n + 1)ic
2i
2
s = 0 and s =
(2n + 1)ic
2
s = 0 and s =
(2n + 1)ic
2
(2n+1)ic
2
one. Now,
_
Res
_
e
st
F(s)
_
s=0
=
Lim
s 0
1
2!
d
2
ds
2
_
(s 0)
3
e
st
F(s)
=
1
2
Lim
s 0
d
2
ds
2
_
_
_
s
3
_
_
e
st
cosh
_
(x)s
c
_
s
3
cosh
_
s
c
_
_
_
_
_
_
=
1
2
Lim
s 0
d
2
ds
2
_
_
_
e
st
cosh
_
(x)s
c
_
cosh
_
s
c
_
_
_
_
49
=
1
2
Lim
s 0
d
ds
_
_
_
cosh
_
s
c
_
_
e
st (x)
c
sinh
_
(x)s
c
_
+te
st
cosh
_
(x)s
c
__
e
st
cosh
_
(x)s
c
_
_
c
_
sinh
_
s
c
_
_
cosh
_
s
c
_
2
_
_
_
=
1
2
Lim
s 0
_
_
_
cosh
_
s
c
_
2
_
_
cosh
_
s
c
_
_
te
st (x)
c
sinh
_
(x)s
c
_
+e
st
_
x
c
_
2
cos
_
(x)s
c
_
+t
2
e
st
cosh
_
(x)s
c
_
+t
_
x
c
_
e
st
sinh
_
(x)s
c
__
+
_
c
_
sinh
_
s
c
_
_
e
st (x)
c
sinh
_
(x)s
c
_
+te
st
cosh
_
(x)s
c
__
te
st
cosh
_
(x)s
c
_
_
c
_
sinh
_
s
c
_
e
st
_
x
c
_
sinh
_
(x)s
c
_
_
c
_
sinh
_
s
c
_
e
st
cosh
_
(x)s
c
_
_
c
_
2
cosh
_
s
c
_
_
_
cosh
_
s
c
_
_
e
st (x)
c
sinh
_
(x)s
c
_
+te
st
cosh
_
(x)s
c
__
e
st
cosh
_
(x)s
c
_
_
c
_
sinh
_
s
c
_
_
2
_
c
_
cosh
_
s
c
_
sinh
_
s
c
_
_
cosh
_
s
c
_
4
_
_
=
1
2
_
_
[cosh(0)]
2
_
_
cosh(0)
_
te
0 (x)
c
sinh(0) +e
0
_
x
c
_
2
cos(0) +t
2
e
0
cosh(0) +t
_
x
c
_
e
0
sinh(0)
_
+
_
c
_
sinh(0)
_
e
0 (x)
c
sinh(0) +te
0
cosh(0)
_
te
0
cosh(0)
_
c
_
sinh(0) e
0
_
x
c
_
sinh(0)
_
c
_
sinh(0) e
0
cosh(0)
_
c
_
2
cosh(0)
_
_
cosh(0)
_
e
0 (x)
c
sinh(0) +te
0
cosh(0)
_
e
0
cosh(0)
_
c
_
sinh(0)
_
2
_
c
_
cosh(0)sinh(0)
[cosh(0)]
4
_
_
=
1
2
_
0 +
_
x
c
_
2
+t
2
+ 0 + 0 0 0
_
c
_
2
{0 +t 0} 2(0)
_
=
1
2
_
2
+x
2
2x +c
2
t
2
2
c
2
_
=
x
2
2x +c
2
t
2
2c
2
50
Now, take e
st
F(s) =
e
st
cosh(
(x)s
c
)
s
3
cosh(
s
c
)
=
G(s)
H(s)
where G(s) = e
st
cosh
_
(x)s
c
_
and H(s) = s
3
cosh
_
s
c
_
_
Res
_
e
st
F(s)
_
(2n+1)ic
2
=
Lim
s
(2n+1)ic
2
G(s)
H
(s)
=
Lim
s
(2n+1)ic
2
e
st
cosh
_
(x)s
c
_
3s
2
cosh
_
s
c
_
+s
3
_
c
_
sinh
_
s
c
_
=
e
[
(2n+1)ic
2
]t
cosh
_
(x)[
(2n+1)ic
2
]
c
_
3
_
(2n+1)ic
2
_
2
cosh
_
[
(2n+1)ic
2
]
c
_
+
_
(2n+1)ic
2
_
3 _
c
_
sinh
_
[
(2n+1)ic
2
]
c
_
=
e
[
(2n+1)ic
2
]t
cos
_
(x)(2n+1)i
2
2
_
3
_
(2n+1)ic
2
_
2
cos
_
(2n+1)i
2
2
_
+
_
(2n+1)ic
2
_
3 _
ic
_
sin
_
(2n+1)i
2
2
_
=
e
[
(2n+1)ict
2
]
cos
_
(x)(2n+1)
2
_
3
_
(2n+1)
2
c
2
2
4
2
_
cos
_
(2n+1)
2
_
+
_
(2n+1)
3
ic
3
3
8
3
_
_
ic
_
sin
_
(2n+1)
2
_
=
e
[
(2n+1)ict
2
]
cos
_
(x)(2n+1)
2
_
_
(2n+1)
3
ic
2
3
8i
2
_
sin
_
(2n+1)
2
_
=
8
2
_
cos
_
(2n+1)ct
2
_
isin
_
(2n+1)ct
2
__
cos
_
(x)(2n+1)
2
_
[(2n + 1)
3
c
2
3
] (1)
n
=
8
2
(1)
n
_
cos
_
(2n+1)ct
2
_
isin
_
(2n+1)ct
2
__
cos
_
(x)(2n+1)
2
_
[(2n + 1)
3
c
2
3
]
51
_
Res
_
e
st
F(s)
_
(2n+1)ic
2
=
Lim
s
(2n+1)ic
2
G(s)
H
(s)
=
Lim
s
(2n+1)ic
2
e
st
cosh
_
(x)s
c
_
3s
2
cosh
_
s
c
_
+s
3
_
c
_
sinh
_
s
c
_
=
e
[
(2n+1)ic
2
]t
cosh
_
(x)[
(2n+1)ic
2
]
c
_
3
_
(2n+1)ic
2
_
2
cosh
_
[
(2n+1)ic
2
]
c
_
+
_
(2n+1)ic
2
_
3 _
c
_
sinh
_
[
(2n+1)ic
2
]
c
_
=
e
[
(2n+1)ic
2
]t
cos
_
(x)(2n+1)i
2
2
_
3
_
(2n+1)ic
2
_
2
cos
_
(2n+1)i
2
2
_
+
_
(2n+1)ic
2
_
3 _
ic
_
sin
_
(2n+1)i
2
2
_
=
e
[
(2n+1)ict
2
]
cos
_
(x)(2n+1)
2
_
3
_
(2n+1)
2
c
2
2
4
2
_
cos
_
(2n+1)
2
_
+
_
(2n+1)
3
ic
3
3
8
3
_
_
ic
_
sin
_
(2n+1)
2
_
=
e
[
(2n+1)ict
2
]
cos
_
(x)(2n+1)
2
_
_
(2n+1)
3
ic
2
3
8i
2
_
sin
_
(2n+1)
2
_
=
8
2
_
cos
_
(2n+1)ct
2
_
+isin
_
(2n+1)ct
2
__
cos
_
(x)(2n+1)
2
_
[(2n + 1)
3
c
2
3
] (1)
n
=
8
2
(1)
n
_
cos
_
(2n+1)ct
2
_
+isin
_
(2n+1)ct
2
__
cos
_
(x)(2n+1)
2
_
[(2n + 1)
3
c
2
3
]
52
Now,L
1
[F(s)] = sum of residues of e
st
F(s) at its poles
Hence,
L
1
_
_
cosh
_
(x)s
c
_
s
3
cosh
_
s
c
_
_
_
= sum of residues of e
st
cosh
_
(x)s
c
_
s
3
cosh
_
s
c
_
=
x
2
2x+c
2
t
2
2c
2
+
n = 0
_
8
2
(1)
n
{cos(
(2n+1)ct
2
)+isin(
(2n+1)ct
2
)}cos(
(x)(2n+1)
2
)
[(2n+1)
3
c
2
3
]
_
+
n = 0
_
8
2
(1)
n
{cos(
(2n+1)ct
2
)isin(
(2n+1)ct
2
)}cos(
(x)(2n+1)
2
)
[(2n+1)
3
c
2
3
]
_
=
x
2
2x +c
2
t
2
2c
2
+
n = 0
_
_
_
16
2
(1)
n
cos
_
(2n+1)ct
2
_
cos
_
(x)(2n+1)
2
_
[(2n + 1)
3
c
2
3
]
_
_
_
The solution is
u(x, t) = kc
2
_
_
_
L
1
_
_
cosh
_
(x)s
c
_
s
3
cosh
_
s
c
_
_
_
1
2
t
2
_
_
_
= kc
2
_
_
_
x
2
2x +c
2
t
2
2c
2
+
n = 0
_
_
_
16
2
(1)
n
cos
_
(2n+1)ct
2
_
cos
_
(x)(2n+1)
2
_
[(2n + 1)
3
c
2
3
]
_
_
_
t
2
2
_
_
_
= kc
2
_
_
_
x
2
2x
2c
2
+
n = 0
_
_
_
16
2
(1)
n
cos
_
(2n+1)ct
2
_
cos
_
(x)(2n+1)
2
_
[(2n + 1)
3
c
2
3
]
_
_
_
_
_
_
=
kx(x 2)
2
+
8k
2
n = 0
_
_
_
(1)
n
cos
_
(2n+1)ct
2
_
cos
_
(x)(2n+1)
2
_
(2n + 1)
3
_
_
_
Example 1.1.12 The end x = 0 of an elastic bar is free while a constant
longitudinal force F
0
per unit area acts longitudinally at length x = . The
bar is initially at rest and it is unstrained. Find the displacement u(x, t) in the
bar.
53
Solution
The initial and boundary conditions are given by
(i) u(x, 0) = 0
(ii) u
t
(x, 0) = 0
(iii) u
x
(0, t) = 0
(iv) Eu
x
(, t) = F
0
.
The transverse displacement of the string is described by the partial dierential
equation
u
xx
=
1
c
2
u
tt
c
2
u
xx
= u
tt
Therefore,
u
tt
= c
2
u
xx
(1.1.23)
L[u
tt
] = L
_
c
2
u
xx
L[u
tt
] = c
2
L[u
xx
]
s
2
U(x, s) su(x, 0) u
t
(x, 0) = c
2
d
2
[U(x, s)]
dx
2
s
2
U(x, s) = c
2
d
2
[U(x, s)]
dx
2
c
2
d
2
[U(x, s)]
dx
2
s
2
U(x, s) = 0
d
2
[U(x, s)]
dx
2

s
2
c
2
U(x, s) = 0
_
D
2
s
2
c
2
_
U(x, s) = 0
54
m
2
s
2
c
2
= 0
m
2
=
s
2
c
2
m =
s
c
U(x, s) = Ae
s
c
x
+Be
s
c
x
.
L[u
x
(0, t)] = L[0] and L[u
x
(, t)] = L
_
F
0
E
_
U
x
(0, s) = 0 and U
x
(, s) =
F
0
Es
Now, U
x
(x, s) = A
_
s
c
_
e
s
c
x
+B
_
s
c
_
e
s
c
x
U
x
(0, s) = 0 A
_
s
c
_
e
0
+B
_
s
c
_
e
0
= 0
A
_
s
c
_
B
_
s
c
_
= 0
_
s
c
_
(AB) = 0
AB = 0
A = B.
55
U
x
(, s) =
F
0
Es
A
_
s
c
_
e
s
c
+B
_
s
c
_
e
s
c
=
F
0
Es
s
c
_
Ae
s
c
Be
s
c
_
=
F
0
Es
_
Ae
s
c
Be
s
c
_
=
F
0
c
Es
2
Ae
s
c
Ae
s
c
=
F
0
c
Es
2
A
_
e
s
c
s
c
_
=
F
0
c
Es
2
A2sinh
_
s
c
_
=
F
0
c
Es
2
A =
F0c
Es
2
2sinh
_
s
c
_
A =
F
0
c
2Es
2
sinh
_
s
c
_
B =
F
0
c
2Es
2
sinh
_
s
c
_
U(x, s) =
F
0
c
2Es
2
sinh
_
s
c
_e
s
c
x
+
F
0
c
2Es
2
sinh
_
s
c
_e
s
c
x
F
0
c
2Es
2
sinh
_
s
c
_
_
e
s
c
x
+e
s
c
x
pa
2Es
2
sinh
_
s
a
_
_
2cosh
_
s
a
x
__
u(x, t) = L
1
_
F
0
c
2Es
2
sinh
_
s
c
_
_
2cosh
_
s
c
x
__
_
u(x, t) =
F
0
c
E
L
1
_
cosh
_
s
c
x
_
s
2
sinh
_
s
c
_
_
56
Let F(s) =
cosh(
s
c
x)
s
2
sinh(
s
c
)
Then the poles of F(s) are given by
s
2
cosh
_
s
c
_
= 0
s = 0 and sinh
_
s
c
_
= 0
s = 0 and
1
i
sin
_
is
c

_
= 0
s = 0 and sin
_
is
c

_
= 0
s = 0 and
is
c
= n, n is any integer
s = 0 and s =
nc
i
s = 0 and s =
nic
i
2
s = 0 and s =
nic
s = 0 and s =
nic
, n is any integer
57
nic
are poles of order 1 where n is

any integer.
e
st
cosh
_
s
c
x
_
s
2
sinh
_
s
c
_ =
_
1 +
st
1!
+
(st)
2
2!
+...
_
_
1 +
(
s
c
x)
2
2!
+
(
s
c
x)
4
4!
+...
_
s
2
_
(
s
c
)
1!
+
(
s
c
)
3
3!
+
(
s
c
x)
5
5!
+...
_
=
_
1 +st +
s
2
t
2
2
+
s
3
t
3
6
...
__
1 +
s
2
x
2
2c
2
+...
_
s
3
c
_
1 +
s
2
2
6c
2
+...
_
=
c
s
3
_
1 +
s
2
x
2
2c
2
+st +
s
3
x
2
t
2c
2
+
s
2
t
2
2
+
s
3
t
3
6
+...
__
1 +
s
2
2
6c
2
+...
_
1
=
_
c
s
3
+
x
2
2cs
+
ct
s
2
+
x
2
t
2c
+
ct
2
2s
+
ct
3
6
+...
__
1
s
2
2
6c
2
+...
_
=
c
s
3
+
x
2
2cs
+
ct
s
2
+
x
2
t
2c
+
ct
2
2s
+
ct
3
6

6cs

sx
2
12c
3

t
6c

s
2
x
2
t
6c
3

st
2
12c

s
2
t
3
36c
...
_
Res
_
e
st
F(s)
_
s=0
= coecient of
1
s
in the expansion of Laurent series of e
st
F(s)
=
x
2
2c
+
ct
2
2

6c
Now, take e
st
F(s) =
e
st
cosh(
s
c
x)
s
2
[sinh(
s
c
)]
=
G(s)
H(s)
where G(s) = e
st
cosh
_
s
c
x
_
and H(s)
= s
2
sinh
_
s
c
_
_
Res
_
e
st
F(s)
_
nic
=
Lim
s
nic
G(s)
H
(s)
58
=
Lim
s
nic
e
st
cosh
_
s
c
x
_
(s
2
)
_
c
_
cosh
_
s
c
_
+ (2s)sinh
_
s
c
_
=
e
nict
cosh
_
nix
_
_ _
nic
_
2
_
c
_
cosh(ni)
+2
_
nic
_
sinh(ni)
_
=
e
nict
cos
_
ni
2
x
_
_ _
n
2
i
2
c
2
2
_
_
c
_
cos
_
ni
2
_
+2
_
nic
_
1
i
sin
_
ni
2
_
_
=
e
nict
cos
_
nx
_
_ _
n
2
c
2
2
_
_
c
_
cos (n)
+2
_
nc
_
sin(n)
_
=
e
nict
cos
_
nx
_
_
n
2
c
2
_
(1)
n
+ 2
_
nc
_
(0)
=
e
nict
cos
_
(nx
_
_
n
2
c
2
_
(1)
n
=
e
(
nict
)
cos
_
nx
_
(1)
n
_
n
2
c
2
_
(1)
n
(1)
n
=
e
(
nict
)
cos
_
nx
(1)
n
n
2
c
2
(1)
2n
=
e
(
nict
)
cos
_
nx
(1)
n
n
2
c
2
59
Now,
=
Lim
s
nic
e
st
cosh
_
s
c
x
_
(s
2
)
_
c
_
cosh
_
s
c
_
+ (2s)sinh
_
s
c
_
=
e
nict
cosh
_
nix
_
_ _
nic
_
2
_
c
_
cosh(ni)
+2
_
nic
_
sinh(ni)
_
=
e
nict
cos
_
ni
2
x
_
_ _
n
2
i
2
c
2
2
_
_
c
_
cos
_
ni
2
_
+2
_
nic
_
1
i
sin
_
ni
2
_
_
=
e
nict
cos
_
nx
_
_ _
n
2
c
2
2
_
_
c
_
cos (n)
+2
_
nc
_
sin(n)
_
=
e
nict
cos
_
nx
_
_ _
n
2
c
2
2
_
_
c
_
cos (n)
2
_
nc
_
sin(n)
_
=
e
nict
cos
_
nx
_
_
n
2
c
2
_
(1)
n
2
_
nc
_
(0)
=
e
nict
cos
_
(nx
_
_
n
2
c
2
_
(1)
n
=
e
(
nict
)
cos
_
nx
_
(1)
n
_
n
2
c
2
_
(1)
n
(1)
n
=
e
(
nict
)
cos
_
nx
(1)
n
n
2
c
2
(1)
2n
=
e
(
nict
)
cos
_
nx
(1)
n
n
2
c
2
60
Now, L
1
st
F(s) at its poles
L
1
_
cosh
_
s
c
x
_
s
2
_
sinh
_
s
c
_
_
=
x
2
2c
+
ct
2
2

6c
+
n = 0
_
_
e
(
nict
)
cos[
nx
](1)
n
n
2
c
2
+
e
(
nict
)
cos[
nx
](1)
n
n
2
c
2
_
_
=
x
2
2c
+
ct
2
2

6c

c
2
n = 0
_
(1)
n
cos
_
nx
n
2
_
e
(
nict
)
+e
(
nict
)
_
_
=
x
2
2c
+
ct
2
2

6c

2
c
2
_
_
_
n = 0
(1)
n
cos
_
nct
_
cos
_
nx
n
2
_
_
_
u(x, t) =
F
0
c
E
L
1
_
cosh
_
s
c
x
_
s
2
_
sinh
_
s
c
_
_
=
F
0
c
E
_
_
_
x
2
2c
+
ct
2
2

6c

2
c
2
n = 0
(1)
n
cos
_
nct
_
cos
_
nx
n
2
_
_
_
Example 1.1.13 A semi innite string is stretched along the positive half of
a horizontal x-axis with its end x = 0 ties at the origin and with its end x = 0
ties at the origin and with its distant end looped around a vertical support that
exerts no vertical force on the loop. The string is initially supported at rest
along the x-axis. At time t = 0, the support is removed and the string moves
under the action of gravity. Obtain the displacement u(x, t) at any position x,
at any time t.
Solution
We know that the wave equation for a long string under its weight is
u
tt
= c
2
u
xx
g (1.1.24)
where g is the gravitational force.
61
(i) u(x, 0) = 0
(ii) u
t
(x, 0) = 0
(iii) u(0, t) = 0
(iv) u
x
0 as x
L[u
tt
] = L
_
c
2
u
xx
g
L[u
tt
] = L
_
c
2
u
xx
L[g]
s
2
U(x, s) su(x, 0) u
t
(x, 0) = c
2
d
2
[U(x, s)]
dx
2

g
s
s
2
U(x, s) = c
2
d
2
[U(x, s)]
dx
2

g
s
c
2
d
2
[U(x, s)]
dx
2
s
2
U(x, s) =
g
s
d
2
[U(x, s)]
dx
2

s
2
c
2
U(x, s) =
g
sc
2
_
D
2
s
2
c
2
_
U(x, s) =
g
sc
2
m
2
s
2
c
2
= 0
m
2
=
s
2
c
2
m =
s
c
C.F = Ae
s
c
x
+Be
s
c
x
62
P.I =
1
_
D
2
s
2
c
2
g
sc
2
=
1
_
D
2
s
2
c
2
g
sc
2
e
0x
=
1
_
s
2
c
2
g
sc
2
e
0x
=
c
2
s
2
g
sc
2
=
g
s
3
U(x, s) = Ae
s
c
x
+Be
s
c
x
g
s
3
.
Now,taking laplace transforms to the remaining condition u(0, t) = 0, we have
L[u(0, t)] = L[0]
u(0, s) = 0
u(0, s) = 0 Ae
0
+Be
0
g
s
3
= 0
A+B
g
s
3
= 0
A+B =
g
s
3
Also, U
x
(x, s) = A
_
s
c
_
e
s
c
x
+B
_
s
c
_
e
s
c
x
Now, by (iv), u
x
0 as x
Hence A = 0.
B =
g
s
3
.
U(x, s) =
_
g
s
3
_
e
s
c
x
g
s
3
U(x, s) =
_
g
s
3
_
_
e
s
c
x
1
L[U(x, t)] =
_
g
s
3
_
_
e
s
c
x
1
63
U(x, t) = L
1
__
g
s
3
_
_
e
s
c
x
1
_
= L
1
_
ge
s
c
x
s
3

g
s
3
_
= gL
1
_
e
s
c
x
s
3
_
g
2!
L
1
_
2!
s
3
_
= gux
c
(t)L
1
_
1
s
3
_
g
2!
L
1
_
2!
s
3
_
= gux
c
(t)
1
2!
L
1
_
2!
s
3
_
tt
x
c
g
2!
t
2
= g
_
0 if t <
x
c
1 if t >
x
c
_
t
2
2 tt
x
c
gt
2
2
= g
_
0 if t <
x
c
1 if t >
x
c
_
_
t
x
c
_
2
2

gt
2
2
= g
_
0 if t <
x
c
(t
x
c
)
2
2
if t >
x
c
_
gt
2
2
Example 1.1.14 A tightly stretched string has ends xed at x = 0 and x =
. At time t = 0, the string is given a shape dened by y = x( x) and then
released. Find the displacement at any time t.
Solution
y
tt
= a
2
y
xx
(1.1.25)
(i) y(0, t) = 0, t > 0
(ii) y(, t) = 0
(iii) y
t
(x, 0) = 0 , 0 < x <
(iv) y(x, 0) = x( x) , 0 < x <
64
L[y
tt
] = L
_
a
2
y
xx
s
2
Y (x, s) sy(x, 0) y
t
(x, 0) = a
2
d
2
[Y (x, s)]
dx
2
where Y(x,s) = L[y(x,t)]
s
2
Y (x, s) sx( x) = a
2
d
2
[Y (x, s)]
dx
2
a
2
d
2
[Y (x, s)]
dx
2
s
2
Y (x, s) = sx( x)
a
2
D
2
Y (x, s) s
2
Y (x, s) = sx( x)
D
2
Y (x, s)
s
2
a
2
Y (x, s) = sx( x)
_
D
2
s
2
a
2
_
Y (x, s) =
sx
a
2
( x)
m
2
s
2
a
2
= 0
m
2
=
s
2
a
2
m =
s
a
C.F = Ae
s
a
x
+Be
s
a
x
65
P.I =
1
_
D
2
s
2
a
2
sx
a
2
( x)
=
1
s
2
a
2
_
1
D
2
a
2
s
2
sx
a
2
( x)
=
a
2
s
2
_
1
D
2
a
2
s
2
_
1
s
a
2
(x x
2
)
=
a
2
s
2
_
1 +
D
2
a
2
s
2
+...
_
s
a
2
(x x
2
)
=
a
2
s
2
_
s
a
2
(x x
2
) +
a
2
s
2
s
a
2
(2)
_
=

s
(x x
2
)
2a
2
s
3
Y (x, s) = Ae
s
a
x
+Be
s
a
x
+

s
(x x
2
)
2a
2
s
3
L[y(0, t)] = L[0] and L[y(, t)] = 0
Y (0, s) = 0 and Y (, s) = 0
y(0, s) = 0 Ae
0
+Be
0
2a
2
s
3
= 0
A+B =
2a
2
s
3
66
y(, s) = Ae
s
a
+Be
s
a
+

s
(
2
2
)
2a
2
s
3
Ae
s
a
+Be
s
a
2a
2
s
3
= 0
Ae
s
a
+Be
s
a
=
2a
2
s
3
Ae
2s
a

+B =
2a
2
e
s
a
s
3
Ae
2s
a

A =
2a
2
e
s
a
s
3

2a
2
s
3
Ae
s
a
Ae
s
a

=
2a
2
s
3

2a
2
e
s
a

s
3
A
_
e
s
a
e
s
a

_
=
2a
2
s
3
_
1 e
s
a

_
2Asinh
_
s
a
_
=
2a
2
s
3
_
1 e
s
a

_
Asinh
_
s
a
_
=
a
2
s
3
_
1 e
s
a

_
A =
a
2
s
3
sinh
_
s
a
_
_
1 e
s
a

_
a
2
s
3
sinh
_
s
a
_
_
1 e
s
a

_
+B =
2a
2
s
3
B =
2a
2
s
3

a
2
s
3
sinh
_
s
a
_
_
1 e
s
a

_
Y (x, s) =
a
2
s
3
sinh
_
s
a
_
_
1 e
s
a

_
e
s
a
x
+
2a
2
s
3

a
2
s
3
sinh
_
s
a
_
_
1 e
s
a

_
e
s
a
x
+

s
(x x
2
)
2a
2
s
3
L[y(x, t)] =
a
2
s
3
sinh
_
s
a
_
_
1 e
s
a

_
e
s
a
x
+
2a
2
s
3

a
2
s
3
sinh
_
s
a
_
_
1 e
s
a

_
e
s
a
x
+

s
(x x
2
)
2a
2
s
3
y(x, t) = L
1
_
a
2
s
3
sinh
_
s
a
_
_
1 e
s
a

_
e
s
a
x
+
2a
2
s
3

a
2
s
3
sinh
_
s
a
_
_
1 e
s
a

_
e
s
a
x
+

s
(x x
2
)
2a
2
s
3
_
67
1.1.4 Fourier Transform Formulae
(1) Fourier Transform of f(x) is F[f(x)] =
1
f(x)e
isx
d x = F(s).
(2) Inverse Fourier Transform of F[f(x)] is f(x) =
1
F[f(x)]e
isx
d
s.
(3) Fourier Cosine Transform of f(x) is F
C
[f(x)] =
_
2
_
0
f(x)cossx d x.
(4) Inverse Fourier Cosine Transform of F
C
[f(x)] is f(x) =
_
2
_
0
F
C
[f(x)]cossx
d s.
(5) Fourier Sine Transform of f(x) is F
S
[f(x)] =
_
2
_
0
f(x)sinsx d x.
(6) Inverse Fourier Sine Transform of F
S
[f(x)] is f(x) =
_
2
_
0
F
S
[f(x)]sinsx
d s.
(7) F
S
[f
(x)] = sF
C
[f(x)]
(8) F
C
[f
(x)] = sF
S
[f(x)] f(0)
(9) F
S
[f
(x)] = s
2
F
S
[f(x)] +sf(0)
(10) F
C
[f
(x)] = s
2
F
C
[f(x)] f
(0)
(11) F [u(x, t)] = U(s, t)
(12) F
_
d
n
f
dx
n
_
= (is)
n
F(s) if f, f
,...,f
n1
0 as x where F(s) =
F[f(x)].
(13) F
_

x
u(x, t)
_
= (is)U(s, t)
68
(14) F
_

2
x
2
u(x, t)
_
= (is)
2
U(s, t)
(15) F
_
t
u(x, t)
_
= U
t
(s, t)
(16) F
C
_

x
u(x, t)
_
=
(17) F
C
_

2
x
2
u(x, t)
_
= s
2
F
C
[u(x, t)], if u
x
(0, t) = 0.
(18) F
S
_

x
u(x, t)
_
=
(19) F
S
_

2
x
2
u(x, t)
_
= s
2
F
S
[u(x, t)], if u(0, t) = 0.
Remark 1.1.15 If u at x = 0 is given, then take Fourier sine transform and
if
u
x
at x = 0 is given, then take Fourier cosine transform.
Example 1.1.16 Solve the diusion equation
u
t
= K
2
u
x
2
, < x < ,
t > 0 with the conditions u(x, 0) = f(x) and
u
x
, u tend to zero as x tend to
.
Solution
u
t
= K
2
u
x
2
, < x < , t > 0 (1.1.26)
Here u = u(x, t). We know that the Fourier transform of u(x, t) = u(s, t) =
1
u(x, t)e
isx
d x. Hence taking Fourier transform of the given dier-
ential equation, we get KF[u
xx
] = F[u
t
]
69
K[(is)
2
u(s, t)] =
1
u
t
e
isx
dx
=
d
dt
_
_
_
1
u(x, t)e
isx
dx
_
_
_
=
d
dt
F[u(x, t)]
=
du(s, t)
dt
Ks
2
u(s, t) =
du(s, t)
dt
du(s, t)
u(s, t)
= Ks
2
dt
log[u(s, t)] = Ks
2
t +logA
log[u(s, t)] logA = Ks
2
t
log
_
u(s, t)
A
_
= Ks
2
t
u(s, t)
A
= e
Ks
2
t
u(s, t) = Ae
Ks
2
t
u(s, 0) = Ae
0
= A
Now,
u(x, 0) = f(x) F[u(x, 0)] = F[f(x)]
u(s, 0) = F(s)
A = F(s)
Hence
u(s, t) = F(s)e
Ks
2
t
F[u(x, t) = F(s)e
Ks
2
t
70
u(x, t) = F
1
_
F(s)e
Ks
2
t
_
= F
1
[F(s)] F
1
_
e
Ks
2
t
_
= f(x)
_
e
x
2
4Kt
2Kt
_
=
1
f()
_
e
(x)
2
4Kt
2Kt
_
d
Take =
x
2
Kt
. Then
(2
Kt) = x
= x 2
Kt
Also,
d
d
=
1
2
Kt
d = 2
Ktd
Hence
u(x, t) =
1
f(x 2
Kt)e
2
(2
Kt)d
=

2Kt
f(x 2
Kt)e
2
d
This is the required solution.
Example 1.1.17 Solve
u
t
= K
2
u
x
2
, t > 0 with the conditions u(x, 0) =
{
1if |x| < a
0if |x| > a
.
71
Solution
u
t
= K
2
u
x
2
, t > 0 (1.1.27)
Here u = u(x, t). We know that the Fourier transform of u(x, t) = u(s, t) =
1
u(x, t)e
isx
d x. Hence taking Fourier transform of the given dier-
ential equation, we get KF[u
xx
] = F[u
t
]
K[(is)
2
u(s, t)] =
1
u
t
e
isx
dx
=
d
dt
_
_
_
1
u(x, t)e
isx
dx
_
_
_
=
d
dt
F[u(x, t)]
=
du(s, t)
dt
Ks
2
u(s, t) =
du(s, t)
dt
du(s, t)
u(s, t)
= Ks
2
dt
log[u(s, t)] = Ks
2
t +logA
log[u(s, t)] logA = Ks
2
t
log
_
u(s, t)
A
_
= Ks
2
t
u(s, t)
A
= e
Ks
2
t
u(s, t) = Ae
Ks
2
t
72
u(s, 0) = Ae
0
= A
Now,
u(x, 0) = {
1if |x| < a
0if |x| > a
F[u(x, 0)] =
1
u(x, 0)e
isx
dx
F[u(x, 0)] =
1
2
a
_
a
e
isx
dx
u(s, 0) =
1
2
_
e
isx
is
_
a
a
u(s, 0) =
1
2
_
e
isa
e
isa
is
_
u(s, 0) =
1
2
_
2isin(as)
is
_
u(s, 0) =
_
sin(as)
s
_
A =
_
sin(as)
s
_
Hence
u(s, t) =
_
sin(as)
s
_
e
Ks
2
t
F[u(x, t)] =
_
sin(as)
s
_
e
Ks
2
t
73
u(x, t) = F
1
_
_
sin(as)
s
_
e
Ks
2
t
_
=
1
_
sin(as)
s
_
e
Ks
2
t
e
isx
ds
=
1
_
sin(as)
s
_
e
Ks
2
t
[cos(sx) isin(sx)]ds
=
1
_
_
_
_
sin(as)
s
_
e
Ks
2
t
cos(sx)ds i
_
sin(as)
s
_
e
Ks
2
t
sin(sx)ds
_
_
_
=
2
_
0
_
sin(as)
s
_
e
Ks
2
t
cos(sx)ds
u
t
= K
2
u
x
2
, x > 0 with the conditions u(x, 0) = e
x
,
u(0, t) = 0.
Solution
u
t
= K
2
u
x
2
, x > 0 (1.1.28)
Here u = u(x, t). We know that the Fourier sine transform of u(x, t) = u
S
(s, t)
=
_
0
u(x, t)sin(sx) d x. Hence taking Fourier sine transform of the given
dierential equation, we get KF
S
[u
xx
] = F
S
[u
t
]
74
K[(is)
2
u
S
(s, t)] =
1
_
0
u
t
sin(sx)dx
=
d
dt
_
_
_
1
_
0
u(x, t)sin(sx)dx
_
_
_
=
d
dt
F
S
[u(x, t)]
=
du
S
(s, t)
dt
Ks
2
u
S
(s, t) =
du
S
(s, t)
dt
du
S
(s, t)
u
S
(s, t)
= Ks
2
dt
log[u
S
(s, t)] = Ks
2
t +logA
log[u
S
(s, t)] logA = Ks
2
t
log
_
u
S
(s, t)
A
_
= Ks
2
t
u
S
(s, t)
A
= e
Ks
2
t
u
S
(s, t) = Ae
Ks
2
t
75
u
S
(s, 0) = Ae
0
= A
Now,
u(x, 0) = e
x
F
S
[u(x, 0)] = F
S
[e
x
]
F
S
[u(x, 0)] =
_
0
u(x, 0)sin(sx)dx
F
S
[u(x, 0)] =
_
0
e
x
sin(sx)dx
F
S
[u(x, 0)] =
_
e
x
1 +s
2
[(1)sin(sx) scos(sx)]
_
0
F
S
[u(x, 0)] =
_
0
e
0
1 +s
2
[(1)sin(0) scos(0)]
_
F
S
[u(x, 0)] =
_
0
1
1 +s
2
(s)
_
u
S
(s, 0) =
_
s
1 +s
2
_
A =
_
s
1 +s
2
_
Hence
u
S
(s, t) = Ae
Ks
2
t
F[u(x, t)] =
_
s
1 +s
2
_
e
Ks
2
t
u(x, t) = F
1
S
_
_
s
1 +s
2
_
e
Ks
2
t
_
=
_
0
_
s
1 +s
2
_
e
Ks
2
t
sin(sx)ds
=
2
_
0
_
s
1 +s
2
_
e
Ks
2
t
sin(sx)ds
76
u
t
=

2
u
x
2
, for x > 0, t > 0 with the conditions u(0, t)
= 0 for t > 0, u(x, 0) = {
1if 0 < x < 1
0if x 1
and u(x, t) is bounded.
Solution
u
t
=

2
u
x
2
, t > 0 (1.1.29)
S
(s, t)
=
_
0
dierential equation, we get F
S
[u
xx
] = F
S
[u
t
]
(s
2
)u
S
(s, t) =
_
0
u
t
sin(sx)dx
=
d
dt
_
_
_
_
0
u(x, t)sin(sx)dx
_
_
_
=
d
dt
F
S
[u(x, t)]
=
du
S
(s, t)
dt
77
s
2
u
S
(s, t) =
du
S
(s, t)
dt
du
S
(s, t)
u
S
(s, t)
= s
2
dt
log[u
S
(s, t)] = s
2
t +logA
log[u
S
(s, t)] logA = s
2
t
log
_
u
S
(s, t)
A
_
= s
2
t
u
S
(s, t)
A
= e
s
2
t
u
S
(s, t) = Ae
s
2
t
u
S
(s, 0) = Ae
0
= A
Now,
u(x, 0) = {
1if 0 < x < 1
0if x 1
F
S
[u(x, 0)] =
_
0
u(x, 0)sin(sx)dx
F
S
[u(x, 0)] =
1
_
0
sin(sx)dx
u
S
(s, 0) =
_
cos(sx)
s
_
1
0
u
S
(s, 0) =
_
cos(s) + 1
s
_
A =
_
1 cos(s)
s
_
Hence
u
S
(s, t) =
_
1 cos(s)
s
_
e
s
2
t
F
S
[u(x, t)] =
_
1 cos(s)
s
_
e
s
2
t
78
u(x, t) = F
1
S
_
_
1 cos(s)
s
_
e
s
2
t
_
=
_
0
_
1 cos(s)
s
_
e
s
2
t
sin(sx)ds
=
2
_
0
_
1 cos(s)
s
_
e
s
2
t
sin(sx)ds
u
t
= K
2
u
x
2
, 0 < x < , t > 0 with the conditions
u(x, 0) = 0, x 0,
u
x
(0, t) = a, is a constant and u(x, t) is bounded.
Solution
u
t
= K
2
u
x
2
, 0 < x < , t > 0. (1.1.30)
Here u = u(x, t). We know that the Fourier cosine transform of u(x, t) =
u
C
(s, t) =
_
0
u(x, t)cos(sx) d x. Hence taking Fourier cosine transform of
the given dierential equation, we get KF
C
[u
xx
] = F
C
[u
t
]
K
_
s
2
u
C
(s, t)
_
2
x
u(0, t)
_
=
_
2
_
0
u
t
cos(sx)dx
=
d
dt
_
_
_
_
2
_
0
u(x, t)cos(sx)dx
_
_
_
=
d
dt
F
C
[u(x, t)]
=
du
C
(s, t)
dt
79
K
_
s
2
u
C
(s, t)
_
2
(a)
_
=
du
C
(s, t)
dt
_
Ks
2
u
C
(s, t) +
_
2
Ka
_
=
du
C
(s, t)
dt
du
C
(s, t)
dt
+Ks
2
u
C
(s, t) =
_
2
Ka
This is linear equation in u
C
(s, t). Here P = Ks
2
and Q =
_
2Ka
.
Hence the integrating factor
I.F = e
Pdt
= e
Ks
2
dt
= e
Ks
2
t
u
C
(s, t)e
Pdt
=
_
_
Qe
Pdt
_
dt +C
u
C
(s, t)e
Ks
2
t
=
_
_
_
2
(Ka)e
Ks
2
t
_
dt +C
u
C
(s, t)e
Ks
2
t
=
_
2
(Ka)
_
e
Ks
2
t
Ks
2
_
+C
u
C
(s, t) =
_
2
_
a
s
2
_
+Ce
Ks
2
t
80
u
C
(s, 0) =
_
2
_
a
s
2
_
+Ce
0
=
_
2
_
a
s
2
_
+C
Now,
u(x, 0) = 0 F
C
[u(x, 0)] = 0
u
C
(s, 0) = 0
_
2
_
a
s
2
_
+C = 0
C =
_
2
_
a
s
2
_
Hence
u
C
(s, t) =
_
2
_
a
s
2
_
+Ce
Ks
2
t
F
C
[u(x, t)] =
_
2
_
a
s
2
_
+
_
_
2
_
a
s
2
_
_
e
Ks
2
t
F
C
[u(x, t)] =
_
2
_
a
s
2
_
_
_
2
_
a
s
2
_
_
e
Ks
2
t
F
C
[u(x, t)] =
_
2
_
a
s
2
__
1 e
Ks
2
t
_
u(x, t) = F
1
C
_
_
2
_
a
s
2
__
1 e
Ks
2
t
_
_
=
_
0
_
2
_
a
s
2
__
1 e
Ks
2
t
_
cos(sx)ds
=
2a
_
0
_
1
s
2
_
_
1 e
Ks
2
t
_
cos(sx)ds
Example 1.1.21 Find the temperature distribution in semi-innite bar with
its end point and the lateral surface insulated and with initial temperature
distribution in the bar is prescribed by f(x). Deduce the solution when f(x)
= e
ax
.
81
Solution
This problem is represented by one dimensional heat equation
u
t
= c
2
2
u
x
2
, 0 < x < , t > 0. (1.1.31)
with boundary condition u
x
(0, t) = 0 (insulated end) and with the initial con-
dition u(x, 0) = f(x) (given) for 0 < x < . Here u = u(x, t). We know that
the Fourier cosine transform of u(x, t) = u
C
(s, t) =
_
0
u(x, t)cos(sx) d x.
Hence taking Fourier cosine transform of the given dierential equation, we get
c
2
F
C
[u
xx
] = F
C
[u
t
]
c
2
_
s
2
u
C
(s, t)
_
2
x
u(0, t)
_
=
_
2
_
0
u
t
cos(sx)dx
=
d
dt
_
_
_
_
2
_
0
u(x, t)cos(sx)dx
_
_
_
=
d
dt
F
C
[u(x, t)]
=
du
C
(s, t)
dt
82
c
2
_
s
2
u
C
(s, t)
_
2
(0)
_
=
du
C
(s, t)
dt
du
C
(s, t)
u
C
(s, t)
= c
2
s
2
dt
log[u
C
(s, t)] = c
2
s
2
t +logA
log[u
C
(s, t)] logA = c
2
s
2
t
log
_
u
C
(s, t)
A
_
= c
2
s
2
t
u
C
(s, t)
A
= e
c
2
s
2
t
u
C
(s, t) = Ae
c
2
s
2
t
u
C
(s, 0) = Ae
0
= A
Now,
u(x, 0) = f(x) F
C
[u(x, 0)] = F
C
[f(x)]
F
C
[u(x, 0)] =
_
0
f(x)cos(sx)dx
u
C
(s, 0) =
_
0
f(x)cos(sx)dx
A =
_
0
f(x)cos(sx)dx
u
C
(s, t) = Ae
c
2
s
2
t
F[u(x, t)] =
_
_
_
0
f(x)cos(sx)dx
_
_
e
c
2
s
2
t
83
u(x, t) = F
1
C
_
_
_
_
_
0
f(x)cos(sx)dx
_
_
e
c
2
s
2
t
_
_
=
_
0
_
_
_
0
f(x)cos(sx)dx
_
_
e
c
2
s
2
t
cos(sx)ds
=
2
_
0
_
_
_
0
f(x)cos(sx)dx
_
_
e
c
2
s
2
t
cos(sx)ds
Suppose f(x) = e
ax
. Then,
u(x, t) =
2
_
0
_
_
_
0
e
ax
cos(sx)dx
_
_
e
c
2
s
2
t
cos(sx)ds
=
2
_
0
__
e
ax
a
2
+s
2
[(a)cos(sx) +ssin(sx)]
_
0
_
e
c
2
s
2
t
cos(sx)ds
=
2
_
0
_
0
_
e
0
a
2
+s
2
[(a)cos(0) +ssin(0)]
__
e
c
2
s
2
t
cos(sx)ds
=
2
_
0
__
1
a
2
+s
2
(a)
__
e
c
2
s
2
t
cos(sx)ds
=
2
_
0
_
a
a
2
+s
2
_
e
c
2
s
2
t
cos(sx)ds
u
t
= K
2
u
x
2
, 0 < x < , t > 0 under the conditions u
= u
0
at x = 0, t > 0 with the initial condition u(x, 0) = 0, for x 0.
Solution
u
t
= K
2
u
x
2
, x > 0 (1.1.32)
84
S
(s, t)
=
_
0
dierential equation, we get KF
S
[u
xx
] = F
S
[u
t
]
K
_
s
2
u
S
(s, t) +
_
2
su(0, t)
_
=
_
2
_
0
u
t
sin(sx)dx
=
d
dt
_
_
_
_
2
_
0
u(x, t)sin(sx)dx
_
_
_
=
d
dt
F
S
[u(x, t)]
=
du
S
(s, t)
dt
K
_
s
2
u
S
(s, t) +
_
2
su
0
_
=
du
C
(s, t)
dt
_
Ks
2
u
S
(s, t) +
_
2
Ksu
0
_
=
du
S
(s, t)
dt
du
S
(s, t)
dt
+Ks
2
u
S
(s, t) =
_
2
Ksu
0
This is linear equation in u
S
(s, t). Here P = Ks
2
and Q =
_
2
Ksu
0
.
Hence the integrating factor
I.F = e
Pdt
= e
Ks
2
dt
= e
Ks
2
t
85
u
S
(s, t)e
Pdt
=
_
_
Qe
Pdt
_
dt +C
u
S
(s, t)e
Ks
2
t
=
_
_
_
2
(Ksu
0
)e
Ks
2
t
_
dt +C
u
S
(s, t)e
Ks
2
t
=
_
2
(Ksu
0
)
_
e
Ks
2
t
Ks
2
_
+C
u
S
(s, t)e
Ks
2
t
=
_
2
(u
0
)
_
e
Ks
2
t
s
_
+C
u
S
(s, t) =
_
2
_
u
0
s
_
+Ce
Ks
2
t
u
S
(s, 0) =
_
2
_
u
0
s
_
+Ce
0
u
S
(s, 0) =
_
2
_
u
0
s
_
+C
Now,
u(x, 0) = 0 F
S
[u(x, 0)] = 0
u
S
(s, 0) = 0
_
2
_
u
0
s
_
+C = 0
C =
_
2
_
u
0
s
_
86
Hence
u
S
(s, t) =
_
2
_
u
0
s
_
+Ce
Ks
2
t
F
S
[u(x, t)] =
_
2
_
u
0
s
_
+
_
_
2
_
u
0
s
_
_
e
Ks
2
t
F
S
[u(x, t)] =
_
2
_
u
0
s
_
_
_
2
_
u
0
s
_
_
e
Ks
2
t
F
S
[u(x, t)] =
_
2
_
u
0
s
__
1 e
Ks
2
t
_
u(x, t) = F
1
S
_
_
2
_
u
0
s
__
1 e
Ks
2
t
_
_
=
_
0
_
2
_
u
0
s
__
1 e
Ks
2
t
_
sin(sx)ds
=
2u
0
_
0
_
1
s
_
_
1 e
Ks
2
t
_
sin(sx)ds
u
t
= K
2
u
x
2
, 0 < x < , t > 0 under the conditions
u(x, 0) = e
ax
, a > 0, u
x
(0, t) = 0, u
x
(x, t) = 0, t 0.
Solution
u
t
= K
2
u
x
2
, 0 < x < , t > 0. (1.1.33)
under the conditions u(x, 0) = e
ax
, a > 0, u
x
(0, t) = 0, U
x
(x, t) = 0, t 0.
Here u = u(x, t). In this problem, the ends of the bar have been insulated and
kept at zero temperature. We know that the Fourier cosine transform of u(x, t)
= u
C
(s, t) =
_
0
u(x, t)cos(sx) d x. Hence taking Fourier cosine transform
87
of the given dierential equation, we get KF
C
[u
xx
] = F
C
[u
t
]
K
_
s
2
u
C
(s, t)
_
2
x
u(0, t)
_
=
_
2
_
0
u
t
cos(sx)dx
=
d
dt
_
_
_
_
2
_
0
u(x, t)cos(sx)dx
_
_
_
=
d
dt
F
C
[u(x, t)]
=
du
C
(s, t)
dt
K
_
s
2
u
C
(s, t)
_
2
(0)
_
=
du
C
(s, t)
dt
du
C
(s, t)
u
C
(s, t)
= Ks
2
dt
log[u
C
(s, t)] = Ks
2
t +logA
log[u
C
(s, t)] logA = Ks
2
t
log
_
u
C
(s, t)
A
_
= Ks
2
t
u
C
(s, t)
A
= e
Ks
2
t
u
C
(s, t) = Ae
Ks
2
t
88
u
C
(s, 0) = Ae
0
= A
Now,
u(x, 0) = e
ax
F
C
[u(x, 0)] = F
C
[e
ax
]
F
C
[u(x, 0)] =
_
0
e
ax
cos(sx)dx
u
C
(s, 0) =
_
e
ax
a
2
+s
2
[(a)cos(sx) +ssin(sx)]
_
0
A =
_
0
e
0
a
2
+s
2
[(a)cos(0) +ssin(0)]
_
A =
1
a
2
+s
2
(a)
_
A =
_
a
a
2
+s
2
_
u
C
(s, t) = Ae
Ks
2
t
F[u(x, t)] =
_
a
a
2
+s
2
_
e
Ks
2
t
u(x, t) = F
1
C
_
_
a
a
2
+s
2
_
e
Ks
2
t
_
=
_
0
_
a
a
2
+s
2
_
e
Ks
2
t
cos(sx)ds
=
2a
_
0
_
1
a
2
+s
2
_
e
Ks
2
t
cos(sx)ds
Example 1.1.24 Determine the temperature distribution in semi-innite medium
x 0 when the end x = 0 is maintained at zero temperature and the initial
temperature distribution is f(x).
89
Solution
This problem is represented by one dimensional heat equation
u
t
= K
2
u
x
2
, 0 < x < , t > 0. (1.1.34)
under the conditions u(x, 0) = f(x) (given) for 0 < x < , u(0, t) = 0 and
u and u
x
both tend to zero as x . Here u = u(x, t). We know that
the Fourier sine transform of u(x, t) = u
C
(s, t) =
_
0
u(x, t)sin(sx) d x.
Hence taking Fourier sine transform of the given dierential equation, we get
KF
S
[u
xx
] = F
S
[u
t
]
K
_
s
2
u
S
(s, t)
_
2
x
u(0, t)
_
=
_
2
_
0
u
t
sin(sx)dx
=
d
dt
_
_
_
_
2
_
0
u(x, t)sin(sx)dx
_
_
_
=
d
dt
F
S
[u(x, t)]
=
du
S
(s, t)
dt
90
K
_
s
2
u
S
(s, t)
_
2
(0)
_
=
du
S
(s, t)
dt
du
S
(s, t)
u
S
(s, t)
= Ks
2
dt
log[u
S
(s, t)] = Ks
2
t +logA
log[u
S
(s, t)] logA = Ks
2
t
log
_
u
S
(s, t)
A
_
= Ks
2
t
u
S
(s, t)
A
= e
Ks
2
t
u
S
(s, t) = Ae
Ks
2
t
u
S
(s, 0) = Ae
0
= A
Now,
u(x, 0) = f(x) F
S
[u(x, 0)] = F
S
[f(x)]
F
S
[u(x, 0)] =
_
0
f(x)sin(sx)dx
u
S
(s, 0) =
_
0
f(x)sin(sx)dx
A =
_
0
f(x)sin(sx)dx
u
S
(s, t) = Ae
Ks
2
t
F
S
[u(x, t)] =
_
_
_
0
f(x)sin(sx)dx
_
_
e
Ks
2
t
91
u(x, t) = F
1
S
_
_
_
_
_
0
f(x)sin(sx)dx
_
_
e
Ks
2
t
_
_
=
_
0
_
_
_
0
f(x)sin(sx)dx
_
_
e
Ks
2
t
cos(sx)ds
=
2
_
0
_
_
_
0
f(x)sin(sx)dx
_
_
e
Ks
2
t
cos(sx)ds
92
Chapter 2
Elliptic Equations
2.1 Laplace Equation
Example 2.1.1 Solve the following boundary value problem in the half plane
y > 0, described by the partial dierential equation u
xx
+u
yy
= 0, < x <
, y > 0 with the boundary conditions u(x, 0) = f(x), < x < , u is
bounded as y , u and u
x
both vanishes as |x| .
Solution
Let the given the partial dierential equation be
u
xx
+u
yy
= 0, < x < , y > 0
Since x has an innite range of values, we take Fourier transform on both sides
to the given partial dierential equation in the variable x. Therefore, we have
F[u
xx
] + [u
yy
] = 0
u
xx
e
isx
dx +
1
u
yy
e
isx
dx = 0
e
isx
d[u
x
] +
1
2
u
y
2
_
e
isx
dx = 0
2
_
_
_
_
e
isx
u
x
u
x
_
e
isx
(is)
_
dx
_
_
_
+
_
d
2
dy
2
_
1
2
_
_
_
ue
isx
dx
_
_
_
= 0
93
94
2
_
_
_
0 (is)
u
x
_
e
isx
_
dx
_
_
_
+
_
d
2
dy
2
_
F[u(x, y)] = 0
2
(is)
_
e
isx
_
d(u)
+
_
d
2
dy
2
_
F[u(x, y)] = 0
2
(is)
_
_
_
_
e
isx
u
u
_
e
isx
(is)
_
dx
_
_
_
+
_
d
2
dy
2
_
F[u(x, y)] = 0
2
(is)
_
_
_
[0 0] (is)
ue
isx
dx
_
_
_
+
_
d
2
dy
2
_
F[u(x, y)] = 0
(is)
2
1
ue
isx
dx +
_
d
2
dy
2
_
F[u(x, y)] = 0
s
2
F[u(x, y)] +
_
d
2
dy
2
_
F[u(x, y)] = 0
_
d
2
dy
2
_
U(s, y) s
2
U(s, y) = 0
_
D
2
s
2
_
U(s, y) = 0
where U(s, y) = F[u(x, y)].
m
2
s
2
= 0
m
2
= s
2
m = s
95
U(s, y) = A(s)e
sy
+B(s)e
sy
.
Since u must be bounded as y , its Fourier transform U(s, y) also should
be bounded. Hence we have A(s) = 0 for s > 0 and B(s) = 0 for s < 0.
Therefore, U(s, y) = B(s)e
sy
for s > 0 and U(s, y) = A(s)e
sy
for s < 0.
Consequently, U(s, y) = Ke
|s|y
.
U(s, 0) = Ke
0
= K
Now,
u(x, 0) = f(x) F[u(x, 0)] = F[f(x)]
U(s, 0)] = F[F(x)]
K = F[f(x)]
U(s, y) = F[f(x)]e
|s|y
Hence,
U(s, y) =
_
_
1
f(x)e
isx
dx
_
_
e
|s|y
F[u(x, y)] =
1
_
f(x)e
|s|y
_
e
isx
dx
u(x, y) = F
1
_
_
_
1
_
f(x)e
|s|y
_
e
isx
dx
_
_
_
u(x, y) =
1
_
_
_
1
_
f()e
|s|y
_
e
is
d
_
_
_
e
isx
ds
u(x, y) =
1
2
f()d
_
_
_
e
is(x)|s|y
ds
_
_
_
96
Now,
e
is(x)|s|y
ds =
0
_
e
is(x)|s|y
ds +
_
0
e
is(x)|s|y
ds
=
0
_
e
is(x)+sy
ds +
_
0
e
is(x)sy
ds
=
0
_
e
s[i(x)+y]
ds +
_
0
e
s[i(x)+y]
ds
=
_
e
s[i(x)+y]
i( x) +y
_0
+
_
e
s[i(x)+y]
[i(x ) +y]
_
0
=
1
i( x) +y
0 + 0
1
[i(x ) +y]
=
1
i( x) +y
+
1
i(x ) +y
=
i(x ) +y +i( x) +y
[i( x) +y][i(x ) +y]
=
ix i +y +i ix +y
[y +i( x)][y i( x)}]
=
2y
y
2
+ ( x)
2
Therefore,
u(x, y) =
1
2
f()d
_
2y
y
2
+ ( x)
2
_
=
y
_
f()
y
2
+ ( x)
2
_
d
Example 2.1.2 Solve u
xx
+ u
yy
= 0, y > 0 subject to the conditions u and
u
x
0 as x
2
+y
2
, u(x, 0) = {
1if|x| < 1
0if|x| > 1
97
Solution
u
xx
+u
yy
= 0, , y > 0
F[u
xx
] + [u
yy
] = 0
u
xx
e
isx
dx +
1
u
yy
e
isx
dx = 0
e
isx
d[u
x
] +
1
2
u
y
2
_
e
isx
dx = 0
2
_
_
_
_
e
isx
u
x
u
x
_
e
isx
(is)
_
dx
_
_
_
+
_
d
2
dy
2
_
1
2
_
_
_
ue
isx
dx
_
_
_
= 0
2
_
_
_
0 (is)
u
x
_
e
isx
_
dx
_
_
_
+
_
d
2
dy
2
_
F[u(x, y)] = 0
2
(is)
_
e
isx
_
d(u)
+
_
d
2
dy
2
_
F[u(x, y)] = 0
98
2
(is)
_
_
_
_
e
isx
u
u
_
e
isx
(is)
_
dx
_
_
_
+
_
d
2
dy
2
_
F[u(x, y)] = 0
2
(is)
_
_
_
[0 0] (is)
ue
isx
dx
_
_
_
+
_
d
2
dy
2
_
F[u(x, y)] = 0
(is)
2 1
ue
isx
dx
+
_
d
2
dy
2
_
F[u(x, y)] = 0
s
2
F[u(x, y)] +
_
d
2
dy
2
_
F[u(x, y)] = 0
_
d
2
dy
2
_
U(s, y) s
2
U(s, y) = 0
_
D
2
s
2
_
U(s, y) = 0
m
2
s
2
= 0
m
2
= s
2
m = s
U(s, y) = A(s)e
sy
+B(s)e
sy
.
Since u must be bounded as y , its Fourier transform U(s, y) also should
be bounded. Hence we have A(s) = 0 for s > 0 and B(s) = 0 for s < 0.
Therefore, U(s, y) = B(s)e
sy
for s > 0 and U(s, y) = A(s)e
sy
for s < 0.
Consequently, U(s, y) = Ke
|s|y
.
U(s, 0) = Ke
0
= K
U(s, y) = U(s, 0)e
|s|y
.
F[u(x, y)] = U(s, 0)e
|s|y
.
99
u(x, y) = F
1
_
U(s, 0)e
|s|y
.
u(x, y) = F
1
[U(s, 0)] F
1
_
e
|s|y
.
u(x, y) = u(x, 0)] F
1
_
e
|s|y
.
Now,
F
1
_
e
|s|y
_
=
1
e
|s|y
e
isx
ds
=
1
e
|s|y
{cos(sx) isin(sx)} ds
=
1
2
_
_
e
|s|y
cos(sx)ds i
e
|s|y
sin(sx)ds
_
_
=
2
2
_
_
_
0
e
sy
cos(sx)ds
_
_
=
_
2
_
e
sy
x
2
+y
2
{(y)cos(sx) (s)sin(sx)}
_
0
=
_
2
_
0
1
x
2
+y
2
(y)
_
=
_
2
_
y
x
2
+y
2
_
100
Therefore,
u(x, y) =u(x, 0)
_
2
_
y
x
2
+y
2
_
=
1
u(x, 0)
_
2
_
y
(x t)
2
+y
2
_
dt
=
y
u(x, 0)
_
1
(x t)
2
+y
2
_
dt
=
y
1
_
1
_
1
(x t)
2
+y
2
_
dt
=
y
1
_
1
_
1
(x t)
2
+y
2
_
d(x t)
=
y
_
tan
1
_
x t
y
__
1
1
=
y
_
tan
1
_
x 1
y
_
tan
1
_
x + 1
y
__
=
y
_
tan
1
_
x + 1
y
_
tan
1
_
x 1
y
__
Example 2.1.3 Solve u
xx
+u
yy
= 0 subject to the conditions u(x, 0) = f(x),
u
y
= 0 at y = 0.
Solution
u
xx
+u
yy
= 0.
101
F[u
xx
] + [u
yy
] = 0
u
xx
e
isx
dx +
1
u
yy
e
isx
dx = 0
e
isx
d[u
x
] +
1
2
u
y
2
_
e
isx
dx = 0
2
_
_
_
_
e
isx
u
x
u
x
_
e
isx
(is)
_
dx
_
_
_
+
_
d
2
dy
2
_
1
2
_
_
_
ue
isx
dx
_
_
_
= 0
2
_
_
_
0 (is)
u
x
_
e
isx
_
dx
_
_
_
+
_
d
2
dy
2
_
F[u(x, y)] = 0
2
(is)
_
e
isx
_
d(u)
+
_
d
2
dy
2
_
F[u(x, y)] = 0
2
(is)
_
_
_
_
e
isx
u
u
_
e
isx
(is)
_
dx
_
_
_
+
_
d
2
dy
2
_
F[u(x, y)] = 0
2
(is)
_
_
_
[0 0] (is)
ue
isx
dx
_
_
_
+
_
d
2
dy
2
_
F[u(x, y)] = 0
(is)
2 1
ue
isx
dx
+
_
d
2
dy
2
_
F[u(x, y)] = 0
102
s
2
F[u(x, y)] +
_
d
2
dy
2
_
F[u(x, y)] = 0
_
d
2
dy
2
_
U(s, y) s
2
U(s, y) = 0
_
D
2
s
2
_
U(s, y) = 0
m
2
s
2
= 0
m
2
= s
2
m = s
U(s, y) = A(s)e
sy
+B(s)e
sy
.

y
U(s, y) = sA(s)e
sy
+ (s)B(s)e
sy
.

y
U(s, y) = sA(s)e
sy
sB(s)e
sy
.

y
U(s, 0) = sA(s) sB(s).
0 = s[A(s) B(s)].
0 = A(s) B(s).
A(s) =B(s).
Therefore,
U(s, y) = A(s)e
sy
+A(s)e
sy
= A(s)
_
e
sy
+e
sy
U(s, 0) = A(s)[1 + 1]
U(s, 0) = 2A(s)
A(s) =
1
2
[U(s, 0)]
103
Hence,
U(s, y) =
1
2
_
U(s, 0)
_
e
sy
+e
sy
_
F[u(x, y)] =
1
2
_
U(s, 0)
_
e
sy
+e
sy
_
u(x, y) = F
1
_
1
2
_
U(s, 0)e
i
2
sy
+U(s, 0)e
i
2
sy
_
_
u(x, y) =
1
2
_
F
1
_
U(s, 0)e
is(iy)
_
+F
1
_
U(s, 0)e
is(iy)
__
u(x, y) =
1
2
_
F
1
{U(s iy, 0)} +F
1
{U(s +iy, 0)}
u(x, y) =
1
2
[u(x iy, 0) +u(x +iy, 0)]
u(x, y) =
1
2
[f(x iy) +f(x +iy)]
Example 2.1.4 Solve the Laplaces equation in the semi innite strip shown
in the Figure:
Solution
Let the Laplace equation be
u
xx
+u
yy
= 0.
Here the boundary conditions are
(i) u(0, y) = 0 for 0 < y < b
104
(ii) u(x, b) = 0 for 0 < x <
(iii) u(x, 0) = e
ax
with a > 0.
The region is 0 < x < , 0 < y < b. Taking Fourier sine transform on both
sides to the given partial dierential equation in the variable x, we have
F
S
[u
xx
+u
yy
] = 0
F
S
[u
xx
] +F
S
[u
yy
] = 0
s
2
F
S
[u(x, y)] +su(0, y) +
_
d
2
dy
2
_
F
S
[u(x, y)] = 0
s
2
F
S
[u(x, y)] +
_
d
2
dy
2
_
F
S
[u(x, y)] = 0
_
d
2
dy
2
_
U(s, y) s
2
U(s, y) = 0
_
D
2
s
2
_
U(s, y) = 0
where U(s, y) = F
S
[u(x, y)].
m
2
s
2
= 0
m
2
= s
2
m = s
U(s, y) =
A(s)+B(s)
2
e
sy
+
A(s)B(s)
2
e
sy
.
U(s, y) =
A(s)
2
{e
sy
+e
sy
} +
B(s)
2
{e
sy
e
sy
}.
U(s, y) = A(s)cosh(sy) +B(s)sinh(sy).
U(0, y) = A(s).
Therefore,
u(0, y) = 0 F
S
[u(0, y)] = 0
A(s) = 0
B(s) = A(s)
U(s, y) = A(s)e
sy
A(s)e
sy
U(s, y) = A(s) [e
sy
e
sy
]
105
U(s, y) = 2A(s)sinh(sy)
U(s, 0) = 2A(s)sinh(0)
Hence,
u(x, 0) = e
ax
F
S
[u(x, 0)] = F
S
[e
ax
]
F
S
[u(x, 0)] =
_
0
e
ax
sin(sx)dx
U(s, 0) =
_
e
ax
a
2
+s
2
[(a)sin(sx) scos(sx)]
_
0
A =
_
0
e
0
a
2
+s
2
[(a)sin(0) scos(0)]
_
A =
1
a
2
+s
2
(s)
_
A =
_
s
a
2
+s
2
_
U(s, y) =
1
2
_
U(s, 0)
_
e
sy
+e
sy
_
F[u(x, y)] =
1
2
_
U(s, 0)
_
e
sy
+e
sy
_
u(x, y) = F
1
_
1
2
_
U(s, 0)e
i
2
sy
+U(s, 0)e
i
2
sy
_
_
u(x, y) =
1
2
_
F
1
_
U(s, 0)e
is(iy)
_
+F
1
_
U(s, 0)e
is(iy)
__
u(x, y) =
1
2
_
F
1
{U(s iy, 0)} +F
1
{U(s +iy, 0)}
u(x, y) =
1
2
[u(x iy, 0) +u(x +iy, 0)]
u(x, y) =
1
2
[f(x iy) +f(x +iy)]
106
Chapter 3
Calculus of Variations
3.1 Calculus of Variations
Denition 3.1.1 Let y
0
, y
1
, y
2
,..., y
n
be functions of a single variable x dened
in the interval (a, b) and S be a set of these functions. Then any quantity
which takes a denite value corresponding to the functions in S is said to be a
functional.
Example 3.1.2 (a)
b
_
a
y(x)dx
(b)
b
_
a
y(x)y
(x)dx
(c) f [y(x)]
Thus a functional is a kind of function where the independent variable itself is a
function. The calculus of variation is concerned with maximizing or minimizing
functionals.
3.2 The variational problem:
We shall determine a function y(x) which makes the functional I =
x
2
_
x
1
f(x, y, y
)dx
stationary and which satises the boundary conditions y(x
1
) = y
1
and y(x
2
)
= y
2
. This is called the simplest variational problem.
3.2.1 Euler-Lagrange Equation
Theorem 3.2.1 A necessary condition for I =
x
2
_
x
1
f(x, y, y
)dx to be an ex-
tremum is that
f
y

d
dx
_
f
y
_
= 0. (3.2.1)
107
108
This is called Euler-Lagrange equation.
Proof. Let y(x) be the actual function which makes
I =
x
2
_
x
1
f(x, y, y
)dx (3.2.2)
to be an extremum and which satises the boundary conditions
y(x
1
) = y
1
and y(x
2
) = y
2
(3.2.3)
Choose an arbitrary dierentiable function (x) such that (x
1
) = 0, (x
2
) =
0.
Consider y +, for any parameter . Clearly
(y +)(x
1
) = y(x
1
) +(x
1
)
= y
1
+ 0
= y
1
Also
(y +)(x
2
) = y(x
2
) +(x
2
)
= y
2
+ 0
= y
2
Therefore, y + satises the equation (3.2.3). Hence replacing y by y + in
(3.2.2), we get
I() =
x
2
_
x
1
f(x, y +, y
)dx (3.2.4)
Clearly I() is a function of the parameter . When = 0, we have I() =
x
2
_
x
1
f(x, y, y
)dx = I.
Hence to nd the stationary value of I, it is enough if we nd the stationary
value of I() given by (3.2.4) when = 0.
109
Now the necessary condition for the stationary value of I() is that the rst
derivative of I() w.r.to must be zero. i.e.
d
d
I() = 0 Therefore,
d
d
_
_
_
x
2
_
x
1
f(x, y +, y
)dx
_
_
_
= 0
d
d
_
_
_
x
2
_
x
1
f
dx
_
_
_
= 0 where f
= f(x, y +, y
x
2
_
x
1
{f
} dx = 0
x
2
_
x
1
_
f
y
y
+
f
_
dx = 0
x
2
_
x
1
_
f
y
+
f
_
dx = 0
Since f
f as 0, we have
x
2
_
x
1
_
f
y
+
f
y
_
dx = 0
x
2
_
x
1
f
y
dx +
x
2
_
x
1
f
y
dx = 0
x
2
_
x
1
f
y
dx +
x
2
_
x
1
f
y
d ((x)) = 0
x
2
_
x
1
f
y
dx +
_
f
y
(x)
_
x2
x1
x
2
_
x
1
(x)
d
dx
_
f
y
_
dx = 0
110
x
2
_
x
1
f
y
dx +
f
y
(x
2
)
f
y
(x
1
)
x
2
_
x
1
(x)
d
dx
_
f
y
_
dx = 0
x
2
_
x
1
f
y
dx
x
2
_
x
1
(x)
d
dx
_
f
y
_
dx = 0 since (x
1
) = (x
2
) = 0
x
2
_
x
1
_
f
y
(x) (x)
d
dx
_
f
y
__
dx = 0
x
2
_
x
1
_
f
y

d
dx
_
f
y
__
(x)dx = 0 for every (x)
Hence
f
y

d
dx
_
f
y
_
= 0
This is known as Euler-Lagrange equation.
3.2.2 Other forms of Euler Equation
(a) Suppose
I =
x
2
_
x
1
f(x, y, y
)dx (3.2.5)
is stationary. Then y(x) satisfy the Euler-Lagrange equation
f
y

d
dx
_
f
y
_
= 0 (3.2.6)
Clearly f is a function of x, y, y
. Therefore,
f
y

_

x
_
f
y
_
dx
dx
+

y
_
f
y
_
dy
dx
+

y
_
f
y
_
dy
dx
_
= 0
f
y

2
f
xy

2
f
yy

2
f
y
2
= 0 (3.2.7)
where
f
y
is a function of x, y and y
.
This is the second order dierential equation. Its general solution contains
two arbitrary constants which can be found so as to satisfy the boundary
condition. Every solution of this equation tting the boundary conditions
is called an extremal or stationary function of the minimum problem.
111
(b)
d
dx
_
f y
f
y
f
x
= 0 (3.2.8)
where f is a function of x, y and y
.
Remark 3.2.2 (a) Suppose that f is independent of x. Then
f
x
= 0. Con-
sequently, Equation (3.2.8) becomes
d
dx
_
f y
f
y
_
= 0.
Integrating w.r.to x, we have f y
f
y
= constant. This gives the solu-

tion.
(b) Suppose that f is independent of y. Then
f
y
= 0. Consequently, Equa-
tion (3.2.1) becomes
d
dx
_
f
y
_
= 0.
Integrating w.r.to x, we have
f
y
= constant. This gives the solution.

(c) Suppose that f is independent of y
. Then
f
y
= 0. Consequently, Equa-
tion (3.2.1) becomes
f
y
= 0 which gives the desired solution.
(d) Suppose that f is independent of x and y. Then
f
x
= 0,
f
y
= 0,

2
f
xy
= 0 and

2
f
yy
= 0. Consequently, Equation (3.2.7) becomes y

2
f
y
2
= 0.
Hence y
= 0 or

2
f
y
2
= 0.
Suppose that

2
f
y
2
= 0. Then y
= 0.
d
2
y
dx
2
= 0
d
dx
_
dy
dx
_
= 0
dy
dx
= a, a is a constant. Once again inte-
grating w.r.to x, we have y = ax +b. This gives the solution.
Example 3.2.3 Find the extremals of the functional
x
1
_
x
0
y
2
x
3
dx
Solution
Let f =
y
2
x
3
. Clearly f is independent of y. Therefore,
f
y
= 0. Consequently,
112
Euler equation (3.2.1) becomes
d
dx
_
f
y
_
= 0
d
dx
_
_
_
y
2
x
3
_
y
_
_
= 0
d
dx
_
2y
x
3
_
= 0
x
3
(2y
) 2y
(3x
2
)
(x
3
)
2
= 0
2x
2
(xy
3y
)
x
6
= 0
2 (xy
3y
)
x
4
= 0
xy
3y
= 0
xy
= 3y
=
3
x
dy
dx
y
=
3
x
113
_ _
dy
_
=
_ _
3
x
_
dx
logy
= 3logx +logc
logy
= logx
3
+logc
logy
= log(x
3
c)
y
= x
3
c
dy
dx
= x
3
c
dy = x
3
cdx
y = c
_
x
4
4
_
+k
This is the required extremal.
x
1
_
x
0
{y
2
+2xyy
}dx with
y(x
0
) = y
0
and y(x
1
) = y
1
Solution
Let f = y
2
+2xyy
. Now the functional takes extremum if it satises the Euler

equation
f
y

d
dx
_
f
y
_
= 0.
Therefore,
(y
2
+ 2xyy
)
y

d
dx
_
(y
2
+ 2xyy
)
y
_
= 0
2y + 2xy
d
dx
(2xy) = 0
2y + 2xy
2[xy
+y] = 0
2y + 2xy
2xy
2y = 0
0 = 0
114
It is true for all y(x). Therefore, the integrand is an exact dierential and the
integrand does not depend on the path of the integration.
v[y(x)] =
x
1
_
x
0
{y
2
+ 2xyy
}dx
=
x
1
_
x
0
d{xy
2
}
= {xy
2
}
x1
x0
= xy
2
(x
1
) xy
2
(x
0
)
= xy
2
1
xy
2
0
Hence the variational problem is meaningless.
x
1
_
x
0
{y
2
+y
2
2ysin(x)}dx.
Solution
Let f = y
2
+y
2
2ysin(x). Now the functional takes extremum if it satises
the Euler equation
f
y

d
dx
_
f
y
_
= 0.
Therefore,
(y
2
+y
2
2ysin(x))
y

d
dx
_
(y
2
+y
2
2ysin(x))
y
_
= 0
2y 2sin(x)
d
dx
(2y
) = 0
2y 2sin(x) 2y
= 0
y sin(x) y
= 0
y
y = sin(x)
(D
2
1)y = sin(x)
115
m
2
1 = 0
m
2
= 1
m = 1
C.F = Ae
x
+Be
x
The particular integral is
P.I =
1
D
2
1
sin(x)
=
1
1 1
sin(x)
=
1
2
sin(x)
y = C.F +P.I
= Ae
x
+Be
x
+
1
2
sin(x)
This is the required extremum.
x
1
_
x
0
{y
2
y
2
2ysin(x)}dx.
Solution
Let f = y
2
y
2
2ysin(x). Now the functional takes extremum if it satises
the Euler equation
f
y

d
dx
_
f
y
_
= 0.
116
Therefore,
(y
2
y
2
2ysin(x))
y

d
dx
_
(y
2
y
2
2ysin(x))
y
_
= 0
2y 2sin(x)
d
dx
(2y
) = 0
2y 2sin(x) + 2y
= 0
y sin(x) +y
= 0
y
+y = sin(x)
(D
2
+ 1)y = sin(x)
m
2
+ 1 = 0
m
2
= 1
m = i
C.F = Acos(x) +Bsin(x)
P.I =
1
D
2
+ 1
sin(x)
=
1
1 + 1
sin(x)
=
1
0
sin(x)
=
x
2D
sin(x)
=
x
2
[cos(x)]
117
y = C.F +P.I
= Acos(x) +Bsin(x)
x
2
cos(x)
x
1
_
x
0
{y
2
+y
2
+2ye
x
}dx.
Solution
Let f = y
2
+y
2
+ 2ye
x
. Now the functional takes extremum if it satises the
Euler equation
f
y

d
dx
_
f
y
_
= 0.
Therefore,
(y
2
+y
2
+ 2ye
x
)
y

d
dx
_
(y
2
+y
2
+ 2ye
x
)
y
_
= 0
2y + 2e
x
d
dx
(2y
) = 0
2y + 2e
x
2y
= 0
y +e
x
y
= 0
y
y = e
x
(D
2
1)y = e
x
m
2
1 = 0
m
2
= 1
m = 1
C.F = Ae
x
+Be
x
118
P.I =
1
D
2
1
e
x
=
1
1 1
e
x
=
1
0
e
x
=
x
2D
e
x
=
x
2
e
x
y = C.F +P.I
= Ae
x
+Be
x
+
x
2
e
x
x
1
_
x
0
{y
2
+2yy
+16y
2
}dx.
Solution
Let f = y
2
+ 2yy
+ 16y
2
. Now the functional takes extremum if it satises
the Euler equation
f
y

d
dx
_
f
y
_
= 0.
119
Therefore,
(y
2
+ 2yy
+ 16y
2
)
y

d
dx
_
(y
2
+ 2yy
+ 16y
2
)
y
_
= 0
2y
+ 32y
d
dx
(2y
+ 2y) = 0
2y
+ 32y [2y
+ 2y
] = 0
2y
+ 32y 2y
2y
= 0
32y 2y
= 0
y
16y = 0
(D
2
16)y = 0
m
2
16 = 0
m
2
= 16
m = 4
y = Ae
4x
+Be
4x
Example 3.2.9 Prove that the shortest distance between two points in a plane
is a straight line.
Solution: Let A(x
1
, y
1
) and B(x
2
, y
2
) be the given points and s be the arc
length of a curve connecting them. Then s =
x
2
_
x
1
ds =
x
2
_
x
1
_
1 +y
2
dx.
Let f =
_
1 +y
2
.
Now s will be minimum if s satises the Euler equation
f
y

d
dx
_
f
y
_
= 0.
120
Clearly f is independent of y. Therefore,
f
y
= 0. Consequently, we have
d
dx
_
f
y
_
= 0.
d
dx
_
1
2
(1 +y
2
)
1
2
1
2y
_
= 0.
d
dx
_
(1 +y
2
)
1
2
y
_
= 0.
d
dx
_
y
(1 +y
2
)
1
2
_
= 0.
(1 +y
2
)
1
2
= a, a is a constant.
y
2
(1 +y
2
)
= a
2
.
1 +y
2
y
2
=
1
a
2
.
1
y
2
+ 1 =
1
a
2
1
y
2
=
1
a
2
1
y
2
=
a
2
1 a
2
y
= m, m is a constant
dy
dx
= m
dy = m d x
y = mx +c
This is the equation of the straight line.
Example 3.2.10 Find the curve passing through the points (x
1
, y
1
) and (x
2
, y
2
)
which when rotated about the x-axis gives a minimum surface area.
Solution
The surface area of the curve passing through the points (x
1
, y
1
) and (x
2
, y
2
)
which when rotated about the x-axis is represented by the following diagram.
121
Hence the surface area S =
x
2
_
x
1
2yds = 2
x
2
_
x
1
y
_
1 +y
2
dx
Let f = y
_
1 +y
2
.
Now the surface area S will be minimum if S satises the Euler equation
f
y

d
dx
_
f
y
_
= 0.
Clearly f is independent of x. Therefore,
f
x
= 0.
d
dx
_
f y
f
y
_
= 0
f y
f
y
= a, a is constant
y
_
1 +y
2
y
_
y
_
1 +y
2
_
= a
y
_
1 +y
2
y
y
_
1
2
_
(1 +y
2
)
1
2
1
(2y
) = a
y
_
1 +y
2
y
2
y(1 +y
2
)
1
2
= a
y
_
1 +y
2
y
2
y
(1 +y
2
)
1
2
= a
122
y(1 +y
2
) y
2
y
(1 +y
2
)
1
2
= a
y
(1 +y
2
)
1
2
(1 +y
2
y
2
) = a
y
(1 +y
2
)
1
2
= a
y
2
1 +y
2
= a
2
y
2
= (1 +y
2
)a
2
y
2
a
2
= 1 +y
2
y
2
=
y
2
a
2
1
y
2
=
y
2
a
2
a
2
y
=
_
y
2
a
2
a
dy
dx
=
_
y
2
a
2
a
dy
_
y
2
a
2
=
dx
a
_
_
dy
_
y
2
a
2
_
=
_ _
dx
a
_
cosh
1
_
y
a
_
=
x
a
+c
123
cosh
1
_
y
a
_
=
x +ac
a
cosh
1
_
y
a
_
=
x +k
a
y
a
= cosh
_
x +k
a
_
y = acosh
_
x +k
a
_
This is the catenary.
Example 3.2.11 Find the path on which a particle in the absence of friction,
will slide from one point to another in the shortest time under the action of
gravity.
Solution
Let the particle start sliding on the curve OP
1
from O with zero velocity. At
time t, let the particle be at P(x, y) such that arc OP = s. We know that Work
done in moving the particle O to P = Kinetic Energy at P Kinetic Energy
at O
mgy =
1
2
(m)
_
ds
dt
_
2
0
mgy =
1
2
(m)
_
ds
dt
_
2
2gy =
_
ds
dt
_
2
ds
dt
=
_
2gy
dt =
ds
2gy
124
Therefore, the time taken by the particle to move from O to P
1
is
T =
T
_
0
dt
=
x
1
_
0
ds
2gy
=
1
2g
x
1
_
0
_
1 +y
2
y
dx
Let f =
1+y
2
y
.
Now T will be minimum if T satises the Euler equation
f
y

d
dx
_
f
y
_
= 0.
f
x
= 0.
d
dx
_
f y
f
y
_
= 0
f y
f
y
= c, c is constant
_
1 +y
2
y
y
_
_
1 +y
2
y
_
= c
_
1 +y
2
y

y
y
_
1
2
_
(1 +y
2
)
1
2
1
(2y
) = c
_
1 +y
2
y

y
2
y
(1 +y
2
)
1
2
= c
_
1 +y
2
y

y
2
y(1 +y
2
)
1
2
= c
125
1 +y
2
y
2
y(1 +y
2
)
1
2
= c
y(1 +y
2
)
1
2
= c
y(1 +y
2
)
1
2
=
1
c
=
a, say
y(1 +y
2
) = a
1 +y
2
=
a
y
y
2
=
a
y
1
y
2
=
a y
y
y
=
_
a y
y
dy
dx
=
_
a y
y
dx =
_
y
a y
dy
_
dx =
_ __
y
a y
_
dy
126
Take y = asin
2
. Then
dy
d
= a(2)sincos. Hence dy = (2a)sincosd.
Consequently,
x =
_
_
_
asin
2
a asin
2
_
a(2)sincosd
=
_
_
asin
2
a(1 sin
2
)
_
a(2)sincosd
=
_ _
sin
cos
_
a(2)sincosd
= a
_
2sin
2
d
= a
_
1 cos2d
= a
_

_
sin2
2
__
= a
_
2 sin2
2
_
Take
a
2
= c and 2 = . Then
x = c( sin) and y = asin
2
=
1cos2
2
= c(1 cos). This is the cycloid.
Example 3.2.12 Find the curves on which the functional I =
1
_
0
_
y
2
+ 12xy
dx
with y(0) = 0 and y(1) = 1 can be extremised.
Solution
Let f = y
2
+ 12xy. The functional I attains its maximum if it satises the
Euler equation
f
y

d
dx
_
f
y
_
= 0
(y
2
+ 12xy)
y

d
dx
_
(y
2
+ 12xy)
y
_
= 0
127
12x
d
dx
(2y
) = 0
12x 2
dy
dx
= 0
6x
dy
dx
= 0
dy
dx
= 6x
dy
= 6xdx
y
= 6
x
2
2
+c
y
= 3x
2
+c
dy
dx
= 3x
2
+c
dy = (3x
2
+c)dx
y = 3
x
3
3
+cx +d
y = x
3
+cx +d (3.2.9)
Equation 3.2.9
y(0) = 0
3
+c(0) +d
0 = d
Equation 3.2.9
y(1) = 1
3
+c(1) +d
1 = 1 +c + 0
c = 0
Hence y = x
3
. This is the required curve in which the extremum can be
obtained.
Example 3.2.13 On which curve the functional
1
_
0
_
y
2
y
2
+ 2xy
dy with
y(0) = 0 and y
_
2
_
= 0 can be extremised.
128
Solution
Let f = y
2
y
2
+2xy. The functional I attains its maximum if it satises the
Euler equation
f
y

d
dx
_
f
y
_
= 0
(y
2
y
2
+ 2xy)
y

d
dx
_
(y
2
y
2
+ 2xy)
y
_
= 0
2y + 2x
d
dx
(2y
) = 0
2y + 2x 2y
= 0
y x +y
= 0
y
+y = x
(D
2
+ 1)y = x
m
2
+ 1 = 0
m
2
= 1
m = i
C.F = Acosx +Bsinx
P.I =
1
D
2
+ 1
(x)
= (1 +D
2
)
1
(x)
=
_
1 D
2
+D
4
...
_
(x)
= x
y = C.F +P.I
= Acosx +Bsinx +x
129
y(0) = (A)cos(0) + (B)sin(0) + 0
0 = A
Also,
y
_
2
_
= (A)cos
_
2
_
+ (B)sin
_
2
_
+

2
0 = 0 +B +

2
B =
_
2
_
Hence y = x
_
2
_
sin(x). This is the required curve in which the extremum
can be obtained.
Example 3.2.14 Solve the variational problem
2
_
1
_
x
2
y
2
+ 2y(x +y)
dx with
y(1) = y(2) = 0.
Solution
Let f = x
2
y
2
+2y(x +y). The functional I attains its maximum if it satises
the Euler equation
f
y

d
dx
_
f
y
_
= 0
(x
2
y
2
+ 2y(x +y))
y

d
dx
_
(x
2
y
2
+ 2y(x +y))
y
_
= 0
2x + 2(2y)
d
dx
_
2y
x
2
_
= 0
2x + 4y 2{x
2
y
+y
(2x)} = 0
x + 2y {x
2
y
+y
(2x)} = 0
x + 2y x
2
y
2xy
= 0
x
2
y
+ 2xy
2y = x
_
x
2
D
2
+ 2xD 2
_
y = x
130
This is Cauchy homogeneous linear dierential equation. Take z = logx or x
= e
z
. Then xD = D
, x
2
D
2
= D
(D
1), where D
=
d
dz
. Hence, we have
[D
(D
1) + 2D
2] y = e
z
.
(D
2
D
+ 2D
2) = e
z
.
(D
2
+D
2) = e
z
.
m
2
+m2 = 0
(m+ 2)(m1) = 0
m = 1, 2
C.F = Ae
z
+Be
2z
P.I =
1
D
2 +D
2
(e
z
)
=
1
1 + 1 2
(e
z
)
=
1
0
(e
z
)
=
z
2D
+ 1
(e
z
)
=
z
2 + 1
(e
z
)
=
ze
z
3
y = C.F +P.I
= Ae
z
+Be
2z
+
ze
z
3
= Ax +Bx
2
+
xlog(x)
3
= Ax +B
1
x
2
+
xlog(x)
3
131
y(1) = A+B + 0
0 = A+B
B = A
Also,
y(2) = A(2) +B
1
4
+
2log(2)
3
0 = 2A+
B
4
+
2log(2)
3
0 =
24A+ 3B + 8log(2)
12
24A+ 3B + 8log(2) = 0
24A+ 3(A) = 8log(2)
21A = 8log(2)
A =
8
21
log(2)
B =
8
21
log(2)
Hence y =
_
8
21
log(2)
_
x +
_
8
21
log(2)
_
1
x
2
+
xlog(x)
3
.
y =
8
21
log(2)
__
1
x
2
x
_
+ 7xlog(x)
_
This is the required curve in which the extremum can be obtained.
x
1
_
x
0
_
y
(1 +x
2
y
dx.
Solution
Let f = y
(1 + x
2
y
). The functional I attains its maximum if it satises the

Euler equation
f
y

d
dx
_
f
y
_
= 0
(y
+x
2
y
2
)
y

d
dx
_
((y
+x
2
y
2
))
y
_
= 0
132
0
d
dx
_
1 + 2y
x
2
_
= 0
2[x
2
y
+y
2x] = 0
x
2
y
+y
(2x) = 0
_
x
2
D
2
+ 2xD
_
y = 0
= e
z
. Then xD = D
, x
2
D
2
= D
(D
1), where D
=
d
dz
. Hence, we have
[D
(D
1) + 2D
] y = 0.
(D
2
D
+ 2D
) = 0.
(D
2
+D
) = 0.
m
2
+m = 0
m(m+ 1) = 0
m = 1, 0
y = A+Be
z
= A+B
1
e
z
= A+B
_
1
x
_
2
_
1
_
x
3
y
2
_
dx with y(1) = 1,
y(2) = 4.
Solution
Let f =
x
3
y
2
. The functional I attains its maximum if it satises the Euler
equation
f
y

d
dx
_
f
y
_
= 0
133
Clearly f is independent of y. Therefore,
f
y
= 0.
d
dx
_
f
y
_
= 0
d
dx
_
(
x
3
y
2
)
y
_
= 0
d
dx
_
(x
3
y
2
)
y
_
= 0
d
dx
_
x
3
(2)y
3
_
= 0
d
dx
_
(2x
3
y
3
_
= 0
2
_
y
3
(3x
2
) x
3
(3y
2
y
)
y
6
_
= 0
6y
2
x
_
y
x +x
2
y
y
6
_
= 0
x
2
y
xy
= 0
_
x
2
D
2
xD
_
y = 0
= e
z
. Then xD = D
, x
2
D
2
= D
(D
1), where D
=
d
dz
. Hence, we have
[D
(D
1) D
] y = 0.
(D
2
D
) = 0.
(D
2
2D
) = 0.
m
2
2m = 0
m(m2) = 0
m = 0, 2
y = A+Be
2z
y = A+Be
2z
= A+Bx
2
134
y(1) = A+B
1 = A+B
Also,
y(2) = A+B(4)
4 = A+ 4B
3 = 3B
B = 1
1 = A+ 1
A = 0
Hence y = x
2
x
1
_
x
0
_
1+y
2
y
2
_
dx.
Solution
Let f =
1+y
2
y
2
. The functional I attains its maximum if it satises the Euler
equation
f
y

d
dx
_
f
y
_
= 0
135
f
x
= 0.
d
dx
_
f y
f
y
_
= 0
f y
f
y
= c, c is constant
1 +y
2
y
2
y
_
1 +y
2
y
2
_
= c
1 +y
2
y
2
y
_
(1 +y
2
)(y
2
)
_
= c
1 +y
2
y
2
y
(1 +y
2
)(2)(y
)
3
= c
1 +y
2
y
2
+ 2
y
(1 +y
2
)
y
3
= c
1 +y
2
y
2
+ 2
(1 +y
2
)
y
2
= c
3
(1 +y
2
)
y
2
= c
136
3(1 +y
2
)
c
= y
2
3
_
1 +y
2
c
= y
3
_
1 +y
2
c
=
dy
dx
y(1 +y
2
) = a
1 +y
2
=
a
y
y
2
=
a
y
1
y
2
=
a y
y
y
=
_
a y
y
dy
dx
=
_
a y
y
dx =
_
y
a y
dy
_
dx =
_ __
y
a y
_
dy
137
Take y = asin
2
. Then
dy
d
= a(2)sincos. Hence dy = (2a)sincosd.
Consequently,
x =
_
_
_
asin
2
a asin
2
_
a(2)sincosd
=
_
_
asin
2
a(1 sin
2
)
_
a(2)sincosd
=
_ _
sin
cos
_
a(2)sincosd
= a
_
2sin
2
d
= a
_
1 cos2d
= a
_

_
sin2
2
__
= a
_
2 sin2
2
_
Take
a
2
= c and 2 = . Then
x = c( sin) and y = asin
2
=
1cos2
2
= c(1 cos). This is the cycloid.
Problems for Practice
(1) Find the extremals of the functional V [y(x)] =
x
1
_
x
0
_
y
2
+y
2
2ysin(x)
dx
(2) On what curves can the functional I =
1
_
0
_
y
2
+ 12xy
dx with y(0) =
0 and y(1) = 1 be extremized.
138
3.3 Variational Problems involving several un-
known functions
The system of Euler equations satised by the functions y
i
(x) such that the
functional I =
x
2
_
x
1
f(x, y
1
, y
2
, ..., y
n
, y
1
, y
2
, ..., y
n
)dx is extremum, is that
f
y
i
d
dx
_
f
y
i
_
= 0, (3.3.1)
i = 1, 2, ..., n.
Example 3.3.1 Find the extremals of the functional V [y(x), z(x)] =
2 _
0
_
y
2
+z
2
+ 2yz
dx,
given that y(0) = 0, y
_
2
_
= 1, z(0) = 0 and z
_
2
_
= 1.
Solution
Let f = y
2
+z
2
+2yz. The functional I attains its maximum if it satises the
Euler equations
f
y

d
dx
_
f
y
_
= 0 and
f
z

d
dx
_
f
z
_
= 0.
Now,
f
y

d
dx
_
f
y
_
= 0
(y
2
+z
2
+ 2yz)
y

d
dx
_
(y
2
+z
2
+ 2yz)
y
_
= 0
2z
d
dx
(2y
) = 0
2z 2y
= 0
z +y
= 0
y
= z
y
= z
y
(iv)
= z
139
Also,
f
z

d
dx
_
f
z
_
= 0
(y
2
+z
2
+ 2yz)
z

d
dx
_
(y
2
+z
2
+ 2yz)
z
_
= 0
2y
d
dx
(2z
) = 0
2y 2z
= 0
y +z
= 0
z
= y
y
(iv)
= y
D
4
(y) y = 0
(D
4
1)y = 0
This is a linear dierential equation with constant coecients. Therefore, the
auxiliary equation is
m
4
1 = 0
m
4
= 1
m
2
= 1, 1
m = 1, 1, i, i
y = Ae
x
+Be
x
+e
0x
([Ccos(x) +Dsin(x)]
y = Ae
x
+Be
x
+Ccos(x) +Dsin(x)
y
= Ae
x
+B(e
x
) +C[sin(x)] +Dcos(x)
y
= Ae
x
+B(e
x
) +C[cos(x)] +D[sin(x)]
z = Ae
x
+Be
x
C[cos(x)] D[sin(x)]
Now,
y(0) = Ae
0
+Be
0
+Ccos(0) +Dsin(0)
0 = A+B +C (3.3.2)
140
Now,
z(0) = Ae
0
+Be
0
Ccos(0) Dsin(0)
0 = A+B C (3.3.3)
Now,
y
_
2
_
= Ae
(
2
)
+Be
(
2
)
+Ccos
_
2
_
+Dsin
_
2
_
1 = Ae
(
2
)
+Be
(
2
)
+D (3.3.4)
Now,
z
_
2
_
= Ae
(
2
)
+Be
(
2
)
Ccos
_
2
_
Dsin
_
2
_
1 = Ae
(
2
)
+Be
(
2
)
D (3.3.5)
(3.3.2) (3.3.3) 2C = 0
C = 0
(3.4.4) (3.3.5) 2D = 2
D = 1
(3.3.2) + (3.3.3) 2A+ 2B = 0
A+B = 0
Ae
(
2
)
+Be
(
2
)
= 0 (3.3.6)
(3.4.4) + (3.3.5) 2A+ 2B = 0
2Ae
(
2
)
+ 2Be
(
2
)
= 0
Ae
(
2
)
+Be
(
2
)
= 0 (3.3.7)
141
(3.4.12) (3.4.13) B[e
(
2
)
Be
(
2
)
= 0
B
_
e
(
2
)
e
(
2
)
_
= 0
B = 0
(3.3.2 A = 0
Hence y = sin(x) and z = sin(x). This is the required curve in which the
extremum can be obtained.
(1) Find the extremals of the functional V [y(x), z(x)] =
x
2
_
x
2
_
2yz 2y
2
+y
2
z
2
dx
(2) Find the extremals of the functional V [y(x), z(x)] =
1
_
0
_
y
2
+z
2
+ 2y
dx,
given that y(0) =1, y(1) =
3
2
, z(0) = 0 and z(1) = 1.
3.4 Functionals involving Higher Order Deriva-
tives
We shall determine a function y(x) which makes the functional I =
x
2
_
x
1
f(x, y, y
, y
)dx
stationary and which satises the boundary conditions y(x
1
) = y
1
, y(x
2
) = y
2
,
y
(x
1
) = y
1
and y
(x
2
) = y
2
.
3.4.1 Euler Equation
A necessary condition for I =
x
2
_
x
1
f(x, y, y
, y
)dx to be an extremum is that

f
y

d
dx
_
f
y
_
+
d
2
dx
2
_
f
y
_
= 0. (3.4.1)
142
Example 3.4.1 Show that the curve which extremizes the functional I =
4 _
0
_
y
2
y
2
+x
2
dx
under the conditions y(0) = 0, y
(0) = 1, y
_
4
_
= y
4
_
=
1
2
is y = sin (x)
Solution
Let f = y
2
y
2
+x
2
. The functional I attains its maximum if it satises the
Euler equation
f
y

d
dx
_
f
y
_
+
d
2
dx
2
_
f
y
_
= 0.
Now,
f
y

d
dx
_
f
y
_
+
d
2
dx
2
_
f
y
_
= 0

_
y
2
y
2
+x
2
_
y

d
dx
_
_
y
2
y
2
+x
2
_
y
_
+
d
2
dx
2
_
_
y
2
y
2
+x
2
_
y
_
= 0
2y
d
dx
(0) +
d
2
dx
2
(2y
) = 0
y +
d
2
dx
2
(y
) = 0
y +
d
dx
(y
) = 0
y +y
(iv)
= 0
D
4
(y) y = 0
(D
4
1)y = 0
This is a linear dierential equation with constant coecients. Therefore, the
auxiliary equation is
m
4
1 = 0
m
4
= 1
m
2
= 1, 1
m = 1, 1, i, i
y = Ae
x
+Be
x
+e
0x
([Ccos(x) +Dsin(x)]
143
y = Ae
x
+Be
x
+Ccos(x) +Dsin(x)
y
= Ae
x
+B(e
x
) +C[sin(x)] +Dcos(x)
Now,
y(0) = Ae
0
+Be
0
+Ccos(0) +Dsin(0)
0 = A+B +C (3.4.2)
Now,
y
(0) = Ae
0
Be
0
Csin(0) +Dcos(0)
1 = AB +D (3.4.3)
Now,
y
_
4
_
= Ae
(
4
)
+Be
(
4
)
+Ccos
_
4
_
+Dsin
_
4
_
2
= Ae
(
4
)
+Be
(
4
)
+C
_
1
2
_
+D
_
1
2
_
1 = A(
2)e
(
4
)
+B(
2)e
(
4
)
+C +D (3.4.4)
Now,
y
4
_
= Ae
(
4
)
+Be
(
4
)
Csin
_
4
_
+Dcos
_
4
_
2
= Ae
(
4
)
Be
(
4
)
C
_
1
2
_
+D
_
1
2
_
1 = A(
2)e
(
4
)
B(
2)e
(
4
)
C +D (3.4.5)
(3.4.2) + (3.4.3) 2A+C +D = 1
C = 0
(??) + (3.4.5) (2
2)Ae
(
4
)
+ 2D = 2
(
2)Ae
(
4
)
+D = 1
144
(3.3.2) + (3.3.3) 2A+ 2B = 0
A+B = 0
Ae
(
2
)
+Be
(
2
)
= 0 (3.4.6)
(3.4.4) + (3.3.5) 2A+ 2B = 0
2Ae
(
2
)
+ 2Be
(
2
)
= 0
Ae
(
2
)
+Be
(
2
)
= 0 (3.4.7)
(3.4.12) (3.4.13) B[e
(
2
)
Be
(
2
)
= 0
B
_
e
(
2
)
e
(
2
)
_
= 0
B = 0
(3.3.2 A = 0
Example 3.4.2 Determine the extremal of the functional V [y(x)] =
a
_
a
_
1
2
y
2
+y
_
dx
that satises the boundary conditions y(a) = 0, y
(a) = 0, y(a) = y
(a) =
0.
Solution
Let f =
1
2
y
2
+ y. The functional I attains its maximum if it satises the
Euler equation
f
y

d
dx
_
f
y
_
+
d
2
dx
2
_
f
y
_
= 0.
Now,
f
y

d
dx
_
f
y
_
+
d
2
dx
2
_
f
y
_
= 0

_
1
2
y
2
+y
_
y

d
dx
_
_
1
2
y
2
+y
_
y
_
+
d
2
dx
2
_
_
1
2
y
2
+y
_
y
_
= 0
145

d
dx
(0) +
d
2
dx
2
__
1
2
_
2y
_
= 0
+
d
2
dx
2
(y
) = 0
d
2
dx
2
(y
) =
d
2
dx
2
(y
) =
d
dx
(y
) =
x +A
y
_
x
2
2
_
+Ax +B
y
=

2
_
x
3
3
_
+
Ax
2
2
+Bx +C
y =

6
_
x
4
4
_
+
Ax
3
6
+
Bx
2
2
+Cx +D
y =
_
x
4
24
_
+
Ax
3
6
+
Bx
2
2
+Cx +D
Now,
y(a) =
_
a
4
24
_
+
Aa
3
6
+
Ba
2
2
+Ca +D
0 =
_
a
4
24
_
+
Aa
3
6
+
Ba
2
2
+Ca +D (3.4.8)
Now,
y
(a) =
_
a
3
6
_
+
Aa
2
2
+Ba +C
0 =
_
a
3
6
_
+
Aa
2
2
+Ba +C (3.4.9)
Now,
y(a) =
_
(a)
4
24
_
+
A(a)
3
6
+
B(a)
2
2
+C(a) +D
146
0 =
_
a
4
24
_
Aa
3
6
+
Ba
2
2
Ca +D (3.4.10)
Now,
y
(a) =
_
(a)
3
6
_
+
A(a)
2
2
+B(a) +C
0 = +
_
a
3
6
_
+
Aa
2
2
Ba +C (3.4.11)
(3.4.2) + (3.4.3) 2A+C +D = 1
C = 0
(??) + (3.4.5) (2
2)Ae
(
4
)
+ 2D = 2
(
2)Ae
(
4
)
+D = 1
(3.3.2) + (3.3.3) 2A+ 2B = 0
A+B = 0
Ae
(
2
)
+Be
(
2
)
= 0 (3.4.12)
(3.4.4) + (3.3.5) 2A+ 2B = 0
2Ae
(
2
)
+ 2Be
(
2
)
= 0
Ae
(
2
)
+Be
(
2
)
= 0 (3.4.13)
(3.4.12) (3.4.13) B[e
(
2
)
Be
(
2
)
= 0
B
_
e
(
2
)
e
(
2
)
_
= 0
B = 0
(3.3.2 A = 0
147
(1) Find the extremal of V [y(x)] =
1
_
0
_
1 +y
2
_
dx that satises the bound-
ary conditions y(0) = 0, y
(0) = 1, y(1) = 1, y
(1) = 1.
(2) Find the extremal of V [y(x)] =
2 _
0
_
y
2
y
2
+x
2
_
dx that satises the
boundary conditions y(0) = 1, y
(0) = 0, y
_
2
_
= 0, y
2
_
= 1.
3.5 The Raleigh Ritz method
Let us consider a general second order linear dierential equation
a
0
(x)y
+a
1
(x)y
+a
2
(x)y = (x) (3.5.1)
a
0
(x)
d
dx
(y
) +a
1
(x)y
+a
2
(x)y = (x). This can be expressed as [r(x)y
+
q(x)y = w(x). Hence
[w(x) q(x)y]
d
dx
[r(x)y
] = 0 (3.5.2)
Now (3.5.2) will be the Euler equation for an integral I =
b
_
a
f(x, y, y
)dx if
f
y
= r(x)y
and
f
y
= w(x) q(x)y
Integrating w.r.to y
, we have
f = r(x)
y
2
2
+u(x, y) (3.5.3)
f
y
= w(x) q(x)y
Integrating w.r.to y, we have
f = w(x)y q(x)
y
2
2
+v(x, y
) (3.5.4)
148
From (3.5.3) and (3.5.4), we have
r(x)
y
2
2
+u(x, y) = w(x)y q(x)
y
2
2
+v(x, y
)
u(x, y) = w(x)y q(x)
y
2
2
, v(x, y
) = r(x)
y
2
2
f = r(x)
y
2
2
+w(x)y q(x)
y
2
2
Hence the variational problem becomes
I =
b
_
a
_
r(x)
y
2
2
+w(x)y q(x)
y
2
2
_
dx (3.5.5)
Example 3.5.1 Find an approximate solution to the problem of the minimum
of the functional J(y) =
1
_
0
_
y
2
y
2
+ 2xy
_
dx, y(0) = 0 = y(1) by Ritz
method and compare it with the exact solution.
Solution
Given that y(0) = 0 = y(1). Therefore, we can choose y(x) = a
0
x(1 x) so
that y(0) = 0 = y(1).
149
Then y
= a
0
[x(1) + (1 x)(1)] = a
0
[x + 1 x] = a
0
(1 2x). Therefore,
J(y) =
1
_
0
_
y
2
y
2
+ 2xy
_
dx
=
1
_
0
_
(a
0
(1 2x))
2
(a
0
x(1 x))
2
+ 2x(a
0
x(1 x))
_
dx
=
1
_
0
_
a
2
0
(1 2x)
2
_
a
2
0
x
2
(1 x)
2
_
+ 2x
_
a
0
x a
0
x
2
__
dx
=
1
_
0
_
a
2
0
(1 + 4x
2
4x)
_
a
2
0
x
2
(1 +x
2
2x)
_
+ 2a
0
x
2
2a
0
x
3
_
dx
=
1
_
0
_
a
2
0
+ 4a
2
0
x
2
4a
2
0
x a
2
0
x
2
a
2
0
x
4
+ 2a
2
0
x
3
+ 2a
0
x
2
2a
0
x
3
_
dx
=
1
_
0
_
a
2
0
+ 3a
2
0
x
2
4a
2
0
x a
2
0
x
4
+ 2a
2
0
x
3
+ 2a
0
x
2
2a
0
x
3
_
dx
=
_
a
2
0
x + 3a
2
0
_
x
3
3
_
4a
2
0
_
x
2
2
_
a
2
0
_
x
5
5
_
+ 2a
2
0
_
x
4
4
_
+ 2a
0
_
x
3
3
_
2a
0
_
x
4
4
__
1
0
=
_
a
2
0
+ 3a
2
0
_
1
3
_
4a
2
0
_
1
2
_
a
2
0
_
1
5
_
+ 2a
2
0
_
1
4
_
+ 2a
0
_
1
3
_
2a
0
_
1
4
__
= a
2
0
_
1 + 1 2
1
5
+
1
2
_
+ 2a
0
_
1
3

1
4
_
= a
2
0
_
5 2
10
_
+ 2a
0
_
4 3
12
_
= a
2
0
_
3
10
_
+a
0
_
1
6
_
= (a
0
)
Hence

a0
= 2a
0
_
3
10
_
+
_
1
6
_

a0
= a
0
_
3
5
_
+
_
1
6
_
150
Now (a
0
) is minimum if

a0
= 0
a
0
_
3
5
_
+
_
1
6
_
= 0
a
0
_
3
5
_
=
_
1
6
_
a
0
=
_
1
6
__
5
3
_
a
0
=
_
5
18
_
Hence y(x) =
_
5
18
_
x(1 x) is the approximate solution.
To get the exact solution, we have to compare the given equation J(y) =
1
_
0
_
y
2
y
2
+ 2xy
_
dxwith
J(y) = I =
b
_
a
_
r(x)
y
2
2
+w(x)y q(x)
y
2
2
_
dx (3.5.6)
Therefore, we get
r(x)
2
= 1, w(x) = 2x,
q(x)
2
= 1.
Then the corresponding dierential equation is
[r(x)y
+q(x)y = w(x)
(2y
+ (2)y = 2x
2y
+ 2y = 2x
y
+y = x
(D
2
+ 1)y = x
The auxiliary equation is
m
2
+ 1 = 0
m
2
= 1
m = i
C.F = Acos(x) +Bsin(x)
151
P.I =
1
D
2
+ 1
(x)
=
1
1
(x)
= x
y = C.F +P.I
y = Acos(x) +Bsin(x) +x
Now,
y(0) = 0 Acos(0) +Bsin(0) + 0 = 0
A = 0
y(1) = 0 Acos(1) +Bsin(1) + 1 = 0
Bsin(1) + 1 = 0
Bsin(1) = 1
B =
1
sin(1)
Therefore, the solution is y =
1
sin(1)
sin(x) +x.
Example 3.5.2 Solve the boundary value problem y
y +x = 0, y(0) = y(1)
= 0 by Raleigh Ritz method.
Given Dierential equation is
y
y +x = 0 (3.5.7)
Here a
0
(x) = 1, a
1
(x) = 0, a
2
(x) = 1 and (x) = x. Equating this equation
with [w(x) q(x)y]
d
dx
[r(x)y
] = 0, we have r(x) = 1, w(x) = x, q(x) = 1.

152
Now,
f = r(x)
y
2
2
+w(x)y q(x)
y
2
2
=
y
2
2
+xy fracy
2
2
=
2xy y
2
y
2
2
Hence the solution of the given dierential equation is equivalent to extremising
the integral I =
1
_
0
f(x, y, y
)dx where f = 2xy y

2
y
2
. Given that y(0) =
0 = y(1). Therefore, we can choose y(x) = a
0
x(1 x) so that y(0) = 0 = y(1).
153
Then y
= a
0
[x(1) + (1 x)(1)] = a
0
[x + 1 x] = a
0
(1 2x). Therefore,
J(y) =
1
_
0
_
2xy y
2
y
2
_
dx
=
1
_
0
_
2x[a
0
x(1 x)] [a
0
(1 2x)]
2
(a
0
x(1 x))
2
_
dx
=
1
_
0
_
2x
_
a
0
x a
0
x
2
_
a
2
0
(1 2x)
2
_
a
2
0
x
2
(1 x)
2
__
dx
=
1
_
0
_
2a
0
x
2
2a
0
x
3
a
2
0
(1 + 4x
2
4x)
_
a
2
0
x
2
(1 +x
2
2x)
_
dx
=
1
_
0
_
2a
0
x
2
2a
0
x
3
a
2
0
4a
2
0
x
2
+ 4a
2
0
x a
2
0
x
2
a
2
0
x
4
+ 2a
2
0
x
3
_
dx
=
1
_
0
_
2a
0
x
2
2a
0
x
3
a
2
0
5a
2
0
x
2
+ 4a
2
0
x a
2
0
x
4
+ 2a
2
0
x
3
_
dx
=
_
2a
0
_
x
3
3
_
2a
0
_
x
4
4
_
a
2
0
x 5a
2
0
_
x
3
3
_
+ 4a
2
0
_
x
2
2
_
a
2
0
_
x
5
5
_
+ 2a
2
0
_
x
4
4
__
1
0
=
_
2a
0
_
1
3
_
2a
0
_
1
4
_
a
2
0
5a
2
0
_
1
3
_
+ 4a
2
0
_
1
2
_
a
2
0
_
1
5
_
+ 2a
2
0
_
1
4
__
= a
2
0
_
1
5
3
+ 2
1
5
+
1
2
_
+ 2a
0
_
1
3

1
4
_
= a
2
0
_
30 50 + 60 6 + 15
30
_
+ 2a
0
_
4 3
12
_
= a
2
0
_
11
30
_
+a
0
_
1
6
_
= (a
0
)
Hence

a0
= 2a
0
_
11
30
_
+
_
1
6
_

a0
= a
0
_
11
15
_
+
_
1
6
_
154
Now (a
0
) is minimum if

a0
= 0
a
0
_
11
15
_
+
_
1
6
_
= 0
a
0
_
11
15
_
=
_
1
6
_
a
0
=
_
1
6
__
15
11
_
a
0
=
_
5
22
_
Hence y(x) =
_
5
22
_
x(1 x) is the approximate solution.
3.6 Variational Problems involving several in-
dependent variables
Consider the double integral I =
_ _
R
F(x, y, u, u
x
, u
y
) d x d y. Our aim is to
nd the function u(x, y), called Ostrogradsky equation, which makes I station-
ary. This is given by
F
u

x
_
F
u
x
_

y
_
F
u
y
_
= 0 (3.6.1)
In addition to u, there are other dependent variables say v, w we have a similar
equation to determine v and w.
Example 3.6.1 Obtain the Ostrogradsky equation for the functional I[z(x, y)]
=
_ _
D
(z
2
x
+z
2
y
) d x d y.
Solution
Here F = z
2
x
+z
2
y
The Ostrogradsky equation is
F
z

x
_
F
z
x
_

y
_
F
z
y
_
= 0
(z
2
x
+z
2
y
)
z

x
_
(z
2
x
+z
2
y
)
z
x
_

y
_
(z
2
x
+z
2
y
)
z
y
_
= 0
0

x
[2(z
x
)]

y
[2(z
y
)) = 0
2(z
xx
) 2(z
yy
) = 0
z
xx
+z
yy
= 0
155
3.7 Constraints and Lagrange multipliers
3.7.1 Working Rule
To nd the extremum of the functional
x
2
_
x
1
F d x subject to the constraint
x
2
_
x
1
G d x = k, we form the auxiliary functional H = F + G where is a
constant and nd the stationary value of
x
2
_
x
1
H d x subject to no constraint.
Example 3.7.1 Find the plane curve of xed perimeter and maximum area.
Let be the xed perimeter of the plane curve between the points with abscissa
a
and b
. Then
=
b
_
a
_
1 +y
2
d x. (3.7.1)
If A is the area between the curve and the x-axis, we have
A =
b
_
a
y d x (3.7.2)
156
Now we have to maximize (3.7.2) subject to (3.7.1). Therefore, H = y +
_
_
1 +y
2
_
. Now, the Euler equation is
H
y

d
dx
_
H
y
_
= 0
_
y +
_
_
1 +y
2
__
y

d
dx
_
_
_
y +
_
_
1 +y
2
__
y
_
_
= 0
1
d
dx
_
0 +
_
1
2
_
_
1 +y
2
_1
2
1
(2y
)
_
= 0
1
d
dx
_
_
1 +y
2
_1
2
(y
)
_
= 0
1
_
_
1 +y
2
_1
2
(y
) +y
_
1
2
_
_
1 +y
2
_1
2
1
(2y
)
_
= 0
1
_
y
(1 +y
2
)
1
2
y
y
2
_
1 +y
2
_3
2
_
= 0
1 y
_
1
(1 +y
2
)
1
2
y
2
(1 +y
2
)
3
2
_
= 0
y
_
(1 +y
2
) y
2
(1 +y
2
)
3
2
_
= 1
y
=
_
1 +y
2
_3
2
=
_
1 +y
2
_3
2
y
where is a constant. i.e). the radius of curvature of the curve at any point is
constant length . Therefore, the required curve is a circle with radius , the
radius of curvature.
Example 3.7.2 Prove that the sphere is the solid gure of revolution which
for a given surface area has maximum volume.
157
Solution
For convenience, let the origin be taken at one end of the arc of the curve and
the x-axis along the chord of the arc. The other end A of the arc is (a, 0). The
surface area obtained by rotating the arc OA =
a
_
x = 0
2y d s
a
_
x = 0
G d x =
a
_
x = 0
2y
_
1 +y
2
d x = k (3.7.3)
where k is constant. The volume obtained by rotating the arc
OPA =
a
_
x = 0
H d x =
a
_
x = 0
y
2
d x (3.7.4)
Now we have to maximize (3.7.4) subject to (3.7.3). Therefore, H = y
2
+
_
2y
_
1 +y
2
_
. Since H does not contain x explicitly, the Euler equation
becomes the Euler equation becomes
H y
H
y
= C, where C is constant
y
2
+
_
2y
_
1 +y
2
_
y
_
_
_
y
2
+
_
2y
_
1 +y
2
__
y
_
_
= C
158
y
2
+
_
2y
_
1 +y
2
_
y
_
0 +(2y)
_
1
2
_
_
1 +y
2
_1
2
1
(2y
)
_
= C
y
2
+
_
2y
_
1 +y
2
_
y
_
(2y)
_
1 +y
2
_1
2
(y
)
_
= C
y
2
+
_
2y
_
1 +y
2
_
(2yy
2
)
_
1 +y
2
= C
y
2
+
2y(1 +y
2
) 2yy
2
_
1 +y
2
= C
y
2
+
2y + 2yy
2
2yy
2
_
1 +y
2
= C
y
2
+
2y
_
1 +y
2
= C
But when x = 0 , we have y = 0. Therefore, C = 0 Consequently,
y
2
+
2y
_
1 +y
2
= 0
y
2
=
2y
_
1 +y
2
2
y
4
=
4
2
2
y
2
1 +y
2
y
2
=
4
2
1 +y
2
1 +y
2
=
4
2
y
2
y
2
=
4
2
y
2
1
y
2
=
4
2
y
2
y
2
y
=
_
4
2
y
2
y
159
dy
dx
=
_
4
2
y
2
y
ydy
_
4
2
y
2
= dx
_
_
ydy
_
4
2
y
2
_
=
_
dx
_
_
d
_
_
4
2
y
2
__
= x +B
_
4
2
y
2
= x +B
When x = 0, we have y = 0, and hence
_
4
2
0 = 0 +B
B = 2
_
4
2
y
2
= x 2
4
2
y
2
= (x 2)
2
(x 2)
2
+y
2
= (2)
2
This a circle with centre at (2, 0) and radius 2. Hence the revolution of the
arc OPA is a sphere and the area of the sphere is 4(2)
2
= 4(4
2
) = k.
2
=
k
16
=
_
k
16
3.8 Variational problems with moving bound-
aries
Consider the functional I =
x
2
_
x
1
F(x, y, y
) d x with the boundary points (x

0
, y
0
)
& (x
1
, y
1
) xed. Suppose one or both of the boundary points can move.
Case I: Suppose the end points move on two vertical lines x = x
0
, and x =
160
x
1
. First nd the general integral of the Euler equation
F
y

d
dx
_
F
y
_
= 0 (3.8.1)
The arbitrary constants in the solution of (3.8.1) are determined by
_
F
y
_
x0
=
0 &
_
F
y
_
x1
= 0. These conditions are called natural boundary conditions.
Case II: Suppose (x
0
, y
0
) is xed and (x
1
, y
1
) moves on the line x = x
1
. The
arbitrary constants in the solution of (3.8.1) are determined by when x = x
0
,
y = y
0
&
_
F
y
_
x1
= 0.
Case III: Suppose (x
0
, y
0
) is xed and (x
1
, y
1
) moves along a curve y = (x).
One arbitrary constant in the solution of (3.8.1) is determined by using x = x
0
,
y = y
0
and the other constant is found by eliminating x
1
between the equations
y = (x) and F + (
)
F
y
= 0. This is called transversality conditions.

Case IV: Suppose (x
1
, y
1
) is xed and (x
0
, y
0
) moves along a curve y = (x).
One arbitrary constant in the solution of (3.8.1) is determined by using x = x
1
,
y = y
1
and the other constant is found by eliminating x
0
between the equations
y = (x) and F + (
)
F
y
= 0.
Example 3.8.1 Find the curve on which an extremum of the function
4 _
0
(y
2
y
2
) d x, y(0) = 0 can be achieved, if the second boundary is moved along the
straight line x =

4
.
161
Solution
Here F = y
2
y
2
. Now, the Euler equation is
F
y

d
dx
_
F
y
_
= 0

_
y
2
y
2
_
y

d
dx
_
_
y
2
y
2
_
= 0
2y
d
dx
(2y
) = 0
2y + 2y
= 0
y +y
= 0
(D
2
+ 1)y = 0
The auxiliary equation is
m
2
+ 1 = 0
m
2
= 1
m = i
y(x) = Acos(x) +Bsin(x)
The rst point x = 0, y = 0 is xed. Hence
y(0) = Acos(0) +Bsin(0)
0 = A.
y(x) = Bsin(x)
y
(x) = Bcos(x)
Now,
F
y
= 2y
= 2Bcos(x)
Also the natural boundary condition
F
y
= 0 must be satised at x =

4
2Bcos
_
4
_
= 0
B = 0
y(x) = 0.
Therefore, y = 0 is the required extremal.
Example 3.8.2 Find the transversality condition for the functional
x
1
_
x
0
A(x, y)(1+
y
2
)
1
2 d x.
162
Solution
Here F = A(x, y)(1 +y
2
)
1
2 . Now, The transversality condition is
F + (
)
F
y
= 0
A(x, y)(1 +y
2
)
1
2
+ (
)

y
_
A(x, y)(1 +y
2
)
1
2
_
= 0
A(x, y)(1 +y
2
)
1
2
+ (
)
_
A(x, y)
_
1
2
_
(1 +y
2
)
1
2
1
(2y
)
_
= 0
A(x, y)(1 +y
2
)
1
2
+ (
)
_
A(x, y)(1 +y
2
)
1
2
(y
)
_
= 0
A(x, y)
_
(1 +y
2
)
1
2
+ (
)
_
1
(1 +y
2
)
1
2
_
(y
)
_
= 0
A(x, y)
_
(1 +y
2
) + (
)y
(1 +y
2
)
1
2
_
= 0
A(x, y)
_
1 +y
2
+
y
2
(1 +y
2
)
1
2
_
= 0
A(x, y)
_
1 +
(1 +y
2
)
1
2
_
= 0
A(x, y) {1 +
} = 0
1 +
= 0 {Assuming A(x, y) = 0}
= 1
y
=
1
i.e.) the transversality condition is reduced to orthogonality condition.

Example 3.8.3 Find the shortest distance between the point (-1, 5) and the
parabola y
2
= x.
Solution
If s is the length of the arc of the curve y = f(x) connecting the points (x
0
, y
0
)
& x
1
, y
1
), then s =
x
1
_
x
0
_
1 +y
2
d x In this problem, we have to nd the
163
minimum of the functional s, when the left end (x
0
, y
0
) is xed at (-1,5) and
the right end (x
1
, y
1
) moves along the path y
2
= x. Here F = (1+y
2
)
1
2 . Now,
the Euler equation is
F
y

d
dx
_
F
y
_
= 0
_
(1 +y
2
)
1
2
_
y

d
dx
_
_
_
(1 +y
2
)
1
2
_
y
_
_
= 0
0
d
dx
__
1
2
_
(1 +y
2
)
1
2
1
(2y
)
_
= 0
d
dx
_
(1 +y
2
)
1
2
(y
)
_
= 0
_
(1 +y
2
)
1
2
(y
) +y
_
1
2
_
(1 +y
2
)
1
2
1
(2y
)
_
= 0
_
(1 +y
2
)
1
2
(y
) (1 +y
2
)
3
2
(y
2
y
)
_
= 0
y
_
1
(1 +y
2
)
1
2
y
2
(1 +y
2
)
3
2
_
= 0
y
_
1 +y
2
y
2
(1 +y
2
)
3
2
_
= 0
y
_
1
(1 +y
2
)
3
2
_
= 0
y
= 0
y
= A
y = Ax +B (3.8.2)
The left end (1, 5) is xed and satises the equation (3.8.2). Therefore, 5 =
A(1) +B
A+B = 5
B = 5 +A (3.8.3)
The right end (x
1
, y
1
) satises the equation (3.8.2) and also satises the equa-
tion of parabola y
2
= x. Therefore,
y
1
= Ax
1
+B (3.8.4)
164
and
y
2
1
= x
1
or y
1
=

x
1
(3.8.5)
Here F = (1 +y
2
)
1
2 and =

x.
Then,
=
1
2
x
1
2
1
=
1
2
x
1
2 =
1
2x
1
2
.
Now, the transversality condition is
F + (
)
F
y
= 0
(1 +y
2
)
1
2
+
_
1
2x
1
2
y
_

y
_
(1 +y
2
)
1
2
_
= 0
(1 +y
2
)
1
2
+
_
1
2x
1
2
y
__
1
2
(1 +y
2
)
1
2
1
(2y
)
_
= 0
(1 +y
2
)
1
2
+
_
1
2x
1
2
y
_
_
(1 +y
2
)
1
2
(y
)
_
= 0
(1 +y
2
)
1
2
+
_
1
2x
1
2
y
__
y
(1 +y
2
)
1
2
_
= 0
(1 +y
2
)
1
2
+
y
2x
1
2 (1 +y
2
)
1
2
y
2
(1 +y
2
)
1
2
= 0
(1 +y
2
) +
y
2x
1
2
y
2
(1 +y
2
)
1
2
= 0
1 +
y
x
(1 +y
2
)
1
2
= 0
1 +
y
x
= 0
x
= 1
Hence
y
= 2
x (3.8.6)
At (x
1
, y
1
), we have y
= 2
x
1
Since y = Ax +B, we have y
= A.
Therefore,
A = 2
x
1
(3.8.7)
165
From (3.8.3), (3.8.4) and (3.8.5), we have
x
1
= Ax
1
+ 5 +A
x
1
5 = A(x
1
+ 1)
Therefore,
A =
x
1
5
x
1
+ 1
(3.8.8)
Now, from equations (3.8.7) and (3.8.14), we have
x
1
5
x
1
+ 1
= 2
x
1
2
x
1
(x
1
+ 1) =
x
1
5
2
x
1
(x
1
+ 1)
x
1
= 5
x
1
(2x
1
+ 2 + 1) = 5
x
1
(2x
1
+ 3) = 5
x
1
(2x
1
+ 3)
2
= 25
x
1
(4x
2
1
+ 12x
1
+ 9) = 25
4x
3
1
+ 12x
2
1
+ 9x
1
25 = 0
166
Clearly x
1
= 1 satises the above equation. Therefore, A = -2. Hence the least
value of
s =
x
1
_
x
0
_
1 +y
2
d x
=
1
_
1
_
1 +c
2
1
d x
=
1
_
1
1 + 4 d x
=
5
1
_
1
d x
=
5[x]
1
1
=
5[1 + 1]
1
1
= 2
5
Example 3.8.4 Find the shortest distance between the parabola y = x
2
and
the straight line x y = 5.
Solution
The problem is to nd the extremum of the functional I[y(x)] =
x
2
_
x
1
_
1 +y
2
d x
subject to the condition that the left end of the extremal moves along y = x
2
while the right end moves along x y = 5. Here F = (1 + y
2
)
1
2 . Now, the
167
Euler equation is
F
y

d
dx
_
F
y
_
= 0
_
(1 +y
2
)
1
2
_
y

d
dx
_
_
_
(1 +y
2
)
1
2
_
y
_
_
= 0
0
d
dx
__
1
2
_
(1 +y
2
)
1
2
1
(2y
)
_
= 0
d
dx
_
(1 +y
2
)
1
2
(y
)
_
= 0
_
(1 +y
2
)
1
2
(y
) +y
_
1
2
_
(1 +y
2
)
1
2
1
(2y
)
_
= 0
_
(1 +y
2
)
1
2
(y
) (1 +y
2
)
3
2
(y
2
y
)
_
= 0
y
_
1
(1 +y
2
)
1
2
y
2
(1 +y
2
)
3
2
_
= 0
y
_
1 +y
2
y
2
(1 +y
2
)
3
2
_
= 0
y
_
1
(1 +y
2
)
3
2
_
= 0
y
= 0
y
= A
y = Ax +B (3.8.9)
Further both the end points lie on the extremal (3.8.9). Therefore, y
1
= Ax
1
+B
and y
2
= Ax
2
+B. Also it satises the equation of parabola y = x
2
and x y
= 5. Therefore,
x
2
1
= Ax
1
+B and x
2
5 = Ax
2
+B (3.8.10)
and
y
1
= x
2
1
, x
2
y
2
= 5 (3.8.11)
Here F = (1 +y
2
)
1
2 and = x
2
.
Then,
= 2x.
168
Now, the transversality condition is
F + (
)
F
y
= 0
(1 +y
2
)
1
2
+{2x y
}

y
_
(1 +y
2
)
1
2
_
= 0
(1 +y
2
)
1
2
+{2x y
}
_
1
2
(1 +y
2
)
1
2
1
(2y
)
_
= 0
(1 +y
2
)
1
2
+{2x y
}
_
(1 +y
2
)
1
2
(y
)
_
= 0
(1 +y
2
)
1
2
+{2x y
}
_
y
(1 +y
2
)
1
2
_
= 0
(1 +y
2
)
1
2
+
2xy
(1 +y
2
)
1
2
y
2
(1 +y
2
)
1
2
= 0
(1 +y
2
) + 2xy
y
2
(1 +y
2
)
1
2
= 0
1 + 2xy
(1 +y
2
)
1
2
= 0
1 + 2xy
= 0
2xy
= 1
Hence
y
=
1
2x
(3.8.12)
At (x
1
, y
1
), we have y
=
1
2x1
Since y = Ax +B, we have y
= A.
Therefore,
A =
1
2x
1
(3.8.13)
From (3.8.3), (3.8.4) and (3.8.5), we have
x
2
1
= Ax
1
+ 5 +A
x
1
5 = A(x
1
+ 1)
Therefore,
A =
x
1
5
x
1
+ 1
(3.8.14)
169
Now, from equations (3.8.7) and (3.8.14), we have
x
1
5
x
1
+ 1
= 2
x
1
2
x
1
(x
1
+ 1) =
x
1
5
2
x
1
(x
1
+ 1)
x
1
= 5
x
1
(2x
1
+ 2 + 1) = 5
x
1
(2x
1
+ 3) = 5
x
1
(2x
1
+ 3)
2
= 25
x
1
(4x
2
1
+ 12x
1
+ 9) = 25
4x
3
1
+ 12x
2
1
+ 9x
1
25 = 0
Clearly x
1
= 1 satises the above equation. Therefore, A = -2. Hence the least
value of
s =
x
1
_
x
0
_
1 +y
2
d x
=
1
_
1
_
1 +c
2
1
d x
=
1
_
1
1 + 4 d x
=
5
1
_
1
d x
=
5[x]
1
1
=
5[1 + 1]
1
1
= 2
5
(1) Find the shortest distance between the point A(1, 0) and the ellipse 4x
2
+
9y
2
= 36
170
(2) Find the shortest distance between the circle x
2
+y
2
= 1 and the straight
line x +y = 4.
(3) Find the shortest distance between the point A(1, 3) and the straight
line y = 1 3x.
Chapter 4
Eigen Value Problems
4.1 Faddeev-Leverrier Method for Eigenvalues
Let A be an n n matrix. The determination of eigenvalues and eigenvectors
requires the solution of
AX = X (4.1.1)
where is the eigenvalue corresponding to the eigenvector. The values must
satisfy the equation
|AI| = 0. (4.1.2)
Hence is a root of an n
th
degree polynomial p() = |AI|, which we write
in the form
p() =
n
+c
1
n1
+c
2
n2
+c
3
n3
+... +c
n
. (4.1.3)
The Faddeev-Leverrier algorithm is an ecient method for nding the coe-
cients c
k
of the polynomial p(). As an additional benet, the inverse matrix
A
1
is obtained at no extra computational expense. Recall that the trace of
the matrix A, written Tr(A), is
Trace of A = Tr(A)
= sum of the diagonal elements of A
= a
11
+a
22
+... +a
nn
4.1.1 Faddeev-Leverrier Method
Step 1: Take B
1
= A
Calculate c
1
= Tr(B
1
)
Step 2: Obtain B
2
= A(B
1
c
1
I)
Calculate c
2
=
1
2
{Tr(B
2
)}
Step 3: Obtain B
3
= A(B
2
c
2
I)
Calculate c
3
=
1
3
{Tr(B
3
)}
After n 1 steps
Step n: Obtain B
n
= A(B
n1
c
n1
I)
Calculate c
n
=
1
n
{Tr(B
n
)}
Then the characteristic polynomial is given by
p() =
n
c
1
n1
c
2
n2
c
3
n3
... c
n
. (4.1.4)
171
172
In addition, the inverse of the matrix A is given by
A
1
=
1
c
n
(B
n1
c
n1
I) . (4.1.5)
Example 4.1.1 Use Faddeev-Leverriers method to nd the characteristic poly-
nomial and inverse of the matrix
_
_
1 0 0
1 2 3
0 2 3
_
_
.
Solution
Let B
1
= A =
_
_
1 0 0
1 2 3
0 2 3
_
_
.
c
1
= Tr(B
1
) = ( 1) + ( 2) + ( 3) = 6
Now,
B
2
= A(B
1
c
1
I)
=
_
_
1 0 0
1 2 3
0 2 3
_
_
_
_
_
_
1 0 0
1 2 3
0 2 3
_
_
(6)
_
_
1 0 0
0 1 0
0 0 1
_
_
_
_
=
_
_
1 0 0
1 2 3
0 2 3
_
_
_
_
_
_
1 0 0
1 2 3
0 2 3
_
_
+ 6
_
_
1 0 0
0 1 0
0 0 1
_
_
_
_
=
_
_
1 0 0
1 2 3
0 2 3
_
_
_
_
_
_
1 0 0
1 2 3
0 2 3
_
_
+
_
_
6 0 0
0 6 0
0 0 6
_
_
_
_
=
_
_
1 0 0
1 2 3
0 2 3
_
_
_
_
1 + 6 0 + 0 0 + 0
1 + 0 2 + 6 3 + 0
0 + 0 2 + 0 3 + 6
_
_
=
_
_
1 0 0
1 2 3
0 2 3
_
_
_
_
5 0 0
1 4 3
0 2 3
_
_
=
_
_
(1)(5) + 0(1) + 0(0) (1)(0) + 0(4) + 0(2) (1)(0) + 0(3) + 0(3)
(1)(5) + (2)(1) + 3(0) (1)(0) + (2)(4) + 3(2) (1)(0) + (2)(3) + 3(3)
(0)(5) + 2(1) + (3)(0) (0)(0) + (2)(4) + (3)(2) (0)(0) + 2(3) + (3)(3)
_
_
173
=
_
_
5 + 0 + 0 0 + 0 + 0 0 + 0 + 0
5 2 + 0 0 8 + 6 0 6 + 9
0 + 2 + 0 0 + 8 6 0 + 6 9
_
_
=
_
_
5 0 0
3 2 3
2 2 3
_
_
Now, c
2
=
1
2
{Tr(B
2
)} =
1
2
{(5) + (2) + (3)} =
1
2
(10) = 5.
B
3
= A(B
2
c
2
I)
=
_
_
1 0 0
1 2 3
0 2 3
_
_
_
_
_
_
5 0 0
3 2 3
2 2 3
_
_
(5)
_
_
1 0 0
0 1 0
0 0 1
_
_
_
_
=
_
_
1 0 0
1 2 3
0 2 3
_
_
_
_
_
_
_
5 0 0
3 2 3
2 2 3
_
_
+
_
_
5 0 0
0 5 0
0 0 5
_
_
_
_
_
=
_
_
1 0 0
1 2 3
0 2 3
_
_
_
_
5 + 5 0 + 0 0 + 0
3 + 0 2 + 5 3 + 0
2 + 0 2 + 0 3 + 5
_
_
=
_
_
1 0 0
1 2 3
0 2 3
_
_
_
_
0 0 0
3 3 3
2 2 2
_
_
=
_
_
(1)(0) + 0(3) + 0(2) (1)(0) + 0(3) + 0(2) (1)(0) + 0(3) + 0(2)
(1)(0) + (2)(3) + 3(2) (1)(0) + (2)(3) + 3(2) (1)(0) + (2)(3) + 3(2)
(0)(0) + 2(3) + (3)(2) (0)(0) + (2)(3) + (3)(2) (0)(0) + 2(3) + (3)(2)
_
_
=
_
_
0 + 0 + 0 0 + 0 + 0 0 + 0 + 0
0 6 + 6 0 6 + 6 0 6 + 6
0 + 6 6 0 + 6 6 0 + 6 6
_
_
=
_
_
0 0 0
0 0 0
0 0 0
_
_
Now, c
3
=
1
3
{Tr(B
3
)} =
1
3
{0 + 0 + 0} =
1
3
(0) = 0
174
Now, the characteristic polynomial is given by
p() =
3
c
1
2
c
2
c
3
=
3
(6)
2
(5) 0
=
3
+ 6
2
+ 5
Hence p() =
3
+ 6
2
+ 5.
_
_
1 3 3
3 5 3
6 6 4
_
_
.
Solution
Let B
1
= A =
_
_
1 3 3
3 5 3
6 6 4
_
_
.
c
1
= Tr(B
1
) = 1 + 5 + 4 = 0
Now,
B
2
= A(B
1
c
1
I)
=
_
_
1 3 3
3 5 3
6 6 4
_
_
_
_
_
_
1 3 3
3 5 3
6 6 4
_
_
0
_
_
1 0 0
0 1 0
0 0 1
_
_
_
_
=
_
_
1 3 3
3 5 3
6 6 4
_
_
_
_
1 3 3
3 5 3
6 6 4
_
_
=
_
_
1(1) + (3)(3) + 3(6) 1(3) + (3)(5) + 3(6) 1(3) + (3)(3) + 3(4)
3(1) + (5)(3) + 3(6) 3(3) + (5)(5) + 3(6) 3(3) + (5)(3) + 3(4)
6(1) + (6)(3) + 4(6) 6(3) + (6)(5) + 4(6) 6(3) + (6)(3) + 4(4)
_
_
=
_
_
1 9 + 18 3 + 15 18 3 9 + 12
3 15 + 18 9 + 25 18 9 15 + 12
6 18 + 24 18 + 30 24 18 18 + 16
_
_
=
_
_
10 6 6
6 2 6
12 12 16
_
_
175
Now, c
2
=
1
2
{Tr(B
2
)} =
1
2
{10 + (2) + 16} =
1
2
(24) = 12
B
3
= A(B
2
c
2
I)
=
_
_
1 3 3
3 5 3
6 6 4
_
_
_
_
_
_
10 6 6
6 2 6
12 12 16
_
_
12
_
_
1 0 0
0 1 0
0 0 1
_
_
_
_
=
_
_
1 3 3
3 5 3
6 6 4
_
_
_
_
_
_
_
10 6 6
6 2 6
12 12 16
_
_
_
_
12 0 0
0 12 0
0 0 12
_
_
_
_
_
=
_
_
1 3 3
3 5 3
6 6 4
_
_
_
_
10 12 6 0 6 0
6 0 2 12 6 0
12 0 12 0 16 12
_
_
=
_
_
1 3 3
3 5 3
6 6 4
_
_
_
_
2 6 6
6 14 6
12 12 4
_
_
=
_
_
1(2) + (3)(6) + 3(12) 1(6) + (3)(14) + 3(12) 1(6) + (3)(6) + 3(4)
3(2) + (5)(6) + 3(12) 3(6) + (5)(14) + 3(12) 3(6) + (5)(6) + 3(4)
6(2) + (6)(6) + 4(12) 6(6) + (6)(14) + 4(12) 6(6) + (6)(6) + 4(4)
_
_
=
_
_
2 18 + 36 6 + 42 36 6 18 + 12
6 30 + 36 18 + 70 36 18 30 + 12
12 36 + 48 36 + 84 48 36 36 + 16
_
_
=
_
_
16 0 0
0 16 0
0 0 16
_
_
Now, c
3
=
1
3
{Tr(B
3
)} =
1
3
{16 + 16 + 16} =
1
3
(48) = 16
p() =
3
c
1
2
c
2
c
3
=
3
(0)
2
12 16
=
3
12 16
176
Hence p() =
3
12 16.
Also, the inverse of the matrix A is given by
A
1
=
1
c
3
(B
2
c
2
I)
=
1
16
_
_
2 6 6
6 14 6
12 12 4
_
_
=
1
8
_
_
1 3 3
3 7 3
6 6 2
_
_
Hence A
1
=
1
8
_
_
1 3 3
3 7 3
6 6 2
_
_
_
_
_
_
8 1 3 1
1 6 2 0
3 2 9 1
1 0 1 7
_
_
_
_
.
Solution
Let B
1
= A =
_
_
_
_
8 1 3 1
1 6 2 0
3 2 9 1
1 0 1 7
_
_
_
_
.
c
1
= Tr(B
1
) = 8 + 6 + 9 + 7 = 30
177
Now,
B
2
= A(B
1
c
1
I)
=
_
_
_
_
8 1 3 1
1 6 2 0
3 2 9 1
1 0 1 7
_
_
_
_
_
_
_
_
_
_
8 1 3 1
1 6 2 0
3 2 9 1
1 0 1 7
_
_
_
_
30
_
_
_
_
1 0 0 0
0 1 0 0
0 0 1 0
0 0 0 1
_
_
_
_
_
_
=
_
_
_
_
8 1 3 1
1 6 2 0
3 2 9 1
1 0 1 7
_
_
_
_
_
_
_
_
_
_
8 1 3 1
1 6 2 0
3 2 9 1
1 0 1 7
_
_
_
_
_
_
_
_
30 0 0 0
0 30 0 0
0 0 30 0
0 0 0 30
_
_
_
_
_
_
=
_
_
_
_
8 1 3 1
1 6 2 0
3 2 9 1
1 0 1 7
_
_
_
_
_
_
_
_
8 30 1 0 3 0 1 0
1 0 6 30 2 0 0 0
3 0 2 0 9 30 1 0
1 0 0 0 1 0 7 30
_
_
_
_
=
_
_
_
_
8 1 3 1
1 6 2 0
3 2 9 1
1 0 1 7
_
_
_
_
_
_
_
_
22 1 3 1
1 24 2 0
3 2 21 1
1 0 1 23
_
_
_
_
=
_
_
_
_
8(22) + (1)(1) + 3(3) + (1)(1) 8(1) + (1)(24) + 3(2) + (1)(0) 8(3) + (1)(2) + 3(21) + (1)(1) 8(1) + (1)(0) + 3(1) + (1)(23)
(1)(22) + 6(1) + 2(3) + 0(1) (1)(1) + 6(24) + 2(2) + 0(0) (1)(3) + 6(2) + 2(21) + 0(1) (1)(1) + 6(0) + 2(1) + 0(23)
3(22) + 2(1) + 9(3) + 1(1) 3(1) + 2(24) + 9(2) + 1(0) 3(3) + 2(2) + 9(21) + 1(1) 3(1) + 2(0) + 9(1) + 1(23)
(1)(22) + 0(1) + 1(3) + (7)(1) (1)(1) + 0(24) + 1(2) + (7)(0) (1)(3) + 0(2) + 1(21) + (7)(1) (1)(1) + 0(0) + 1(1) + (7)(23)
_
_
_
_
=
_
_
_
_
176 + 1 + 9 + 1 8 + 24 + 6 + 0 24 2 63 1 8 + 0 + 3 + 23
22 6 + 6 + 0 1 144 + 4 + 0 3 + 12 42 + 0 1 + 0 + 2 + 0
66 2 + 27 1 3 48 + 18 + 0 9 + 4 189 + 1 3 + 0 + 9 23
22 + 0 + 3 7 1 + 0 + 2 + 0 3 + 0 21 + 7 1 + 0 + 1 161
_
_
_
_
=
_
_
_
_
165 22 42 18
22 139 33 3
42 33 175 17
18 3 17 159
_
_
_
_
178
Now, c
2
=
1
2
{Tr(B
2
)} =
1
2
{165 + (139) + (175) + (159)} =
1
2
(638) =
319
B
3
= A(B
2
c
2
I)
=
_
_
_
_
8 1 3 1
1 6 2 0
3 2 9 1
1 0 1 7
_
_
_
_
_
_
_
_
_
_
165 22 42 18
22 139 33 3
42 33 175 17
18 3 17 159
_
_
_
_
(319)
_
_
_
_
1 0 0 0
0 1 0 0
0 0 1 0
0 0 0 1
_
_
_
_
_
_
=
_
_
_
_
8 1 3 1
1 6 2 0
3 2 9 1
1 0 1 7
_
_
_
_
_
_
_
_
_
_
165 22 42 18
22 139 33 3
42 33 175 17
18 3 17 159
_
_
_
_
+
_
_
_
_
319 0 0 0
0 319 0 0
0 0 319 0
0 0 0 319
_
_
_
_
_
_
=
_
_
_
_
8 1 3 1
1 6 2 0
3 2 9 1
1 0 1 7
_
_
_
_
_
_
_
_
165 + 319 22 + 0 42 + 0 18 + 0
22 + 0 139 + 319 33 + 0 3 + 0
42 + 0 33 + 0 175 + 319 17 + 0
18 + 0 3 + 0 17 + 0 159 + 319
_
_
_
_
=
_
_
_
_
8 1 3 1
1 6 2 0
3 2 9 1
1 0 1 7
_
_
_
_
_
_
_
_
154 22 42 18
22 180 33 3
42 33 144 17
18 3 17 160
_
_
_
_
=
_
_
_
_
8(154) + (1)(22) + 3(42) + (1)(18) 8(22) + (1)(180) + 3(33) + (1)(3) 8(42) + (1)(33) + 3(144) + (1)(17) 8(18) + (1)(3) + 3(17) + (1)(160)
(1)(154) + 6(22) + 2(42) + 0(18) (1)(22) + 6(180) + 2(33) + 0(3) (1)(42) + 6(33) + 2(144) + 0(17) (1)(18) + 6(3) + 2(17) + 0(160)
3(154) + 2(22) + 9(42) + 1(18) 3(22) + 2(180) + 9(33) + 1(3) 3(42) + 2(33) + 9(144) + 1(17) 3(18) + 2(3) + 9(17) + 1(160)
(1)(154) + 0(22) + 1(42) + (7)(18) (1)(22) + 0(180) + 1(33) + (7)(3) (1)(42) + 0(33) + 1(144) + (7)(17) (1)(18) + 0(3) + 1(17) + (7)(160)
_
_
_
_
=
_
_
_
_
1232 22 126 18 176 180 99 3 336 + 33 + 432 + 17 144 3 51 160
154 + 132 84 + 0 22 + 1080 66 + 0 42 198 + 288 + 0 18 + 18 34 + 0
462 + 44 378 + 18 66 + 360 297 + 3 126 66 + 1296 17 54 + 6 153 + 160
154 + 0 42 + 126 22 + 0 33 + 21 42 + 0 + 144 119 18 + 0 17 + 1120
_
_
_
_
=
_
_
_
_
1066 106 146 70
106 992 132 34
146 132 1087 67
70 34 67 1085
_
_
_
_
179
Now, c
3
=
1
3
{Tr(B
3
)} =
1
3
{1066 + 992 + 1087 + 1085} =
1
3
(4230) = 1410
B
4
= A(B
3
c
3
I)
=
_
_
_
_
8 1 3 1
1 6 2 0
3 2 9 1
1 0 1 7
_
_
_
_
_
_
_
_
_
_
1066 106 146 70
106 992 132 34
146 132 1087 67
70 34 67 1085
_
_
_
_
1410
_
_
_
_
1 0 0 0
0 1 0 0
0 0 1 0
0 0 0 1
_
_
_
_
_
_
=
_
_
_
_
8 1 3 1
1 6 2 0
3 2 9 1
1 0 1 7
_
_
_
_
_
_
_
_
_
_
1066 106 146 70
106 992 132 34
146 132 1087 67
70 34 67 1085
_
_
_
_
_
_
_
_
1410 0 0 0
0 1410 0 0
0 0 1410 0
0 0 0 1410
_
_
_
_
_
_
=
_
_
_
_
8 1 3 1
1 6 2 0
3 2 9 1
1 0 1 7
_
_
_
_
_
_
_
_
1066 1410 106 0 146 0 7 0
106 0 992 1410 132 0 34 0
146 0 132 0 1087 1410 67 0
70 0 34 0 67 0 1085 1410
_
_
_
_
=
_
_
_
_
8 1 3 1
1 6 2 0
3 2 9 1
1 0 1 7
_
_
_
_
_
_
_
_
344 106 146 70
106 418 132 34
146 132 323 67
70 34 67 325
_
_
_
_
=
_
_
_
_
8(344) + (1)(106) + 3(146) + (1)(70) 8(106) + (1)(418) + 3(132) + (1)(34) 8(146) + (1)(132) + 3(323) + (1)(67) 8(70) + (1)(34) + 3(67) + (1)(325)
(1)(344) + 6(106) + 2(146) + 0(70) (1)(106) + 6(418) + 2(132) + 0(34) (1)(146) + 6(132) + 2(323) + 0(67) (1)(70) + 6(34) + 2(67) + 0(325)
3(344) + 2(106) + 9(146) + 1(70) 3(106) + 2(418) + 9(132) + 1(34) 3(146) + 2(132) + 9(323) + 1(67) 3(70) + 2(34) + 9(67) + 1(325)
(1)(344) + 0(106) + 1(146) + (7)(70) (1)(106) + 0(418) + 1(132) + (7)(34) (1)(146) + 0(132) + 1(323) + 7(67) (1)(70) + 0(34) + 1(67) + (7)(325)
_
_
_
_
=
_
_
_
_
2752 + 106 + 438 + 70 848 + 418 + 396 + 34 1168 132 969 67 560 + 34 + 201 + 325
344 636 + 292 + 0 106 2508 + 264 + 0 146 + 792 646 + 0 70 204 + 134 + 0
1032 212 + 1314 70 318 836 + 1188 34 438 + 264 2907 + 67 210 68 + 603 325
344 + 0 + 146 490 106 + 0 + 132 238 146 + 0 323 + 469 70 + 0 + 67 2275
_
_
_
_
=
_
_
_
_
2138 0 0 0
0 2138 0 0
0 0 2138 0
0 0 0 2138
_
_
_
_
Now, c
4
=
1
4
{Tr(B
4
)} =
1
4
{2138+(2138)+(2138)+(2138)} =
1
4
(8552)
= 2138
180
p() =
4
c
1
3
c
2
2
c
3
c
4
=
4
30
3
(319)
2
1410 (2138)
=
4
30
3
+ 319
2
1410 + 2138
Hence p() =
4
30
3
+ 319
2
1410 + 2138.
Also, the inverse of the matrix A is given by
A
1
=
1
c
4
(B
3
c
3
I)
=
1
2138
_
_
_
_
344 106 146 70
106 418 132 34
146 132 323 67
70 34 67 325
_
_
_
_
Hence A
1
=
1
2138
_
_
_
_
344 106 146 70
106 418 132 34
146 132 323 67
70 34 67 325
_
_
_
_
4.2 Power Method with deation
Suppose the matrix A has the eigen values and eigen vectors
1
,
2
, ...,
n
and
V 1, V
2
, ..., V
n
respectively such that |
1
| > |
2
| |
3
| ... |
n
|. Once
the dominant eigen pair (
1
, V
1
) of A is computed by using power method, we
may wish to compute the next dominant eigen pair (
2
, V
2
). If A is symmetric,
it can be proved that if U
1
=
V1
|V1|
, then A = A
1
U
1
U
T
1
has eigenvalues 0,
2
,
...,
n
and the eigenvectors of A are eigenvectors of A. Therefore, to nd
2
,
we could apply the power method to A. However, a warning is in order. Since
1
is not exact, some error will be introduced in the power method applied to
A. The application of the power method to nd
2
of A is called the method
of deation.
Example 4.2.1 Apply the method of deation to the matrix A=
_
5 2
2 8
_
to nd
2
. Assume that
1
= 9 and V
1
=
_
1
2
_
181
Solution: Let A =
_
5 2
2 8
_
Given that
1
= 9 and V
1
=
_
1
2
_
Now,
| V
1
| =
_
1
2
+ (2)
2
=
1 + 4
=
5
Now,
U
1
=
V
1
|V
1
|
=
_
1
2
_
5
=
_
1
5
2
5
_
182
Then the matrix
A = A
1
U
1
U
T
1
=
_
5 2
2 8
_
9
__
1
5
2
5
_
_
1
5
2
5
_
_
=
_
5 2
2 8
_
9
_
_
_
_
_
1
5
__
1
5
_ _
1
5
__
2
5
_
_
2
5
__
1
5
_ _
2
5
__
2
5
_
_
_
_
_
=
_
5 2
2 8
_
9
_
1
5
2
5
2
5
4
5
_
=
_
5 2
2 8
_
_
9
5
18
5
18
5
36
5
_
=
_
5
_
9
5
_
2
_
18
5
_
2
_
18
5
_
8
_
36
5
_
_
=
_
259
5
10+18
5
10+18
5
4036
5
_
=
_
16
5
8
5
8
5
4
5
_
Choose X
0
=
_
1
1
_
Applying power method to A, we have
AX
0
=
_
16
5
8
5
8
5
4
5
__
1
1
_
=
_ _
16
5
_
(1) +
_
8
5
_
(1)
_
8
5
_
(1) +
_
4
5
_
(1)
_
=
_
16
5
+
8
5
8
5
+
4
5
_
=
_
24
5
12
5
_
=
12
5
_
2
1
_
183
Therefore, X
1
=
_
2
1
_
AX
1
=
_
16
5
8
5
8
5
4
5
__
2
1
_
=
_ _
16
5
_
(2) +
_
8
5
_
(1)
_
8
5
_
(2) +
_
4
5
_
(1)
_
=
_
32
5
+
8
5
16
5
+
4
5
_
=
_
40
5
20
5
_
=
20
5
_
2
1
_
= 4
_
2
1
_
Therefore, X
2
=
_
2
1
_
Since X
1
= X
2
, we stop the iteration. Hence the next eigen value
2
= 4 and
the corresponding eigen vector is X
2
=
_
2
1
_
.
Example 4.2.2 Apply the method of deation to the matrix A=
_
5 2
2 8
_
to nd
2
. Assume that
1
= 8.987 and V
1
=
_
1
2.12
_
Solution: Let A =
_
5 2
2 8
_
Given that
1
= 8.987 and V
1
=
_
1
2.12
_
Now,
| V
1
| =
_
(1)
2
+ (2.12)
2
=
1 + 4.4944
=
5.4944
= 2.344
184
Now,
U
1
=
V
1
|V
1
|
=
_
1
2.12
_
2.344
=
_
0.4266
0.9044
_
Then the matrix
A = A
1
U
1
U
T
1
=
_
5 2
2 8
_
8.987
__
0.4266
0.9044
_
(0.4266 0.9044)
_
=
_
5 2
2 8
_
8.987
__
(0.4266)(0.4266) (0.4266)(0.9044)
(0.9044)(0.4266) (0.9044)(0.9044)
__
=
_
5 2
2 8
_
8.987
_
0.182 0.3858
0.3858 0.8179
_
=
_
5 2
2 8
_
_
1.6356 3.4672
3.4672 7.3505
_
=
_
5 1.6356 2 (3.4672)
2 (3.4672) 8 7.3505
_
=
_
5 1.6356 2 + 3.4672
2 + 3.4672 8 7.3505
_
=
_
3.3644 1.4672
1.4672 0.6495
_
185
Choose X
0
=
_
1
1
_
Applying power method to A, we have
AX
0
=
_
3.3644 1.4672
1.4672 0.6495
__
1
1
_
=
_
(3.3644)(1) + (1.4672)(1)
(1.4672)(1) + (0.6495)(1)
_
=
_
3.3644 + 1.4672
1.4672 + 0.6495
_
=
_
4.8316
2.1167
_
= 2.1167
_
2.2826
1
_
Therefore, X
1
=
_
2.2826
1
_
AX
1
=
_
3.3644 1.4672
1.4672 0.6495
__
2.2826
1
_
=
_
(3.3644)(2.2826) + (1.4672)(1)
(1.4672)(2.2826) + (0.6495)(1)
_
=
_
7.6796 + 1.4672
3.3490 + 0.6495
_
=
_
9.1468
3.9985
_
= 3.9985
_
2.2876
1
_
186
Therefore, X
2
=
_
2.2876
1
_
AX
2
=
_
3.3644 1.4672
1.4672 0.6495
__
2.2876
1
_
=
_
(3.3644)(2.2876) + (1.4672)(1)
(1.4672)(2.2876) + (0.6495)(1)
_
=
_
7.6964 + 1.4672
3.3564 + 0.6495
_
=
_
9.1636
4.0059
_
= 4.0059
_
2.28753
1
_
Therefore, X
3
=
_
2.28753
1
_
AX
3
=
_
3.3644 1.4672
1.4672 0.6495
__
2.28753
1
_
=
_
(3.3644)(2.28753) + (1.4672)(1)
(1.4672)(2.28753) + (0.6495)(1)
_
=
_
7.69617 + 1.4672
3.35626 + 0.6495
_
=
_
9.16337
4.00576
_
= 4.00576
_
2.28755
1
_
187
Therefore, X
4
=
_
2.28755
1
_
AX
4
=
_
3.3644 1.4672
1.4672 0.6495
__
2.28755
1
_
=
_
(3.3644)(2.28755) + (1.4672)(1)
(1.4672)(2.28755) + (0.6495)(1)
_
=
_
7.69623 + 1.4672
3.35629 + 0.6495
_
=
_
9.16343
4.00579
_
= 4.00579
_
2.28755
1
_
Therefore, X
5
=
_
2.28755
1
_
Since X
4
= X
5
, we stop the iteration. Hence the next eigen value
2
= 4.00579
and the corresponding eigen vector is X
2
=
_
2.28755
1
_
.
4.3 Rayleigh-Ritz method
Let Q = [Q
k
, Q
u
] be any n n orthogonal matrix where Q
k
is n k and Q
u
is n (n k) matrix. Usually the column vectors of Q
k
will be computed
by Lanczos alogorithm and span a Krylov subspace
k
, and the subscript u
indicates that Q
u
is mostly unknown. We will use the following notation T =
Q
T
AQ = [Q
k
, Q
u
]
T
A[Q
k
, Q
u
] =
_
Q
T
k
AQ
k
Q
T
k
AQ
u
Q
T
u
AQ
k
Q
T
u
AQ
u
_
=
_
T
k
T
T
uk
T
ku
T
u
_
=
_
T
k
T
T
ku
T
ku
T
u
_
. When k = 1, T
k
is just the Rayleigh quotient T
1
= (Q
1
, A)
and for k > 1, T
k
is a natural generalization of the Rayleigh coecient.
Denition 4.3.1 The Rayleigh-Ritz procedure is to approximate the eigen
values of A by the igen values of T
k
= Q
T
k
AQ
k
. These approximations are
called Ritz values. Let T
k
= V AV
T
be the eigendecomposition of T
k
. The
corresponding eigen vector approximations are the columns of Q
k
V and are
called ritz vectors.
188
The Ritz values and Ritz vectors are considered optimal approximations to the
eigen values and eigen vectors of A for several reasons.
Chapter 5
Numerical Integration
5.1 Introduction
5.2 Gaussian Quadrature
5.2.1 Two Point Gaussian Quadrature Formulae
Consider the integral I =
1
_
1
f(x)dx.
Let
I = a
1
f(x
1
) +a
2
f(x
2
) (5.2.1)
where the coecients a
1
, a
2
and the function arguments x
1
, x
2
are to be
determined. Clearly four conditions are required to nd the four unknowns a
1
,
a
2
, x
1
and x
2
. Hence we impose the condition that the equation 5.2.16 is valid
for any polynomial of degree three or less. In particular 5.2.16 is valid if f(x)
= x
3
, f(x) = x
2
, f(x) = x and f(x) = 1.
Now,
f(x) = x
3
a
1
x
3
1
+a
2
x
3
2
=
1
_
1
x
3
dx
=
_
x
4
4
_
1
1
=
1
4

1
4
= 0.
Hence
a
1
x
3
1
+a
2
x
3
2
= 0 (5.2.2)
189
190
Now,
f(x) = x
2
a
1
x
2
1
+a
2
x
2
2
=
1
_
1
x
2
dx
=
_
x
3
3
_
1
1
=
1
3

_
1
3
_
=
1
3
+
1
3
=
2
3
.
Hence
a
1
x
2
1
+a
2
x
2
2
=
2
3
(5.2.3)
Now,
f(x) = x a
1
x
1
+a
2
x
2
=
1
_
1
xdx
=
_
x
2
2
_
1
1
=
1
2

1
2
= 0.
Hence
a
1
x
1
+a
2
x
2
= 0 (5.2.4)
191
Now,
f(x) = 1 a
1
+a
2
=
1
_
1
dx
= [x]
1
1
= 1 [1]
= 1 + 1
= 2.
Hence
a
1
+a
2
= 2 (5.2.5)
(5.2.4) x
2
1
a
1
x
3
1
+a
2
x
2
1
x
2
= 0
(5.2.12) (5.2.6) a
2
x
3
2
a
2
x
2
1
x
2
= 0
a
2
x
2
(x
2
2
x
2
1
) = 0
a
2
x
2
(x
2
+x
1
)(x
2
x
1
) = 0
a
2
= 0 or x
2
= 0 or x
2
+x
1
= 0 or x
2
x
1
= 0
Therefore,
a
2
= 0 or x
2
= 0 or x
2
= x
1
or x
2
= x
1
(5.2.6)
Suppose that a
2
=0.
Substituting a
2
= 0 in (5.2.5), we get a
1
= 2
Substituting a
2
= 0, a
1
= 2 in (5.2.3), we get 2x
2
1
=
2
3
x
2
1
=
1
3
x
1
=
1
3
Substituting a
2
= 0, a
1
= 2 and x
1
=
1
3
in (5.2.4), we get 2
_
1
3
_
= 0
This is the contradiction. Therefore, a
2
= 0.
Suppose that x
2
=0.
Substituting x
2
= 0 in (5.2.3), we get a
1
x
2
1
=
2
3
Multiplying x
1
in (5.2.4), we get
a
1
x
2
1
+a
2
x
1
x
2
= 0 (5.2.7)
Substituting x
2
= 0 in (5.2.7), we get a
1
x
2
1
= 0
This is the contradiction since a
1
x
2
1
=
2
3
. Therefore, x
2
= 0. Suppose that x
1
192
= x
2
.
Substituting x
1
= x
2
in (5.2.4), we get a
1
x
1
+a
2
x
1
= 0
x
1
(a
1
+a
2
) = 0.
But a
1
+a
2
= 2 by (5.2.5).
Therefore, x
1
= 0.
Since x
1
=x
2
, we get x
2
= 0.
This is the contradiction by the previous case.
Therefore, x
1
= x
2
. Suppose that x
2
= - x
1
.
Substituting x
2
= - x
1
in (5.2.4), we get a
1
x
1
a
2
x
1
= 0
x
1
(a
1
a
2
) = 0.
Substituting x
2
= - x
1
in (5.2.12), we get a
1
x
3
1
a
2
x
3
1
= 0
x
3
1
(a
1
a
2
) = 0.
x
1
= 0 or a
1
a
2
= 0.
If x
1
= 0, we get x
2
= 0. since x
1
= - x
2
This is the contradiction by the fact that x
2
= 0.
Therefore, a
1
a
2
= 0
Also (5.2.5) a
1
+a
2
= 2
Adding these equations, we get 2a
1
= 2
a
1
= 1.
Consequently, a
2
= 1
Substituting a
1
= 1, a
2
= 1 and x
2
= - x
1
in (5.2.3), we get x
2
1
+x
2
1
=
2
3
2x
2
1
=
2
3
x
2
1
=
1
3
x
1
=
1
3
x
2
=
1
3
Therefore,
I =
1
_
1
f(x)dx = f
_
1
3
_
+f
_
1
3
_
(5.2.8)
or
I =
1
_
1
f(x)dx = f(0.5773) +f(0.5773) (5.2.9)
This is known as Gaussian Two Point Quadrature Formula. Thus, we get the
approximate value of =
1
_
1
f(x)dx by adding two values of f(x) in Gaussian
193
Two Point Quadrature Formula. This value is exact if the function f(x) is the
polynomial of degree three or less.
Remark 5.2.1 We have derived the Gaussian Two Point Quadrature Formula
to evaluate the integral of the form
1
_
1
f(x)dx. Therefore, to evaluate the
integral of the form
a
_
b
f(x)dx by using Gaussian Two Point Quadrature For-
mula, it is necessary to convert the integral to the form
1
_
1
f(t)dt by taking
suitable change of variable.
Let x =
(ba)t+(b+a)
2
.
Then 2x = (b a)t + (b +a)
2x b a = (b a)t
t =
2xba
ba
Now, x = a t =
ab
ba
= -1.
x = b t =
ba
ba
= 1.
Also,
dt
dx
=
2
ba
dx =
ba
2
dt
Therefore, we have
a
_
b
f(x)dx =
1
_
1
f
_
(ba)t+(b+a)
2
_
ba
2
dt
a
_
b
f(x)dx =
ba
2
1
_
1
f
_
(ba)t+(b+a)
2
_
dt
Example 5.2.2 Evaluate
1
_
1
1
1+x
2
dx by using Gaussian Two Point Quadra-
ture Formula.
Solution
Take f(x) =
1
1+x
2
.
194
By Gaussian Two Point Quadrature Formula, we have
1
_
1
f(x)dx = f(0.5773) +f(0.5773) (5.2.10)
1
_
1
1
1 +x
2
dx =
1
1 + (0.5773)
2
+
1
1 + (0.5773)
2
=
1
1 + 0.3333
+
1
1 + 0.3333
=
1
1.3333
+
1
1.3333
=
2
1.3333
= 1.5000
By actual integration, we have
1
_
1
1
1 +x
2
dx = 2
1
_
0
1
1 +x
2
dx
= 2
_
tan
1
x
1
0
= 2
_
tan
1
(1) tan
1
(0)
= 2
_
4
0
_
=

2
= 1.5708.
1
_
1
e
x
2
cos x d x by using Gaussian Two Point
Quadrature Formula.
195
Solution
Take f(x) = e
x
2
cos x.
By Gaussian Two Point Quadrature Formula, we have
1
_
1
f(x)dx = f(0.5773) +f(0.5773) (5.2.11)
1
_
1
e
x
2
cos xdx = e
(0.5773)
2
cos (0.5773) +e
(0.5773)
2
cos (-0.5773)
= e
0.3333
(0.8379) +e
0.3333
(0.8379)
= (0.7166)(0.9999) + (0.7166)(0.9999)
= 2 0.7165
= 1.4331
5.2.2 Higher Point Gaussian Quadrature Formulae
1
_
1
f(x)dx.
The higher point Gaussian quadrature formula can be developed in a general
form
I = a
1
f(x
1
) +a
2
f(x
2
) +... +a
n
f(x
n
) (5.2.12)
where the coecients a
1
, a
2
,...,a
n
, the function arguments x
1
, x
2
,..., x
n
are
to be determined and n is the number of points. Clearly 2n conditions are
required to nd the unknowns a
1
, a
2
,..., a
n
, x
1
, x
2
,...,x
n
. Hence we impose
the condition that the equation 5.2.12 is valid for any polynomial of degree
2n 1 or less. In particular 5.2.12 is valid if f(x) = x
i
, i = 0,1, 2, ..., 2n 1.
However these equations can not easily be solved. Therefore, we assume that
x
1
, x
2
,...,x
n
are the roots of the n
th
degree Legendre polynomial. Recall that
the Legendre polynomials satisfy the recursive formula
(n + 1)L
n+1
(x) (2n + 1)xL
n
(x) +nL
n1
(x) = 0 (5.2.13)
196
with L
0
(x) = 1, L
1
(x) = x.
Substituting n = 1 in equation 5.2.13, we have
(1 + 1)L
1+1
(x) [2(1) + 1]xL
1
(x) + (1)L
11
(x) = 0
2L
2
(x) 3xL
1
(x) +L
0
(x) = 0
2L
2
(x) = 3xL
1
(x) L
0
(x)
L
2
(x) =
3xL
1
(x) L
0
(x)
2
=
3x(x) 1
2
=
3x
2
1
2
L
2
(x) =
3x
2
1
2
Now,
L
2
(x) = 0
3x
2
1
2
= 0
3x
2
1 = 0
3x
2
= 1
x
2
=
1
3
x =
1
3
which are the precisely the values of x
1
and x
2
of Two point Gaussian Quadra-
ture formula. Substituting n = 2 in equation 5.2.13, we have
(2 + 1)L
2+1
(x) [2(2) + 1]xL
2
(x) + (2)L
21
(x) = 0
3L
3
(x) 5xL
2
(x) + 2L
1
(x) = 0
197
3L
3
(x) = 5xL
2
(x) 2L
1
(x)
L
3
(x) =
5xL
2
(x) 2L
1
(x)
3
=
5x
_
3x
2
1
2
_
2x
3
=
1
3
_
5x(3x
2
1) 2x(2)
2
_
=
15x
3
5x 4x
6
=
15x
3
9x
6
=
5x
3
3x
2
L
3
(x) =
5x
3
3x
2
Now,
L
3
(x) = 0
5x
3
3x
2
= 0
5x
3
3x = 0
x(5x
2
3 = 0
x = 0, 5x
2
= 3
x = 0, x
2
=
3
5
x = 0, x =
_
3
5
x = 0, x =
0.7746
which are the precisely the values of x
1
, x
2
and x
3
of Three point Gaussian
Quadrature formula.
The values of a
1
, a
2
,..., a
n
for various values of n can be drawn from the
standard table which are available in literature upto n = 200
For n = 3, the table gives
a
1
=
5
9
= 0.5556, a
2
=
8
9
= 0.8889, a
3
=
5
9
= 0.5556
198
Therefore, the Three Point Gaussian Quadrature formula can be derived from
I =
1
_
1
f(x)dx.
= a
1
f(x
1
) +a
2
f(x
2
) +a
3
f(x
3
)
Therefore,
1
_
1
f(x)dx = (0.5556)f(0.7746) + (0.8889)f(0) + (0.5556)f(0.7746)
= (0.8889)f(0) + (0.5556) [f(0.7746) +f(0.7746)]
(or)
1
_
1
f(x)dx =
_
5
9
_
f(0.7746) +
_
8
9
_
f(0) +
_
5
9
_
f(0.7746)
=
_
8
9
_
f(0) +
_
5
9
_
[f(0.7746) +f(0.7746)]
1
_
1
1
1+x
2
dx by using Gaussian Three Point Quadra-
ture Formula.
Solution
Take f(x) =
1
1+x
2
.
By Gaussian Three Point Quadrature Formula, we have
1
_
1
f(x)dx =
8
9
f(0) +
5
9
[f(0.7746) +f(0.7746)] (5.2.14)
199
1
_
1
1
1 +x
2
dx =
8
9
_
1
1 + 0
2
_
+
5
9
_
1
1 + (0.7746)
2
+
1
1 + (0.7746)
2
_
=
8
9
+
5
9
_
1
1 + 0.6
+
1
1 + 0.6
_
= 0.8889 + 0.5556
_
1
1.6
+
1
1.6
_
= 0.8889 + 0.5556(0.625 + 0.625)
= 0.8889 + 0.5556(1.25)
= 0.8889 + 0.6945
= 1.5834
By actual integration, we have
1
_
1
1
1 +x
2
dx = 2
1
_
0
1
1 +x
2
dx
= 2
_
tan
1
x
1
0
= 2
_
tan
1
(1) tan
1
(0)
= 2
_
4
0
_
=

2
= 1.5708.
1
_
1
e
x
2
cos x d x by using Gaussian Three Point
Quadrature Formula.
Solution
Take f(x) = e
x
2
cos x.
200
By Gaussian Three Point Quadrature Formula, we have
1
_
1
f(x)dx =
8
9
f(0) +
5
9
[f(0.7746) +f(0.7746)] (5.2.15)
1
_
1
e
x
2
cos xdx =
8
9
_
e
0
2
cos 0
_
+
5
9
_
e
(0.7746)
2
cos(0.7746) +e
(0.7746)
2
cos(-0.7746)
_
=
8
9
[1 1] +
5
9
_
e
0.6
cos (0.7746) +e
0.6
cos (-0.7746)
=
8
9
+
5
9
[0.5488(0.9999) + 0.5488(0.9999)]
= 0.8889 + 0.5556 [0.5487 + 0.5487]
= 0.8889 + 0.5556(1.0974)
= 0.8889 + 0.6097
= 1.4986
5.2.3 Gauss-Hermite Quadrature Formulae
e
x
2
f(x)dx.
Let
I = H
1
(x
1
)f(x
1
) +H
2
(x
2
)f(x
2
) (5.2.16)
where the function arguments x
1
, x
2
are to be determined and the coecients
H
1
(x), H
2
(x) are the Hermite polynomials.
e
x
2
f(x)dx =
6
_
f
_
6
2
_
+ 4f(0) +f
_
6
2
__
(5.2.17)
201
e
x
2
cos x d x by using Gauss-Hermite three
point Quadrature Formula.
Solution
Take f(x) = cos x.
By Gauss-Hermite Quadrature three point Formula, we have
e
x
2
f(x)dx =
6
_
f
_
6
2
_
+ 4f(0) +f
_
6
2
__
(5.2.18)
e
x
2
cos xdx =
6
_
cos
_
6
2
_
+ 4cos(0) +cos
_
6
2
__
=
3.1416
6
_
cos
_
2.4495
2
_
+ 4(1) +cos
_
2.4495
2
__
=
1.7725
6
[cos(1.2248) + 4 +cos(1.2248)]
= (0.2954) [0.9998 + 4 + 0.9998]
= (0.2954)(5.9996)
= 1.7723

ME-SE From Page 7

Caricato da

Informazioni sul documento

Titolo originale

Copyright

Formati disponibili

Condividi questo documento

Condividi o incorpora il documento

Opzioni di condivisione

Hai trovato utile questo documento?

Questo contenuto è inappropriato?

Copyright:

Formati disponibili

ME-SE From Page 7

Caricato da

Copyright:

Formati disponibili

Contents

1 One Dimensional Wave and Heat Equations 5

Alemberts solution of the wave equation . . . . . . . 7

= sL[u(x, t)] su(x, 0) = sU(x, s) su(x, 0)

Alemberts solution of the wave equation

. Then equation (1.1.2) becomes

Alemberts solution of the one dimensional wave equation is given

Alemberts solution of the one dimensional wave equation

Also we know that

From equation (1.1.22), we have

are poles of order 1 where n is

= constant. This gives the solu-

= constant. This gives the solution.

= 0. Consequently, Equation (3.2.7) becomes y

. Now the functional takes extremum if it satises the Euler

). The functional I attains its maximum if it satises the

)dx to be an extremum is that

] = 0, we have r(x) = 1, w(x) = x, q(x) = 1.

)dx where f = 2xy y

) d x with the boundary points (x

= 0. This is called transversality conditions.

i.e.) the transversality condition is reduced to orthogonality condition.

Potrebbero piacerti anche