14 Boundary-Value Problems in Other

Coordinate Systems
Exercises 14.1
1. We have
A
0
=
1
2
_

0
u
0
d =
u
0
2
A
n
=
1

_

0
u
0
cos n d = 0
B
n
=
1

_

0
u
0
sinn d =
u
0
n
[1 (1)
n
]
and so
u(r, ) =
u
0
2
+
u
0

n=1
1 (1)
n
n
r
n
sinn.
2. We have
A
0
=
1
2
_

0
d +
1
2
_
2

( ) d = 0
A
n
=
1

_

0
cos n d +
1

_
2

( ) cos n d =
2
n
2

[(1)
n
1]
B
n
=
1

_

0
sinn d +
1

_
2

( ) sinn d =
1
n
[1 (1)
n
]
and so
u(r, ) =

n=1
r
n
_
(1)
n
1
n
2

cos n +
1 (1)
n
n
sinn
_
.
3. We have
A
0
=
1
2
_
2
0
(2
2
) d =
2
2
3
A
n
=
1

_
2
0
(2
2
) cos n d =
4
n
2
B
n
=
1

_
2
0
(2
2
) sinn d = 0
and so
u(r, ) =
2
2
3
4

n=1
r
n
n
2
cos n.
4. We have
A
0
=
1
2
_
2
0
d =
A
n
=
1

_
2
0
cos n d = 0
B
n
=
1

_
2
0
sinn d =
2
n
670
Exercises 14.1
and so
u(r, ) = 2

n=1
r
n
n
sinn.
5. As in Example 1 in the text we have R(r) = c
3
r
n
+c
4
r
n
. In order that the solution be bounded as r we
must dene c
3
= 0. Hence
u(r, ) = A
0
+

n=1
r
n
(A
n
cos n +B
n
sinn)
A
0
=
1
2
_
2
0
f() d where
A
n
=
c
n

_
2
0
f() cos n d
B
n
=
c
n

_
2
0
f() sinn d.
6. We solve

2
u
r
2
+
1
r
u
r
+
1
r
2

2
u

2
= 0, 0 < <

2
, 0 < r < c,
u(c, ) = f(), 0 < <

2
,
u(r, 0) = 0, u(r, /2) = 0, 0 < r < c.
Proceeding as in Example 1 in the text we obtain the separated dierential equations
r
2
R

+rR

2
R = 0

+
2
= 0
with solutions
() = c
1
cos +c
2
sin
R(r) = c
3
r

+c
4
r

.
Since we want R(r) to be bounded as r 0 we require c
4
= 0. Applying the boundary conditions (0) = 0
and (/2) = 0 we nd that c
1
= 0 and = 2n for n = 1, 2, 3, . . . . Therefore
u(r, ) =

n=1
A
n
r
2n
sin2n.
From
u(c, ) = f() =

n=1
A
n
c
n
sin2n
we nd
A
n
=
4
c
2n
_
/2
0
f() sin2n d.
7. Referring to the solution of Problem 6 above we have
() = c
1
cos +c
2
sin
R(r) = c
3
r
n
.
Applying the boundary conditions

(0) = 0 and

(/2) = 0 we nd that c
2
= 0 and = 2n for
671
Exercises 14.1
n = 0, 1, 2, . . . . Therefore
u(r, ) = A
0
+

n=1
A
n
r
2n
cos 2n.
From
u(c, ) =
_
1, 0 < < /4
0, /4 < < /2
= A
0
+

n=1
A
n
c
2n
cos 2n
we nd
A
0
=
1
/2
_
/4
0
d =
1
2
and
c
2n
A
n
=
2
/2
_
/4
0
cos 2n d =
2
n
sin
n
2
.
Thus
u(r, ) =
1
2
+
2

n=1
1
n
sin
n
2
_
r
c
_
2n
cos 2n.
8. We solve

2
u
r
2
+
1
r
u
r
+
1
r
2

2
u

2
= 0, 0 < < /4, r > 0
u(r, 0) = 0, r > 0
u(r, /4) = 30, r > 0.
Proceeding as in Example 1 in the text we nd the separated ordinary dierential equations to be
r
2
R

+rR

2
R = 0

+
2
= 0.
The corresponding general solutions are
R(r) = c
1
r

+c
2
r

() = c
3
cos +c
4
sin.
The condition (0) = 0 implies c
3
= 0 so that = c
4
sin. Now, in order that the temperature be bounded
as r we dene c
1
= 0. Similarly, in order that the temperature be bounded as r 0 we are forced to
dene c
2
= 0. Thus R(r) = 0 and so no nontrivial solution exists for > 0. For = 0 the separated dierential
equations are
r
2
R

+rR

= 0 and

= 0.
Solutions of these latter equations are
R(r) = c
1
+c
2
lnr and () = c
2
+c
3
.
(0) = 0 still implies c
3
= 0, whereas boundedness as r 0 demands c
2
= 0. Thus, a product solution is
u = c
1
c
2
= A.
From u(r, /4) = 0 we obtain A = 120/. Thus, a solution to the problem is
u(r, ) =
120

.
672
Exercises 14.1
9. Proceeding as in Example 1 in the text and again using the periodicity of u(r, ), we have
() = c
1
cos +c
2
sin
where = n for n = 0, 1, 2, . . . . Then
R(r) = c
3
r
n
+c
4
r
n
.
[We do not have c
4
= 0 in this case since 0 < a r.] Since u(b, ) = 0 we have
u(r, ) = A
0
ln
r
b
+

n=1
__
b
r
_
n

_
r
b
_
n
_
[A
n
cos n +B
n
sinn] .
From
u(a, ) = f() = A
0
ln
a
b
+

n=1
__
b
a
_
n

_
a
b
_
n
_
[A
n
cos n +B
n
sinn]
we nd
A
0
ln
a
b
=
1
2
_
2
0
f() d,
__
b
a
_
n

_
a
b
_
n
_
A
n
=
1

_
2
0
f() cos n d,
and
__
b
a
_
n

_
a
b
_
n
_
B
n
=
1

_
2
0
f() sinn d.
10. Substituting u(r, ) = v(r, ) +(r) into the partial dierential equation we obtain

2
v
r
2
+

(r) +
1
r
_
v
r
+

(r)
_
+
1
r
2

2
v

2
= 0.
This equation will be homogeneous provided

(r) +
1
r

(r) = 0 or r
2

(r) +r

(r) = 0.
The general solution of this Cauchy-Euler dierential equation is
(r) = c
1
+c
2
lnr.
From
u
0
= u(a, ) = v(a, ) +(a) and u
1
= u(b, ) = v(b, ) +(b)
we see that in order for the boundary values v(a, ) and v(b, ) to be 0 we need (a) = u
0
and (b) = u
1
. From
this we have
(a) = c
1
+c
2
lna = u
0
(b) = c
1
+c
2
lnb = u
1
.
Solving for c
1
and c
2
we obtain
c
1
=
u
1
lna u
0
lnb
lna/b
and c
2
=
u
0
u
1
lna/b
.
Then
(r) =
u
1
lna u
0
lnb
lna/b
+
u
0
u
1
lna/b
lnr =
u
0
lnr/b u
1
lnr/a
lna/b
.
673
Exercises 14.1
From Problem 9 with f() = 0 we see that the solution of

2
v
r
2
+
1
r
v
r
+
1
r
2

2
v

2
= 0, 0 < < 2, a < r < b,
v(a, ) = 0, v(b, ) = 0, 0 < < 2
is v(r, ) = 0. Thus the steady-state temperature of the ring is
u(r, ) = v(r, ) +(r) =
u
0
lnr/b u
1
lnr/a
lna/b
.
11. We solve

2
u
r
2
+
1
r
u
r
+
1
r
2

2
u

2
= 0, 0 < < , a < r < b,
u(a, ) = ( ), u(b, ) = 0, 0 < < ,
u(r, 0) = 0, u(r, ) = 0, a < r < b.
Proceeding as in Example 1 in the text we obtain the separated dierential equations
r
2
R

+rR

2
R = 0

+
2
= 0
with solutions
() = c
1
cos +c
2
sin
R(r) = c
3
r

+c
4
r

.
Applying the boundary conditions (0) = 0 and () = 0 we nd that c
1
= 0 and = n for
n = 1, 2, 3, . . . . The boundary condition R(b) = 0 gives
c
3
b
n
+c
4
b
n
= 0 and c
4
= c
3
b
2n
.
Then
R(r) = c
3
_
r
n

b
2n
r
n
_
= c
3
_
r
2n
b
2n
r
n
_
and
u(r, ) =

n=1
A
n
_
r
2n
b
2n
r
n
_
sinn.
From
u(a, ) = ( ) =

n=1
A
n
_
a
2n
b
2n
a
n
_
sinn
we nd
A
n
_
a
2n
b
2n
a
n
_
=
2

_

0
(
2
) sinn d =
4
n
3

[1 (1)
n
].
Thus
u(r, ) =
4

n=1
1 (1)
n
n
3
r
2n
b
2n
a
2n
b
2n
_
a
r
_
n
sinn.
12. Letting u(r, ) = v(r, ) +() we obtain

() = 0 and so () = c
1
+c
2
. From
(0) = 0 and () = u
0
we nd, in turn, c
2
= 0 and c
1
= u
0
/. Therefore () =
u
0

.
Now u(1, ) = v(1, ) +() so that v(1, ) = u
0

u
0

. From
v(r, ) =

n=1
A
n
r
n
sinn and v(1, ) =

n=1
A
n
sinn
674
Exercises 14.1
we obtain
A
n
=
2

_

0
_
u
0

u
0

_
sinn d =
2u
0
n
.
Thus
u(r, ) =
u
0

+
2u
0

n=1
r
n
n
sinn.
13. We solve

2
u
r
2
+
1
r
u
r
+
1
r
2

2
u

2
= 0, 0 < < , 0 < r < 2,
u(2, ) =
_
u
0
, 0 < < /2
0, /2 < <
u

=0
= 0,
u

=
= 0, 0 < r < 2.
Proceeding as in Example 1 in the text we obtain the separated dierential equations
r
2
R

+rR

2
R = 0

+
2
= 0
with solutions
() = c
1
cos +c
2
sin
R(r) = c
3
r

+c
4
r

.
Applying the boundary conditions

(0) = 0 and

() = 0 we nd that c
2
= 0 and = n for
n = 0, 1, 2, . . . . Since we want R(r) to be bounded as r 0 we require c
4
= 0. Thus
u(r, ) = A
0
+

n=1
A
n
r
n
cos n.
From
u(2, ) =
_
u
0
, 0 < < /2
0, /2 < <
= A
0
+

n=1
A
n
2
n
cos n
we nd
A
0
=
1
2
2

_
/2
0
u
0
d =
u
0
2
and
2
n
A
n
=
2u
0

_
/2
0
cos n d =
2u
0

sinn/2
n
.
Therefore
u(r, ) =
u
0
2
+
2u
0

n=1
1
n
_
sin
n
2
__
r
2
_
n
cos n.
14. Let u
1
be the solution of the boundary-value problem

2
u
1
r
2
+
1
r
u
1
r
+
1
r
2

2
u
1

2
= 0, 0 < < , a < r < b
u
1
(a, ) = f(), 0 < <
u
1
(b, ) = 0, 0 < < ,
675
1 2 3 4 5 6
q
20
40
60
80
100
u
r=0.9
r=0.7
r=0.5
r=0.3
r=0.1
Exercises 14.1
and let u
2
be the solution of the boundary-value problem

2
u
2
r
2
+
1
r
u
2
r
+
1
r
2

2
u
1

2
= 0, 0 < < , a < r < b
u
2
(a, ) = 0, 0 < <
u
2
(b, ) = g(), 0 < < .
Each of these problems can be solved using the methods shown in Problem 9 of this section. Now if u(r, ) =
u
1
(t, ) +u
2
(r, ), then
u(a, ) = u
1
(a, ) +u
2
(a, ) = f()
u(b, ) = u
1
(b, ) +u
2
(b, ) = g()
and u(r, ) will be the steady-state temperature of the circular ring with boundary conditions u(a, ) = f()
and u(b, ) = g().
15. (a) From Problem 1 in this section, with u
0
= 100,
u(r, ) = 50 +
100

n=1
1 (1)
n
n
r
n
sinn.
(b)
(c) Using a partial sum including the term with r
99
we nd
u(0.9, 1.3) 96.5268 u(0.9, 2 1.3) 3.4731
u(0.7, 2) 87.871 u(0.7, 2 2) 12.129
u(0.5, 3.5) 36.0744 u(0.5, 2 3.5) 63.9256
u(0.3, 4) 35.2674 u(0.3, 2 4) 64.7326
u(0.1, 5.5) 45.4934 u(0.1, 2 5.5) 54.5066
(d) At the center of the plate u(0, 0) = 50. From the graphs in part (b) we observe that the solution curves
are symmetric about the point (, 50). In part (c) we observe that the horizontal pairs add up to 100, and
hence average 50. This is consistent with the observation about part (b), so it is appropriate to say the
average temperature in the plate is 50

.
676
Exercises 14.2
Exercises 14.2
1. Referring to the solution of Example 1 in the text we have
R(r) = c
1
J
0
(
n
r) and T(t) = c
3
cos a
n
t +c
4
sina
n
t
where the eigenvalues
n
are the positive roots of J
0
(c) = 0. Now, the initial condition u(r, 0) = R(r)T(0) = 0
implies c
3
= 0. Thus
u(r, t) =

n=1
A
n
sina
n
tJ
0
(
n
r)
u
t
=

n=1
a
n
A
n
cos a
n
tJ
0
(
n
r).
From
u
t

t=0
= 1 =

n=1
a
n
A
n
J
0

n
r
we nd
a
n
A
n
=
2
c
2
J
2
1
(
n
c)
_
c
0
rJ
0
(
n
r) dr x =
n
r, dx =
n
dr
=
2
c
2
J
2
1
(
n
c)
_
nc
0
1

2
n
xJ
0
(x) dx
=
2
c
2
J
2
1
(
n
c)
_
nc
0
1

2
n
d
dx
[xJ
1
(x)] dx see (4) of Section 11.5 in text
=
2
c
2

2
n
J
2
1
(
n
c)
_
xJ
1
(x)
_

nc
0
=
2
c
n
J
1
(
n
c)
.
Then
A
n
=
2
ac
2
n
J
1
(
n
c)
and
u(r, t) =
2
ac

n=1
J
0
(
n
r)

2
n
J
1
(
n
c)
sina
n
t.
2. From Example 1 in the text we have B
n
= 0 and
A
n
=
2
J
2
1
(
n
)
_
1
0
r(1 r
2
)J
0
(
n
r) dr.
From Problem 10, Exercises 12.6 we obtained A
n
=
4J
2
(
n
)

2
n
J
2
1
(
n
)
. Thus
u(r, t) = 4

n=1
J
2
(
n
)
J
2
1
(
n
)
cos a
n
tJ
0
(
n
r).
3. Referring to Example 2 in the text we have
R(r) = c
1
J
0
(r) +c
2
Y
0
(r)
Z(z) = c
3
cosh z +c
4
sinhz
where c
2
= 0 and J
0
(2) = 0 denes the positive eigenvalues
n
. From Z(4) = 0 we obtain
c
3
cosh4
n
+c
4
sinh4
n
= 0 or c
4
= c
3
cosh4
n
sinh4
n
.
677
Exercises 14.2
Then
Z(z) = c
3
_
cosh
n
z
cosh4
n
sinh4
n
sinh
n
z
_
= c
3
sinh4
n
cosh
n
z cosh4
n
sinh
n
z
sinh4
n
= c
3
sinh
n
(4 z)
sinh4
n
and
u(r, z) =

n=1
A
n
sinh
n
(4 z)
sinh4
n
J
0
(
n
r).
From
u(r, 0) = u
0
=

n=1
A
n
J
0
(
n
r)
we obtain
A
n
=
2u
0
4J
2
1
(2
n
)
_
2
0
rJ
0
(
n
r) dr =
u
0

n
J
1
(2
n
)
.
Thus the temperature in the cylinder is
u(r, z) = u
0

n=1
sinh
n
(4 z)J
0
(
n
r)

n
sinh4
n
J
1
(2
n
)
.
4. (a) The boundary condition u
r
(2, z) = 0 implies R

(2) = 0 or J

0
(2) = 0. Thus = 0 is also an eigenvalue
and the separated equations are in this case rR

+R

= 0 and z

= 0. The solutions of these equations are

then
R(r) = c
1
+c
2
lnr, Z(z) = c
3
z +c
4
.
Now Z(0) = 0 yields c
4
= 0 and the implicit condition that the temperature is bounded as r 0 demands
that we dene c
2
= 0. Using the superposition principle then gives
u(r, z) = A
1
z +

n=2
A
n
sinh
n
zJ
0
(
n
r). (1)
At z = 4 we obtain
f(r) = 4A
1
+

n=2
A
n
sinh4
n
J
0
(
n
r).
Thus from (19) and (20) of Section 12.6 in the text we can write with b = 2,
A
1
=
1
8
_
2
0
rf(r) dr (2)
A
n
=
1
2 sinh4
n
J
2
0
(2
n
)
_
2
0
rf(r)J
0
(
n
r) dr. (3)
A solution of the problem consists of the series (1) with coecients A
1
and A
n
dened in (2) and (3),
respectively.
(b) When f(r) = u
0
we get A
1
= u
0
/4 and
A
n
=
u
0
J
1
(2
n
)

n
sinh4
n
J
2
0
(2
n
)
= 0
since J

0
(2) = 0 is equivalent to J
1
(2) = 0. A solution of the problem is then u(r, z) =
u
0
4
z.
678
Exercises 14.2
5. Letting u(r, t) = R(r)T(t) and separating variables we obtain
R

+
1
r
R

R
=
T

kT
= and R

+
1
r
R

R = 0, T

kT = 0.
From the second equation we nd T(t) = e
kt
. If > 0, T(t) increases without bound as t . Thus we
assume =
2
0. Now
R

+
1
r
R

+
2
R = 0
is a parametric Bessel equation with solution
R(r) = c
1
J
0
(r) +c
2
Y
0
(r).
Since Y
0
is unbounded as r 0 we take c
2
= 0. Then R(r) = c
1
J
0
(r) and the boundary condition
u(c, t) = R(c)T(t) = 0 implies J
0
(c) = 0. This latter equation denes the positive eigenvalues
n
. Thus
u(r, t) =

n=1
A
n
J
0
(
n
r)e

2
n
kt
.
From
u(r, 0) = f(r) =

n=1
A
n
J
0
(
n
r)
we nd
A
n
=
2
c
2
J
2
1
(
n
c)
_
c
0
rJ
0
(
n
r)f(r) dr, n = 1, 2, 3, . . . .
6. If the edge r = c is insulated we have the boundary condition u
r
(c, t) = 0. Referring to the solution of
Problem 5 above we have
R

(c) = c
1
J

0
(c) = 0
which denes an eigenvalue = 0 and positive eigenvalues
n
. Thus
u(r, t) = A
0
+

n=1
A
n
J
0
(
n
r)e

2
n
kt
.
From
u(r, 0) = f(r) = A
0
+

n=1
A
n
J
0
(
n
r)
we nd
A
0
=
2
c
2
_
c
0
rf(r) dr
A
n
=
2
c
2
J
2
0
(
n
c)
_
c
0
rJ
0
(
n
r)f(r) dr.
7. Referring to Problem 5 above we have T(t) = e

2
kt
and R(r) = c
1
J
0
(r). The boundary condition
hu(1, t) +u
r
(1, t) = 0 implies hJ
0
() +J

0
() = 0 which denes positive eigenvalues
n
. Now
u(r, t) =

n=1
A
n
J
0
(
n
r)e

2
n
kt
where
A
n
=
2
2
n
(
2
n
+h
2
)J
2
0
(
n
)
_
1
0
rJ
0
(
n
r)f(r) dr.
679
Exercises 14.2
8. We solve

2
u
r
2
+
1
r
u
r
+

2
u
z
2
= 0, 0 < r < 1, z > 0
u
r

r=1
= hu(1, z), z > 0
u(r, 0) = u
0
, 0 < r < 1.
assuming u = RZ we get
R

+
1
r
R

R
=
Z

Z
=
2
and so
rR

+R

+
2
rR = 0 and Z

2
Z = 0.
Therefore
R(r) = c
1
J
0
(r) +c
2
Y
0
(r) and Z(z) = c
3
e
z
+c
4
e
z
.
We use the exponential form of the solution of Z

2
Z = 0 since the domain of the variable z is a semi-innite
interval. As usual we dene c
2
= 0 since the temperature is surely bounded as r 0. Hence R(r) = c
1
J
0
(r).
Now the boundary-condition u
r
(1, z) +hu(1, z) = 0 is equivalent to
J

0
() +hJ
0
() = 0. (4)
The eigenvalues
n
are the positive roots of (4). Finally, we must now dene c
4
= 0 since the temperature is
also expected to be bounded as z . A product solution of the partial dierential equation that satises the
rst boundary condition is given by
u
n
(r, z) = A
n
e
nz
J
0
(
n
r).
Therefore
u(r, z) =

n=1
A
n
e
nz
J
0
(
n
r)
is another formal solution. At z = 0 we have u
0
= A
n
J
0
(
n
r). In view of (4) we use (17) and (18) of Section
12.6 in the text with the identication b = 1:
A
n
=
2
2
n
(
2
n
+h
2
) J
2
0
(
n
)
_
1
0
rJ
0
(
n
r)u
0
dr =
2
2
n
u
0
(
2
n
+h
2
) J
2
0
(
n
)
2
n
tJ
1
(t)

n
0
=
2
n
u
0
J
1
(
n
)
(
2
n
+h
2
) J
2
0
(
n
)
. (5)
Since J

0
= J
1
[see (5) of Section 12.6] it follows from (4) that
n
J
1
(
n
) = hJ
0
(
n
). Thus (5) simplies to
A
n
=
2u
0
h
(
2
n
+h
2
) J
2
0
(
n
)
.
A solution to the boundary-value problem is then
u(r, z) = 2u
0
h

n=1
e
nz
(
2
n
+h
2
) J
0
(
n
)
J
0
(
n
r).
9. Substituting u(r, t) = v(r, t) +(r) into the partial dierential equation gives

2
v
r
2
+
1
r
v
r
+

+
1
r

=
v
t
.
680
Exercises 14.2
This equation will be homogeneous provided

+
1
r

= 0 or (r) = c
1
lnr + c
2
. Since lnr is unbounded as
r 0 we take c
1
= 0. Then (r) = c
2
and using u(2, t) = v(2, t)+(2) = 100 we set c
2
= (r) = 100. Referring
to Problem 5 above, the solution of the boundary-value problem

2
v
r
2
+
1
r
v
r
=
v
t
, 0 < r < 2, t > 0,
v(2, t) = 0, t > 0,
v(r, 0) = u(r, 0) (r)
is
v(r, t) =

n=1
A
n
J
0
(
n
r)e

2
n
t
where
A
n
=
2
2
2
J
2
1
(2
n
)
_
2
0
rJ
0
(
n
r)[u(r, 0) (r)] dr
=
1
2J
2
1
(2
n
)
_
_
1
0
rJ
0
(
n
r)[200 100] dr +
_
2
1
rJ
0
(
n
r)[100 100] dr
_
=
50
J
2
1
(2
n
)
_
1
0
rJ
0
(
n
r) dr x =
n
r, dx =
n
dr
=
50
J
2
1
(2
n
)
_
n
0
1

2
n
xJ
0
(x) dx
=
50

2
n
J
2
1
(2
n
)
_
n
0
d
dx
[xJ
1
(x)] dx see (4) of Section 12.6 in text
=
50

2
n
J
2
1
(2
n
)
_
xJ
1
(x)
_

n
0
=
50J
1
(
n
)

n
J
2
1
(2
n
)
.
Thus
u(r, t) = v(r, t) +(r) = 100 + 50

n=1
J
1
(
n
)J
0
(
n
r)

n
J
2
1
(2
n
)
e

2
t
.
10. Letting u(r, t) = u(r, t)+(r) we obtain r

= r. The general solution of this nonhomogeneous equation

is found with the aid of variation of parameters: = c
1
+c
2
lnr
r
2
4
. In order that this solution be bounded
as r 0 we dene c
2
= 0. Using (1) = 0 then gives c
1
=

4
and so (r) =

4
(1 r
2
). Using v = RT we nd
that a solution of

2
v
r
2
+
1
r
v
r
=
v
t
, 0 < r < 1, t > 0
v(1, t) = 0, t > 0
v(r, 0) = (r), 0 < r < 1
is
v(r, t) =

n=1
A
n
e

2
n
t
J
0
(
n
r)
where
A
n
=

4
2
J
2
1
(
n
)
_
1
0
r(1 r
2
)J
0
(
n
r) dr
681
Exercises 14.2
and the eigenvalues are dened by J
0
() = 0. From the result of Problem 10, Exercises 12.6 (see also
Problem 2 of this exercise set) we get
A
n
=
J
2
(
n
)

2
n
J
2
1
(
n
)
.
Thus from u = v +(r) it follows that
u(r, t) =

4
(1 r
2
)

n=1
J
2
(
n
)

2
n
J
2
1
(
n
)
e

2
n
t
J
0
(
n
r).
11. (a) Writing the partial dierential equation in the form
g
_
x

2
u
x
2
+
u
x
_
=

2
u
t
2
and separating variables we obtain
xX

+X

X
=
T

gT
=
2
.
Then
xX

+X

+
2
X = 0 and T

+g
2
T = 0.
Letting x =
2
/4 in the rst equation we obtain dx/d = /2 or d/dx = 2. Then
dX
dx
=
dX
d
d
dx
=
2

dX
d
and
d
2
X
dx
2
=
d
dx
_
2

dX
d
_
=
2

d
dx
_
dX
d
_
+
dX
d
d
dx
_
2

_
=
2

d
d
_
dX
d
_
d
dx
+
dX
d
d
d
_
2

_
d
dx
=
4

2
d
2
X
d
2

4

3
dX
d
.
Thus
xX

+X

+
2
X =

2
4
_
4

2
d
2
X
d
2

4

3
dX
d
_
+
2

dX
d
+
2
X =
d
2
X
d
2
+
1

dX
d
+
2
X = 0.
This is a parametric Bessel equation with solution
X() = c
1
J
0
() +c
2
Y
0
().
(b) To insure a nite solution at x = 0 (and thus = 0) we set c
2
= 0. The condition u(L, t) = X(L)T(t) = 0
implies X

x=L
= X

=2

L
= c
1
J
0
(2

L) = 0, which denes positive eigenvalues

n
. The solution of
T

+g
2
T = 0 is
T(t) = c
3
cos
n

g t +c
4
sin
n

g t.
The boundary condition u
t
(x, 0) = X(x)T

(0) = 0 implies c
4
= 0. Thus
u(, t) =

n=1
A
n
cos
n

g tJ
0
(
n
).
From
u(, 0) = f(
2
/4) =

n=1
A
n
J
0
(
n
)
682
2 4 6 8 10
r
-1
-0.5
0.5
1
u
t=0
t=4
t=10
t=12
t=20
Exercises 14.2
we nd
A
n
=
2
(2

L)
2
J
2
1
(2
n

L)
_
2

L
0
J
0
(
n
)f(
2
/4) d v = /2, dv = d/2
=
1
2LJ
2
1
(2
n

L)
_

L
0
2vJ
0
(2
n
v)f(v
2
)2 dv
=
2
LJ
2
1
(2
n

L)
_

L
0
vJ
0
(2
n
v)f(v
2
) dv.
12. (a) We need to solve J
0
(10) = 0. From the Table 5.2 in Section 5.3 in the text we see that
1
= 0.2405,

2
= 0.5520, and
3
= 0.8654. Using a CAS to compute A
1
we nd:
A
1
=
2
10
2
J
2
1
(10
1
)
_
10
0
rJ
0
(
1
r)(1 r/10) dr = 0.7845.
In a similar fashion we compute A
2
= 0.0687 and A
3
= 0.0531. Then, from Example 1 in the text with
a = 1 and g(r) = 0 [so that B
n
= 0] we have
u(r, t)
3

n=1
A
n
(cos
n
t)J
0
(
n
r)
= 0.7845 cos(0.2405t)J
0
(0.2405r) + 0.0687 cos(0.5520t)J
0
(0.5520r)
+ 0.0531 cos(0.8654t)J
0
(0.8654r).
(b)
13. Because of the nonhomogeneous boundary condition u(c, t) = 200 we use the substitution u(r, t) = v(r, t)+(r).
This gives
k
_

2
v
r
2
+
1
r
v
r
+

+
1
r

_
=
v
t
.
This equation will be homogeneous provided

+(1/r)

= 0 or (r) = c
1
lnr +c
2
. Since lnr is unbounded as
r 0 we take c
1
= 0. Then (r) = c
2
and using u(c, t) = v(c, t) +c
2
= 200 we set c
2
= 200, giving v(c, t) = 0.
Referring to Problem 5 in this section, the solution of the boundary-value problem
k
_

2
v
r
2
+
1
r
v
r
_
=
v
t
, 0 < r < c, t > 0
v(c, t) = 0, t > 0
v(r, 0) = 200, 0 < r < c
683
200 400 600 800
t
50
100
150
200
u
r=0
r=5
Exercises 14.2
is
v(r, t) =

n=1
A
n
J
0
(
n
r)e

2
n
kt,
where the eigenvalues
n
are dened by J
0
(c) = 0, and
A
n
=
2
c
2
J
2
1
(
n
c)
_
c
0
rJ
0
(
n
r)(200)dr =
400
c
2
J
2
1
(
n
c)
_
c
0
rJ
0
(
n
r)dr.
Taking c = 10 and k = 0.1 we have
u(r, t) = v(r, t) + 200 = 200 +

n=1
A
n
J
0
(
n
r)e
0.1n
2
t
,
where the eigenvalues
n
are dened by J
0
(10) = 0 and
A
n
=
4
J
2
1
(10
n
)
_
10
0
rJ
0
(
n
r)dr.
Using a CAS we nd that the rst ve eigenvalues are
1
= 0.240483,

2
= 0.552008,
3
= 0.865373,
4
= 1.17915, and
5
= 1.49309. From
the graph we see that u(5, t) 100 when t = 132, u(0, t) 100 when
t = 198, u(5, t) 200 when t = 808, and u(0, t) 200 when t = 885.
14. (a) The boundary-value problem is
a
2
_

2
u
r
2
+
1
r
u
r
_
=

2
u
t
2
, 0 < r < 1, t > 0
u(1, t) = 0, t > 0
u(r, 0) = 0,
u
t

t=0
=
_
v
0
, 0 r < b
0, b r < 1
, 0 < r < 1,
and the solution is
u(r, t) =

n=1
(A
n
cos a
n
t +B
n
sina
n
t)J
0
(
n
r),
where the eigenvalues
n
are dened by J
0
() = 0 and A
n
= 0 since f(r) = 0. The coecients B
n
are
given by
B
n
=
2
a
n
J
2
1
(
n
)
_
c
0
rJ
0
(
n
r)g(r) dr =
2v
0
a
n
J
2
1
(
n
)
_
b
0
rJ
0
(
n
r)dr
let x =
n
r
=
2v
0
a
n
J
2
1
(
n
)
_
nb
0
x

n
J
0
(x)
1

n
dx =
2v
0
a
3
n
J
2
1
(
n
)
_
nb
0
xJ
0
(x) dx
=
2v
0
a
3
n
J
2
1
(
n
)
_
xJ
1
(x)
_

nb
0
=
2v
0
a
3
n
J
1
(
n
)
_

n
bJ
1
(
n
b)
_
=
2v
0
b
a
2
n
J
1
(
n
b)
J
2
1
(
n
)
.
Thus,
u(r, t) =
2v
0
b
a

n=1
1

2
n
J
1
(
n
b)
J
2
1
(
n
)
sin(a
n
t)J
0
(
n
r).
684
-1 -0.5 0.5 1
r
-0.1
-0.075
-0.05
-0.025
0.025
0.05
0.075
0.1
u
-1 -0.5 0.5 1
r
-0.1
-0.075
-0.05
-0.025
0.025
0.05
0.075
0.1
u
-1 -0.5 0.5 1
r
-0.1
-0.075
-0.05
-0.025
0.025
0.05
0.075
0.1
u
-1 -0.5 0.5 1
r
-0.1
-0.075
-0.05
-0.025
0.025
0.05
0.075
0.1
u
-1 -0.5 0.5 1
r
-0.1
-0.075
-0.05
-0.025
0.025
0.05
0.075
0.1
u
-1 -0.5 0.5 1
r
-0.1
-0.075
-0.05
-0.025
0.025
0.05
0.075
0.1
u
Exercises 14.2
(b) The standing wave u
n
(r, t) is given by u
n
(r, t) = B
n
sin(a
n
t)J
0
(
n
r), which has frequency f
n
= a
n
/2,
where
n
is the nth positive zero of J
0
(x). The fundamental frequency is f
1
= a
1
/2. The next two
frequencies are
f
2
=
a
2
2
=

2

1
_
a
1
2
_
=
5.520
2.405
f
1
= 2.295f
1
and
f
3
=
a
3
2
=

3

1
_
a
1
2
_
=
8.654
2.405
f
1
= 3.598f
1
.
(c) With a = 1, b =
1
4
, and v
0
= 1, the solution becomes
u(r, t) =
1
2

n=1
1

2
n
J
1
(
n
/4)
J
1
(
n
)
sin(
n
t)J
0
(
n
r).
The graphs of S
5
(r, t) for t = 1, 2, 3, 4, 5, 6 are shown below.
(d) Three frames from the movie are shown.
15. (a) First we see that
R

+
1
r
R

+
1
r
2
R

R
=
T

a
2
T
=
2
.
This gives T

+a
2

2
T = 0. Then from
R

+
1
r
R

+
2
R
R/r
2
=

=
2
685
Exercises 14.2
we get

+
2
= 0 and r
2
R

+rR

+ (
2
r
2

2
)R = 0.
(b) The general solutions of the dierential equations in part (a) are
T = c
1
cos at +c
2
sinat
= c
3
cos +c
4
cos
R = c
5
J

(r) +c
6
Y

(r).
(c) Implicitly we expect u(r, , t) = u(r, + 2, t) and so must be 2-periodic. Therefore = n, n = 0, 1,
2, . . . . The corresponding eigenfunctions are 1, cos , cos 2, . . . , sin, sin2, . . . . Arguing that u(r, , t)
is bounded as r 0 we then dene c
6
= 0 and so R = c
3
J
n
(r). But R(c) = 0 gives J
n
(c) = 0; this
equation denes the eigenvalues
n
. For each n,
ni
= x
ni
/c, i = 1, 2, 3, . . . .
(d) u(r, , t) =
n

i=1
(A
0i
cos a
0i
t +B
0i
sina
0i
t)J
0
(
0i
r)
+

n=1

i=1
_
(A
ni
cos a
ni
t +B
ni
sina
ni
t) cos n
+ (C
ni
cos a
ni
t +D
ni
sina
ni
t) sinn
_
J
n
(
ni
r)
Exercises 14.3
1. To compute
A
n
=
2n + 1
2c
n
_

0
f()P
n
(cos ) sin d
we substitute x = cos and dx = sin d. Then
A
n
=
2n + 1
2c
n
_
1
1
F(x)P
n
(x)(dx) =
2n + 1
2c
n
_
1
1
F(x)P
n
(x) dx
where
F(x) =
_
0, 1 < x < 0
50, 0 < x < 1
= 50
_
0, 1 < x < 0
1, 0 < x < 1
.
The coecients A
n
are computed in Example 3 of Section 12.6. Thus
u(r, ) =

n=0
A
n
r
n
P
n
(cos )
= 50
_
1
2
P
0
(cos ) +
3
4
_
r
c
_
P
1
(cos )
7
16
_
r
c
_
3
P
3
(cos ) +
11
32
_
r
c
_
5
P
5
(cos ) +
_
.
2. In the solution of the Cauchy-Euler equation,
R(r) = c
1
r
n
+c
2
r
(n+1)
,
we dene c
1
= 0 since we expect the potential u to be bounded as r . Hence
u
n
(r, ) = A
n
r
(n+1)
P
n
(cos )
u(r, ) =

n=0
A
n
r
(n+1)
P
n
(cos ).
686
Exercises 14.3
When r = c we have
f() =

n=0
A
n
c
(n+1)
P
n
(cos )
so that
A
n
= c
n+1
(2n + 1)
2
_

0
f()P
n
(cos ) sin d.
The solution of the problem is then
u(r, ) =

n=0
_
2n + 1
2
_

0
f()P
n
(cos ) sind
_
_
c
r
_
n+1
P
n
(cos ).
3. The coecients are given by
A
n
=
2n + 1
2c
n
_

0
cos P
n
(cos ) sin d =
2n + 1
2c
n
_

0
P
1
(cos )P
n
(cos ) sin d
x = cos , dx = sin d
=
2n + 1
2c
n
_
1
1
P
1
(x)P
n
(x) dx.
Since P
n
(x) and P
m
(x) are orthogonal for m = n, A
n
= 0 for n = 1 and
A
1
=
2(1) + 1
2c
1
_
1
1
P
1
(x)P
1
(x) dx =
3
2c
_
1
1
x
2
dx =
1
c
.
Thus
u(r, ) =
r
c
P
1
(cos ) =
r
c
cos .
4. The coecients are given by
A
n
=
2n + 1
2c
n
_

0
(1 cos 2)P
n
(cos ) sin d.
These were computed in Problem 18 of Section 12.6. Thus
u(r, ) =
4
3
P
0
(cos )
4
3
_
r
c
_
2
P
2
(cos ).
5. Referring to Example 1 in the text we have
= P
n
(cos ) and R = c
1
r
n
+c
2
r
(n+1)
.
Since u(b, ) = R(b)() = 0,
c
1
b
n
+c
2
b
(n+1)
= 0 or c
1
= c
2
b
2n1
,
and
R(r) = c
2
b
2n1
r
n
+c
2
r
(n+1)
= c
2
_
b
2n+1
r
2n+1
b
2n+1
r
n+1
_
.
Then
u(r, ) =

n=0
A
n
b
2n+1
r
2n+1
b
2n+1
r
n+1
P
n
(cos )
where
b
2n+1
a
2n+1
b
2n+1
a
n+1
A
n
=
2n + 1
2
_

0
f()P
n
(cos ) sin d.
687
Exercises 14.3
6. Referring to Example 1 in the text we have
R(r) = c
1
r
n
and () = P
n
(cos ).
Now (/2) = 0 implies that n is odd, so
u(r, ) =

n=0
A
2n+1
r
2n+1
P
2n+1
(cos ).
From
u(c, ) = f() =

n=0
A
2n+1
c
2n+1
P
2n+1
(cos )
we see that
A
2n+1
c
2n+1
= (4n + 3)
_
/2
0
f() sin P
2n+1
(cos ) d.
Thus
u(r, ) =

n=0
A
2n+1
r
2n+1
P
2n+1
(cos )
where
A
2n+1
=
4n + 3
c
2n+1
_
/2
0
f() sin P
2n+1
(cos ) d.
7. Referring to Example 1 in the text we have
r
2
R

+ 2rR

2
R = 0
sin

+ cos

+sin = 0.
Substituting x = cos , 0 /2, the latter equation becomes
(1 x
2
)
d
2

dx
2
2x
d
dx
+
2
= 0, 0 x 1.
Taking the solutions of this equation to be the Legendre polynomials P
n
(x) corresponding to
2
= n(n +1) for
n = 1, 2, 3, . . . , we have = P
n
(cos ). Since
u

=/2
=

(/2)R(r) = 0
we have

(/2) = (sin/2)P

n
(cos /2) = P

n
(0) = 0.
As noted in the hint, P

n
(0) = 0 only if n is even. Thus = P
n
(cos ), n = 0, 2, 4, . . . . As in Example 1,
R(r) = c
1
r
n
. Hence
u(r, ) =

n=0
A
2n
r
2n
P
2n
(cos ).
At r = c,
f() =

n=0
A
2n
c
2n
P
2n
(cos ).
Using Problem 19 in Section 12.6, we obtain
c
2n
A
2n
= (4n + 1)
_
0
/2
f()P
2n
(cos )(sin) d
and
688
Exercises 14.3
A
2n
=
4n + 1
c
2n
_
/2
0
f() sin P
2n
(cos ) d.
8. Referring to Example 1 in the text we have
R(r) = c
1
r
n
+c
2
r
(n1)
and () = P
n
(cos ).
Since we expect u(r, ) to be bounded as r , we dene c
1
= 0. Also (/2) = 0 implies that n is odd, so
u(r, ) =

n=0
A
2n+1
r
2(n+1)
P
2n+1
(cos ).
From
u(c, ) = f() =

n=0
A
2n+1
c
2(n+1)
P
2n+1
(cos )
we see that
A
2n+1
c
2(n+1)
= (4n + 3)
_
/2
0
f() sin P
2n+1
(cos ) d.
Thus
u(r, ) =

n=0
A
2n+1
r
2(n+1)
P
2n+1
(cos )
where
A
2n+1
= (4n + 3)c
2(n+1)
_
/2
0
f() sin P
2n+1
(cos ) d.
9. Checking the hint, we nd
1
r

2
r
2
(ru) =
1
r

r
_
r
u
r
+u
_
=
1
r
_
r

2
u
r
2
+
u
r
+
u
r
_
=

2
u
r
2
+
2
r
u
r
.
The partial dierential equation then becomes

2
r
2
(ru) = r
u
t
.
Now, letting ru(r, t) = v(r, t) +(r), since the boundary condition is nonhomogeneous, we obtain

2
r
2
[v(r, t) +(r)] = r

t
_
1
r
v(r, t) +(r)
_
or

2
v
r
2
+

(r) =
v
t
.
This dierential equation will be homogeneous if

(r) = 0 or (r) = c
1
r +c
2
. Now
u(r, t) =
1
r
v(r, t) +
1
r
(r) and
1
r
(r) = c
1
+
c
2
r
.
Since we want u(r, t) to be bounded as r approaches 0, we require c
2
= 0. Then (r) = c
1
r. When r = 1
u(1, t) = v(1, t) +(1) = v(1, t) +c
1
= 100,
and we will have the homogeneous boundary condition v(1, t) = 0 when c
1
= 100. Consequently, (r) = 100r.
The initial condition
u(r, 0) =
1
r
v(r, 0) +
1
r
(r) =
1
r
v(r, 0) + 100 = 0
689
Exercises 14.3
implies v(r, 0) = 100r. We are thus led to solve the new boundary-value problem

2
v
r
2
=
v
t
, 0 < r < 1, t > 0,
v(1, t) = 0, lim
r0
1
r
v(r, t) < ,
v(r, 0) = 100r.
Letting v(r, t) = R(r)T(t) and separating variables leads to
R

+
2
R = 0 and T

+
2
T = 0
with solutions
R(r) = c
3
cos r +c
4
sinr and T(t) = c
5
e

2
t
.
The boundary conditions are equivalent to R(1) = 0 and lim
r0
1
r
R(r) < . Since
lim
r0
1
r
R(r) = lim
r0
c
3
cos r
r
+ lim
r0
c
4
sinr
r
= lim
r0
c
3
cos r
r
+c
4
<
we must have c
3
= 0. Then R(r) = c
4
sinr, and R(1) = 0 implies = n for n = 1, 2, 3, . . . . Thus
v
n
(r, t) = A
n
e
n
2

2
t
sinnr
for n = 1, 2, 3, . . . . Using the condition lim
r0
1
r
R(r) < it is easily shown that there are no eigenvalues for
= 0, nor does setting the common constant to +
2
when separating variables lead to any solutions. Now, by
the superposition principle,
v(r, t) =

n=1
A
n
e
n
2

2
t
sinnr.
The initial condition v(r, 0) = 100r implies
100r =

n=1
A
n
sinnr.
This is a Fourier sine series and so
A
n
= 2
_
1
0
(100r sinnr) dr = 200
_

r
n
cos nr

1
0
+
_
1
0
1
n
cos nr dr
_
= 200
_

cos n
n
+
1
n
2

2
sinnr

1
0
_
= 200
_

(1)
n
n
_
=
(1)
n
200
n
.
A solution of the problem is thus
u(r, t) =
1
r
v(r, t) +
1
r
(r) =
1
r

n=1
(1)
n
20
n
e
n
2

2
t
sinnr +
1
r
(100r)
=
200
r

n=1
(1)
n
n
e
n
2

2
t
sinnr + 100.
10. Referring to Problem 9 we have

2
v
r
2
+

(r) =
v
t
690
Exercises 14.3
where (r) = c
1
r. Since
u(r, t) =
1
r
v(r, t) +
1
r
(r) =
1
r
v(r, t) +c
1
we have
u
r
=
1
r
v
r
(r, t)
1
r
2
v(r, t).
When r = 1,
u
r

r=1
= v
r
(1, t) v(1, t)
and
u
r

r=1
+hu(1, t) = v
r
(1, t) v(1, t) +h[v(1, t) +(1)] = v
r
(1, t) + (h 1)v(1, t) +hc
1
.
Thus the boundary condition
u
r

r=1
+hu(1, t) = hu
1
will be homogeneous when hc
1
= hu
1
or c
1
= u
1
. Consequently (r) = u
1
r. The initial condition
u(r, 0) =
1
r
v(r, 0) +
1
r
(r) =
1
r
v(r, 0) +u
1
= u
0
implies v(r, 0) = (u
0
u
1
)r. We are thus led to solve the new boundary-value problem

2
v
r
2
=
v
t
, 0 < r < 1, t > 0,
v
r
(1, t) + (h 1)v(1, t) = 0, t > 0,
lim
r0
1
r
v(r, t) < ,
v(r, 0) = (u
0
u
1
)r.
Separating variables as in Problem 9 leads to
R(r) = c
3
cos r +c
4
sinr and T(t) = c
5
e

2
t
.
The boundary conditions are equivalent to
R

(1) + (h 1)R(1) = 0 and lim

r0
1
r
R(r) < .
As in Problem 6 we use the second condition to determine that c
3
= 0 and R(r) = c
4
sinr. Then
R

(1) + (h 1)R(1) = c
4
cos +c
4
(h 1) sin = 0
and the eigenvalues
n
are the consecutive nonnegative roots of tan = /(1 h). Now
v(r, t) =

n=1
A
n
e

2
n
t
sin
n
r.
From
v(r, 0) = (u
0
u
1
)r =

n=1
A
n
sin
n
r
we obtain
A
n
=
_
1
0
(u
0
u
1
)r sin
n
r dr
_
1
0
sin
2

n
r dr
.
691
Exercises 14.3
We compute the integrals
_
1
0
r sin
n
r dr =
_
1

2
n
sin
n
r
1

n
cos
n
r
_

1
0
=
1

2
n
sin
n

n
cos
n
and
_
1
0
sin
2

n
r dr =
_
1
2
r
1
4
n
sin2
n
r
_

1
0
=
1
2

1
4
n
sin2
n
.
Using
n
cos
n
= (h 1) sin
n
we then have
A
n
= (u
0
u
1
)
1

2
n
sin
n

1
n
cos
n
1
2

1
4n
sin2
n
= (u
0
u
1
)
4 sin
n
4
n
cos
n
2
2
n

n
2 sin
n
cos
n
= 2(u
0
u
1
)
sin
n
+ (h 1) sin
n

2
n
+ (h 1) sin
n
sin
n
= 2(u
0
u
1
)h
sin
n

2
n
+ (h 1) sin
2

n
.
Therefore
u(r, t) =
1
r
v(r, t) +
1
r
(r) = u
1
+ 2(u
0
u
1
)h

n=1
sin
n
sin
n
r
r[
2
n
+ (h 1) sin
2

n
]
e

2
n
t
.
11. We write the dierential equation in the form
a
2
1
r

2
r
2
(ru) =

2
u
t
2
or a
2

2
r
2
(ru) = r

2
u
t
2
,
and then let v(r, t) = ru(r, t). The new boundary-value problem is
a
2

2
v
r
2
=

2
v
t
2
, 0 < r < c, t > 0
v(c, t) = 0, t > 0
v(r, 0) = rf(r),
v
t

t=0
= rg(r).
Letting v(r, t) = R(r)T(t) and separating variables we obtain
R

+
2
R = 0
T

+a
2

2
T = 0
and
R(r) = c
1
cos r +c
2
sinr
T(t) = c
3
cos at +c
4
sinat.
Since u(r, t) = v(r, t)/r, in order to insure boundedness at r = 0 we dene c
1
= 0. Then R(r) = c
2
sinr and
the condition R(c) = 0 implies = n/c. Thus
v(r, t) =

n=1
_
A
n
cos
na
c
t +B
n
sin
na
c
t
_
sin
n
c
r.
From
v(r, 0) = rf(r) =

n=1
A
n
sin
n
c
r
we see that
A
n
=
2
c
_
c
0
rf(r) sin
n
c
r dr.
692
Exercises 14.3
From
v
t

t=0
= rg(r) =

n=1
_
B
n
na
c
_
sin
n
c
r
we see that
B
n
=
c
na

2
c
_
c
0
rg(r) sin
n
c
r dr =
2
na
_
c
0
rg(r) sin
n
c
r dr.
12. Proceeding as in Example 1 we obtain
() = P
n
(cos ) and R(r) = c
1
r
n
+c
2
r
(n+1)
so that
u(r, ) =

n=0
(A
n
r
n
+B
n
r
(n+1)
)P
n
(cos ).
To satisfy lim
r
u(r, ) = Er cos we must have A
n
= 0 for n = 2, 3, 4, . . . . Then
lim
r
u(r, ) = Er cos = A
0
1 +A
1
r cos ,
so A
0
= 0 and A
1
= E. Thus
u(r, ) = Er cos +

n=0
B
n
r
(n+1)
P
n
(cos ).
Now
u(c, ) = 0 = Ec cos +

n=0
B
n
c
(n+1)
P
n
(cos )
so

n=0
B
n
c
(n+1)
P
n
(cos ) = Ec cos
and
B
n
c
(n+1)
=
2n + 1
2
_

0
Ec cos P
n
(cos ) sin d.
Now cos = P
1
(cos ) so, for n = 1,
_

0
cos P
n
(cos ) sin d = 0
by orthogonality. Thus B
n
= 0 for n = 1 and
B
1
=
3
2
Ec
3
_

0
cos
2
sin d = Ec
3
.
Therefore,
u(r, ) = Er cos +Ec
3
r
2
cos .
693
Chapter 14 Review Exercises
Chapter 14 Review Exercises
1. We have
A
0
=
1
2
_

0
u
0
d +
1
2
_
2

(u
0
) d = 0
A
n
=
1
c
n

_

0
u
0
cos n d +
1
c
n

_
2

(u
0
) cos n d = 0
B
n
=
1
c
n

_

0
u
0
sinn d +
1
c
n

_
2

(u
0
) sinn d =
2u
0
c
n
n
[1 (1)
n
]
and so
u(r, ) =
2u
0

n=1
1 (1)
n
n
_
r
c
_
n
sinn.
2. We have
A
0
=
1
2
_
/2
0
d +
1
2
_
2
3/2
d =
1
2
A
n
=
1
c
n

_
/2
0
cos n d +
1
c
n

_
2
3/2
cos n d =
1
c
n
n
_
sin
n
2
sin
3n
2
_
B
n
=
1
c
n

_
/2
0
sinn d +
1
c
n

_
2
3/2
sinn d =
1
c
n
n
_
cos
3n
2
cos
n
2
_
and so
u(r, ) =
1
2
+
1

n=1
_
r
c
_
n
_
sin
n
2
sin
3n
2
n
cos n +
cos
3n
2
cos
n
2
n
sinn
_
.
3. The conditions (0) = 0 and () = 0 applied to = c
1
cos +c
2
sin give c
1
= 0 and = n,
n = 1, 2, 3, . . . , respectively. Thus we have the Fourier sine-series coecients
A
n
=
2

_

0
u
0
(
2
) sinn d =
4u
0
n
3

[1 (1)
n
].
Thus
u(r, ) =
4u
0

n=1
1 (1)
n
n
3
r
n
sinn.
4. In this case
A
n
=
2

_

0
sin sinn d =
1

_

0
[cos(1 n) cos(1 +n)] d = 0, n = 1.
For n = 1,
A
1
=
2

_

0
sin
2
d =
1

_

0
(1 cos 2) d = 1.
Thus
u(r, ) =

n=1
A
n
r
n
sinn
reduces to
u(r, ) = r sin.
694
Chapter 14 Review Exercises
5. We solve

2
u
r
2
+
1
r
u
r
+
1
r
2

2
u

2
= 0, 0 < <

4
,
1
2
< r < 1,
u(r, 0) = 0, u(r, /4) = 0,
1
2
< r < 1,
u(1/2, ) = u
0
, u
r
(1, ) = 0, 0 < <

4
.
Proceeding as in Example 1 in Section 14.1 in the text we obtain the separated equations
r
2
R

+rR

2
R = 0

+
2
= 0
with solutions
() = c
1
cos +c
2
sin
R(r) = c
3
r

+c
4
r

.
Applying the boundary conditions (0) = 0 and (/4) = 0 gives c
1
= 0 and = 4n for n = 1, 2, 3, . . . . From
R
r
(1) = 0 we obtain c
3
= c
4
. Therefore
u(r, ) =

n=1
A
n
_
r
4n
+r
4n
_
sin4n.
From
u(1/2, ) = u
0
=

n=1
A
n
_
1
2
4n
+
1
2
4n
_
sin4n
we nd
A
n
_
1
2
4n
+
1
2
4n
_
=
2
/4
_
/4
0
u
0
sin4n d =
2u
0
n
[1 (1)
n
]
or
A
n
=
2u
0
n(2
4n
+ 2
4n
)
[1 (1)
n
].
Thus the steady-state temperature in the plate is
u(r, ) =
2u
0

n=1
[r
4n
+r
4n
][1 (1)
n
]
n[2
4n
+ 2
4n
]
sin4n.
6. We solve

2
u
r
2
+
1
r
u
r
+
1
r
2

2
u

2
= 0, r > 1, 0 < < ,
u(r, 0) = 0, u(r, ) = 0, r > 1,
u(1, ) = f(), 0 < < .
Separating variables we obtain
() = c
1
cos +c
2
sin
R(r) = c
3
r

+c
4
r

.
Applying the boundary conditions (0) = 0, and () = 0 gives c
1
= 0 and = n for n = 1, 2, 3, . . . .
Assuming f() to be bounded, we expect the solution u(r, ) to also be bounded as r . This requires that
c
3
= 0. Therefore
u(r, ) =

n=1
A
n
r
n
sinn.
695
Chapter 14 Review Exercises
From
u(1, ) = f() =

n=1
A
n
sinn
we obtain
A
n
=
2

_

0
f() sinn d.
7. Letting u(r, t) = R(r)T(t) and separating variables we obtain
R

+
1
r
R

hR
R
=
T

T
=
so
R

+
1
r
R

( +h)R = 0 and T

T = 0.
From the second equation we nd T(t) = c
1
e
t
. If > 0, T(t) increases without bound as t . Thus we
assume 0. Since h > 0 we can take =
2
h. Then
R

+
1
r
R

+
2
R = 0
is a parametric Bessel equation with solution
R(r) = c
1
J
0
(r) +c
2
Y
0
(r).
Since Y
0
is unbounded as r 0 we take c
2
= 0. Then R(r) = c
1
J
0
(r) and the boundary condition u(1, t) =
R(1)T(t) = 0 implies J
0
() = 0. This latter equation denes the positive eigenvalues
n
. Thus
u(r, t) =

n=1
A
n
J
0
(
n
r)e
(
2
n
h)t
.
From
u(r, 0) = 1 =

n=1
A
n
J
0
(
n
r)
we nd
A
n
=
2
J
2
1
(
n
)
_
1
0
rJ
0
(
n
r) dr x =
n
r, dx =
n
, dr
=
2
J
2
1
(
n
)
_
n
0
1

2
n
xJ
0
(x) dx.
From recurrence relation (4) in Section 12.6 of the text we have
xJ
0
(x) =
d
dx
[xJ
1
(x)].
Then
A
n
=
2

2
n
J
2
1
(
n
)
_
n
0
d
dx
[xJ
1
(x)] dx =
2

2
n
J
2
1
(
n
)
_
xJ
1
(x)
_

n
0
=
2
1
J
1
(
n
)

2
n
J
2
1
(
n
)
=
2

n
J
1
(
n
)
and
u(r, t) = 2e
ht

n=1
J
0
(
n
r)

n
J
1
(
n
)
e

2
n
t
8. Proceeding in the usual manner we nd
u(r, t) =

n=1
A
n
cos a
n
tJ
0
(
n
r)
696
Chapter 14 Review Exercises
where the eigenvalues are dened by J
0
() = 0. Thus the initial condition gives
u
0
J
0
(x
k
r) =

n=1
A
n
J
0
(
n
r)
and so
A
n
=
2
J
2
1
(
n
)
_
1
0
r (u
0
J
0
(x
k
r)) J
0
(
n
r) dr.
But J
0
() = 0 implies that the eigenvalues are the positive zeros of J
0
, that is,
n
= x
n
, n = 1, 2, 3, . . . .
Therefore
A
n
=
2u
0
J
2
1
(
n
)
_
1
0
rJ
0
(
k
r)J
0
(
n
r) dr = 0, n = k
by orthogonality. For n = k,
A
k
=
2u
0
J
2
1
(
k
)
_
1
0
rJ
2
0
(
k
) dr = u
0
by (6) of Section 12.6. Thus the solution u(r, t) reduces to one term when n = k, and
u(r, t) = u
0
cos a
k
tJ
0
(
k
r) = u
0
cos ax
k
tJ
0
(x
k
r).
9. Referring to Example 2 in Section 14.2 we have
R(r) = c
1
J
0
(r) +c
2
Y
0
(r)
Z(z) = c
3
cosh z +c
4
sinhz
where c
2
= 0 and J
0
(2) = 0 denes the positive eigenvalues
n
. From Z

(0) = 0 we obtain c
4
= 0. Then
u(r, z) =

n=1
A
n
cosh
n
zJ
0
(
n
r).
From
u(r, 4) = 50 =

n=1
A
n
cosh4
n
J
0
(
n
r)
we obtain (as in Example 1 of Section 14.1)
A
n
cosh4
n
=
2(50)
4J
2
1
(2
n
)
_
2
0
rJ
0
(
n
r) dr =
50

n
J
1
(2
n
)
.
Thus the temperature in the cylinder is
u(r, z) = 50

n=1
cosh
n
zJ
0
(
n
r)

n
cosh4
n
J
1
(2
n
)
.
10. Using u = RZ and
2
as a separation constant leads to
r
2
R

+rR

+
2
r
2
R = 0, R

(1) = 0, and Z

2
Z = 0.
Thus
R(r) = c
1
J
0
(r) +c
2
Y
0
(r)
Z(z) = c
3
cosh z +c
4
sinhz
for > 0. Arguing that u(r, z) is bounded as r 0 we dened c
2
= 0. Since the eigenvalues are dened by
J

0
() = 0 we know that = 0 is an eigenvalue. The solutions are then
R(r) = c
1
+c
2
lnr and Z(z) = c
3
z +c
4
697
Chapter 14 Review Exercises
where c
2
= 0. Thus a formal solution is
u(r, z) = A
0
z +B
0
+

n=1
(A
n
sinh
n
z +B
n
cosh
n
z)J
0
(
n
r).
Finally, the specied conditions z = 0 and z = 1 give, in turn,
B
0
= 2
_
1
0
rf(r) dr
B
n
=
2
J
2
0
(
n
)
_
1
0
rf(r)J
0
(
n
r) dr
A
0
= B
0
+ 2
_
1
0
rg(r) dr
A
n
=
1
sinh
n
_
B
n
cosh
n
+
2
J
2
0
(
n
)
_
1
0
rg(r)J
0
(
n
r) dr
_
.
11. Referring to Example 1 in Section 14.3 of the text we have
u(r, ) =

n=0
A
n
r
n
P
n
(cos ).
For x = cos
u(1, ) =
_
100 0 < < /2
100 /2 < <
= 100
_
1, 1 < x < 0
1, 0 < x < 1
= g(x).
From Problem 22 in Exercise 12.6 we have
u(r, ) = 100
_
3
2
rP
1
(cos )
7
8
r
3
P
3
(cos ) +
11
16
r
5
P
5
(cos ) +
_
.
12. Since
1
r

2
r
2
(ru) =
1
r

r
_
r
u
r
+u
_
=
1
r
_
r

2
u
r
2
+
u
r
+
u
r
_
=

2
u
r
2
+
2
r
u
r
the dierential equation becomes
1
r

2
r
2
(ru) =

2
u
t
2
or

2
r
2
(ru) = r

2
u
t
2
.
Letting v(r, t) = ru(r, t) we obtain the boundary-value problem

2
v
r
2
=

2
v
t
2
, 0 < r < 1, t > 0
v
r

r=1
v(1, t) = 0, t > 0
v(r, 0) = rf(r),
v
t

t=0
= rg(r), 0 < r < 1.
If we separate variables using v(r, t) = R(r)T(t) then we obtain
R(r) = c
1
cos r +c
2
sinr
T(t) = c
3
cos t +c
4
sint.
Since u(r, t) = v(r, t)/r, in order to insure boundedness at r = 0 we dene c
1
= 0. Then R(r) = c
2
sinr. Now
the boundary condition R

(1) R(1) = 0 implies cos sin = 0. Thus, the eigenvalues

n
are the positive
solutions of tan = . We now have
v
n
(r, t) = (A
n
cos
n
t +B
n
sin
n
t) sin
n
r.
698
Chapter 14 Review Exercises
For the eigenvalue = 0,
R(r) = c
1
r +c
2
and T(t) = c
3
t +c
4
,
and boundedness at r = 0 implies c
2
= 0. We then take
v
0
(r, t) = A
0
tr +B
0
r
so that
v(r, t) = A
0
tr +B
0
r +

n=1
(a
n
cos
n
t +B
n
sin
n
t) sin
n
r.
Now
v(r, 0) = rf(r) = B
0
r +

n=1
A
n
sin
n
r.
Since {r, sin
n
r} is an orthogonal set on [0, 1],
_
1
0
r sin
n
r dr = 0 and
_
1
0
sin
n
r sin
n
r dr = 0
for m = n. Therefore
_
1
0
r
2
f(r) dr = B
0
_
1
0
r
2
dr =
1
3
B
0
and
B
0
= 3
_
1
0
r
2
f(r) dr.
Also
_
1
0
rf(r) sin
n
r dr = A
n
_
1
0
sin
2

n
r dr
and
A
n
=
_
1
0
rf(r) sin
n
r dr
_
1
0
sin
2

n
r dr
.
Now
_
1
0
sin
2

n
r dr =
1
2
_
1
0
(1 cos 2
n
r) dr =
1
2
_
1
sin2
n
2
n
_
=
1
2
[1 cos
2

n
].
Since tan
n
=
n
,
1 +
2
n
= 1 + tan
2

n
= sec
2

n
=
1
cos
2

n
and
cos
2

n
=
1
1 +
2
n
.
Then
_
1
0
sin
2

n
r dr =
1
2
_
1
1
1 +
2
n
_
=

2
n
2(1 +
2
n
)
and
A
n
=
2(1 +
2
n
)

2
n
_
1
0
rf(r) sin
n
r dr.
Similarly, setting
v
t

t=0
= rg(r) = A
0
r +

n=1
B
n

n
sin
n
r
699
Chapter 14 Review Exercises
we obtain
A
0
= 3
_
1
0
r
2
g(r) dr
and
B
n
=
2(1 +
2
n
)

3
n
_
1
0
rg(r) sin
n
r dr.
Therefore, since v(r, t) = ru(r, t) we have
u(r, t) = A
0
t +B
0
+

n=1
(A
n
cos
n
t +B
n
sin
n
t)
sin
n
r
r
,
where the
n
are solutions of tan = and
A
0
= 3
_
1
0
r
2
g(r) dr
B
0
= 3
_
1
0
r
2
f(r) dr
A
n
=
2(1 +
2
n
)

2
n
_
1
0
rf(r) sin
n
r dr
B
n
=
2(1 +
2
n
)

3
n
_
1
0
rg(r) sin
n
r dr
for n = 1, 2, 3, . . . .
13. We note that the dierential equation can be expressed in the form
d
dx
[xu

] =
2
xu.
Thus
u
n
d
dx
[xu

m
] =
2
m
xu
m
u
n
and
u
m
d
dx
[xu

n
] =
2
n
xu
n
u
m
.
Subtracting we obtain
u
n
d
dx
[xu

m
] u
m
d
dx
[xu

n
] = (
2
n

2
m
)xu
m
u
n
and
_
b
a
u
n
d
dx
[xu

m
] dx
_
b
a
u
m
d
dx
[xu

n
] = (
2
n

2
m
)
_
b
a
xu
m
u
n
dx.
Using integration by parts this becomes
u
n
xu

b
a

_
b
a
xu

m
u

n
dx u
m
xu

b
a
+
_
b
a
xu

n
u

m
dx
= b[u
n
(b)u

m
(b) u
m
(b)u

n
(b)] a[u
n
(a)u

m
(a) u
m
(a)u

n
(a)]
= (
2
n

2
m
)
_
b
a
xu
m
u
n
dx.
Since
u(x) = Y
0
(a)J
0
(x) J
0
(a)Y
0
(x)
700
Chapter 14 Review Exercises
we have
u
n
(b) = Y
0
(
n
a)J
0
(
n
b) J
0
(
n
a)Y (
n
b) = 0
by the denition of the
n
. Similarly u
m
(b) = 0. Also
u
n
(a) = Y
0
(a)J
0
(
n
a) J
0
(
n
a)Y
0
(
n
a) = 0
and u
m
(a) = 0. Therefore
_
b
a
xu
m
u
n
dx =
1

2
n

2
m
(b[u
n
(b)u

m
(b) u
m
(b)u

n
(b)] a[u
n
(a)u

m
(a) u
m
(a)u

n
(a)]) = 0
and the u
n
(x) are orthogonal with respect to the weight function x.
14. Letting u(r, t) = R(r)T(t) and separating variables we obtain
rR

+R

+
2
rR = 0
T

+
2
T = 0,
with solutions
R(r) = c
1
J
0
(r) +c
2
Y
0
(r)
T(t) = c
3
e

2
t
.
Now the boundary conditions imply
R(a) = 0 = c
1
J
0
(a) +c
2
Y
0
(a)
R(b) = 0 = c
1
J
0
(b) +c
2
Y
0
(b)
so that
c
2
=
c
1
J
0
(a)
Y
0
(a)
and
c
1
J
0
(b)
c
1
J
0
(a)
Y (a)
Y
0
(b) = 0
or
Y
0
(a)J
0
(b) J
0
(a)Y
0
(b) = 0.
This equation denes
n
for n = 1, 2, 3, . . . . Now
R(r) = c
1
J
0
(r) c
1
J
0
(a)
Y
0
(a)
Y
0
(r) =
c
1
Y
0
(a)
_
Y
0
(a)J
0
(r) J
0
(a)Y
0
(r)
_
and
u
n
(r, t) = A
n
_
Y
0
(
n
a)J
0
(
n
r) J
0
(
n
a)Y
0
(
n
r)
_
e

2
n
t
= A
n
u
n
(r)e

2
n
t
.
Thus
u(r, t) =

n=1
A
n
u
n
(r)e

2
n
t
.
From the initial condition
u(r, 0) = f(r) =

n=1
A
n
u
n
(r)
we obtain
A
n
=
_
b
a
rf(r)u
n
(r) dr
_
b
a
ru
2
n
(r) dr
.
701