Laplace's Equation and Boundary Problems Solutions
Laplace's Equation and Boundary Problems Solutions
Solutions 11
ME641 Solutions 11
Problem 1
Solution
∂Φ ∞
[
= ∑ − na n r n sin (nθ) + nb n r n cos(nθ)
∂θ n =1
]
∂ 2Φ ∞
[
= ∑ − n 2 a n r n cos(nθ) − n 2 b n r n sin (nθ)
∂θ 2 n =1
]
substituting into Laplace’s equation:
∂ 2 Φ 1 ∂Φ 1 ∂ 2 Φ
0 = ∇ 2 Φ (r, θ) = 2 + +
∂r r ∂r r 2 ∂θ 2
[ ]
∞
0 = ∑ n (n − 1)a n r n −2 cos(nθ) + n (n − 1)b n r n −2 sin (nθ)
n =1
+
1 ∞
[
∑ na n r n−1 cos(nθ) + nb n r n−1 sin (nθ)
r n =1
]
∑ [− n a ]
∞
r n cos(nθ) − n 2 b n r n sin (nθ)
1
+ 2
n
r2 n =1
[
∞
0 = ∑ n (n − 1)a n r n −2 cos(nθ) + n (n − 1)b n r n −2 sin (nθ) + na n r n −2 cos(nθ) + nb n r n −2 sin (nθ)
n =1
0=0
Problem 2
∞
Suppose that g(x ) = ∑ a n f n (x ) , where the functions f0 (x), f1 (x), ... are orthogonal on the interval
n =0
∫ p(x )[f (x )] dx
b 2
n
a
Solution
multiplying both sides of given relation for g(x) by p(x)fm(x), integrating and interchanging order
of summation and integration:
∞
g (x ) = ∑ a n f n (x )
n =0
∞
p(x )f m (x )g (x ) = p(x )f m (x )∑ a n f n (x )
n =0
∞
p(x )f m (x )g (x ) = ∑ a n p(x )f m (x )f n (x )
n =0
b ∞
p(x )f m (x )g (x )dx = ∫ ∑ a n p(x )f m (x )f n (x ) dx
b
∫a a
n =0
∞
( ) ( ) ( ) b p(x )f (x )f (x )dx
∑
b
∫a p x f m x g x dx =
n =0
a n ∫a m n
substituting orthogonality relation:
= 0 m ≠ n
( ) ( ) ( )
b
∫a p x f m x f n x dx
≠ 0 m = n
∫ p(x )[f (x )] dx ≠ 0
b 2
n
a
∞
( ) ( ) ( ) b p(x )f (x )f (x )dx = a b p(x )[f (x )]2 dx
∑
b
∫a p x f m x g x dx =
n =0
a n ∫a m n m ∫
a m
solving for am and renaming m into n
∫ p(x )[f (x )] dx
b 2
m
a
∫ p(x )[f (x )] dx
b 2
n
a
Problem 3
Assume that a rod of length L along the x-axis with end-point temperatures held at zero has the
initial temperature distribution f(x) = C, where C is a constant temperature. Find the temperature
distribution T(x,t) if the thermal conductivity of the material is k.
Solution
stating BVP:
∂T(x , t ) ∂ 2 T (x , t )
=k
∂t ∂x 2
T(x = 0, t ) = 0 T(x = L, t ) = 0 t>0
T(x , t = 0) = f (x ) = C 0<x<L
separating variables and introducing separation constant λ:
∂T dt ∂ 2T d 2 X
T(x , t ) = X(x )t(t ) =X = t
∂t dt ∂x 2 dx 2
1 dt 1 d 2 X
= = −λ2 < 0
kt dt X dx 2
n =1 n =1 n =1 L
applying IC:
∞
nπ
T(x , t = 0) = ∑ Cn sin x e0 ≡ f (x ) = C
n =1 L
calculating Fourier coefficients:
np 2 x =L np 2C x = L np
Cn = ∫ f (x ) sin x dx = ∫ f (x ) sin x dx =
1 p
L ∫x = 0
sin x dx
p −p p L x =0 L L
x =L
2C L np 2C L 4C 1
cos(np) +
L
Cn = − cos x = − cos 0 = , n odd
L np L x = 0 L np np p n
writing solution:
( 2 m −1)2 π 2 kt
4C ∞ (2m − 1)π −
T(x , t ) =
1
∑ sin
π m =1 2m − 1 L
x e
L2
Problem 4
Solution
separating variables:
∂ 2θ d 2T ∂ 2θ d 2 X
θ(x , t ) = X(x )T(t ) = X = T
∂t 2 dt 2 ∂x 2 dx 2
1 d 2T 1 d 2 X
2 2
= 2
= −λ2 < 0
a T dt X dx
solving ODE for X(x) and applying BCs:
d 2X
2
+ λ2X = 0 ⇒ X(x ) = c1 cos(λx ) + c 2 sin (λx )
dx
X(x = 0 ) = c1 cos 0 + c 2 sin 0 ≡ 0 ⇒ c1 = 0
∂θ π
T(t ) ≡ 0 ⇒ = λc 2 cos(λL ) ≡ 0 ⇒ λ n = (2n − 1) , n = 1,2,3,...
dX dX
=
∂x x = L dx x = L dx x = L 2
X(x ) = c 2 sin (λx )
solving ODE for T(t) and applying IC:
d 2T
+ a 2λ2T = 0 ⇒ T(t ) = c3 cos(aλt ) + c 4 sin (aλt )
dt 2
∂θ
= X(x )
dT dT
≡0 ⇒ = −aλc3 sin 0 + aλc 4 cos 0 ≡ 0 ⇒ c 4 = 0
∂t t = 0 dt t = 0 dt t = 0
T(t ) = c3 cos(aλt )
combining X(x) and T(t):
∞ ∞
θ(x , t ) = X(x )T(t ) = ∑ θn (x , t ) = ∑ Cn sin (λ n x ) cos(aλ n t )
n =1 n =1
applying IC:
∞
θ(x , t = 0) = ∑ Cn sin (λ n x ) cos 0 ≡ f (x ) = x
n =1
calculating Fourier coefficients:
x =L
f (x ), sin (λ n x ) ∫ f (x )sin (λ n x )dx
Cn = = x =0
sin (λ n x ), sin (λ n x ) x =L
sin 2 (λ n x )dx
∫x =0
x =L
x =L x =L x
f (x ) sin (λ n x )dx = ∫ x sin (λ n x )dx = − cos(λ n x ) + 2 sin (λ n x ) = 2 sin (λ n L )
1 1
∫x =0 x =0
λn λn x =0 λ n
x =L (− 1)
n +1
∫x =0 f (x )sin (λ n x )dx = 2 λn
x sin (2λ n x )
x =L
x =L
sin (λ n x )dx = −
L
∫ =
2
x =0
2 4λ n x = 0 2
x =L
(− 1)n +1
∫ f (x ) sin (λ n x )dx λn
2
2(− 1)
n +1
8 (− 1)
n +1
Cn = x =0
= = = 2
x =L
sin 2 (λ n x )dx Lλ n
2
Lπ (2n − 1)2
∫
L
x =0
2
writing solution:
8 ∞ (− 1) (2n − 1) (2n − 1)
∞ n +1
θ(x , t ) = ∑ C n sin (λ n x )cos(aλ n t ) = 2 ∑
sin πx cos aπt
n =1 Lπ n =1 (2n − 1)2
2 2
Problem 5
Consider the Dirichlet problem for a rectangular region R where nonhomogeneous BCs are given
at all four boundaries, which is governed by:
∂ 2F ∂ 2F
∇ F=
2
+ =0 0<x<a 0<y<b
∂x 2 ∂y 2
F (x = 0, y ) = f (y ) F (x = a , y ) = g(y ) 0<y<b
F (x , y = 0 ) = F(x ) F (x , y = b ) = G (x ) 0<x<a
Using the principle of superposition, write the solution in the form of Fourier trigonometric
series and calculate the corresponding Fourier coefficients.
Solution
F(x , y ) = F1 (x , y ) + F 2 (x , y )
∂ 2F1 ∂ 2F1
∇ 2F1 = + =0 0<x<a 0< y<b
∂x 2 ∂y 2
F1 (x = 0, y ) = 0 F1 (x = a , y ) = 0 0< y<b
F1 (x , y = 0) = F(y ) F1 (x , y = b ) = G (y ) 0<x<a
∂ F2 ∂ F2
2 2
∇ 2F 2 = + =0 0<x<a 0< y<b
∂x 2 ∂y 2
F 2 (x = 0, y ) = f (y ) F 2 (x = a , y ) = g(y ) 0< y<b
F 2 (x , y = 0) = 0 F 2 (x , y = b ) = 0 0<x<a
st
Solving 1 subproblem using separation of variables:
∂ 2Φ1 d 2 X1 ∂ 2 Φ1 d 2 Y1
Φ1 (x , y ) = X1 (x )Y1 (y ) = Y = X
∂x 2 ∂y 2
1 1
dx 2 dy 2
1 d 2 X1 1 d 2 Y1 d 2 X1 d 2 Y1 2
= − = −λ2 < 0 + λ2 X1 = 0 − λ Y1 = 0
X1 dx 2 Y1 dy 2 dx 2 dy 2
X1 (x ) = c1 cos(λx ) + c 2 sin (λx )
X1 (x = 0 ) = c1 cos 0 + c 2 sin 0 ≡ 0 ⇒ c1 = 0
nπ
X1 (x = a ) = c 2 sin (λa ) ≡ 0 ⇒ λ n = , n = 1,2,3,...
a
Y1 (y ) = c3 cosh (λy ) + c 4 sinh (λy )
∞ ∞
nπ nπ nπ
Φ1 (x , y ) = X1 (x )Y1 (y ) = ∑ Φ1n (x , y ) = ∑ A n cosh y + Bn sinh y sin x
n =1 n =1 a a a
∞
nπ ∞ nπ
Φ1 (x , y = 0 ) = ∑ (A n cosh 0 + Bn sinh 0 ) sin x = ∑ A n sin x ≡ Φ(x )
n =1 a n =1 a
2 x =a nπ
An = ∫ Φ(x ) sin x dx
a x =0 a
∞
nπ nπ nπ
Φ1 (x , y = b ) = ∑ A n cosh b + Bn sinh b sin x ≡ G (x )
n =1 a a a
nπ nπ 2 x = a nπ
A n cosh b + Bn sinh b = ∫ G (x ) sin x dx
a a a x =0 a
2 x =a nπ nπ
G (x ) sin x dx − A n cosh b
1
Bn =
nπ a ∫ =
a a
sinh b
x 0
a
nd
solving 2 subproblem using separation of variables:
∂ 2Φ 2 d 2 X 2 ∂ 2Φ 2 d 2 Y2
Φ 2 (x , y ) = X 2 (x )Y2 (y ) = Y2 = X2
∂x 2 dx 2 ∂y 2 dy 2
1 d 2X 2 1 d 2 Y2 d 2X 2 d 2 Y2
2
=− 2
= ν2 > 0 2
− ν 2X 2 = 0 2
+ ν 2 Y2 = 0
X 2 dx Y2 dy dx dy
Y2 (y ) = c5 cos(νy ) + c6 siν (νy )
Y2 (y = 0 ) = c5 cos 0 + c6 siν 0 ≡ 0 ⇒ c5 = 0
mπ
Y2 (y = b ) = c 6 siν (νb ) ≡ 0 ⇒ ν m = , m = 1,2,3,...
b
X 2 (x ) = c7 cosh (νx ) + c8 siνh (νx )
∞ ∞
mπ mπ mπ
Φ 2 (x , y ) = X 2 (x )Y2 (y ) = ∑ Φ 2 m (x , y ) = ∑ C m cosh x + D m siνh x siν y
m =1 m =1 b b b
∞
mπ ∞ mπ
Φ 2 (x = 0, y ) = ∑ (C m cosh 0 + D m siνh 0 )siν y = ∑ C m siν y ≡ f (y )
m =1 b m =1 b
2 y=b mπ
C m = ∫ f (y )siν y dy
b y = 0
b
∞
mπ mπ mπ
Φ 2 (x = a , y ) = ∑ C m cosh a + D m siνh a siν y ≡ g (y )
m =1 b b b
mπ mπ 2 y = b mπ
C m cosh a + D m siνh a = ∫ g(y )siν y dy
b b b y = 0
b
2 y=b mπ mπ
g(y )siν
1
Dm =
mπ b ∫y = 0
y dy − C m cosh
b
a
b
siνh a
b
writing solution:
∞
nπ nπ nπ
F1 (x , y ) = ∑ A n cosh y + Bn sinh y sin x
n =1 a a a
2 x =a nπ 2 x =a nπ nπ
F(x )sin x dx G (x )sin x dx − A n cosh b
1
An = ∫
a x =0 a
Bn = ∫
nπ a x = 0 a a
sinh b
a
∞
mπ mπ mπ
F 2 (x , y ) = ∑ C m cosh x + D m sinh x sin y
m =1 b b b
2 y=b mπ 2 y=b mπ mπ
f (y )sin g(y )sin
1
Cm = ∫
b y =0
y dy
b
Dm = ∫
mπ b y = 0
y dy − C m cosh
b
a
b
sinh a
b
F (x , y ) = F1 (x , y ) + F 2 (x , y )
Problem 6
For the vibrations of a circular membrane considered in the lecture slides, calculate the
coefficients An and Bn of the Fourier-Bessel series given the following initial conditions (which
correspond to the effect of a single drumbeat):
− v , 0 ≤ r < b
f (r ) = 0 g(r ) = 0
0, b≤r<c
Solution
r =0
calculating coefficients Bn :
r =c
∫ rJ 0 (λ 0 n r )g(r )dr r =c
rJ 0 (λ 0 n r )g(r )dr
2
Bn = r =0
r =a
aλ 0 n ∫ rJ 0 (λ 0 n r )dr
2
= 2 2 ∫
aλ 0 n c J1 (λ 0 n c ) r = 0
r =0
r =b r =c
2
( )( ) 2
rJ 0 (λ 0 n r )0dr
aλ 0 n c 2 J1 (λ 0 n c ) ∫r = 0 aλ 0 n c2 J1 (λ 0 n c ) ∫r = b
Bn = 2
rJ 0 λ 0 n r − v 0 dr + 2
Bn =
− 2v0
[xJ1 (x )]xx ==λ0 0 n b = 3−22v20 [λ 0 n bJ1 (λ 0 n b )] = − 2bv2 0 J21 (λ20 n b )
aλ 0 n c J1 (λ 0 n c ) aλ 0 n c J1 (λ 0 n c ) ac λ 0 n J1 (λ 0 n c )
23 2
writing solution:
− 2bv 0 ∞ J1 (λ 0 n b )
u (r, t ) = ∑ sin (aλ 0 n t )J 0 (λ 0 n r ) J 0 (λ 0 n c ) = 0, n = 1,2,3,...
ac 2 n =1 λ 0 n 2 J12 (λ 0 n c )
r =c
∫ rJ 0 (λ 0 n r )g(r )dr r =c
rJ 0 (λ 0 n r )g(r )dr
2
aλ 0 n c2 J1 (λ 0 n c ) ∫r = 0
Bn = r =0
r =a
=
aλ 0 n ∫ rJ 0 (λ 0 n r )dr
2 2
r =0
r =b r =c
rJ 0 (λ 0 n r )(− v0 )dr + rJ 0 (λ 0 n r )0dr
2 2
Bn = 2 2 ∫
aλ 0 n c J1 (λ 0 n c ) r = 0 ∫
aλ 0 n c J1 (λ 0 n c ) r = b
2 2
dx = λ 0 n dr x = λ0n r r=
1
x dr =
1
dx xJ 0 (x ) =
d
[xJ1 (x )]
λ0n λ0n dx
− 2v0 − 2v0
[xJ1 (x )]dx
x =λ 0 n b x =λ 0 n b d
Bn = ∫ xJ 0 (x )dx = ∫
aλ 0 n c J1 (λ 0 n c ) x = 0 aλ 0 n c J1 (λ 0 n c ) x = 0 dx
3 2 2 3 2 2
Bn =
− 2v0
[xJ1 (x )]xx ==λ0 0 n b = 3−22v20 [λ 0 n bJ1 (λ 0 n b )] = − 2bv2 0 J21 (λ20 n b )
aλ 0 n c J1 (λ 0 n c ) aλ 0 n c J1 (λ 0 n c ) ac λ 0 n J1 (λ 0 n c )
3 2 2
− 2bv0 ∞
J1 (λ 0 n b )
u (r, t ) = ∑λ sin (aλ 0 n t )J 0 (λ 0 n r ) J 0 (λ 0 n c ) = 0, n = 1,2,3,...
0 n J1 (λ 0 n c )
2 2
ac2 n =1