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2
x
2
+ 2
2
xy
+
2
y
2
is a linear operator. In the general form (1)
we have coecients a = 1, b = 2, and c = 1 so b
2
4ac =
2
2
4(1)(1) = 4 4 = 0, and so this is an equation of parabolic
type by denition.
2. (a) By denition, two functions X, Y : [0, ] R are orthogonal i
_
0
X(t)Y (t) dt = 0
(b) Consider the Fourier sine series
x =
n=1
a
n
sin(nx), x [0, ] (2)
1
First, we show that sin(nx) and sin(mx) are orthogonal (if n = m),
using the trigonometric identities:
cos( + ) = cos() cos() sin() sin()
cos( ) = cos() cos() + sin() sin()
By subtracting, we nd:
cos( ) cos( + ) = 2 sin() sin()
It follows that in the case n = m:
_
0
sin(nx) sin(mx) dx =
1
2
_
0
{cos[(n m)x] cos[(n + m)x]} dx
=
1
2
_
sin[(n m)x]
n m
sin[(n + m)x]
n + m
_
0
= 0
Since sin k = 0, k Z. So by denition sin(nx) and sin(mx)
are orthogonal. Also, observe (since we need this later) that when
n = m:
_
0
sin(nx) sin(mx) dx =
1
2
_
0
{cos[(n m)x] cos[(n + m)x]} dx
=
1
2
_
0
[cos(0) cos(2nx)] dx
=
1
2
_
x
sin(2nx)
2n
_
0
=
2
Now by multiplying our fourier series equation (2) by sin(mx) on
both sides, we obtain:
x sin(mx) = sin(mx)
n=1
a
n
sin nx
=
n=1
a
n
sin(mx) sin(nx)
2
Thus integrating over [0, ]:
_
0
x sin(mx) dx =
_
0
n=1
a
n
sin(mx) sin(nx) dx
=
n=1
a
n
_
0
sin(mx) sin(nx) dx
= a
n
2
Since all but the n = m term are zero. Hence for n 1:
a
n
=
2
_
0
x sin(mx) dx
=
2
{
_
x
cos(nx)
n
_
_
0
cos(nx)
n
dx}
=
2
{
(1)
n+1
n
+
_
sin(nx)
n
2
_
0
. .
=0
}
=
2(1)
n+1
n
Substituting a
n
back into the fourier series equation (2), gives:
x =
n=1
2(1)
n+1
n
sin(nx)
Now let x = /2, and it follows that:
2
=
n=1
2(1)
n+1
n
sin(n/2)
=
n=1
2(1)
2n
2n 1
(1)
n+1
=
n=0
2(1)
n
2n + 1
And hence, multiplying through by 2 gives the result:
=
n=0
4
2n + 1
(1)
n
3
3. (a) Consider the wave equation u
tt
= u
xx
on the interval [0, ] subject
to boundary conditions u(0, t) = u(, t) = 0, t > 0.
Assume u(x, t) = X(x)T(t) is a solution, then by partially dier-
entiating:
u
tt
= X(x)T
(t), and u
xx
= X
(x)T(t)
We may conclude:
X
(x)
X(x)
=
T
(t)
T(t)
=
is constant, due to the separation of variables. Considering the
boundary conditions we get:
_
u(0, t) = X(0)T(t) = 0
u(, t) = X()T(t) = 0
= X(0) = X() = 0
Assuming T(t) = 0.
We therefore have an eigenvalue problem X
X = 0, subject
to X(0) = X() = 0.
(b) On the assumption that < 0, let = w
2
, where w > 0 is to be
determined. Then we have ODE for X(x) given by X
+w
2
X = 0,
which has solution:
X(x) = a cos(wx) + b sin(wx)
for arbitary constants a and b Applying our boundary conditions
X(0) = 0, X() = 0, we have:
0 = a cos(0) + b sin(0) = a
And so a = 0, and also:
0 = b sin(w)
On the assumption b = 0 (to avoid the trivial solution X(x) = 0),
we must have w = n, for some n Z, hence w = n. We
thereby arrive at eigenfunctions X
n
(x) = sin(nx), for n Z with
corresponding eigenvalues
n
= n
2
.
4
(c) For each eigenvalue we have an ODE for T(t) given by T
n
n
T
n
= 0,
which has solution:
T
n
(t) = a
n
cos(nt) + b
n
sin(nt)
Where a
n
, b
n
are arbitrary constants as we have no other restric-
tions on T
n
(t).
By the principles of linear superposition we have a general solu-
tion:
u(x, t) =
n=0
sin(nx)[a
n
sin(nt) + b
n
cos(nt)]
4. Consider the eigenvalue problem (a(x)X
(x))
(x))
dx =
_
0
X(x)
2
dx
For the left-hand side, integrate by parts by letting u = X, so u
= X
and v
= (aX
, so v = aX
0
. .
=0
_
0
a(X
)
2
dx =
_
0
X(x)
2
dx
As this is an eigenvalue problem we are assuming X(x) = 0, so we may
divide through to give:
=
_
0
a(X
)
2
dx
_
0
X(x)
2
dx
Since both integrands are strictly postive, we may conclude < 0.
5