Math 462: HW4 Solutions

Due on August 8, 2014

Jacky Chong

Jacky Chong
Remark: We are working in the context of Riemann Integrals.

Problem 1
4.1.3 A quantum-mechanical particle on the line with an infinite potential outside the interval (0, l) (particle
in a box) is given by Schr
odingers equation ut = iuxx on (0, l) with Dirichlet conditions at the ends.
Separate the variables and use (8) to find its representation as a series.
Solution: Consider the problem
(
ut = iuxx

for

0<x<l

u(0, t) = u(l, t) = 0

Suppose
u(x, t) = X(x)T (t)
is a solution to the above problem, then we obtain the following decoupled system of ODEs
(

X 00 (x) = X(x) T 0 (t) = iT (t)

X(0) = X(l) = 0

Case 1. Suppose = 0, then we see that

X(x) = C1 + C2 x
is the general solution to X 00 = 0. Applying the boundary condition, we get the trivial solution X 0.
Case 2. Suppose R>0 , a positive real number, then we see that

X(x) = C1 e

+ C2 e

is the general solution to the ode X 00 = X. Applying the first boundary condition, we get that
X(0) = C1 + C2 = 0
which means X(x) = C sinh

i.e.

C2 = C1

x. However, applying the second boundary condition, we get that

X(l) = C sinh l = 0

which means C = 0 since l > 0. Again, we get the trivial solution X(x) 0.
Case 3. Suppose (a + ib) are the two square-root of where b 6= 0, then we see that
X(x) = C1 e(a+ib)x + C2 e(a+ib)x
is the general solution that solves X 00 = X. By the two boundary conditions we get that
C(e(a+ib)l e(a+ib)l ) = 0.
Assume C 6= 0, otherwise we get the trivial solution again. Then, we get that
eal = |e(a+ib)l | = |e(a+ib)l | = eal

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Jacky Chong

Problem 1

which means a = 0. Therefore, we may assume = b2 for some b > 0. Then it follows
X(x) = C sin bx and X(l) = C sin bl = 0
which means b =

n
where n is any positive integer. Thus,
l
X(x) = C sin

nx
.
l

Next, solving for T (t), we get that

T (t) = Kein
which means
un (x, t) = An sin

2 t/l2

nx in2 2 t/l2
e
l

is a solution to the Schr

odingers equation with Dirichlet conditions. Suppose v(x, t) solves the Schrodingers
equation with Dirichlet conditions, then we see that
v(x, t) =

An sin

n=1

nx i2 n2 t/l2
e
l

is a series representation of the solution.

Problem 2
4.1.4 Consider waves in a resistant medium that satisfy the problem
utt = c2 uxx rut
u =0

for

0<x<l

at both ends

u(x, 0) = (x) ut (x, 0) = (x),

where r is a constant, 0 < r < 2c/l. Write down the series expansion of the solution.
Solution: Let us begin by finding a solution to utt = c2 uxx rut of the form
u(x, t) = X(x)T (t)
that has the boundary conditions u(0, t) = u(l, t) = 0. Then we obtain the following system of odes
(
c2 X 00 (x) = X(x), T 00 (t) + rT 0 (t) = T (t),
X(0) = X(l) = 0

Case 1. Suppose = 0, then we see that

X(x) = C1 + C2 x
is the general solution to X 00 = 0. Applying the boundary condition, we get the trivial solution X 0.
Case 2. Suppose R>0 , a positive real number, then we see that

X(x) = C1 e

x/c

+ C2 e

x/c

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Jacky Chong

Problem 2

is the general solution to the ode c2 X 00 = X. Applying the first boundary condition, we get that
X(0) = C1 + C2 = 0

i.e.

C2 = C1

which means X(x) = C sinh

x
c .

However, applying the second boundary condition, we get that

X(l) = C sinh

l
=0
c

which means C = 0 since cl > 0. Again, we get the trivial solution X(x) 0.
Case 3. Suppose (a + ib) are the two square-root of /c2 where b 6= 0, then we see that
X(x) = C1 e(a+ib)x + C2 e(a+ib)x
is the general solution that solves c2 X 00 = X. By the two boundary conditions we get that
C(e(a+ib)l e(a+ib)l ) = 0.
Assume C 6= 0, otherwise we get the trivial solution again. Then, we get that
eal = |e(a+ib)l | = |e(a+ib)l | = eal
which means a = 0. Therefore, we may assume = c2 b2 for some b > 0. Then it follows
X(x) = C sin bx and X(l) = C sin bl = 0
which means b =

n
where n is any positive integer. Thus,
l
X(x) = C sin
2

Using the fact that = c

n2 2
,
l2

nx
.
l

we obtain the linear second ode

T 00 (t) + rT 0 (t) =

c2 n2 2
T (t)
l2
2

with corresponding characteristic polynomial P (z) = z 2 + rz + c nl2 . Solving for the roots of P (z), we get
that
p
r r2 4c2 n2 2 /l2
z=
2
which are complex numbers since (4c2 n2 2 /l2 r2 ) =: n2 < 0 for all n > 0. Then it follows
T (t) = C1 ert/2 cos n t + C2 ert/2 sin n t
which mean
un (x, t) = [An ert/2 cos n t + Bn ert/2 sin n t] sin

nx
l

is a solution to utt = c2 uxx rut with the zero Dirichlet boundary conditions at the endpoints. Hence any
solution will have the representation
u(x, t) =

[An ert/2 cos n t + Bn ert/2 sin n t] sin

n=1

nx
.
l

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Jacky Chong

Problem 2

Applying the initial conditions, we get that

(x) = u(x, 0) =

An sin

n=1

and
(x) = ut (x, 0) =


X
n=1

or

nx
l

r 
nx
n Bn An sin
2
l

X
r
nx
(x) + (x) =
n Bn sin
2
l
n=1

Problem 3
4.2.1 Solve the diffusion problem ut = kuxx in 0 < x < l, with the mixed boundary conditions u(0, t) =
ux (l, t) = 0.
Solution: Let us consider solution to the boundary valued diffusion equation of the form
u(x, t) = X(x)T (t)
where both X(x) and T (t) are real-valued functions. Then we get the following system of odes
(
X 00 (x) = X(x), T 0 (t) = kT (t)
X(0) = X 0 (l) = 0

Case 1. Suppose = 0, then we see that

X(x) = C1 + C2 x
is the general solution to X 00 = 0. Applying the boundary condition, we get the trivial solution X 0.
Case 2. Suppose > 0, then we have that

X(x) = C1 e

+ C2 e

is the general to X 00 = X. Applying the first boundary condition, we get that

X(x) = C sinh

x,

then by the second boundary condition we get that

X 0 (l) = C cosh l = 0
which implies C = 0 since cosh x 6= 0 for all x R.
Case 3. Suppose < 0, then we have that
X(x) = C1 cos

x + C2 sin

x.

By the first boundary condition, we have that

X(x) = C sin

x.

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Jacky Chong

Problem 3

Applying the second boundary condition, we get that

X 0 (l) = C cos l = 0.
Assuming C 6= 0, then we see that
n. Thus, it follows

= n +

1
2

/l or = n +

X(x) = C sin
Since = n +

1 2
2

n+

1
2

1 2
2

2 /l2 for any nonnegative integer

2 /l2 , then
T (t) = Ae(n+ 2 )
1

2 kt/l2

Now, it follows
1
2

n+

en kt/l
l
is a solution to the above problem. Hence any solution u will have the following series representation

X
n + 21 x (n+ 1 )2 2 kt/l2
2
e
u(x, t) =
An sin
l
n=0
un (x, t) = An sin

for some sequence of An .

Problem 4
4.2.3 Solve the Schr
odinger equation ut = ikuxx for real k in the interval 0 < x < l with the boundary
conditions ux (0, t) = 0, u(l, t) = 0.
Solution: Let us consider solution to the boundary valued Schrodinger equation of the form
u(x, t) = X(x)T (t).
Then we obtain the following system of odes
(
X 00 (x) = X(x), T 0 (t) = ikT (t)
X 0 (0) = X(l) = 0

Case 1. Suppose = 0, then we see that

X(x) = C1 + C2 x
is the general solution to X 00 = 0. Applying the boundary condition, we get the trivial solution X 0.
Case 2. Suppose R>0 , a positive real number, then we see that

X(x) = C1 e

+ C2 e

is the general solution to the ode X 00 = X. Applying the first boundary condition, we get that
X 0 (0) =
which means X(x) = C cosh

(C1 C2 ) = 0

i.e.

C2 = C1

x. However, applying the second boundary condition, we get that

X(l) = C cosh

l = 0
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Jacky Chong

Problem 4

which means C = 0 since cosh x 6= 0 for all x R. Again, we get the trivial solution X(x) 0.
Case 3. Suppose (a + ib) are the two square-root of where b 6= 0, then we see that
X(x) = C1 e(a+ib)x + C2 e(a+ib)x
is the general solution that solves X 00 = X. By the two boundary conditions we get that
C(e(a+ib)l + e(a+ib)l ) = 0.
Assume C 6= 0, otherwise we get the trivial solution again. Then, we get that
eal = |e(a+ib)l | = |e(a+ib)l | = eal
which means a = 0. Therefore, we may assume = b2 for some b > 0. Then it follows
X(x) = C cos bx and X(l) = C cos bl = 0

which means b =

n+

1
2


/l where n is any nonnegative integer. Thus,
1
2

n+

X(x) = C cos

Next, solving for T (t), we get that

T (t) = Kei(n+ 2 )
1

which means
un (x, t) = An cos

n+

1
2

2 kt/l2

ei(n+ 2 )
1

2 kt/l2

is a solution to the Schr

odingers equation with Dirichlet conditions. Suppose v(x, t) solves the Schrodingers
equation with Dirichlet conditions, then we see that

X
n + 21 x i(n+ 1 )2 2 kt/l2
2
e
v(x, t) =
An cos
l
n=0
is a series representation of the solution.

Problem 5
4.3.1 Find the eigenvalues graphically for the boundary conditions
X(0) = 0,

X 0 (l) + aX(l) = 0.

Assume that a 6= 0.
Solution: Considering the eigenvalue problem X 00 = X. Let a > 0.
Case 1. Let = 0, then we have that
X(x) = C1 + C2 x.
Applying the boundary conditions, we get that X(x) = Cx and
X 0 (l) + aX(l) = C + aCl = C(1 + al) = 0.

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Jacky Chong

Problem 5

Since a, l > 0, then it follows C = 0. Therefore X 0, the trivial solution.

Case 2. Let = 2 > 0, then we have that
X(x) = C1 cos x + C2 sin x.
By the first boundary condition, we have that X(x) = C sin x. Applying the second boundary condition,
we get that
X 0 (l) + aX(l) = C cos l + aC sin l = 0
or

tan l = .
a

Case 3. Let = 2 < 0, then we have that

X(x) = C1 ex + C2 ex .
Applying the first boundary condition, we get that X(x) = C sinh x. Using the second boundary condition,
we get that
X 0 (l) + X(l) = C( cosh l + sinh l) = 0.
But cosh l + sinh l > 0, then it follows C = 0. Thus, there is no nontrivial eigenfunctions corresponding
to < 0.
Apply a similar argument when a < 0.

Problem 6
4.3.9 On the interval 0 x 1 of length one, consider the eigenvalue problem
X 00 = X
X 0 (0) + X(0) = 0

and

X(1) = 0

(absorption at one end and zero at the other).

(a) Find a eigenfunction with eigenvalue zero. Call it X0 (x).
(b) Find an equation for the positive eigenvalues = 2 .
(c) Show graphically from part (b) that there are an infinite number of positive eigenvalues.
(d) Is there a negative eigenvalue?
Solution:
(a) Suppose = 0, then we have that
X(x) = C1 + C2 x.
Applying the boundary conditions, we obtain the following linear of equation
C1 + C2 = 0

or C2 = C1 .

Let X0 = 1 x then its clear that X0 is an eigenfunction with the eigenvalue zero.
(b) Suppose = 2 > 0, then we see that
X(x) = C1 cos x + C2 sin x
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Jacky Chong

Problem 6

solves X 00 = X. Applying the boundary conditions, we get that

X 0 (0) + X(0) = C1 + C2 = 0

and X(1) = C1 cos + C2 sin = 0.

WLOG, we may assume C1 , C2 6= 0, otherwise we will again arrive at the trivial solution. Hence it
follows
C1
tan =
=
C2
(c) Sketch is left to the reader.
(d) Suppose < 0, then we see that

X(x) = C1 e

+ C 2 e

is the general solution to X 00 = X. Applying the boundary conditions, we get

X 0 (0) + X(0) = C1 + C2 +
and

X(1) = C1 e

(C1 C2 ) = 0

+ C 2 e

= 0.

Again, wlog, we may assume C1 , C2 6= 0, then we get that

C2
= e2
C1

which in turn yields

e

1 +
.
=
1

1+x
However, the function e2x and 1x
does not have any positive point of intersection, i.e. there does not

exists < 0 such that is a point of intersection.

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