UNIVERSITY OF BRISTOL Examination for the Degree of B.Sc. and M.Sci.

(Level III) MATHEMATICAL METHODS MATH 30800

(Paper Code MATH-30800)

May-June 2007, 3 hours

This paper contains ve questions A candidates FOUR best answers will be used for assessment. Calculators are not permitted in this examination.

Do not turn over until instructed. Page 1 of 6

Cont... 1. Consider the following second order partial dierential equation for u(x, y ), 2 2u 2u 2u + 5 + 2 = f (x, y ). x2 xy y 2

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(1)

(a) (2 marks) By introducing v = u/x and w = u/y , re-write (1) as a coupled system of rst order partial dierential equations. (b) (10 marks) Show that (1) is a hyperbolic equation and nd characteristic variables and such that the characteristic curves correspond to = constant and = constant. Hence reduce (1) to the canonical form 2u 2f = , 9 where u is now treated as a function of and . (c) (5 marks) When f = 0, nd the solution that satises the boundary conditions u = 0 and u/x = 1 on x = 0. (d) (8 marks) Show that the solution when f = 0, satisfying the boundary conditions u = x2 and u/x = 2x on y = x, where is an arbitrary constant, is given by u= (2 5)x2 + 4xy 2y 2 . ( 2)(2 1)

For what values of does this solution fail, and why?

Continued... Page 2 of 6

Cont... (k ) are given by 2. The function, f (x), and its Fourier transform, f

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(k ) = f

f (x)eikx dx

and

f (x) =

1 2

(k )eikx dk. f

The Heaviside function is dened by H (x) = 1 for x > 0 and H (x) = 0 for x < 0. (a) (3 marks) Find the Fourier transform of f (x) = H (x + a) H (x a), where a > 0. (b) (3 marks) (k ) = e|k|a . Find the inverse Fourier transform of f (c) (4 marks) The convolution of two functions f (x) and g (x) is given by

h(x) =

f ( )g (x ) d.

Find its Fourier transform. Now consider Laplaces equation for (x, y ) on the semi-innite domain (y > 0), 2 2 + = 0, x2 y 2 subject to = H (x + a) H (x a) on y = 0 and 0 as y . (d) (10 marks) By taking the Fourier transform of (x, y ) with respect to x, show that (k, y ) = 2 sin(ak ) e|k|y . k Thus show that (x, y ) = 1 tan1 x+a y tan1 xa y .

(e) (5 marks) Show in the regime y

a, (x, y ) is given approximately by 1 F (y/x), x

where F (s) is to be determined. Justify why it might have been expected that (x, y ) tends to a similarity form of solution in this regime. Continued... Page 3 of 6

Cont... 3. The Laplace transform of a function f (t) is given by

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f (p) =
0

f (t)ept dt.

(a) (3 marks) Find the Laplace transform of df /dt. (b) (3 marks) Show that
p0

lim pf (p) = lim f (t).

t

Now consider the following partial dierential equation for T (x, t) T 2T T = + 2v 2 t x x x > 0, t > 0,

where v is a positive constant, subject to T (x, 0) = 0, T (0, t) = 1 and T /x 0 as x . (c) (6 marks) Show that T (x, p) = exp x(v + (v 2 + p)1/2 ) . p

(d) (3 marks) Deduce that T (x, t) e2vx as t . (e) (2 marks) Show that p = v 2 is a branch point of T (x, p) in the complex p-plane. (f) (8 marks) By inverting the Laplace transform show that T (x, t) = e
2vx

evx(v

2 + s )t

sin(xs1/2 ) ds. v2 + s

Continued... Page 4 of 6

Cont...

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4. The function y (x) satises the following boundary value problem on the domain 0 x 1 L[y ] d dx p(x) dy dx + q (x)y = f (x) subject to y (0) = y (1) = 0. (2)

(a) (7 marks) Show that for any continuous function g (x), gL[y ] yL[g ] = d dy dg p g y dx dx dx .

Hence dene a Greens function and show that the solution to (2) is given by
1

y ( ) =
0

g (x, )f (x) dx

Now consider the dierential equation d2 y dy 2 + y = h(x), 2 dx dx subject to y (0) = y (1) = 0. (3)

(b) (7 marks) Find the Greens function and derive a general solution to (3). (c) (4 marks) When h(x) = xex , nd y (x). (d) (7 marks) The boundary condition at x = 0 is now changed to y (0) = 1/6. Show that the solution when h(x) = xex is given by y (x) = (x3 1) x e . 6

Continued... Page 5 of 6

Cont... 5. The one-dimensional, forced wave equation for u(x, t) is given by 2u 2u 2 = f (x, t), t2 x

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(4)

where f (x, t) is the forcing function. The Heaviside function is dened by H (x) = 1 for x > 0 and H (x) = 0 for x < 0. (a) (2 marks) For a function g (x), with the property that g (x) 0 as x , show that

dH g (x) dx = g (0), dx

and hence identify dH/dx with (x). (b) (6 marks) By substituting into (4), verify that its general solution is given by 1 u(x, t) = 2
t 0

f (, s) [H (t s x + ) H (t + s x + )] d ds.

(5)

The following parts of this question use the general solution (5) to nd particular solutions.

(c) (4 marks) Find the solution to (4) when f (x, t) = (x) (t 1) and sketch u(x, 2). (d) (5 marks) Find the solution to (4) when f (x, t) = (x) (t 1) (x 2) (t 1) and show that u(1, t) = 0. (e) (8 marks) When f (x, t) = p(x) (t), show that u(x, t) = Hence nd u(x, t) when p(x) = H (x)ex . 1 2
x+ t

p( ) d.
xt

End of examination. Page 6 of 6