Solution to Midterm of MATH-306, Fall, 2004 13:30 - 14:50, Oct. 21, 2004 Problems: 1.

(3 credits) We know that along a characteristic curve the solution is a constant. The equation for characteristic curve is dy 2x = , dx y or 2xdx + ydy = 0. A characteristic curve is given by 2x2 + y 2 = c2 . It immediately follows that, for any (x, y ), u(x, y ) = u(0, 2x2 + y 2 ). Clearly, if u(0, y ) is prescribed for 0 y < , a solution over the whole plane will be uniquely determined. Hence the answer is (a). 2. (6 credits) Multiply u to both sides of the PDE and integrate over (0, l) with x, we get
l 0

uut dx = =

d dt
l 0

l 0

1 2 u dx 2

uuxx dx
l 0

= uux |l 0

u2 x dx

[u(l, t)ux (l, t) u(0, t)ux(0, t)] = [al u2 (l, t) a0 u2 (0, t)] 0. The desired inequality follows. 3. (6 credits) We ought to use even extension: e (x) = sin(|x|), e ( x) = 1 , fe (x, t) = 1. Let c = 2. The solution is 1 x+ct 1 t x+c(ts) 1 e (y )dy + fe (y, s)dyds u(x, t) = [e (x + ct) + e (x ct)] + 2 2c xct 2c 0 xc(ts) 1 t 1 (x + c(t s)) (x c(t s))ds = [sin(|x + ct|) + sin(|x ct|)] + t + 2 2c 0 t 1 = [sin(|x + ct|) + sin(|x ct|)] + t + (t s)ds 2 0 1 2 1 = [sin(|x + ct|) + sin(|x ct|)] + t + t . 2 2 1

4. (6 credits) Introducing an auxillary function v = u xh(t), then v satises vt vxx = xh (t), v (x, 0) = xh(0) vx (0, t) = 0, i.e., v satises homogeneous Neumann condition. The Greens function to the diusion equation in half line is

v (x, t) =
0

[s(x y, t) + s(x + y, t)](yh(0))dy

t

+
0 0

[s(x y, t s) + s(x + y, t s)](yh (s))dyds

= h(0)

(xy )2 (x+y )2 1 [e 4t + e 4t ]ydy 0 2 t t (xy )2 (x+y )2 1 [e 4(ts) + e 4(ts) ]ydy h (s) 0 0 2 (t s)

Since
(xy )2 (x+y )2 1 [e 4t + e 4t ]ydy 0 2 t 1 2 ep (2 tp + x)dp + = x 2t

x 2 t

2 ep (2 tp x)dp t (es )| x2 4t

=x

1 1 x + erf ( ) + 2 2 2 t

t 1 1 x (es )| erf ( ) + x2 x 2 2 4t 2 t

t x2 x e 4t = x erf ( ) + 2 2 t Hence the more explicit expression for v : t x e v (x, t) = h(0) x erf ( ) + 2 2 t
t

x2 4 t

h (s) x erf (
t 0

x 2 (t s)

)+2

(t s) e

x2 4( ts)

ds

= h(t)x + Note the solution for u:

h(t) 4(xt2 s) ds. e ts

u(x, t) = v (x, t) + xh(t) =

t 0

h(t) 4(xt2 s) ds. e ts

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