MATH 3326, SPRING 2016

FINAL
SOLUTIONS

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INSTRUCTIONS
1. Time allowed: 120 mins
2. There are 10 problems worth a total of 106 points. Present the solutions to the problems
you attempt in the space provided. Show all your working neatly and concisely, and
indicate your final answer clearly.
3. The use of calculators is not permitted during the examination. For full credit you
must show your working in the solutions of all problems unless otherwise stated in the
question.
Question
1
2
3
4
5
6
7
8
9
10
TOTAL
c
2016

Points

Section 01

Fourier series
Sine series 0 < x < l.
f (x) =

bn sin

 nx 

l
 nx 
2 l
bn =
f (x) sin
dx
l 0
l
n=1

Cosine series 0 < x < l.

 nx 
X
1
f (x) = a0 +
an cos
2
l
n=1
Z l
 nx 
2
f (x) cos
dx
an =
l 0
l

Full Fourier series l < x < l.

 nx 
 nx 
X
1
an cos
+ bn sin
f (x) = a0 +
2
l
l
n=1
Z l
 nx 
1
an =
f (x) cos
dx
l l
l
Z
 nx 
1 l
bn =
f (x) sin
dx
l l
l

Sturm-Liouville operator
1
[(p(x)y 0 )0 + q(x)y]
w(x)
 
Z 
a1 (x) a02 (x)
w(x) = exp
dx
a2 (x)
p(x) = a2 (x)w(x)
q(x) = a0 (x)w(x)
Sy :=

Section 01

1. (10 points)
equation,

Interpret the following boundary conditions in the context of the 2D wave

ux (0, y, t) = 0,

u(a, y, t) = 0,

uy (x, 0, t) = 0,

u(x, b, t) = 0 .

y
b

i) ux (0, y, t) = 0, the normal slope of the membrane on the left edge is zero.
ii) u(a, y, t) = 0, the height of the membrane on right edge is zero.
iii) uy (x, 0, t) = 0, the normal slope of the membrane on the bottom edge is zero.
iv) u(x, b, t) = 0, the height of the membrane on the top edge is zero.

Section 01

2. (10 points) Find the Fourier cosine series for f (x) = ex , 0 < x < .
Z
eau
Hint, eau cos bu du = 2
(a cos bu + b sin bu) + C.
a + b2

an =
=
=
=
=

Z
2 x
e cos nx dx
0
 x

2
e
(cos nx + n sin nx)
1 + n2
0


e
1
2
(cos n + n sin n)
1 + n2
1 + n2


2
e
1
n
(1)

1 + n2
1 + n2

n
2(e (1) 1)
(1 + n2 )
Z
2 x
e dx
a0 =
0
2
= [ex ]0

2
= (e 1)

X
1
f (x) = e = a0 +
an cos(nx)
2
n=1
x

X
1
2(e (1)n 1)
= (e 1) +
cos(nx)

(1 + n2 )
n=1

Section 01

3. (10 points) Derive the heat equation for a 2D region with no internal heat generation.
Let u(x, y, t) be the temperature and (x, y, t) the flux vector. Assume the density of the plate
and the specific heat of the material of the plate are both 1. Hint, the divergence theorem for
a 2D region D is
ZZ
I
F dA =
D

F n ds .
D

Conservation of energy requires that for any region D ,

rate of change of energy = net flow of energy across D
ZZ
I
d
u(x, y, t) dA =
(x, y, t) n ds
dt D
D
ZZ
ZZ
(x, y, t) dA
ut (x, y, t) dA =
D

where we used the divergence theorem on the left hand side.

As the equation holds for every region D the integrands must be equal,
ut (x, y, t) = (x, y, t) .
Taking the flux (x, y, t) = ku(x, y, t) we obtain the 2D heat equation,
ut (x, y, t) = k u(x, y, t) ,
= k4u(x, y, t) .

Section 01

4. (10 points) Consider the Dirichlet-Robin boundary value problem,

X 00 + X = 0 ,
X 0 (0) = 0 ,
X 0 (1) + 2X(1) = 0 .

0<x<1,

Show that there are no non-positive eigenvalues and find an equation for all the positive eigenvalues.
For = p2 < 0,
X(x) = a cosh px + b sinh px
X 0 (x) = ap sinh px + bp cosh px
X 0 (0) = bp = 0
b=0
0
X (1) + 2X(1) = ap sinh p + 2a cosh p = 0
For p > 0 also sinh p > 0 and cosh p > 0, so a = 0 and the only solution is trivial.
For = 0,
X(x) = a + bx
X 0 (0) = b = 0
X 0 (1) + 2X(1) = 0 + 2a = 0
So a = 0 and there are no nontrivial solutions.
For = p2 > 0,
X(x) = a cos px + b sin px
X 0 (x) = ap sin px + bp cos px
X 0 (0) = bp = 0
b=0
0
X (1) + 2X(1) = ap sin p + 2a cos p = 0

For a nontrivial solution a 6= 0 and = p is a solution of the equation,

p sin p + 2 cos p = 0
2
tan p = .
p

Section 01

5. (10 points)
xy 00 + (1 x)y 0 + y = 0,

0<x<1,

y(0) = 0 ,

y 0 (1) = 0 .

Put the problem in Sturm-Liouville form and state p, q and w. Is the problem regular, periodic
or singular? Explain why and if the problem is singular state appropriate modified boundary
conditions at the singular point or points.

 
a1 (x) a02 (x)
w(x) = exp
dx
a2 (x)
 
Z 
(1 x) 1
dx
= exp
x
Z

= exp
1dx
Z 

= ex
p(x) = a2 (x)w(x) = xex
q(x) = a0 (x)w(x) = 0
In Sturm-Liouville form
ex

xex y 0

0 i

+ y = 0 .

p(0) = 0 so the Sturm-Liouville problem is singular and x = 0 is a singular point. Appropriate modified boundary conditions are that y and y 0 remain bounded as x 0+ .

Section 01

6. (10 points) Solve the 1D wave equation,

utt = c2 uxx ,
0 < x < ,
u(0, t) = u(, t) = 0 ,
u(x, 0) = 1 ,
ut (x, 0) = 0 .

t > 0,

Separate variables u(x, t) = X(x)T (t),

XT 00 = c2 X 00 T
T 00
X 00
=
=
c2 T
X
T 00 + c2 T = 0
X 00 + X = 0
X(0) = X() = 0

Position dependent problem. For > 0,

X(x) = a cos x + b sin x

X(0) = a = 0

X() = b sin = 0
n = n2
n = 1, 2, . . .
p
Xn (x) = sin n x .

For 0 there are no nontrivial solutions.

Time-dependent problem.

Tn (t) = an cos

p
p
n ct + bn sin n ct

Section 01

By the superposition principle a general solution is,

u(x, t) =

sin nx(an cos nct + bn sin nct)

n=1

u(x, 0) =

an sin nx = 1

n=1

Z
2
an =
sin nx dx
0
2 h cos nx i
=

n
0
2
((1)n (1))
=
n
 4
n odd
n
=
0
n even

X
sin nx(can sin nct + cbn cos nct)
ut (x, t) =
n=1

ut (x, 0) =

cbn sin nx = 0

n=1

bn = 0

X
4
u(x, t) =
sin nx cos nct
n
n=1
n odd

10

Section 01

7. (10 points) Consider the 1D heat equation in a rod of length 1 where the left endpoint is
fixed at a temperature of 3 units and the right endpoint is fixed at a temperature of 1 unit.
ut = uxx ,
u(0, t) = 3 ,
u(1, t) = 1 .

0 < x < 1,

t > 0,

Find a general solution to the boundary value problem. (You do not need to find coefficients to
match an initial condition.)
Write the solution as a sum of a steady state solution v and a transient w,
u(x, t) = v(x) + w(x, t) .
Steady state problem, as v is independent of t,
v 00 (x) = 0 ,
v(0) = 3 ,

0<x<1
v(1) = 1 .

So v(x) = A + Bx and substituting in the boundary conditions,

v(0) = A = 3 ,

v(1) = 3 + B = 1 .

Hence v(x) = 3 2x.

Transient problem. As ut = wt and uxx = v 00 + wxx = wxx substituting in the heat
equation,
wt = wxx ,
0<x<1, t>0.

u(0, t) = v(0) + w(0, t) = 3 + w(0, t) = 3

u(1, t) = v(1) + w(1, t) = 1 + w(1, t) = 1
So the boundary conditions for the transient problem are,
w(0, t) = 0 ,

w(1, t) = 0 .

Let w(x, t) = X(x)T (t), separating variables we obtain,

XT 0 = X 00 T
T0
X 00
=
=
T
X
T 0 = T
X 00 + X = 0
X(0) = X 0 (1) = 0

11

Section 01

Position dependent problem. For > 0,

X(x) = A cos x + B sin x

X(0) = A = 0

X(1) = B sin = 0
n = (n)2
n = 1, 2, . . .
p
Xn (x) = sin n x .

For 0 there are no nontrivial solutions.

Solving the time-dependent problem Tn (t) = en t for n = 1, 2, . . . .
Using the superposition principle a general solution is,
u(x, t) = 3 2x +

cn sin

p
n xen t

n=1
2

n = (n)

n = 1, 2, . . . .

12

Section 01

8. (12 points) Consider the sequence of functions fn (x) =

1
, 0 x 1, for n = 1, 2, . . . .
enx

(a) Calculate the uniform error between fn and f (x) = 0. Does fn converge to f in the
uniform sense as n ? Explain.
Uniform error

1
=1.
0x1 enx

max |fn (x) f (x)| = max

0x1

lim 1 6= 0 so fn does not converge to f uniformly.

(b) Calculate the L2 error between fn and f (x) = 0. Does fn converge to f in the L2 sense
as n ? Explain.
L2 error
s

s
Z

|fn (x) f (x)|2 dx =

0

s
Z
=

1
enx

2
dx

e2nx dx

s
=
r
=

0 lim

1
e2nx
2n

1
0

1
(1 e2n ) .
2n

1
1
(1 e2n ) lim
= 0 so fn converges to f in the L2 sense.
n
2n
2n

13

Section 01

9. (12 points) The sequence of functions {Xn (x)}

n=1 forms an orthogonal family on the
interval [a, b]. If a function g on [a, b] is expanded as an infinite series in the functions Xn we
write,

X
g(x) =
cn Xn (x) .
n=1

Derive a formula for the coefficients cn . (Show all your work, quoting a formula for cn is not
sufficient.)
Multiply the expansion formula for g by a function Xm in the orthogonal family and
integrate over the interval.
g(x)Xm (x) =
b

g(x)Xm (x) dx =
a

X
n=1

cn Xn (x)Xm (x)
cn

Xn (x)Xm (x) dx
a

n=1

As {Xn (x)}
n=1 is an orthogonal family
Z

Rb
a

Xn (x)Xm (x) dx = 0 unless n = m.

Z
g(x)Xm (x) dx = cm

Xm (x)Xm (x) dx
a

Hence

Rb
cm =

g(x)Xm (x) dx
.
Rb
2 (x) dx
X
m
a

Alternatively using the notation for inner products,

cm =

hg, Xm i
.
hXm , Xm i

14

Section 01

10. (12 points) Consider the heat equation on the sector 0 < r < 1, 0 < <

, t > 0,
2

1
1
ut = urr + ur + 2 u ,
r
r

u(r, 0, t) = u(r, , t) = 0 ,
2
u(1, , t) = 0 ,
u(r, , 0) = f (r, ) .
y
1

(a) Use separation of variables to set up three ODEs.

Let u(r, , t) = R(r)()T (t).
1
1
RT 0 = R00 T + R0 T + 2 R00 T
r
r
R00 1 R0
1 00
T0
=
+
+ 2
=
T
R
rR
r
T 0 = T
R00
R0
00
r2
+ r + r2 =
=
R
R

00 + = 0
r2 R00 + rR0 + (r2 )R = 0

(b) Solve the time-dependent problem.

T (t) = aet

(1)

(2)
(3)

15

Section 01

(c) Solve the -dependent boundary value problem.

The -dependent problem has boundary conditions (0) = 0, ( 2 ) = 0.
For > 0 a general solution is

() = a cos + b sin
(0) = a = 0

( ) = b sin = 0
2
2
n = (2n)2
n () = sin 2n

(d) The r-dependent problem is Bessels equation which is singular at r = 0. A general

solution satisfying modified boundary conditions at r = 0 is R2n (r) = J2n ( r) where
is the first separation constant. Find values of which satisfy the Dirichlet boundary
condition, use zn,m to denote the mth zero of the nth Bessel function of the first kind.

R(1) = 0

J2n ( ) = 0
nm = (z2n,m )2

(e) Use the superposition principle to write a general solution to the heat equation on the
sector.
By the superposition principle a general solution is,
u(r, , t) =

cnm sin(2n)J2n (z2n,m r)ez2n,m t

n=1 m=1

LAST PAGE OF EXAMINATION