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

(Level II) APPLIED PARTIAL DIFFERENTIAL EQUATIONS 2 MATH 20402

(Paper Code MATH-20402)

May/June 2010, 2 hours 30 minutes

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

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APDE2-10

1. The function u(x, t) satises the heat equation, representing the variation of temperature across a conducting material, with thermal diusivity D > 0: ut = Duxx , ux (0, t) = 0, u(1, t) = 0, u(x, 0) = 0 < x < 1, t > 0, t > 0, 0, 0 < x a, 1, a < x < 1.

(1)

(a) (2 marks) Describe what the two boundary conditions on x = 0 and x = 1 represent physically ? (b) (6 marks) Without solving the problem, sketch the graph of u(x, t) against x for t = 0, for small times t > 0 and for larger times. How does the value of D aect the way the solution changes with time ? What would you expect if D < 0 ? (c) (8 marks) Separate variables and hence show that the general solution to the heat equation, satisfying the boundary conditions is

u(x, t) =
n=0

an eDn t cos n x,

for arbitrary real coecients an , where the values of n , n = 0, 1, . . . should be determined. (d) (6 marks) Apply the initial condition to determine the values of an . (e) (3 marks) Identify the dominant large-time behaviour of the solution.

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APDE2-10 f (x)eikx dx.

2. The Fourier transform of the function f (x) is given by F {f } f (k ) = (a) (6 marks) Calculate the Fourier transform of the functions (i) f (x) = (b) (2 marks) (k ). Show that F {f } = ik f (c) (4 marks) Prove the identity 0,
1 , 2

|x| < 1, |x| > 1,

and (ii) f (x) = e|x| .

(2)

1 2

(k ) f g (k )dk =

f (x)g (x)dx,

where the overbar denotes complex conjugation, for a pair of functions f and g . [HINT: Start by substituting the denition of g (k ) into the LHS of the equation above.] (d) (4 marks) Hence evaluate the integrals

(i)

sin2 t dt, t2

and (ii)

sin t dt. t(t2 + 1)

(e) Consider the PDE for the function u(x, t), ut + cux = u, with u(x, 0) = (x), a given function.

i. (3 marks) (k ) to be the Fourier transform of u(x, t) and (x) show Dening u (k, t) and that (k )e(+ikc)t . u (k, t) = ii. (3 marks) Using part (c), show that

|u(x, t)|2dx = e2t

|(x)|2 dx.

iii. (3 marks) Finally, invert the transform to nd an explicit solution u(x, t) in terms of the function .

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APDE2-10

3. The displacement, u(x, t), of a string of density (mass per unit length) under tension T (per unit area) satises utt = c2 uxx , (3) where c = T /.

(a) (3 marks) Determine the dimensions of c. (b) (4 marks) Show that u(x, t) = f (x ct) + g (x + ct) satises (3) for arbitrary functions f and g and state what the two components of the general solution represent. (c) A point mass, M , is placed at x = 0 along an innitely-long uniform string. In x < 0, the general solution is given by u(x, t) = f (x ct)+ g (x + ct) where f is an input signal (assumed given) and g represents a reected signal. In x > 0 the general solution is given by u(x, t) = h(x ct) where h represents the transmitted signal. The matching conditions at x = 0 are given as u(0 , t) = u(0+ , t), where = /M . i. (8 marks) Apply the matching conditions to show f (s) + g (s) = h(s), and f (s) + g (s) = (h (s) f (s) g (s)). and utt (0, t) = c2 (ux (0+ , t) ux (0 , t)),

Hence show that g satises the following ODE: g (s) + 2g (s) = f (s) + A, where A is an arbitrary constant. ii. (6 marks) Setting A = 0 and letting f (s) = sin ks, (k a positive constant) show that g (s ) = and thus determine h(s). [You may use, without proof, the result

sin ks + 2(/k ) cos ks , 1 + 42 /k 2

s

es cos s ds =

es (sin s + cos s) , 1 + 2

where is a positive constant.] iii. (4 marks) Interpret the solution above in the limits 0 and .

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APDE2-10

4. (a) (6 marks) Classify the following equations as linear/non-linear, homogeneous/non-homogeneous and state the order of the equation. i. ut + ux = 0, ii. utt + sin(u) = 1, iii. ut + (xux )x = u. (b) The speed and density (number of cars per unit length) of trac along a straight road are given by the functions u(x, t) and (x, t) which are assumed to satisfy the equation t + (u)x = 0. (4)

i. (2 marks) In relation to trac ow briey explain why it is reasonable to assume u = u(). ii. (4 marks) Assume the relation u = umax (1 /c ) and hence reduce (4) to t + g ()x = 0, where g () should be found. iii. (6 marks) From the equation in part (b)(ii), show that the characteristic curves, along which the solution is constant, are dened by = constant where x = + g (f ( ))t and where (x, 0) = f (x). iv. (7 marks) At time t = 0, the density of cars is given by x < 0, 0, 3 x, 0 < x < c , f (x) = 4 3 , x > c . 4 c Sketch the initial density. Work out the equations of the characteristic curves for the particular initial con dition above and hence show that all the characteristics between 0 x 3 4 c pass through a single point in space and time, which should be found. What is signicant about this point ?

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5. (a) A substance is diusing in three dimensions. Its density at the point r at time t is u(r, t). i. (2 marks) Explain what is meant by the ux vector, . ii. (4 marks) Show that ut + = 0. iii. (2 marks) Given that = D u, show that ut = D 2 u. (b) In this part of the question, cylindrical polar coordinates (r, , z ) are used. In this coordinate system, the Laplacian operator is given by 2 1 r r r r + 1 2 2 + . r 2 2 z 2

Consider the steady state conduction of heat in a semi-innite rod occupying z 0 and 0 r a for 0 < 2 . The temperature is represented by the function u and the boundary conditions are given as (i) u = 0, (ii) u = f (r ), where f is some given function. i. (2 marks) What does condition (i) represent physically ? ii. (2 marks) Explain why u is a function of r and z only. iii. (6 marks) Assuming the separable form u = R(r )Z (z ), show that (rR ) + k 2 rR = 0, and Z = k 2 Z, on r = a for 0 < 2 , z > 0 on z = 0 for 0 < r < a, 0 < 2,

for some constant k . By introducing the change of variables, x = kr , y (x) = R(r ) show that R(r ) = Ci J0 (z0,i r/a), where z0,i , i = 0, 1, 2, . . . are given as the zeros of the Bessel function J0 (x), the bounded solutions of xy (x) + y (x) + xy (x) = 0. iv. (4 marks) Give a careful explanation of the solution of the ODE for Z (z ) and hence show that the general solution of the heat equation satisfying condition (i) can be written u(r, z ) =
i=0

ai J0 (z0,i r/a)ez0,i z/a .

v. (3 marks) Finally, apply condition (ii) and hence relate the coecients ai to the function f (r ). End of examination. Page 6 of 6