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 2012, 2 hours 30 minutes

This paper contains five questions

A candidates FOUR best answers will be used for assessment.
Calculators are not permitted in this examination.

Do not turn over until instructed.

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Cont... APDE2-12

1. (a) (7 marks)
From first principles, derive the one-dimensional diffusion equation for the density
(x, t) of a species in a tube aligned with the x-axis with slowly-varying cross section
A(x) and having constant diffusivity D:
 
D
= A(x)
t A(x) x x

[You may quote Ficks Law which states that the flux of species equals D/x.]

(b) Henceforth assume that A(x) = 1, and the tube occupies the interval 0 < x < a. At
the two ends of the tube you are given that (0, t) = (a, t) = 0 whilst the initial
density is (x, 0) = (x).
i. (6 marks)
Separate variables by writing (x, t) = X(x)T (t) and hence show that the eigen-
functions X(x) = Xn (x) are given by

Xn (x) = sin(nx/a)

ii. (4 marks)
Continue the process to show that a general solution of the problem may be
written
X

2
(x, t) = an en Dt Xn (x)
n=1

where n should be stated, and write down an expression for an in terms of (x).
iii. (4 marks)
Calculate an explicitly when (x) = (x c), the delta function where 0 < c < a.
iv. (2 marks)
Give the leading-order long-time behaviour of (x, t).
v. (2 marks)
What value of c gives the largest maximum value of (x, t) in the long-time limit
?

Continued...

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 Cont... APDE2-12
Z
2. The Fourier transform fe(k) of a function f (x) is defined by fe(k) F {f }(k) = f (x)eikx dx.

(a) (2 marks)
Show that the Fourier transform of f (x + a) is eika fe(k).
(b) (5 marks)
Prove the convolution theorem for Fourier transforms, namely F {[f g]} = fe(k)e
g (k)
where the convolution is defined by
Z
[f g](x) = f ()g(x )d

for functions f and g.

(c) The remainder of the question concerns the equation,

ut cux Duxx = 0 (1)

where c, D are positive constants, subject to the initial condition u(x, 0) = f (x), where
f is a given function.

i. (3 marks)
Find the dimensions of c and D and interpret their physical role.
ii. (2 marks)
Classify the PDE in terms of its order, whether it is linear/non-linear
homogeneous/non-homogeneous.
iii. (5 marks)
Take Fourier transforms in x of (1) and initial condition and hence show that
2 t+ikct
u
e(k, t) = C(k)eDk

where C(k) should be identified in terms of the original problem.

iv. (5 marks)
Invert the transform to give
Z
1 2
u(x, t) = f ( ct)e(x) /4Dt d
4Dt
( 2 )
ex /(4) 2
[You may quote, without proof, the result F = ek for real . ]
4
v. (3 marks)
Calulate the solution when f (x) = (x) and indicate with the help of a sketch
how your solution evolves in time.

Continued...

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 Cont... APDE2-12

3. Consider a problem for a function u(r, , t) satisfying the two-dimensional the wave equation
   
2 1 u 1 2u
utt = c r + 2 2 (2)
r r r r

for r > 0 and for 0 < < 2 and which vanishes on both sides of a line along the positive
x-axis.

(a) (7 marks)
Show that the function
sin( 21 )
u(r, , t) = (f (r ct) + g(r + ct))
r 1/2
satisfies the problem above.
(b) (9 marks)
Given the initial conditions

u(r, , 0) = sin( 12 )(r), ut (r, , 0) = sin( 12 )(r), for 0 < r < ,

derive the solution

Z
sin( 12 ) sin( 21 ) r+ct
u(r, , t) = [(r ct) + (r + ct)] + s1/2 (s)ds
2r 1/2 2cr 1/2 rct

where (x) = x1/2 (x), and state any restrictions under which this formula should be
used.
(c) (9 marks)
Write down a solution when (r) = 0 and (r) = (r 3) in terms of Heaviside
functions, H(x), and sketch the solution along the line = for t = 0, t = 1/c and
t = 2/c. What happens to the solution as t 3/c ?

Continued...

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 Cont... APDE2-12

4. The speed and density (number of cars per unit length) of traffic along a straight road
are given by the functions u(x, t) and (x, t) respectively, which are assumed to satisfy the
equations
t + (u)x = 0,

u = umax (1 /c ).

(a) (4 marks)
State two assumptions used to derive the above equations. What is the physical
significance of the constants umax and c ?
(b) (4 marks)
Show that
t + g()x = 0 (3)
where g() should be found. Give an expression for the flux of cars, i.e. the number
per unit time that pass a particular point on the road, as a function of .
(c) (7 marks)
Using Equation (3) with initial conditions (x, 0) = f (x), show that the characteristic
curves, along which the solution is constant, are defined by = constant where x =
+ g(f ())t.
(d) (8 marks)
At time t = 0 when a traffic light at x = 0 turns green, the density of cars is given by

c , x < 0,
f (x) =
0, x > 0.

Find and sketch the characteristic curves for the particular initial condition above,
ensuring that the solution is continuous for t > 0. Find the solution (x, t) and sketch
it initially, and at two later times.
(e) (2 marks)
At time T > 0 the light turns red again. Sketch the solution for x > 0 at some time
t > T.

Continued...

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 Cont... APDE2-12

5. Heat conduction in a thin rectangular plate with boundaries kept at a fixed temperature
may be modelled by the equation

ut = D(uxx + uyy ) (4)

on the domain 0 < x < a, 0 < y < b such that u = 0 at the boundary.

(a) (8 marks)
By separation of variables, find solutions of the form u(x, y, t) = m,n (x, y)em,n t ,
where m and n are positive integers, and
 2 
m n2
m,n = C + 2 (5)
a2 b

for some constant C that you need to determine.

(b) (4 marks)
Repeat part (a) for the case where the boundary condition on x = a is replaced by
ux = 0, corresponding to a thermal insulator at this boundary.
(c) (3 marks)

Returning to the original (Dirichlet) boundary conditions, for the case a = 1, b = 3
show that 4,2 = 3,5 = 1,7 .
(d) (7 marks)
Construct a non-zero linear combination of the three solutions from part (c) that

satisfies u = 0 on the boundary of the triangle with edges y = 0, x = 1, y = x 3.
Hint: sin v sin w = 12 [cos(v w) cos(v + w)].
(e) (3 marks)
Explain how one might construct solutions of the diffusion equation on an equilateral
triangle with u = 0 at the boundary, (i) odd, and (ii) even, with respect to a symmetry
axis of the triangle. No detailed calculation are required.

End of examination.

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