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You are on page 1of 12

Q(1)

(a) Classify each of the following equations as elliptic, hyperbolic or parabolic giving

the reasons for your answers:

(i)

8

) , ( ) , (

2

·

∂ ∂

∂

+

∂

∂

y x

y x

x

y x φ φ

, (ii)

y x

y

y x

y x

y x

x

y x

33 4

) , (

2

) , (

2

) , (

2

2 2

2

2

+ ·

∂

∂

+

∂ ∂

∂

−

∂

∂ φ φ φ

,

(iii)

0

) , (

9

) , (

6

) , (

2

2 2

2

2

·

∂

∂

+

∂ ∂

∂

+

∂

∂

y

y x

y x

y x

x

y x φ φ φ

.

[ 3 marks]

(b) The temperature

) , ( t x T

in a bar of length metres L is given by

2

2

) , ( ) , (

x

t x T

K

t

t x T

∂

∂

·

∂

∂

where K is the positive constant of conductivity. If the ends of the bar 0 · x and

metres L x · are maintained at zero temperature and if the initial temperature is

) ( ) 0 , ( x L Cx x T − ·

where C is a positive constant show that

2

2 2

) 1 2 (

1

3 3

2

]

) 1 2 (

sin[

) 1 2 (

1 8

) , (

L

t m K

m

e

L

x m

m

CL

t x T

π

π

π

−

−

∞

·

−

−

·

∑

[ 17 marks]

Q(2)

(a) Show that the set

¹

;

¹

¹

'

¹ −

) )

2

1 2

sin(( x

n

π 3 , 2 , 1 · n

is an orthogonal set on

[ ] 1 , 0

.

[ 3 marks]

(b) The twist angle

) , ( t x θ

of a torsionally vibrating shaft of unit length is satisfies

2

2

2

2

2

t x

a

∂

∂

·

∂

∂ θ θ

0 , 1 0 > < < t x

subject to the boundary conditions

t , 0 ) , 0 ( ∀ · t θ

and t

x

t

, 0

) , 1 (

∀ ·

∂

∂θ

and initial conditions

1 0 , ) 0 , ( < < · x x x θ

and . 1 , 0 , 0

) 0 , (

< < ·

∂

∂

x

t

x θ

Use the method of separation of variables to show that the solution is given by

] )

2

1 2

sin[( ] )

2

1 2

( cos[

) 1 2 (

) 1 ( 8

) , (

1

2

1

2

x

n

t

n

a

n

t x

n

n

π π

π

θ

− −

−

−

·

∑

∞

·

+

.

[ 17 marks]

Q(3) A rectangular plate 20 0 ≤ ≤ x ,

10 0 ≤ ≤y

has edges

0 , 20 , 0 · · · y x x

maintained at zero temperature whilst the temperature of the edge

10 · y

is given by

2

20 ) , ( x x y x − · θ . If the steady-state temperature satisfies

Laplace’s equation

0

) , ( ) , (

2

2

2

2

·

∂

∂

+

∂

∂

y

y x

x

y x θ θ

use the method of separation of variables to show that

∑

∞

·

−

−

− −

·

1

3

3

)

2

) 1 2 (

sinh( ) 1 2 (

)

20

) 1 2 (

sinh( )

20

) 1 2 (

sin(

3200

) , (

n

n

n

y n x n

y x

π

π π

π

θ

[ 20 marks]

Q(4)

(a) Consider the homogeneous linear differential equation

0 ) ( ) (

) (

) (

) (

2

2

· + + x y x q

dx

x dy

x p

dx

x y d

for some functions p(x) and

) (x q

defined on any interval I .State and prove the

principle of linear superposition for this system.

[ 4 marks]

(b) Use the method of undetermined coefficients to solve

) sin( 10 ) ( 2

) ( ) (

2

2

x x y

dx

x dy

dx

x y d

· − −

subject to the initial conditions

3 )

2

( − ·

π

y

and

1 )

2

( − ·

π

dx

dy

.

[ 16 marks]

Q(5)

(a) The Outdoor Furniture Corporation manufactures two products, benches

and picnic tables, for use in yards and parks. The firm has two main

resources: carpenters(labour force) and a supply of redwood. During the next

production cycle, 1200 hours of labour are available under a union agreement. The

firm also has a stock of 3500 feet of good-quality redwood. Each bench that Outdoor

Furniture produces requires 4 labour hours and 10 feet of redwood: each picnic table

requires 6 labour hours and 35 feet of redwood. Completed benches will yield a

profit of € 9 each, and tables will yield a profit of € 20 each. Management wishes to

decide how many benches and picnic tables it should produce in order to maximise

its profit.

Formulate this as a linear programming problem and solve graphically.

[ 8 marks]

(b) Put the above linear programming problem in canonical form and solve it using the

Simplex algorithm.

[ 12 marks]

Q(6)

(a)State the fundamental theorem of linear programming. Show how this theorem

gives rise to the direct “sledgehammer” method for solving linear programming

models and explain why this direct “sledgehammer” method is not used to solve large

practical linear programming models.

[ 5 marks]

(b)Consider the linear programming model

2 1

2 min x x z imize − ·

subject to

5

2 1

≥ + x x

1

2 1

≤ + − x x

40 5

2 1

≤ + x x

where 0

1

≥ x and 0

2

≥ x

.

(i) By introducing slack variables

0

3

≥ x

, 0

4

≥ x and

0

5

≥ x

show that the canonical

form of the above linear programming model is

imize min 5 4 3 2 1

0 0 0 2 x x x x x z + + + − ·

subject to

5

3 2 1

· − + x x x

1

4 2 1

· + + − x x x

5 2 1

4 5 x x x + +

=40.

Show that the all-slack point is not a feasible point.

[ 3 marks]

(ii) Using the two phase Simplex Algorithm, with one artificial variable

0

6

≥ x

solve the above linear programming model.

[ 12 marks]

Q(7)

(a) State the Newton-Raphson method for solving the unconstrained optimization

problem, namely

minimize

) , , , , (

3 2 1 n

x x x x f z ·

where the objective function

) , , , , (

3 2 1 n

x x x x f

is a nonlinear function of

n

variables n

x x x x , , , ,

3 2 1

.

[ 3 marks]

(b) Taking an initial approximation of ( ) ( )

T T

x x x 0 , 0 , 0 , ,

3 2 1

· and using the Newton-

Raphson method solve the optimization problem

minimize

) , , (

3 2 1

x x x f z · 3 2 2 2

3 2 1

2

3

2

2

2

1

+ − − − + + · x x x x x x .

[ 10 marks]

(c) Comment on your solution.

[ 3 marks]

(d) Write a note on the main advantage and main disadvantages of the Newton-Raphson

method for solving the unconstrained non-linear optimization problems.

[ 4 marks]

Answers to 2010 Examination

Q(1) Answer

(a) (i) hyperbolic (ii) elliptic and (iii) parabolic

(b)

2

2 2

) 1 2 (

1

3 3

2

]

) 1 2 (

sin[

) 1 2 (

1 8

) , (

L

t m K

m

e

L

x m

m

CL

t x T

π

π

π

−

−

∞

·

−

−

·

∑

.

Q(2) Answer

(a) See notes

(b)

] )

2

1 2

sin[( ] )

2

1 2

( cos[

) 1 2 (

) 1 ( 8

) , (

1

2

1

2

x

n

t

n

a

n

t x

n

n

π π

π

θ

− −

−

−

·

∑

∞

·

+

.

Q(3) Answer

∑

∞

·

−

−

− −

·

1

3

3

)

2

) 1 2 (

sinh( ) 1 2 (

)

20

) 1 2 (

sinh( )

20

) 1 2 (

sin(

3200

) , (

n

n

n

y n x n

y x

π

π π

π

θ

.

Q(4) Answer—I did not do this material this year.

Q(5) Answer

Optimum value is 2862.5 at

5 . 262

1

· x

and

25

2

· x

.

Q(6) Answer

(a) See notes

(b) Optimum value is 1 · z at 2

1

· x and 3

2

· x .

Q(7) Answer---- I did not do this material this year.

2009 3E1 Examination

Q (1) The temperature

) , ( t x φ

of a slender metal bar of length L satisfies the diffusion

equation

t

t x

K

x

t x

∂

∂

·

∂

∂ ) , ( ) , (

2

2

φ φ

where 0 > K is a constant. The bar is embedded in a perfect insulator so that the

boundary conditions are given by 0

) , 0 (

·

∂

∂

x

t φ

and 0

) , (

·

∂

∂

x

t L φ

. Initially the

temperature of the bar is given by

) ( ) 0 , ( x f x · φ

where

) (x f

is some function

of

x

.

(a) Show that the temperature at a point of the bar distance

x

from one end of the bar

and at any time t is given by

2

2 2

1

0

) cos( ) , (

KL

t n

n

n

e

L

x n

A A t x

π

π

φ

−

∞

·

∑

+ ·

where 0

A

and

1

A are constants. Express 0

A

and

1

A in terms of

) (x f

.

[ 12 marks]

(b) If

) 1 ( 20 ) (

L

x

x f − ·

find

) , ( t x φ

.

[ 6 marks]

(c) Sketch the graphs of the temperature distribution

) , ( t x φ

at time 0 · t and at

∞ · t .

[ 2 marks]

Q(2)

(a) A steel bar of length L metres is fixed at both ends. It is twisted and vibrates

angularly about the x-axis so that

) , ( t x Φ

, the angular displacement of the bar

satisfies

2

2

2

2

2

) , ( ) , (

x

t x

a

t

t x

∂

Φ ∂

·

∂

Φ ∂

where

a

is a constant. If the initial displacement is

) (x f

and the initial angular

velocity is

) (x g

, use the method of separation of variables to find

) , ( t x Φ

in

terms of

) (x f

and

) (x g

.

[ 13 marks]

(b) If

)

3

sin( ) (

L

x

x f

π

·

and

0 ) ( · x g

calculate

) , ( t x Φ

.

[ 7 marks]

Q(3)

(a) The voltage

) , ( y x V

at any point on a rectangular metal plate satisfies Laplace’s

equation

0

) , ( ) , (

2

2

2

2

·

∂

∂

+

∂

∂

y

y x V

x

y x V

.

The plate is earthed along the side

0 · x

,

a x ·

and

0 · y

so that the boundary

conditions are

0 ) , 0 ( · y V

,

0 ) , ( · y a V

and

0 ) 0 , ( · x V

. A voltage of

) (x f

is

applied

along the fourth side

b y ·

so that the boundary condition is given by

) ( ) , ( x f b x V ·

. By applying the method of separation of variables find

) , ( y x V

.

[ 13 marks]

(b) If

) ( ) (

0

x a x V x f − ·

where

0

V

is a constant, show that

( ) [ ]

,

_

¸

¸

,

_

¸

¸

,

_

¸

¸

− −

·

∑

∞

·

a

x n

a

b n

a

y n

n

a V

y x V

n

n

π

π

π

π

sin

sinh

sinh

1 1 4

) , (

1

3 3

2

0

.

[ 7 marks]

Q(4) Consider the following initial boundary value problem

2

2

2

2

) , ( ) , (

t

t x u

x

t x u

∂

∂

·

∂

∂

,

0 , 0 > > t x

subject to the boundary conditions

0 ) , 0 ( · t u

,

∞ → x

Lim

0 ) , ( · t x u

0 > t

and the initial conditions

x

xe x u

−

· ) 0 , ( and 0

) 0 , (

·

∂

∂

t

x u

0 > x .

Use the Laplace transform method to show that the solution is given by

) cosh( ) sinh( ) ( ) sinh( ) ( ) , ( t xe t t e x t H x t x t t x u

x x − −

+ − − − − · .

[ 20 marks]

Q(5)

(a) In a given factory there are two machines

1

M and

2

M used in making two products

1

P and

2

P respectively. One unit of

1

P occupies

1

M for

12

1

hours and

2

M for

30

1

hours

respectively. The corresponding figures for one unit of

2

P are for

1

M

60

1

hours

and

for

2

M

15

1

hours respectively. The net profit per unit of

1

P produced is € 50 and

for

per unit of

2

P produced is € 30(independent of whether the machines are used to

full

capacity or not). What production plan gives the most profit? Formulate this linear

programming problem and solve it graphically.

Hint: Let ·

1

x number of units of

1

P produced per hour and let ·

2

x number of

units

of

2

P produced per hour.

[ 9 marks]

(b) Put the above linear programming problem in canonical form and solve it using the

Simplex algorithm.

[ 11 marks]

Q(6) Consider the following linear programming problem in canonical form

Minimize

2 1

9 4 x x f − − ·

subject to

40

3 2 1

· + + − x x x

50 x

4 1

· + x

80 2

5 2 1

· − + x x x

.

Use the 2 stage Simplex algorithm with one artificial 6

x

to solve the above linear

programming problem.

[ 20 marks]

Q(7)

(a) Find the stationary points of the function

( )

2

2

2

9 ) , ( y x y x f + − ·

and investigate their nature.

[ 9 marks]

(b) The geometric buckling of the neutron flux in a cylindrical nuclear reactor is given

by

2 2

2

,

_

¸

¸

+

,

_

¸

¸

·

H R

a

B

π

where R and H are respectively, the effective radius and height of the core and the

constant

a

has the approximate value of 2.40. Use the method of Lagrange

multipliers to show that the smallest volume for a specified fixed buckling is given

approximately by

3

148

B

and find the corresponding values of H and R .

[ 11 marks]

Answers to 2009 Exam

Q(1) Answer

(a)

2

2 2

1

0

) cos( ) , (

KL

t n

n

n

e

L

x n

A A t x

π

π

φ

−

∞

·

∑

+ · .

(b)

2

2 2

5 , 3 , 1

2 2

) cos(

1 80

10 ) , (

KL

t n

n

n

e

L

x n

n

t x

π

π

π

φ

−

∞

·

∑

+ ·

2

2 2

) 1 2 (

1

2 2

)

) 1 2 (

cos(

) 1 2 (

1 80

10 ) , (

KL

t m

m

e

L

x m

m

t x

π

π

π

φ

−

−

∞

·

−

−

+ ·

∑

Q(2) Answer

(a)

) sin( )] sin( ) cos( [ ) , (

1

L

x n

L

t an

D

L

t an

C t x

n

n n

π π π

∑

∞

·

+ · Φ

where

∫

·

L

n

dx

L

x n

x f

L

C

0

) sin( ) (

2 π

,

∫

·

L

n

dx

L

x n

x g

an

D

0

) sin( ) (

2 π

π

.

(b)

3 , 0 ≠ · n C

n ,

1

3

· C

and

n D

n

∀ · , 0

.

)

3

sin( )

3

cos( ) , (

L

x

L

t a

t x

π π

· Φ

.

Q(3)Answer

(a)

) sin( ) sinh( ) , (

1

a

x n

a

y n

C y x V

n

n

π π

∑

∞

·

·

where

) sinh(

) sin( ) ( 2

0

a

b n

a

dx

a

x n

x f

C

a

n

π

π

∫

·

(b)

( ) [ ]

,

_

¸

¸

,

_

¸

¸

,

_

¸

¸

− −

·

∑

∞

·

a

x n

a

b n

a

y n

n

a V

y x V

n

n

π

π

π

π

sin

sinh

sinh

1 1 4

) , (

1

3 3

2

0

Q(4) Answer –Did not do this material this year.

Q(5) Answer Maximum value is 800 and occurs at 10

1

· x and 10

2

· x .

Q(6) Answer Optimum is 1010 − · z at 50

1

· x and 90

2

· x .

Q(7) Answer

(a) Stationary points at

) 0 , 0 (

--saddle point

at

) 0 , 3 (

--maxima

at

) 0 , 3 (−

--maxima.

(b)

3

min

148

B

V · and

B

H

π 3

· and

B

a

R

2

3

· .

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