Math 462: HW3 Solutions

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Math 462: HW3 Solutions

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You are on page 1of 8

Jacky Chong

Jacky Chong

Remark: We are working in the context of Riemann Integrals.

Problem 1

2.4.1 Solve the diffusion equation with the initial condition

(x) = 1

for

|x| < l

and

(x) = 0

for

|x| > l.

Solution: Consider the heat kernel

St (x) := S(x, t) =

and the initial condition

(

(x) =

2

1

ex /4kt

4kt

if |x| < l

if |x| 0

u(x, t) = St (x)

the convolution of S(x, t) and (x) in the spatial variable. Observe

Z +

2

1

e(xy) /4kt (y) dy

4kt

Z l

2

1

e(xy) /4kt dy

4kt l

Z (x+l)/4kt

2

1

ep dp

(xl)/4kt

Z (x+l)/4kt

Z (xl)/4kt

2

2

1

1

ep dp

ep dp

0

0

x+l

xl

1

1

Erf

Erf

.

2

2

4kt

4kt

St (x) =

=

=

=

=

Problem 2

2.4.16 Solve the diffusion equation with constant dissipation:

ut kuxx + bu = 0

for

<x<

Solution: Consider the following diffusion equation

(

vt kvxx = 0

for t > 0

v(x, 0) = (x)

Page 2 of 8

Jacky Chong

Problem 2

+

1

v(x, t) = St (x) =

4kt

e(xy)

/4kt

(y) dy.

ebt

u(x, t) := ebt v(x, t) =

4kt

e(xy)

/4kt

(y) dy

(

ut kuxx + bu = 0

for t > 0

v(x, 0) = (x)

since

= ebt (vt kvxx ) = 0

and

u(x, 0) = v(x, 0) = (x).

Problem 3

2.4.18 Solve the heat equation with convection:

ut kuxx + V ux = 0

for

where V is a constant.

Solution: Consider the following diffusion equation

(

vt kvzz = 0

for t > 0

v(z, 0) = (y)

then we know that the solution is given by

+

1

4kt

1

u(x, t) := v(x V t, t) =

4kt

v(z, t) = St (z) =

e(zy)

/4kt

(y) dy.

Define

e(xV ty)

/4kt

(y) dy

ut = V vz + vt

Then it follows

ut kuxx + V ux = V vz + vt kvzz + V vz = vt kvzz = 0

and

u(x, 0) = v(x, 0) = (x)

Page 3 of 8

Jacky Chong

Problem 3

Problem 4

2.5.3 Let u satisfy the diffusion equation ut = 12 uxx . Let

1 2

v(x, t) = ex /2t u

t

x 1

,

t t

.

Show that v satisfies the backward diffusion equation vt = 21 vxx for t > 0.

Solution: Suppose u(z, ) satisfies the diffusion equation u 12 uzz = 0. Define

1 2

v(x, t) = ex /2t u

t

Then it follows

1 x2 /2t

x 1

e

,

u

t t

2t3/2

2

x

x 1

,

5/2 ex /2t uz

t t

t

vt (x, t) =

and

vx (x, t) =

and

x

t3/2

x2 /2t

u

x 1

,

t t

+

x 1

,

t t

.

x2 x2 /2t

x 1

e

,

u

t t

2t5/2

1 x2 /2t

x 1

e

u

,

,

t t

t5/2

1

t3/2

x2 /2t

uz

x 1

,

t t

x2 x2 /2t

x 1

x 1

1 x2 /2t

vxx (x, t) = 5/2 e

u

,

u

,

+ 3/2 e

t t

t t

t

t

1 x2 /2t

2x x2 /2t

x 1

x 1

,

+ 5/2 e

,

.

+ 5/2 e

uz

uzz

t t

t t

t

t

Hence it follows

1

vt + vxx = 0.

2

Problem 5

3.4.3 Solve utt = c2 uxx + cos x, u(x, 0) = sin x, ut (x, 0) = 1 + x.

Solution: Using the formula, we get that

u(x, t) =

1

1

[sin(x + ct) + sin(x ct)] +

2

2c

x+ct

(1 + s) ds +

xct

Z x+ct

1

2c

Z tZ

x+c(t )

cos s dsd

0

xc(t )

1

1

[sin(x + ct) + sin(x ct)] +

(1 + s) ds

2

2c xct

Z t

1

+

sin(x + c(t )) sin(x c(t )) d

2c 0

1

1

= [sin(x + ct) + sin(x ct)] + t(1 + x) 2 [cos(x + ct) + cos(x ct) 2 cos x]

2

2c

1

= sin x cos ct + t(1 + x) + 2 [cos x cos x cos ct]

c

1

= sin x cos ct + t(1 + x) + 2 cos x(1 cos ct)

c

Page 4 of 8

Jacky Chong

Problem 5

Problem 6

3.4.7 Let A be a positive-definite n n matrix. Let

S(t) =

X

(1)m A2m t2m+1

.

(2m + 1)!

m=0

(a) Show that this series of matrices converges uniformly for bounded t and its sum S(t) solves the problem

S 00 (t) + A2 S(t) = 0, S(0) = 0, S 0 (0) = I, where I is the identity matrix. Therefore, it makes sense to

denote S(t) as A1 sin tA and to denote its derivative S 0 (t) as cos(tA).

(b) Show that the solution to (13) is (14).

Solution:

(a) Let A = (aij ) be a n n matrix, then

v

uX

n

u n X

k A kF = t

|aij |2

i=1 j=1

l

l

2m

X (1)m A2m t2m+1

X

k A kF M 2m+1

.

(2m + 1)!

(2m + 1)!

m=k

m=k

2m

X

k A kF M 2m+1

(2m + 1)!

m=0

converges by the ratio-test, then we know that for any > 0 there exists N N such that

l

2m

X

k A kF M 2m+1

<

(2m + 1)!

m=k

l

l

2m

X (1)m A2m t2m+1

X

k A kF M 2m+1

<

(2m + 1)!

(2m + 1)!

m=k

m=k

Sn (t) =

n

X

(1)m A2m t2m+1

(2m + 1)!

m=0

is uniformly Cauchy with respect to the Frobenius norm. Hence it follows Sn (t) S(t) uniformly.

By the uniform convergence of Sn (t) to S(t), then by Appendix A.2 we have that

S 0 (t) =

since

X

(1)m A2m t2m

2m!

m=0

X

X

(1)m A2m t2m

(1)m A2m t2m

2m!

2m!

m=0

m=0

Page 5 of 8

Jacky Chong

Problem 6

uniformly by an argument similar to the one given above. Now, observe S(0) = 0 and S 0 (0) = I. Finally,

S 00 (t) + A2 S(t) =

=

X

X

(1)m A2m+2 t2m+1

(1)m A2m t2m1

+

(2m 1)!

(2m + 1)!

m=0

m=1

X

X

(1)m+1 A2m+2 t2m+1

(1)m A2m+2 t2m+1

+

(2m + 1)!

(2m + 1)!

m=0

m=0

X

X

(1)m A2m+2 t2m+1

(1)m A2m+2 t2m+1

+

=0

(2m + 1)!

(2m + 1)!

m=0

m=0

(b) Consider

u(t) = cos(tA) + A1 sin(tA) +

then observe

Z t

d

S 0 (t s)f (s) ds

u(t) = S 00 (t) + S 0 (t) + S(0)f (t) +

dt

0

Z t

00

0

0

= S (t) + S (t) +

S (t s)f (s) ds

0

and

d2

u(t) =S 000 (t) + S 00 (t) + S 0 (0)f (t) +

dt2

S 00 (t s)f (s) ds

0

Z t

2

= A cos(tA) A sin(tA) + f (t)

A sin((t s)A)f (s) ds.

0

Hence it follows

d2

u(t) + A2 u(t) = f (t).

dt2

Problem 7

2

2

#1 If you know that the Fourier Transform of f (x) := ex is f() = e what is the Fourier Transform

2

2

of ex /2 ? What is the Fourier transform of e(x1) /2 ?

x2 () =

e\

ex e2ix dx = e ,

then observe

x2 /2 () =

e\

ex

/2 2ix

dx

2 #

x

=

exp

e2ix dx

2

h

i

Z + y2

= 2

e

exp 2iy( 2) dy

Z

=

=

"

y 2 ( 2)

2 e\

2e2

2 2

Page 6 of 8

Jacky Chong

Problem 7

Next, consider

+

\2 /2 () =

e(x1)

e(x1)

Z +

ey

/2 2ix

dx

/2 2i(y+1)

dy

=e

=

2i

ey

/2 2iy

dy

2e2

2 2

2i

Problem 8

#2 Show that for t > 0

Z

1 x

f

dx =

t

t

f (x) dx.

Solution: U-substitution.

Problem 9

#3 Compute the Fourier Transform of the Pi function defined as follows: (x) = 1 if |x| < 1 and it is zero

otherwise. (Its graph looks like a ). What is the Fourier Transform of (x/t).

Solution: Using the definition, we have that

+

(x)e2ix dx

[

(x)()

=

Z 1

e2ix dx

=

=

1

2i

e2i

sin 2

=

.

2i

+

(x/t)e2ix dx

\

(x/t)()

=

Z

=t

(y)e2iyt dy

[

= t(y)(t)

sin 2t

sin 2t

=t

=

.

t

Page 7 of 8

Jacky Chong

Problem 9

Z

(x/t)e2ix dx

\

(x/t)()

=

=t

(y)e2iyt dy

(y)e2iyt dy

= t

[

= t(y)(t)

sin 2t

sin 2t

= t

=

.

t

Hence it follows

sin 2|t|

\

(x/t)()

=

.

Problem 10

#4 Use FT to compute the convolution

+

e(xy) ey dy.

Z

e(xy) ey dy = f f (x).

Applying the multiplicative property of convolutions under Fourier Transform, we get that

f[

f () = f()f().

Observe

Z

ex e2ix dx

"

2 #

Z +

x

e2ix dx

=

exp

Z +

2

=

ey exp 2iy( ) dy

x2 () =

ed

y2

2 2

= e\

( ) = e ,

then it follows

2 2

f()f() = e2 =

2 2

2e2 =

2

\

ex2 /2 ().

2

r

f f (x) =

x2 /2

e

.

2

Page 8 of 8

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