MATHEMATICS 2B: MATH248 21 November 2015 1

Laplace Transforms and Differential Equations

Useful Results

[ ] 1
L ect = (s > c)
s−c
s
L [cosh ωt] = (s > |ω|)
s − ω2
2
ω
L [sinh ωt] = (s > |ω|)
s − ω2
2
s
L [cos ωt] = (s > 0)
s + ω2
2
ω
L [sin ωt] = (s > 0)
s + ω2
2

c!
L [tc ] = c+1
(s > 0, c > −1)
s
√
(−1/2)! = π

Question 1 20 marks

(a) Obtain the following Laplace transforms (show your working).

[ ]
(i) L sinh3 4t .

[ ]  
(ii) L t − 12  . (Hint: Express t − 12  in terms of the unit step function.)
[ ∫ t ]
−τ
(iii) L t e sin 3τ dτ . (9)
0

∫ ∞ ( −4x )
(b) Determine L [e −3t
+ t cos t]. Hence evaluate e + xe−x cos x dx. (3)
0
[ ]
−1 s
(c) Calculate L . (3)
s2 + 6s + 13

[
] ∫ ∞
f (t)
(d) (i) If L [f (t)] = F (s), prove that L = F (σ) dσ.
t s
[ ( )]
−1 s+1
(ii) Obtain L ln √ . (5)
s2 + 1
MATHEMATICS 2B: MATH248 21 November 2015 2

Question 2 20 marks

Note: You are required to use Laplace transform methods in parts (a), (b) and (c).

(a) Solve the integro-differential equation

∫ t
ẋ(t) = 2 + (t − τ ) x(τ ) dτ
0

subject to x(0) = 1. (5)

(b) (i) Solve the homogeneous differential equation ÿ − 4ẏ − 5y = 0.

(ii) Hence find the general solution of

ÿ − 4ẏ − 5y = cos t . (6)

(c) Obtain the solution to the system of differential equations

ẋ = 2x − y
ẏ = 4x − 3y

subject to x(0) = 1 and y(0) = −2. (5)

(d) Use the method of variation of parameters to solve the differential equation

ẋ(1 − cosh t) − x sinh t = sin t . (4)

MATHEMATICS 2B: MATH248 21 November 2015 3

Linear Algebra

Question 3 16 marks

(a) Show that if λ is an eigenvalue of a matrix M with corresponding eigenvector u, then

λ − k (k is constant) is an eigenvalue of M − kI (I is the identity matrix) also with
corresponding eigenvector u. (2)

(b) Suppose M is a 3 × 3 matrix with distinct eigenvalues −4, 3 and 6.

(i) What are the eigenvalues of the matrix M 2 − 9I?

(ii) Is the matrix M 2 − 9I invertible? Why? (2)

 
0 −6 −4
(c) The matrix M =  5 −11 −6  has eigenvalues λ1 = −3 and λ2 = −2.
−6 9 4

(i) Obtain bases for the eigenspaces E−3 and E−2 .

(ii) Use the trace of M to determine the algebraic multiplicities of λ1 and λ2 .
(iii) Is M diagonalizable? Why? (7)

     
1 2 −4
 4   1   
(d) Let v1 =     and v3 =  5 .
 5  , v2 =  3   1 
2 0 4

(i) Obtain the orthogonal complement of the subspace W = span (v1 , v2 , v3 ) of R4 .

(ii) What is the dimension of W ? Explain. (5)

Question 4 17 marks
     

 1 0 0 
     0 
(a) Let  ,  1
1  ,   be a basis for a subspace W of R4 .

 1   1   1 

 
1 1 1

(i) Use the Gram-Schmidt process to transform this to an orthogonal basis.

 
−2
 −1 
(ii) Hence find the projection of vector b =  
 4  onto the subspace W .
−3
(iii) Without finding a basis for W ⊥ obtain the projection of b onto W ⊥ . (8)
MATHEMATICS 2B: MATH248 21 November 2015 4

(b) Prove that if n × n matrix M is orthogonally diagonalizable, then M is symmetric. (3)

     
3 −2 4 −2 −1
(c) Given matrix M =  −2 6 2  and the vectors u1 =  −1 , u2 =  2  and
  4 2 3 2 0
1
u3 =  0 .
1

(i) Verify that u1 , u2 and u3 are eigenvectors of M . What are the corresponding
eigenvalues? (Do this without solving the characteristic equation.)
(ii) Obtain an orthogonal matrix that diagonalizes M . (6)
MATHEMATICS 2B: MATH248 21 November 2015 5

Complex Analysis

Question 5 16 marks

(a) (i) Write cosh z (z ∈ C) in standard form u + i v where u and v are real functions of the
real variables x and y.
(ii) Use this to show that f (z) = cosh z is differentiable everywhere in the complex plane
df
and to find (as a function of z). (4)
dz

(b) Show that u(x, y) = x3 − 3xy 2 − 2xy is harmonic and find a function v(x, y) such that
f = u + i v is holomorphic. Express f explicitly as a function of z. (7)

I
(c) Evaluate (z̄ − i 2) dz where γ is made up of the line segment from −i 3 to i 3 (along the
γ
y axis) and then the portion of the circle |z| = 3 traversed counterclockwise from i 3 back
to −i 3. Sketch the contour of integration. (5)

Question 6 12 marks

(a) State Cauchy’s Integral Formula. Clearly explain all the terms in the formula. (2)
I
5 − i 4z
(b) Evaluate dz in the following cases.
γ 2z + 3z − 2
2

 
(i) γ is the circle defined by z + 32  = 1.
(ii) γ is the square defined by |x| + |y| = 3.

In each case γ is traversed counterclockwise. Sketch the contour of integration in each

case. (6)

I
eπz 2 y2
(c) Calculate dz where γ is the ellipse x + = 1 traversed counter-
γ (z + i 4)(z − i 2)
2 9
clockwise. Sketch the contour of integration. (4)