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1. To find a Green function solution, consider solving the given equation for an impul-
sive input of the form f ( x ) = δ( x − x 0 ). In the regions x > x 0 and x < x 0 , solutions
of the form y = emx can be searched for, which upon substitution into the differential
equation gives
m2 − k 2 = 0
and hence m = ±k. To satisfy the boundary conditions as x → ±∞, the solution
must be of the form
Aemx for x < x 0 ,
y( x ) =
Be−mx for x > x 0 ,
where A and B are constants. To satisfy continuity at x 0 it follows that
0 0
Aemx = Be−mx
and to satisfy y0+ ( x 0 ) − y0− ( x 0 ) = 1 it follows that
0 0
− Bme−mx − Amemx = 1
and thus 0 0
e−mx emx
A=− , B=−
2m 2m
so the solution can be written as
0
e−m| x − x |
y( x ) = − .
2m
Hence the Green function solution for an arbitrary source term f ( x ) can be written
as
0
Z ∞
!
e−m| x − x |
y( x ) = − f ( x 0 )dx 0 .
−∞ 2m
0.8
0.6
y
0.4
0.2
0
-3 -2 -1 0 1 2 3
x
Figure 1: Graphs of the Gaussians considered in question 2, for the case of λ = 1 and
µ = 2.
(b) The convolution is given by
Z ∞
(hλ ∗ hµ )( x ) = hλ (ξ )hµ ( x − ξ )dξ
−∞
Z ∞
= exp −λξ 2 − µ( x − ξ )2 dξ
−∞
Z ∞
= exp −(λ + µ)ξ 2 + 2µxξ − µx2 dξ
−∞
Z ∞ 2 !
µ2 x 2
µx
= exp −(λ + µ) ξ − + − µx2 dξ
−∞ ( λ + µ ) λ + µ
µ2 x 2 µ2 + λµ 2
r
π
= exp + − x
λ+µ λ+µ λ+µ
r
π λµ 2
= exp − x .
λ+µ λ+µ
2x2
r
π
g( x ) = exp − .
3 3
and thus g is a Gaussian that is wider than both hλ and hµ . The three curves are
plotted in Fig. 1.
(d) Using the result from part (a) it can be seen that
2
exp − α4 λ1 + µ1
2π h̃λ (α)h̃µ (α) = p .
2 λµ
3. (a) Taking the Fourier transform in x and the Laplace transform in t gives
Z ∞ Z ∞
1
F̃ (α, p) = dx dt f ( x, t)e− pt−ixα .
2π −∞ 0
Taking the transform of the equation f t + c f x = b f xx gives
1
( p + icα + bα2 ) F̃ = .
2π
Therefore
1
F̃ (α, p) = .
2π ( p + icα + bα2 )
Since the Laplace transform of e−qt is 1/( p + q), it follows that
2 )t
e−(icα+bα
f˜(α, t) =
2π
Taking the inverse Fourier transform gives
Z ∞
1 2 ) t +iαx
f ( x, t) = e−(icα+bα dα
2π −∞
Z ∞ 2 !
i ( x − ct) ( x − ct)2
1
= exp −bt α − − dα
2π −∞ 2bt 4bt
( x − ct)2
1
= √ exp − .
4πbt 4bt
(b) By making use of part (a) and translational symmetry in x, it can be seen that if
the initial condition is g( x ) = δ( x − x 0 ) then the solution is
( x − x 0 − ct)2
1
f ( x, t) = √ exp − .
4πbt 4bt
It can be seen that f ( x, 0) = e−ax and hence the initial condition is satisfied. The
left hand side of the partial differential equation is
∂f ∂f
+c = a(c + ba) f − ca f = ba2 f
∂t ∂x
and the right hand side is
∂2 f
b
2
= ba2 f
∂x
so the partial differential equation is satisfied.
1 π
Z
an = f ( x ) cos nx dx
π −π
1 π
Z
= cos nx dx
π 0
1 sin nx π
=
π n 0
= 0.
The sine terms are given by
1 π
Z
bn = f ( x ) sin nx dx
π −π
1 π
Z
= sin nx dx
π 0
1 h cos nx iπ
= −
π n 0
1
= [1 − cos nπ ]
nπ
2
nπ for n odd,
=
0 for n even.
Hence
∞
1 2 sin nx
f (x) = +∑ .
2 n=0 nπ
a20 ∞ ∞
1 4 1
+ ∑ ( a2n + bn2 ) = + 2 ∑ 2
.
2 n =1
2 π n=0 (2n + 1)
and hence
5e−2t − 2e−3t − e−4t
y(t) = .
2