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This exam is worth 50 points, and consists of 5 problems. You may use but will not need a
calculator. You may not use books, notes or laptop computers. Possibly useful expressions
may be found on the last 2 pages.
1
Problem 1. (12 pts) Use contour integration methods to evaluate
Z ∞
eiωt
dω 2 ,
−∞ ω +1
assuming t is a real number, which could be either positive or negative.
2
Problem 2. (12 pts) Find the general solution to the differential equation
y 00 + e2x y = 0.
Hint: change coordinates to z = ex . You may use the solutions to Bessel’s equation (see
last two pages) and your answer may involve Bessel functions.
3
Problem 3 (15 pts) The heat equation for a steady state (no time dependence) is just
Laplace’s equation. In 2 dimensions in cylindrical (aka polar) coordinates it is:
Find a solution to the steady state heat equation for this disk satisfying the boundary
condition.
4
Problem 4 (6 pts) Consider the functional
Z 2 p
F [y] = dx 1 + (y 0 )2
0
where the function y(x) is fixed at the endpoints x1 and x2 : y(0) = 0 and y(2) = 2. Find a
differential equation that y must satisfy so that F [y] is stationary. Find a solution to the
differential equation satisfying the conditions y(0) = 0 and y(2) = 2.
5
Problem 5 (5 pts) Do the following double integral
Z ∞ Z ∞
4
dt dωeiωt e−t .
−∞ −∞
6
Useful Expressions
7
If f (z) = g(z)/h(z) with g(z) analytic at z0 , h(z0 ) = 0, and h0 (z0 ) 6= 0, then we have a
simple pole whose residue is R(z0 ) = g(z0 )/h0 (z0 ). A general method to find the residue of
(n−1) (z )
a pole of order n at z = z0 : define g(z) = (z − z0 )n f (z), then the residue will be g (n−1)! 0
.
Z b
dxδ(x − x0 )f (x) = f (x0 ) if a ≤ x0 ≤ b else = 0
a
d(δ(x)) δ(x)
δ(x − x0 ) = δ(x0 − x), x = δ(x), xδ(x) = 0, δ(ax) = ,
dx |a|
Z ∞
dα iα(x−y)
e = δ(x − y)
−∞ 2π
Γ(n) = (n − 1)!, n integer
pΓ(p) = Γ(p + 1)
8
scratch