APPLIED MATH PRELIMINARY EXAM

Duration: 3 hours
Please answer four questions from part A and three questions from part B. All ques-
tions are weighted evenly and worth 10 points. Please provide clear and complete
explanations of all steps taken, and make sure to justify any assumptions you make in
the process. Answers to each question should be provided on separate pages.
In order to pass the exam you need to satisfy all of the following conditions:
• demonstrate a complete understanding of at least 3 problems (out of 6) in Part
A,
• demonstrate a complete understanding of at least 2 problems (out of 4) in Part
B,
• obtain a total score of at least 42 points out of 70.
Good luck!

A. Core material
Answer four of the following six questions.

Problem A.1. Let A be a positive definite symmetric n × n matrix with real entries.
Prove that
hu, vi = uT Av
is an inner product on Rn .

Problem A.2. Let Mn,n (C) denote the set of n × n complex matrices. A matrix
A ∈ Mn,n (C) is a skew Hermitian matrix if A∗ = −A, where A∗ denotes the conjugate
transpose of A. Prove that if A is a skew Hermitian matrix, then all the eigenvalues of
A are purely imaginary, that is, if λ = a + bi is an eigenvalue of A, then a = 0.

Problem A.3.
(a) Complete the formal definition: “The set K ⊆ R is compact if and only if . . . ”
(b) Use the formal definition you gave in part (a) to prove that the union of finitely
many compact sets is compact.

Problem A.4.
(a) State the formal definition of “the function f : [a, b] → R is Riemann inte-
Z b
grable” and define f.
a
(b) Suppose f and g are Riemann integrable functions on [a, b]. Use the definition
Z b
in part (a) to prove that f + g is integrable on [a, b] and that (f + g) =
Z b Z b a

f+ g.
a a

Date: 1:30pm on May 1, 2019.

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Problem A.5. Suppose that f (z) is entire and that the harmonic function u (x, y) =
Ref (z) has an upper bound u0 , i.e. u (x, y) ≤ u0 for all (x, y) ∈ R2 . Show that u is a
constant function in the plane.

Problem A.6. Find the order m of the pole and the corresponding residue B at the
singularity z = 0 for the function z(ez1−1) .

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 B. Applied math
Answer three of the following four questions.
 
4 0 −1
0
Problem B.1. Find the general solution of x = Ax where A = 2  2 −1,
4 0 0
given that λ = 2 is an eigenvalue of A with algebraic multiplicity 3 and geometric
multiplicity
 2,   
1 2
and u1 = −1 and u2 = 0 are eigenvectors of A.
  
2 4

Problem B.2. Consider the planar autonomous system,

x0 = −y + xf (x, y),
y 0 = αx + yf (x, y).
where α is a real parameter. Assume that f is C 1 (D) on some domain D containing the
origin.
(a) Determine the most general conditions on f (x, y) and α ∈ R that ensure that
the origin (0, 0) is asymptotically stable, and conditions that guarantee that it
is unstable. Justify your assertions carefully.
(b) Assume that f (x, y) = f (x2 + y 2 ) and α = 1. Give an example in this form that
has 3 nontrivial periodic orbits, including at least one that is semi-stable, i.e.,
orbitally stable from the inside and unstable from the outside.
(Hint: Express the system in polar coordinates.)

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Problem B.3. Consider the linear KdV equation with c being a real parameter:
ut + cux + uxxx = 0, x ∈ R, t>0
subject to the initial condition u(0, x) = f (x) for a square-integrable f (x) : R → R.
(a) Use the Fourier transform and find a solution of the initial-value problem in the
Fourier form.
(b) By using Parseval’s equality, show that
Z Z
P (u) := [u(t, x)] dx, E(u) := [ux (t, x)]2 dx
2
R R
are constants in time t.
(c) By using definition of the Airy function
Z  k3 
1 i 3 +kz
Ai(z) = e dk,
2π R
express the solution in the form of a convolution integral of the initial condition f and
the Airy function Ai.

Problem B.4. Consider the boundary-value problem for the diffusion equation

 ut = uxx , 0 < x < π, t > 0,
u(t, 0) = ux (t, π) = 0, t ≥ 0,
u(0, x) = f (x), x ∈ [0, π].


(a) Separate the variables in the product form u(t, x) = T (t)X(x) and obtain the
boundary-value problem for X and the evolution problem for T .
(b) Solve the differential equations for X and T and write a general solution u(t, x) to
the diffusion equation.
(c) Obtain the series representation for the initial condition f and compute coefficients
of the series in the exact form by using orthogonality of eigenfunctions of the boundary-
value problem for X.