The University of Edinburgh

College of Science and Engineering

Mathematics 4 Honours
MATH10086 Advanced Methods of Applied Mathematics

Thursday, 16th May 2019

09:30 – 12:30

Chairman of Examiners – Dr A Olde Daalhuis

External Examiner – Dr J Blowey

Attempt all questions

Calculators and other electronic aids.

A scientific calculator is permitted in this examination.
It must not be a graphical calculator.
It must not be able to communicate with any other device.

A Laplace Transform Table is attached

This examination will be marked anonymously.

MATH10086 1

(1) Find the first two terms of both the inner and outer solutions of
d2 y 2 dy
ǫ + (1 + x) +y =0
dx2 dx
for 0 < ǫ ≪ 1 with the boundary conditions y(0) = 0 and y(1) = e1/2 . [20 marks]

(2) Consider the integral

eir(t+ 3 t )
1 3
Z ∞
I= dt (1)
−∞ t − 12 i
as r → ∞.
(a) Find the saddle point for the steepest descent contour for the integral (1). Find
the steepest descent contour and show that it is locally a line orthogonal to the
imaginary axis at the saddle point.
HINT: Remember to include the i in the calculation of the saddle point and
the steepest descent contour. [11 marks]
(b) Find the first two terms in the asymptotic expansion of the integral (1) as
r → ∞. [9 marks]

(3) Find the solution of the first order hyperbolic equation

∂u ∂u
+u = 0, −∞ < x < ∞
∂t ∂x
for the initial condition

 0, x<0
u(x, 0) = −u1 , 0 ≤ x ≤ L,
0, x > L.

2L 2L
Carefully give the solution form for all ranges of t > 0, that is 0 < t ≤ u1
and t > u1
.
Important: Here, u1 > 0 and L > 0. [20 marks]

(4) Consider the forced heat equation

∂u ∂2u
− ν 2 = F (x, t), 0 < x < 1, t > 0
∂t ∂x
with the initial condition u(x, 0) = 0 and the boundary conditions
u = 0 at x = 0,
∂u
= −u at x = 1.
∂x
Use Green’s functions to show that the solution of this forced heat equation is
Z tZ 1X ∞
2 sin ηn ξ −νηn2 (t−τ )
u= F (ξ, τ ) e sin ηn x dξdτ,
0 0 n=1 1 − sin2η2ηn n
where ηn , n = 1, 2, 3, . . ., are suitably defined eigenvalues. [20 marks]

[End of Paper]
 The Laplace Transform
Z ∞
f¯(s) ≡ e−st f (t)dt ≡ L{f (t)} (= F (s))
0

f (t) (t > 0) f¯(s)

1
1 s
1
t s2
n!
tn n = 0, 1, 2, · · · sn+1
1
eat s−a
n!
tn eat (s−a)n+1
ω
sin ωt s2 +ω 2
s
cos ωt s2 +ω 2
a
sinh at s2 −a2
s
cosh at s2 −a2
2ωs
t sin ωt (s2 +ω 2 )2
s2 −ω 2
t cos ωt (s2 +ω 2 )2
e−bs
H(t − b) Heaviside unit function s

δ(t − b) Dirac δ-function e−bs

Some useful results:

Derivatives f ′ (t) sf¯(s) − f (0)

f (n) (t) sn f¯(s) − sn−1 f (0) − · · · − sf (n−2) (0) − f (n−1) (0)
s−1 f¯(s)
Rt
Integral 0 f (τ )dτ
eat f (t) f¯(s − a) 1st shift theorem
H(t − b)f (t − b) e−bs f¯(s) 2nd shift theorem
Rt
0 f (τ )g(t − τ )dτ = (f ∗ g)(t)
f¯(s)ḡ(s)
Rt
= (g ∗ f )(t) = 0 f (t − τ )g(τ )dτ Convolution theorem

School of Mathematics