Final Exam Answers for 2014

MATH4052, 2017 Fall

HU,Wei
December 3, 2017

Problem 1. Calculate the standard Fourier Series of the periodic extension of the function:
(
2 − x, 0 ≤ x ≤ 2
f (x) = .
2, −2 ≤ x < 0

Solution. We know the Fourier modes for interval [−2, 2] are

nπx nπx
1, sin( ), cos( ), n = 1, 2, 3, · · ·
2 2
which are periodic functions of period 4. Let’s assume the Fourier series of f is,
∞
1 X nπx nπx
A0 + [An cos( ) + Bn sin( )].
2 n=1
2 2

By orthogonality of these Fourier modes, one can calculate the Fourier coefficients by considering following
integrals,
Z 2 Z 2
nπx nπx
f (x) sin( )dx = Bn sin2 ( )dx = 2Bn , n = 1, 2, 3, · · · ,
−2 2 −2 2
Z 2 Z 2
nπx nπx
f (x) cos( )dx = An cos2 ( )dx = 2An , n = 0, 1, 2, · · · .
−2 2 −2 2

Let’s calculate,
Z 2 Z 0 Z 2
nπx nπx nπx
f (x) sin( )dx = 2 sin( )dx + (2 − x) sin( )dx
−2 2 −2 2 0 2
(−1)n − 1 4
=4 +
nπ nπ
4 n
= (−1) .
nπ
Z 2 Z 0 Z 2
nπx nπx nπx
f (x) cos( )dx = 2 cos( )dx + (2 − x) cos( )dx
−2 2 −2 2 0 2
1 − (−1)n
=0+4
n2 π 2
1 − (−1)n
=4 .
n2 π 2

1
 Z 2 Z 0 Z 2
f (x)dx = 2 1dx + 2 − x dx
−2 −2 0
=4+2
= 6.

Finally, one have,

2 2
A0 = 3, An = [1 − (−1)n ], Bn = (−1)n .
n2 π 2 nπ
The Fourier series of f is,
∞ ∞
3 X 2 n nπx X 2 nπx
+ 2 2
[1 − (−1) ] cos( )+ (−1)n sin( ).
2 n=1 n π 2 n=1
nπ 2

Problem 2. Use the method of separation of variables to solve the following equation.

ut + u = uxx , 0 ≤ x ≤ L, t ≥ 0
u(0, t) = u(L, t) = 0, t ≥ 0
u(x, 0) = f (x) 0 ≤ x ≤ L.

Solution. Assume u(x, t) = X(x)T (t), the equation gives,

T0 X 00
+1= = −λ,
T X
the boundary conditions imply,
X(0) = X(L) = 0.
Then nonzero solution of X exists only when λ = ( nπ
L
)2 , we have solutions for X,
nπx nπ
Xn (x) = sin( ), with λn = ( )2 , n = 1, 2, 3, · · ·
L L
Correspondingly, we have,
2 π 2 +L2 )t/L2
Tn (t) = Cn e−(n ,
where Cn are constants to be determined by initial condition.
Summing them up, we have solution for the original problem is,
∞
X 2 π 2 +L2 )t/L2 nπx
u(x, t) = Cn e−(n sin( ).
n=1
L

To calculate Cn , using initial condition, we have,

∞
X nπx
Cn sin( ) = f (x),
n=1
L

which implies Cn are the Fourier Sine coefficients of f ,namely,

2 L
Z
nπx
Cn = f (x) sin( )dx.
L 0 L

2
Problem 3. Consider a metal bar of length of 6. Find the steady state temperature if the left end (x = 0)
is held at 50 and the right hand end (x = 6) is held at 150.
Solution. Let’s write down the mathematical model for it,
uxx = 0, 0 < x < 6,
u(0) = 50,
u(6) = 150.
It is an second order linear ODE whose solution is,
50x
u(x) = 50 + .
3
Problem 4. Suppose u is a harmonic function in the disk D = {r < 2} and that u = 3 sin 2θ + 1 for r = 2.
Without finding the solution, answer the following questions.
(a) Find the maximum value of u in D̄. (b) Calculate the value of u at the origin.
Solution. By Maximal principle, we have,
max u = max u = max (3 sin 2θ + 1) = 4.
D̄ ∂D 0≤θ≤2π

Besides, by mean value formula,

Z 2π
1
u(0) = (3 sin 2θ + 1)2dθ = 1.
4π 0

Problem 5. Solve uxx + uyy = 0 outside a disk r ≥ a with the boundary condition,
u(a, θ) = f (θ),
where f (θ) is an arbitrary given function. You may assume u(r, θ) remains finite as r → ∞. Write the
answer in terms of Fourier coefficients of f (θ).
Solution. Since the problem ask us to write solution in terms of Fourier coefficients of f , it’d better to
try method of separation of variables instead of applying Poisson’s formula directly. As before, one should
consider, u(r, θ) = R(r)Θ(θ). Substituting into our equation, i.e,
1 1
urr + ur + 2 uθθ = 0,
r r
we have,
r2 R00 + rR0 Θ00
=− = λ.
R Θ
From the problem, one should ask Θ to be of period 2π. For nonzero solutions to admit, one should take
λn = n2 , with
Θn (θ) = An cos(nx) + Bn sin(nx),
whence corresponding solutions of Rn is,
Dn
Rn (r) = Cn rn + .
rn
By assuming finiteness of u when r → ∞, one should set Cn = 0. By these, one can assume a solution in
the form,
∞
A0 X 1
u(r, θ) = + n
[An cos(nx) + Bn sin(nx)].
2 n=1
r

3
To determine An , Bn , we notice that the boundary condition gives,
∞
A0 X 1
+ n
[An cos(nx) + Bn sin(nx)] = f (θ).
2 n=1
a

Therefore,
An Bn
A0 , , ,
an an
are respectively Fourier coefficients of f.
Remark. One may try using the Poisson formula. Let s = 1/r,
us
ur = us sr = − ,
r2
us uss us uss us
urr = (ur )r = −( 2 )r = −(− 4 − 2 3 ) = 4 + 2 3 .
r r r r r
Substituting into the harmonic equation, we have,
1 1
0 = urr + ur + 2 uθθ
r r
uss us 1 us 1
= 4 +2 3 − 2
+ 2
r r rr r uθθ
uss us 1
= 4 + 3 + 2 uθθ
r r r
1
= 4 (uss + rus + r2 uθθ )
r
1 1 1
= 4 (uss + us + 2 uθθ ),
r s s
which, since we are considering in the region r > a, implies,
1 1
uss + us + 2 uθθ = 0.
s s
It is also harmonic equation in polar coordinate with s replacing r. The region is {s < 1/a}, boundary value
is
1
u(s = , θ) = f (θ).
a
Let’s apply Poisson’s formula to get the solution in variable s, θ :
Z 2π
1 1/a2 − s2
u(s, θ) = f (φ)dφ.
2π 0 1/a2 − 2s cos(θ − φ)/a + s2
Therefore,
Z 2π
1 1/a2 − 1/r2
u(r, θ) = f (φ)dφ
2π 0 1/a2 − 2 cos(θ − φ)/ar + 1/r2
Z 2π
1 1/a2 − 1/r2
= f (φ)dφ
2π 0 1/a2 − 2 cos(θ − φ)/ar + 1/r2
r2 − a2 2π
Z
f (φ)
= dφ.
2π 0 r − 2ar cos(θ − φ) + a2
2

Performing a Fourier expansion of f , one need to calculate a integral of rational expression of trigonometric
functions, which is not easy. Hence, to fix the requirement of the problem, one would better use separation
of variables.

4
Problem 6. Consider the wave equation,

utt = c2 uxx , −∞ < x < ∞

with initial conditions,

u(x, 0) = φ(x), ut (x, 0) = ψ(x).
Show that if both φ and ψ are odd functions, then u is odd in x for all t.

Solution. In light of d’Alembert’s formula, i.e,

Z x+ct
1 1
u(x, t) = [φ(x − ct) + φ(x + ct)] + ψ(s)ds.
2 2c x−ct

one have,

1 −x+ct
Z
1
u(−x, t) = [φ(−x − ct) + φ(−x + ct)] + ψ(s)ds
2 2c −x−ct
1 x−ct
Z
1
= − [φ(x + ct) + φ(x − ct)] − ψ(−k)dk, by oddness of φ and change s = −k
2 2c x+ct
1 x+ct
Z
1
= − [φ(x + ct) + φ(x − ct)] − ψ(k)dk, by oddness of ψ
2 2c x−ct
1 x+ct
Z
1
= − [φ(x + ct) + φ(x − ct)] − ψ(k)dk
2 2c x−ct
= −u(x, t),

which completes our proof.