University of Alberta

Final Examination

Aug 17 2017, Time: 2h 30min

Surname:————————————————————————————

Given Name:—————————————–————————————–

Id Number:————————————————————–——————–

IMPORTANT INSTRUCTIONS. READ CAREFULLY:

• Write the solution to each question IN DETAIL. Unsubstantiated work may not
receive full credit
• Put the last solution of each question in a box
• DO NOT detach any page from the question paper. Your papers is not marked
otherwise.
• No aids are permitted

Question Maximum Grade Your Grade

1 20

2 20

3 20

4 20

5 20

6 20

Total 120

1
Problem 1. (20 points) Consider the following equation
x∂xu + y∂ yu = x(y + u),
for the function u = u(x, y).
a) Find the general solution to the equation in the explicit form.
b) Find the solution to the equation if u = −x2 on the curve y = x2.

Solution.
x+1
a) u = f (y/x)e−x − x
y.
y x+1
b) u = x e y/x e−x − x
y

2
Problem 2. Use the eigenfunction expansion method to solve the following problem

 ∂tu = ∂xxu + 2∂xu + e−te−x sin (πx), 0 < x < 1, t > 0
u(t, 0) = u(t, 1) = 0 .
u(0, x) = 0


Solution. The eigenfunctions of the associated operator are obtained by solving the equation
φ ′′ + 2φ ′ = −λφ.
√
we have r 2 + 2r + λ = 0, and thus r = −1 ± 1 − λ . We have λ > 1 and thus
φn(x) = e−x sin (nπx), λ = n2π 2 + 1.
Let us write u as
∞
X
u(t, x) = Un(t) e−x sin (nπx).
We obtain for n  1
n=1
(
Un′ = −(1 + n2π 2) Un
,
Un(0) = 0
and for n = 1 (
U1′ = −(1 + π 2) U1 + e−t
Un(0) = 0

Therefore, we obtain Un(t) = 0 for n = 1 and for n = 1

−1 −t 2

U1(t) = 2
e 1 − e−π t .
π
Thus
−1 −t 2

u(t, x) = 2
e 1 − e−π t e−x sin (πx).
π

3
Problem 3. Find an explicit solution
 to the Laplace equation ∆u = 0 in the half-plane y > 0 with
1 x>0
the boundary condition u(x, 0) =  1/2 x=0 .
0 x<0

Solution. The solution is

1 1
u(x, y) = tan−1(x/y) + .
π 2

4
 π π
Problem 4. Let Ω be the domain (r, θ), 0 < r < 1 and − 2 < θ < 2 . Consider the following problem
on Ω 
 ∂tu = ∆u − r sin (2θ)
u(t, bnd(Ω)) = 0 .
u(0, r, θ) = 0


a) Find the steady state solution to the problem in closed form (not a series).
b) Find the series solution to the given equation.

Solution.
1
a) ue(r, θ) = 5 r 2(1 − r).
b) The solution is
∞
2 1
A1pe−z2p t J2(z2pr) sin (2θ) + r 2(1 − r),
X
5
p=1
where
Z 1
1
A1p = J2(z2pr) r 3(1 − r) dr.
5kJ2(z2pr)k2 0

5
Problem 5. Solve the following damped wave equation in Ω = (0, π) × (0, π)

 ∂ttu + 2∂tu = ∆u
u(t, bnd(Ω)) = 0
u(0, x, y) = 0, ∂tu(0, x, y) = sin (x) sin (4y)


Solution. The series solution is

∞
X √ √
u(t, x, y) = [Anm cos ( λnm t) + Bnm sin ( λnm t)] e−t sin (nx) sin (my).
n,m=1

Applying the initial conditions gives

1
u(t, x, y) = e−t sin (4t) sin (x) sin (4y).
4

6
Problem 6. Solve the following problems
a) Let u(t, x) be the solution of the equation

∂ttu + k∂tu = ∂xxu
,
u(t, 0) = u(t, L) = 0

in the interval x ∈ [0, L]. The energy of u is defined by the integral

Z L
E(t) = |∂tu(t, x)|2 + |∂xu(t, x)|2 dx.
0
Show the following relation
e−kt E(0) ≤ E(t) ≤ E(0).

b) Solve the following initial value problem


∂tu + u∂xu = x
.
u(0, x) = 0
Solution. We have
Z L
d
E(t) = −k |∂tu(t, x)|2 dx.
dt 0

Thus E ′(t) ≤ 0 that implies E(t) ≤ E(0). On the other hand,we have
Z L
d
E(t) = −k |∂tu(t, x)|2 dx ≥ −kE(t),
dt 0
and thus
d
ln E(t) ≥ −k,
dt
that gives
E(t)
≥ e−kt.
E(0)

7
8
9
10
11