2019 Final
2019 Final
Q1 Q2 Q3 Q4 Q5 Total
15 20 10 15 15 75
INSTRUCTIONS
1
a b 1 d b
c d ad bc c a
Page 1 of 22
2. Some indefinite integrals
If F x, y, z P x, y, z iˆ Q x, y , z ˆj R x, y , z kˆ is a differentiable vector
field, then the divergence of F is defined as
div F F iˆ ˆj kˆ P x, y , z iˆ Q x, y , z ˆj R x, y , z kˆ
x y z
P Q R
x y z
where the triple integral is performed over a volume E, and the double integral is
performed over the surface S that bounds the volume E. The vector n is the
outward pointing normal to the bounding surface S, and is a function of position
on the surface.
Page 2 of 22
Q. 1. [15 points] LIQUID VOLUME IN A WINE GLASS
(a) (b)
Figure 1. The parabolic wine glass (a) Upright (b) Tilted. The pictures
shown are sections of the object created by the plane y = 0.
Consider a wine glass of height 2 units, whose shape is in the form of the
paraboloid z 2 x 2 y 2 , as shown in the figure 1(a) above [figure 1 shows the sections
of the object created by the plane y = 0]. The wine glass is initially filled with wine up
to its brim. By mistake, the glass is tilted by an angle / 4 i.e. 45o [see figure 1(b)],
which causes some wine to spill out.
(a) [5 points] What is the initial volume of wine in the wine glass [see figure 1(a)]?
[Hint: Use polar co-ordinates to evaluate the projected area integral.]
Solution:
zH
dz dxdy H 2 x 2 y 2 dxdy
H
V D
a
D z H x2 y 2
a2
Triple integral: 2 points
The domain D is a circle of radius a with the center at the origin. It is much more
convenient to evaluate this integral in the polar co-ordinates.
Area domain of integration: 1 point
Page 3 of 22
2 r a
H a r cos 2 r 2 sin 2 rdrd
H
V 2
2
0 r 0
2 r a
H
Hr a
0 r 0
2
r 3 drd
2 r a
r2 H r4
0
H 2
2 a 4 r 0
d
2
a2 H a4
0
H
2
2
a 4
d
2
Ha 2
4
0
d
Ha 2
2
4
Ha 2
.
2
Correct evaluation of integral: 2 points
(b) [2 points] In figure 1(b), show that the equation of the liquid level plane in the x-
y-z co-ordinate system is z x 1 .
[Hint: You know the slope of the line, and one co-ordinate on the line in the y=0
section shown in Figure 1]
z xaH
[Hint: You know the slope of the line, and one co-ordinate on the line]
Solution:
In the plane of view (y=0), the plane is simply a line. The slope of the line is
tan 45o 1 . An (x,z) point on the line is (a,H). The equation of the
z H tan 45 x a , or z x a H .
This equation is also the equation of the plane because the equation does not vary
with y.
Point on line: 0.5 point, Slope: 0.5 point, Equation of line with a point and slope:
0.5 point, Final answer: 0.5 point.
Page 4 of 22
(c) [7 points] Write the volume integral that gives the volume of wine in the glass in
the tilted position. Classify it as a type I, type II or type III volume integral.
Sketch the domain of integration of the projected area. Evaluate the volume
integral. [Hint: Again, use polar co-ordinates to evaluate the area domain
integral, but moved to the center of area domain.]
Solution:
z x a H
dz dxdy x a H 2 x 2 y 2 dxdy
H
V D
a
D z H x2 y 2
a2
Triple integral: 2 points
x a H 2 x2 y 2
H
a
a2
x a H x2 y 2
H
a2 a2
x x y H a
2 2
H H
a2 a4 a4 a3
x x
2
2
y
2
2
a2
H 4H 4H H
2
a2
2
2 a
x y a 1
2
2H 2H
a2 a
This is a circle with center at , 0 and radius a 1 .
2H 2H
Obtaining the correct domain: 2 points
a2
Define polar co-ordinates, but with the center shifted to ,0 .
2H
a2
x r cos , y r sin .
2H
a
a 1
2 2H a2 H a2
2
V r cos a H 2 r cos r sin rdrd
2 2
2 H a 2H
0 r 0
Page 5 of 22
a2
a 1
a
2 2 H
r cos a H
2H rdrd
V H a4 a 2
0 r 0
2 2
r cos r 2
cos 2
r 2
sin 2
a 4H H
a
a 1
2 2H
a2 H
V
0 r 0
4H
a H 2 r 2 rdrd
a
a
a 1
2H a
2
H 3
V 2
r 0
H
2 H
1
r
a 2
r dr
Ha 2 4
a Ha 2 a
4
2 1 1
2 2 H 4 2 H
Ha 2
4
a
1
2 2H
(d) [1 point] What fraction of the wine in the glass was spilled?
Solution:
4
V a
1
V0 2 H
The fraction of volume left in the glass is about 31.6%. The percentage lost is, therefore,
68.4%
Fraction left: 1 point
Page 6 of 22
At t = 0, the pressure difference across the diaphragm is raised from the value of
zero to a finite value of P (N/m2) smoothly in the form of the function
P 1 exp at , where a has units of sec-1. The dynamics of the diaphragm
displacement is given by the following second order ODE:
d 2z dz
2
2
2 z K p P 1 exp at . (1)
dt dt
(a) [5 points] In class, you have learned that the homogeneous second ODE in Eq. (1)
presented above has three different categories of solutions. Write the criterion for
each category of solution, and show that it depends only on the value of the
dimensionless damping constant . Write down the homogeneous solution of the
ODE in Eq. (1) for the three cases.
Solution:
The auxiliary equation is 2 r 2 2 r 1 0 , whose roots are
2 4 2 2 4 2 2 1
r
2 2
Auxiliary equation: 1 point
Roots: 1 point
The type of solutions depends on the sign of the term within the square root, 2 1.
2 1 2 1
z H c1 exp t c2 exp t
t t t
exp c1 exp 2 1 c2 exp 1
2
Page 7 of 22
If 2 1 0 , or since is positive, 1 , the two roots are identical. The
homogeneous solution in this case is
t t
z H c1 exp c2t exp
t
exp c1 c2t
t t 2 t
z H exp c1 sin 1 2 c2 cos 1
(b) [2 points] Find the homogeneous solution to the above second order ODE for
1
.
2
Solution:
Since 1 , the homogeneous solution is
t 3t 3 t
z H exp c1 sin c2 cos
2 2 2
1
(c) [3 points] Find the particular solution to the above second order ODE for .
2
Solution:
Page 8 of 22
zP
1
f D
K p P 1 exp at
1 1 1
z P K p P 1 exp at K p P exp at
f D f D f D
1 exp at
K p P
f 0 f a
1 exp at
K p P 2
1 a a 1
2
exp at
K p P 1 2 2
a a 1
Appropriate method to get particular solution: 2 points
Final answer: 1 point
(d) [2 points] Are there values of a for which the particular solution in (c) needs to be
altered, i.e. does the denominator go to zero for any value of a? [Note that a is a
positive, real constant].
Solution:
constants. Hence there are no values of a for which the particular solution written in (c)
diverges.
Evaluating the roots of the quadratic: 1.5 points
Comment on roots and non-diverging nature of denominator: 0.5 point
(e) [1 point] Write the full solution for z (sum of the homogeneous and particular
1
solutions) for .
2
Solution:
Page 9 of 22
t 3t 3 t exp at
z exp c1 sin c2 cos K p P 1 2 2 .
2 2 2 a a 1
Full solution: 1 point
(f) [5 points] Use the following constraints to evaluate the two arbitrary constants in
dz
the full solution in (e): z t 0 0, and 0.
dt t 0
Solution:
Applying z t 0 0, we get
1
0 1 0 c2 K p P 1 2 2 .
a a 1
This gives
1 a 1
c2 K p P 1 2 2 K p P a 2 2 .
a a 1 a a 1
dz 1 t 3t 3 t
exp c1 sin c2 cos
dt 2 2 2 2
3
t 3t 3 t
exp
c1 cos c2 sin
2 2
2 2
a exp at
K p P 0 2 2 .
a a 1
dz
Applying 0,
dt t 0
0 c2 c1 0 K p P 2 2
1 3 a
0 .
2 2 a a 1
Page 10 of 22
1 2 a
c1 c2 K p P 2 2 .
3 3 a a 1
K p P 1 2a
1 2 2 2 2
3 a a 1 a a 1
K p P 2 a 2 a 1 1 2a
3 2a2 a 1
K P a a 1
p 2 2
3 a a 1
.
Applying condition 1: 2 points
Applying condition 2: 2 points
Final answer: 1 point
a t 1 3t 3 t
z K p P exp a 1 sin a 1 cos
a a 1
2 2
2 3 2 2
exp at
K p P 1 2 2 .
a a 1
(I didn’t ask for the full solution).
(g) [1 point] What types of conditions are presented in (f)? Is this an initial value
problem or a boundary value problem?
Solution:
The first boundary condition is a Dirichlet condition, and the second is a Neumann
condition.
0.5 point for type of condition
This is an initial value problem, since both conditions are provided at a single value of t,
t=0.
0.5 point for type of problem
(h) [1 point] At steady state, determine the displacement z for the new pressure
difference.
Solution:
Page 11 of 22
Q.3. [10 points] HOT SPOT ON A COMPUTER CHIP
2
1 1 1 o
2
T x, y 40 50 ln x y C,
2 2 2
(1) [3 points] At what location is the hot spot? The temperature maximum is located
at a critical point of the function T x, y . Do not examine the edges of the
domain. Use the sufficient condition to show that the critical point is indeed a
maximum.
Solution:
2 y* 1
2
2T 2
50
y 2 x*2 x* y*2 y* 12 x*2 x* y*2 y* 1
Page 12 of 22
2T
50
2 x* 1 2 y* 1
xy x*2 x* y *2 y * 12
200 0
The Hessian at (x*,y*) is H
200
. Its determinant is 400, which is greater
0
2T 1 1
than zero. The second partial derivative is 0 implying that the point , is a
x 2
2 2
maximum.
Using the sufficient criterion to show the critical point found earlier is a maximum: 1
point
(2) [2 points] Calculate the vector field N k T , which represents the flux of
nutrient due to heat conduction in W/cm2. The constant k is the thermal
conductivity, equal to 0.02 W/cm∙oC. Also calculate the magnitude of this field.
Solution:
The gradient of the temperature is
2 x* 1 2 y* 1
50 *2 * , 50
x x y*2 y* 1 x*2 x* y*2 y* 1
The heat flux vector is, therefore,
2 x* 1 2 y* 1
N 0.02 50 *2 * , 50
x x y*2 y* 1 x*2 x* y*2 y* 1
2 x* 1 2 y* 1
*2 * ,
x x y y 1 x x y y 1
*2 * *2 * *2 *
2 2
1 1
2 x y
2 2
N
2
1 1 1
2
x y
2 2 2
Magnitude: 1 point
(3) [5 points] Sketch N with an arrow plot in the x, y plane. A qualitative sketch
that correctly indicates the direction and magnitude of the vector field will suffice.
Page 13 of 22
[Hint: This is a lot easier if you think about the magnitude and direction of the
vector field in the polar co-ordinate system with the origin shifted to the location of
the hot spot. Then make the sketch in the x, y plane].
Solution
1 1
Define the polar co-ordinates according to x r cos , y r sin .
2 2
2r cos 2r sin 2r
N , cos ,sin
r2 1 r2 1 2 1
r
2 2 2
Recasting the gradient vector in the polar co-ordinates: 1 point
2r
The magnitude is , which shows a maximum at r*, given by
2 1
r
2
2r *
2 4r *2 2r *2 1 1 2r *2
2 r *
2 , or when
*2 1
2
*2 1 1
2
1
r r r r
*2 *2
2 2 2 2
1
r* 0.7071
2
Recasting the magnitide in the polar co-ordinates: 1 point
Sketch
Page 14 of 22
Q. 4. [15 points] SEGMENTED FLOW THROUGH A CIRCULAR TUBE
A train of alternating gas bubble slugs (elongated bubbles) and liquid segments
flowing through a millimeter sized circular tubes has often been used by chemical
engineers to study reactions at the microscale. Consider a bubble being carried with a
liquid inside a circular tube of radius R as shown in the picture above. Here, z is the axial
co-ordinate, and r is the radial co-ordinate, as defined in a cylindrical co-ordinate system.
The geometry and the flow are axisymmetric, i.e. independent of the polar angle of the
cylindrical co-ordinate system.
The figure shown above is in the frame of reference of the bubble. In this frame,
the bubble is stationary (its velocity is zero), and the walls of the tube are moving back in
the negative z direction at a velocity V, which would be the velocity of the bubble in an
external observer’s frame of reference. The velocity field in the liquid far away from the
bubble is purely along the z direction, and the z-velocity component is given by
r2
u 2U 1 2 V
R
This is the usual parabolic velocity profile you have seen in fluid mechanics, but with the
velocity V subtracted off because we are in the frame of reference of the bubble. U is the
average z velocity of the liquid in the tube (in the external observer’s frame).
A thin liquid film of thickness d exists between the bubble and the wall (see
figure). The liquid in the thin film is moving everywhere in the film at a velocity of -V
(equal to the velocity of the tube walls) only in the z direction.
Your task: Establish a relationship between V and U by applying the Gauss Divergence
theorem on the continuity equation for the liquid:
u 0 .
Choose the shaded region of the liquid in the picture as the volume of integration. Is the
velocity of the bubble, V, more than, less than or equal to the average velocity of the
liquid, U?
[Hint: Convert the volume integral to a closed surface integral, and break up the closed
surface integral into four open surface integrals. Two of these open surface integrals will
be zero. You will have to evaluate the other two integrals.]
Page 15 of 22
Solution
Integrating the continuity equation over the shaded liquid region, we get
u dV 0 .
E
u nˆ dS u nˆ dS u nˆ dS u nˆ dS 0 .
SR SW Sb Sf
3 points for recognizing the four surfaces and splitting up the integral
Now u nˆ dS 0
SW
(there is no flow through the wall), and u nˆ dS 0 , because the
Sb
r2
On the surface SR, the velocity is u 2U 1 2 V kˆ , and the outward pointing
R
r2
normal is n̂ kˆ (1 point), so that u nˆ 2U 1 2 V (1 point)
R
On the surface Sf, the velocity is u Vkˆ , and the outward pointing normal is n̂ kˆ (1
point), so that u nˆ V (1 point)
r2
S R dS 0 0 S V dS 0
2U 1 2 V
R f
2U
2U V dS r
2
dS V dS 0
SR
R2 SR Sf
Page 16 of 22
2 r R
2U
2U V R 2 r 2 rdrd V R 2 R d 0
2 2
R
0 r 0
2U R4
2U V R 2 V R 2 R d 0
2
2
R 2
4
R d 2
2U V U V 1 0
R 2
r2
Evaluation of S R 2 V dS : 3 points
2U 1
R
Evaluation of dS : 2 points
Sf
R d
2
U V 0
R2
V R2
.
U R d 2
Simplifcation to the above result: 1 point
This is the final result. As can be seen from this equation, the bubble velocity is greater
than the average velocity of the liquid.
1 point for conclusion
In the first term exam, you considered the dispersion of a perfume under the
action of an air flow. In this problem, you will examine the following mathematical
model for the steady state distribution of the perfume, c, in mol/m3, written in the
cylindrical co-ordinate system:
c 1 c
W D r . (A)
z r r r
Here, r is the radial direction, and z is the flow direction. W is the velocity of the flow in
the z direction, which is a constant (independent of z and r). D is the diffusivity of the
perfume. The distribution of the perfume is axisymmetric and depends on the radial co-
ordinate in the cylindrical co-ordinate system (all derivatives in the polar angle q have been
discarded).
Page 17 of 22
While (A) appears to be a complicated PDE (Partial Differential Equation), there is
a way to transform this equation so that we only have to solve an ODE (Ordinary
Differential Equation). This is done by writing
c f .
(B)
Here, f is a function of a new variable , which is a composite variable of r and z:
r
. (C)
D
z
W
Answer the following questions:
c
(a) [3 points] Get an expression for in terms of derivatives of f.
z
Solution:
c
f '
r f '
z D
1/2
2z
2 z
3/2
W
Demonstration of understanding of the chain rule: 2 points
Implementation to get the correct answer: 1 point
c
(b) [2 points] Get an expression for in terms of derivatives of f.
r
Solution:
c 1
f '
r D
1/2
z
W
1 c
(c) [3 points] Get an expression for r in terms of derivatives of f.
r r r
Solution:
c r f '
r f '
r D 1/2
z
W
Page 18 of 22
c
r f ' f ' '
1
r r r D
1/2
z
W
1 c 1
r f ' '
r r r D
1/2
r z
W
Demonstration of understanding of the chain rule: 2 points
Implementation to get the correct answer: 1 point
(d) [2 points] Substitute the expressions in parts a, b and c into Eq. (A), and deduce
the following ODE governing f :
d df 2 df
0.
d d 2 d
Solution:
1
Wf ' D f ' '
2z
1/2
D
r z
W
D
1/2
W
f ' ' f ' r z 0
D 2z W
2
f ' ' f ' 0
2
d df 2 df
0.
d d 2 d
Substitution: 1 point
Simplification: 1 point
Solution:
d dy 2 dy
This is linear equation, because the operator Ly , satisfies
d d 2 d
the property L ky kLy , where k is a constant.
Explanation of linearity: 1 point
Page 19 of 22
This is a homogeneous ODE, as f = 0 is a solution to this equation
(f) [3 points] Integrate the ODE once using separation of variables to get an expression
df df
for up to an unknown arbitrary constant. [Hint: Try substituting u .]
d d
Solution:
df
Set u
d
du
u 0.
d 2
du 1
u.
d 2
Equation in terms of the new variable: 1.5 points
Separating the variables, we have
du
d.
u 2
Integrating, we have
2
ln u c1 .
4
2
u c exp .
4
df c 2
exp .
d 4
Integration and final result: 1.5 points
Page 20 of 22
THE PARTICULAR INTEGRAL OF CONSTANT COEFFICIENT ODES FOR
SPECIFIC FUNCTIONS
1 exp ax
I x exp ax If f a 0 , I x .
f D f a
If f a 0 , factorize f D into
f D D a D . Then
n
x n exp ax
I x .
n! a
I x
1
sin ax b First, split f D in the following manner:
f D f D 1 D 2 D2 D 2 , where 1 D 2 groups
even powers of f D , and D2 D 2 groups odd
powers of f D . Then,
p sin ax b aq cos ax b
I x , where
p2 a2q2
p 1 a 2 and q 2 a 2 . [Note: Use
formula below if p and q are both zero].
1 1 x n
n
I x sin ax b n
I x sin ax b
D 2
a
2 n
2a n !
n
2
I x
1
cos ax b First, split f D as f D 1 D 2 D2 D 2
f D p cos ax b aq sin ax b
Then, I x ,
p2 a2q2
where
p 1 a 2 and q 2 a 2 . [Note: Use
formula below if p an q are both zero.]
1 1 x n
n
I x cos ax b n
I x cos ax b
D 2
a
2 n
2a n !
n
2
Page 21 of 22
Particular integral Result
1 1
I x exp ax V x I x exp ax V x
f D f D a
1 1
I x xn Convert into a differentiation operation by
f D f D
1
expanding in ascending integral powers of
f D
D up to power n
I x
1
xV x 1 1
f D I x x f ' D V x
f D f D
Page 22 of 22