UNIVERSITY OF BRISTOL

Examination for the Degree of B.Sc. and M.Sci. (Level II)

APPLIED PARTIAL DIFFERENTIAL EQUATIONS 2

MATH 20402
(Paper Code MATH-20402)

May/June 2010, 2 hours 30 minutes

This paper contains five questions

A candidate’s FOUR best answers will be used for assessment.
Calculators are not permitted in this examination.

Do not turn over until instructed.

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Cont... APDE2-10

1. The function u(x, t) satisfies the heat equation, representing the variation of temperature
across a conducting material, with thermal diffusivity D > 0:

ut = Duxx , 0 < x < 1,

ux (0, t) = 0, t > 0,
u(1, t) = 0, t > 0, (1)

0, 0 < x ≤ a,
u(x, 0) =
1, a < x < 1.

(a) (2 marks)
Describe what the two boundary conditions on x = 0 and x = 1 represent physically
?
(b) (6 marks)
Without solving the problem, sketch the graph of u(x, t) against x for t = 0, for small
times t > 0 and for larger times. How does the value of D affect the way the solution
changes with time ? What would you expect if D < 0 ?
(c) (8 marks)
Separate variables and hence show that the general solution to the heat equation,
satisfying the boundary conditions is
∞
X 2
u(x, t) = an e−Dµn t cos µn x,
n=0

for arbitrary real coefficients an , where the values of µn , n = 0, 1, . . . should be deter-

mined.
(d) (6 marks)
Apply the initial condition to determine the values of an .
(e) (3 marks)
Identify the dominant large-time behaviour of the solution.

Continued...

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 Cont... APDE2-10
Z ∞
e =
2. The Fourier transform of the function f (x) is given by F {f } ≡ f(k) f (x)e−ikx dx.
−∞

(a) (6 marks)
Calculate the Fourier transform of the functions
 1
, |x| < 1,
(i) f (x) = 2 and (ii) f (x) = e−|x| . (2)
0, |x| > 1,

(b) (2 marks)
Show that F {f ′ } = ik f˜(k).
(c) (4 marks)
Prove the identity Z Z
∞ ∞
1
f˜(k)g̃(k)dk = f (x)g(x)dx,
2π −∞ −∞

where the overbar denotes complex conjugation, for a pair of functions f and g. [HINT:
Start by substituting the definition of g̃(k) into the LHS of the equation above.]
(d) (4 marks)
Hence evaluate the integrals
Z ∞ Z ∞
sin2 t sin t
(i) 2
dt, and (ii) dt.
−∞ t −∞ t(t2 + 1)

(e) Consider the PDE for the function u(x, t),

ut + cux = −αu, with u(x, 0) = φ(x), a given function.

i. (3 marks)
Defining ũ(k, t) and φ̃(k) to be the Fourier transform of u(x, t) and φ(x) show
that
ũ(k, t) = φ̃(k)e−(α+ikc)t .
ii. (3 marks)
Using part (c), show that
Z ∞ Z ∞
2 −2αt
|u(x, t)| dx = e |φ(x)|2 dx.
−∞ −∞

iii. (3 marks)
Finally, invert the transform to find an explicit solution u(x, t) in terms of the
function φ.

Continued...

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3. The displacement, u(x, t), of a string of density ρ (mass per unit length) under tension T
(per unit area) satisfies
utt = c2 uxx , (3)
p
where c = T /ρ.

(a) (3 marks)
Determine the dimensions of c.
(b) (4 marks)
Show that u(x, t) = f (x − ct) + g(x + ct) satisfies (3) for arbitrary functions f and g
and state what the two components of the general solution represent.
(c) A point mass, M, is placed at x = 0 along an infinitely-long uniform string. In x < 0,
the general solution is given by u(x, t) = f (x−ct)+g(x+ct) where f is an input signal
(assumed given) and g represents a reflected signal. In x > 0 the general solution is
given by u(x, t) = h(x − ct) where h represents the transmitted signal.
The matching conditions at x = 0 are given as

u(0− , t) = u(0+ , t), and utt (0, t) = c2 µ(ux (0+ , t) − ux (0− , t)),

where µ = ρ/M.
i. (8 marks)
Apply the matching conditions to show

f (−s) + g(s) = h(−s), and f ′′ (−s) + g ′′(s) = µ(h′ (−s) − f ′ (−s) − g ′(s)).

Hence show that g satisfies the following ODE:

g ′ (s) + 2µg(s) = f ′ (−s) + A,

where A is an arbitrary constant.

ii. (6 marks)
Setting A = 0 and letting f (s) = sin ks, (k a positive constant) show that

sin ks + 2(µ/k) cos ks

g(s) = ,
1 + 4µ2 /k 2

and thus determine h(s). Z s

′ eλs (sin s + λ cos s)
[You may use, without proof, the result eλs cos s′ ds′ = ,
−∞ 1 + λ2
where λ is a positive constant.]
iii. (4 marks)
Interpret the solution above in the limits µ → 0 and µ → ∞.

Continued...

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 Cont... APDE2-10

4. (a) (6 marks)
Classify the following equations as linear/non-linear, homogeneous/non-homogeneous
and state the order of the equation.
i. ut + ux = 0,
ii. utt + sin(u) = 1,
iii. ut + (xux )x = u.
(b) The speed and density (number of cars per unit length) of traffic along a straight road
are given by the functions u(x, t) and ρ(x, t) which are assumed to satisfy the equation

ρt + (ρu)x = 0. (4)

i. (2 marks)
In relation to traffic flow briefly explain why it is reasonable to assume u = u(ρ).
ii. (4 marks)
Assume the relation u = umax (1 − ρ/ρc ) and hence reduce (4) to

ρt + g(ρ)ρx = 0,

where g(ρ) should be found.

iii. (6 marks)
From the equation in part (b)(ii), show that the characteristic curves, along which
the solution is constant, are defined by ξ = constant where x = ξ + g(f (ξ))t and
where ρ(x, 0) = f (x).
iv. (7 marks)
At time t = 0, the density of cars is given by

 0, x < 0,
3
f (x) = x, 0 < x < ρc ,
 43
ρ
4 c
, x > ρc .

Sketch the initial density.

Work out the equations of the characteristic curves for the particular initial con-
dition above and hence show that all the characteristics between 0 ≤ x ≤ 34 ρc
pass through a single point in space and time, which should be found. What is
significant about this point ?

Continued...

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 Cont... APDE2-10
5. (a) A substance is diffusing in three dimensions. Its density at the point r at time t is
u(r, t).
i. (2 marks)
Explain what is meant by the flux vector, Φ.
ii. (4 marks)
Show that ut + ∇ · Φ = 0.
iii. (2 marks)
Given that Φ = −D∇u, show that ut = D∇2 u.
(b) In this part of the question, cylindrical polar coordinates (r, θ, z) are used. In this
coordinate system, the Laplacian operator is given by
 
2 1 ∂ ∂ 1 ∂2 ∂2
∇ ≡ r + 2 2 + 2.
r ∂r ∂r r ∂θ ∂z
Consider the steady state conduction of heat in a semi-infinite rod occupying z ≥ 0
and 0 ≤ r ≤ a for 0 < θ ≤ 2π. The temperature is represented by the function u and
the boundary conditions are given as
(i) u = 0, on r = a for 0 < θ ≤ 2π, z > 0
(ii) u = f (r), on z = 0 for 0 < r < a, 0 < θ ≤ 2π,
where f is some given function.
i. (2 marks)
What does condition (i) represent physically ?
ii. (2 marks)
Explain why u is a function of r and z only.
iii. (6 marks)
Assuming the separable form u = R(r)Z(z), show that
(rR′ )′ + k 2 rR = 0, and Z ′′ = k 2 Z,
for some constant k. By introducing the change of variables, x = kr, y(x) = R(r)
show that
R(r) = Ci J0 (z0,i r/a),
where z0,i , i = 0, 1, 2, . . . are given as the zeros of the Bessel function J0 (x), the
bounded solutions of xy ′′ (x) + y ′ (x) + xy(x) = 0.
iv. (4 marks)
Give a careful explanation of the solution of the ODE for Z(z) and hence show
that the general solution of the heat equation satisfying condition (i) can be
written ∞
X
u(r, z) = ai J0 (z0,i r/a)e−z0,i z/a .
i=0

v. (3 marks)
Finally, apply condition (ii) and hence relate the coefficients ai to the function
f (r).

End of examination.

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