ADE Exam, Spring 2023

Department of Mathematics, UCLA

1. [10 points]

(a) Consider the dynamical system

dx
= y,
dt
dy
= −x − ϵx2 y , (x, y) ∈ R2 , (1)
dt
where ϵ ≥ 0 is a parameter.
Determine the stability of the equilibrium point at (0, 0).
(b) Consider the dynamical system

dx
= y,
dt
dy
= x − x3 − δy + x2 y , (x, y) ∈ R2 , (2)
dt
where δ > 0 is a constant.
Determine the equilibrium points of (2), and use linear stability analysis to classify
√ their
type and (when possible) their stability. Show that the two vertical lines x = ± δ divide
the phase plane into three regions such that a periodic orbit cannot exist entirely in one
of these regions.

2. [10 points] Consider the Legendre equation

d2 y dy
(1 − x2 ) − 2x + ℓ(ℓ + 1)y = 0 , −1 ≤ x ≤ 1 , (3)
dx2 dx
where ℓ ≥ 0 is an integer. Let Pℓ denote the solution of (3) that satisfies Pℓ (1) = 1.

(a) Show that x = 1 is a regular singular point. Find the indicial equation and indicial
exponents, and find the leading terms of the series expansion at x = 1 for two linearly
independent solutions. Use them to explain why the condition Pℓ (1) = 1 is sufficient to
uniquely determine Pℓ .
P∞
(b) Derive a recursion relation for the coefficients of the series expansion y(x) = k=0 ak xk
for solutions of (3). Using this relation, show that Pℓ is a polynomial that (i) consists
only of even powers when ℓ is even and (ii) consists only of odd powers when ℓ is odd.
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(c) Using the Rodrigues formula

1 dℓ h 2
ℓ i
Pℓ (x) = x − 1 , (4)
2ℓ ℓ! dxℓ
or otherwise, show that Pℓ satisfies the orthogonality relation
Z 1
Pℓ (x)Pm (x) dx = 0 , (5)
−1

and determine the value of the integral (5) when ℓ = m.

3. [10 points] Consider the energy functional E[u], which is defined for u ∈ C 2 (D) by
Z
1
|∇u|2 + u2 dn x ,


E[u] =
2 D
where D ⊂ Rn is a bounded and open set. Assume that u = g(x) is known on ∂D.
(a) Derive the partial differential equation that is satisfied by the minimizer of E. Starting
from the minimization principle, prove that solutions of this PDE are unique.
(b) Suppose that n = 1, D = (−1, 1), and u(−1) = u(1) = 1. Find an approximate solution
of your PDE from (a) that takes the form u = 1 + A(1 − x2 ). That is, find the value of
A that minimizes the energy functional.

4. [10 points] Consider the nonlinear partial differential equation

ut = ∆u − u3 , x ∈ D , 0 < t < T ,

where D ⊂ Rn is a bounded and open set. You may assume that solutions exist and are
C 2,1 (D × (0, T )) ∩ C(D̄ × [0, T ]). Show that the solutions of the PDE are unique.

5. [10 points] Consider the one-dimensional partial differential equation

u(x, 0) = 0 , x < 0; u(x, 0) = 1 , x>0

and boundary conditions

u → 0 as x → −∞ and u → 1 as x → ∞ .
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(a) Show that the PDE does not have a traveling-wave solution that is compatible with
these boundary conditions, even when the derivatives are interpreted in the sense of
distributions.
(b) Derive the weak solution of the PDE.
[Note: You do not need to derive the Hopf–Lax formula, but you should state the formula
carefully if you use it.]

6. [10 points] Consider the partial differential equation

ut + uux = −u ,

with initial condition

u(x, 0) = 1 , x < 0 ; u(x, 0) = 0 , x > 0 .

(a) Show that for a smooth solution, the PDE can be written in terms of the “characteristic”
variable x = ξ(t) as
d dξ
u(ξ(t)) = −u(ξ(t)) ; = u.
dt dt
(b) Suppose that u(0, 0) takes values α ∈ (0, 1). Solve for the characteristics ξα (t) starting
from x = 0 with the initial value u = α.
(c) Using the result from (b), solve the Riemann problem with the initial condition above.
Write your answer in terms of the Eulerian variables x and t.

7. [10 points] Consider the Korteweg–de Vries (KdV) equation

ut + uxxx + 6uux = 0 , x ∈ R, t > 0, u(x, 0) = f (x) .

Assume that the function u(x, t) and all of its derivatives vanish as |x| → ∞.
(a) Show that the following are conserved quantities in time:
Z ∞ Z ∞ 
2 1 2 3
u (x, t) dx ; ux (x, t) − u (x, t]) dx .
−∞ −∞ 2

(b) Show that the KdV equation does not preserve positivity of the solution by constructing
an initial condition f that is nonnegative for which the solution becomes negative at a
later time.
[Hint: Consider a local minimum for which the third derivative in space is nonzero.]
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8. [10 points] Solve the initial-value problem

utt − 2uxt − 15uxx = 0 ,

with u(x, 0) = g(x) and ut (x, 0) = h(x).

[Hint: Consider factoring the differential operator.]