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Assignment 04

This document is an assignment covering topics in partial differential equations. It contains 5 questions of equal weight covering Fourier transforms, the diffusion equation with convection, inverse Fourier transforms, the Fourier sine and cosine transforms, and using Laplace transforms to solve partial differential equations. Students must show all work to receive full marks.

Uploaded by

Muntaha Rahman Mayaz
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
40 views

Assignment 04

This document is an assignment covering topics in partial differential equations. It contains 5 questions of equal weight covering Fourier transforms, the diffusion equation with convection, inverse Fourier transforms, the Fourier sine and cosine transforms, and using Laplace transforms to solve partial differential equations. Students must show all work to receive full marks.

Uploaded by

Muntaha Rahman Mayaz
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Assignment 4

This assignment, taken from the exercises in Unit 4, is worth 7.5% of your grade.
We recommend that you hand it in after you complete Unit 4. You must show all of
your work in order to obtain full marks. For your convenience, each exercise
mentions the section of the Study Guide that corresponds to the given problem.

Note: Each of the questions below is of equal weight, and each will be marked out
of twenty (20) points. Remember, to gain full marks, you must show your work.

Section 4.1 1. a. Let F[f (x)] = F (ω) and F −1 [F (ω)] denote the Fourier transform of f (x)
and inverse Fourier transform of F (ω), respectively.
i. Show that the Fourier transform is a linear operator; that is, show that

F[c1 f (x) + c2 g(x)] = c1 F (ω) + c2 F (ω).

ii. Show that the inverse Fourier transform is a linear operator; that is, show
that

F −1 [c1 F (ω) + c2 G(ω)] = c1 f (x) + c2 g(x).

b. If F (ω) is the Fourier transform of f (x), show that the inverse Fourier
transform of eiωβ F (ω) is f (x − β).
Note: This result is known as the “shift theorem” for the Fourier transforms.
Section 4.2 2. a. Solve the diffusion equation with convection:
 2
 ∂u = k ∂ u + c ∂u − ∞ < x < ∞

∂t ∂x2 ∂x
 u(x, 0) = f (x).

Hint: Apply the Fourier transform and then use the convolution theorem and
shift theorem presented in part (b) of the previous question.
b. Sketch the solution u(x, t) found in part (a) of the previous question for
t = 1, t = 2, and t = 3 given that c = 2, k = 1, and the initial condition
f (x) = δ(x), where δ(x) is the Dirac delta function.
∂u
Also, make a brief comment on the effect of the convection term, c , on the
∂x
solution.
Hint: Use the same idea found in the eText (page 452) when considering the
Dirac delta function δ(x) to find the fundamental solution of the heat
equation.
Sections 4.3 3. a. Find the inverse Fourier sine and cosine transforms of F (ω), given that
and 4.4
F (ω) = e−ωβ , β > 0, (ω ≥ 0).

b. Find the Fourier sine and cosine transforms of f (x), given that

f (x) = e−αx , α > 0, (x ≥ 0).

c. Use the definition of the Laplace transform (i.e., use the explicit integration),
to find the Laplace transform of the functions f (t) = 1 and f (t) = eat .

Partial Differential Equations 1


Section 4.3 4. Choose only and appropriately between the Fourier sine transform and the
Fourier cosine transform to solve
∂u ∂2u


 = k 2, x > 0
 ∂t ∂x

 u(x, 0) = f (x)

 ∂u (0, t) = 0.


∂x

Section 4.5 5. Use the Laplace transform to solve


 2
∂ u ∂2u

 2
= c2 2 , −∞ < x < ∞
∂t ∂x
 u(x, 0) = sin x , ∂u (x, 0) = 0.

∂t

2 Mathematics 476

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