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Advanced Methods of Applied Mathematics

MATH10086

Monday 18 May 2020


13:00 – 16:00 * †

*
If you have extra time for in-person exams (according to your Schedule of Adjustments)
then you are entitled to a fixed additional 1 hour for this remote examination.

You will have an additional 1 hour to assemble and submit your PDF.

Attempt all questions

A Laplace Transform Table is attached.

Important instructions
1. Start each question on a new sheet of paper.
2. Number your sheets of paper to help you scan them in order.
3. At the top of each page write the question number on the left and your student exam
number BXXXXXX on the top right.
4. Only write on one side of each piece of paper.
5. If you have rough work to do, simply include it within your overall answer – put
brackets at the start and end of it if you want to highlight that it is rough work.

This examination will be marked anonymously.


MATH10086 1

(1) Find the first two terms in both the inner and outer expansions of the solution of the
ordinary differential equation

d2 y dy
 2 + (2 − x) + 2y = 0,
dx dx
where 0 <   1, for the boundary conditions y(0) = 0 and y(1) = 1. [20 marks]

(2) The modified Bessel function of the second kind of order n, Kn (x), is given by the
integral expression Z ∞
Kn (x) = e−x cosh t cosh(nt) dt. (1)
0

(a) Show that the first term in the asymptotic expansion of Kn (x) as x → ∞ is

π
Kn (x) ∼ √ e−x .
2x
[5 marks]
(b) Use Watson’s Lemma and your result in part (a) to find the first two terms in
the asymptotic expansion of Kn (x) as x → ∞.
Note that  √ 
cosh−1 z = log z + z 2 − 1
and the Taylor series about the origin
• of cosh z is 1 + 21 z 2 + 24
1 4
z + ...
• of log(1 + z) is z − 2 z + 31 z 3 − . . .
1 2

[15 marks]

(3) Use Laplace transforms to find the solution of the initial-boundary value problem for
the wave equation
∂ 2u 2
2∂ u
2
= c 2
+ F0 e−αt , 0 < x < ∞,
∂t ∂x
where α > 0, with the initial conditions
∂u
u = 0, =0
∂t
at t = 0, 0 < x < ∞, and the boundary value u(0, t) = G(t), t > 0, where G(t) is an
arbitrary function. The physical boundary condition that u is bounded as x → ∞ is
taken as given. Here, F0 and α are constants.
NOTE: Do not use Green’s functions to find the solution. [20 marks]

[Please turn over]


MATH10086 2

(4) Find the solution of the first order partial differential equation

∂u ∂u
+ u3 =0
∂t ∂x
with the initial condition


 0, x > L,

u1 , 0 ≤ x ≤ L,
u(x, 0) =

 −u1 , −L ≤ x < 0,

0, x < −L.

Note that u1 > 0 and L > 0 and that both u1 and L are constants. Be careful to
give the full solution for all possible solution regimes. These regimes will depend on
time intervals, which should be detailed. [20 marks]

[Please turn over]


MATH10086 3

The Laplace Transform


Z ∞
f¯(s) ≡ e−st f (t)dt ≡ L{f (t)} (= F (s))
0

f (t) (t > 0) f¯(s)


1
1 s
1
t s2
n!
tn n = 0, 1, 2, · · · sn+1
1
eat s−a
n!
tn eat (s−a)n+1
ω
sin ωt s2 +ω 2
s
cos ωt s2 +ω 2
a
sinh at s2 −a2
s
cosh at s2 −a2
2ωs
t sin ωt (s2 +ω 2 )2
s2 −ω 2
t cos ωt (s2 +ω 2 )2
e−bs
H(t − b) Heaviside unit function s

δ(t − b) Dirac δ-function e−bs

Some useful results:

Derivatives f ′ (t) sf¯(s) − f (0)


f (n) (t) sn f¯(s) − sn−1 f (0) − · · · − sf (n−2) (0) − f (n−1) (0)
Rt
Integral 0 f (τ )dτ s−1 f¯(s)
eat f (t) f¯(s − a) 1st shift theorem
H(t − b)f (t − b) e−bs f¯(s) 2nd shift theorem
Rt
0 f (τ )g(t − τ )dτ = (f ∗ g)(t)
Rt
= (g ∗ f )(t) = 0 f (t − τ )g(τ )dτ f¯(s)ḡ(s) Convolution theorem

School of Mathematics

[End of Paper]

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