Final exam: MATH 212 (Introductory PDEs)

Instructor: Ahmad Sabra

July 25, 2019

Duration: 180 minutes

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Student ID:

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Problem Score
1 /9
2 /8
3 /18
4. Part I /8
4. Part II /10
4. Part III /17
4. Part IV /13
4. Part V /7
5. /15
Total /105

1
[9 points] Problem 1. We consider the following Laplacian equation on the infinite strip
{(x, y) : x ∈ R, 0 ≤ y ≤ 1} 
uxx + uyy = 0

uy (x, 0) =0 .

u(x, 1) = e−|x|


Let û(ω, y) be the Fourier transform of the function u with respect to the variable x. Write the
BVP satisfied by û, solve it then show that

2 ∞
Z
cosh(ωy)
u(x, y) = cos(ωx) dω.
π 0 (1 + ω 2 ) cosh ω

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[8 points=5+3] Problem 2. Wave equation on a metal rod. Consider the following
wave equation modeling the propagation of a wave on a metal rod

utt
 = uxxxx t > 0, x ∈ R
limt→∞ u(t, x) = 0 .
−x2

u(0, x) =e


Let û(t, ω) be the Fourier transform of the u(t, x) with respect to the variable x.

a) Write the IVP satisfied by û solve it then show that

1 2
û(t, ω) = √ e−ω (t+1/4) .
2

b) Conclude a solution u(t, x) to the given wave equation.

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[18 points=2+5+(3+4)+4] Problem 3. In this problem a > 0, and the function σa is
defined as follows (
1 |x| < a
σa (x) = .
0 else
r
2 sin2 aω
a) Show that F(σa ∗ σa ) = 2 .
π ω2

b) Calculate σa ∗ σa (x), and deduce that

σa ∗ σa (x) = (2a − |x|) σ2a (x).

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c) Using the previous parts, evaluate the following integrals
R ∞ sin2 at
i) 0
cos at dt.
t2

R ∞ sin4 at
ii) 0 dt.
t4

d) We consider the following ODE in y := y(x)

1 1
y 00 = δ(x) − δ(x − 2) − δ(x + 2).
2 2
Let ŷ(ω) be the Fourier transform of the function y. Find ŷ(ω), then deduce y a solution
to the given equation.

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[55 points] Problem 4. Fourier series, uniform convergence and heat equation. In
all the parts of the problem f (x) = x sin x, and g(x) = x cos x in L2 ([−π, π]), whose graphs are
given below:

Figure 1: Graph of f Figure 2: Graph of g

[8 points=4+4] Part I. Uniform convergence. Define the sequence of functions fn , gn

on [−π, π] as follows
( (
1
f (x) = x sin x −π ≤ x ≤ π − n g(x) = x cos x −π ≤ x ≤ π − n1
fn (x) = , gn (x) = .
0 π − n1 < x ≤ π 0 π − n1 < x ≤ π,

a) Find the pointwise limit of fn and gn on [−π, π].

b) Say whether each sequence converges uniformly on [−π, π]. Justify your answer.

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[10 points=4+2+2+2] Part II. Convergence of Fourier series. We denote by F S[f ],
and F S[g] the Fourier series of the functions f and g.

a) Calculate the Fourier series of the indicated functions at the given point.
 
15π
F S[f ](π) = · · · F S[g](π) = · · · F S[|g|](π) = · · · F S[g] − = ··· .
4

b) Does F S[g] converge uniformly in R? Justify your answer.

c) Does F S[g] converge uniformly in the interval [−π/2, π/2]? Justify your answer.

d) Does F S[g] converge uniformly in the interval (−π, π)? Justify your answer.

[17 points=4+6+3+4] Part III. Evaluation of Fourier series. Define E(x) = xeix .

a) Calculate the complex Fourier series of E(x), and deduce that

∞
X (−1)n−1 inx
F S[E](x) = ie ,
n=−∞,n6=1
n − 1

where the sum is over all integers different than 1.

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 .

b) Conclude from part a) the following trigonometric Fourier series of f and g

∞
1 X (−1)n−1
F S[f ](x) = 1 − cos x + 2 cos nx.
2 n=2
n2 − 1
∞
1 X (−1)n n
F S[g](x) = − sin x + 2 2−1
sin nx.
2 n=2
n

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 .

c) Deduce the value of the following sums

P∞ (−1)n
i) n=2 .
n2 − 1

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 P∞ 1
ii) n=2 .
(n2 − 1)2

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[13 points=3+6+4] Part IV. Heat equation. Consider the following heat equation with
time dependent damping

ut
 = uxx − tu t > 0, 0 ≤ x ≤ π
ux (t, 0) = ux (t, π) = 0 .

u(0, x) = f (x) = x sin x


a) Writing u(t, x) = F (x)G(t), show that F and G solve the following equations
(
F 00 (x) = λF (x)
0 0
, G0 (t) + (t − λ)G(t) = 0.
F (0) = F (π) = · · ·

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b) Considering the appropriate cases for λ, show that a formal solution is of the form
∞
!
2 2
X
u(t, x) = e−t /2 A0 + An cos(nx) e−n t
n=1

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 c) Find A0 and An , then conclude a formal solution u.

[7 points=2+3+2] Part V. Uniqueness of solutions. Assume u1 and u2 are continuous

solutions to the heat equation given in Part IV, and let v = u1 − u2 .

a) Show that v solves the IBVP


vt
 = vxx − tv t > 0, 0 ≤ x ≤ π
vx (t, 0) = vx (t, π) = · · · .

v(0, x) = · · ·


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 Rπ
b) Define the energy E(t) = 0
v 2 (t, x) dx. Show that E 0 (t) ≤ 0 then deduce that E(t) = 0
for all t > 0.

c) Conclude that u1 = u2 .

[15 points=3+3+2+7] Problem 5. Cauchy-Euler, and linear evolution equation.

Consider the following IBVP modeling diffusion in a non-homogeneous medium



 ut = (x2 ux )x 1 ≤ x ≤ e, t > 0.

u(t, 1) = u(t, e) = 0
 1 P∞ sin (nπ ln x)
u(0, x) = h(x) = √ √ .


x n=1 n n

a) Show that h(x) is continuous for 1 ≤ x ≤ e.

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b) Find uE the equilibrium solution to the given model.

c) Show that the eigensolutions to the given IBVP are of the form uλ (t, x) = eλt v(x), such
that v solves the following Cauchy Euler equation
(
x2 v 00 + 2xv 0 − λv = 0
.
v(1) = v(e) = · · ·

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d) Studying the cases 1 + 4λ = 0, 1 + 4λ = w2 > 0, and 1 + 4λ = −w2 < 0, show that a
formal solution to the given IBVP is of the form
∞
e−t/4 X 2
u(t, x) = √ An sin (nπ ln x) e−(nπ) t ,
x n=1

and find the corresponding An .

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