Math 220 Final Exam

MATH 220: FINAL EXAM – DECEMBER 11, 2009
This is a closed book, closed notes, no calculators exam. There are 7 problems. Solve all
of them. Write your solutions to problems 1, 2 and 3 in blue book(s) #1, and your solutions
to problems 4, 5, 6 and 7 in blue book(s) #2. Within each book, you may solve the problems
in any order. Total score: 200 points.
Use blue book(s) #1 for Problems 1-3!
Problem 1. (i) (20 points) For |y 1| small, solve
xux + yuy = 1, u(x, 1) = x2 .
Sketch the characteristics, and discuss where in R2 is the solution uniquely determined
by the initial data. Does the solution you found extend to this region? Does it extend
to a larger region?
(ii) (15 points) For |x| small, solve
uux + uuy = 1, u(0, y) = y 2 + 1.
Problem 2. Consider the wave equation utt = c2 uxx on the half-line, i.e. on [0, 1)x ⇥[0, 1)t ,
with homogeneous Dirichlet boundary condition u(0, t) = 0, and with initial conditions
u(x, 0) = (x) and ut (x, 0) = (x) for x 0.
(i) (10 points) Find u.
(ii) (8 points) Suppose , are both linear near 0 (i.e. (x) = cx for x small, and similarly
for ), and are C 1 away from a point x0 > 0. Where can you say for sure that u is
C 1?
(iii) (7 points) Suppose that ⌘ 0, and (x) = x for x < 1, (x) = 0 for x > 1. Find
u(x, t) explicitly for t 0. (Hint: it is best to consider di↵erent cases depending on
where (x, t) lies.) Does the location of the singularities (lack of being C 1 ) agree with
what you found in (ii)?
You may use in any part of the problem that if v solves vtt c2 vxx = 0 on R2 then
Z x+ct
v(x ct, 0) + v(x + ct, 0) 1
v(x, t) = + vt (x0 , 0) dx0
2 2c x ct
Problem 3. (25 points) Consider the (real-valued) damped wave equation on [0, `]x ⇥ [0, 1)t
with Robin boundary conditions:
utt + a(x)ut = (c(x)2 ux )x , ux (0, t) = ↵u(0, t), ux (`, t) = u(`, t)
where ↵, 0 are constants, a 0 and c > 0 depend on x only, and there are constants
c1 , c2 > 0 such that c1  c(x)  c2 for all x. (Note that if ↵ = 0 and = 0 then this is just
the Neumann boundary condition! In general, this BC would hold for example for a string if
its ends were attached to springs.) Assume throughout that u is C 2 . Let
Z
1 ` 1
E(t) = (ut (x, t)2 + c(x)2 ux (x, t)2 ) dx + (c(0)2 ↵u(0, t)2 + c(`)2 u(`, t)2 ).
2 0 2
(i) Show that if a ⌘ 0 then E is constant.
(ii) Show that if a 0 then E is a decreasing (i.e. non-increasing) function of t, and that
the solution of the damped wave equation (under the conditions mentioned above)
with given initial condition is unique.
1
2 MATH 220: FINAL EXAM – DECEMBER 11, 2009
Use blue book(s) #2 for Problems 4-7!

Problem 4. (i) (8 points) Consider the following eigenvalue problem on [0, `]:
X 00 = X, X(0) = 0, X 0 (`) = 0.
Find all eigenvalues and eigenfunctions, and show that eigenfunctions corresponding
di↵erent eigenvalues are orthogonal to each other.
(ii) (8 points) Using separation of variables, find the general ‘separated’ solution of the
heat equation (with k > 0 fixed):
ut = kuxx , u(0, t) = 0, ux (`, t) = 0.
(iii) (6 points) Solve the heat equation with initial condition
u(x, 0) = (x),
i.e. give a formula for the series coefficients in part (ii) in terms of .
(iv) (8 points) Now suppose (x) = x(` x)2 . Give an estimate for the coefficients in
the series which implies the uniform convergence of the series on [0, `] ⇥ [0, 1)t , and
explain how the estimate implies uniform convergence. You do not need to compute
the coefficients, though that is one way of getting the desired estimate.
Problem 5. (i) (15 points) For both of the following functions f on [0, `], state whether
the Fourier sine series on [0, `] converges in each of the following senses: uniformly, in
L2 . State what the Fourier series converges to on all of R. Make sure that you give
the reasoning that led you to the conclusions.
(a) f (x) = x2 (` x)4 ,
(b) f (x) = 0, for 0  x  `/2, and f (x) = x `/2 for `/2 < x  `.
(ii) (10 points) For the function f in (b) above, we wish to approximate f by a function
g of the form a1 sin(⇡x/`) + a3 sin(3⇡x/`) on [0, `]. Find the constants a1 and a3 that
R`
minimize the L2 error, 0 |f g|2 dx, of the approximation.
Problem 6. Recall that S(Rn ) is the set of Schwartz functions on Rn .
(i) (7 points) Show that if , 2 C 0 (Rn ) with (1+|x|)N (x), (1+|x|)N (x) both bounded
for some N > n then
Z Z
(F )(⇠) (⇠) d⇠ = (x) (F )(x) dx.
Rn Rn
(ii) (6 points) Define Fu if u is a tempered distribution, i.e. u 2 S 0 (Rn ), and show that this
is consistent with the standard definition if u = ◆ , 2 C 0 (Rn ) with (1 + |x|)N (x)
bounded for some N > n.
(iii) (5 points) Recall that uj ! u in S 0 (Rn ) means that for each 2 S(Rn ), uj ( ) ! u( ).
Show that if uj ! u in S 0 (Rn ) then Fuj ! Fu in S 0 (Rn ).
(iv) (5 points) Show that for 2 C 0 (Rn ) with (1 + |x|)N (x) bounded for some N > n,
F (⇠) = (2⇡)n (F 1
)(⇠).
(v) (7 points) Show the Parseval/Plancherel formula, i.e. that for , 2 S(Rn ),
Z Z
(x) (x) dx = (2⇡) n (F )(⇠) (F )(⇠) d⇠,
Rn Rn
and hence conclude that, up to a constant factor, the Fourier transform preserves
L2 -norms:
kF kL2 (Rn ) = (2⇡)n/2 k kL2 (Rn ) .
MATH 220: FINAL EXAM – DECEMBER 11, 2009 3
Problem 7. In Rn+1 = Rnx ⇥ Rt , we write points as (x1 , . . . , xn , t), and also write x =
Pn @ 2
(x1 , . . . , xn ). With x = j=1 @x2 , consider the modified wave equation in R
n+1
:
j
(1) utt c2 xu u = f.
(i) (12 points) Show that if f 2 S(Rn+1 ), then (1) has a unique solution u in S(Rn+1 )
when Im 6= 0, and give an expression for u in terms of f . Your final formula
may involve the (inverse) Fourier transform. (Hint: use the Fourier transform in all
variables!)
(ii) (12 points) Still assuming Im 6= 0, show that if , 2 S(Rn ), f ⌘ 0 then the PDE
(1) together with the initial conditions
u(x, 0) = (x), ut (x, 0) = (x),
has a unique solution which is bounded as long as t varies in bounded intervals. Again,
give an expression for u in terms of , . Your final formula may involve the (inverse)
partial Fourier transform.
(iii) (6 points) Compare (i) and (ii): in (ii) we impose an arbitrary additional condition:
why does this not violate the uniqueness of (i) (note that for di↵erent the solutions
are certainly di↵erent!)?

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MATH 220: FINAL EXAM – DECEMBER 11, 2009

Use blue book(s) #2 for Problems 4-7!

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