MAT 3310 Computational and Applied Mathematics

(2009-2010, Second Term)

Midterm Examination

Note: The questions are listed with increasing difficulty.

1. (20 marks) Given A~x = ~b. Suppose A is invertible and P A = LU , where P is a permutation matrix, L and U are the lower and upper triangular matrices respectively,
with all diagonal entries 1 in L.
(a) Show that det(A) = (1)k det(U ), where k is the number of row interchanges
in A during the LU factorization.
(b) Given
15x1 + x2
5x1
5x1
x2
10x1

+
+

5x3
x3
8x3
5x3
4x3

+ x4
+ x4
+ x4
2x4 + x5
+ 3x4 6x5

=
36
=
12
= 15
=
14
= 20

Find P , L, and U .
(c) Solve for ~x.
2. (20 marks) The objective is to find in R4 the nearest point to (1, 1, 0, 0) that lies
both on the plane 2x1 2x2 + 2x3 + x4 + 1 = 0 and the supersurface x21 2x1 x2 +
x22 x23 x4 1 = 0.
(a) Express this as a constrained minimization problem.
(b) Reformulate this problem as an unconstrained minimization problem.
(c) Find the stationary points of the unconstrained problem.
(d) Show that the point you find is indeed minimal.
3. (30 marks) Refer to Lecture Notes Chapter 1, Page 4, Figure 1.1 (a).
In this model, we have two walls, n masses with mass= mi > 0, i = 1, ..., n, n + 1
springs with spring constant= ci > 0. Take the downward direction as the positive
direction.
1

(a) Write down the matrix K explicitly, where K~u = f~.

(b) Prove that K is a Symmetric Positive Definite Matrix (SPD).
(c) Prove that K is monotone.
(d) By the results above, show that all masses can only move in the downward
direction, or remain stable.
4. (30 marks) Given the following differential equation:
(
du
d
dx
c dx (x) + q(x)u(x) = f (x)
u(0) = 1, u(1) = 2,
with

c(x) =

(1)

0 x < 12
,
2, 12 < x 1
1
,
2

and q(x) 0, f (x) two continuous functions.

(a) Write down the usual variational formulation of the problem.
(b) Because c(x) is not continuous at x = 21 , we introduce u the restriction of u
to [0, 21 ]; u+ the restriction of u to [ 12 , 1]. Justify the continuity condition at
x = 12 :


1
1
u
= u+
.
2
2
(c) Prove that
1
2

du
dx

|x= 1 = 2
2

du+
dx

|x= 1 .

(d) What is the problem that (u , u+ ) solves?

(e) What do you think of this new formulation in (d)?