ChE614 Introduction to hydrodynamic stability

Assignment 3 Due Date: 26 March 2020

Linear algebra, eigenfunction expansions
You are free to make use of Matlab/Mathematica/Maple to help you solve the problems. How-
ever, I insist that you solve the eigenvalue and eigenvectors for matrices by hand and show the
calculations in your solution.

1. Determine the eigenvalues and eigenvectors of

 
( ) 0 −1 0
0 1
(a) (b)  1 0 0 
1 0
0 0 1
2. Solve the diffusion equation
∂u ∂2u
=D 2
∂t ∂x
in the domain 0 < x < π/4 subject to initial condition u(x, t = 0) = x(π/4 − x) and
boundary conditions u(0, t) = u(π/4, t) = 0.

3. Solve the diffusion equation

∂u ∂2u
=D 2
∂t ∂x
in the domain 0 < x < L with boundary conditions ∂u = 0 at x = 0 and x = L, and initial
∂x
condition u(x, t = 0) = f (x), with f ′ (0) = f ′ (L) = 0.

4. Solve the Poisson equation

∂2u ∂2u
+ 2 = −f (x, y)
∂x2 ∂y
in the domain 0 < x < π and 0 < y < π with the boundary conditions u(x = 0, y) =
u(π, y) = u(x, 0) = u(x, π) = 0.

5. Solve the equation for waves in a beam:

1 ∂2u ∂4u
+ 4 =0
a2 ∂t2 ∂x
2
subjected to boundary conditions u(0, t) = u(L, t) = 0 and ∂ u2 = 0 at both x = 0 and
∂x
x = L. The initial condition is ∂u = g(x) at t = 0. After obtaining the general solution,
∂t
write down the solution for the specific case of f = 0 and g(x) = g0 δ(x − x0 ).

6. Diffusion in an infinite medium: Solve the diffusion equation

∂u ∂2u
=D 2
∂t ∂x
with u(x, t = 0) = f (x), and the boundary conditions u → 0 as x → ±∞. You must use
the convolution theorem for Fourier transform (look up the web or any textbook on applied
mathematics for the same), and you need to invert the Fourier transform (again look up the
web or any textbook). Now, using your general solution for any f (x), write down the solution
if f (x) = δ(x − x0 ).