Math2018/2019 Exam Solutions

School of Mathematics, UNSW

Term 1, 2020

1
 4

3. [20 marks]

i) a) [6 marks] We note that

   
2 2 > 3 4 x
3x + 8xy − 3y = ~x A~x where A = and ~x = .
4 −3 y

To find Q, we must diagonalise the symmetric matrix A by finding its eigenvalues

and eigenvectors. Since

(λ − 3) −4
det(λI − A) = = (λ − 3)(λ + 3) − (−4)2
−4 (λ + 3)
= λ2 − 9 − 16 = λ2 − 52 = (λ + 5)(λ − 5),

the eigenvalues are λ1 = 5 and λ2 = −5. Row operations give

     
2 −4 1 −2 2
λ1 I − A = ∼ so ~v1 = ,
−4 8 0 0 1

and      
−8 −4 2 1 −1
λ2 I − A = ∼ so ~v1 = .
−4 −2 0 0 2
√
Since k~v1 k = 5 = k~v2 k, the normalised eigenvectors are
   
1 2 1 −1
v̂1 = √ and v̂2 = √ ,
5 1 5 2
and therefore the desired orthogonal matrix is
 
1 2 −1
Q= √ .
5 1 2
b) [2 marks] We have

~ > A(QX)
~x> A~x = (QX) ~ =X
~ > (Q> AQ)X
~ =X
~ > DX
~ = λ1 X 2 + λ2 Y 2

so 5X 2 − 5Y 2 = 20, which is an hyperbola:

X2 Y 2
− 2 = 1.
22 2
c) [2 marks] Hence, the points (X, Y ) = (2, 0) and (X, Y ) = (−2, 0) are closest
to the origin in the XY -plane. In the original coordinates, the corresponding
points are       
x 1 2 −1 ±2 1 ±4
=√ =√ ,
y 5 1 2 0 5 ±2
√ √ √ √
that is, (x, y) = (4/ 5, 2/ 5) and (x, y) = (−4/ 5, −2/ 5).
ii) a) [2 marks] Since f (t) = 2 − 2u(t − 3), the table of Laplace transforms gives

2 2e−3s 2(1 − e−3s )

F (s) = − = .
s s s
 5

b) [3 marks] Under Laplace transformation, the ODE becomes

s2 X(s) − sx(0) − ẋ(0) + 4[sX(s) − x(0)] + 3X(s) = F (s),

which, after applying the initial conditions x(0) = ẋ(0) = 0, simplifies to

(s2 + 4s + 3)X(s) = F (s).

Thus,
F (s) 2(1 − e−3s )
X(s) = = .
s2 + 4s + 3 s(s + 1)(s + 3)
c) [2 marks] We therefore seek a partial fraction expansion,

2 A B C
= + + ,
s(s + 1)(s + 3) s s+1 s+3

and from 2 = A(s + 1)(s + 3) + Bs(s + 3) + Cs(s + 1) it follows by taking s = 0,

−1 and −3 that 2 = 3A, 2 = −2B and 2 = 6C, so
2 1
A= , B = −1, C= .
3 3
Hence,
 
−s 2 1 1
X(s) = (1 − e )G(s) where G(s) = − + .
3s s + 1 3(s + 3)

d) [3 marks] Using the table, we find that

2 1
g(t) = L−1 {G(s)} = − e−t + e−3t
3 3
and
L−1 {e−3s G(s)} = g(t − 3)u(t − 3),
so
(
g(t), 0 < t < 3,
x(t) = g(t) − g(t − 3)u(t − 3) = .
g(t) − g(t − 3), 3 < t < ∞
 6

4. i) a) [2 marks] The function h(x) is plotted below.

h(x)

π 2 /4

−π π 2π
x

−π 2 /4

b) [6 marks] Since h(x) is an odd function with period 2L = 2π (so L = π), the
Fourier coefficients are an = 0 for n = 0, 1, 2, . . . and
1 π 2 π
Z Z
bn = h(x) sin nx dx = h(x) sin nx dx
π −π π 0
2 π
Z
= h(x) d(−n−1 cos nx)
π 0
for n = 1, 2, . . . . Noting that h(0) = 0 = h(π), integration by parts gives
Z π Z π
2 0 2
bn = h (x) cos nx dx = h0 (x) d(n−1 sin nx),
nπ 0 πn 0
and since sin 0 = 0 = sin nπ with h00 (x) = −2, integrating by parts a second
time gives
Z π Z π
2 00 4 4  −1 π
bn = − 2 h (x) sin nx dx = sin nx dx = −n cos nx 0
.
πn 0 πn2 0 πn2
Since cos nπ = (−1)n , we have

 8 , n = 1, 3, 5, . . . ,

4 n
bn = [1 − (−1) ] = πn3
πn3 
0, n = 2, 4, 6, . . . ,

and therefore
∞  
X 8 sin 3x sin 5x
h(x) = bn sin nx = sin x + + + ··· .
n=1
π 33 53

ii) a) [2 marks] If u(x, y) = F (x)G(y) then

∂ 2u ∂ 2u
2
= F 00 (x)G(y) and 2
= F (x)G00 (y),
∂x ∂y
so u satisfies the Laplace equation iff F 00 (x)G(y) + F (x)G00 (y) = 0. Thus,
F 00 (x) G00 (y)
− = =k
F (x) G(y)
 7

for some separation constant k, implying

π
F 00 (x) + kF (x) = 0 for 0 < x < ,
2
and
G00 (y) − kG(y) = 0 for 0 < y < ∞.
b) [5 marks] Since

∂u
u(0, y) = F (0)G(y) and (π/2, y) = F 0 (π/2)G(y) for 0 < y < ∞,
∂x
the boundary conditions at x = 0 and x = π/2 are satisfied iff F (0)G(y) = 0 =
F 0 (π/2)G(y) for all y. For any non-trivial G, we must therefore ensure that

F (0) = 0 and F 0 (π/2) = 0.

Assuming k = ω 2 > 0, so that F 00 + ω 2 F = 0, we conclude that

F (x) = A cos ωx + B sin ωx.

Thus, F (0) = A implying A = 0 and F 0 (x) = Bω cos ωx, so F (π/2) = Bω cos(ωπ/2)

and we obtain a non-trivial F iff cos(ωπ/2) = 0, which is the case iff ω = n for
n = 1, 3, 5, . . . . Therefore, the non-trivial solutions are

F (x) = B sin nx for n = 1, 3, 5, . . . .

c) [2 marks] With k = ω 2 = n2 so that G00 − n2 G = 0, we see that G(y) =

Ceny + De−ny , and to satisfy u → 0 as y → ∞, we must have C = 0. Thus,
G(y) = De−ny and so

un (x, y) = e−ny sin nx for n = 1, 3, 5, . . . .

d) [2 marks] By superposition, we obtain a solution

u(x, y) = b1 u1 (x, y) + b3 u3 (x, y) + b5 u5 (x, y) + · · · ,

where the coefficients must be chosen so that u(x, 0) = h(x), that is

h(x) = b1 u1 (x, 0) + b3 u3 (x, 0) + b5 u5 (x, 0) + · · ·

= b1 sin x + b3 sin 3x + b5 sin 5x + · · · .

Thus, if h(x) = 3 sin x − 2 sin 3x then we choose b1 = 3, b3 = −2 and b5 = b7 =

· · · = 0, to obtain
u(x, y) = 3e−y sin x − 2e−3y sin 3x.
e) [1 marks] The Fourier expansion from part i) b) shows that

e−3y sin 3x e−5y sin 5x

 
8 −y
u(x, y) = e sin x + + + ··· .
π 33 53