Question 1

a) Suppose that u(x, t) is a solution of the IVP

utt = c2 uxx , u(x, 0) = φ(x), ut (x, 0) = ψ(x), for (x, t) ∈ R × (0, ∞).

Let φ(x) have first order and second order derivatives be continuous and the
first order derivatives of ψ(x) be continuous. Then the above problem has a
unique classical solution u(x, t) which is given by
x+ct
φ(x − ct) + φ(x + ct)
Z
1
u(x, t) = + ψ(y)dy.
2 2c x−ct

Consider the following problem:

utt = uxx for (x, t) ∈ R × (0, ∞),

x
u(x, 0) = e ,
ut (x, 0) = sin(x).

Find u(x, t).

[4 marks]

b) Use the Newton-Raphson method and iterate three times in order to find the
solution of f (x) = x3 − 2x − 5.
You may start with an initial approximation x0 = 2.0.

[4 marks]

c) (i) Find the Fourier series of the function f (x) = cosh(x) on the interval
[−π, π].
∞
X 1
(ii) Hence, or otherwise, evaluate 2
.
n +1
n=1

[3 + 2 marks]
Question 2

(a) (i) Show that the non trivial solution of the following heat equation

Ut − kUxx = 0, 0 < x < L, t>0 (2)

which is subjected to the boundary conditions:

U (0, t) = U (L, t) = 0

is given by
∞
X nπx −k( nπ )2 t
U (x, t) = bn sin e L . (3)
L
n=1

(ii) Using the initial condition

 
5πx
U (x, 0) = 3 cos ,
L
show that
Z l  
2 5πx  nπx 
bn = 3 cos sin dx, n = 1, 2, 3, · · · (4)
l 0 l l

(iii) For n 6= 5, show that the integral given by Eq. (4) can be evaluated to
−3  3
(−1)n+5 − 1 − (−1)n−5 − 1 .
  
bn = (5)
(n + 5)π (n − 5)π

You may use the identity: sin a cos b = 12 (sin(a + b) + sin(a − b)).

(iv) For n = 5, show that the integral given by Eq. (4) can be simplified to

3 l
Z  
10πx
bn = sin dx. (6)
l 0 l

(v) Using Eqs. (5) and (6), evaluate bn .

[4 + 2 + 4 + 3 + 4 marks]
(b) Without any calculations, show that there does not exist any matrix P such
that
P −1 QP = D,
where D is a diagonal matrix and
 
π 1 2
Q =  0 π 3 .
0 0 π

[8 marks]
Question 3

(a) Let µ ∈ R+ and fµ be defined as follows:

fµ (x) = x2 − µ.

(i) Let x(0) ∈ R be fixed. Write down the Newton-Raphson algorithm in

order to find the root of fµ (x) = 0.
(ii) Suppose x(0) > 0. Show that the sequence x(k) k≥1 is bounded below


√
by µ.
(iii) Show that the sequence x(k) k≥0 is convergent and find the limit.

[2 + 4 + 4 marks]

(b) Suppose that γ is a constant. Show that

u(x, t) = e2t v(x − t, t) (7)

is a solution to the partial differential equation given by

ut + ux = γuxx + 2u, (8)

if and only if v(x, t) is a solution of vt − γvxx = 0.

[15 marks]
Fourier Series
Let f be a piecewise continuous function on the interval [−T, T ]. The Fourier
series of f is the trigonometric series
∞ n
a0 X  nπx   nπx o
f (x) ≈ + an cos + bn sin ,
2 T T
n=1

where an and bn are given by

Z T
1  nπx 
an = f (x) cos dx, n = 0, 1, 2, · · · ,
T −T T
Z T
1  nπx 
bn = f (x) sin dx, n = 1, 2, 3 · · · .
T −T T
Fourier Cosine and Sine Series
The Fourier Cosine series of a function f of period 2T is given by
∞
X  nπx 
f (x) ≈ a0 + an cos ,
T
n=1

where an is given by
Z T
1
a0 = f (x)dx
T 0
and Z T
2  nπx 
an = f (x) cos dx, n = 0, 1, 2, · · ·
T 0 T
and the Fourier sine series of a function f of period 2T is given by
∞
X  nπx 
f (x) ≈ bn sin ,
T
n=1

where bn is given by
Z T
2  nπx 
bn = f (x) sin dx, n = 1, 2, 3 · · ·
T 0 T