Final Math Fall 2019
Final Math Fall 2019
Student ID:
Name:
1. Identify whether the following sentences are true of false. Right answer scores 4 points(pts), while the
wrong answer and no answer score -2pts and 0pts respectively. [4 × 18 = 72 pts]
1
(c) Fourier integral
(d) harmonic function
(e) Discrete Fourier Transform
3. Write 3 cos(3x) − sin(3x) in the form of A cos(ωx + φ). [hint: your answer may have arctan]. [5pts]
4. Prove or disprove that a complex function f (z) = ez is a periodic function. If it is periodic what is the
periodicity? [10pts]
5. Show that the following functions are orthogonal on the prescribed intervals. [15pts]
(a) f1 (x) = x and f2 (x) = x2 on [2,2].[5pts]
(b) The Legendre Polynomials P0 (x) = 1, P1 (x) = x, P2 (x) = 12(3x2 1) on [1,1]. Use this orthogonality
to expand (
−1, (−1 < x < 0)
f (x) =
1, (0 < x < 1)
as follows f (x) = a0 P0 (x) + a1 P1 (x) + a2 P2 (x). [10pts]
6. Based on the given information, setup the corresponding boundary-value problem. You can introduce
physical constants such as thermal conductivity k, heat transfer coefficients h etc., in the equation, if it
is needed. You do not need to solve the problem but present differential equation, range of domain, and
boundary conditions precisely.
(a) Set the equation for the steady-state temperature u in a circular cylinder. The cylinder has radius
1 and height 2. The temperature u has radial symmetry. The lateral side kept at temperature zero.
The top z = 2 is kept at temperature u = 0. The base z = 0 is insulated. [10pts]
(b) Set the equation for unsteady-state temperature T in a infinite pipe (cylinder) of radius a. The
temperature T has radial symmetry. And the variation in z direction is negligible. The pipe is
exposed to the air of temperature T0 . [10pts]
7. Complex-values function f (z) can be considered as the associated mapping from the z-plane to the w =
f (z)- plane. Answer the following question for the given curve in the z-plane.
(a) Consider f (z) = ln z and determine where the curve in the z-plane in the figure gets mapped in the
w-plane. You can qualitatively show it, but need to precisely mark where the starting and end points
along with the points near the branchcuts are mapped on w = f (z)- plane. [5pts]
√
(b) Repeat above problem for f (z) = z. [5pts]
8. Sketch the odd, even, and full periodic extensions of following functions. [6 × 2 = 12 pts]
2
(a) f (x) = ex on [0,1].
(b) g(x) = 4 − x2 on [1,2]
9. The N + 1 complex number zn are given by zn = exp(2πin/N ) for n = 0, 1, 2, · · · N . Evaluate(find) the
PN
value n=0 zn . [10 pts]
10. Find the Fourier sine series coefficients of the function f (x) = cos x on [0, π]. Using the calculated Fourier
π
sine series of f (x), please prove that Σn=1,3,5... (2n)n2 −1 (−1)(n−1)/2 = 8√ 2
. [20 pts]
11. Determine whether the method of separation of variables can be used to replace the following PDEs by
a pair of ODEs if boundary conditions are homogeneous. If so, find the equations. You do not need to
solve those equations. [5 × 3 = 15 pts]
(a) xuxx + tut = 0
(b) uxx + uyy = x
(c) ux + uxt + ut = 0
12. Consider the following boundary valued heat equation:
ut = uxx − 2u,
u (0, t) = 0
x
ux (1, t) = 0
u(x, 0) = f (x)
(a) Use the method of separation of variable to solve for u(x, t). [10 pts]
(b) What is u(x, t) is the initial condition is f (x) = x? [10 pts]
(c) What happens to u as t →
− ∞? [5pts]
(d) Describe how you would the method of finite difference to obtain the approximate solution. [10pts]
13. Find a solution of
Tt = 4Txx − 2T, −∞ < x < ∞, t > 0
T (±∞, t) = 0
T (x, 0) = cos(3πx)
using a Fourier Transform in x following the steps in below. [5 × 5 = 25 pts]
(a) Use Euler’s formula to rewrite the initial condition in terms of exponentials. [5 pts]
(b) Find the Fourier transform of initial condition(a). [5pts]
(c) Rewrite PDE in terms of Fourier Transform of T (x, t) in x. [5 pts]
(d) Solve the ODE obtained in (c) with the initial condition of Fourier Transform in (b). [5 pts]
(e) Take an inverse Fourier Transform of answer of (d) in order to find T (x, t) without using convolution.
[5 pts]