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    Homework 6: AMATH 353 Partial Differential Equations and Waves Weston Barger Summer 2016

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    This document contains instructions for homework 6 in the class AMATH 353 on partial differential equations and waves. It includes 5 problems related to Fourier series and transforms, properties of linearity, solutions to heat equations with convection terms, and the shift theorem. The homework is due on August 10, 2016.

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    Homework 6: AMATH 353 Partial Differential Equations and Waves Weston Barger Summer 2016

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    ranv
    86 views2 pages
    This document contains instructions for homework 6 in the class AMATH 353 on partial differential equations and waves. It includes 5 problems related to Fourier series and transforms, properties of linearity, solutions to heat equations with convection terms, and the shift theorem. The homework is due on August 10, 2016.

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    AMATH351

    Original Title

    hw06.1.01

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    This document contains instructions for homework 6 in the class AMATH 353 on partial differential equations and waves. It includes 5 problems related to Fourier series and transforms, properties of linearity, solutions to heat equations with convection terms, and the shift theorem. The homework is due on August 10, 2016.

    Copyright:

    © All Rights Reserved
    86 views2 pages

    Homework 6: AMATH 353 Partial Differential Equations and Waves Weston Barger Summer 2016

    Uploaded by

    ranv
    This document contains instructions for homework 6 in the class AMATH 353 on partial differential equations and waves. It includes 5 problems related to Fourier series and transforms, properties of linearity, solutions to heat equations with convection terms, and the shift theorem. The homework is due on August 10, 2016.

    Copyright:

    © All Rights Reserved
    of 2

    AMATH 353

    Partial Differential Equations and Waves


    Weston Barger
    Summer 2016
    Homework 6
    Due: Wednesday, August 10, 2016

    1. Recall that for a continuous function on [–L, L], we define the Fourier series of f (x ) to be
    ∞
    a0 X  nπx   nπx 
    + an cos + bn sin ,
    2 L L
    n=1

    where

    1 L 1 L
    Z  nπx  Z  nπx 
    an = f (x ) cos dx , bn = f (x ) sin dx ,
    L –L L L –L L

    for n = 1, 2, 3, · · ·. Parseval’s Theorem states that


    ∞
    1 π 2
    Z
    1 X
    f (x ) dx = a02 + an2 + bn2 . (0.1)
    L –π 2
    n=1

    This theorem can be thought of as a kind of conservation of energy.


    The Basel problem, first stated in 1644, is to determine to what value the series
    ∞
    X 1
    n2
    n=1

    converges. Euler’s solution of the Basel problem lauched him into fame in 1735 (he was 28 at the
    time) when he provided a proof in which he manipulated Taylor series. Euler solved this problem in 3
    different ways in his lifetime, and since mathematicians have continually provied for interesting, and
    enlightening approaches to this same problem.

    Let f (x ) = x on the interval [–π, π] and compute the Fourier series of f (x ). Then, use (0.1) to solve
    the Basel problem.

    1
    2. Let f (x ) and g(x ) be functions defined on R and let c1 , c2 ∈ R. Show that F is linear i.e.

    F{c1 f (x ) + c2 g(x )} = c1 F{f (x )} + c2 F{g(x )}.

    3. Consider the problem


    (
    x ∈ (–∞, ∞), t ∈ (0, ∞)
    ut = σuxx – γu, (0.2)
    u(x , 0) = f (x )

    We will see what effect the term –γu has on the solution.

    (a) Show that the solution to (0.2) is the inverse Fourier transform of
    2
    U (ω, t ) = c(ω)e –(σω +γ)t , c(ω) = F{f (x )}.

    (b) Following the steps outlined in lecture 10, compute F–1 {U (ω, t )}. Your answer will involve an
    integral. HINT: We have that F–1 {g(t )h(ω, t )} = g(t )F–1 {h(ω, t )}, since g(t ) does not depenend
    on the variable of integration ω.
    (c) In one sentance, describe how the solution to the heat equation with convection (0.2) relates to
    the standard heat equation, whose solution we saw in lecture 10.

    4. Let F (ω) be the Fourier transform of f (x ) and let β be a constant. Show that
    n o
    F–1 e i βω F (ω) = f (x – β).

    This result is known as the shift theorem.

    5. Consider the problem


    (
    x ∈ (–∞, ∞), t ∈ (0, ∞),
    ut = σuxx + cux , (0.3)
    u(x , 0) = f (x ).

    This PDE is known as the heat equation with convection.

    (a) Compute the Fourier transform of the PDE in (0.3).


    (b) Solve the resulting ODE, including applying the initial condition.
    (c) Use the result in the previous exercise (i.e. the shift theorem) to compute the inverse Fourier
    transform. Recall that when F{f (x )} = c(ω), we had
    Z ∞
    –1 –σω 2 t 1 1 2
    v (x , t ) = F {c(ω)e }= f (y) √ e –(x –y) /(4σt ) dy.
    2π –∞ 4πσt

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