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    Pdek 0 Q

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    Universität Bielefeld
    This document contains a 120 minute exam on partial differential equations consisting of 5 problems. Problem 1 covers the Green's function of the Laplace operator, representation of functions using Green's functions, and properties of Green's functions. Problem 2 covers the Harnack inequality, uniform convergence of harmonic functions, and the Liouville theorem. Problem 3 covers the heat equation Cauchy problem, heat kernel, uniqueness of solutions, and properties of running waves. Problem 4 covers the heat equation mixed problem, uniqueness of solutions, representation of solutions as Fourier series, and solving examples. Problem 5 covers the Laplace eigenvalue problem, properties of eigenvalues, orthogonality of eigenfunctions, and representation of wave equation solutions using separation of variables.

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    Pdek 0 Q

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    This document contains a 120 minute exam on partial differential equations consisting of 5 problems. Problem 1 covers the Green's function of the Laplace operator, representation of functions using Green's functions, and properties of Green's functions. Problem 2 covers the Harnack inequality, uniform convergence of harmonic functions, and the Liouville theorem. Problem 3 covers the heat equation Cauchy problem, heat kernel, uniqueness of solutions, and properties of running waves. Problem 4 covers the heat equation mixed problem, uniqueness of solutions, representation of solutions as Fourier series, and solving examples. Problem 5 covers the Laplace eigenvalue problem, properties of eigenvalues, orthogonality of eigenfunctions, and representation of wave equation solutions using separation of variables.

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    Exam in partial differential equations

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    This document contains a 120 minute exam on partial differential equations consisting of 5 problems. Problem 1 covers the Green's function of the Laplace operator, representation of functions using Green's functions, and properties of Green's functions. Problem 2 covers the Harnack inequality, uniform convergence of harmonic functions, and the Liouville theorem. Problem 3 covers the heat equation Cauchy problem, heat kernel, uniqueness of solutions, and properties of running waves. Problem 4 covers the heat equation mixed problem, uniqueness of solutions, representation of solutions as Fourier series, and solving examples. Problem 5 covers the Laplace eigenvalue problem, properties of eigenvalues, orthogonality of eigenfunctions, and representation of wave equation solutions using separation of variables.

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    © All Rights Reserved
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    8 views2 pages

    Pdek 0 Q

    Uploaded by

    Universität Bielefeld
    This document contains a 120 minute exam on partial differential equations consisting of 5 problems. Problem 1 covers the Green's function of the Laplace operator, representation of functions using Green's functions, and properties of Green's functions. Problem 2 covers the Harnack inequality, uniform convergence of harmonic functions, and the Liouville theorem. Problem 3 covers the heat equation Cauchy problem, heat kernel, uniqueness of solutions, and properties of running waves. Problem 4 covers the heat equation mixed problem, uniqueness of solutions, representation of solutions as Fourier series, and solving examples. Problem 5 covers the Laplace eigenvalue problem, properties of eigenvalues, orthogonality of eigenfunctions, and representation of wave equation solutions using separation of variables.

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    of 2

    Probeklausur “Partial Differential Equations”, SS 2023

    Duration of the exam 120 min


    Each problem is worth of 25 points
    Full mark (Note 1,0) ≈ 90-95 points, pass mark (Note 4,0) ≈ 45-50 points

    Problem 1
    9 pts (a) Give the definition of the Green function of the Laplace operator in a bounded domain
    Ω ⊂ Rn . State and prove a formula for representation of any function u ∈ C 2 (Ω) via Δu
    and u|∂Ω by means of the Green function.
    Hint. Use a theorem about a representation of u by means of the fundamental solution.

    8 pts (b) State a formula for the Green function G (x, y) in a ball BR (0) in Rn with n > 2. Prove
    this formula in the case y = 0.

    8 pts (c) Let Ω be a bounded domain in Rn , and assume that the Green function G(x, y) exists for
    Ω. Prove that G(x, y) ≥ 0 for all distinct x, y ∈ Ω.
    Hint. You may use without proof the generalized maximum principle in Ω \ {y}.

    Problem 2
    8 pts (a) State and prove the Harnack inequality for harmonic functions.
    Hint. Use the Poisson formula for representation of a harmonic function in a ball.

    9 pts (b) State and prove Harnack’s first theorem about uniformly convergent sequences of har-
    monic functions.

    8 pts (c) Let u be a non-negative harmonic function in Rn . Prove that u = const in Rn (Liouville
    theorem).
    Hint. Use the Harnack inequality in an arbitrary ball BR .

    Problem 3
    8 pts (a) Formulate the Cauchy problem for the heat equation. Give the definition of the heat
    kernel (the Gauss-Weierstrass function). State without proof a theorem about existence
    of a bounded solution to the Cauchy problem.

    9 pts (b) State without proof the parabolic maximum principle (including the definition of the
    parabolic boundary). State and prove a theorem about uniqueness of a bounded solution
    to the Cauchy problem for the heat equation.

    8 pts (c) A solution u (x, t) of the 1-dimensional heat equation ∂t u = ∂xx u is called a running wave
    if it has the form u (x, t) = f (x + at) for some a ∈ R and some function f : R → R.
    Prove that u is a running wave if and only if
    
    u (x, t) = C1 exp ax + a2 t + C2

    for some a ∈ R and C1 , C2 ∈ R.

    1
    Problem 4
    8 pts (a) Formulate the mixed problem for the heat equation in a bounded domain U ⊂ Rn . State
    and prove a uniqueness result for solution of this problem.

    9 pts (b) Consider the following mixed problem for the heat equation:

     ∂t u = ∂xx u in (0, π) × (0, ∞)
    u (0, t) = u (π, t) = 0 for t ∈ [0, ∞) , (1)

    u (x, 0) = ϕ(x) for x ∈ [0, π]
    P∞
    where ϕ(x) is a given function on [0, π]. Prove that if ϕ(x) =
    P k=1 ck sin kx where
    ∞
    k=1 |ck | < ∞, then the series

    ∞
    X 2
    u (x, t) = ck e−k t sin kx
    k=1

    determines a solution of (1).

    8 pts (c) Solve the problem (1) for ϕ(x) = x2 (π − x) . Prove that, for any t > 0,
    Z π X 1
    −k2 t
    u (x, t) dx = 8 4
    e .
    0 k odd
    k

    Hint. You may use that


    Z π 
    2 − 6π
    k3
    , k even
    x (π − x) sin kx dx = 2π .
    0 k3
    , k odd

    Problem 5
    8 pts (a) Formulate the eigenvalue problem for the Laplace operator in a bounded domain U ⊂ Rn .
    Assuming that U is a bounded connected region, prove that any eigenvalue λ of this
    problem is positive.
    Hint. Use the 1st Green formula in U for functions u, v ∈ C 2 (U ) ∩ C 1 (U ).

    8 pts (b) Let v1 , v2 be two eigenfunctions of the above eigenvalue problem in U , with the eigenvalues
    λ1 , λ2 , respectively. Prove that if λ1 6= λ2 then
    Z
    v1 v2 dx = 0. (2)
    U

    9 pts (c) Formulate the mixed problem for the wave equation in Ω = U × (0, ∞) . By means of the
    method of separation of variables, represent a solution of the mixed problem in terms of
    a series using the eigenvalues {λk } and the eigenfunctions {vk } in U . No justification of
    this method is needed.

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