AMS 212A Final 2011

There are 4 problems on this final. Each is worth 30 points, so that answering 3 problems perfectly is
sufficient for an A.

You need to justify all your answers. Answers without justifications will be counted as wrong. If you
have any hesitation about the question, if you think there may be a problem with it or if you just need
clarification, DON’T HESITATE TO ASK!

Calculators are not allowed.

Problem 1: Laplace’s equation in a rectangle with non-homogeneous boundary conditions

Consider the rectangle defined by x ∈ [0, L] and y ∈ [0, H]. We would like to solve the following problem

∇2 u = 0
u(0, y) = a1 (y) , u(L, y) = a2 (y) , u(x, 0) = a3 (x) , u(x, H) = a4 (x) (1)

• Verify that the solution to this problem can be written as u(x, y) = u1 (x, y) + u2 (x, y) + u3 (x, y) +
u4 (x, y) where

∇2 u1 = 0
u1 (0, y) = a1 (y) , u1 (L, y) = 0 , u1 (x, 0) = 0 , u1 (x, H) = 0 (2)

and where u2 , u3 and u4 satisfy a related set of boundary conditions which you must determine.
• What is the solution for u1 ? You should express it as an infinite sum, which will contain terms
involving integrals of a1 (y).
• Either by direct calculation, or using symmetries of the problem, find the solutions for u2 , u3 and
u4 , and deduce the general formal solution for u(x, y).

Problem 2:

The equation governing the diffusion of a magnetic field in a star is the following:
     
∂B 1 ∂ 2 ∂B 1 ∂ ∂B B
=D 2 r + 2 sin θ − 2 2 (3)
∂t r ∂r ∂r r sin θ ∂θ ∂θ r sin θ

when expressed in the standard (r, θ, φ) spherical coordinate system. The boundary conditions are regular
at r = 0, and have B = 0 at the stellar surface.
The star initially has a magnetic field with the following configuration:

B(r, θ, 0) = B0 (r) sin θ (4)

where B0 (r) is an arbitrary function satisfying regularity at the origin, and B0 (R) = 0.

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 • Using separation of variables, assume that B(r, θ, t) = a(t)b(r)c(θ) and find the 3 coupled ODEs
satisfied by the functions a, b and c.

• Show that the angular eigenvalue equation has solutions of the kind

cn (x) = Pn1 (x)

with eigenvalue Kn = n(n + 1), where x = cos θ and where the Pnm (x) are the Associated Legendre
Functions (see textbook equation 7.10.13 and 7.10.15).

• Show that the radial eigenvalue equation has solutions of the kind

bmn (r) = jn (λmn r)

where the jn function is the spherical Bessel function of the first kind, and where you need to find
the eigenvalue λmn . Note that the spherical Bessel functions jn (z) and yn (z) respectively are the
regular and singular solutions of

z 2 f ′′ + 2zf ′ + (z 2 − n(n + 1))f = 0 (5)

for integer values of n. The functions jn (z) are very similar to the regular Bessel functions Jn (z)
(see Abramowitz & Stegun page 438, Figure 10.1 for a graph).

• Using a similar method to the one proving the orthogonality of eigenfunctions of a regular Sturm-
Liouville problem, show directly that
Z R
r2 bmn (r)bm′ n (r)dr = 0
0

when m 6= m′ . Hint: you will need to use the regularity condition at the origin.

• Solve the temporal equation, and write down the general solution B(r, θ, t) (your expression should
contain a certain number of integration constants, that will be determined in the following two
questions).

• Use the following formulas to show that only the n = 1 terms need to be kept:
dm Pn 1
Pnm (x) = (1 − x2 )m/2 , P0 (x) = 1 , P1 (x) = x , P2 (x) = (3x2 − 1)
dxm 2
(Note that the Pn (x) functions are the Legendre Polynomials).

• Finally, fit the initial conditions to your simplified general solution to find the actual solution of the
problem. Your solution will involve some integrals that you do not need to evaluate.

Problem 3: Canonical forms

Consider the equation and initial conditions:

uxx − uxy − 6uyy = 0

• Is this equation hyperbolic, parabolic or elliptic?

• Cast the equation into canonical form

• Solve the equation to find the general solution

• Find the solution given the initial conditions u(x, 0) = f (x) and uy (x, 0) = g(x).

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Problem 4: Traffic flow

Consider the traffic flow problem

ut + (uv(u))x = 0
v(u) = 1 − u if 0 < u < 1 , v(u) = 0 otherwise
u(x, 0) = a if x < 0
u(x, 0) = a + (b − a)x if x ∈ [0, 1]
u(x, 0) = b if x > 1

• What is the equation for the characteristics of this problem? What is the value of u on these
characteristics?

Now assume that a = 1/2 and b = 0.

• Draw the characteristics. What are the equations of the “transition characteristics” (i.e. the char-
acteristics delimiting the various regions).

• Find the solution for u(x, t), and sketch u(x, t) for t = 0 and for a time t > 0. Annotate the axes
carefully.

Now assume that a = 1/2 and b = 3/4.

• The characteristics in the intermediate region all cross in a single point. Show this.

• Draw the characteristics in all three regions. What are the equations of the “transition characteris-
tics” (i.e. the characteristics delimiting the various regions)?. What kind of shock do you expect?
Where does it start?

• Find the solution for u(x, t) before and after the start of the shock.
• Draw a clean complete sketch with all characteristics and shocks.

• Sketch u(x, t), for t = 0, for a time t before the start of the shock and for a time t after the start of
the shock. Annotate the axes carefully.