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MA30059 Mathematical Methods
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1. (a) Consider the ball [8]
B1(0) = {(x1, x2) ∈ R2 : x21 + x22 < 1},
and the functions
u1(x1, x2) = x1x2, (x1, x2) ∈ B1(0), u2(x1, x2) = x21x2−x1x22, (x1, x2) ∈ B1(0).
(i) Explain why the function u1 is harmonic on B1(0).
(ii) Is the function u2 harmonic in B1(0)? Justify your answer.
(iii) Determine the maximum of |u1| on the circle {(x1, x2) ∈ R2 : x21 + x22 = 1}.
(iv) Show, without invoking the maximum principle or the weak maximum
principle, that the principle of maximum of modulus holds for u1 on B1(0).
(b) The fundamental solution for the Laplace operator in two dimensions is [6]
Φ(x) =
1
2pi
log
1
|x| , x ∈ R
2 \ {0}.
(i) Show that Φ is harmonic in the annulus
A = {(x1, x2) ∈ R2 : 1/2 < |x| < 2}.
(ii) Like Φ, the constant function f(x) = −(log 2)/(2pi), x ∈ A, is harmonic in A
and has the same boundary values on {(x1, x2) ∈ R2 : |x| = 2}. Explain why
this does not contradict the uniqueness theorem for the Dirichlet problem.
(iii) Using the maximum principle for the Laplace operator, determine the
maximum and the minimum of Φ− f on A.
(c) Consider the boundary-value problem [6]
∆u = 0 on A,
u|S1/2(0) = 0, u|S2(0) = 1,
(A)
where SR(0), R > 0, denotes the circle of radius R centred at zero. Using separation
of variables, determine the solution u to (A). You may wish to use the expression
for the Laplace operator in polar coordinates:
∂2
∂r2
+
1
r
∂
∂r
+
1
r2
∂2
∂φ2
,
where r is the distance from the origin, φ is the polar angle.
Page 3 of 6 MA30059/MA40059/MA50059
2. Consider a bounded region Ω ⊂ Rd, d = 2 or d = 3, with C1 boundary.
(a) Suppose that u ∈ C2(Ω) satisfies the Laplace’s equation ∆u = 0 in Ω. [6]
(i) Using the representation theorem for C2 functions in terms of potentials, argue
that the values of u in Ω can be recovered from the values of u on the boundary
∂Ω and the values of the normal derivative ∂u/∂n on ∂Ω.
(ii) Using the uniqueness theorem for a suitable Dirichlet problem, explain why
just the values of u on ∂Ω fully determine u everywhere in Ω.
(b) Consider the Green’s function G = G(x, y) for the Laplace operator on Ω and write
g(x, y) = G(x, y)− Φ(x− y), x ∈ Ω, y ∈ Ω, x 6= y,
where
Φ(x) =
1
2pi
log
1
|x| , x ∈ R
2 \ {0},
1
4pi|x| , x ∈ R
3 \ {0},
is the fundamental solution for the Laplace operator. [14]
(i) For a given y ∈ ∂Ω, express the function g(x, y), x ∈ Ω, in terms of the
fundamental solution Φ.
(ii) For each x ∈ Ω, write, in terms of Φ, the data for the Dirichlet problem solved
by g(x, y), y ∈ Ω.
(iii) Suppose that Ω is the ball of radius 2 centred at zero. Explain why the function
g(0, y), y ∈ ∂Ω, is positive valued for d = 2 and negative valued for d = 3.
(iv) Given that for the case when Ω = BR(0) ⊂ R3 is the ball of radius R centred
at zero, one has
∂G
∂ny
(x, y) = − R
2 − |x|2
4piR|y − x|3 , x ∈ Ω, y ∈ ∂Ω,
use the formula for the solution to the Dirichlet problem on BR(0) to verify the
validity of the mean-value theorem for the value at zero of a harmonic function
in BR(0) in terms of its values on ∂BR(0).
Page 4 of 6 MA30059/MA40059/MA50059
3. Consider the square Ω := {x = (x1, x2) ∈ R2 : 0 < x1 < 1/2, 0 < x2 < 1/2} and a value
T > 0.
For continuous functions f = f(x, t), (x, t) ∈ Ω× (0, T ], ψ = ψ(x, t), (x, t) ∈ ∂Ω× [0, T ],
and ϕ = ϕ(x), x ∈ Ω, consider the initial boundary-value problem for u = u(x, t) :
ut(x, t)−∆xu(x, t) = f(x, t), x ∈ Ω, t ∈ (0, T ], (B)
u(x, 0) = ϕ(x), x ∈ Ω, (C)
u(x, t) = ψ(x, t), x ∈ ∂Ω, t ∈ [0, T ]. (D)
(a) [4]
(i) Suppose that u1, u2 are solutions to the problem (B)–(D). For each T > 0,
show that u1 = u2 on the parabolic boundary of Ω× (0, T ].
(ii) Hence, argue that the problem (B)–(D) cannot have more than one solution.
(b) Consider the initial boundary-value problem (B)–(D) with T = ∞, replacing the
intervals (0, T ], [0, T ] with (0,∞), [0,∞), respectively. [4]
(i) Suppose that the heat-source density f(x, t) and the boundary data ψ(x, t) are
zero for all (x, t). What can be said about the absolute value of the solution
u = u(x, t) to (B)–(D) as t→∞?
(ii) Suppose that f and ψ are independent of time t. What can you say about the
behaviour of the solution u = u(x, t) to (B)–(D) as t→∞?
(c) [12]
(i) Determine all solutions u = u(x, t) of the equation
ut = ∆xu, x = (x1, x2) ∈ Ω, t ∈ (0, T ],
that have the form
u(x, t) = X1(x1)X2(x2)T(t), x ∈ Ω, t ∈ [0, T ], (E)
where X1, X2 have two continuous derivatives and T has one continuous
derivative.
(ii) For u having the form (E) and satisfying the condition u(x, t) = 0, x ∈ ∂Ω,
t ≥ 0, what functions X1, X2 are possible among solutions found in (i)?
(iii) Suppose that f and ψ are zero functions, and ϕ(x1, x2) = 3 sin(4pix1) sin(2pix2),
(x1, x2) ∈ Ω. Write the general solution to (B), subject to the condition (C),
in the form of a series of functions of the form (E), that is
u(x, t) =
∞∑
j=1
X(j)1 (x1)X
(j)
2 (x2)T
(j)(t), x ∈ Ω, t ∈ [0, T ], (F)
where each of the functions T(j) is determined up to the value T(j)(0).
(iv) Using (C), find the values T(j)(0), j = 1, 2, . . . , and hence determine the
solution to (B)–(D) subject to the data in (iii).
Page 5 of 6 MA30059/MA40059/MA50059
4. (a) Consider the integral functional
I(u) := −
∫ 1
−1
log(1 + u2x)dx (G)
on the setA = {u ∈ C1pw([−1, 1]) : u(−1) = 0, u(1) = 1}, where C1pw([−1, 1]) denotes
the set of functions that are continuous and have piecewise continuous derivative on
the interval [−1, 1]. [10]
(i) Explain why all local minimisers u of I in A must be such that ψ′u,φ(0) = 0 for
all φ ∈ C1([−1, 1]) with φ(−1) = φ(1) = 0, where ψu,φ(t) := I(u+ tφ), t ∈ R.
(ii) Show that the necessary condition from (i) implies that all local minimisers u
of I in A satisfy the Euler-Lagrange equation(
fv(ux)
)
x
= 0,
where f(v) := log(1 + v2), v ∈ R.
(iii) Write down the Euler-Lagrange equation for (G) explicitly.
(iv) Determine the solution to the Euler-Lagrange equation for (G) that satisfies
the boundary values for functions in A.