METHODS OF APPLIED MATHEMATICS COMPREHENSIVE EXAMINATION AUGUST 2012 Work on as many of the following problems as possible.

Turn in all your work. (1) Apply iterated homogenization (average fastest scale rst and repeat), on the following initial value problem to derive a leading order eective equation as 0+ , assuming the functions K (x), M (x) are periodic sharing the same period, and positive: ut = K (x/ ) + M (x/ 2 ) ux
x

u(x, t = 0) = u0 (x) (2) Consider the following quarter-plane boundary value problem for the diusion equation with constant diusivity , ct = cxx , c(x, 0) = 0 , c(0, t) = t (a) Solve for all time t > 0 in the half line x 0. (b) Discuss the limit x 0+ (verify the boundary condition is satised). (3) Consider the function F (s; x) dependent on complex argument s and the real parameter x > 0, ex s F (s; x) = . s2 (a) Classify its singularities and dene domains where it is single valued. (b) Choose the domains in such a way that the integral depending on the parameter c > 0,
c+i 1 est F (s; x) ds , 2 i ci is well dened, and in particular discuss its convergence. (c) Evaluate the integral along appropriate contours in the s-complex plane and discuss the rst two terms of the asymptotic expansion of I (x, t) as t +. (d) Discuss the limit t 0+ .

I (x, t) =

(4) Find a two term asymptotic expansion for all the (complex) roots of the following as 0, (x 1)2 + x = 0 .

(5) Compute the leading order term in an asymptotic expansion of the solution y (x) of the following third order dierential equation y = xy + 2y as x . Classify the dierent forms of the solutions with respect to their asymptotic behavior, and discuss their linear (in)dependency. (6) (a) Compute the Green function G(x, y ) for the operator [0, 1], that is
d2 dx2

on the interval

2G = (x y ) , x [0, 1], y [0, 1] , x2 ( Dirac-delta) subject to the boundary conditions G (1, y ). G(0, y ) = 0 = x (b) For a solution (x) of the (trivial) dierential equation derive Greens identity G (x, y ) (y ) G(x, y ) y 0 where the square brackets at the right hand side denote the dierence f (x, 1) f (x, 0) for any function f (x, y ) of the arguments x, y . (c) Hence compute the solution of the two-point boundary value problem on the interval [0, 1], (x) = (y ) = 0, (0) = 1 , (1) = 0 . How does the solution obtained with Greens identity compare with a direct solution of this two point boundary value problem? (7) (a) Explain the dierence between pointwise convergence and asymptotic convergence. Illustrate with the particular example of power series. (b) Are asymptotic series unique? Explain (c) Does an asympotic relation carry over to its integration? Discuss in the context of the following example: does f (x) g (x) imply, for some x0 ,
x x 1

d2 = 0, dx2

as x

f (y ) dy
x0 x0

g (y ) dy

as x ?

Make sure to clarify your assumptions on f and x for a denitive, but non trivial, statement.