2010 3E1 Examination

Q(1)
(a) Classify each of the following equations as elliptic, hyperbolic or parabolic giving
the reasons for your answers:
(i)
8
) , ( ) , (
2

y x
y x
x
y x
, (ii)
y x
y
y x
y x
y x
x
y x
33 4
) , (
2
) , (
2
) , (
2
2 2
2
2
+

,
(iii)
0
) , (
9
) , (
6
) , (
2
2 2
2
2

y
y x
y x
y x
x
y x
.
[ 3 marks]
(b) The temperature
) , ( t x T
in a bar of length metres L is given by
2
2
) , ( ) , (
x
t x T
K
t
t x T

where K is the positive constant of conductivity. If the ends of the bar 0 x and
metres L x are maintained at zero temperature and if the initial temperature is

) ( ) 0 , ( x L Cx x T
where C is a positive constant show that
2
2 2
) 1 2 (

1
3 3
2
]
) 1 2 (
sin[
) 1 2 (
1 8
) , (
L
t m K
m
e
L
x m
m
CL
t x T

[ 17 marks]
Q(2)
(a) Show that the set

'

) )
2
1 2
sin(( x
n
3 , 2 , 1 n
is an orthogonal set on
[ ] 1 , 0
.
[ 3 marks]
(b) The twist angle
) , ( t x
of a torsionally vibrating shaft of unit length is satisfies
2
2
2
2
2
t x
a

0 , 1 0 > < < t x
subject to the boundary conditions
t , 0 ) , 0 ( t
and t
x
t
, 0
) , 1 (

and initial conditions

1 0 , ) 0 , ( < < x x x
and . 1 , 0 , 0
) 0 , (
< <

x
t
x
Use the method of separation of variables to show that the solution is given by

] )
2
1 2
sin[( ] )
2
1 2
( cos[
) 1 2 (
) 1 ( 8
) , (
1
2
1
2
x
n
t
n
a
n
t x
n
n

+
.
[ 17 marks]
Q(3) A rectangular plate 20 0 x ,
10 0 y
has edges
0 , 20 , 0 y x x
maintained at zero temperature whilst the temperature of the edge
10 y
is given by
2
20 ) , ( x x y x . If the steady-state temperature satisfies
Laplaces equation
0
) , ( ) , (
2
2
2
2

y
y x
x
y x
use the method of separation of variables to show that

1
3
3
)
2
) 1 2 (
sinh( ) 1 2 (
)
20
) 1 2 (
sinh( )
20
) 1 2 (
sin(
3200
) , (
n
n
n
y n x n
y x

[ 20 marks]

Q(4)
(a) Consider the homogeneous linear differential equation
0 ) ( ) (
) (
) (
) (
2
2
+ + x y x q
dx
x dy
x p
dx
x y d
for some functions p(x) and
) (x q
defined on any interval I .State and prove the
principle of linear superposition for this system.
[ 4 marks]
(b) Use the method of undetermined coefficients to solve
) sin( 10 ) ( 2
) ( ) (
2
2
x x y
dx
x dy
dx
x y d

subject to the initial conditions
3 )
2
(

y
and
1 )
2
(

dx
dy
.
[ 16 marks]
Q(5)
(a) The Outdoor Furniture Corporation manufactures two products, benches
and picnic tables, for use in yards and parks. The firm has two main
resources: carpenters(labour force) and a supply of redwood. During the next
production cycle, 1200 hours of labour are available under a union agreement. The
firm also has a stock of 3500 feet of good-quality redwood. Each bench that Outdoor
Furniture produces requires 4 labour hours and 10 feet of redwood: each picnic table
requires 6 labour hours and 35 feet of redwood. Completed benches will yield a
profit of 9 each, and tables will yield a profit of 20 each. Management wishes to
decide how many benches and picnic tables it should produce in order to maximise
its profit.
Formulate this as a linear programming problem and solve graphically.
[ 8 marks]

(b) Put the above linear programming problem in canonical form and solve it using the
Simplex algorithm.
[ 12 marks]
Q(6)
(a)State the fundamental theorem of linear programming. Show how this theorem
gives rise to the direct sledgehammer method for solving linear programming
models and explain why this direct sledgehammer method is not used to solve large
practical linear programming models.
[ 5 marks]
(b)Consider the linear programming model

2 1
2 min x x z imize
subject to
5
2 1
+ x x
1
2 1
+ x x
40 5
2 1
+ x x
where 0
1
x and 0
2
x
.
(i) By introducing slack variables
0
3
x
, 0
4
x and
0
5
x
show that the canonical
form of the above linear programming model is
imize min 5 4 3 2 1
0 0 0 2 x x x x x z + + +
subject to

5
3 2 1
+ x x x
1
4 2 1
+ + x x x
5 2 1
4 5 x x x + +
=40.
Show that the all-slack point is not a feasible point.
[ 3 marks]
(ii) Using the two phase Simplex Algorithm, with one artificial variable
0
6
x
solve the above linear programming model.
[ 12 marks]
Q(7)
(a) State the Newton-Raphson method for solving the unconstrained optimization
problem, namely
minimize
) , , , , (
3 2 1 n
x x x x f z
where the objective function
) , , , , (
3 2 1 n
x x x x f
is a nonlinear function of
n
variables n
x x x x , , , ,
3 2 1

.
[ 3 marks]
(b) Taking an initial approximation of ( ) ( )
T T
x x x 0 , 0 , 0 , ,
3 2 1
and using the Newton-
Raphson method solve the optimization problem
minimize
) , , (
3 2 1
x x x f z 3 2 2 2
3 2 1
2
3
2
2
2
1
+ + + x x x x x x .
[ 10 marks]
(c) Comment on your solution.
[ 3 marks]
(d) Write a note on the main advantage and main disadvantages of the Newton-Raphson
method for solving the unconstrained non-linear optimization problems.
[ 4 marks]

Answers to 2010 Examination
Q(1) Answer
(a) (i) hyperbolic (ii) elliptic and (iii) parabolic
(b)
2
2 2
) 1 2 (

1
3 3
2
]
) 1 2 (
sin[
) 1 2 (
1 8
) , (
L
t m K
m
e
L
x m
m
CL
t x T

.
Q(2) Answer
(a) See notes
(b)
] )
2
1 2
sin[( ] )
2
1 2
( cos[
) 1 2 (
) 1 ( 8
) , (
1
2
1
2
x
n
t
n
a
n
t x
n
n

+
.
Q(3) Answer

1
3
3
)
2
) 1 2 (
sinh( ) 1 2 (
)
20
) 1 2 (
sinh( )
20
) 1 2 (
sin(
3200
) , (
n
n
n
y n x n
y x

.
Q(4) AnswerI did not do this material this year.
Q(5) Answer
Optimum value is 2862.5 at
5 . 262
1
x
and
25
2
x
.
Q(6) Answer
(a) See notes
(b) Optimum value is 1 z at 2
1
x and 3
2
x .
Q(7) Answer---- I did not do this material this year.
2009 3E1 Examination
Q (1) The temperature
) , ( t x
of a slender metal bar of length L satisfies the diffusion
equation
t
t x
K
x
t x

) , ( ) , (
2
2

where 0 > K is a constant. The bar is embedded in a perfect insulator so that the
boundary conditions are given by 0
) , 0 (

x
t
and 0
) , (

x
t L
. Initially the
temperature of the bar is given by
) ( ) 0 , ( x f x
where
) (x f
is some function
of
x
.
(a) Show that the temperature at a point of the bar distance
x
from one end of the bar
and at any time t is given by
2
2 2

1
0
) cos( ) , (
KL
t n
n
n
e
L
x n
A A t x

+
where 0
A
and
1
A are constants. Express 0
A
and
1
A in terms of
) (x f
.
[ 12 marks]
(b) If
) 1 ( 20 ) (
L
x
x f
find
) , ( t x
.
[ 6 marks]
(c) Sketch the graphs of the temperature distribution
) , ( t x
at time 0 t and at
t .
[ 2 marks]
Q(2)
(a) A steel bar of length L metres is fixed at both ends. It is twisted and vibrates
angularly about the x-axis so that
) , ( t x
, the angular displacement of the bar
satisfies
2
2
2
2
2
) , ( ) , (
x
t x
a
t
t x

where
a
is a constant. If the initial displacement is
) (x f
and the initial angular
velocity is
) (x g
, use the method of separation of variables to find
) , ( t x
in
terms of

) (x f
and
) (x g
.
[ 13 marks]
(b) If
)
3
sin( ) (
L
x
x f

and
0 ) ( x g
calculate
) , ( t x
.
[ 7 marks]
Q(3)
(a) The voltage
) , ( y x V
at any point on a rectangular metal plate satisfies Laplaces
equation
0
) , ( ) , (
2
2
2
2

y
y x V
x
y x V
.
The plate is earthed along the side
0 x
,
a x
and
0 y
so that the boundary
conditions are
0 ) , 0 ( y V
,
0 ) , ( y a V
and
0 ) 0 , ( x V
. A voltage of
) (x f
is
applied
along the fourth side
b y
so that the boundary condition is given by

) ( ) , ( x f b x V
. By applying the method of separation of variables find
) , ( y x V
.
[ 13 marks]

(b) If
) ( ) (
0
x a x V x f
where
0
V
is a constant, show that
( ) [ ]

,
_

,
_

,
_

a
x n
a
b n
a
y n
n
a V
y x V
n
n

sin
sinh
sinh
1 1 4
) , (
1
3 3
2
0
.
[ 7 marks]

Q(4) Consider the following initial boundary value problem
2
2
2
2
) , ( ) , (
t
t x u
x
t x u

,
0 , 0 > > t x
subject to the boundary conditions
0 ) , 0 ( t u
,
x
Lim
0 ) , ( t x u
0 > t
and the initial conditions
x
xe x u

) 0 , ( and 0
) 0 , (

t
x u
0 > x .
Use the Laplace transform method to show that the solution is given by
) cosh( ) sinh( ) ( ) sinh( ) ( ) , ( t xe t t e x t H x t x t t x u
x x
+ .
[ 20 marks]
Q(5)
(a) In a given factory there are two machines
1
M and
2
M used in making two products

1
P and
2
P respectively. One unit of
1
P occupies
1
M for
12
1
hours and
2
M for
30
1
hours
respectively. The corresponding figures for one unit of
2
P are for
1
M
60
1
hours
and
for
2
M
15
1
hours respectively. The net profit per unit of
1
P produced is 50 and
for
per unit of
2
P produced is 30(independent of whether the machines are used to
full

capacity or not). What production plan gives the most profit? Formulate this linear

programming problem and solve it graphically.
Hint: Let
1
x number of units of
1
P produced per hour and let
2
x number of
units
of
2
P produced per hour.
[ 9 marks]

(b) Put the above linear programming problem in canonical form and solve it using the
Simplex algorithm.
[ 11 marks]
Q(6) Consider the following linear programming problem in canonical form
Minimize
2 1
9 4 x x f
subject to

40
3 2 1
+ + x x x
50 x
4 1
+ x

80 2
5 2 1
+ x x x
.
Use the 2 stage Simplex algorithm with one artificial 6
x
to solve the above linear
programming problem.
[ 20 marks]
Q(7)
(a) Find the stationary points of the function
( )
2
2
2
9 ) , ( y x y x f +
and investigate their nature.
[ 9 marks]
(b) The geometric buckling of the neutron flux in a cylindrical nuclear reactor is given
by
2 2
2

,
_

+
,
_

H R
a
B

where R and H are respectively, the effective radius and height of the core and the
constant
a
has the approximate value of 2.40. Use the method of Lagrange
multipliers to show that the smallest volume for a specified fixed buckling is given
approximately by
3
148
B
and find the corresponding values of H and R .
[ 11 marks]
Answers to 2009 Exam
Q(1) Answer
(a)
2
2 2

1
0
) cos( ) , (
KL
t n
n
n
e
L
x n
A A t x

+ .
(b)
2
2 2

5 , 3 , 1
2 2
) cos(
1 80
10 ) , (
KL
t n
n
n
e
L
x n
n
t x

+

2
2 2
) 1 2 (

1
2 2
)
) 1 2 (
cos(
) 1 2 (
1 80
10 ) , (
KL
t m
m
e
L
x m
m
t x

+

Q(2) Answer
(a)
) sin( )] sin( ) cos( [ ) , (
1
L
x n
L
t an
D
L
t an
C t x
n
n n

+
where

L
n
dx
L
x n
x f
L
C
0
) sin( ) (
2
,

L
n
dx
L
x n
x g
an
D
0
) sin( ) (
2

.
(b)
3 , 0 n C
n ,
1
3
C
and
n D
n
, 0
.


)
3
sin( )
3
cos( ) , (
L
x
L
t a
t x


.
Q(3)Answer
(a)

) sin( ) sinh( ) , (
1
a
x n
a
y n
C y x V
n
n

where

) sinh(
) sin( ) ( 2
0
a
b n
a
dx
a
x n
x f
C
a
n

(b)

( ) [ ]

,
_

,
_

,
_

a
x n
a
b n
a
y n
n
a V
y x V
n
n

sin
sinh
sinh
1 1 4
) , (
1
3 3
2
0
Q(4) Answer Did not do this material this year.
Q(5) Answer Maximum value is 800 and occurs at 10
1
x and 10
2
x .
Q(6) Answer Optimum is 1010 z at 50
1
x and 90
2
x .
Q(7) Answer
(a) Stationary points at
) 0 , 0 (
--saddle point
at
) 0 , 3 (
--maxima
at
) 0 , 3 (
--maxima.
(b)
3
min
148
B
V and
B
H
3
and
B
a
R
2
3
.