University of the Philippines-Diliman

Department of Computer Science

ES 201 4 October 2018

Problem Set 1 A.R.L. Valdez
DIRECTION: Answer all problems clearly and completely specifying all justifications for arguments
which are not obvious (to a 5 year old kid). Good luck!
1 [0, `] = {u ∈ C 1 [0, `] : u(0) = u(`) = 0} and M : C 1 [0, `] −→ C[0, `] by
1. Define CD D D

du
MD u = .
dx
(a) Show that if f ∈ C[0, `] is such that MD u = f has a solution, then that solution is unique.
(b) Show that MD u = f has a solution only if f ∈ C[0, `] satisfies a certain constraint. What
is that constraint?

2. Define CI1 [0, `] = {u ∈ C 1 [0, `] : u(0) = 0} and MI : CI1 [0, `] −→ C[0, `] by

du
MI u = .
dx
(a) Show that MI u = f has a unique solution for each f ∈ C[0, `]. (Hint: Use the fundamental
theorem of calculus.) This is equivalent to showing that N (MI ) is trivial and R(MI ) =
C[0, `].
(b) Show that MI is not symmetric.
2 [0, `] = u ∈ C 2 [0, `] : u(0) = u(`) = 0 2 [0, `] −→ C[0, `] by

3. Define CD and K : CD

d2 u
Ku = −a + bu,
dx2
where a and b are positive constants.

(a) Show that the null space of K is trivial.

(b) Show that the range of K is all of C[0, `].
(c) Show that K is symmetric.
(d) Show that all of the eigenvalues of K are positive.
(e) Find all the eigenvalues and eigenfunctions of K.
(f) Use the result above to solve the BVP below using the method of Fourier series, shifting
the data if necessary:

d2 u
− + u = 0, u(0) = 0, u(1) = 1.
dx2
4. Suppose the ends of a bar are uninsulated and the heat flux through each end is proportional to
the difference between the temperature at the end of the bar and the surrounding temperature
(assumed constant). If we let α > 0 be the constant of proportionality and T0 , T` be the

arlv\October 5, 2018
 University of the Philippines-Diliman
Department of Computer Science
ES 201 4 October 2018
Problem Set 1 A.R.L. Valdez

temperatures surrounding the ends of the bar at x = 0 and x = `, respectively, then the
resulting boundary conditions are
du
κ (0) = −α(T0 − u(0)),
dx
du
κ (`) = α(T` − u(`)).
dx
These can be rewritten as
du
−κ (0) + αu(0) = αT0 ,
dx
du
κ (`) + αu(`) = αT` .
dx

Define
 
2 du du
CR [0, `] = u ∈ C 2 [0, `] : −κ (0) + αu(0) = 0, κ (`) + αu(`) = 0 ,
dx dx
2 [0, `] −→ C[0, `] be defined by
and let LR : CR

d2 u
LR u = −κ .
dx2
(a) Prove that LR is symmetric.
(b) Find the null space of LR .
(c) Show that LR has only positive eigenvalues.
(d) Show that LR has an infinite sequence of positive eigenvalues.
Note: The equation that determines the positive eigenvalues cannot be solved analytically,
but a simple graphical analysis can be used to show that they exist and to estimate their
values.
(e) For α = κ = 1, find the first two eigenpairs by finding accurate estimates of the two
smallest eigenvalues.
2 [0, 1] −→ C[0, 1] defined by
5. Consider the differential operator M : Cm

d2 u du
Mu = − + + 5u
dx2 dx
2 [0, 1] = {u ∈ C 2 [0, 1] : u(0) = du
(recall that Cm dx (1) = 0}). Analyze the eigenpairs of M as
follows:

arlv\October 5, 2018
 University of the Philippines-Diliman
Department of Computer Science

ES 201 4 October 2018

Problem Set 1 A.R.L. Valdez

(a) Write down the characteristic polynomial of the ODE

d2 u du
− + (λ − 5)u = 0. (1)
dx2 dx
Using the quadratic formula, find the characteristic roots.
(b) There are three cases to consider, depending on whether the discriminant in the quadratic
formula is negative, zero, or positive. In each case, write down the general equation of (1).
(c) Show that in the case of real roots (either repeated or distinct), there is no nonzero
solution.
(d) Show that there is an infinite sequence of values of λ, leading to complex conjugate roots,
each yielding a nonzero solution of (1).
Note: The equation that determines the eigenvalues cannot be solved analytically. How-
ever, a simple graphical analysis is sufficient to show the existence of the sequence of
eigenvalues.
(e) Find the first two eigenpairs (that is, those corresponding to the two smallest eigenvalues),
using some numerical method to compute the first two eigenvalues accurately.
(f) Show that the first two eigenfunctions are not orthogonal.

End of Examination: 50 points

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