King’s College London

University Of London

This paper is part of an examination of the College counting towards the award of a degree.
Examinations are governed by the College Regulations under the authority of the Academic
Board.

ATTACH this paper to your script USING THE STRING PROVIDED

Candidate No: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Desk No: . . . . . . . . . . . . . . . . . . . . . . .

BSc and MSci Examination

CM211A Partial Differential Equations

& Complex Variable

Summer 2009

Time Allowed: Two Hours

This paper consists of two sections, Section A and Section B.

Section A contributes half the total marks for the paper.
Answer all questions in Section A.
All questions in Section B carry equal marks, but if more than two are
attempted, then only the best two will count.

NO calculators are permitted.

DO NOT REMOVE THIS PAPER

FROM THE EXAMINATION ROOM
TURN OVER WHEN INSTRUCTED

2009 King’s
c College London
 -2- CM211A

SECTION A

1. (i) Let g : C → C. Explain what is meant by the statements:

(a) g is differentiable at z0 ∈ C
(b) g is analytic at z0 ∈ C .

(ii) Prove that the function

g(z) = zz 2 , z ∈ C

is differentiable at z = 0 and evaluate g 0 (0).

Is g analytic at z = 0? Justify your answer.

[25 MARKS]

2. Let γ1 denote the straight line segment from z = 1 to z = 1 + i.

(i) Evaluate
Z 
1 2
Z Z 
2 2
|z| dz, z dz, and − 3 dz.
γ1 γ1 γ1 z z
In each case express your answer in the standard form a + ib.

(ii) Use Cauchy’s residue theorem to evaluate

Z
dz
γ2 (z − 3)3 (z − 24)

where γ2 is the circle parametrised by γ2 (θ) = 22eiθ , 0 ≤ θ ≤ 2π.

[35 MARKS]

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 -3- CM211A

3. It is required to find a function φ = φ(x, y) which solves the partial differential

equation
∂φ ∂φ
+ =φ (1)
∂x ∂y
subject to the condition φ(x, 0) = e−|x| , x ∈ R .

(i) By making the change of variable (x, y) 7→ (u, v), where u = x + y, v = x − y

show that equation (1) transforms to

∂φ
2 =φ
∂u
and hence show that the required solution is

φ(x, y) = ey−|x−y| .

(ii) Derive the same result by taking the Fourier transform of equation (1) with
respect to the variable x. You may assume that φ(x, y) → 0 as |x| → ∞ and
that Z ∞
eiξα
dξ = πe−|α| , α ∈ R.
−∞ 1 + ξ 2

[40 MARKS]

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 -4- CM211A

SECTION B

4. Evaluate 2
Z
eiz dz
, (a > 0)
CR z 2 + a2

where CR is the contour which consists of the portion of the positive real axis
from z = 0 to z = R, the circular arc γR parametrised by γR (θ) = Reiθ ,
0 ≤ θ ≤ π/4, and the straight line connecting the point z = Reiπ/4 to z = 0,
parametrised by z(r) = reiπ/4 , R ≥ r ≥ 0.

Prove that 2
Z
eiz dz
→0
γR z 2 + a2
as R → ∞ and show that
2
Z ∞
cos(x2 ) dx 1 Z ∞ e−r (r2 + a2 ) dr
= √ ,
0 x 2 + a2 2 0 r 4 + a4
2
Z ∞
sin(x2 ) dx 1 Z ∞ e−r (−r2 + a2 ) dr
= √ .
0 x 2 + a2 2 0 r 4 + a4
Deduce that
Z ∞ −r2
e dr π
≤ √ 3.
0 r4 +a 4
2a
R∞ 1 π
(You may assume that 0 x2 +a2
dx = 2a
.)
[50 MARKS]

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 -5- CM211A

5. Use the method of Separation of Variables to deduce that for

(x, t) ∈ [0, L] × (0, ∞)

the wave equation

∂2 u 2
2 ∂ u
= c , u = u(x, t),
∂ t2 ∂ x2
(where c is a positive real constant) with the boundary conditions

u(0, t) = 0 and u(L, t) = 0 for 0 < t < ∞,

and
ut (x, 0) = 0 and u(x, 0) = x for 0 < x < L
has a solution of the form
2a X (−1)n+1 nπct nπx
   
u(x, t) = cos sin .
π n≥1 n a a

[50 MARKS]

6. Use the method of Fourier transforms to show (formally) that the solution of
the partial differential equation

∂u ∂2 u
+ λu = (λ > 0)
∂t ∂ x2
in the domain −∞ < x < ∞, t > 0 subject to the conditions that
∂u
u → 0 as |x| → ∞, → 0 as |x| → ∞, u(x, 0) = f (x), −∞<x<∞
∂x
is
e−λt Z ∞ (z−x)2
u(x, t) = √ f (z)e− 4t dz.
4πt −∞
You may assume that
Z ∞
π
r
−α(x+iβ)2
e dx = , α > 0, β ∈ R .
−∞ α
[50 MARKS]

Final Page