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425S11Ex2s

Course: MATH 425, Spring 2011
School: UPenn
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Name My Signature Printed signature above certies that I have complied with the University of Pennsylvanias Code of Academic Integrity in completing this examination. Exam 2 Math 425 April 26, 2011 Jerry L. Kazdan 12:00 1:20 Directions This exam has three parts, Part A, short answer, has 1 problem (10 points). Part B has 4 shorter problems (9 points each, so 36 points). Part C has 3 traditional problems (15...

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Name My Signature Printed signature above certies that I have complied with the University of Pennsylvanias Code of Academic Integrity in completing this examination. Exam 2 Math 425 April 26, 2011 Jerry L. Kazdan 12:00 1:20 Directions This exam has three parts, Part A, short answer, has 1 problem (10 points). Part B has 4 shorter problems (9 points each, so 36 points). Part C has 3 traditional problems (15 points each so 45 points). Total is 91 points. Closed book, no calculators or computers but you may use one 3 5 card with notes on both sides. Part A: Short Answer (1 problem, 10 points). 1. Let S and T be linear spaces and A : S T be a linear map. Say V and W are particular solutions of the equations AV = Y1 and AW = Y2 , respectively, while Z = 0 is a solution of the homogeneous equation AZ = 0. Answer the following in terms of V , W , and Z. a) b) c) d) e) Find Find Find Find Find some solution of some solution of some solution of another solution another solution AX = 3Y1 . AX = 5Y2 . AX = 3Y1 5Y2 . (other than Z and 0) of the homogeneous equation AX = 0. of AX = 3Y1 5Y2 . Part B: Short Problems (4 problems, 9 points each so 36 points) B1. Suppose f is a function of one variable that has a continuous second derivative. Show that for any constants a and b , the function u(x, y ) = f (ax + by ) is a solution of the nonlinear PDE uxx uyy u2 = 0. xy B2. U = (1, 1, 0, 1) and V = (1, 2, 0, 1) are orthogonal vectors in R4 . Write the vector X = (1, 1, 1, 0) in the form X = aU + bV + W , where a, b are scalars and W is a vector perpendicular to U and V . B3. If u(x, y ) is a solution of the Laplace equation in the unit disk x2 + y 2 < 1 with boundary conditions 1 for x2 + y 2 = 1, y > 0 u(x, y ) = 0 for x2 + y 2 = 1, y 0. Compute u(0, 0). 1 B4. This problem concerns the solution of the initial-value problem for the wave equation utt = uxx + uyy in two space variables (x, y ) R2 , with together the initial conditions u(x, y, 0) = f (x, y ), ut (x, y, 0) = 0. If f (x, y ) is a 2 periodic functions of x , so f (x +2, y ) = f (x, y ) for all x , show that u(x, y, t) is also a 2 periodic function of x . Part C: Traditional Problems (3 problems, 15 points each so 45 points) C1. Let R2 be a bounded region in the plane. a) Let w(x, y, t) be a solution of the modied heat equation wt = wxx + wyy 7wx + wy 5w for (x, y ) and 0 < t T < . Show that the solution w cannot have a local positive maximum or negative minimum at a point of . Note: There are two cases, one where the maximum point accurs at a point (x, y, t) with 0 < t < T and one at a point (x, y, T ) b) If w(x, y, 0) = sin(x + 2y ) for (x, y ) and 2 w(x, y, t) 3 for (x, y ) , t 0, what can you conclude about the size of w(x, y, t) for (x, y ) , t 0?. C2. In a bounded region Rn , let u(x, t) satisfy the modied heat equation ut 2tu = u, (1) as well as the initial and boundary conditions u(x, 0) = f (x), with u(x, t) = 0 for x , in t 0. (2) Let u(x, t) = (t)v (x, t). Show that by picking the function (t) cleverly, v satises the standard heat equation vt = v as well as the initial and boundary conditions (2). Remark: This generalized to ut + a(t)u = u where a(t) is any continuous function. C3. The motion u(x, y, t) of a special drum R2 satisle the modied wave equation utt + b(x, y, t)ut = u for (x, y ) , t > 0. (3) with boundary condition u(x, y, t) = 0 for (x, y ) , t 0. Dene the energy E (t) := 1 2 u2 + | u|2 dx dy. t Assume that |b(x, y, t)| m for some constant m and all (x, y ) , t 0. 2 (4) dE 2mE for all t 0. dt d 2mt b) Deduce that e E (t) 0 for all t 0, and hence that dt a) Show that E (t) e2mt E (0) for all t 0. c) If u(x, y, 0) = 0 and ut (x, y, 0) = 0 for (x, y ) , what does this say about E (t) for t 0 and hence about u(x, y, t) for t 0? 3
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UPenn - MATH - 425
SignaturePrinted NameMy signature above certies that I have complied with the University of PennsylvaniasCode of Academic Integrity in completing this examination.Exam 2Math 425April 26, 2011Jerry L. Kazdan12:00 1:20Directions This exam has three
UPenn - MATH - 425
AMSIJan. 14 Feb. 8, 2008Partial Differential EquationsJerry L. KazdanCopyright c 2008 by Jerry L. Kazdan[Last revised: March 28, 2011]ivCONTENTS7. Dirichlets principle and existence of a solutionChapter 6. The RestContentsChapter 1. Introductio
UPenn - MATH - 425
Math 425Notes and exercises on Black-ScholesDr. DeTurckApril 2010On Thursday we talked in class about how to derive the Black-Scholes dierentialequation, which is used in mathematical nance to assign a value to a nancial derivative. The latter is usu
UPenn - MATH - 425
Math 425, Spring 2011Jerry L. Kazdanwhere the coefcient matrix B := (bk ) isPDE: Linear Change of Variablenbk =Let x := (x1 , x2 , . . . , xn ) be a point inential operatorai, j ski s j .i, j=1Rnand consider the second order linear partial diff
UPenn - MATH - 425
Math 425, Spring 2011Jerry L. KazdanPDE: Linear Change of VariableLet x := (x1, x2, . . . , xn) be a point in Rn and considerthe second order linear partial differential operatorn2 uLu := ai j,xix ji, j=1(1)where the coefcient matrix A := (ai
UPenn - MATH - 425
Math 425 Midterm 1Dr. DeTurck March 2, 2010There are four problems on this test. You may use your book and your notes during this exam. Do as much of it as you can during the class period, and turn your work in at the end. But take the sheet with the pr
UPenn - MATH - 425
Math 425 Midterm 1Dr. DeTurck February 8, 20071. Solve ux + yuy + u = 0, u(0, y ) = y . In what domain in the plane is your solution valid? 2. Let u(x, t) be the temperature in a rod of length L that satises the partial dierential equation: ut = kuxx fo
UPenn - MATH - 425
Fourier Series of f (x) = xTo write:eikx.x = ck2kThe Fourier coefcients are112i ck = xeikx dx = x[cos kx i sin kx] dx = x sin kx dx2 2 2 0Butx cos kx 1 cos kx sin kx dx =+cos kx dx == (1)k .kk0kk00Thus2i(1)kck = (1)k =
UPenn - MATH - 425
Math 425, Spring 2011Jerry L. KazdanProblem Set 0 [Rust Remover]D UE : Never.1. Let u(t ) be the amount of a radioactive element at time t and say initially, u(0) = A . The rateof decay is proportional to the amount present, sodu= cu(t ),dtwhere
UPenn - MATH - 425
Math 425/525, Spring 2011Jerry L. KazdanProblem Set 1D UE : In class Thursday, Jan. 27. Late papers will be accepted until 1:00 PM Friday.1. Find Greens function g(x, s) to get a formula u(x) =of u (x) = f (x) .Rx0g(x, s) f (s) ds for a particular
UPenn - MATH - 425
Math 425/525, Spring 2011Jerry L. KazdanProblem Set 2D UE : In class Thursday, Feb. 3 Late papers will be accepted until 1:00 PM Friday.1. Find the solution U (t ) := (u1 (t ), u2 (t ) ofu1 =u1u2 =u1 u2with the initial conditions U (0) = (u1 (0), u
UPenn - MATH - 425
Math 425Assignment 3Dr. DeTurckDue Tuesday, February 9, 2010Reading: Textbook, Chapter 1, skim through Chapter 2.1. Take a moment to review the divergence theorem from vector calculus, then work thefollowing problem: Suppose V (x, y, z ) is a vector
UPenn - MATH - 425
Math 425/525, Spring 2011Jerry L. KazdanProblem Set 3D UE : In class Thursday, Feb. 10 Late papers will be accepted until 1:00 PM Friday.1. Solve ux + uy + u = ex+2y with u(x, 0) = 0.2. Find the general solution of uxy = x2 y for the function u(x, y)
UPenn - MATH - 425
Math 425/525, Spring 2011Jerry L. KazdanProblem Set 4D UE : In class Thursday, Feb. 17 Late papers will be accepted until 1:00 PM Friday.1. Solve the wave equation utt = c2 uxx for the semi-innite string x 0 with the initial andboundary conditionsu(
UPenn - MATH - 425
Math 425, Spring 2011Jerry L. KazdanProblem Set 5D UE : Thurs. Feb. 24 Late papers will be accepted until 1:00 PM Friday.1. In R4 the vectorsU1 := (1, 1, 1, 1),U2 := (1, 1, 1, 1),U3 := (2, 2, 2, 2),U4 := (1, 1, 1, 1)are orthogonal, as you can eas
UPenn - MATH - 425
Math 425, Spring 2011Jerry L. KazdanProblem Set 6D UE : Thursday March 17 [Late papers will be accepted until 1:00 PM Friday].1. This problem concerns orthogonal projections into a subspace of a larger space.a) Let U = (1, 1, 0, 1) and V = (1, 2, 1,
UPenn - MATH - 425
Math 425, Spring 2011Jerry L. KazdanProblem Set 7D UE : Thursday March 24 [Late papers will be accepted until 1:00 PM Friday].1. Suppose u is a twice differentiable function on R which satises the ordinary differentialequationu + b(x)u c(x)u = 0,wh
UPenn - MATH - 425
Math 425, Spring 2011Jerry L. KazdanProblem Set 8D UE : Thursday March 31 [Late papers will be accepted until 1:00 PM Friday].1. a) Let A be an n n invertible real symmetric matrix, b Rn and c R . For x Rn considerthe quadratic polynomialQ(x) = x, A
UPenn - MATH - 425
Math 425, Spring 2011Jerry L. KazdanProblem Set 9D UE : Thursday April 7 [Late papers will be accepted until 1:00 PM Friday].1. a) In a bounded region Rn , let u(x, t ) satisfy the modied heat equationut = u + cu,where c is a constant,(1)as well a
UPenn - MATH - 425
Math 425, Spring 2011Jerry L. KazdanProblem Set 10D UE : Thursday April 14 [Late papers will be accepted until 1:00 PM Friday].1. This problem is to help with a computation in class today (Thursday) nding a formula for aparticular solution of the inh
UPenn - MATH - 425
INTERMEDIATE CALCULUSANDLINEAR ALGEBRAPart IJ. KAZDANHarvard UniversityLecture NotesiiPrefaceThese notes will contain most of the material covered in class, and be distributed beforeeach lecture (hopefully). Since the course is an experimental o
UPenn - MATH - 425
UPenn - MATH - 425
UPenn - MATH - 425
First-order ordinary differential equations Before we get involved trying to understand partial differential equations (PDEs), we'll review the highlights of the theory of ordinary differential equations (ODEs). We'll do this in such a way that we can beg
UPenn - MATH - 425
Linear ODEsSecond order linear equationsMany traditional problems involving ordinary equations arise as second order linear equationsau + bu + cu = f ,more briey asLu = f .The problem is, given f , nd u ; often we will want to nd u that satises some
UPenn - MATH - 425
Math 425 Midterm 1Dr. DeTurck February 8, 20071. Solve ux + yuy + u = 0, u(0, y ) = y . In what domain in the plane is your solution valid? As usual, we construct the graph of the solution by propagating the initial data o the line in the xy -plane wher
UPenn - MATH - 425
Math 425/525, Spring 2011Jerry L. KazdanPeriodic Solutions of ODEsIn class we discussed some aspects of periodic solutions of ordinary differential equations. Fromthe questions I received, my presentation was not so clear. Here Ill give a detailed for
UPenn - MATH - 425
Math 425Practice Midterm 1Dr. DeTurckFebruary 20101. Suppose f is a function of one variable that has a continuous second derivative. Show thatfor any constants a and b, the functionu(x, y ) = f (ax + by )is a solution of the PDEuxx uyy u2 = 0.xy
UPenn - MATH - 425
Math 425Hints and Solutions to Practice Midterm 1Dr. DeTurckFebruary 20101. Suppose f is a function of one variable that has a continuous second derivative. Show thatfor any constants a and b, the functionu(x, y ) = f (ax + by )is a solution of the
UPenn - MATH - 425
Math 425, Spring 2011Jerry L. KazdanThe Wave Equation in R2 and R3To Solveutt = c2u,x Rnwithu(x, 0) = (x),ut (x, 0) = (x)In R3 [Poisson: Kirchoffs formula]1u(x0, t0) =4c2t01(x) dS +t0 4c2t0SZZZZ(x) dS ,Swhere S is the sphere centered
UPenn - MATH - 508
Exam 1Math 508October 12, 2006Jerry L. Kazdan12:00 1:20Directions This exam has three parts, Part A has 4 problems asking for Examples (20 points, 5points each), Part B asks you to describe some sets (20 points), Part C has 4 traditional problems(6
UPenn - MATH - 508
Exam 1Math 508October 12, 2006Jerry L. Kazdan12:00 1:20Directions This exam has three parts, Part A has 4 problems asking for Examples (20 points, 5points each), Part B asks you to describe some sets (20 points), Part C has 4 traditional problems(6
UPenn - MATH - 508
SignaturePrinted NameExam 2Math 508December 8, 2006Jerry L. Kazdan12:00 1:20Directions This exam has two parts, Part A has 3 shorter problems (8 points each, so 24 points),Part B has 5 traditional problems (15 points each, so 75 points).Closed bo
UPenn - MATH - 508
Exam 2Math 508December 8, 2006Jerry L. Kazdan12:00 1:20Directions This exam has two parts, Part A has 3 shorter problems (8 points each, so 24 points),Part B has 5 traditional problems (15 points each, so 75 points).Closed book, no calculators but
UPenn - MATH - 508
Exam 1Math 508October 16, 2008Jerry L. Kazdan10:30 11:50Directions This exam has three parts, Part A has 4 problems asking for Examples (20 points, 5points each), Part B asks you to describe some sets (20 points), Part C has 4 traditional problems(
UPenn - MATH - 508
Exam 2Math 508December 4, 2008Jerry L. Kazdan10:30 11:50Directions This exam has two parts, Part A has 10 True-False problems (30 points, 3 pointseach). Part B has 5 traditional problems (70 points, 14 points each).Closed book, no calculators or co
UPenn - MATH - 508
Exam 1Math 508October 14, 2010Jerry L. Kazdan9:00 10:20Directions This exam has three parts, Part A asks for 4 examples (20 points, 5 points each).Part B has 4 shorter problems (36 points, 9 points each. Part C has 3 traditional problems (45points,
UPenn - MATH - 508
Exam 2Math 508December 9, 2010Jerry L. Kazdan9:00 10:20Directions This exam has three parts, Part A asks for 3 examples (5 points each, so 15 points).Part B has 4 shorter problems (8 points each so 32 points). Part C has 4 traditional problems (15p
UPenn - MATH - 508
Math 508December 9, 2010Exam 2Jerry L. Kazdan9:00 10:20Directions This exam has three parts, Part A asks for 3 examples (5 points each, so 15 points).Part B has 4 shorter problems (8 points each so 32 points). Part C has 4 traditional problems (15p
UPenn - MATH - 508
Advanced Analysis: OutlineMath 508, Fall 2010Jerry L. KazdanThis outline of the course is to help you step back and get a larger view of what we havedone. Since this is only an outline, I will often not explicitly state the precise assumptionsneeded
UPenn - MATH - 508
Analysis ProblemsPenn MathJerry L. KazdanIn the following, when we say a function is smooth, we mean that all of its derivatives existand are continuous.These problems have been crudely sorted by topic but this should not be taken seriouslysince man
UPenn - MATH - 508
Some Classical InequalitiesFor all of these inequalities there are many methods. We give a sampling. 1.ARITHMETIC - GEOMETRIC MEAN and decide when equality holds. INEQUALITYIf cfw_ b j &gt; 0, prove the following (1)(b1 b2 bn )1/n b1 + b 2 + + b n . n
UPenn - MATH - 508
Basic DenitionsLet S Rn . and p Rn . S is bounded if it is contained in someball in Rn . S is a neighborhood of p if S containssome open ball around P . A point p is a limit point of S if everyneighborhood of p contains a point q S , where q = p .
UPenn - MATH - 508
Calculus ProblemsMath 504 505Jerry L. Kazdan1. Sketch the points (x , y) in the plane R2 that satisfy |y x| 2.2. A certain function f (x) has the property thatf (t ) dt = ex cos x + C . Find both f0and the constant C .cos x3. Compute limx0 cos 2
UPenn - MATH - 508
Math 508Jerry L. KazdanCompleteness of1Let 1 be the vector space of innite sequences of real numbers X = (x1 , x2 , . . .) with nite normX := =1 |x j | . Here we show this space is complete. The proof is a bit fussy.j(n)(n)S TEP 1: F IND A CANDID
UPenn - MATH - 508
Contracting Maps and an ApplicationMath 508, Fall 2010Jerry L. KazdanOne often effective way to show that an equation g(x) = b has a solution is to reduce theproblem to nd a xed point x of a contracting map T , so T x = x . For instance, assumeV is a
UPenn - MATH - 508
ConvolutionLet f (x) and g(x) be continuous real-valued functions for x R and assume that f or g is zerooutside some bounded set (this assumption can be relaxed a bit). Dene the convolution( f g)(x) :=Zf (x y)g(y) dy(1)Since f or g is zero outside
UPenn - MATH - 508
Numbers and Sets - exercises for enthusiasts 1.W. T. G.1. Let A be the sum of the digits of 44444444 , and let B be the sum of the digits of A.What is the sum of the digits of B ?nn2. Let x1 , . . . , xn be real numbers such that i=1 xi = 0 and i=1
UPenn - MATH - 508
Numbers and Sets - exercises for enthusiasts 2.W. T. G.1. Does there exist an uncountable family B of subsets of N such that for every A, B B(distinct) the intersection of A with B is nite?2. Is it possible to write the closed interval [0, 1] as a cou
UPenn - MATH - 508
The language and grammar ofmathematics1gate and multiply and render the sentences unintelligible.To illustrate the sort of clarity and simplicitythat is needed in mathematical discourse, let usconsider the famous mathematical sentence Twoplus two e
UPenn - MATH - 508
Math508, Fall 2010Jerry L. KazdanProblem Set 0: Rust RemoverD UE : These problems will not be collected.You should already have the techniques to do these problems, although they may take somethinking.1. Show that for any positive integer n , the nu
UPenn - MATH - 508
Math508, Fall 2010Jerry L. KazdanProblem Set 1D UE : Thurs. Sept. 16, 2010. Late papers will be accepted until 1:00 PM Friday.1. Let x0 = 1 and dene xk :=increasing.2. Show that 1 +3xk1 + 4, k = 1, 2, . . . . Show that xk &lt; 4 and that the xk are1
UPenn - MATH - 508
Math508, Fall 2010Jerry L. KazdanProblem Set 2D UE : Thurs. Sept. 23, 2010. Late papers will be accepted until 1:00 PM Friday.1. Let F be a eld, such as the reals or the integers mod 7 and x, y F . Here x means theadditive inverse of x .a) If xy = 0
UPenn - MATH - 508
Math508, Fall 2010Jerry L. KazdanProblem Set 3D UE : Thurs. Sept. 30, 2010. Late papers will be accepted until 1:00 PM Friday.1. Find all (complex) roots z = x + iy of z2 = i .2. Let xn &gt; 0 be a sequence of real numbers with the property that they co
UPenn - MATH - 508
Math508, Fall 2010Jerry L. KazdanProblem Set 4D UE : Thurs. Oct 7, 2010. Late papers will be accepted until 1:00 PM Friday.5n + 17.n+23n2 2n + 17. Calculate lim an .b) Let an := 2nn + 21n + 21. a) Calculate limn2. Investigate the convergence
UPenn - MATH - 508
Math508, Fall 2010Jerry L. KazdanBonus Problem for Set 41. Dene two real numbers x and y to be equal if |x y| is an integer. We write x y (mod 1) .Thus we have a topological circle whose circumference is one.Let be an irrational real number, 0 &lt; &lt; 1
UPenn - MATH - 508
Math508, Fall 2010Jerry L. KazdanProblem Set 5D UE : Thurs. Oct. 21, 2010. Late papers will be accepted until 1:00 PM Friday.k1. [Ratio Test] Let ak be a sequence of complex numbers. Ley s := lim sup aa+1 . By comparisonkwith a geometric series, sh
UPenn - MATH - 508
Math508, Fall 2010Jerry L. KazdanProblem Set 6D UE : Thurs. Oct. 28, 2010. Late papers will be accepted until 1:00 PM Friday.1. Give examples of the following:a) An open cover of cfw_x R : 0 &lt; x 1 that has no nite sub-cover.b) A metric space having
UPenn - MATH - 508
Math508, Fall 2010Jerry L. KazdanProblem Set 7D UE : Thurs. Nov. 4, 2010. Late papers will be accepted until 1:00 PM Friday.Note: We say a function is smooth if its derivatives of all orders exist and are continuous.1. Let f : [a, ) R be a smooth fun
UPenn - MATH - 508
Math508, Fall 2010Jerry L. KazdanProblem Set 8D UE : Thurs. Nov. 11, 2010. Late papers will be accepted until 1:00 PM Friday.Note: We say a function is smooth if its derivatives of all orders exist and are continuous.1. a) Let A(t ) and B(t ) be n n
UPenn - MATH - 508
Math508, Fall 2010Jerry L. KazdanProblem Set 9D UE : Thurs. Nov. 18, 2010. Late papers will be accepted until 1:00 PM Friday.Note: We say a function is smooth if its derivatives of all orders exist and are continuous.1. Let f (x) be a smooth function