1. Solve the following PDE for u(x,y) by using Separation of Variables.

u
x
x
u
y
=0
First, rearrange a little to give
u
x
=x
u
y
Assume a separable solution (you are told to do this). That is,
u( x , y)= f
x
( x) f
y
( y)
Then
u
x
= f
y
df
x
dx
and
u
y
= f
x
df
y
dy
so that our PDE can be rewritten as
f
y
df
x
dx
=x f
x
df
y
dy
This can be rearranged to give
1
x f
x
df
x
dx
=
1
f
y
df
y
dy
The LHS is a function of x only and the RHS is a function of y only. In order for them to be equal
always, they must both equal the same constant number independent of x or y.
1
x f
x
df
x
dx
=k=
1
f
y
df
y
dy
The f(y) is slightly easier to deal with so let's start there. We can rearrange expression as
df
y
dy
=k f
y
This has the form Derivative of a function = constant * that same function. The function must be the
exponential.
f
y
=C
1
e
ky
Now, returning to the f(x) equation we see that it is separable (different meaning than before). That
means we can rearrange everything that has to do with f(x) on one side and x on the other.
df
x
f
x
=k x dx
This is done by multiplying with the differentials dx and df(x). Now we integrate both sides
ln

f
x

=
1
2
k x
2
+C
2
We are looking for f(x), so we exponentiate both sides to get rid of the ln relation.
f
x
=e
C
2
e
kx
2
2
Now that we have our f(x) and f(y) we put them together to get our u(x,y) = f(x)f(y)
u( x , y)=C
1
e
C
2
e
ky
e
1
2
ky
2
or renaming the arbitrary constant (and let's not forget the +C!), we finally get
u( x , y)=Ae
ky
e
kx
2
2
+C
2. Evaluate the following integral:
I =

sino x+cos x
x
2
+4x+5
dx
First notice that you can split this integral into two parts.
I =

sino x
x
2
+4x+5
dx+

cos x
x
2
+4x+5
dx
= I
o
+I

Here's what you gotta do. Ignore this problem and instead focus on a completely different integral!
I ' =

e
i z
z
2
+4z+5
dz
where
e
i z
=cos z+i sin z
and
z=x+iy=Re
i
This is an integral over the complex plane. We now choose a contour of integration that will relate to
our original integral. Our integral is evaluated from - to + along the x axis, so obviously we must
include this path along our integration. Following examples from Boas, we choose our contour to be a
semicircle of radius R in the top half of the complex plane. Then, in the limit that |R| tends to +, our
complex path integral includes the original domain of interest, that is (-,) along x.

What the hell was the point of this then? Now we also have to integrate along the circumference of the
semicircle, apart from our original integral! So it seems like we made the problem harder... Not true! In
evaluating the integral along the circumference, we use the polar form of z. Notice that our integral has
various powers of z in the denominator. In the limit that |R| goes to , we are integrating a (very, very)
infinitely small squantity along every point of the path of the circumference! This integral contributes
nothing !
Ok then. Where does the simplification come in? Easy! In doing a path integral over the complex
plane, we are guaranteed the result will be
I ' =i 2n2( residues withincontour )
This is the Residue theorem. So our integral has been reduced to finding the value of residues within
our contour, which is a huge help! To find the residues we must solve
z
2
+4z+5=0
With a little help from the quadratic formula, we find
z=
4.164(5)
2
=2i
The only residue within our contour is located at z = -2 + i. We evaluate this residue as
R(2+i )=lim z -(2+i ) of
( z(2+i ))e
i z
z
2
+4z+5
=lim z -(2+i )of
( z+2i )e
i z
( z+2+i )( z+2i )
=
e
i z
( z+2+i )
evaluated at z=2+i
=
e
2i
2i
=
e

e
2i
2i
Therefore by the Residue theorem, we have
I ' =

e
i z
z
2
+4z+5
dz=i 2n
e

e
2i
2i
or finally

e
i z
z
2
+4z+5
dz=ne

e
2i
Ok so we've done all this mathematical gymnastics, but how does this help us evaluate our original
integral, goddamnit?! Easy! The connection is Euler's formula.
e
i z
=cos z+i sin z
Notice that
I
o
=I ' =(ne

e
2i
) when =o
I

=I ' =(ne

e
2 i
) when =
where the fancy I and R denote the Imaginary and Real part of the function respectively. That's all there
is to it! Now let's evaluate this goddamn integral...
I
o
=(ne
o
e
2oi
)
=ne
o
sin (2 o)
=ne
o
sin( 2o)
The last step follows because sin(x) is an odd function and sin(-x) = -sin(x) Similarly,
I

=(ne

e
2i
)
=ne

cos(2 )
=ne

sin (2)
The last line follows because cos(x) is an even function so cos(-x) = cos(x). Taking a deep breath, we
put it all together to get

sino x+cos x
x
2
+4x+5
dx=n[ e

cos(2)e
o
sin(2o)]