MATB44 Assignment 3 2015–16 Solutions Question 1. Find a particular solution yp of each of the following equations. (a) y 00 + 16y = e3x (c) y 00 + 2y 0 − 3y = 1 + xex Solution: Question 1(a): y 00 + 16y = e3x Solution to homogeneous equation is y1 = cos(4x), y2 = sin(4x) Undetermined coefficients: Try yp = Ae3x Substitute in: (9 + 16)Ae3x = e3x 1 yp = e3x 25 General solution y = C1 cos(4x) + C2 sin(4x) + 1 3x e 25 Question 1(b): y 00 − y 0 − 6y = 2 sin(3x) Solution to homogeneous equation: r2 − r − 6 = 0 (r − 3)(r + 2) = 0 y1 = e3x , y2 = e−2x Undetermined coefficients: use yp = A sin(3x) + B cos(3x) (sincce sin(3x) is not a solution of the homogeneous equation) Substitute in: 1 2 −9A sin(3x)−9B cos(3x)−(3A cos(3x)−3B sin(3x))−6(A sin(3x)+B cos(3x)) = 2 sin(3x) −9A + 3B − 6A = 2 −9B − 3A − 6B = 0 A = −5B B = 1/40 A = −5/40 General soln y = C1 e3x + C2 e−2x − (5/40) sin(3x) + (1/40) cos(3x) Question 1(c): y 00 + 2y 0 − 3y = xex To use method of undetermined coefficients, check whether 1 is a root of the characteristic equation: r2 + 2r − 3 = 0 which is equivalent to (r − 1)(r + 3) = 0 so 1 is a root of the equation. Thus our test solution must be y = x(Ax + B)ex in other words y = (Ax2 + Bx)ex y 0 = (2Ax + B)ex + (Ax2 + Bx)ex = Ax2 + (B + 2A)x + B ex y 00 = 2Aex + 2(2Ax + B)ex + (Ax2 + Bx)ex = Ax2 + (4A + B)x + 2(A + B) ex . Thus y 00 +2y 0 −3y = (A + 2A − 3A)x2 + (4A + B + 2B + 4A − 3B)x + (4B + 2A) ex = 0 × x2 + 8Ax + (2A + 4B) ex . To solve y 00 + 2y 0 − 3y = xex we equate coefficients of ex and coefficients of xex and of x2 ex : 4B + 2A = 0 (coefficient of ex ) or 2 B=− A 3 3 1 +8A = 1 (coefficient of xex ) or A = 18 , B = − 16 Solution is 1 1 y = ( x2 − x)ex 8 16 Question 1(d) (d) y 00 + y = sin(x) + x cos(x) Soln: The solution is the sum of the solutions to the problems y 00 + y = sin(x) (0.1) and y 00 + y = x cos(x). (0.2) Note that sin x and cos x are solutions of the homogeneous equation. So the test solution for (0.1) is y = x(A sin(x) + B cos(x)) This leads to y 0 = A sin(x) + B cos(x) + x(A cos(x) − B sin(x)) y 00 = 2A cos(x) − 2B sin(x) + x(−A sin(x) − B cos(x)) Hence y 00 + y = 2A cos(x) − 2B sin(x) = sin(x) so B = − 12 and A = 0. Solution to (0.1) is y = − 12 x cos(x). For (0.2), the test solution is y = x(Ax + B) cos(x) + x(Cx + D) sin(x) y 0 = (Ax + B) cos(x) + x(A) cos(x) − x(Ax + B) sin(x) +(Cx + D) sin(x) + x(C sin x) + x(Cx + D) cos x 00 y = A cos x−(Ax+B) sin x+A cos x−Ax sin x−(Ax+B) sin x−Ax sin x−x(Ax+B) cos x +(Cx+D) cos x+C sin x+C sin x+Cx cos x+(Cx+D) cos x+Cx cos x−x(Cx+D) sin x y 00 + y = 2A cos x − 2(Ax + B) sin x − 2Ax sin x +2C sin x + 2(Cx + D) cos x + 2Cx cos x = 2(A + D) cos x + 2(C − B) sin x − 4Ax sin x + 4Cx cos x. As this must be equal to x cos x we need 1 1 C = , A = D = 0, , B = C = 4 4 4 so the solution is x x2 cos x + sin x 4 4 Question 2. Use the method of variation of parameters to find a particular solution of the following differential equations: Question 2(a) y 00 + 9y = 2 sec(3x) y= Two linearly independent solutions to the homogeneous equation are y1 = cos 3x and y2 = sin 3x. The Wronskian is W = 3. According to variation of parameters, this means a particular solution is Z Z y2 (t)g(t) y1 (t)g(t) Y (x) = −y1 (x) dt + y2 (x) dt W (t) W (t) Z Z 2 cos 3t 2 sin 3t dt + sin 3x dt = − cos 3x 3 cos 3t 3 cos 3t 2 2 = cos 3x ln cos 3x + x sin 3x 9 3 Question 2(b) y 00 − 2y 0 + y = x−2 ex Two linearly independent solutions to the homogeneous equation are y1 = ex , y2 = xex . So W = y1 y20 − y2 y10 = e2x (x + 1) − xe2x = e2x Thus a particular solution is (by variation of parameters) Z Z t −2 t tet t−2 et et e x x Y (x) = −e dt + xe 2t e e2t 1 = −ex ln(x) − xex = −ex ln(x) − ex x (b) y 00 − 2y 0 + y = x−2 ex (c) x2 y 00 − 3xy 0 + 4y = x4 Question 2(c). x2 y 00 − 3xy 0 + 4x = x4 We need to find solution of the homogeneous equation x2 y 00 − 3xy 0 + 4x = 0 5 This is an Euler equation: it has a solution y = xr where r(r − 1) − 3r + 4 = 0 or r2 − 4r + 4 = 0 or (r − 2)2 = 0 in other words y1 (x) = x2 . Since this is a repeated root, there is an additional solution y2 (x) = x2 ln(x). To solve the inhomogeneous equation: Wronskian W (y1 , y2 ) = x2 (2x ln(x) + x2 /x − x2 ln(x)(2x)) = x3 The equation (normalized so coefficient of y 00 is 1) is 4 3 y 00 − y 0 + = x2 x x This gives the solution of the inhomogeneous equation (variation of parameters) as Z Z y2 (x)x2 y1 (x)x2 Y (x) = −y1 (x) dx + y (x) dx 2 x3 x3 Z 2 Z 2 2 x ln(x) xx 2 2 = −x dx + x ln(x) dx x x3 Z Z 2 2 = −x x ln(x)dx + x ln(x) xdx Z 2 = −x udv + x2 ln(x)(x2 /2) where u = ln(x) and v = x2 /2 so du = dx/x and dv = xdx. Hence the integral becomes Z 2 −x (uv − vdu) + (x4 /2) ln(x) Z 2 2 = −x x /2 ln(x) − xdx/2 + x4 /2 ln(x) 6 = x4 /4. So the solution is y = x4 /4. Question 2(d) x2 y 00 + xy 0 + y = ln(x) Two linearly independent solutions to the homogeneous equation are y1 = cos ln(x), y2 = sin ln(x) The Wronskian is 1 W = x By variation of parameters, the solution of the inhomogeneous equation is Z Z sin ln(t) ln(t) cos ln(t) ln(t) −1 Y (x) = − cos ln(x) dt + sin ln(x) t dt 2 −1 tt t2 Z Z = − cos ln(x) sin ln(t) ln(t)d ln(t) + sin ln(x) cos ln(t) ln(t)d ln(t) Z Z = − cos ln(x) u sin(u)du + sin ln(x) u cos(u)du = cos ln(x)(u cos u − sin u)|u=ln x + sin ln x(u sin u + cos u)|u=ln x This simplifies to Y (x) = ln(x). Question 3. Use the method of undetermined coefficients to find particular solutions of the following equations: Question 3(a) y 00 + 9y = 4 cos(3x) Soln: cos 3x is a solution of the homogeneous equation so we must use the test solution y = Ax sin 3x + Bx cos 3x This gives y 0 = A sin 3x + B cos 3x + x(3A cos 3x − 3B sin 3x) y 00 = 2(3A cos 3x − 3B sin 3x) + x(−9A sin 3x − 9B cos 3x) y 00 + 9y = 6A cos 3x − 6B sin 3x = 4 cos 3x so A = 2/3 and B = 0. Question 3 (b). y 00 + 4y 0 + 4y = 3e−2x + e−x 7 Solution: First solve (0.3) y 00 + 4y 0 + 4y = e−x (0.4) y 00 + 4y 0 + 4y = 3e−2x For (0.1), try y = Ce−x y 0 = −Ce−x , y 00 = Ce−x so (C − 4C + 4C)e−x = e−x which implies C = 1. For (0.3), the solution is yA = e−x . For (0.4), note e−2x and xe−2x are solutions of the homogeneous equation (since −2 is a repeated root of the characteristic equation) So substitute y = Dx2 e−2x y 0 = D(2xe−2x − 2x2 e−2x ) = D(2x − 2x2 )e−2x y 00 = D(2 − 4x)e−2x − 2D(2x − 2x2 )e−2x = D(2 − 8x + 4x2 )e−2x So y 00 + 4y 0 + 4y = D(2 − 8x + 4x2 ) + 4D(2x − 2x2 ) + 4Dx2 e−2x = 2D + (−8D + 8D)x + (4D − 8D + 4D)x2 e−2x = 2De−2x = 3e−2x Hence D = 3/2. So the solution to (0.2) is yB = (3/2)x2 e−2x So the solution to this question is y = yA + yB = e−x + (3/2)x2 e−2x . Question 4. For x > 0, find the general solution of 2x2 y 00 + xy 0 − y = 3x − 5x2 8 The homogeneous equation is an Euler equation. To convert it to a constant-coefficient equation, we substitute x = eu or u = ln(x) which lead to 1 du = dx x Then we have dy dy du 1 dy = = dx du dx x du 2 dy 1 dy 1 d dy + =− 2 dx2 x du x dx du 1 dy 1 1 d2 y + =− 2 x du x x du2 Hence the homogeneous equation becomes 1 d2 y 1 dy 1 dy 2 2x − 2 + −y =0 +x x du x2 du2 x du in other words 2 or dy dy d2 y − 2 + −y =0 du2 du du d2 y dy − −y =0 2 du du The right hand side of the equation transforms into 2 3x − 5x2 = 3eu − 5e2u So we need to solve the equation dy d2 y − − y = 3eu − 5e2u 2 du du We can do this using the method of undetermined coefficients. The characteristic equation is 2 2r2 − r − 1 = 0 so its solutions are r = 1 and r = − 21 To solve d2 y 1 dy 1 3 − − y = eu 2 du 2 du 2 2 we need to substitute y = Aueu 9 (the extra factor u is because eu is a solution of the homogeneous equation) So 3 d2 y 1 dy 1 − y = A(3/2)eu = eu − 2 du 2 du 2 2 so A = 1. To solve d2 y 1 dy 1 5 − y = − e2u − 2 du 2 du 2 2 we substitute y = Be2u (here no extra factor u is required because 2 is not a root of the homogeneous equation) This gives 1 5 B(4 − 1 − ) = − 2 2 or B = −1 So the solution is y = ueu − e2u or y = x ln(x) − x2 Question 5 y 00 + xy = 0 This is very similar to the Airy equation (Example 2, Chap. 5.2 of textbook). The Airy Equation is solved in the textbook and was also solved in class. The Airy Equation is y 00 − xy = 0 The recurrence is (compare text, Section 5.2, (18)) ∞ ∞ X X n (n + 2)(n + 1)an+2 x = − an xn+1 . n=0 n=0 This leads to (cf. equation following (18) on p. 259 in text) 10 2 · 1a2 + ∞ X n (n + 2)(n + 1)an+2 x = − ∞ X n=1 an−1 xn . n=1 This leads to (cf. (16) Section 5.2 text) (n + 2)(n + 1)an+2 = −an−1 n ≥ 1. Hence the solution is (compare second last equation p. 243) a0 a3n = (−1)n 2 · 3 · 5 · 6 . . . (3n − 4)(3n − 3)(3n − 1 )(3n) and (compare first equation, p. 344) a3n+1 = (−1)n a1 3 · 4 · 6 · 7 . . . (3n − 3)(3n − 2)(3n)(3n + 1) Hence the solution to Question 1 is the same as the solution to the Airy equation, except that the signs of a3n and a3n+1 are (−1)n (whereas for the Airy equation the signs of all nonzero an are positive). Question 6 (2x − x2 )y 00 − 6(x − 1)y 0 − 4y = 0 Substitute t = x − 1 since initial conditions are given at x = 1 dy dy = dx dt and d2 y d2 y = 2 dx2 dt This substitution gives (−t2 + 1)y 00 − 6ty 0 − 4y = 0 (where now y 0 means Put dy dt and y 00 means y= ∞ X d2 y ). dt2 an tn , n=0 so y0 = ∞ X n=0 nan tn−1 11 and 00 y = ∞ X n(n − 1)an tn−2 n=0 Thus we have ∞ ∞ ∞ ∞ X X X X n−2 n n n(n − 1)an t − n(n − 1)an t − 6 an (n)t − 4 an tn = 0. n=2 n=0 n=0 n=0 Reindex first sum: n − 2 = m, n = m + 2. ∞ ∞ ∞ ∞ X X X X m n n (m+2)(m+1)am+2 t − n(n−1)an t −6 an (n)t −4 an tn = 0. m=0 n=0 n=0 n=0 This gives the recurrence (n + 2)(n + 1)an+2 = (n2 + 5n + 4)an or an+2 = (n + 4)an . n+2 The initial condition was a0 = 0, a1 = 1 so all a2n = 0 and 5 a3 = a1 3 7 7 a5 = a3 = a1 5 3 For odd n, (0.5) an = n+2 a1 3 (Proof by induction: the previous equation is true for n = 3. Assume this equation is true for n − 2 and prove it for n. We assume n an−2 = a1 . 3 Then n+2 n+2 an = an = a1 n 3 as was to be shown.) 12 In other words, our formula is a2m+1 = −2(t + 1)t ∞ X 2m + 3 a1 . 3 an (n + r)(n + r − 1)tn+r−2 n=0 −2 ∞ X am+1 (m+1+r)(m+r)tm+r −2 m=−1 ∞ X an (n+r)(n+r−1)tn+r −6 n=0 ∞ X an (n+r)tn+r −4 n=0 m = −1 term from first sum: a0 r(−1 + r) = 0 so r = 0 or 1 n ≥ 0: −2an+1 (n + 1 + r)(n + r) − 2an (n + r)(n + r − 1) − 6an (n + 4) − 4an = 0 (n + r)(n + r − 1) − 3(n + 4) − 2 (n + 1 + r)(n + r) If r = 1: a0 = 1, and y(t = 0) = 0 is automatically satisfied. So choose r=1 Then (n + 1)n − 3(n + 1) − 2 an+1 = −an (n + 2)(n + 1) (n + 1)(n − 3) − 2 = −an (n + 2)(n + 1) −3 − 2 a1 = −a0 2×1 2×1−3×2−2 a2 = −a1 3×2 (1 × (−3) − 2) × (2 × (−2) − 2) × . . . (n × (n − 4) − 2) an = (−1)n (n + 1)!n! (when n ≥ 1). P n So y = ∞ n=0 an (x − 1) with an as above. Question 7 y 00 + xy 0 + y = 0 an+1 = −an ∞ X n=0 an tn+r = 0. 13 Substitute y = P∞ n=0 an x n , 0 y = ∞ X nan xn−1 , n=0 y 00 = ∞ X n(n − 1)an xn−2 n=0 So ∞ X n(n − 1)an x n−2 + n=0 ∞ X n nan x + n=0 ∞ X an xn = 0. n=0 Reindex first sum: ∞ ∞ X X n(n − 1)an xn−2 = (m + 2)(m + 1)am+2 xm n=0 m=−2 = ∞ X (m + 2)(m + 1)am+2 xm m=0 ∞ X (n + 2)(n + 1)an+2 xn = n=0 So ∞ X (n + 2)(n + 1)an+2 + nan + an = 0. n=0 So (n + 1)an an =− . (n + 2)(n + 1) n+2 If y1 (0) = 1, then a0 = 1 and we may take a1 = 0. So a0 a2 = − 2 a2 a0 a0 a4 = − = = 2 4 2×4 2 (1 × 2) Claim (−1)m a0 a2m = 2m m! Proof by induction: True for m = 0. If true for m − 1, the induction assumption is that an+2 = − a2(m−1) = (−1)m−1 a0 . 2m−1 (m − 1)! 14 We have from the recurrence relation that a2(m−1) a2m = − 2m m (−1) a0 = 2m m! which completes the proof. Hence the series is ∞ X (−1)m x2m y1 = 2m m! m=0 since a0 = 1. If y2 (0) = 0, we are forced to have y20 (0) 6= 0, because we chose y10 (0) = 0; take y20 (0) = 1, or a1 = 1. Then a2m−1 a2m+1 = − 2m + 1 (by recurrence relation). Claim (−1)m a1 . 1 × 3 × 5 × · · · × (2m + 1) Proof by an induction similar to the proof for the formula for y1 . So ∞ X (−1)m x2m+1 . y2 = 1 × 3 × 5 × · · · × (2m + 1) m=0 a2m+1 = (b) Ratio test to verify convergence of series: For y1 , the m-th term in the series is bm = (−1)m x2m 2m m! The (m-1)-th term is bm−1 = So | Similarly for y2 . bm |= (−1)m−1 x2(m−1) 2m−1 (m − 1)! x2m 2m−1 (m − 1)! 2m m!x2(m−1) bm−1 x2 = → 0 as m → ∞ 2m 15 (c) m ∞ X −x2 1 2 y1 = = e−x /2 . 2 m! m=0 Reduction of order: A second solution is y2 (x) = v(x)y1 (x) where y1 v 00 + (2y10 + py1 )v 0 = 0 for an equation y 00 + p(x)y 0 + q(x)y = 0. So here p(x) = x. v 00 + (2 Putting u = v 0 , y10 + p)v 0 = 0 y1 y10 + p)u = 0 y1 y0 du = −(2 1 + p)dx u y1 Z ln |u| = −2 ln |y1 | − p u0 + (2 R u = y1−2 e− p , Z Z x2 pdx = xdx = . 2 So 2 2 u = ex eZ−x /2 = ex 2 v = ex /2 dx or −x2 /2 Z y2 (x) = e x 2 /2 2 /2 et dt. 0 Question 8 Determine whether x = 0 is an ordinary point, a regular singular point, or an irregular singular point. If it is a regular singular point, find the exponents of the differential equation at x = 0. (a) xy 00 + (x − x3 )y 0 + (sin x)y = 0 This is equivalent to sin x y=0 y 00 + (1 − x2 )y 0 + x 16 Note that the function everywhere else) since sin x = sin x x is infinitely differentiable (at x = 0 and ∞ X (−1)n x2n+1 n=0 (2n + 1)! = x − x3 /3! + . . . So x = 0 is an ordinary point. (b) x2 y 00 + cos xy 0 + xy = 0 This is in the form P (x)y 00 + Q(x)y 0 + R(x)y = 0 so P (x) = x2 , Q(x) = cos(x), R(x) = x Then x cos x cos x xQ(x)/P (x) = = 2 x x which tends to ∞ as x → 0. Hence x = 0 is an irregular singular point. (c) x(1 + x)y 00 + 2y 0 + 3xy = 0 The equation is in the form P (x)y 00 + Q(x)y 0 + R(x)y = 0 where P (x) = x(1 + x), Q(x) = 2, R(x) = 3x. So xQ(x)/P (x) = 2x = 2/(1 + x) which remains finite as x → 0. Also x2 R(x)/P (x) = x(1+x) 3xx2 1+x → 0 as x → 0. So x = 0 is a regular singular point. (It is a singular point because P (0) = 0.) Exponents for 3(c): Multiplying by x2 /x(1 + x), the equation becomes 2x2 3xx2 2 00 0 xy + y + y=0 x(1 + x) x(1 + x) so 2x 3x2 x2 y 00 + y0 + y=0 (1 + x) (1 + x) The Euler equation which approximates this is x2 y 00 + 2xy 0 = 0 17 1 since 1+x = 1 − x + x2 . . . .. so we obtain this Euler equation by taking 2x 3x2 the leading order terms in x in (1+x) and (1+x) (note that to order 0 in x the coefficient of y is 0). Exponents: r(r − 1) + 2r = 0 r (substituting y = x ) So r(r + 1) = 0 or r = 0 or −1. Question 9 2x2 y 00 + xy 0 − (1 + 2x2 )y = 0 P n+r Take y = ∞ So n=0 an x 2 ∞ X (n+r)(n+r−1)an x n+r n=0 ∞ ∞ ∞ X X X n+r n+r + (n+r)an x − an x −2 an xn+r+2 = 0 n=0 n=0 Reindex last sum: it becomes (using m = n + 2) ∞ X am−2 xm+r . −2 m=2 So collecting terms multiplying xn+r for n ≥ 2, we have an [2(n + r)(n + r − 1) + (n + r) − 1] − 2an−2 = 0 So for n ≥ 2, we get an = 2an−2 (n + r) [2(n + r) − 1] − 1 For n = 1: a1 [2(1 + r)r + r] = 0 a1 [r(3 + 2r)] = 0 or r = 0 or r = −3/2 assuming a1 6= 0. For n = 0: a0 [2r(r − 1) + r − 1] = 0 a0 (r − 1)(2r + 1) = 0 r = 1 or r = −1/2 assuming a0 6= 0. If a0 6= 0, take r = 1: 2an−2 an = (n + 1)(2n + 1) − 1 n=0 18 2an−2 2an−2 = 2 2n + 3n n(2n + 3) = So a2m = So y 1 = a0 a0 m!(4m + 3)(4[m − 1] + 3) . . . (4 + 3) ∞ X x2m m!(4m + 3)(4[m − 1] + 3) . . . (4 + 3) m=0 If r = − 12 , an = 2an−2 2an−2 = (n − 1/2)(2n − 2) − 1 (2n − 1)(n − 1) − 1 2an−2 2an−2 = 2 2n − 3n n(2n − 3) = So 2a0 2(4 − 3) a0 = m!(4m − 3) . . . (4 − 3) a2 = a2m So y 2 = a0 ∞ X 1 x2m− 2 x−1/2 + m!(4m − 3) . . . (4 − 3) m=1 ! . Question 10 2xy 00 − y 0 − y = 0 P∞ P n+r n . So Put y = xr ∞ n=0 an x n=0 an x = 0 y = ∞ X an (n + r)xn+r−1 , n=0 00 y = ∞ X an (n + r)(n + r − 1)xn+r−2 . n=0 So ∞ ∞ ∞ X X X 2 an (n+r)(n+r−1)an xn+r−1 − an (n+r)xn+r−1 − an xn+r = 0. n=0 n=0 n=0 19 Reindex first 2 sums: m = n − 1 ∞ ∞ ∞ X X X m+r m+r 2 am+1 (m+1+r)(m+r)x − am+1 (m+1+r)x − am xm+r = 0 m=−1 m=−1 m=0 So for m = −1 this gives a0 (2r(−1 + r) − r) = 0 Assuming a0 6= 0, we get −2r + 2r2 − r = 0 r = 0 or r = 3/2. For m ≥ 0 we get the recurrence relation am+1 [2(m + 1 + r)(m + r) − (m + 1 + r)] = am am am+1 = (m + r + 1)[2(m + r) − 1] For r = 0 this becomes am am+1 = (m + 1)(2m − 1) For r = 3/2 it becomes am am+1 = (m + 5/2)(2m + 2) In the case r = 0, we have a0 am = − m!)(2m − 3)(2m − 5) . . . 1 or ∞ X xm y1 = −a0 m!(2m − 3)(2m − 5) . . . 1 m=0 In the case r = 3/2, we get am = or a0 5/2(1 + 5/2) . . . (m + 3/2)2m m! ∞ X xm y2 = a0 (1 + 5/2(1 + 5/2) + · · · + (m + 3/2)2m m! m=1
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