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Math2221 Test 2B S2, 2014: Time Allowed: 50 Minutes 1

This document summarizes the questions from a Math 2221 test covering topics such as: 1) Solving a boundary value problem for a second order differential equation. 2) Finding the general solution to a non-homogeneous second order differential equation. 3) Finding the coefficients of the adjoint operator for a given differential operator. 4) Deriving an identity for Bessel functions. 5) Computing an inner product of functions satisfying given conditions. 6) Solving problems related to power series solutions of differential equations. 7) Showing that a solution to a boundary value problem implies a condition on the forcing term.

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62 views6 pages

Math2221 Test 2B S2, 2014: Time Allowed: 50 Minutes 1

This document summarizes the questions from a Math 2221 test covering topics such as: 1) Solving a boundary value problem for a second order differential equation. 2) Finding the general solution to a non-homogeneous second order differential equation. 3) Finding the coefficients of the adjoint operator for a given differential operator. 4) Deriving an identity for Bessel functions. 5) Computing an inner product of functions satisfying given conditions. 6) Solving problems related to power series solutions of differential equations. 7) Showing that a solution to a boundary value problem implies a condition on the forcing term.

Uploaded by

Spi
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Math2221

Test 2B

S2, 2014

Time allowed: 50 minutes


1.

Solve the boundary-value problem

2x2 u 00 + 3xu 0 3u = 14x2


2.

for 1 < x < 4, with u(1) = 9 and u(4) = 29.

Find the general solution of


u 00 4u 0 + 4u =

e2x
.
x

You may assume the following formulae for the method of variation of
parameters applied to the ODE u 00 + p(x)u 0 + q(x)u = f(x):
v10 =

u = u1 v1 + u2 v2 ,
3.

fu2
,
W

v20 =

fu1
.
W

For the differential operator


2

Lu = xu 00 ex u 0 + 4x2 u
find the coefficients b0 (x), b1 (x), b2 (x) of the adjoint operator
L v = b2 v 00 + b1 v 0 + b0 v.
4.

The Bessel function of order n {0, 1, 2, . . .} is defined by the series


Jn (z) =

X
(1)k (z/2)2k+n

k!(n + k)!

k=0

Find the coefficient Cn in the identity


zJn1 (z) + zJn+1 (z) = Cn Jn (z)
for z C and n {1, 2, 3, . . .}.

Questions continue over the page.

5. Let hf, gi be an inner product with associated norm kfk =


hf, gi when f and g are such that
kfk = 1,
6.

kgk = 3,

p
hf, fi. Find

k3f + gk = 4.

Consider the ODE


3z2 u 00 + z(1 z)u 0 u = 0.

(i) Find the indicial equation for r and the recurrence relation for Ak if
u=

Ak zk+r .

k=0

(ii) Which root of the indicial equation yields a solution u that is bounded
at z = 0?
(iii) For this root, find A1 and A2 given that A0 = 1.
7.

Show that if the boundary-value problem


u 00 + u = f(x) for 0 < x < 3/4,
u=0
u0 + u = 0

at x = 0,
at x = 3/4,

has a solution u, then the function f must satisfy


Z 3/4
f(x) sin x dx = 0.
0

Solutions
1.

[8 marks] Let Lu = 2x2 u 00 + 3xu 0 3u and observe that




Lxr = 2r(r 1) + 3r 3 xr = (2r2 + r 3)xr = (2r + 3)(r 1)xr ,

so the general solution of the homogeneous equation Lu = 0 is


uH = Ax3/2 + Bx.
Also, Lx2 = 7x2 so a particular solution of Lu = 14x2 is uP = 2x2 . Hence,
the general solution of Lu = 14x2 is
u = uH + uP = Ax3/2 + Bx + 2x2 .
Since u(1) = A + B + 2 and u(4) = A/8 + 4B + 32, the boundary conditions
give
A + B + 2 = 9,
A + B = 7,
and thus
A/8 + 4B + 32 = 29,
A/8 + 4B = 3.
Therefore A = 8 and B = 1 and the solution is
u = 8x3/2 x + 2x2 .
2. [8 marks] Since 2 4 + 4 = ( 2)2 the functions u1 = e2x and
u2 = xe2x are linearly independent solutions of the homogeneous equation. Their Wronskian is
2x

2x
e

xe
4x

W = 2x 2x
2x = e
2e
e + 2xe
so applying the formulae with f(x) = e2x /x we have
v10

(e2x /x) xe2x


=
= 1
e4x

and

v20

(e2x /x) e2x


=
= x1 .
4x
e

Thus, v1 = x and v2 = log |x|, implying that


uP = u1 v1 + u2 v2 = e2x (x) + xe2x log |x| = e2x (x + log |x|)
is a particular solution, and hence the general solution (with C = B 1) is

u = uH + uP = Ae2x + Bxe2x + uP = e2x A + Cx + x log |x| .
3

[3 marks] The definition of L gives

3.

L v = (xv) 00 + (ex v) 0 + 4x2 v = (2v 0 + xv 00 ) + (2xex v + ex v 0 ) + 4x2 v


2
2
= xv 00 + 2 + ex v 0 + 4x2 2xex v,
showing that
2

b1 = 2 + ex ,

b2 = x,

b0 = 2x(2x ex ).

[6 marks] Since

4.

zJn1 (z) = z
=

X
(1)k (z/2)2k+n1

k=0

X
k=0

k!(n 1 + k)!

X
(1)k z2k+n 22kn+1
k=0

k!(n 1 + k)!

(1)k (z/2)2k+n
2(n + k)
k!(n + k)!

and
zJn+1 (z) = z
=

X
(1)k (z/2)2k+n+1

k=0

X
k=1

k!(n + 1 + k)!

X
(1)k z2k+n+2 22kn1

k!(n + 1 + k)!

k=0

(1)k1 z2k+n 22kn+1 X (1)k (z/2)2k+n


=
(2k),
(k 1)!(n + k)!
k!(n + k)!
k=1

we have
zJn+1 (z) + zJn1 (z) = 2n
= 2n


(z/2)n X (1)k (z/2)2k+n 
+
2(n + k) 2k
n!
k!(n + k)!
k=1

X
(1)k (z/2)2k+n
k=0

k!(n + k)!

= 2nJn (z),

so C = 2n. The identity holds for any integer n, not just n > 1, if we agree
that 1/k! = 0 for k {1, 2, 3, . . .}.
5.

[4 marks] Since

k3f + gk2 = h3f + g, 3f + gi = k3fk2 + 2h3f, gi + kgk2 = 9kf2 k + 6hf, gi + kgk2


we have
16 = 9 + 6hf, gi + 9
so 6hf, gi = 2 and thus hf, gi = 1/3.
4

6.
(i) [7 marks]
3z2 u 00 + z(1 z)u 0 u = (3z2 u 00 + zu 0 u) z2 u 0

X
X


k+r
=
3(k + r)(k + r 1) + (k + r) 1 Ak z

(k + r)Ak zk+r+1
=

k=0

k=0

[3(k + r) + 1](k + r 1)Ak zk+r

k=0

(k 1 + r)Ak1 zk+r

k=1
r

= (3r + 1)(r 1)A0 z

X


+
(3k + 3r + 1)(k + r 1)Ak (k + r 1)Ak1 zk+r ,
k=1

so the indicial equation is (3r + 1)(r 1) = 0 and the recurrence


relation is
Ak1
Ak =
for all k > 1.
3k + 3r + 1
(ii) [1 mark] The roots of the indicial equation are r1 = 1 and r2 = 1/3.
Since r1 > 0 but r2 < 0, we need to choose r = r1 to obtain a solution
that is bounded at z = 0.
(iii) [3 marks] With r = 1,
Ak =

Ak1
3k + 4

for all k > 1.

Thus, putting A0 = 1 gives


A1 =
so

7.

A0
1
=
7
7

and A2 =

A1
1
= ,
10
70



z z2
u=z 1+ +
+ .
7 70

[5 marks] First consider the homogeneous problem


v 00 + v = 0 for 0 < x < 3/4,
v = 0 at x = 0,
0

v + v = 0 at x = 3/4.
5

(1)

The general solution of v 00 +v = 0 is v = A cos x+B sin x and since v(0) = A


we see that A = 0. Thus, v = B sin x and v 0 = B cos x, implying that when
x = 3/4,

3
3
2
2
v 0 + v = B cos
+ B sin
= B
+B
=0
4
4
2
2
for every B. Thus, v = B sin x is the general solution of the homogeneous
problem (1). The operator Lu = u 00 + u is formally self-adjoint so
for all u, v D,

hLu, vi = hu, Lvi


where

Z 3/4
hf, gi =

f(x)g(x) dx
0

and D, the domain of L, is defined to be the set of all C2 functions satisfying


the homogeneous boundary conditions. Hence, if a solution u exists then
for any constant B,
hf, vi = hLu, vi = hu, Lvi = hu, 0i = 0

when v = B sin x,

and in particular, with B = 1,


Z 3/4
f(x) sin x dx = 0.
0

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