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Mathematics 307 Final Exam

This document contains solutions to mathematics exam problems involving differential equations, power series, and Taylor series. Key steps include: 1) Finding the Maclaurin series for e-x^2 and its integral, and the Taylor series for sin(x) about x0=π/2. 2) Deriving the recurrence relation for the power series solution to the differential equation (1-x)y''-y=0 and expressing the general solution. 3) Finding the initial values of the derivatives of y for the differential equation y''+xy'+(cosx)y=0 at x=0. 4) Identifying the type of problem and appropriate solution methods for given

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56 views5 pages

Mathematics 307 Final Exam

This document contains solutions to mathematics exam problems involving differential equations, power series, and Taylor series. Key steps include: 1) Finding the Maclaurin series for e-x^2 and its integral, and the Taylor series for sin(x) about x0=π/2. 2) Deriving the recurrence relation for the power series solution to the differential equation (1-x)y''-y=0 and expressing the general solution. 3) Finding the initial values of the derivatives of y for the differential equation y''+xy'+(cosx)y=0 at x=0. 4) Identifying the type of problem and appropriate solution methods for given

Uploaded by

Ahmad
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Mathematics 307 Final Exam

solutions
Warning: I have not proofread these carefully. There may be typos and algebra mistakes.
1. For full credit for this question, express your answers in sigma () notation.
R
2
(a) Fact: ex dx cannot be expressed in terms of familiar functions. It has a Maclau2
rin series, though; find it. (First find the Maclaurin series for ex , then integrate.)

X
xn
x
Since e =
, then by substituting x2 for x, I get
n!
n=0
x2

X
(x2 )n
n=0

n!

X
(1)n x2n
n=0

n!

Now integrate:
Z

x2

dx =

X
(1)n x2n+1
n=0

n!(2n + 1)

+c .

(b) Use the definition of the Taylor series to find the Taylor series for sin x at x0 = /2.
The function in question is f (x) = sin x, and I know its derivatives: f 0 (x) = cos x,
f 00 (x) = sin x, f 000 (x) = cos x, and after that they repeat. Plug x0 = /2 into
each of these: f (x0 ) = 1, f 0 (x0 ) = 0, f 00 (x0 ) = 1, f 000 (x0 ) = 0, and after that they
repeat. So the pattern is: the even ones are zero, and the odd ones alternate 1, 1,
1, 1, etc. So the Taylor series is

X
f (n) (x0 )
n=0

n!

(x x0 )n = 1 +

0
1
0
(x /2) +
(x /2)2 + (x /2)3 + .
1!
2!
3!

After removing all of the terms that are zero (which are the odd powers of x /2),
I get
1
1
1
1 (x /2)2 + (x /2)4 (x /2)6 + .
2!
4!
6!
This is equal to

X
(1)n
(x /2)2n .
(2n)!
n=0
2. Solve the following equation using a power series about x0 = 0. Find the recurrence relation; also find the first four nonzero terms in each of two linearly independent solutions.
If possible, find the general term in those solutions.
(1 x)y 00 y = 0.

P
P
n
00
n2
Let y =
. Next I plug these in: the equation
n=0 an x . Then y =
n=0 n(n1)an x
becomes

X
X
(1 x)
n(n 1)an xn2
an xn = 0,
n=0

n=0

or (multiplying out the 1 x part)

n(n 1)an x

n2

n=0

n(n 1)an x

n1

n=0

an xn = 0.

n=0

Now I reindex the first two sums so that the generic term involves xn , and the result is

(n + 2)(n + 1)an+2 x

n=2

(n + 1)nan+1 x

n=1

an xn = 0.

n=0

The n = 2 and n = 1 terms of the first sum are zero, as is the n = 1 term of the
second sum, so I can change all of these to be sums starting at n = 0. So I get

[(n + 2)(n + 1)an+2 (n + 1)nan+1 an ] xn = 0.

n=0

So for every n 0,
(n + 2)(n + 1)an+2 (n + 1)nan+1 an = 0,
and this gives the recursion relation
an+2 =

(n + 1)nan+1
an
+
,
(n + 2)(n + 1) (n + 2)(n + 1)

or (slightly simplified)
an+2 =

nan+1
an
+
.
n+2
(n + 2)(n + 1)

Now I start plugging in values of n. When n = 0, this tells me


a2 =
When n = 1, I get
a3 =

0a1
a0
a0
+
= .
2
21
2

a2 a1
a0 a1
+
=
+ .
3
6
6
6

The next few coefficients are


2a3 a2
a0
a1
a0
a0 a1
+
=
+
+
=
+ ,
4
12
12 12 24
8
12
3a4 a3
3a0 a1
a0
a1
a0
7a1
+
=
+
+
+
=
+
.
a5 =
5
20
40
20 120 120
12 120
a4 =

Page 2

So the general solution is


y = a0 + a1 x +

a0 2
a0 a1
a0 a1
a0
7a1 5
x + ( + )x3 + ( + )x4 + ( +
)x + .
2
6
6
8
12
12 120

I can break this up into terms involving a0 and terms involving a1 :






1 2 1 3 1 4
1 5
1 3
1 4
7 5
y = a0 1 + x + x + x + x + + a1 x + x + x +
x + .
2
6
8
12
6
12
120
So here are two linearly independent solutions:
1
1
1
1
y1 = 1 + x2 + x3 + x4 + x5 + ,
2
6
8
12
1
1
7 5
y2 = x + x3 + x4 +
x + .
6
12
120
I dont see a pattern, so I dont know the general term in either of these.
3. Consider this initial value problem:
y 00 + xy 0 + (cos x)y = 0,

y(0) = 1,

y 0 (0) = 0.

(a) Find y 00 (0), y 000 (0), and y (4) (0).


To find y 00 (0), just plug x = 0 into the equation:
y 00 (0) + 0 y 0 (0) + (cos 0)y(0) = 0,
so y 00 (0) + 1 = 0, so y 00 (0) = 1 . To find y 000 (0), differentiate the original equation
and then plug in x = 0:
y 000 + xy 00 + y 0 + (cos x)y 0 + ( sin x)y = 0,
so y 000 (0) = 0 . Repeat for y (4) (0):
y (4) + xy 000 + 2y 00 + (cos x)y 00 2(sin x)y 0 (cos x)y = 0.
So (skipping the zero terms):
y (4) (0) + 2y 00 (0) + (cos 0)y 00 (0) (cos 0)y(0) = 0,
which is the same as y (4) (0) 2 1 1 = 0, so y (4) (0) = 4 .
(b) What do you expect the radius of convergence for the solution y to be?
The coefficient of y 00 is already 1, so I dont have to divide by anything. Both x
and cos x have Taylor series (with x0 = 0) with infinite radius of convergence, so I
expect the same of y: the radius of convergence is .

Page 3

4. Find the radius of convergence for each of the following series.

X
(1)n n 2n
x .
(a)
n
2
n=0
Use the ratio test:






(n + 1)st term
(1)n+1 (n + 1)x2(n+1) /2n+1
(1)(n + 1)x2
= lim
= lim

lim
n

n
nth term n
(1)n nx2n /2n
2n


n + 1
|x2 |
.
=
lim
2 n n

The last limit is 1. We want the whole thing to be less than 1, so x2 /2 < 1, so

x2 < 2, so |x| < 2. So the radius of convergence is 2 .

X
xn
.
(b)
n!n
n=1

Use the ratio test:


n+1





x /(n + 1)!(n + 1)




xn
n
= lim
= |x| lim
.
lim




n (n + 1)(n + 1)
n (n + 1)(n + 1)
n
xn /n!n

This last limit is 0, so the whole thing is less than 1 no matter what x is. So the
radius of convergence is .

5. Solve this initial value problem:


ty

dy
= 1,
dt

y(1) = 2.

This is a first order separable equation, so separate the variables:


y dy =

dt
.
t

Now integrate both sides: y 2 /2 = ln t + c. Solve for y:

y = 2 ln t + c.
(Strictly speaking, that should be 2c, but Ive renamed
my constant,as usual.) Now
apply the initial condition: when t = 1, y = 2: 2 = 2 ln 1 + c = c. So c should
be 4, and I want the plus sign, not the minus sign:

y = 2 ln t + 4 .
6. Do not solve the problems in parts (a)(d). Instead, identify the type of problem
(separable, second order linear homogeneous with constant coefficients, things like
that), and tell me what method (or methods) to use to solve it (integrating factor,
power series solution, etc.).
Page 4

(a) t2 y 00 t(t + 2)y 0 + (t + 2)y = 0, y1 (t) = t.


This is a second order linear homogeneous equation (non-constant coefficients).
Since we are told one solution, y1 , use reduction of order to find a second one.
dy
= y(y 1)(y 2).
(b)
dt
This is a first order separable equation, and in particular it is an autonomous
equation. If you could do the integrals, you could solve it by separating the variables
and integrating. For this particular equation, it is probably better to do quantitative
analysis, of the sort we did with the population growth problems in Chapter 2.
(c) y 00 + 4y = 2 tan 2t.
This is second order linear nonhomogeneous with constant coefficients. Use the characteristic equation to find yh , the solution to the associated homogeneous equation,
and use variation of parameters to find yp . (You cant use undetermined coefficients
because the nonhomogeneous part isnt one of the right forms.)
dy 2
(d)
+ y = e2t .
dt
t
This
is
a first order linear equation. Solve it using an integrating factor ((t) =
R
e 2/t dt , etc.).
7. Find the general solution to this differential equation:
y 00 4y 0 5y = 10 sin t + 2 cos t.
This is a second order linear nonhomogeneous equation with constant coefficients. Use
the characteristic equation to find yh : the characteristic equation is r2 4r 5 = 0, and
this has roots 5 and 1. So yh = c1 e5t + c2 et .
Use undetermined coefficients to find yp : try yp = A sin t + B cos t. Im too lazy to type
in the resulting algebra, but I think you should end up with A = 1 and B = 1. So the
answer is
y = c1 e5t + c2 et + sin t cos t .
8. (Bonus) An iron ball is hanging on a spring; there is friction present. If subject to no
external forces, the position y(t) of the ball at time t would satisfy this equation:
y 00 + 2y 0 + 2y = 0.
At time 0, the ball is at its equilibrium position and has downward velocity 1. At time
t = , I turn on an electromagnet that exerts a constant downward force of magnitude 1
on the ball; at time t = 2, I turn off the magnet. Write down the initial value problem
described by this situation, and solve it.
I cant tell you how to do every problem, can I?

Page 5

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