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MTL101-Tutorial Sheet 8

The document provides a tutorial sheet with 17 problems related to linear algebra and differential equations. The problems cover topics like power series solutions, Bessel functions, Legendre polynomials, and Chebyshev polynomials. Specific problems involve determining radii of convergence, expressing sums in terms of variables, finding ordinary and singular points of differential equations, and proving properties of special functions.

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0% found this document useful (0 votes)
31 views4 pages

MTL101-Tutorial Sheet 8

The document provides a tutorial sheet with 17 problems related to linear algebra and differential equations. The problems cover topics like power series solutions, Bessel functions, Legendre polynomials, and Chebyshev polynomials. Specific problems involve determining radii of convergence, expressing sums in terms of variables, finding ordinary and singular points of differential equations, and proving properties of special functions.

Uploaded by

jayadangolia
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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DEPARTMENT OF MATHEMATICS
INDIAN INSTITUTE OF TECHNOLOGY DELHI
MTL101 (LINEAR ALGEBRA AND DIFFERENTIAL EQUATIONS)
2023-24 SECOND SEMESTER TUTORIAL SHEET-VIII

1. Determine the radius of convergence of the following power series:


∞ ∞ ∞ ∞
∑ (−1)m 2m ∑
m
∑ (x − 1)m ∑ (−1)m
(i) m
x (ii) m!x (iii) (iv) m
(x + 1)3m .
m=0 k m=0 m=0 (m + 1)! m=0 5

2. Express the sum of the following sums in terms of xk


∑∞ ∞

(m + 3)3 m+1 m!
x and 2
xm−2 .
m=0 (m + 2)! m=3 (m + 4)

3. Find the ordinary points, regular singular points and irregular singular points of the follow-
C
ing differential equations:
d2 y d2 y
(i) (x − 1)4 dx dy
2 + x dx + y = 0 (ii) (x − 1)2 x2 dx 2 + 3(x − 1) dx + 7y = 0
dy
2 2
2 + (x − 1) dx + 16x y = 0 2 − x dx + (x + 1)y = 0.
d y dy d y dy
(iii)x(x + 1)2 dx 3
(iv) 2x4 dx

4. Find the power series solution of the following differential equations:


d2 y dy
(i) dx 2 + x dx + y = 0 in powers of x.
d2 y
(ii) (1 − x2 ) dx 2 − 2x dx + 2y = 0 in powers of x.
dy
2
2 + (x − 3) dx + y = 0 in powers of (x − 2).
d y dy
(iii) dx
d2 y
(iv) (x2 − 4x + 5) dx 2 + (x − 2) dx − (x − 2)y = 0 in powers of (x − 2).
dy

d2 y ′
(v) (1 − x2 ) dx 2 + 2y = 0, where y(0) = 4 and y (0) = 5.
2

(vi) (x2 − 1) dx d y dy
2 + 3x dx + xy = 0, where y(2) = 4, and y (2) = 6.

5. Find the series solution of the following differential equations about x = 0.


d2 y
2 − x dx + (1 − x )y = 0.
dy
(i) 2x2 dx 2
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2
d y dy
(ii) x dx 2 + dx + xy = 0.
2
2 + x dx + (x − 1)y = 0.
d y dy
(iii) x2 dx 2

d2 y
2 + (x + x ) dx + (x − 9)y = 0,
2 dy
(iv) x2 dx
d2 y
(v) (1 − x2 ) dx 2 − x dx + 4y = 0.
dy

6. Let Jn (x), J−n (x) are Bessel’s function of first kind of order n and −n respectively and Yn (x)
is Bessel’s function of second kind of order n. Prove that the solution of Bessel’s equation of order
n,
2
2 + x dx + (x − n )y = 0
d y dy
x2 dx 2 2
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is written in the form:


(a) y = C1 Jn (x) + C2 J−n (x), if n is not an integer.
(b) y = C1 J0 (x) + C2 Y0 (x), if n is zero.
(c) y = C1 Jn (x) + C2 Yn (x), if n is an integer.
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7. Show that Jn (x) and J−n (x) Satisfies √ the following properties: √
n 2 2
(i)J−n (x) = (−1) Jn (x) (ii) J1/2 (x) = πx sin x (iii) J−1/2 (x) = πx cos x
(iv) dx (xn Jn (x)) = xn Jn−1 (x) (v) dx (x−n Jn (x)) = −x−n Jn+1 (x)
d d

(v) Jn′ (x) + nx Jn (x) = Jn−1 (x) (vi) Jn′ (x) − nx Jn (x) = −Jn+1 (x)
(vii) Jn′ (x) = 12 [Jn−1 (x) − Jn+1 (x) (viii) (v) 2 nx Jn (x) = Jn+1 (x) + Jn−1 (x)

8. Find the solution of following equation in terms of Bessel’s function


d2 y d2 y
2 + x dx + (k x − n )y = 0
dy dy 1
(i) x2 dx 2 2 2
(ii) x2 dx 2 + x dx + 4 xy = 0
d2 y n2 d2 y
2 + x dx + 4x (x − x2 )y = 0 2 + x dx + (x − 4 )y = 0
dy dy 1
(iii) x2 dx 2 2
(iv) x2 dx 2

9. Orthogonality Relation of Bessel’s Function: If α and β are the roots of Jn (x) = 0, then
∫ {
1 0, α ̸= β
xJn (αx)Jn (βx)dx = 1
0 [J (α)]2 ,
2 n+1
α=β
10. (i) Show that between any two positive zeros of Jn there is a zero of Jn+1 .
C
(ii) Show that between any two positive zeros of Jn+1 there is a zero of Jn .

11. Using the definition of Legendre polynomials in the form of generating function


(1 − 2xh + h2 )− 2 =
1
hn Pn (x)
n=0

prove the following recurrence relations:


(i) (n + 1)Pn+1 (x) − (2n + 1)xPn (x) + nPn−1 (x) = 0
(ii) xPn′ (x) − Pn−1

(x) = nPn (x)
′ ′
(iii) Pn+1 (x) − Pn−1 (x) = (2n + 1)Pn (x)
′ ′
(iv) Pn+1 (x) − xPn (x) = (n + 1)Pn (x)

12. Let Pn (x) is a Legendre polynomial of order n, then show that:



(i) Pn (−x) = (−1)n Pn (x) (ii) P∫n (1) = 1 for all n (iii) P2n (0) = 0
1
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′ (−1)n (2n+1)!
(iv) P2n+1 (0) = 22n (n!)2
(v) Pn (x)dx = 0 if n ≥ 1
∫ −1 ∫
1 1
(vi) xm Pn (x)dx = 0(m an integer < n) (vii) xn Pn (x)dx = 0
−1 −1

13. Orthogonal property of Legendre Polynomials:


∫ {
1 0, m ̸= n
Pm (x)Pn (x)dx = 2
−1 2n+1
, m=n
14. Show that any polynomial of degree n is a linear combination of P0 , P1 , . . . , Pn , where Pn (x)
is a Legendre polynomial of order n.
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15. Let P be any polynomial of degree n, and let P = c0 P0 + c1 P1 + . . . + cn Pn , where


c0 , c1 , . . . , cn are constants. Show that
∫ 1
2k+1
ck = 2
P (x)Pk (x)dx, (k = 0, 1, . . . , n).
−1
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16. The Chebyshev differential equation is
2
(1 − x2 ) dx2 − x dx + α y = 0,
d y dy 2
α a constant.

(i) Determine two linearly independent solution in powers of x for |x| < 1.
(ii) Show that if α is a nonnegative integer n, then there is a polynomial solution of degree n.
(iii) Find a polynomial solution for each of the cases α = n = 0, 1, 2, 3.

17. The equation


d2 y
dx2
− 2x dx
dy
+ λy = 0, − ∞ < x < ∞,

where λ is a constant, is known as the Hermite equation.


(i) Find the first four terms in each of two linearly independent solutions about x = 0.

(ii) Observe that if λ is a nonnegative even integer, then one or the other of the series solu-
tions terminates and becomes a polynomial. Find the polynomial solutions for λ = 0, 2, 4, 6. Note
that each polynomial is determined only up to a multiplicative constant.
C
(iii) The Hermite polynomial Hn (x) is defines as the polynomial solution of the Hermite equa-
tion with λ = 2n for which the coefficient of xn is 2n . Find H0 (x), H1 (x), H2 (x), H3 (x).

18. Show that Ln (x) = ex d n


n! dxn
(xn e−x ) satisfies the differential equation xy ′′ + (1 − x)y ′ + ny = 0.

19. Find the characteristic values and characteristic functions of each of the following
Sturm-Liouville problems:
(i) y ′′ + λy = 0, y(0) = 0, y(π/2) = 0.
(ii) dxd dy
[x dx ] + λx y = 0 y ′ (1) = 0, y ′ (e2π ) = 0.
d dy
(iii) dx [ (3x21+1) dx ] + λ(3x2 + 1)y = 0, y(1) = 0, y(π) = 0.

20. Consider the equation y ′′ + λy = 0, 0 ≤ x ≤ π. Find the eigenvalues and


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eigenfunctions in the following cases:


(i) y ′ (0) = y ′ (π) = 0, (ii) y(0) = 0, y ′ (π) = 0, (iii) y(0) = y(π) = 0,
′ ′ ′
(iv) y (0) = y(π) = 0, (v)y(−π) = y(π), y (−π) = y (π).

21. (Orthogonality of characteristic functions) Consider the Strum-Liouville problem


consisting of the differential equation
d
dt
(p(t) du
dt
) + q(t)y + λr(t)y = 0
where p, qand r are real functions such that p(t) has a continuous derivative, q(t) and
r(t) are continuous and p(t) > 0 and r(t) > 0 for all t on a real interval a ≤ t ≤ b, and λ is
a parameter independent of t and the conditions
A1 u(a) + A2 u′ (a) = 0
B1 u(b) + B2 u′ (b) = 0
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where A1 , A2 , B1 , B2 are real constants such that A1 , A2 are not both zero and B1 , B2
are not both zero.
Let λm and λn be any two distinct characteristic values of the problem. Let ϕm be the
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characteristic function corresponding to λm and ϕn be the characteristic function
corresponding to λn . Prove that the characteristic functions ϕm and ϕn are orthogonal
with respect to the weight function r(t) on the interval a ≤ t ≤ b.

22. Show that the infinite set of functions {ϕn } where ϕn (t) = sin nt(0 ≤ t ≤ π) is
an orthogonal system with respect to weight function having the constant value 1.

23. Prove that the eigenvalues of Sturm-Liouville boundary value problem are always
are real.

24. Verify that the characteristic functions ϕn and ϕm are orthogonal with respect to
the weight function on the given interval:
(i) y ′′ + λy = 0, y(0) = 0, y( π2 ) = 0.
(ii) y ′′ + λy = 0, y ′ (0) = 0, y ′ (L) = 0, where L > 0.
d
(iii) dx dy
[x dx ] + λx y = 0 y ′ (1) = 0, y ′ (e2π ) = 0.

25. Consider the set of functions ϕn , where ϕ1 (t) = √1π , ϕn+1 (t) = π2 cos nt, n = 1, 2, 3, ... on
C
the interval [0, π]. Show that this set is an orthonormal system with respect to the weight function
r(t) = 1 on [0, π].

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