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Department of Mathematical Sciences & Computing

APM 22M1/26M2 Tutorial 1 September 2022

1. In each of the following problems solve the given differential equation by means
of a power series solution about the given point x0 . Find the recurrence relation;
also find the first four terms in each of the two linearly independent solutions. If
possible, find the general term in each solution.

(a) y 00 − xy = 0, x0 = 0
(b) y 00 − xy = 0, x0 = 1
00
(c) y − y = 0, x0 = 0
(d) y 00 − xy 0 − y = 0, x0 = 0

2. Find the general solution in powers of x of

(x2 − 4)y 00 + 3xy 0 + y = 0, x0 = 0

Then find the particular solution with y(0) = 4, y 0 (0) = 1.

3. In each of the following problems find all the singular points of the given equation
and determine whether each one is regular or irregular.

(a) xy 00 + (1 − x)y 0 + xy = 0
(b) x2 (1 − x)2 y 00 + 2xy 0 + 4y = 0
(c) x2 (1 − x)y 00 + (x − 2)y 0 − 3xy = 0
(d) (x sin x)y 00 + 3y 0 + xy = 0

4. In each of the following problems show that that the given differential equation
has a regular singular point at x = 0. Determine the indicial equation, the recur-
rence relation, and the roots of the indicial equation. Find the series (general)
solution (x > 0)

(a) 2x2 y 00 + y 0 + xy = 0
(b) 3x2 y 00 + 2xy 0 + x2 y = 0
(c) xy 00 + (1 − x)y 0 − y = 0
(d) x2 y 00 + xy 0 + (x − 2)y = 0
(e) x2 y 00 − x(x + 3)y 0 + (x + 3)y = 0
5. The Legendre equation of order α is

(1 − x2 )y 00 − 2xy 0 + α(α + 1)y = 0

It was shown in the example that x = ±1 are regular singular points. Determine
the indicial equation and its roots for the point x = 1. Find a series solution in
powers of x − 1 for x − 1 > 0.
Hint: Write 1 + x = 2 + (x − 1) and x = 1 + (x − 1). Alternatively, make the
change of variable x − 1 = t and determine a series solution in powers of t.

6. The Chebyshev equation is

(1 − x2 )y 00 − xy 0 + α2 y = 0

where α is a constant.

(a) Show that x = 1 and x = −1 are regular singular points.


(b) Find two linearly independent solutions about x = 1.

7. The Laguerre differential equation is

xy 00 (1 − x)y 0 + λ2 y = 0

Show that x = 0 is a regular singular point. Determine the indicial equation, its
roots, the recurrence relation, and one solution (x > 0). Show that if λ = m, a
positive integer, this solution reduces to a polynomial. When properly normalised
this polynomial is known as the Laguerre polynomial, Lm (x).

2
Department of Mathematical Sciences & Computing
APM 22M1/26M2 Tutorial 2 September 2022

1. Solve the following equations both by series (valid near the origin) and by ele-
mentary methods and compare your answers
(a) y 00 + y = 0 (b) y 00 − 9y = 0
2. Find the general solution valid near the origin of each of the following equations.
Always state the region of validity of the solution.
(a) y 00 + 3xy 0 + 3y = 0 (b) (1 − 4x2 )y 00 + 8y = 0

(c) (1 + x2 )y 00 − 4xy 0 + 6y = 0 (d) y 00 + xy 0 + 3y = x2

(e) (x2 + 4)y 00 + 6xy 0 + 4y = 0 (f) (x2 + 4)y 00 + 3xy 0 − 8y = 0


3. Solve the following equations about the given points
(a) y 00 − 2(x + 3)y 0 − 3y = 0; about x = −3.

(b) y 00 + (x − 2)y = 0; about x = 2.

(c) (x2 − 2x + 2)y 00 − 4(x − 1)y 0 + 6y = 0; about x = 1.

4. Find at least the first four nonzero terms in a power series expansion about x = 0
of a general solution of the following equations (with analytic coefficients and/or
terms)
(a) y 00 + xy 0 + ex y = 0, y(0) = 0, y 0 (0) = −1.

(b) y 00 − y 0 cos x − y = 0, y(π/2) = 1, y 0 (π/2) = 1.

(c) y 00 − xy 0 + 2y = cos x (d) y 00 − y 0 sin x = cos x


5. Classify each singular point of the equation as regular or irregular. Find the
indicial equation and exponents for all regular singularities
(a) x2 y 00 − 5xy 0 + 7y = 0 (b) x2 (x2 − 4)y 00 + 2x3 y 0 + 3y = 0

(c) (x2 − 1)2 y 00 − (x − 1)y 0 + 3y = 0 (d) (x2 + 2x − 8)2 y 00 + (3x + 12)y 0 − x2 y = 0

(e) (x2 + 1)y 00 + 7x2 y 0 − 3xy = 0 (f) (1 + 4x2 )y 00 + 6xy 0 − 9y = 0

(g) x3 (x − 1)y 00 + (x2 − 3x) sin xy 0 − xy = 0 (h) (1 + 4x2 )2 y 00 + 6x(1 + 4x2 )y 0 − 9y = 0

3
6. Obtain two linearly independent solutions valid near the orgin for x > 0

(a) 2x(x + 1)y 00 + 3(x + 1)y 0 − y = 0 (b) x2 y 00 + xy 0 + x2 y = 0

(c) 4x2 y 00 + 4xy 0 − (4x2 + 1)y = 0 (d) 4x2 y 00 + 2x2 y 0 − (x + 3)y = 0

(e) 2xy 00 − (1 + 2x2 )y 0 − xy = 0 (f) x(x + 1)y 00 + (x + 5)y 0 − 4y = 0

(g) 3x2 y 00 + 8xy 0 + (x − 2)y = 0 (h) xy 00 + (x + 2)y 0 − y = 0

7. Obtain the series expansion about the regular singular point x = 0 for two linearly
independent solutions to the given equation whose indicial equation has repeated
roots
(a) xy 00 + y 0 − 4y = 0 (b) x2 y 00 − x(1 + x)y 0 + y = 0

(c) x2 y 00 + (1 − 2x)y = 0 (d) x2 y 00 + (x2 − x)y 0 + y = 0

(e) x2 y 00 − xy 0 + (1 − x3 )y = 0 (f) x(x − 2)y 00 + 2(x − 1)y 0 − 2y = 0; and about x = 2

8. Obtain the series expansion about the regular singular point x = 0 for two linearly
independent solutions to the given equation whose roots of the indicial equation
differ by a positive integer

(a) x2 y 00 + 2x(x − 2)y 0 + 2(2 − 3x)y = 0 (b) x2 (1 + 2x)y 00 + 2x(1 + 6x)y 0 − 2y = 0

(c) x2 y 00 + x(2 + 3x)y 0 − 2y = 0 (d) x(1 − x)y 00 − 3y 0 + 2y = 0

(e) 4x2 y 00 − 2x2 y 0 + (x + 3)y = 0 (f) x2 y 00 − 3xy 0 + (3 + 4x)y = 0

(g) xy 00 + (3 + 2x)y 0 + 8y = 0 (h) xy 00 + xy 0 + y = 0

4
Department of Mathematical Sciences & Computing
APM 22M1/26M2 Tutorial 3 September 2022

1. Show that the given functions are orthogonal at the indicated interval

(a) f1 (x) = x3 , f2 (x) = x2 + 1; [−1, 1]


(b) f1 (x) = ex , f2 (x) = xe−x − e−x ; [0, 2]
2
(c) f1 (x) = cos x; f2 (x) = sin x; [0, π]
(d) f1 (x) = x; f2 (x) = cos 2x; [−π/2, π/2]

2. Show that the given set of functions is orthogonal on the indicated interval. Find
the norm of each function in the set.

(a) sin x, sin 3x, sin 5x, · · ·; [0, π/2]


(b) sin nx, n = 1, 2, 3, · · · ; [0, π]
(c) sin nπ
p
x, n = 1, 2, 3, · · · ; [0, p]
(d) 1, cos nπ
p
x, n = 1, 2, 3, · · · ; [0, p]

3. Compute the Fourier series for the given function f on the specified interval

(a) f (x) = x, −π < x < π.


(b) f (x) = x2 , −1 < x < 1.
(c) f (x) = |x|, −π < x < π.
(d) f (x) = ex , −π < x < π.
 
 0, −π < x < 0  1, −2 < x < 0
(e) f (x) = (f) f (x) =
π − x, 0 ≤ x < π x, 0 ≤ x < 2
 

 
 0, −π < x < 0  0, −π < x < 0
(g) f (x) = (h) f (x) =
sin x, 0 ≤ x < π cos x, 0 ≤ x < π
 

5
4. Find the values of λ (eigenvalues) for which the given problem has a nontrivial
solution. Also determine the corresponding nontrivial solutions (eigenfunctions).

(a) y 00 + λy = 0, y(0) = 0, y 0 (π) = 0


(b) y 00 + λy = 0, y 0 (0) = 0, y(π) = 0
(c) y 00 − 2y 0 + λy = 0, y(0) = 0, y(π) = 0
(d) y 00 + λy = 0, y 0 (0) = 0, y 0 (L) = 0
(e) y 00 + λy = 0, y(−L) = y(L), y 0 (−L) = y 0 (L)

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