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
