Solutions Manual

Applied Mathematics, 3rd Edition

J. David Logan
Willa Cather Professor of Mathematics
University of Nebraska Lincoln
November 8, 2010

ii

Contents
Preface

1 Scaling, Dimensional Analysis (Secs. 1 & 2)

1.1 Dimensional Analysis . . . . . . . . . . . . . . . . . . . . . . . . .
1.2 Scaling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1
1
6

2 Perturbation Methods
2.1 Regular Perturbation . . . . . . . .
2.2 Singular Perturbation . . . . . . .
2.3 Boundary Layer Analysis . . . . .
2.4 Initial Layers . . . . . . . . . . . .
2.5 WKB Approximation . . . . . . .
2.6 Asymptotic Expansion of Integrals

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11
11
19
21
31
35
37

3 Calculus of Variations
3.1 Variational Problems . . . . . . . .
3.2 Necessary Conditions for Extrema
3.3 The Simplest Problem . . . . . . .
3.4 Generalizations . . . . . . . . . . .
3.5 The Canonical Formalism . . . . .
3.6 Isoperimetric Problems . . . . . . .

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41
41
42
44
48
51
55

iii

iv

Contents

Preface
This manual contains hints or full solutions to many of the problems in Chapters
1, 2, and 3 of the text: J. David Logan, 2006. Applied Mathematics, 3rd ed.,
WileyInterscience, New York.
I would like to thank Glenn Ledder, my colleague at UNL, who has taught
the course many times and who has been the source of many examples, exercises,
and suggestions.
Comments and corrections will be greatly appreciated.

J. David Logan
Willa Cather Professor
Department of Mathematics
University of Nebraska Lincoln
Lincoln, NE 68588-0130
dlogan@math.unl.edu

vi

PREFACE

Chapter 1

Scaling, Dimensional
Analysis (Secs. 1 & 2)
1.1

Dimensional Analysis

Exercises, page 7
1. The period cannot depend only on the length and mass; there is no way
that length and mass can be combined to yield a time dimension. If we
assume there is a physical law f (P, L, g) = 0, then P = F (L, g). The
right side must be time dimensions, and p
the only way that we
pcan get
time dimensions with g and L is to take L/g. Thus, P = C L/g for
some constant C.
2. If f (D, e) = 0 then we can solve and get e = F (D). Now, e is energy per
mass, or length-squared per time-squared. So the right hand side of the
equation must be proportional to D2 . Then e = cD2 for some constant c.
3. Using nonlinear regression, write
r = bt2/5 ,

b = (E/)1/5 ,

The sum of the squares of the errors is

S=

8
X
2/5
(bti ri )2 .
i=1

Take the derivative with respect to b and set it equal to zero to get
P 0.4
ri ti
b = P 0.8
= 569.5695.
ti
Then the energy in kilotons is
E=

1
b5 = 17.89.
4.186 1012
1

CHAPTER 1. SCALING, DIMENSIONAL ANALYSIS (SECS. 1 & 2)

Another method is to average. We have
E=

r5
.
t2

Substitute each data point to get

Ei =

1.25ri5
,
t2i

i = 1, 2, . . . , 8.

Now average the Ei and divide by 4.186 1012 to get E = 18.368.

4. The variables are t, r, , e, P . We already know one dimensionless quantity
1 = r5 /et2 . Try to find another that uses P , which is a pressure, or force
per unit area, that is, mass per length per time-squared. By inspection,
2 =

P
gr

is another dimensionless quantity. Thus we have

f (r5 /et2 ,

P
) = 0.
gr

Now we cannot isolate the r and t variables in one dimensionless expression. If we solve for the first dimensionless quantity we get
r5 /et2 = F (
Then

r=

et2

P
).
gr

1/5
F(

P
).
gr

Because the second dimensionless variable contains r in some unknown

manner, we cannot conclude that r varies like t2/5 . However, if one can
argue that the ambient pressure is small and can be neglected, then we
can set P = 0 and obtain the result
2 1/5
et
r=
F (0),

which does imply that r varies like t2/5 .

5. If x = 21 gt2 , then = x/gt2 is dimensionless and the physical law is
= 12 . If we include mass, then m must be some function of t, x, g, which
is impossible.
6. If x = 12 gt2 + vt, then, by inspection, y = x/gt2 and s = v/gt are
dimensionless. Dividing the equation by gt2 gives the dimensionless form
y = 1/2 + s.

1.1. DIMENSIONAL ANALYSIS

Exercises, page 17
1. Assume that f (v, , g) = 0. If is dimensionless
[]

= [v 1 2 g 3 ],
= (LT 1 )1 L2 (LT 2 )3 .

Thus we have the homogeneous system

1 + 2 + 3 = 0,

1 23 = 0.

The rank of the coefficient matrix is one, so there is one dimensionless

variable. Notice that (2, 1, 1) is a solution to the system, and thus
= g/v 2 .
By the Pi theorem, F () = 0 or g/v 2 = Const.
2. Two dimensionless variables are
V
,
m
Therefore

V
=f
m

S
.
V 2/3

S
V 2/3

3. Pick length, time and mass as fundamental and write

x = 1 x,

t = 2 t,

m = 3 m.

Then write v = 1 1
2 v, and so on for the other variables. Show that
2
2 2
1
v r2 g 1 (1 l /) = 1 1
(1 l /))
2 (v r g
9
9
So, by definition, the law is unit free.
4. Select M , L, and T (mass, length, and time) as fundamental dimensions.
5. There is only one dimensionless variable among E, P , and A, namely
P A3/2 /E. Thus,
P A3/2 /E = const.
6. The two dimensionless variables are
at
,
L

bt
.

CHAPTER 1. SCALING, DIMENSIONAL ANALYSIS (SECS. 1 & 2)

7. Dimensionless quantities are

,
e

E
.
v2

Thus, by the pi theorem,

v=

Ef

8. Select M , L, and T (mass, length, and time) as fundamental dimensions.

9. Assume there is a physical law f (T, V, C, Y, r) = 0. We have
= T 1 V 2 C 3 Y 4 r 5
and so
1 = T 1 (L3 )2 (M L3 )3 (M T 1 )4 (M T 1 V 3 )5 .
Setting the powers of T , L, and M equal to zero and solving gives
1 = 4 + 5 ,

2 = 4 ,

3 = 4 5 .

This leads to two dimensionless quantities

TY
,
VC

Tr
.
C

10. Select M , L, and T (mass, length, and time) as fundamental dimensions.

11. Select M , L, and T (mass, length, and time) as fundamental dimensions.
12. Pick length L, time T , and mass M as fundamental dimensions. Then
the dimension matrix has rank three and there are 5 3 = 2
dimension
less variables; they are given by 1 = and 2 = R l / P . Thus
f (1 , 2 ) = 0 implies
p
= R1 P/l G()
for some function G.
13. The dimensions are
[E] =

energy
energy
, [T ] = temp, [k] =
.
mass
mass temp

It is clear there is only one dimensionless variable, = E/kT . Thus

E/kT = const.

1.1. DIMENSIONAL ANALYSIS

14. We have dimensions

[F ] = M LT 1 , [V ] = LT 1 , [C] = L3 T 1 , [K] = M L1 T 2 .
Assume a physical law f (F, V, C, K) = 0. If is dimensionless, then
= F 1 V 2 C 3 K 4 .
This gives
1 = (M LT 1 )1 (LT 1 )2 (L3 T 1 )3 (M L1 T 2 )4 .
This leads to the system of equations
1 + 2 + 33 4 = 0,
21 2 3 24 = 0,
1 + 4 = 0.
This system has rank 3 and so there is one solution, (1, 1, 1, 1), which
gives the dimensionless variable CK/F V = const.
15. We have dimensions
[w] = L, [C0 ] = [C 1] = M L3 , [d] = L2 T 1 , [] = M L2 T 1 .
Assume a physical law f (w, C0 , C1 , d, ) = 0. If is dimensionless, then
= w1 C02 C13 d4 5 .
This gives
1 = L1 (M L3 )2 (M L3 )3 (L2 T 1 )4 (M L2 T 1 )5 .
This leads to the system of equations
1 32 33 + 24 25 = 0,
2 + 3 + 5 = 0,
4 + 5 = 0.
The system has rank 3 and so there are two independent solutions (0, 1, 1, 0, 0)
and (1, 1, 0, 1, 1). This gives dimensionless variables
C0
,
C1
Therefore

w
=G
dC0

w
.
dC0

C0
C1

which gives the form of the flux ,

=

dC0
G
w

C0
C1

CHAPTER 1. SCALING, DIMENSIONAL ANALYSIS (SECS. 1 & 2)

1.2

Scaling

Exercises, page 30
1. In (a) we have u = A sin t and so u0 = A cos t. Then M = A and
max |u0 | = A. Then we have tc = 1/. In (b) we have u = Aet
and u0 = Aet . Then tc = max |u|/ max |u0 | = 1/. In part (c) we
have u = Atet and u0 = (1 t)Aet . The maximum of u occurs at
t = 1/ and is M = A/e. To find the maximum of u0 we calculate the
second derivative to get u00 = A(t 2)et . So the maximum derivative
occurs at t = 2/ or at an endpoint. It is easily checked that the maximum
derivative occurs at t = 0 and has value max |u0 | = A on the given interval.
Therefore tc = (A/e)/A = 1/e.
2. Here u = 1+exp(t/) and u0 = exp(t/)/. Then tc = max |u|/ max |u0 | =
2/1 = 2. The time scale is very small, indicating rapid change in a small
interval. But a graph shows that that this rapid decrease occurs only in a
small interval near t = 0; in most of the interval the changes occur slowly.
Thus two time scales are suggested, one near the origin and one out in the
interval where t is order one.
3. We have
m0 = ax2 bx3 ,

m = x3 .

Thus
(x3 )0 = 3x2 x0 = ax2 bx3 ,
giving
x0 =

a
b
x.
3 3

We have a given in mass per time per length-squared and b in mass per
time per volume. Scaling time by /b and length by a/b leads to the
dimensionless model
1 1
y 0 = y.
3 3
If x(0) = 0 then y(0) = 0 and the solution to the dimensionless model is
y( ) = 1 e /3 .
Yes, this is a reasonable model. The organism grows exponentially toward
a limiting value. This is, in fact, observed with most organisms.
4. The constants in the problem, V , k, and a have dimensions
[V ] =

L
,
T

[k] =

M
,
T2

[a] =

M
.
TL

p
p
One time scale is m/k which is based on damping. Another is m/aV ,
which is based on the restoring force. To rescale, let T and L be scales to

1.2. SCALING

be chosen and let y = x/L and = t/T . Then the model becomes
y 00 =

aT L 0
T 2k
y|y |
y,
m
m

y(0) = 0, y 0 (0) =

VT
.
L

We want the restoring

p force to be small and have the small coefficient.
Therefore take T = m/aV . Then we get
p
aL m/aV
k
y =
y|y 0 |
y,
m
aV
00

y(0) = 0, y (0) =

m/aV
L

Now choose the length scale L so that the coefficient of y|y 0 | is one. The
differential equation then becomes
y 00 = y|y 0 | y,

y(0) = 0, y 0 (0) = 1,

k
.
aV

So, the small coefficient is in front of the small damping term.

5. The dimensions of the constants are
[I] =

ML
,
T

[a] =

M
,
T

[k] =

M
.
T 2L

Letting u = x/(I/a) and = t/T , where T is yet to be determined, we

get
m 00
kT I 2
m 0
u = u0
u, u(0) = 0,
u (0) = 1.
aT
a3
aT
If the mass is small, we want to choose T so that the coefficient of the
u00 term is small. So, select T that makes the restoring force term have
coefficient 1. Thus, take
a3
T = 2.
kI
The model then becomes
u00 = u0 u,

mkI 2
.
a4

6. (a) The constant a must be budworms-squared because it is added to such

a term in the denominator. The entire predation term must be budworms
per time, and so b must have dimensions budworms per time. (b) The
parameter a defines the place where the predation term makes a significant
rise. Thus it indicates the threshold where the number of budworms is
plentiful so that predation kicks in; there are enough budworms to make
the birds interested. (c) The dimensionless equation is
N2
dN
= sN (1 N/q)
.
d
1 + N2

CHAPTER 1. SCALING, DIMENSIONAL ANALYSIS (SECS. 1 & 2)

(d) To find equilibrium solutions we set
sN (1 N/q)

N2
= 0.
1 + N2

At this point we can use a calculator or a computer algebra program

like Maple or Mathematica to solve the equation for N . Observe that we
obtain a fourth degree polynomial equation when we simplify this algebraic
equation:
sN (1 N/q)(1 + N 2 ) N 2 = 0.
When s = 12 and q = 0.25 the equilibrium populations are N = 0, /, 0.261.
When s = 0.4 and q = 35 the equilibrium populations are N = 0, 0.489, 2.218, 32.29.
7. Introduce the following dimensionless variables:
m = m/M, x = x/R, t = t/T, v = v/V,
where T and V are to be determined. In dimensionless variables the
equations now take the form
m0

x0

v0

T
,
M
VT

v,
R
T 1
Tg

.
M V m V (1 x)2

To ensure that the terms in the velocity and acceleration equations are
the same order, with the gravitational term small, pick
VT
T
=
,
R
MV
which gives
V =

R/M

as the velocity scale.

8. The differential equation is
q
c0 = (ci c) kc2 ,
V

c(0) = c0 .

Here k is a volume per mass per time. Choosing dimensionless quantities

via
C = c/ci , = t/(V /q),
the model equation becomes
dC
= (1 C) bC 2 ,
d

C(0) = ,

where = c0 /ci and b = kV ci /q. Solve this initial value problem using
separation of variables.

1.2. SCALING

9. The quantity q is degrees per time, k is time1 , and is degrees (one can
only exponentiate a pure number). Introducing dimensionless variables
T = T /Tf ,

= t/(Tf /q),

we obtain the dimensionless model

dT
= eE/T (1 T ),
d

T (0) = ,

where = T0 /Tf , E = /Tf , and = kTf /q.

10. Let h be the height measured above the ground. Then Newtons second
law gives
mh00 = mg a(h0 )2 , h(0) = 0, h0 (0) = V.
Choose new dimensionless time and distance variables according to
= t/(V /g), y = h/(V 2 /g).
Then the dimensionless model is
y 00 = 1 (y 0 )2 ,

y(0) = 0, y 0 (0) = 1,

where prime is a derivative and = aV 2 /mg.

11. The model is
mx00 =

k t/a
e
,
x2

We have [a] = T and [k] =

x(0) = L, x0 (0) = 0.

M L3
T2 .

Two time scales are

r
mL3
a,
.
k

12. The model is

mx00 = kxet/a ,

x(0) = L, x0 (0) = V.

Let = t/a and y = x/L be dimensionless variables. Then

y 00 = ye ,

y(0) = 1, y 0 (0) = ,

where = ka2 /m and = V a/L.

13. The dynamics is given by
x0 = rx(1 x/K)
and

if

t < tf ,

x0 = rx(1 x/K) qb(t)x if t > tf .

10

CHAPTER 1. SCALING, DIMENSIONAL ANALYSIS (SECS. 1 & 2)

Nondimensionalizing,
y 0 = y(1 y) if
and

y 0 = y(1 y) y

< f ,
if > f .

Here, y = x/K and = rt. Also, = qB/r where b(t) = B.

Setting y 0 = 0 for > f gives the constant population y = 1 . If we
solve for y = y( ) for < f , then we can set y(f ) = 1 to obtain f
as a function of .
14. The mass times acceleration is the force, or
ms00 = mg sin ,
where the force is the tangential component of the force mg along the arc
of the path. But s = L, and so
mL00 = mg sin .
Then

00 +

g
sin = 0,
L

(0) = 0 , 0 (0) = 0.
p
We can scale theta by 0 and time by L/g. Then the model becomes
00 +

1
sin(0 ) = 0,
0

15. Three time scales are

(0) = 1, 0 (0) = 0.

1
.
k
These time scales involve the effect of gravity (undamped oscillations),
the angular frequency caused by the initial angular velocity, and the time
scale of the damping.
L/g, 01 ,

Chapter 2

Perturbation Methods
2.1

Regular Perturbation

Exercises, page 100

1. Since the mass times the acceleration equals the force, we have my 00 =
ky a(y 0 )2 . The initial conditions are y(0) = A, y 0 (0) = 0. Here, a
is assumed to be small.
p The scale for y is clearly the amplitude A. For
the time scale choose m/k, which
p is the time scale when no damping is
present. Letting y = y/A, = t/ m/k be new dimensionless variables,
the model becomes
y 00 + (y 0 )2 + y = 0,
where aA/m. The initial data is y(0) = 1, y 0 (0) = 0. Observe that
the small parameter is on the resistive force term, which is correct.
2. The problem is
u00 u = tu,

u(0) = 1, u0 (0) = 1.

A two-term perturbation expansion is given by

1
y(t) = et + (et et (1 + 2x + 2x2 )).
8
A six-term Taylor expansion is
1
1 3 1 2 4 1 4 5
y(t) = 1 t + t2 +
x +
x
x .
2
6
24
120
Plots show the superior performance of the two-term perturbation approximation.
3. We have et = o( t12 ) as t because (using LHopitals rule)
lim

et
1
t2

= lim t2 et = 0.
t

11

12

CHAPTER 2. PERTURBATION METHODS

4. Using the binomial theorem,
3
(3/2)(5/2) 2 2
(1 + y)3/2 = 1 y +
y + .
2
2!
Now substitute y = y0 + y1 + 2 y2 + and expand.
5. (a) We have
t2 tanh t
= tanh t < 1
t2
for large t. Thus t2 tanh t = 0(t2 ) as t .
(b) We have

et
= 0,
t 1
which proves the order relation.
lim

(c) The order relation follows from the inequality

p
(1 )

= 11

for small, positive .

(d) The idea is to expand cos in a power series to get

1 (1 2 /2 + 4 /4! )

= 2
/2 4 /4! + )
1
1
= 3/2
.
2
2
1 /12 +
But, using the geometric series,
1
1

2 /12

= 1 + 0(2 ),

which gives the result.

(e) We have

t
1
= 1
t2
t
for large t. So the ratio is bounded, proving the assertion.
(f) By Taylors expansion,
e 1 = 1 + + 0(2 ) 1 = 0().

2.1. REGULAR PERTURBATION

13

(g) Expand the integrand in a Taylor series and integrate term-by-term

to get
Z
Z
x2
x2
e
dx =
(1 x2 +
+ )dx
2!
0
0
1
= 3 +
3
= 0.()
R
2
2
An alternate method is to notice that ex 1, which gives 0 ex dx .
Thus
R x2
e
dx
0
1

(h) Observe that

lim etan = 1.

Because the limit exists, the function must be bounded in a neighborhood

of = 0, which implies the result.
(i) Notice that

e
= e p 0
p
as (exponentials decay faster than power functions grow). One
can use LHospitals rule to show this.
(j) Notice that

ln
= p ln 0
p
as 0 since power functions go to zero faster that logarithms grow near
zero. Again, use LHospitals rule to verify this fact.
6. Substitute x = x0 + x1 + into the nonlinear equation to get
h() (x0 + x1 + , ) = 0
By Taylors expansion
1
h() = h(0) + h0 (0) + h00 (0)2 +
2
Using the chain rule we can compute these derivatives of h at = 0 and
thus expand the equation in powers of . We get
(x0 ) = 0,

x1 =

(x0 , 0)
,
x (x0 , 0)

and so on. To obtain x1 we clearly require x (x0 , 0) 6= 0.

14

CHAPTER 2. PERTURBATION METHODS

7. (x + 1)3 = x. Set x = x0 + x1 + and expand.
8. (a) Let = t, with = 1 + 1 + . Then the problem becomes
2 y 00 + y = y 2 (y 0 )2 ,

y(0) = 1, y 0 (0) = 0.

Here, prime denotes a derivative. Now assume a regular perturbation expansion. The leading order problem is
y000 + y0 = 0,

y0 (0) = 1, y00 (0) = 0,

which has solution

y0 ( ) = cos .
The next order problem is
y100 + y1 = 21 y000 + y0 (y0 )2 ,

y1 (0) = 0, y10 (0) = 0.

The equation simplifies to

1
1
y100 + y1 = ( + 21 ) cos cos 3.
4
4
To eliminate the secular term take 1 = 1/8. Then, to leading
order,

1
y0 (t) = cos
1 t .
8
(b) Let = t, with = 3 + 1 + . Then the problem becomes
2 y 00 + 9y = 3y 3 ,

y(0) = 0, y 0 (0) = 1.

Here, prime denotes a derivative. Now assume a regular perturbation expansion. The leading order problem is
y000 + y0 = 0,

y0 (0) = 0, y00 (0) =

which has solution

y0 ( ) =

1
,
3

1
sin .
3

The next order problem is

9y100 + 9y1 = 3y02 61 y000 ,

1
y1 (0) = 0, y10 (0) = .
9

The equation simplifies to

1
1 1
+ 21 sin
sin 3.
y100 + y1 =
9 12
9 36
To eliminate the secular term take 1 = 1/24. Then, to leading
order,

1
1
y0 (t) = sin
3 t .
3
24

2.1. REGULAR PERTURBATION

15

9. The equation with can be handled with a perturbation series in . After

determining the coefficients, one can substitute = 0.001.
10. If we ignore 0.01x in the first equation then y = 0.1. Then, from the second
equation x = 0.9. Checking these values by substituting back into the first
equation gives 0.01(0.9) + 0.1 = 0.109, so the approximation appears to
be good. But the exact solution is x = 190, y = 1. So the approximation
is in fact terrible. What went wrong? Since x = 90 the first term in the
first equation is 0.01x = 0.9, which is not small compared to the two
other terms in the first equation. Thus the first term cannot be neglected.
11. Letting h = h0 + h1 + gives
h000 + h001 + 2 h002 + = 1 + 2h0 (3h0 2h1 )2 + .
Here we used the binomial theorem to expand the right hand side. We
also have the initial conditions
h0 (0) = 0, h00 (0) = 1; h1 (0) = h01 (0) = 0, . . . .
The equations are
h000 = 1,

h001 = 2h0 ,

h002 = (3h0 2h1 ), .

Now we can solve consecutively and get h0 , h1 , h2 , . . .. Once the expansion

is obtained, solve h0 (t) = 0 to get tm .
12. The initial value problem is
my 00 = ay 0 kyert ,

y(0) = y0 , y 0 (0) = 0.

The quantity m is mass, y0 is length, r is time1 , a is mass per time, and

k is mass per time-squared. To nondimensionalize, take u = y/y0 and
= t/(m/a). Then
u00 = u0 ue ,

u(0) = 1, u0 (0) = 0,

where

mr
km
, =
.
2
a
a
To leading order we have u000 = u00 which gives u0 (t) = A + Be . From
the initial conditions A = 1 and B = 0, giving
=

u0 (t) = 1.
At the next order we have u001 = u01 e with zero initial conditions.
The general solution is
u1 ( ) = A + Be +

1
e .
2

Use the initial conditions to determine A and B. (Here we are assuming

6= 1.) Continue in this manner.

16

CHAPTER 2. PERTURBATION METHODS

13. Consider the equation

x
.
2
Assuming a perturbation expansion, we get
x
y000 = 0, y100 = y0 cos
,....
2
y 00 = y cos

Easily, y0 (t) = x, and so on.

14. We have

y00 + y10 + = eeps/(y0 +y1 + )

To leading order we have y00 = 1 which gives, using the initial condition,
y0 (t) = x + 1. To get higher order terms, use the expansion

y1
exp
=1
+ 2 2 + .
y0 + y1 +
y0
y0
15. Let = 0 + 1 + . Then, substituting, gives
1
1
000 + 100 + + (0 1 2 + (2 0 )3 + ) = 0.

3
Then 000 + 0 = 0, 100 + 1 = 0, 200 + 2 =
conditions give 0 = cos and 1 = 0. Then

1
3 0 ,

and so on. The initial

1
200 + 2 = cos .
3
For part (b), multiply the equation by 0 to get
0 00 + 1 sin()0 = 0.
This is the same as
1 02 0
1
( ) 2 (cos())0 = 0.
2

Therefore

1 02
1
2 cos() = C.
2

From the initial conditions we get C = 12 cos , and therefore the last
equation can be written
d

p
= d.
2 cos() cos
Now integrate over one-fourth of a period P to get
Z 1

P
ds

p
= .
4
2 0
cos(s) cos
To get the expansion P = 2 + 2 2 /8 + , expand the integrand in
powers of using the binomial theorem.

2.1. REGULAR PERTURBATION

17

16. The three-term approximation is given by

ya (t) = t +

t7 2
t4
+
.
12
504

The error is

t8
.
504
Clearly the approximation is not uniform on t 0.
E(t, ) = ya00 tya = 3

17. The leading order solution is

y0 (t) =

t(1 ln t).

Substituting into the ODE gives

Ly0 = (1 + ln t)t3/2 .
2
We find
|Ly0 | 0.0448.
Thus one would expect y0 to be a good approximation on 0 t e.
18. Substitute the series u = u0 + u1 + into the differential equation and
initial conditions:
u00 + u01 + + u0 + u1 +

1
1 + u0 +
= 1 u0 + 0(2 ).
=

To get the last step we used the geometric series expansion. Now collecting
the coefficient of 0 we get the leading order problem
u00 + u0 = 1,

u0 (0) = 0.

Collecting the coefficients of we get

u01 + u1 = u0 ,

u1 (0) = 0.

The solution to the leading order problem (a linear equation) is

u0 = 1 et .
The the next order problem becomes
u01 + u1 = et 1,

u1 (0) = 0.

This linear equation has solution

u1 = (t + 1)et 1.
Therefore, a two-term approximation is
u(t) = 1 et + ((t + 1)et 1) + .

18

CHAPTER 2. PERTURBATION METHODS

r

19. Let s be the speed of the wildebeest and =

dx 2
dt

dy
dt

22

dx
dt

1 + y 02

be the speed of the lion. The velocity of the lion is

dy dy

,
=p
(a x, b + st y) .
2
dx dt
(a x) + (b + st y)2
Now,
y0 =

b + st y
,
ax

y0 =

dy
.
dx

Therefore,
dx
(a x)(s dy
d 0
dx
dt ) + dt (b + st y)
y = y 00
=
.
dt
dt
(a x)2

This simplifies to
(a x)y 00

dy
dt
dx
dt

dy
dx
s
sp
=
1 + y 02 .
dx

dt

So we have
(a x)y 00 =

p
1 + y 02 ,

y(0) = 0,

y 0 (0) =

b
.
a

Assuming
y = y0 (x) + y1 (x) + ,
the leading order problem is
(a x)y000 = 0,

y0 (0) = 0,

which has solution

y0 (x) =

y00 (0) =

b
,
a

b
x.
a

At next order
(a x)y100 = 1,
Now,

y1 (0) = 0,

y10 (0) = 0.

y10 = ln(a x) + C.

Using the second initial condition, C = ln a. Now integrate again to get

Z x
y1 (x) =
ln(a )d + x ln a.
0

Then
y(x) =

Z x

b
x+
ln(a )d + x ln a + .
a
0

2.2. SINGULAR PERTURBATION

2.2

19

Singular Perturbation

Exercises, page 111

1. (a) Consider the equation
x4 + x3 x2 + 2x 1 = 0
If x = O(1) then x2 2x + 1 0 which means x 1, 1, a double root
near one. To find the remaining roots assume a dominant
balance
x4 x2 with the remaining terms small. Then x = O(1/ ). This
is a consistent balance because x4 , x2 = O(1/) and the remaining three terms are are order one and small in comparison. So the
dominant balance is
x4 x2 0,

which gives x 1/ . So the leading order roots are

1, 1, 1/ .
(b) The equation

x3 + x 2 = 0

has an order one root x 2. The consistent dominant balance is

x3 x which gives x = O(1/ ). In this case we have x3 + x 0,
which gives the two other leading order roots as
i
x

To find a higher order approximation for the root near x = 2 substitute x = 2 + x1 + into the equation and collect coefficients of
to get x1 = 8. Thus
x = 2 8 + .

Since the other two roots are are order O(1/ ), let us choose a new
order one variable y given by

y = x/(1/ )
So, we are rescaling. Then the equation becomes

y3 + y 2 = 0
and the small termappears where it should in the equation. Now
assume y = y0 + y1 + , substitute into the equation, and collect
coefficients to get at leading order
y03 + y0 = 0,

20

CHAPTER 2. PERTURBATION METHODS

which gives y0 = i. At order O( ) we get the equation

3y02 y1 + y1 2 = 0.
Thus y1 = 1 and we have the expansions

y = i + .
In terms of x,

(c) The equation

i
x = 1 + .

2 x6 x4 x3 + 8 = 0

has three order one roots as solutions of x3 + 8 = 0, or

x 2, 1 3i.
To find the other roots, the dominant balance is 2 x6 x3 0, which
gives
1
1
x 2/3 e2i/3 , 2/3 e2i/3 .

(d) The equation

x5 + x3 1 = 0
has three order one roots (the cube roots of one) given by
1
x 1, 3i.
2
The dominant balance for the remaining roots is between the first
two terms which gives
i
x .

2. Follow the given hint.

3. Observe that the equation can be written as a quadratic in :
22 + x + x3 = 0.
Thus

p
1
(x x2 8x3 ).
4
These two branches can be graphed on a calculator, and the graph shows
that there is just one negative value for x, near x = 0, in the case that
is small and positive. Thus assume
=

x = x1 + x2 2 + .
Substituting into the given equation gives
x = 2 + 82 + .

2.3. BOUNDARY LAYER ANALYSIS

21

4. The problem is
y 00 + y 0 + y = 0,

y(0) = 0, y(1) = 0.

When = 0 we get y 0 + y = 0 which has solution y = cet . This cannot

satisfy both boundary conditions so regular perturbation fails.
The characteristic equation is m2 +m+1 = 0 which has two real, negative
roots given by

1
(1 + 1 4) = 1 + O(),
2

1
1
m2 =
(1 1 4) = + O(1).
2

Here we have used the binomial expansion 1 + x = 1 + x/2 + O(x2 ) for

small x. Note that one of the roots is order one, and one of the roots is
large. So the general solution is
m1

y(t) = c1 em1 t + c2 em2 t .

Applying the boundary conditions gives the exact solution
y(t) =

em 1 t em 2 t
.
em1 em2

Sketches of this solution show a boundary layer near t = 0 where there is

a rapid increase in y(t). Observe that em1 >> em2 . If t = O(1) then
em1 t et ,

em2 t 0,

and thus

em1 t
e1t ,
em 1
which is an outer approximation. If t = O(), then
y(t)

y(t)

e(1+O())t e(1/+O(1))t
em1
O()
O() t/
e
e
e
m
1
e
1 et/
.
e1

This is an inner approximation near t = 0.

2.3

Boundary Layer Analysis

Exercises, page 121

22

CHAPTER 2. PERTURBATION METHODS

1. (a) Consider

y 00 + 2y 0 + y = 0,

y(0) = 0, y(1) = 1.

By Theorem 2.9 there is a boundary layer at x = 0. Setting = 0

x/2
gives the outer approximation
. Use the right bound y(x) = Ce
ary condition to find C = e. Then the outer approximation is

y0 (x) = eex/2 = e(1x)/2 .

The thickness of the layer is () = and the inner equation is
Y 00 + 2Y 0 + Y = 0.
The leading order inner approximation is
Yi () = a + be2 ,

x
.

Now, Yi (0) = a + b = 0, and matching gives a =

e.

(b) We have
y 00 + y 0 + y 2 = 0,

y(0) = 1/4, y(1) = 1/2.

There is an expected layer at x = 0. Setting = 0 and solving gives

the outer solution
1
y0 (x) =
.
x+2
We applied the right boundary condition. In the boundary layer set
= x/ and Y () = y(x). Then the inner equation is
Y 00 + Y 0 + Y 2 = 0.
To leading order we have Yi00 + Yi0 = 0 with Yi (0) = 1/4. So the inner
approximation is
Yi () = A(1 e ).
Matching gives A = 1/2 and so the uniform approximation is
y(x) =

1
1
ex/ .
x+2 4

(c) We have
y 00 + (1 + x)y 0 = 1,

y(0) = 0, y(1) = 1 + ln 2.

The outer solution is

y0 (x) = 1 + ln(x + 1).
The inner equation, with = x/, is
1

+ (1 + ) Y 0 = 1.
2

2.3. BOUNDARY LAYER ANALYSIS

23

Balancing gives = and the inner first-order approximate equation

is
Yi00 + Yi0 = 0, Yi (0) = 0.
So the inner solution is
Yi () = A(1 e ).
Matching gives A = 1 and so the uniform approximation is
y(x) = ln(x + 1) ex/ .
(d) The problem is
y 00 + (1 + t)y 0 + y = 0,

y(0) = 0, y(1) = 1.

By Theorem 3.1 in the text, there is a boundary layer at zero. The

outer solution is y0 = 2/(t + 1). In the boundary layer set = t/
and Y ( ) = y(t). Then the inner equation is
Y 00 + + Y 0 + Y = 0.
To leading order we have Yi00 + Yi0 = 0 with Yi (0) = 0. So the inner
approximation is
Yi ( ) = A(1 e ).
Matching gives A = 2 and so the uniform approximation is
y(t) =

2
+ 2(1 et/ ) 2.
t+1

(e) The problem is

y 00 + t1/3 y 0 + y = 0,

y(0) = 0, y(1) = e3/2 .

There is a boundary layer near t = 0. The outer solution is

y0 (t) = exp(1.5t2/3 ).
In the inner region set = t/(). Then the dominant balance is
between the first and second terms and = 3/4 . So the inner approximation to leading order is
Yi00 + 1/3 Yi0 = 0.
Solving gives

Z
Yi ( ) = c
0

exp(0.75s4/3 )ds.

Pick an intermediate variable to be = t/ . Then matching gives

Z
1
c=
exp(0.75s4/3 )ds
0

24

CHAPTER 2. PERTURBATION METHODS

(f) Consider
y 00 + xy 0 xy = 0,

y 0 (0) = 1, y(1) = e.

By Theorem 2.9 there is a layer at x = 0. The outer approximation

is
y0 (x) = e1x .
Letting = x/() in the layer, we find from dominant balance that
() = . The inner equation is
Yi00 + Yi0 = 0.
Then

Yi () = a

es

/2

ds + b.

Then Yi (0) = b = 0. Matching gives

Z

a=e

eds

(g) The problem is

y 00 + 2y 0 + ey = 0,

y(0) = y(1) = 0

There is a layer at zero. The outer solution is

y0 (t) = ln

t+1
2

In the boundary layer the first two terms dominate and () = .

The inner solution is
Yi ( ) = A(1 e2 )
Matching gives A = ln 2. The uniform approximation is
y(t) = ln 2(1 e2t/ ) ln

t+1
ln 2.
2

(h) The problem is

y 00 (2 t2 )y = 1,

y(1) = y(1) = 1

Now there are two layers near t = 1 and t = 1. The outer solution,
which is valid in the interval (1, 1), away from the layers is
y0 (t) =

1
2 t2

2.3. BOUNDARY LAYER ANALYSIS

25

In the layer near t = 1 set = (1 t)/(). We find = with

inner equation, to leading order, Yi00 Yi = 1. The inner solution is
Yi ( ) = 1 + ae (1 + a)e

In the layer near t = 1 set = (t 1)/(). We find =

with inner equation, to leading order, (Yi )00 Yi = 1. The inner
solution is
Yi ( ) = 1 + be (1 + b)e
Matching gives a = b = 1 and the uniform approximation is
y(t) =

1
(t1)/
(t+1)/

e
2 t2

(i) The problem is

y 00 b(x)y 0 = 0,

y(0) = , y(1) = .

There is an expected layer at x=1 because the coefficient of y 0 is

negative. Therefore the outer solution is
y0 (x) = const. = .
Now make the change of variables
=

1x
.
()

Then x = 1 and the differential equation becomes

00
1
Y + [b(1) b0 (1) + ) Y 0 = 0.
2

Balancing terms gives = and the leading order inner equation is

Yi00 + b(1)Yi0 = 0.
We have Yi (0) = . The solution is
Yi () = A + ( A)eb(1) .
Matching gives A = . Then, a uniform approximation is
y(x) = + ( )eb(1)x/ .
(j) Consider
y 00 4( x2 )y = cos x,

y(0) = 0, y(/2) = 1.

26

CHAPTER 2. PERTURBATION METHODS

2. The solution is

u(x) = a sin(x/ ) + b cos(x/ )

where a and b are determined uniquely by the boundary conditions. This

a very rapidly oscillating function over the entire interval. To apply perturbation methods we set = 0 to get the outer solution u( x) = 0. This
constant solution cannot be matched to rapid oscillations.
3. See problem 1(g).
4. Consider
u00 (2x + 1)u0 + 2u = 0,

u(0) = 1, u(1) = 0.

5. The problem is
y 00 +

1 0
y + y = 0,
x

y(0) = 1, y 0 (0) = 0

which is an initial value problem and appears to be singular. But, the

outer solution is
2
y0 (x) = Cex /2
and it is observed that it satisfies both initial conditions when C = 1. It
also satisfies the ODE uniformly, i.e.,
y000 +

2
1 0
y0 + y0 = (x2 1)ex /2 = O()
x

Thus it provides a uniform approximation and the problem does not have
a layer. It is instructive to try to put a layer at x = 0; one finds that no
scaling is possible.
6. Consider

1
y 00 + x
y = 0,
2

y(0) = 1, y(1) = 2.

There is a layer at both x = 0 and x = 1. The outer solution is y0 (x)p= 0.

By dominant balancing, the width of the layer in both cases is () = ().
The inner equation at x = 0 is
1
Yl00 Yl = 0,
2
where

x
= .

The inner equation at x = 1 is

1
Yr00 Yr = 0,
2

2.3. BOUNDARY LAYER ANALYSIS

where

27

1x
= .

. Using the appropriate boundary conditions gives the left and right inner
solutions

Yl () = e/ 2 , Yr () = e/ 2 .
The uniform approximation is
y(x) = ex/

+ e(1x)/

7. There is a layer at x = 0. The outer solution is y0 (x) = exp(x). The

layer has width () = and the leading order inner problem is
Yi00 + Yi0 = 0.
It has solution Yi () = A + B exp(). The boundary condition gives
A + B = 1. Thus Yi () = A + (1 A) exp(). Matching give A=-1 and
the uniform approximation is
y(x) = 2ex/ ex .
8. Assuming a layer at x = 0 we obtain outer solution
y0 (x) = f 0 (x) f 0 (1).
Now assume = x/. In transforming the equation, we need
1
f 0 ()

=
=

1
f 0 (0)

f 00 (0)

+
+
1
00
f (0) + .
f 0 (0)

The dominant balance is = and the leading order approximation is

Y 00
giving

1
f 0 (0)

Y = 0,

Y () = A + Be/f

(0)

Here we need f 0 (0) = b < 0. Matching gives A = f (0) f (1).

9. Note that the interval should be 0 < x < b, and not 0 < x < 1. The outer
solution is
1
u0 (x) =
,
cos(b x)
which satisfies the right boundary condition u0 (b) = 0 automatically. We
try a layer at x = 0 by defining the scaling
= x/().

28

CHAPTER 2. PERTURBATION METHODS

Then the equation becomes

Y 00 + cos(b )U = 1.

We have to expand everything in terms of . We have

cos(b x)

cos b cos() + sin b sin()

1
1
= cos b(1 ()2 + ) + sin b( ()3 + ).
2
6
Substituting into the differential equation leads to a dominant balance
giving

= .
The leading order inner equation is
U 00 + (cos b)U = 1.
The general solution is
1
.
cos b

Now, U (0) = A + B + cos1 b = 0. Thus B = A + cos1 b . For matching to

work we must have A = cos1 b . Then we have the uniform approximation
U () = Ae(cos b) + Be(cos b) +

u(x) =
=

1
1
1
1 (cos b)x/
e
+
+

cos b
cos b cos(b x) cos b
1 (cos b)x/
1

+
e
.
cos b
cos(b x)

10. The outer solution is clearly

u0 (x) = 0,
with a layer at x = 1. (Theorem 2.9 applies.) In the layer,
1x
.

Then the differential equation transforms to

=

1 00
1 0
U a(1 )
U = f (x).

Expanding,

U 00 + (a(1) a0 (1) + )U 0 = f (x).

To leading order,
Ui00 + (a(1) a0 (1) + )Ui0 = 0,
which gives

Ui () = A + Bea(1) .

The boundary condition is Ui (0) = A + Bea(1) = f (1)/a(1).

2.3. BOUNDARY LAYER ANALYSIS

29

11. See problem 12e.

12. (a) By Theorem 3.1 the problem
y 00 + (1 + x2 )y 0 x3 y = 0,

y(0) = y(1) = 1

has a layer of order = at t = 0. The outer solution is

r
2
x2 1
)
y0 (x) =
exp(
2
1+x
2
The inner solution is
Yi () = A + (1 A)e
p
Matching gives A = 2/e.
(b) By Theorem 3.1 the problem
y 00 + (cosh t)y y = 0,

y(0) = y(1) = 1

has a layer of width = near t = 0. The outer solution is

y0 (t) = exp(2 arctan et 2 arctan e)
In the layer use the expansion
1
cosh z = 1 + z 2 +
2
The inner approximation is
Yi ( ) = 1 A + Ae
Matching gives A = 1 exp(/2 2 arctan e).
(c) The problem
y 00 +

2 0
y y = 0,
t

y(0) = 0, y 0 (1) = 1

If we assume a layer at t = 1 the outer solution is y0 (t) = 0. In the

inner region near t = 1 the dominant balance
is between the first and
last terms and the width of the layer is = . The inner variable
is = (1 t)/. The inner solution is

Yi ( ) = ( + b)e + be
We must set b = 0 to stay bounded. So the uniform solution is

y(t) = e(t1)/

30

CHAPTER 2. PERTURBATION METHODS

(d) In this problem we have an outer solution y0 (t) = 0 which satisfies
both boundary conditions exactly. So we have an exact solution
y 0.
(e) The problem is
y 00 +

1
y 0 + y = 0,
x+1

y(0) = 0, y(1) = 1.

The outer approximation is y0 (t) =const., so there are several possibilities. But, because the y 0 coefficient is positive, we suspect the
layer is at x = 0. Therefore we apply the right boundary condition
to the outer solution, giving y0 (x) = 1. Then assume a layer at x = 0
of width (); i.e.,
x
=
.
()
The inner problem is

1
1
Y 00 +
Y 0 + Y = 0.
()2
(1 + ()) ()
Expanding the second term in a geometric series gives

1
Y 00 + (1 () + )
Y 0 + Y = 0.
()2
()
Balancing gives () = and the leading order equation is
Yi00 + Yi = 0,
which gives
Yi00 () = a(1 e ).
Matching gives a = 1. Therefore a uniform approximation is
yu (x) = 1 + 1 ex/ 1 = 1 ex/ .
This approximation satisfies yu (0) = 0, yu (1) = 1exp(1/), which
is one minus an exponentially small term. Substituting into the differential equation gives
yu00 +

1
y 0 + yu = + exponentially small term.
x+1 u

Boundary layer at the right boundary. Just as illustration we

show how to proceed if the differential equation is
y 00

1
y 0 + y = 0
x+1

2.4. INITIAL LAYERS

31

with the same boundary conditions. Now the y 0 coefficient is negative

and we expect a layer at x = 1. Therefore the outer solution is
y0 (x) = 0 (from applying the left boundary condition). Now let
=

1x
,
()

(note the change)

Then the inner problem is

1 0
Y + Y = 0.
Y 00 (1 () + )
2
()
()
Note the minus sign that appears when transforming y 0 . Then, dominant balance forces () = and the leading order equation is
Yi00 + Yi = 0,

Yi (0) = 1.

The inner solution is

Yi00 () = a + be .
Applying the boundary condition gives a + b = 1, so
Yi00 () = a + (1 a)e ).
Matching gives a = 0 because y0 (x) 0 as x 1. Therefore a
uniform approximation is outer + inner - common limit, or
yu (x) = e(1x)/ .

2.4

Initial Layers

Exercises, page 133

1. The equation is
y 0 + y = et ,

y(0) = 2.

Set = 0 to obtain the outer solution y0 (t) = et , away from t = 0.

Rescale near zero via = t/(). Then, in the usual way, we find () =
and the leading order inner problem is
Yi0 + Yi = 1.
This has solution Yi ( ) = 1 + Ce . Applying the initial condition gives
C = 1. We find the matching condition holds automatically. So the
uniform approximation is
y(t) = et + et/ .

32

CHAPTER 2. PERTURBATION METHODS

2. The equation is
y 00 + b(t)y 0 + y = 0,

y(0) = 1, y 0 (0) =

+ .

The outer solution is

Z t

b(z)1 dz .
y0 (t) = C exp
0

Near t = 0 set = (). Then

1
Y 00 +
(b(0) + b0 (0) () + )Y 0 + Y = 0.
()2
()
The dominant balance gives () = and the inner problem, to leading
order is
Yi00 + b(0)Yi0 = 0.
This has general solution Yi = A + Beb(0) . From Yi (0) = 1 we get
A + B = 1. The other initial condition leads to Yi0 (0) = . Therefore the
inner approximation in the initial layer is

b(0)

e
.
Yi ( ) = 1 +
b(0)
b(0)

The matching condition gives C = 1 + b(0)

. So, a uniform approximation
is

Z t

b(0)t/
y(t) = 1 +
exp
b(z)1 dz
e
.
b(0)
b(0)
0

3. The problem is
y 00 + (t + 1)2 y 0 = 1,

y(0) = 1, y 0 (0) = 1.

The outer approximation is

y0 (t) =

1
+ C.
t+1

Rescaling in the initial layer gives

1

Y 00 +
(1 + ())2 Y 0 = 1.
2
()
()
The dominant balance is = and to leading order we have
Y 00 + Y 0 = 0,
which gives

Yi ( ) = A + Be .

2.4. INITIAL LAYERS

33

Now, Y (0) = 1 gives A + B = 1. And, the other initial condition gives

Y 0 (0) = 1. So the inner solution is
Yi (t) = 2 e .
Matching gives C=3. Then the uniform approximation is
y(t) = et/ + 3

1
.
t+1

4. The damped oscillator is governed by

my 00 + ay 0 + ky 3 = 0,

y(0) = 0, my 0 (0) = I.

Let = t/(a/k) and u = y/(I/a) to get

u00 + Y 0 + u0 + u = 0,

u(0) = 0, u0 (0) = 1.

The standard singular perturbation method with an initial layer at t = 0

leads to the approximation
u( ) = e e / .
5. (a) In this case the system is
x0 = y sin x,

y 0 = x2 y + y 3

with initial conditions x(0) = k, y(0) = 0. Setting = 0 we get the

outer equations
0 = x20 y0
x00 = y0 ,
Here we can choose y0 = 0 and x0 = k and the initial conditions are
met. So this problem does not have an initial layer. It is a regular
perturbation problem with leading order solution
x0 (t) = k,

y0 (t) = 0

It is instructive for the student to assume a layer near t = 0 and carry

out the analysis to find that the inner approximation agrees with the
outer approximation.
(b) The problem is
u0 = v,

v 0 = u2 v,

u(0) = 1, v(0) = 0

Assume a boundary layer near t = 0. Then the outer problem is

u00 = v0 ,
Then

v0 = u20

u00 = u20

34

CHAPTER 2. PERTURBATION METHODS

which has solution (separate variables)
u0 (t) =

1
,
t+c

v0 (t) =

1
(t + c)2

In the boundary layer take = t/. Then the inner problem is

U 0 = V,

V 0 = U 2 V,

U (0) = 1, V (0) = 0

Thus, setting = 0 and solving yields the inner approximation

U () = const. = 1, V () = e 1
Matching gives
lim u0 (t) = lim U ()

t0

or 1/c = 1. Hence, c = 1. Then the uniform approximation is

u=
and
v=

1
1
+11=
t+1
t+1

1
1
+ et/ 1 (1) =
+ et/
(t + 1)2
(t + 1)2

6. The governing equations are

a0 = kf a + kb b,

b0 = kf a kb b.

Therefore a + b is constant, and so a + b = a0 , giving b = a0 a. Then

the a-equation becomes
a0 = (kf + kb )a + kb a0 ,
which has general solution
a(t) = Ce(kb +kf )t +

a0 kb
.
kb + kf

The constant C can be determined from the initial condition.

7. The governing equations for the reaction X + Y Z are
x0 = kxy,

y 0 = kxy.

Therefore x y = C, where C is constant. Hence,

x0 = kx(x C) = kx(C x),
which is the logistic equation.

2.5. WKB APPROXIMATION

35

8. The governing differential equation is

x0 = rk(T )x,

T = T0 + h(x x0 ).

Making all the suggested changes of variables gives

0 = eA eA/ (1 + ),

(0) = 1,

where A = E/RT0 and = hx0 /T0 . For small A take

= 0 + 1 A + 2 A2 + .
To leading order

00 = 1 + 0 ,

( 0) = 1,

which has solution

0 ( ) = (1 1/)et +
For large A take
= 0 + 1

1
.

1
1
+ 2 2 + .
A
A

9.

2.5

WKB Approximation

Exercises, page 141

1. Letting = 1/ we have
2 y 00 (1 + x2 )2 y = 0,

y(0) = 0, y 0 (0) = 1.

This is the non-oscillatory case. From equation (2.96) of the text the
WKB approximation is, after applying the condition y(0) = 0,

Z x
Z x
c1
2 2
2 2
exp

yW KB =
(1
+

)
d

exp

(1
+

)
d
1 + x2
0
0

Z x
2c1
=
sinh

(1 + 2 )2 d .
1 + x2
0
Applying the condition y 0 (0) = 1 gives c1 = 1/2.

2. Letting = 1/ we have
y 00 + (x + )4 y = 0,

y(0) = y() = 0.

This is the oscillatory case and the method in Example 2.15 applies. The
large eigenvalues are

!
n
9n2
.
n = R
=
49 4
(x + )2 dx
0

36

CHAPTER 2. PERTURBATION METHODS

The eigenfunctions are

Z x
C
3n
2
( + ) d
sin
x+
7 2 0
=

C
sin
x+

3n x3
2
2
( + x + x) .
7 2 x

3. Let = 1/2 and rewrite the problem as

2 y 00 + xy = 0,

y(1) = y(4) = 0.

Proceed as in the oscillatory case.

4. Straightforward substitution.
5.
6. Make the change of variables = t. Then the differential equation becomes
d2 y
2 2 + q( )2 y = 0.
dt
We can think of the equation y 00 + q(t)2 y = 0 as a harmonic oscillator
where the frequency is q(t), which is time-dependent. If is small, it
will take a large time t before there is significant changes in the frequency.
Thinking of it differently, if q(t) is a given frequency, then the graph of
q(t) will be stretched out; so the frequency will vary slowly.

7. Here we apply the ideas in Example 2.15 with k(x) = e2x and = 1/ .
Then the WKB approximation is

!
c1
c2
2x
2x
yW KB = x sin
(e 1) + x cos
(e 1) .
e
2
e
2
Applying the condition y(0) = 0 gives c2 = 0. Then

!
c1
2x
yW KB = x sin
(e 1)
e
2
Then y(1) = 0 gives

sin

(e 1) = 0,
2

and this forces

=

4 2
(e 1)2

for large n. [Note the typographical errorthe boundary conditions should

be homogeneous.]

2.6. ASYMPTOTIC EXPANSION OF INTEGRALS

37

8. Let = 1/ to obtain
2 y 00 + (x2 + 2 x)y = 0.
Now let y = exp(iu/) and proceed as in the derivation of the WKB
approximation.

2.6

Asymptotic Expansion of Integrals

Exercises, page148
1.
2. Making the substitution t = tan2 gives
Z /2
Z
2
1 et dt

I() =
e tan d =
2 0 (1 + t) t
0
Now Watsons lemma (Theorem 6.1) applies. But we proceed directly by
expanding 1/(1 + t) in its Taylor series
1
= 1 t + t2
1+t
which gives
1
I() =
2

et
(1 t + t2 )dt
t

Now let u = t. This gives

Z
1
1
u u3/2
u

I() =
e
+ 2 +

u
2 0
Then, using the defintion of the gamma function,
1
1
1 3
1
5
I() = (( ) ( ) + 2 ( ) + )
2

2
2
3. Assume that g has a maximum at b with g 0 (b) > 0. Then expand
g(t) = g(b) + g 0 (b)(t b) +
The integral becomes
Z

I() =

f (t)eg(t) dt

Z
=

f (t)e(g(b)+g (b)(tb)+ ) dt
Z

f (b)eg(b)
a

eg (b)(tb) dt

38

CHAPTER 2. PERTURBATION METHODS

Now make the substitution v = g 0 (b)(t b) to obtain
Z 0
1
I() f (b)eg(b) 0
ev dv
g (b) g0 (b)(ab)
or
I()

f (b)eg(b)
g 0 (b)

or
I()

ev dv

f (b)eg(b)
g 0 (b)

for large .
If the maximum of g occurs at t = a with g 0 (a) < 0, then it is the same
calculation. We expand g in its Taylor series about t = a and we obtain
the same solution except for a minus sign and the b in the last formula
replaced by a.
4. (a) We have, using a Taylor expansion,
Z
I() =
et ln(1 + t2 )dt
0
Z
t4
t6
=
et (t2 + )dt
2
3
0
Now let u = t and we get
Z
1 u u2
u4
u6
I() =
e ( 2 4 + 6 + )dt
0

2
3
Using the definition of the gamma function, we obtain
I() =

1 2!
4!
6!
( 4 + 6 + )
2
2
3

(b) Let g(t) = 2t t2 . This function has its

maximum at t = 1 where
g 0 (1) = 0 and g 00 (1) = 2. Take f (t) = 1 + t. Then
s
Z 1

1
2
(2tt2 )
g(1)
I() =
1 + te
dt
f (1)e
2
g 00 (1)
0
r

=
e
2
(c) Let g(t) = 1/(1 + t). This function has its maximum, with a negative

derivative, at t = 1. Thus Exercise 6.3 holds. With f (t) = 3 + t

we have
8
f (1)eg(1)
= e/2
I()
0
g (1)

2.6. ASYMPTOTIC EXPANSION OF INTEGRALS

5. We have

Z
(x + 1) =

39

ux eu du

0
x

Integrate by parts by letting r = u and ds = eu du. Then the integral

becomes
Z
Z
ux eu du = x
eu ux1 du = x(x)
0

6.
7.
8.
9.
10.
11.
12. (b) Using the fact that et < 1 for t > 0, we have
Z
|rn ()|

n!
Z

et
dt
tn+1
1
dt
n+1
t

n!

1
1
n! n |
= (n 1)! n 0
nt

as .
(c) Observe that

e
et
dt

tn+1
n+1

Then the ratio of rn to the last term of the expansion is

|rn ()|
n

(n 1)!e /n

This tends to zero as . So the remainder is little oh of the last

term, and so we have an asymptotic series.
(d) Fix . The nth term of the series is does not converge to zero as
n . Therefore the series does not converge.

40

CHAPTER 2. PERTURBATION METHODS

13. We have

I() =
0

1
et dt
(t + )2

We integrate by parts letting

u=
We get
I() =

1
,
t + )2

1
2
2

dv = et

1
et dt
t + )3

Now integrate by parts again via

u=
Then
I() =

1
,
t + )3

1
2
3 +6
2

dv = et
Z
0

1
et dt
t + )4

Continuing in the same manner gives

I()

=
+

2!
3!
1
3+ 2
2

Z
n!
1
n+1
+ n1 (1)
+ (n + 1)!
et dt
n+2

t
+
)
0

Chapter 3

Calculus of Variations
3.1

Variational Problems

Exercises page 158

1. The functional is
Z

J(y) =

(y 0 sin y (y + t)2 )dt.

First note that if y(t) = t then J(y) = 2/. Now we have to show that
J(y) < 2/ for any other y. To this end,
Z

J(y) =

(y 0 sin y (y + t)2 )dt

y 0 sin ydt

=
=

Z
1 1
(cos y)0 dt
0
1
2
(cos y(1) cos y(0)) .

2. Hint: substitute
y(x) = x + c1 x(1 x) + c2 x2 (1 x)
into the functional J(y) to obtain a function F = F (c1 , c2 ) of the two
variables c1 and c2 . Then apply ordinary calculus techniques to F to find
the values that minimize F , and hence J. That is, set F = 0 and solve
for c1 and c2 .
41

42

CHAPTER 3. CALCULUS OF VARIATIONS

3.2

Necessary Conditions for Extrema

Exercises, page 166

1. (a) The set of polynomials of degree 2 is a linear space. (b) The set
of continuous functions on [0, 1] satisfying f (0) = 0 is a linear space. (c)
The set of continuous functions on [0, 1] satisfying f (0) = 1 is not a linear
space because, for example, the sum of two such functions is not in the
set.
2. We prove that

||y||1 =

|y(x)|dx
a

is a norm on the set of continuous functions on the interval [a, b]. First
Z

||y||1 =

|y(x)|dx = ||

|y(x)|dx = || ||y||1 .

Rb
Next, if ||y||1 = 0 iff a |y(x)|dx = 0 iff y(x) = 0. Finally, the triangle
inequality if proved by
Z b
Z b
||y + v||1 =
|y(x) + v(x)|dx
(|y(x)| + |v(x)|)dx
Z

|y(x)|dx +
a

a
b

|v(x)|dx = ||y||1 + ||v||1 .

a

The proof that the maximum norm is, in fact, a norm, follows in the same
manner. To prove the triangle inequality use the fact that the maximum
of a sum is less than or equal to the sum of the maxima.
3. Let y1 = 0 and y2 = 0.01 sin 1000x. Then
||y1 y2 ||s = max |0.01 sin 1000x| = 0.01
and
||y1 y2 ||w = max |0.01 sin 1000x| + max |(0.01)(1000) cos 1000x| = 10.01.
4. We have
J(y0 + h) J(w)
0

J(y0 + h) J(w)
= lim
0

J(y0 + h) J(w)
= lim
0

= J(y0 , h).

J(y0 , h) =

lim

3.2. NECESSARY CONDITIONS FOR EXTREMA

43

5. (a) not linear; (b) not linear; (c) not linear; (d) not linear; (e) linear; (f)
not linear.
6. An alternate characterization of continuity of a functional that is often
easier to work with is: a functional J on a normed linear space with norm
|||| is continuous at y if for any sequence of functions yn with ||yn y|| 0
we have J(yn ) J(y) as n 0.
(a) Now let ||yn y||w 0. Then ||yn y||s 0 (because ||v||s ||v||w ).
By assumption J is continuous at y in the strong norm, and therefore
J(yn ) J(y). So J is continuous in the weak norm.
Rbp
(b) Consider the arclength functional J(y) = a 1 + (y 0 )2 dx. If two
functions are close in the strong norm, i.e., if the maximum of their
difference is small, then it is not necessarily true that their arclengths
are close. For example, one may oscillate rapidly while the other does
not. Take y = 0 and y = n1 sin nx for large n. These two functions
are close in the strong norm, but not the weak norm.
Rb
7. (a) J(y, h) = a (hy 0 + yh0 )dx.
Rb
(b) J(y, h) = a (2h0 y 0 + 2h)dx.
(c) J(y, h) = ey(a) h(a).
(d) See Exercise 3.6.
Rb
(e) J(y, h) = a h(x) sin x dx.
Rb
(f) J(y, h) = a 2y 0 h0 dx + G0 (y(b))h(b).
8. Let yn y. Then J(yn ) = J(yn y)+J(y) J(y) because J(yn y) 0
(since yn y 0 and J is continuous at zero by assumption).
9. We have
Z

J(y + h) =

x(y 0 + h0 )2 + (y + h) sin(y 0 + h0 )2 dx.

Now take the second derivative of this function of with respect to and
then set = 0. We obtain
Z b
2 J =
(2x(h0 )2 y(h0 )2 sin y 0 + 2hh0 cos y 0 )dx.
a

10. Here the functional is

Z
J(y) =

(x2 y 2 + (y 0 )2 )dx.

Then

J(y, h) =
0

(2yh + 2y 0 h0 )dx.

44

CHAPTER 3. CALCULUS OF VARIATIONS

Thus
J(x, x2 ) =
and

11. J(y) =

3
,
2

J = J(y + h) J(y) = J(x + x2 ) J(x) = etc.

R1
0

(1 + x)y 02 dx. We find

Z

J(y, h) = 2

(1 + x)y 0 h0 dx.

Now substitute the given y to show J(y, h) = 0 for appropriate h.

12. In this case

J(y) =

(y 0 )2 dx.

Then
Z
J(y + h) =

Z
(1 + cos x)2 dx = 2 + 2

Then

cos2 xdx.

d
J(y + h) = 2
d

cos2 xdx,

and so

d
J(y + h) |=0 = 0.
d
Thus, by definition, J is stationary at y = x in the direction h = sin x.
The family of curves y + h is shown in the figure.
13. Here

J(y) =

(3y 2 + x)dx + y(0)2 .

Then

Z
J(y, h) =

6yh dx + 2y(0)h(0).
0

Substituting y = x and h = x + 1 gives J = 5.

3.3

The Simplest Problem

Exercises, page 175

1. (a) The Euler equation reduces to an identity (0 = 0), and hence every
C2 function is an extremal. (b) The Euler equation reduces to an identity
(0 = 0), and hence every C2 function is an extremal. (c) The Euler
equation reduces to y = 0, which is the only extremal. Remember, by
definition, solutions to the Euler equation are extremals, regardless of the
boundary conditions.

3.3. THE SIMPLEST PROBLEM

45

2. (a) The Euler equation is

Ly

d
d
Ly 0 =
(2y 0 /x3 ) = 0
dx
dx

Thus

y(x) = Ax4 + B

(b) The Euler equation is

y 00 y = ex

The general solution is

y(x) = Aex + Bex +

x x
e
2

3. The Euler equation is

p
d
d
f y0
p
Ly0 = fy 1 + (y 0 )2
= 0.
dx
dx 1 + (y 0 )2
p
Taking the total derivative and then multiplying by 1 + (y 0 )2 gives
Ly

fy y 0 fx f y 00 +
This reduces to
fy y 0 fx
4. The Euler equation is

or
x

f (y 0 )2 y 00
=0
1 + (y 0 )2

f y 00
=0
1 + (y 0 )2

d
Ly 0 = 0
dx
y0

1 + (y 0 )2

=c

Solving for y 0 (take the positive square root since, by the boundary conditions, we want y 0 > 0), separating variables, and integrating yields
Z r 2 2
c x
y(x) =
dx + k
1 c2 x2
Then make the substitution u = 1 c2 x2 to perform the integration. We
obtain
1p
y(x) =
1 c2 x2 + k
c
Applying the boundary conditions to determine the constants finally leads
to
p
y(x) = 5 x2 + 2
which is an arc of a circle.

46

CHAPTER 3. CALCULUS OF VARIATIONS

5. Notice that, by expanding, combining terms, and using the Euler equation,
Z

J(Y + h) J(Y ) =

[2pY 0 h0 + 2qY h + ph02 + qh2 ]dx

Z
>

[2pY 0 h0 + 2qY h]dx

2pY

Z
0

h|ba

[(2pY 0 )0 h 2qY h]dx

0.

The last two lines follow from integration by parts and the fact that Y
satisfies the Euler equation
(pY 0 )0 qY = 0.
6. Let h C 2 . Then
Z

J(y, h) =

K(s, t)[y(s)h(t) + h(s)y(t)]ds dt

a

a
Z b

+2

y(t)h(t)dt 2
a

h(t)f (t)dt
a

Now, using the symmetry of K and interchanging the order of integration

allows us to rewrite the first integral as
Z

K(s, t)y(s)h(t)dsdt
a

Then
Z

J(y, h) = 2

K(s, t)y(s)ds + y(t) f (t) h(t)dt

a

Thus

K(s, t)y(s)ds + y(t) f (t) = 0

a

This is a Fredholm integral equation (see Chapter 4) for y.

7. The Euler equation is
((1 + x)y 0 )0 = 0
or
y 0 = c1 /(1 + x)
Integrating again
y(x) = c1 ln(1 + x) + c2

3.3. THE SIMPLEST PROBLEM

47

If y(0) = 0, y(1) = 1 then we get

y(x) =

ln(1 + x)
ln 2

If the boundary condition at x = 1 is changed to y 0 (1) = 0, then the

extremal is y(x) 0.
8. In each case we minimize the functional T (y) given in Example 3.18 on
page 174.
(a) When n = kx the Lagrangian is independent of y, and therefore the
Euler equation reduces to
p
x 1 + y 02 = C.
Separating variables and integrating gives
Z r
C1 x2
y=
dx + C2 .
x2
The right hand side can be integrated using a trigonometric substitution.
(b) The integrand is independent of x.
(c) The integrand is independent of x.
(d) This problem is similar to the brachistochrone problem (see Example
3.17).
9. Observe that
Lt

d
(L y 0 Ly0 ) =
dt

Lt

dL
dLy0
+ y0
+ y 00 Ly0
dt
dt

Lt Lt Ly y 0 Ly0 y 00 + y 0

y 0 (Ly

dLy0
+ y 00 Ly0
dt

d
Ly 0 )
dt

10. The minimal surface of revolution is found by minimizing

Z b
p
J(y) =
2y 1 + (y 0 )2 dx
a

Because the integrand does not depend explicitly on x, a first integral is

L y 0 Ly0 = c
Upon expanding and simplifying, this equation leads to
p
dy
= k2 y2 1
dx

48

CHAPTER 3. CALCULUS OF VARIATIONS

Now separate variables and integrate while using the fact that
d
1
.
cosh1 u =
2
du
u 1

11. The Euler equation becomes

x2 y 00 + 2xy 0 y = 0
which is a Cauchy-Euler equation. Its solution is

5)/2

y(x) = Ax(1+

+ Bx(1

5)/2

(recall that a Cauchy-Euler equation can be solved by trying power functions, y = xm for some m).
12. To find Eulers equation, use the fact that L is independent of x and
therefore L y 0 Ly0 = C.
13. Using the Euler equation it is straight forward to see that the extremal
is Y = 0, giving the value J(Y ) = 4. Take, for example, y = sin x.
Then J(y) > 4. Hence, Y = 0 does not give a local maximum. Because
the extremals are only necessary conditions, there is no guarantee that
Y = 0 Rprovides a minimum either. Note also that, for any y, we have
1
J(y) = 0 [y 2 + (y 0 2)2 ] dx 0.
14. Substitution of r into the integral gives the variational problem
Z

E(y) = 2

et

y y 0 dt max.

The Euler equation is

1
d
1

= 0.
0
dt y y 0
y y

This simplifies to
y 00 + ( + 2 2)y 0 + 2(1 )y = 0,
which is a linear equation with constant coefficients.

3.4

Generalizations

Exercises, page 184

1. (a) The Euler equations are
8y1 y200 = 0,

2y2 y100 = 0.

3.4. GENERALIZATIONS

49

Eliminating y2 gives

(4)

y1 16y1 = 0.
The characteristic equation is m4 16 = 0, which has roots m =
2, 2i. Therefore the solution is
y1 (x) = ae2x + be2x + c cos 2x + d sin 2x,
where a, b, c, d are arbitrary constants. Then y2 = 0.5y100 , and the four
constants a, b, c, d can be computed from the boundary conditions.
(b) The Euler equation is

y (4) = 0,

and thus the extremals are

y(x) = a + bx + cx2 + dx3 .
The four constants a, b, c, d can be computed from the boundary conditions.
(c) The Euler equation is y (4) 2y 00 + y = 0.
(d) The Euler equation is y (4) = 0.
(e) The Euler equation is y (4) y (3) y 00 y = 0.
R
2. The Euler equation for J(y) = L(x, y, y 0 , y 00 )dx is
Ly (Ly0 )0 + (Ly00 )00 = 0
If Ly = 0 then clearly
Ly0 (Ly00 )0 = const.
If Lx = 0, then expand all the derivatives and use the Euler equation to
show
d
(L y 0 (Ly0 (Ly00 ) y 00 Ly00 )) = 0
dx
3. The Euler equation is
LM

d
d
LM 0 = 2a(aM M 0 b) +
2(aM M 0 ) = 0,
dx
dx

or

M 00 a2 M = ab.

The general solution is

b
M (t) = Aeat + Beat + .
a
The left boundary condition is M (0) = M0 ; the right boundary condition
is the natural boundary condition LM 0 = 0 at t = T , or
aM (T ) M 0 (T ) = b.

50

CHAPTER 3. CALCULUS OF VARIATIONS

4. The two Euler equations (expanded out) are
Ly0 y0 y 00 + Ly0 z0 z 00
Lz0 y0 y 00 + Ly0 z0 z 00

= 0
= 0

It is given that the determinant of the coefficient matrix of this system is

nonzero. Therefore the only solution is y 00 = z 00 = 0, which gives linear
functions for y and z.
5. (a) The natural boundary condition is y 0 (1) + y(1) = 0. The extremals
are
y(x) = aex + bex
. The boundary conditions force a + b = 1 and a = 0, so y(x) = ex .
(b) The Euler equation is
y 00 + 2y 0 + y = 0,
giving extremals
y(x) = aex + bxex .
The boundary conditions are y(0) = 1 and y 0 (3) = 0.
(c) The Euler equation is
1
x2 y 00 + 2xy 0 + y = 0,
4
which is a Cauchy-Euler equation. Assuming solutions of the form
y = tm gives the characteristic equation
m(m 1) + 2m +

1
= 0,
4

which has a real double root m = 12 . Thus the general solution is

1
1
y(x) = a + b ln x.
x
x
The given boundary condition is y(1) = 1; the natural boundary
condition at x = e is y 0 (e) = 0. One finds from these two conditions
that a = b = 1.
(d) The Euler equation is
y 00 2y 0 = 1.
(e) The extremals are
y(x) = ax + b.
The boundary conditions are y(0) = 1 and y 0 (1) + y(1) = 0.

3.5. THE CANONICAL FORMALISM

51

6. The natural boundary condition is

Ly0 (b, y(b), y 0 (b)) + G0 (y(b)) = 0.
p
7. The Lagrangian is L = 1 k 2 + y 02 ky 0 , where 0 < k < 1. It does not
depend on x, and therefore a first integral is
p

y0
1 k 2 y 02

+ k = C.

Solving gives y(x) = Ax + B. Now y(0) = 0 forces B = 0 and y(x) = Ax.

Now apply the natural boundary condition L0y = 0 at x = b. We get
y0

k2

y 02

+k =

This gives

r
A=

A
+ k = 0.
1 k2 A

k 2 (1 k 2 )
.
1 + k2

8. The natural boundary condition is (see Problem 6)

9y 0 (2) + 9y(2) = 2.

3.5

The Canonical Formalism

Exercises, page 196

1. The Hamiltonian is
H(t, y, p) =

p2
q(t)y 2
4r(t)

Hamiltons equations are

y0 =
2. Here we have
J(y) =
We find

p
,
2r(t)

p0 = 2q(t)y

Z p

(t2 + y 2 )(1 + (y 0 )2 )
p

t2 + y 2 y 0
p = Ly 0 = p
1 + (y 0 )2

which yields
(y 0 )2 =

t2

p2
+ y 2 p2

52

CHAPTER 3. CALCULUS OF VARIATIONS

The Hamiltonian simplifies, after some algebra, to
p
H(t, y, p) = t2 + y 2 p2
Then Hamiltons equations are
p
dy
=p
,
dt
t2 + y 2 p2

y
dp
=p
dt
t2 + y 2 p2

Dividing the two equations gives

dy
p
=
dp
y
Integrating yields
y 2 p2 = const
These are hyperbola in the yp phase plane.
3. Hamiltons equations for the pendulum are
0 =

p
,
ml2

p0 = mgl sin

4. (a) The potential energy is the negative integral of the force, or

Z
1
1
V (y) = ( 2 y + ay 2 )dy = 2 y 2 ay 3
2
3
The Lagrangian is L = 12 m(y 0 )2 V (y). The Euler equation coincides
with Newtons second law:
my 00 = 2 y + ay 2
(b) The momentum is p = Ly0 = my 0 , which gives y 0 = p/m. The
Hamiltonian is
1
H(y, p) = (p/m)2 + V (y)
2
which is the kinetic plus the potential energy, or the total energy of
the system. Yes, energy is conserved (L is independent of time).
(c) We have H = E for all time t, so at t = 0 we have
2
1
(p(0)/m)2 + V (y(0)) =
2
10
If y(0) = 0 we can solve for p(0) to get the momentum at time zero;
but this gives
p
y 0 (0) = 2 /5m

3.5. THE CANONICAL FORMALISM

53

(d) The potential energy has a local maximum at y = 2 /a and is equal

to
6
Vmax = V ( 2 /a) = 2
6a
Note that V = 0 at y = 0, 3 2 /2a. If E < Vmax then we obtain
oscillatory motion; if E > Vmax , then the motion is not oscillatory.
Observe that the phase diagram (the solution curves in ypspace, or
phase space), can be found by graphing
p
p = 2m(E V (y)
for various constants E.
5. The Euler equations are
Fy

d
Fy0 = 0,
dt

Fp

d
Fp0 = 0,
dt

where F = py 0 H(t, y, p). Easily we find from these two equations that
Hy

d
p = 0,
dt

y 0 Hp = 0.

t
2
6. Here
R the force is Ft(t, y) = ke /y . We can define a potential by V (t, y) =
F (t, y)dy = ke /y. The Lagrangian is

L(t, y, y 0 ) =
The Euler equation is

m 0 2
(y ) V (t, y)
2

my 00 ket /y 2 = 0

which is Newtons second law of motion. The Hamiltonian is

H(t, y, p) =

p2
k
+ et
2m y

which is the total energy. Is energy conserved? We can compute dH/dt

to find
dH
= ket /y 6= 0
dt
So the energy is not constant.
7. The kinetic energy is T = m(y 0 )2 /2. The force is mg (with a plus sign since
positive distance is measured downward). Thus V (y) = mgy. Then the
Lagrangian is L = m(y 0 )2 /2 + mgy.
8. We have, for example,
Lx i
or

d
V
d
Lx 0 =
(mx0i ) = 0,
dt i
xi
dt
mx00i = Fi .

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CHAPTER 3. CALCULUS OF VARIATIONS

9. We have r0 = and so r(t) = t + l. Then the kinetic energy is
T =

m 0 2
m
((r ) + r2 (0 )2 ) = (2 + (l t)2 (0 )2 ),
2
2

and the potential energy is

V = mgh = mg(l r cos ) = mg(l (l t) cos .)
The Lagrangian is L = T V . The Euler equation, or the equation of
motion, is
g sin + (l t)00 2 = 0.
One can check that the Hamiltonian is not the same as the total energy;
energy is not conserved in this system. If fact, one can verify that
d
(T + V ) = mg cos 6= 0.
dt
10. Follow the instructions.
11. The Emden-Fowler equation is
2
y 00 + y 0 + y 5 = 0.
t
Multiply by the integrating factor t2 to write the equation in the form
(t2 y 0 )0 + t2 y 5 = 0.
Now we can identify this with the Euler equation:
Ly = t2 y 5 ,

Ly 0 = t 2 y 0 .

Integrate these two equations to find

L=

1 2 0 2 1 2 6
t (y ) t y + (t)
2
6

12. Multiply y 00 + ay 0 + b = 0 by the integrating factor exp(at) to get

(eat y 0 )0 + beat = 0
Now identify the terms in this equation with the terms in the Euler equation as in Exercise 5.14. Finally we arrive at a Lagrangian
m

L = eat
(y 0 )2 by
2
There are many Lagrangians, and we have chosen just one by selecting
the arbitrary functions.

3.6. ISOPERIMETRIC PROBLEMS

55

13. Follow Example 3.27 in the book with m, a, k and y replaced by L, R, C 1

and I, respectively.
14. Multiplying the given equation by exp P (t) makes the sum of the first two
terms a total derivative and we get
d P (t) 0
(e
y ) + eP (t) f (y) = 0.
dt
Comparing to the Euler equation we take
Ly = eP (t) f (y),

Ly0 = eP (t) y 0 .

Integrating the first gives

L = eP (t) F (y) + (t, y 0 ),
where is arbitrary. Plugging this into the second equation we get
y0 = eP (t) y 0 .
Integrating,

1
= y 02 eP (t) + (t),
2
where is arbitrary. Thus,

1 02
P (t)
L=e
F (y) y
+ (t).
2

3.6

Isoperimetric Problems

Exercises, page 203

1. Form the Lagrangian

L = (y 0 )2 + y 2 .

The Euler equation reduces to

y 00 y = 0,

y(0) = y() = 0

The extremals are given by

p
yn (x) = 2/ sin nx,

n = 1, 2, 3, . . . .

2. Let L = x2 + (y 0 )2 + y 2 . Then the Euler equation for L is

y 00 + y = 0,

y(0) = y(1) = 0.

If 0 then this boundary value problem has only trivial solutions. If

< 0, say = 2 , then the problem has nontrivial solutions
yn (x) = Bn sin nx,

n = 1, 2, . . . ,

56

CHAPTER 3. CALCULUS OF VARIATIONS

where the Bn are constants. Applying the constraint gives
Z 1
Bn2 sin2 nx dx = 2.
0

Thus Bn = 2 for all n. So the extremals are

yn (x) = 2 sin nx,

n = 1, 2, . . . .

3. The Euler equations become

Ly1

d
L = 0,
dx y1

Ly2

d
L = 0,
dx y2

where L = L + G.
4. Form the Lagrangian
L = xy 0 yx0 +

(x0 )2 + (y 0 )2 .

Because the Lagrangian does not depend explicitly on t, a first integral is

given by
L x0 Lx0 y 0 Ly0 = C.
5. The problem is to minimize
Z 1p
J(y) =
1 + (y 0 )2 dx,

y(0) = y(1) = 0

subject to the constraint

Z

y(x)dx = A.
0

Form the Lagrangian

L =

1 + (y 0 )2 + y

Because the Lagrangian does not depend explicitly on x, a first integral is

given by
L y 0 Ly0 = c.
Expanding out this equation leads to
s
1 (y c)2
0
.
y =
(y c)2
Separating variables and integrating, and then using the substitution u =
1 (y c)2 , gives
Z
1
du
= x + c1 .

2
u

3.6. ISOPERIMETRIC PROBLEMS

57

Thus

1
,
2
which is a circle. Now the two boundary conditions and the constraint
give three equations for the constants c, c1 , .
(x + c1 )2 + (y c/)2 =

6. Form the Lagrangian

L = p(y 0 )2 + qy 2 + ry 2 .
Then the Euler equation corresponding to L is
Ly (Ly0 )0 = 2qy + 2ry 2(py 0 )0 = 0,
or

(py 0 )0 qy = ry,

y(a) = y(b) = 0

This is a Sturm-Liouville problem for y (see Chapter 4).

7. Solve the constraint equation to obtain
z = g(t, y).
Substitute this into the functional to obtain
Z b
Z b
W (y)
F (t, y, y 0 )
L(t, y, g(t, y), y 0 , gt + gy y 0 )dt.
a

Now form the Euler equation for F . We get

Fy

d
Fy0 = 0,
dt

or, in terms of L,
Ly + Lz gy + Lz0 (gty + gyy y 0 )

d
(Ly0 + Lz0 gy ) = 0.
dt

This simplifies to
Ly

d
d
Ly0 + gy (Lz Lz0 = 0.
dt
dt

Also G(t, y, g(t, y)) = 0, and taking the partial with respect to y gives
Gy + Gz gy = 0.
Thus

d
d
Lz dt
Ly dt
Ly 0
Lz 0
=
.
Gy
Gy

Now these two expressions must be equal to the same function of t, that
is
d
d
Ly Ly0 = (t)Gy , Lz Lz0 = (t)Gz .
dt
dt