THE UNIVERSITY OF NEW SOUTH WALES

SCHOOL OF MATHEMATICS AND STATISTICS

November 2008

MATH2130
Higher Mathematical Methods for
Differential Equations

(1) TIME ALLOWED - 2 HOURS

(2) TOTAL NUMBER OF QUESTIONS - 4

(3) ANSWER ALL QUESTIONS

(4) THE QUESTIONS ARE NOT OF EQUAL VALUE
(5) ANSWER EACH QUESTION IN A SEPARATE BOOKLET
(6) THIS PAPER MAY BE RETAINED BY THE CANDIDATE
(7) ONLY THE PROVIDED ELECTRONIC CALCULATORS MAY BE USED

All answers must be written in ink. Except where they are expressly required pencils
may only be used for drawing, sketching or graphical work.
November 2008 MATH2130 Page 2

Thigonometric Fourier Series

The Fourier series expansion of a function f(x) defined on [-L, +L] is

f(x) = 2"
aO
+~
L....J [ ancos (n7rx)
L + bnsm. (n7rx)]
L '
n=l

where

an = L 11 L
-L f(x) cos (n7rx)
L dx, n = 0,1, ... ,

bn = 11
L
L
-L
. (n7rx)
f(x)sm L dx, n= 1,2, ....

Bessel Equation

The Bessel equation with parameter l/ is

and has the general solution

where
00 (-1)k(z/2)2k+y
Jy(z) = L
k=O
k!r(k + l/ + 1) ,

Yy(z) = Jy(z) cos.(l/~) ) J_y(z), l/ =I integer,

sm l/7r
Yn(z) = y-+n
lim Yy(z), n = integer.

For alll/, Yy(z) is unbounded as z - 0.

Sturm-Liouville Equation

(P(x)U']' + [Ar(x) - q(x)]u = 0, a < x < b,

where the coefficients p, q, r must all be real-valued with

p(x) > 0 and r(x) > for a < x < b.

Please see over ...

November 2008 MATH2130 Page 3

Answer in a separate booklet marked Question 1.

1. [20 marks]

i) Solve the differential equation

(x + 1)2 y' + 3(x + 1)y = 4.

ii) Solve the differential equation

(x 2 + xy)y' - y2 = o.
Hint: Let y = xv(x).
iii) Find the eigenvalues and the corresponding eigenfunctions for the ODE

x 2y" + xy' + )..y = 0, 1< x < e,

subject to the boundary conditions

y = 0 at x = 1,
y = 0 at x = e.
You must consider all possible values of ).. (i.e. ).. > 0, ).. = 0, ).. < 0).
Hint: Let y = x r .

Please see over ...

November 2008 MATH2130 Page 4

Answer in a separate booklet marked Question 2.

2. [30 marks]

i) [15 marks] Consider the differential equation

2x 2 y" + x(l + 4x)y' + (2x - l)y = O.

a) Show that x = 0 is a regular singular point for this equation.

b) Find the indicial equation corresponding to the Frobenius expansion
00

y(x) = L Ck xk+ r
Co =I O.
k=O

c) Show that the coefficients satisfy the recurrence relation

4k + 4r - 2
Ck = - (2k + 2r + l)(k + r _ 1) Ck-l for k ~ 1.

d) Write down the Frobenius series solution corresponding to the small-

est root of the indicial equation in the simplest form you can.
ii) [15 marks] Consider the Bessel equation

(1)

a) By dividing it by x, write (1) in Sturm-Liouville form and identify

A and r(x) in this case.
b) Identify the eigenvalues An and the eigenfunctions y = cPn (x) for the
solutions of (1) that satisfy

y finite at x = 0,
y = 0 at x = 1.
c) What is the orthogonality condition over the interval [0,1] that cPn(x)
and cPm(x) .satisfy (for distinct positive integers n and m)?
d) Find an integral expression for the coefficients an in the Fourier-
Bessel series 00

f(x) = L ancPn(x)
n=l

for a function f defined over the interval [0,1]. You are not required
to evaluate the integral(s) in your answer.

Please see over ...

November 2008 MATH2130 Page 5

Answer in a separate booklet marked Question 3.

3. [20 marks]
Consider the boundary value problem

u" + u' - 2u = f (x) for 0 < x < log 2,

u'=a at x = 0, (2)
17u' - 14u = (3 at x = log2,

and let
tOg 2
U, v) = io f(x)v(x) dx

be the usual L 2 -inner product for the interval (0,log2).

i) [5 marks] Find the adjoint differential operator L* if Lu = u" + u' - 2u

and show directly that

(Lu, v) = (u, L*v) + [u'v - uv' + uv]~g2

for all u and v.
Hint: Use integration by parts on (Lu, v) and deduce L* from the form
of the integral on the right hand side of the above equation.
ii) [5 marks] Hence formulate that the homogeneous adjoint problem is:

v" - v' - 2v = 0 for 0 < x < log 2,

v' - v = 0 at x = 0, (3)
17v' - 31v = 0 at x = log 2.

iii) [5 marks] Solve the homogeneous adjoint problem.

iv) [5 marks] What condition on the data f(x), a, (3 ensures the existence
of a solution to (2)?

Please see over ...

November 2008 MATH2130 Page 6

Answer in a separate booklet marked Question 4.

4. [20 marks] The temperature u(x, t) of a conducting metal bar of length L

satisfies
2
8u _ 8 u = 0 (4)
at 8x 2
for 0 ~ x ~ L and t 2: O. We suppose that the ends of the bar are insulated.

i) Find the eigenfunctions = n(x) and corresponding eigenvalues A = An

for n = 0, 1, 2, ... such that

-" = A for 0 < x < L,

' =0 at x = 0 and at x = L.
You can assume that if A < 0 then _ O.
ii) Make the eigenfunction expansion
00

u(x, t) = L un(t)n(x)
n=O

and use the PDE (4) to determine the form of un(t).

iii) Obtain the Fourier cosine series for the function v defined by
7fX
v(x) = To sin2 L

where To is a constant.
Hint: Using a trigonometric identity, you can avoid having to do any
integrations here.
iv) Hence write down the temperature distribution along the bar assuming
that the initial temperature distribution is given by

u=v when t = 0, for 0 ~ x ~ L.

v) Sketch the graph of u(x, 0) = v(x) for 0 ~ x ~ L. Describe what happens

to the temperature as t ---* 00.