Professional Documents
Culture Documents
Solution: (a) With the substitution x = et , the equation reduced to a linear ODE with constant
coefficients as
d3 y d2 y dy
3
− 6 2
+ 11 − 6y = 0.
dt dt dt
The AE is r3 − 6r2 + 11r − 6 = 0 =⇒ r = 1, 2, 3. The GS is y = c1 et + c2 e2t + c3 e3t . Writing in
the original variable y = c1 x + c2 x2 + c3 x3 .
(b) With x = et , the differential equation get transformed into
d2 y dy
2
− 6 + 8y = 2e3t .
dt dt
The roots of AE is r = 2, 4. Thus, yh (x) = c1 e2t + c2 e4t . The PS is yp = −2e3t . Hence, the GS
is
y = c1 e2t + c2 e4t − 2e3t = c1 x2 + c2 x4 − 2x3 .
2. Find a general solution to the following differential equations by the method of variation of parame-
ters.
(a) (sin2 x)y 00 − 2 sin x cos xy 0 + (cos2 x + 1)y = sin3 x;
where {sin x, x sin x} is a fundamantal solution set of the corresponding homogeneous equation.
(b) (x2 + 2x)y 00 − 2(x + 1)y 0 + 2y = (x + 2)2
where {x + 1, x2 } is a fundamantal solution set of the corresponding homogeneous equation.
(c) x3 y 000 + x2 y 00 − 2xy 0 + 2y = 2x4 , x > 0.
Solution: (a) Seek a particular solution of the form yp = v1 (x) sin x + v2 (x)x sin x. We find
that by Variation of Parameters method (VPM) v10 (x) = −x and v20 (x) = 1. Integrating we
2 2 2
obtain v1 (x) = − x2 and v2 (x) = x. So, yp (x) = − x2 sin x + x2 sin x = x2 sin x. Thus, the GS is
2
y(x) = c1 sin x + c2 x sin x + x2 sin x.
(b) Set yp = v1 (x)(1 + x) + v2 (x)x2 . Using VPM we obtain v10 (x) = −1 and v20 (x) = x1 + x12 .
Integrating we find that v1 (x) = −x and v2 (x) = ln |x| − x−1 . So, yp = −x2 − 2x + x2 ln |x|. The
GS is given by y(x) = c1 (1 + x) + c2 x2 − x2 − 2x + x2 ln |x|.
3 2
(c) This is a Cauchy Euler equation which changes to ddt3y − 2 ddt2y − dy
dt = 2y = 2e4t by using the
transformation x = et . The AE is (m − 1)(m + 1)(m − 2) = 0 and
{u1 (t) = et , u2 (t) = e−t , u3 (t) = e2t },
form a fundamental solution set of the associated homogeneous equation. By VPM a particular
3t 5t
solution is of the form yp (t) = v1 (t)et + v2 (t)e−t + v3 (t)e2t where v1 (t) = − e3 , v2 (t) = e15 and
2t 4t
v3 (t) = e3 . This gives the solution, yp (t) = e15 . Hence the GS of the original equation is
C2 x4
y(x) = C1 x + + C3 x 2 + .
x 15
3. A differential equation and a non-trivial solution y1 are given. Find the general solution.
(a) x2 y 00 + xy 0 − y = 0, x 6= 0; y1 (x) = x.
(b) x2 y 00 − 2xy 0 − 4y = 0, x > 0; y1 (x) = x−1 .
Solution: Proceed as in Q.3 and obtain the GS (yh ) of x2 y 00 + xy 0 − y = 0. Then use VPM
to find yp . The GS of the given equation is then obtained as y(x) = yh (x) + yp (x) which is
y(x) = C1 x + Cx2 + x ln |x|, for x 6= 0.
5. Determine a Taylor’s series about the given point for each of the following functions and determine
the radius of convergence.
1
(a) 1−x , x0 = 2. (b) x21+1 , x0 = 0.
1 1
Solution: (a) The nth derivative of x−1 evaluated at x = 2 is 3n+1 . Therefore the Taylor’s ex-
P∞ (x−2)n
pansion about x = 2 is n=0 3n+1 and its radius of convergence by ratio test is R = 3.
P∞ n 2n
(b) The expansion is n=0 (−1) x and the radius of convergence is 1.
6. Prove
Pthe following n+1
identities.
(a) P ∞ = ∞ 1)n .
P
n=0 an (x − 1) n=1 an−1 (x −P
∞ ∞
k k+1 = a1 + ∞ k
P
(b) k=0 ak+1 x + k=0 ak x k=1 (ak+1 + ak−1 )x .
∞
X ∞
X ∞
X ∞
X
k k+1 k
(b) ak+1 x + ak x = a1 + ak+1 x + ak xk+1
k=0 k=0 k=1 k=0
∞
X ∞
X
= a1 + ak+1 xk + ak−1 xk
k=1 k=1
∞
X
= a1 + (ak+1 + ak−1 )xk .
k=1
Page 2
7. Rewrite
P∞ the following as sums whose
P∞ generic term involves xnP
.
(a) n=2 n(n − 1)an x n−2 (b) m=2 m(m − 1)am x m−2 +x ∞ k=1 kak x
k−1 .
Solution:
P∞
(a) Replace n by k + 2. Answer is n=0 (n + 2)(n + 1)an+2 xn .
∞
X ∞
X ∞
X ∞
X
(b) m(m − 1)am xm−2 + x kak xk−1 = (m + 2)(m + 1)am+2 xm + mam xm
m=2 k=1 m=0 m=1
∞
X
= a2 + [(m + 2)(m + 1)am+2 + mam ]xm .
m=1
The answers for parts (b), (c) and (d) are given below in brief. You are encouraged to fill in the
details as has been done for part (a) above.
(b) p(x) = ln |x| fails to be analytic only at x = 0 and q(x) = x is analytic everywhere. Hence
the only singular point of the ODE is x = 0.
(c) Here p(x) = sinx x and q(x) = sin4 x . p(x) is analytic everywhere except for x = nπ, n =
±1, ±2, . . . while q(x) is analytic everywhere except for x = nπ, n = 0, ±1, ±2, . . . . Hence the
singular points of the ODE are x = nπ, n = 0, ±1, ±2, . . .
x −x
(d) Here p(x) = 2 e x−1
2 and q(x) = e xcos2
x
. Both functions are analytic everywhere except at
x = 0 which is therefore the only singular point.
Page 3