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Math 202 PS 9

Boğaziçi University

Fall’20

Instructors: Nihat Sadık Değer - Yasemin Kara


Teaching Assistants: Mehmet Akif Yıldız - Engin Başakoğlu

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Chapter 5.6 - Problem 16
Find the first nonzero terms in the solution corresponding to the larger root and decide whether
the solution corresponding to the smaller root contains a logarithmic term: xy 00 + y = 0 about
x = 0.

Solution: Note that x = 0 is a singular point. Also, limx→0 x · x0 = 0 and limx→0 x2 · 1


x
= 0.
P∞ n+r ⇒
Both Plimits are finite, so x = 0 is a regular
P∞ singular point. Let y = n+r−2
n=0 an x
0 ∞ n+r−1 00
y = n=0 (n + r)an x , y = n=0 (n + r)(n + r − 1)an x ⇒

X ∞
X
(n + r)(n + r − 1)an xn+r−1 + an xn+r = 0 ⇒ (n + r)(n + r − 1)an + an−1 = 0, n ≥ 1
n=0 n=0

and the coefficient of xr−1 gives r(r − 1) = 0 ⇒ r1 = 1, r2 = 0. For r1 = 1, we have


a0 a1 (−1)n a0
a1 = − 2·1 , a2 = − 3·2 = 3·2a20 ·1 , a3 = − 4·3
a2
= − 4·32a·2
0
2 ·1 . Similarly, an = n+1 (n!)2 , n ≥ 1.
Therefore

X (−1)n x2 x3 x4
y1 (x) = 2
xn+1 = x − + − + ...
n=0
(n + 1)(n!) 2 12 144
On the other hand for r2 = 0 we have n(n − 1)an + an−1 = 0, n ≥ 1 ⇒ a1 · 0 + a0 = 0 ⇒
a0 = 0 which leads an inconsistency. So the solution corresponding to the smaller root contains
a logarithmic term. Note that we have decided this conclusion by writing the recurrence relation
for the smaller root up to aN where N = r1 − r2 .

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Chapter 5.7 - Problem 5
Find the solution of the Bessel equation of order 32 that corresponds to the larger root and state
whether the solution corresponding to the smaller root contains a logarithmic term
x2 y 00 + xy 0 + (x2 − 94 )y = 0.
x
Solution: Note that x = 0 is a singular point. Also, limx→0 x · x2
= 1 and
2
x −9
limx→0 x2
· =
x2
4
− 94 .
Both limits are finite, so x = 0 is a regular singular point. Let
y = P∞ n+r ⇒
P
n=0 a n x
y0 = ∞ n+r−1 , y 00 =
P∞ n+r−2 ⇒
n=0 (n + r)an x n=0 (n + r)(n + r − 1)an x
∞ ∞ ∞ ∞
X X X 9 X
(n + r)(n + r − 1)an xn+r + (n + r)an xn+r + an xn+r+2 − an xn+r = 0.
n=0 n=0 n=0
4 n=0
9
The coefficient of xr
⇒ r(r − 1)a0 + ra0 − = a0 a
4 0
− 94 ) ⇒ r1 = 32 , r2 = − 23 .
(r2
The coefficient of xr+1 ⇒ (r + 1)ra1 + (r + 1)a1 − 49 a1 = a1 (r2 + 2r + 1 − 94 ) ⇒ a1 = 0.
The coefficient of xr+n , n ≥ 2 (r + n)2 − 49 an = −an−2 , n ≥ 2. For r1 = 32 , we have
 
−an−2
an = 3 )2 − 9 , n ≥ 2, a1 = 0. Then a2n+1 = 0 for n ≥ 1 and a2 = − a100 ,
(n+ 2 4
−a2 a0
a4 = 28
= 280 , ...,
1 7/2 1 11/2
y1 (x) = x3/2 − x + x ...
10 280
For r2 = − 32 , we have (n − 23 )2 − 94 an = −an−2 , n ≥ 2 ⇒ −2a2 = −a0 , 0 · a3 = −a1 .
 
Now, the coefficient a3 cannot be determined with this recursion, hence y2 (x) contains a
logarithmic term.
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Chapter 6.1 - Problem 9
ebt + e−bt
Recall that cosh(bt) = . Find the Laplace transform of the given function, where a
2
and b are real constants.
f (t) = eat cosh(bt).

Solution: Let F (s) denote the Laplace transform of f (t). Thus, we have
Z ∞
F (s) = e−st f (t)dt
0
Z ∞
= e−st eat cosh(bt)dt
0
Z ∞
1 ∞ −st at −bt
Z
1
= e−st eat ebt dt + e e e dt
2 0 2 0
Z ∞ Z ∞
1 1
= e−(s−a−b)t dt + e−(s−a+b)t dt
2 0 2 0
1 1
= + where s − a > |b|
2(s − a − b) 2(s − a + b)

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Chapter 6.1 - Problem 18
Use integration by parts to find the Laplace transform of the given function where n is a positive
integer and a is a real constant.
f (t) = tn eat .
Z ∞ Z ∞
Solution: Note that L{f (t)} = e−st tn eat dt = tn e(a−s)t dt. We will prove that
0 0
Z ∞ n!
tn e(a−s)t dt = for s > a by induction on n.
0 (s − a)n+1
Z ∞ n!
Claim: tn e(a−s)t dt = for n ≥ 1, s > a.
0 (s − a)n+1
Z ∞
Firstly, if n = 1, we have te(a−s)t dt. Write u = t and dv = e(a−s)t dt to use integration by
0
e(a−s)t
parts. Since du = dt and v = , we get
a−s
Z ∞ " #∞ Z ∞
(a−s)t t (a−s)t 1 (a−s)t
te dt = e − e dt
0 a−s 0
a−s 0

" #∞
t t (a−s)t
Observe that → 0 as t → ∞ since s > a. Therefore, we have e = 0,
e(s−a)t a−s
0
Z ∞ " # ∞ Z ∞
e(a−s)t −1 1
and e(a−s)t dt = = , which implies te(a−s)t dt = and so
0 a − s a − s 0 (s − a)2
0
claim follows when n = 1. X
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Chapter 6.1 - Problem 18
Use integration by parts to find the Laplace transform of the given function where n is a positive
integer and a is a real constant.
f (t) = tn eat .

Solution-cntd: Let us assume the claim holds whenever n < k for some k ≥ 2, and prove for
n = k. Write u = tk and dv = e(a−s)t dt to use integration by parts. Since du = ktk−1 dt and
e(a−s)t
v= , we get the following:
a−s
Z ∞ " #∞ Z ∞
tk (a−s)t k
tk e(a−s)t dt = e − tk−1 e(a−s)t dt
0 a−s a−s 0
0
" #∞
tk tk (a−s)t
Again, observe that (s−a)t → 0 as t → ∞ since s > a, which implies e = 0.
e a−s
0
On the other hand, from the induction hypothesis, we know that (for n = k − 1)
Z ∞
(k − 1)!
tk−1 e(a−s)t dt =
0 (s − a)k
As a result, the claim follows for n = k, too:
Z ∞
k (k − 1)! k!
tk e(a−s)t dt = − = X
0 a − s (s − a)k (s − a)k+1

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Chapter 6.2 - Problem 2/Problem 4/Problem 7
Find the inverse Laplace transforms of the given functions.
5
2. F (s) =
(s − 1)3
2s
4. F (s) = 2
s −s−6
2s + 3
7. F (s) = 2
s − 2s + 2

n!
2. Recall that L{tn eat } = for s > a. Therefore, we have
(s − a)n+1

n 5 o n5 2! o 5 n 2! o 5
L−1 = L−1 = L−1 = t2 et
(s − 1)3 2 (s − 1)2+1 2 (s − 1)2+1 2

2s 1 6 4 
4. We can write = + . Thus,
s2 −s−6 5 s−3 s+2
n 2s o n16 4 o
L−1 = L−1 +
s2 − s − 6 5 s−3 s+2
6 −1 n 1 o 4 −1 n 1 o 6e3t + 4e−2t
= L + L =
5 s−3 5 s+2 5

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2s + 3 2s + 3 (s − 1) 1
7. We can write = =2 +5 . Thus, we
s2 − 2s + 2 (s − 1)2 + 1 (s − 1)2 + 1 (s − 1)2 + 1
get
n 2s + 3 o n (s − 1) o n 1 o
L−1 = 2·L−1 +5·L−1 = 2et cos t+5et sin t
s2 − 2s + 2 (s − 1)2 + 1 (s − 1)2 + 1

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Chapter 6.2 - Problem 14
Use the Laplace transform to solve the following IVP.

y 00 − 4y 0 + 4y = 0, y(0) = 1, y 0 (0) = 3

Solution: We take the Laplace transform of the equation

L{y 00 } − 4L{y 0 } + 4L{y} = L{0}

s2 Y (s) − sy(0) − y 0 (0) − 4(sY (s) − y(0)) + 4(Y (s)) = 0


(s2 − 4s + 4)Y (s) − s + 1 = 0
s−1 1 1
Y (s) = = +
(s − 2)2 s−2 (s − 2)2
Finally, we take the inverse Laplace transform to find the solution
n 1 1 o n 1 o n 1 o
L−1 {Y (s)} = L−1 + 2
= L−1 + L−1 2
s−2 (s − 2) s−2 (s − 2)

= e2t + te2t

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Chapter 6.2 - Problem 17
Use the Laplace transform to solve the following IVP.

y (4) − 4y 000 + 6y 00 − 4y 0 + y = 0, y(0) = 0, y 0 (0) = 1, y 00 (0) = 0, y 000 (0) = 1

Solution: We take the Laplace transform of the equation

L{y (4) } − 4L{y 000 } + 6L{y 00 } − 4L{y 0 } + L{y} = L{0}

s4 Y (s) − s3 y(0) − s2 y 0 (0) − sy 00 (0) − y 000 (0) − 4(s3 Y (s) − s2 y(0) − sy 0 (0) − y 00 (0))
+6(s2 Y (s) − sy(0) − y 0 (0)) − 4(sY (s) − y(0)) + (Y (s)) = 0
(s4 − 4s3 + 6s2 − 4s + 1)Y (s) − s2 − 1 + 4s − 6 = 0

s2 − 4s + 7 1 2 4
Y (s) = = − +
(s − 1)4 (s − 1)2 (s − 1)3 (s − 1)4
Finally, we take the inverse Laplace transform to find the solution
n 1 2 4 o
L−1 {Y (s)} = L−1 − +
(s − 1)2 (s − 1)3 (s − 1)4
n 1 o n 2 o n 4 o 2
= L−1 2
− L−1 3
+ L−1 4
= tet − t2 et + t3 et
(s − 1) (s − 1) (s − 1) 3

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