Indian Institute of Space Science and Technology

Thiruvananthapuram
MA 121 - Differential Equations
Instructor: Dr. Kaushik Mukherjee Tutorial-II

1. Find the eigenvalues and eigenfunctions of the following Sturm-Liouville boundary value
problems 1
(a) y 00 + λy = 0, y(0) = 0, y(π) = 0.
(b) y 00 + λy = 0, y(0) = 0, y 0 (π) = 0.
d dy λ
(c) (x ) + y = 0, x > 0; y 0 (1) = 0, y 0 (e2π ) = 0. Consider λ = 0 or λ > 0.
dx dx x

2. Determine the first-four approximations φ0 (x), φ1 (x), φ2 (x), φ3 (x) to the solutions of the
following IVPs by the P icard0 s method of successive approximations and compare
these results with the exact solution.
dy dy
(a) = y − 1, y(0) = 2. (b) = x + y, y(0) = 1.
dx dx
dy
3. Find two solutions of the IVP: = 3y 2/3 , y(0) = 0.
dx
Explain why this does not contradict the P icard0 s existence and uniqueness T heorem.

dy
4. Consider the IVP: = 1 + y2, y(0) = 0.
dx
(a) Using the P icard0 s existence and uniqueness T heorem,
i. verify whether the IVP has a unique solution.
ii. if so, find the “best possible” value of h (h > 0) such that the IVP has a unique
solution on the interval |x| ≤ h.
(b) Find the interval on which the solution of the IVP is actually defined, by solving it.
dy
5. Consider the IVP: = xy, y(0) = 1.
dx
(a) Using the non-local existence T heorem, show that the IVP has a unique solution
on the interval |x| ≤ 0 , where 0 is any positive real number.
(b) Using the P icard0 s existence and uniqueness T heorem, find the “best possible”
value of h (h > 0) such that the IVP has a unique solution on the interval |x| ≤ h.
(c) Find the interval on which the solution of the IVP is actually defined, by solving it.
1
Note that the Legendre’s and Bessel’s equations are Sturm-Liouville equations.

CONTINUED
 –2–

6. Find (without solving the IVPs) the “best possible” interval in which the following IVP

(a) (4 − x2 )y 0 + 2xy = 3x2 , y(1) = 3.

certainly has a unique solution. Justify your answer.

7. State existence and uniqueness theorem 2 for 4th -order linear IVP and apply it to find the
“best possible” interval in which the following IVP certainly has a unique solution.
00
(x − 4)y iv + 2xy + (sin x)y = e−x ,
( 2

y(0) = 0, y 0 (0) = 50, y 00 (0) = 100, y 000 (0) = −1000.

8. (a) Show that J0 (kx) where k is a constant satisfies the equation xy 00 + y 0 + k 2 xy = 0 and
hence find the general solution.
(b) Transform the equation x2 y 00 + 3xy 0 + (m2 x2 + 1)y = 0, using y = u(x)
x
and hence find
the general solution using w = mx.

9. The Bessel function of first kind3 of order p is given by,

∞  2n+p
X (−1)n x
Jp (x) =
n=0
n!Γ(n + p + 1) 2

Relation between Jp (x) and J−p (x): show that when

(a) p is a positive integer, J−p (x) = (−1)p Jp (x).

(b) p is any integer, J−p (x) = (−1)p Jp (x).
(Hint: When p = 0, the relation in (b) is obvious. When p is a negative integer, consider
q = −p and apply (a) on Jq (x).)
R∞ 1
NOTE: Definition: Γ(α) = 0
e−x xα−1 dx, α > 0 and is defined to be zero for
Γ(α)
α = 0, −1, −2, −3, . . ..
Property: Γ(N + 1) = N !

2
Existence and uniqueness theorem for 2nd-order linear IVP: Consider the IVP that
 2
 d y + a (x) dy + a (x)y = f (x),
1 2
dx2 dx
y(x0 ) = α0 , y 0 (x0 ) = β0 ,


where a1 , a2 and f are continuous functions on [a, b]. Let x0 ∈ [a, b] and α0 , β0 be arbitrary real numbers.
Conclusion: There exists a unique solution φ(x) of the IVP on the entire interval [a, b].
3
These functions first arose in Daniel Bernoulli’s investigation of the oscillations of a hanging chain and
appeared again in Euler’s theory of the vibrations of circular membrane.