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General theorems used in differential equations. Superposition Principle, homogeneity, linearity, eigenvalues and eigenfunctions.

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1.

Recall the superposition principle. Which of the following dierential equations does it apply to? (a) y + x2 y + ex y = 0 (b) y + y + y 2 = 0 (c) y + 5y = sin x (d) uxx = 5utt + xtut The superposition principle says that if y1 and y2 are two solutions of a dierential equation, then any linear combination c1 y1 + c2 y2 is also its solution. It applies to linear, homogeneous equations whether ODE or PDE. Therefore, its true of equations (a) and (d), but not of (b) and (c).

2.

Which of these is an eigenvalue problem or would lead to one? (a) y + 7y = sin x, y(0) = 0, y(2) = 0. (b) y + y = sin x, y(0) = 0, y(2) = 0. (c) y + 7y = 0, y (0) = , y(2) = 1 . (d) uxx = 5utt + xtut , u(0, t) = 0, u(2, t) = 0, u(x, 0) = x, ut (x, 0) = 0. If we dene an eigenvalue problem as any boundary value problem (BVP) whose solutions depend upon a parameter, then (a), (b) and (c) are all eigenvalue problems, the parameter being . There is no parameter apparent in the PDE (d), but upon separation of variables it gives rise to two ODEs which contain a parameter and constitute eigenvalue problems.

3.

Find the eigenvalues and eigenfunctions of the following dierential equation: y + y = 0, y(0) y (0) = 0, y(1) + y (1) = 0

Eigenfunctions are non-trivial solutions of the dierential equation; the corresponding values of the parameter are called eigenvalues. The two roots of the characteristic equation are . To write down the general solution we need to distinguish three cases: Case < 0: The roots are real. The general solution is y = c1 e x + c2 e x . Lets which values of satisfy the boundary conditions; 1 + c1 y(0) y (0) = c1 + c2 + c1 c2 = 0 = c2 = 1 and

y(1)+y (1) = c1 e

+c2 e

1 + 2 e + c1 e c2 e = 0 = c2 = c1 1

Equating the two expressions for c2 leads to 1 + 2 (e c1 1) = 0 1 If c1 = 0, then e2 = 1, i.e, 2 = 0, i.e., = 0 which contradicts the assumption that < 0. So there are no eigenvalues in this case. Case = 0: The roots are 0 and 0. The general solution is y = c1 + c2 x. Lets which values of satisfy the boundary conditions; y(0) y (0) = c1 c2 = 0 = c2 = c1 and y(1) + y (1) = c1 + c2 + c2 = 0 The two together give only the trivial solution. So 0 is not an eigenvalue. Case > 0: The roots are i. The general solution is y = c1 cos x+ c2 sin x. Lets which values of satisfy the boundary conditions; y(0) y (0) = c1 c2 = 0 = c2 = c1 and y(1) + y (1) = c1 cos + c2 sin c1 sin + c2 cos = 0 Two together yield c2 [2 cos + sin sin ] = 0

If c2 = 0, then

2 tan = 1

Its roots can be found by drawing the graphs of tan x and 2x/(1 x2 ) and taking the intersection points as values of . The corresponding values of are eigenvalues because each of them gives a non-trivial solution y = c2 ( cos x + sin x), which is the associated eigenfunction. (You may take c2 to be 1.) This is also the general solution.

4.

Find the eigenvalues and eigenfunctions of the following dierential equation: x2 y (xy y) = 0, y(1) = 0, y(2) y (2) = 0

What is the general solution? First lets nd the general solution. Here we need to assume that the solution has the form y = xa because of the presence of x2 and x in coecients. Plugging in gives x2 a(a 1)xa2 xaxa1 + xa = 0 which leads to a2 a(1 + ) + = 0 whose solutions are a= (1 + ) 1 + 2 2 = 1, 2

So, the general solution is y = c1 x + c2 x Now apply the rst boundary condition: y(1) = c1 + c2 = 0 Now apply the second boundary condition: y(2) y (2) = 2c1 + c2 2 c1 c2 21 = c1 + c2 (2 )21 = 0

Using them together we get c1 [1 (2 )21 ] = 0 If c1 = 0 (required for non-trivial solutions), then 1 (2 )21 = 0, i.e., (2 ) = 21 . An obvious solution is = 0. By drawing graphs one can see that it is the only solution. So the only eigenvalue is 0, and the corresponding eigenfunction is y = c1 (x 1) which is also the general solution.

5.

How do the eigenvalues of the following equation depend on parameter ? y + y = 0, y(0) + y (0) = 0, y(1) = 0

We reuse the general solution of the dierential equation found in problem 3 and apply the boundary conditions to it. Case < 0: The general solution is y = c1 e x + c2 e x . First boundary condition is c1 y(0) + y (0) = c1 + c2 c1 + c2 = 0 = c2 = + The second boundary condition is

+ c2 e

= 0 c2 = e 2

c1

e2

= +

The solutions are found from the intersection points of the graphs of e2x and ( x)/( + x). There is only one: x = 0 no matter what is. The corresponding = 0. But that contradicts the assumption that < 0. So there are no eigenvalues for any value. Case = 0: The general solution is y = c1 + c2 x. The rst boundary condition is y(0) + y (0) = c1 + c2 = 0 = c2 = c1 and y(1) = c1 c2 = 0

So c1 = c1 . If c1 = 0, then = 1. So = 0 is an eigenvalue only when = 1, and then the eigenfunction is y = c1 (1 + x). Case > 0: The general solution is y = c1 cos x + c2 sin x. Lets which values of satisfy the boundary conditions; y(0) + y (0) = c1 c2 = 0 = c2 = 1/2 c1 and so y(1) = c1 cos + c2 sin = c1 [cos + 1/2 sin ] = 0 If c1 = 0, then = tan where = . There are innitely many solutions for (one for each positive branch of tan) for any value of ; however, the solutions depend on . So there are innitely many eigenvalues and for any such the eigenfunction is y = c1 [cos + 1/2 sin ].

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