Second 2020
Second 2020
Ans:
y1(1) y1( 2) y1( n)
y2(1) y2( 2) y2( n)
W ( y , , y ) =
(1) ( n)
yn(1) yn( 2) yn( n)
2. Consider a system of ODEs given by y' = Ay + g , y (0) = y0 ∈ R n , t ≥ 0 where the dimension of the
constant matrix A is n by n . Give your two methods to find a solution y p
Ans: the method of undetermined coefficients, and the method of variation of parameters, or the
matrix exponential method.
3. Consider a system of ODEs given by y' = Ay, y(0) = y0 ∈ R n , t ≥ 0 where the dimension of the
constant matrix A is n by n . Show that the solution of the system is given y(t ) = ceλt x where λ is one
of eigenvalues, x is the eigenvector corresponding to the eigenvalue λ , and c is a constant.
Ans:
dceλt x
y '(t ) = = λ ceλt x = ceλt (λ x ) = ceλt Ax = A( ceλt x ) = Ay.
dt
This proves that ceλt x is a solution vector of y ' = Ay.
4. Find the particular solution y p of a system of nonhomogeneous linear ODEs given by y' = Ay + g
where the dimension of the constant matrix A is n by n, and g is a continuous time vector , and its
homogeneous solution is given by yh = Y (t )c and c is a constant vector .
Ans:
Let y p = Y (t )u where Y (t ) ' = AY (t ). Then y '(t ) = Y (t ) ' u + Y (t )u ' = AY (t )u + Y (t )u ' = AY (t )u + g
⇒ Y (t )u ' = g ⇒ u ' = Y (t ) −1 g ⇒ u = ∫ Y (t ) −1 gdt.
5. For a system of linear ODEs, y' = Ay, y(0) = y0 ∈ R n , t ≥ 0 , give your two methods to compute the
matrix exponential function, e At .
Ans: eigenvector-eigenvalue decomposition, and the Cayley-Hamilton theorem
∞
3
6. Find the radis of the convergence for the series ∑ ( 4)
m=0
m
x2m .
Ans:
(3 / 4) m +1 ( x )
2m+2
3 2
By ratio test, lim = x <1
( x)
2m
m →∞
(3 / 4) m
4
2 4 4
⇒ x < ⇒ x< .
3 3
4
Hence, the radius of convergence this problem is R =
3
7. Find a power series solution of the ODE described by y ''+ p ( x) y '+ q ( x) y = 0 where p(x) and q(x) are
analytic at x=x0.
∞
Ans: y( x) = ∑ am ( x − x0 )m
m=0
b( x ) c( x)
8. Find a power series solution of the ODE described by y ''+ y '+ 2 y = 0 where b(x) and c(x) are
x x
analytic at x=0.
∞
Ans: y( x) = ∑ am x m+ r
m=0
∞
9. The gamma function is defined by Γ(v + 1) = ∫ e − t t v dt , v ∈ R ≥ 0 .Show that Γ(v + 1) = vΓ(v) .
0
Ans:
∞ ∞ ∞
Γ(v + 1) = ∫ e − t t v dt = ∫ t v d (−e − t ) = −e − t t v |∞0 − ∫ −e − t vt v −1dt
0 0 0
∞
= 0 + v ∫ e − t t v −1dt = vΓ(v)
0
10. What is a general solution of Bessel’s equation, x 2 y ''+ xy '+ ( x 2 −ν 2 ) y = 0 , for all values of ν and x >
0?
Ans: y(x) = C1Jν(x) + C2Yν(x)..
Problem 2: (20ts)
(a) Consider the RLC circuit in Fig. 1 whose simultaneous ordinary differential equations for the two loop
currents are given by (1) I1 = −4 I1 + 4 I 2 + 12
'
. Use Gaussian Elimination method to solve the
(2) I 2 ' = −1.6 I1 + 1.2 I 2 + 4.8
initial value problem of the circuit where I1 ( 0 ) = I 2 ( 0 ) = 0 . (10pts)
(b) Consider the RL circuit in Fig. 2 whose simultaneous ordinary differential equations for the two lopp
currents are given by I1 ' = −3 1.25 I1 + 125 . Use the method of undertermined coefficients
I ' 1 −1 I 2 0
2
and the vector-matrix technique to solve the initial value problem of the circuit where
I1 ( 0 ) = I 2 ( 0 ) = 0 . (10pts)
0 1 −1 λ + 1
Solving the eigenvalues gives λ = −3.5, λ = −0.5.For λ = −3.5 , its corresponding eigenvector is
found by
1 0 −3 1.25 (1) 0 −0.5 −1.25 (1) 0 5
(−3.5 − )x = ⇒ x = ⇒ x (1) =
0 1 1 −1 0 −1 −2.5 0 −2
Similarly, For λ = −0.5 , its corresponding eigenvector is
also found by
1 0 −3 1.25 (2) 0 2.5 −1.25 (2) 0 1
(−0.5 − )x = ⇒ x = ⇒ x (2) = .
0 1 1 −1 0 −1 0.5 0 2
Hence, the homogeneous solution of the ODE system is
5 1
I ( h ) = c1e −3.5t + c2 e −0.5t
−2 2
Due to the nonhomogeneous term in the system, we use the method of undetermined coefficients
c
to choose I ( p ) = 31
c32
which leads to
I1( p ) ' −3 1.25 c31 125 0 −3c + 1.25c32 125
( p) = + , ⇒ = 31 +
I 2 ' 1 −1 c32 0 0 c31 − c32 0
Equaling the coefficient of the aformentioned matrix equation obtains
−3c31 + 1.25c32 + 125
c − c = 0.................................(1)
31 32
c 500 / 7 500 / 7
From (1), we solve that 31 = .Finally,I ( p ) =
c32 500 / 7 500 / 7
The general solution of the ODE system is given by
5 1 500 / 7
I = I ( h ) + I ( p ) = c1e −3.5t + c2 e −0.5t +
−2 2 500 / 7
I (0) 0
Including the two initial conditions, 1 = gives
I 2 (0) 0
5 1 500 / 7 0
c1 + c2 + =
−2 2 500 / 7 0
5c + c −500 / 7 c1 −125 / 21 −125 / 21
which gives 1 2 = ⇒ = =
−2c1 + 2c2 −500 / 7 c2 −875 / 21 −125 / 3
125 −3.5t 5 125 −0.5t 1 500 1
∴ I = I (h) + I ( p) = − e − e +
21 −2 3 2 7 1
Problem 3: (10pts)
Use the matrix-vector method and the method of undertermined coefficients to find a genral solution of
the nonhomogenous linear system of ODEs with the initial condition given by
y ' 1 4 y1 6t − t 2 y1 (0) 2
y' = Ay + g = 1 = y + ,
2 = −1 , t ≥ 0 .
y '
2 1 1 2 −1 + t − t y (0)
2
Solution:
The IVP problem of the ODE system can be written in the following matrix-vector from
y1 ' 1 4 y1 6t − t 2
y ' = 1 1 y + 2
, y1 (0) = 2, y2 (0) = −1.
2 2 −1 + t − t
1 4
From the system matrix , we obtain the characteristic equation as
1 1
1 0 1 4 λ − 1 −4
λ − 1 1 = −1 λ − 1 = λ -2λ + 1 − 4 = λ -2λ − 3 = (λ − 3)(λ + 1) = 0.
2 2
0 1
Solving the eigenvalues gives λ = 3, λ = −1.For λ = 3 , its corresponding eigenvector is
found by
1 0 1 4 (1) 0 2 −4 (1) 0 2
(3 − )x = ⇒ x = ⇒ x (1) =
0 1 1 1 0 −1 2 0 1
Similarly, For λ = −1 , its corresponding eigenvector is
also found by
1 0 1 4 (2) 0 −2 −4 (2) 0 2
(−1 − )x = ⇒ x = ⇒ x (2) = .
0 1 1 1 0 −1 −2 0 −1
Hence, the homogeneous solution of the ODE system is
2 2
y ( h ) = c1e3t + c2 e − t
1 −1
Due to the nonhomogeneous term in the system, we use the method of undetermined coefficients
to choose
c c c c t 2 + c t + c51
y ( p ) = 31 t 2 + 41 t + 51 = 31 2 41
c32 c42 c52 c32t + c42t + c52
which leads to
y1( p ) ' 1 4 y1( p ) 6t − t 2
( p) = ( p) + 2
,
y
2 ' 1 1 y
2 −1 + t − t
c c c t + c t + c51 + 4c32t 2 + 4c42t + 4c52 6t − t 2
2
⇒ 2t 31 + 41 = 31 2 41 + 2
c32 c42 c31t + c41t + c51 + c32t + c42t + c52 −1 + t − t
2
0 −1 0 −t
The general solution of the ODE system is given by
2 2 t2
y = y ( h ) + y ( p ) = c1e3t + c2 e − t +
1 −1 −t
y (0) 2
Including the two initial conditions, 1 = gives
y2 (0) −1
2 2 0 2
c1 + c2 + =
1 −1 0 −1
2c + 2c2 2 c1 0
which gives 1 = ⇒ =
c1 − c2 −1 c2 1
2 t 2 2e − t + t 2
∴ y = y ( h ) + y ( p ) = e−t + = −t
−1 −t −e − t
Problem 4: (10pts)
Use the matrix-vector method and the method of variation of parameters to find a genral solution of the
nonhomogenous linear system of ODEs given by
−3 1 −6
y′ = Ay + g = y + e −2t , t ≥ 0
1 -3 2
Solution:
Problem 5: (10pts)
Use the power series method and the method of reduction of order to find a genral solution of the
following second-order ODE with time-varying coefficients, x( x − 1) y ''+ (3 x − 1) y '+ y = 0 .
Solution:
Problem 6: (15pts)
Consider the following Lengendre’s equation, (1 − x 2 ) y ''− 2 xy '+ n( n + 1) y = 0 where n is the parameter.
∞
(a) Use the power series method to solve the equation using y( x) = ∑ am x m where the recurrence relation
m=0
(n − s )(n + s + 1)
of the coefficients are given by as + 2 = − as , s = 0,1, 2,3,... (6pts)
( s + 2)( s + 1)
(b) Show that the power series of the Lengendre’s equation will converge for x < 1 . (3pts)
(c) By setting n to be a positive integer, and choosing the coefficient an of the highest power x m as
(2n)!
an = n 2 , show that the Lengendre polynomial of the order n is
2 (n !)
M
(2n − 2 m)!
Pn ( x) = ∑ ( −1)m x n− 2 m where M=n/2, or (M-1)/2, whichever is an integer. (6pts).
m=0 2 m !(n − m)!(n − 2 m)!
n
Solution:
(a)
Dividing the Lengendre’s equation x2 x x2) and n(n + x2 )
of the new equation are analytic at x = 0, so that we may apply the power series method. Substituting
∞
y( x) = ∑ am x m and its derivatives into the the Lengendre’s equation, and denoting the constant n(n + 1)
m=0
simply by k, we obtain
∞ ∞ ∞
(1 − x 2 ) ∑ m( m − 1)am x m− 2 − 2 x ∑ mam x m−1 + k ∑ am x m = 0.
m=2 m =1 m=0
By writing the first expression as two separate series we have the equation
∞ ∞ ∞ ∞
∑ m(m − 1)a
m=2
m
x m− 2 − ∑ m( m − 1)am x m − ∑ 2 mam x m + ∑ kam x m = 0.
m=2 m =1 m=0
To obtain the same general power xs in all four series, set
m − 2 = s (thus m = 2 + s) in the first series and simply write s instead of m in the other three series. This
gives
∞ ∞ ∞ ∞
y ( x ) = a0 y1 ( x ) + a1 y2 ( x )
where
n(n − 1) 2 (n − 2)n(n + 1)(n + 3) 4
y1 ( x) = 1 − x + x − +
2! 4!
and
(n − 1)(n + 2) 3 (n − 3)(n − 1)(n + 2)(n + 4) 5
y 2 ( x) = x − x + x − +
3! 5!
(b) By using the ratio test, one obtains that
a (n − s)(n + s + 1)
R = lim s→∞ 1 / (| s+ 2 |) = lim s→∞ 1/| − |= 1
as ( s + 2)( s + 1)
So the radius of convergence of the series is 1, and it implies that x < 1 .
(c)
To makes pn(1) = 1 for every n , we choose the coefficient of the highest power xn as
(2n)! 1 ⋅ 3 ⋅ 5 (2n − 1)
an = n 2
= (n a positive integer) and an = 1 if n = 0. Then we calculate the other
2 (n !) n!
(n − s)(n + s + 1)
coefficients from as+ 2 = − a ( s = 0,1,). (4), solved for as in terms of as+2, that is,
( s + 2)( s + 1) s
( s + 2)( s + 1) (2n − 2 m)!
as = − as+ 2 (s ≤ n − 2). Thus we obtain an− 2 m = ( −1)m n . Hence,
(n − s)(n + s + 1) 2 m !(n − m)!(n − 2 m)!
M
(2n − 2 m)!
the Lengendre polynomial of the order n is Pn ( x) = ∑ ( −1)m x n− 2 m where M=n/2, or
m=0 2 m !(n − m)!(n − 2 m)!
n
Solutions:
∞
Hence, according to the Frobenius theory, it has a solution of the form y( x) = ∑ am x m+ r (a0
m=0
∞
Substituting y( x) = ∑ am x m+ r and its first and second derivatives into the Bessel’s equation, we obtain
m=0
∞ ∞ ∞ ∞
∑ (m + r )(m + r − 1)am xm+r + ∑ (m + r )am xm+r + ∑ am xm+r +2 −ν 2 ∑ am xm+r = 0. To make all coefficients of
m=0 m=0 m=0 m=0
x , we have
m
∞ ∞
∑ (m + r )(m + r − 1)a
m=0
m
x m+ r → (r )(r − 1)a0 x r + (r + 1)(r )a1 x r +1 + ∑ ( m + 2 + r )( m + 2 + r − 1)am+ 2 x m+ r + 2
m=0
∞ ∞
∑ ( m + r )a
m=0
m
x m+ r ⇒ ra0 x r + (r + 1)a1 x r +1 + ∑ ( m + 2 + r )am+ 2 x m+ r + 2
m=0
∞ ∞
-ν 2 ∑ am x m+ r ⇒ -ν 2 a0 x r −ν 2 a1 x r +1 −ν 2 ∑ am+ 2 x m+ 2 + r
m=0 m=0
(a) We obtain the indicial equation from (i),(r + ν)(r − ν) = 0. The roots are r1 = ν r2 ν.
(b) Next, we find the coefficient recursion for r = r1 = ν>0.
From (ii) reduces to (2v+1) a1 =0 a1 =0
1
(c) From (iii), we have s(s+2v) as+ as-2 =0 as = - a , m = 1, 2, .
s( s + 2ν ) s− 2
(d) s(s+2v) as+ as-2 =0 implies that all odd coeficients are zero, i.e., a1 = a3 = a5 =…=0.
a2 m − 2
For the even coeficients, we let s=2m, one obtains a2 m = - , m = 1, 2, .
2 m(ν + m)
2
1
by letting a0 = , one obtains that
2 Γ(v + 1)
v
( −1)m ( −1)m
a2 m = = , m = 1, 2, .
2 2 m+ν m ! Γ(ν + 1)(ν + 1)(ν + 2) (ν + m) 2 2 m+ν m ! Γ(ν + m + 1)
∞
( −1)m x 2 m
Hence, a particular solution of the Bessel equation is Jν ( x) = xν ∑ 2 m +ν
.
m=0 2 m ! Γ(ν + m + 1)
(e)
(1)
( −1)m x 2 m∞ ∞
( −1)m x 2 m+2ν
x J v ( x) = x x ∑ 2 m+ν
v v ν
= ∑ 2 m+ν .
m =0 2 m ! Γ(ν + m + 1) m =0 2 m ! Γ(ν + m + 1)
(2 m + 2ν )( −1)m x 2 m+2ν −1 ∞ ( −1)m x 2 m+2ν −1
∞
( x J v ( x))' = ∑ 2 m+ν
v
= ∑ 2 m+ν −1
m =0 2 m ! Γ(ν + m + 1) m =0 2 m ! Γ(ν + m)
∞
( −1)m x 2 m+ν −1
= x ∑ 2 m+ν −1
ν
= x v J v-1 ( x)
m =0 2 m ! Γ((ν − 1) + m + 1)
(2)
∞
( −1)m x 2 m ∞
( −1)m x 2 m
x J v ( x) = x
-v -v
x ∑ 2 m+ν
ν
= ∑ 2 m+ν .
m=0 2 m ! Γ(ν + m + 1) m=0 2 m ! Γ(ν + m + 1)
2 m( −1)m x 2 m−1
∞ ∞
( −1)s+1 x 2 s+1
( x J v ( x))' = ∑ 2 m+ν
-v
= ∑ 2 s+ν +1
m=0 2 m ! Γ(ν + m + 1) s=0 2 s ! Γ(ν + s + 2)
( −1)s x 2 s
∞ ∞
( −1)s x 2 s
= − x∑ 2 s+ν +1 = −x x ∑ 2 s+ν +1
-v v+1