Class Test 1A

Math2130

Session 2, 2012

Time allowed: 45 minutes

1.

Solve the initial-value problem

x

2.

du
u
= u + x tan
dx
x

and u(1) =

.
4

We define the linear differential operator Lu = x2 u 00 + 4xu 0 28u.

(a) Find r1 and r2 such that Lxr = (r r1 )(r r2 )xr .

(b) Hence solve the initial-value problem
Lu = 15x1

for x > 1,

with u(1) = 3/2 and u 0 (1) = 5/2.

3. Consider a homogeneous, first-order system of ODEs with constant

coefficients:
dx
= Ax.
dt
(a) Prove that if v is an eigenvector of A with eigenvalue , then x(t) =
et v is a solution.
(b) Solve the initial-value problem
dx
= 5x + 2y,
dt
dy
= 6x + 3y,
dt
4.

x(0) = 1,
y(0) = 3.

Construct the power series solution to the initial value problem

(3 z2 )u 00 6zu 0 6u = 0,

u(0) = 9,

u 0 (0) = 3,

finding explicitly all terms up to and including the one in z4 . What is the
radius of convergence of the series? Give reasons for your answer.
1

Solutions
1.

[6 marks] Dividing by x, we observe that

du
= v + tan v
dx

where v =

so v satisfies
dv
= v + tan v,
v+x
dx

Z
or equivalently

u
,
x
cos v
dv =
sin v

dx
.
x

Thus, log sin v = log x + C and

v(1) = u(1)/1 = /4 it
so sin v = Ax. Since
follows that A = sin /4 = 1/ 2 and sin(u/x) = x/ 2.
2.
(a) [3 marks] We have




Lxr = r(r 1) + 4r 28 xr = r2 + 3r 28 xr = (r + 7)(r 4)xr ,
so r1 = 7 and r2 = 4.
(b) [9 marks] The general solution of the homogeneous equation Lu = 0
is
uH = Ax7 + Bx4 ,
and we look for a particular solution to the inhomogeneous equation
in the form
uP = Cx1 .
Since LuP = CLx1 = C(1 + 7)(1 4)x1 = 30Cx1 , we see that
C = 1/2 giving
u = uH + uP = Ax7 + Bx4 x1 /2
and
u 0 = 7Ax8 + 4Bx3 + x2 /2.
Thus, 3/2 = u(1) = A + B 1/2 and 5/2 = u 0 (1) = 7A + 4B + 1/2,
so A and B must satisfy
A + B = 2,
7A + 4B = 3.
We find that A = B = 1, and thus
u = x7 + x4
2

1
.
2x

3.
(a) [3 marks] If x = et v where Av = v, then


dx
= et v = et (v) = et Av = A et v = Ax.
dt
(b) [9 marks] We seek the eigenvalues and eigenvectors of the matrix


5 2
A=
.
6 3
Since


 + 5 2 
 = ( + 5)( 3) + 12
det(I A) = 
6
3
= 2 + 2 3 = ( + 3)( 1),
the eigenvalues are 1 = 3 and 2 = 1. Row operations show that

 

 
2 2
1 1
1
1 I A =

so v1 =
,
6 6
0 0
1
and

 

6 2
3 1
2 I A =

6 2
0 0

so

 
1
v2 =
.
3

Thus, the general solution is

 
 
 
x
3t 1
t 1
= Be
+ Ce
,
y
1
3
and to satisfy the initial conditions we require
B + C = x(0) = 1,
B + 3C = y(0) = 3.
Hence, B = 3 and C = 2, and the solution is
x = 2et 3e3t ,
y = 6et 3e3t .

4.

[15 marks] If u =

P
k=0

Ak zk then

(3 z2 )u 00 6zu 0 6u = 3u 00 (z2 u 00 + 6zu 0 + 6u)

X
=
3k(k 1)Ak zk2
k=2

X



k(k 1) + 6k + 6 Ak zk

k=0

=
=

X
k=0

3(k + 2)(k + 1)Ak+2 z

k2 + 5k + 6 Ak zk

k=0


3(k + 2)(k + 1)Ak+2 (k + 2)(k + 3)Ak zk ,

k=0

so u is a solution iff 3(k + 1)Ak+2 (k + 3)Ak = 0 for all k > 0, or equivalently,

k+3
Ak , k > 0.
Ak+2 =
3(k + 1)
Thus,
A0 = u(0) = 9,
A3 =

4
32

A1 = u 0 (0) = 3,
A1 = 2,

A4 =

5
33

A2 = A0 = 9,
A2 = 5,

and hence
u = 9 3z + 9z2 2z3 + 5z4 + .
The ODE can be written as u 00 +p(z)u 0 +q(z)u
= 0 where p(z) = 6z/(z2 3)
and q(z) = 6/(z2 3). Sincez2 3 = 0 at z = 3, the coefficients p(z) and
q(z) are analytic for |z| < 3, and hence the same is true for the power
P
k
series
solution
u(z)
=
k=0 Ak z . Therefore, the radius of convergence is

3.