Mathematical Methods – Assignment 3

Deadline - 5th December

1. [Preliminaries]Find the solutions of the following equations:

dy y3
(a) dx = x3 +xy 2
dy cos(x)−cos(y)−y
(b) x dx = 1−sin(y)
dy x2 y
(c) Convert to an exact differential equation and solve dx + x3 +y
= 0 with y(1) = 1
dy
(d) dx = 5x − 3 xy with y(1) = 2

2. [Classification of singular points]Classify all the singular points of the following differential
equations:

(a) y 00 = xy (Airy Equation)

(b) x2 y 00 + xy 0 + (x2 − ν 2 )y = 0 (Bessel Equation)
(c) x(1 − x)y 00 + [c − (a + b + 1)x]y 0 − aby = 0 (Hypergeometric Equation)

Classify the points at 0 and ∞ of the following differential equations:

(a) x3 y 000 = y
1
(b) x2 y 00 = e x y
(c) tan(x)y 0 = y
(d) y 00 = log(x)y

3. [Series expansion about ordinary points] Evaluate the series expansion for the differential
equation y 000 = x3 y with initialR conditions y(0) = 1, y 0 (0) = 0, y 00 (0) = 0. How many terms in the
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series are needed to evaluate 0 y(t)dt to three decimal places?

4. [Series expansion about regular singular point] Use the method taught in class to find
d4 y
series expansions of all solutions to the fourth order differential equation x3 dx 4 = y about the
regular singular point x =0.

5. Series expansion about regular singular point] The leading behaviour of a particular
solution to x3 y 00 = y is y(x) x as x → ∞. What is the next largest term in the expansion of y(x)
for large positive x?

6. [Asymptotics] Find the leading behaviours as x → 0+ of the following equations:

(a) x4 y 000 = y
(b) x6 y 00 = ex y

7. [Sturm-Liouville Theory]

(a) Show that the Sturm-Liouville operator with periodic boundary conditions on [a, b] is self-
adjoint if and only if p(a) = p(b). Periodic boundary conditions are given as y(a) = y(b)
and y 0 (a) = y 0 (b).
(b) The Hermite differential equation is of the form y 00 −2xy 0 +λy = 0. Convert this to self-adjoint
form, and show that the differential operator thus obtained is self-adjoint on (−∞, ∞). Also
find the weight function for the orthogonality of the eigenfunctions.

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 (c) The eigenvalue problem x2 y 00 − λxy 0 + λy = 0 with y(1) = 0 and y(2) = 0 is not a Sturm-
Liouville eigenvalue problem(Why?). Show that none of the eigenvalues are real by solving
this eigenvlaue problem.

8. [Partial Differential Equations] Solve the PDE

 2
∂2ψ

∂ψ 2 ∂ ψ
=K + (1)
∂t ∂x2 ∂y 2

with the initial condition that ψ0 (x, 0) = Aδ(x)δ(y)(and infinite extent).

Now consider the same equation, but in the domain D = {(x, y) : x2 + y 2 ≤ 1}. The unit circle
{(x, y) : x2 + y 2 = 1} is always kept at ψ = 1(for all t), and at time t = 0, the ψ inside the unit
circle was 0. Solve for this boundary condition. Plot the ψ(r, t) at an appropriate time, using
Mathematica.
d2 y
9. [Green’s Functions] Consider the boundary value problem: dx2
− y = x, with x ∈ (0, 1) with
boundary conditions y(0) = 0 = y(1).

(a) Find a closed form solution without using Green’s functions

(b) Determine the closed form of the Green’s function using the properties of Green’s functions.
Use this Green’s function to obtain a solution for the BVP.
(c) Determine a series representation for the Green’s function. Use this Green’s function to
obtain a solution for the BVP.
(d) Confirm that all solutions obtained above give the same results.