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DEPARTMENT OF MATHEMATICS
INDIAN INSTITUTE OF TECHNOLOGY DELHI
MTL101 (LINEAR ALGEBRA AND DIFFERENTIAL EQUATIONS)
2023-24 SECOND SEMESTER TUTORIAL SHEET-VIII

1. Determine the radius of convergence of the following power series:

∞ ∞ ∞ ∞
∑ (−1)m 2m ∑
m
∑ (x − 1)m ∑ (−1)m
(i) m
x (ii) m!x (iii) (iv) m
(x + 1)3m .
m=0 k m=0 m=0 (m + 1)! m=0 5

2. Express the sum of the following sums in terms of xk

∑∞ ∞
∑
(m + 3)3 m+1 m!
x and 2
xm−2 .
m=0 (m + 2)! m=3 (m + 4)

3. Find the ordinary points, regular singular points and irregular singular points of the follow-
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ing differential equations:
d2 y d2 y
(i) (x − 1)4 dx dy
2 + x dx + y = 0 (ii) (x − 1)2 x2 dx 2 + 3(x − 1) dx + 7y = 0
dy
2 2
2 + (x − 1) dx + 16x y = 0 2 − x dx + (x + 1)y = 0.
d y dy d y dy
(iii)x(x + 1)2 dx 3
(iv) 2x4 dx

4. Find the power series solution of the following differential equations:

d2 y dy
(i) dx 2 + x dx + y = 0 in powers of x.
d2 y
(ii) (1 − x2 ) dx 2 − 2x dx + 2y = 0 in powers of x.
dy
2
2 + (x − 3) dx + y = 0 in powers of (x − 2).
d y dy
(iii) dx
d2 y
(iv) (x2 − 4x + 5) dx 2 + (x − 2) dx − (x − 2)y = 0 in powers of (x − 2).
dy

d2 y ′
(v) (1 − x2 ) dx 2 + 2y = 0, where y(0) = 4 and y (0) = 5.
2
′
(vi) (x2 − 1) dx d y dy
2 + 3x dx + xy = 0, where y(2) = 4, and y (2) = 6.

5. Find the series solution of the following differential equations about x = 0.

d2 y
2 − x dx + (1 − x )y = 0.
dy
(i) 2x2 dx 2
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2
d y dy
(ii) x dx 2 + dx + xy = 0.
2
2 + x dx + (x − 1)y = 0.
d y dy
(iii) x2 dx 2

d2 y
2 + (x + x ) dx + (x − 9)y = 0,
2 dy
(iv) x2 dx
d2 y
(v) (1 − x2 ) dx 2 − x dx + 4y = 0.
dy

6. Let Jn (x), J−n (x) are Bessel’s function of first kind of order n and −n respectively and Yn (x)
is Bessel’s function of second kind of order n. Prove that the solution of Bessel’s equation of order
n,
2
2 + x dx + (x − n )y = 0
d y dy
x2 dx 2 2
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is written in the form:

(a) y = C1 Jn (x) + C2 J−n (x), if n is not an integer.
(b) y = C1 J0 (x) + C2 Y0 (x), if n is zero.
(c) y = C1 Jn (x) + C2 Yn (x), if n is an integer.
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7. Show that Jn (x) and J−n (x) Satisfies √ the following properties: √
n 2 2
(i)J−n (x) = (−1) Jn (x) (ii) J1/2 (x) = πx sin x (iii) J−1/2 (x) = πx cos x
(iv) dx (xn Jn (x)) = xn Jn−1 (x) (v) dx (x−n Jn (x)) = −x−n Jn+1 (x)
d d

(v) Jn′ (x) + nx Jn (x) = Jn−1 (x) (vi) Jn′ (x) − nx Jn (x) = −Jn+1 (x)
(vii) Jn′ (x) = 12 [Jn−1 (x) − Jn+1 (x) (viii) (v) 2 nx Jn (x) = Jn+1 (x) + Jn−1 (x)

8. Find the solution of following equation in terms of Bessel’s function

d2 y d2 y
2 + x dx + (k x − n )y = 0
dy dy 1
(i) x2 dx 2 2 2
(ii) x2 dx 2 + x dx + 4 xy = 0
d2 y n2 d2 y
2 + x dx + 4x (x − x2 )y = 0 2 + x dx + (x − 4 )y = 0
dy dy 1
(iii) x2 dx 2 2
(iv) x2 dx 2

9. Orthogonality Relation of Bessel’s Function: If α and β are the roots of Jn (x) = 0, then
∫ {
1 0, α ̸= β
xJn (αx)Jn (βx)dx = 1
0 [J (α)]2 ,
2 n+1
α=β
10. (i) Show that between any two positive zeros of Jn there is a zero of Jn+1 .
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(ii) Show that between any two positive zeros of Jn+1 there is a zero of Jn .

11. Using the definition of Legendre polynomials in the form of generating function
∞
∑
(1 − 2xh + h2 )− 2 =
1
hn Pn (x)
n=0

prove the following recurrence relations:

(i) (n + 1)Pn+1 (x) − (2n + 1)xPn (x) + nPn−1 (x) = 0
(ii) xPn′ (x) − Pn−1
′
(x) = nPn (x)
′ ′
(iii) Pn+1 (x) − Pn−1 (x) = (2n + 1)Pn (x)
′ ′
(iv) Pn+1 (x) − xPn (x) = (n + 1)Pn (x)

12. Let Pn (x) is a Legendre polynomial of order n, then show that:

′
(i) Pn (−x) = (−1)n Pn (x) (ii) P∫n (1) = 1 for all n (iii) P2n (0) = 0
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′ (−1)n (2n+1)!
(iv) P2n+1 (0) = 22n (n!)2
(v) Pn (x)dx = 0 if n ≥ 1
∫ −1 ∫
1 1
(vi) xm Pn (x)dx = 0(m an integer < n) (vii) xn Pn (x)dx = 0
−1 −1

13. Orthogonal property of Legendre Polynomials:

∫ {
1 0, m ̸= n
Pm (x)Pn (x)dx = 2
−1 2n+1
, m=n
14. Show that any polynomial of degree n is a linear combination of P0 , P1 , . . . , Pn , where Pn (x)
is a Legendre polynomial of order n.
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15. Let P be any polynomial of degree n, and let P = c0 P0 + c1 P1 + . . . + cn Pn , where

c0 , c1 , . . . , cn are constants. Show that
∫ 1
2k+1
ck = 2
P (x)Pk (x)dx, (k = 0, 1, . . . , n).
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16. The Chebyshev differential equation is
2
(1 − x2 ) dx2 − x dx + α y = 0,
d y dy 2
α a constant.

(i) Determine two linearly independent solution in powers of x for |x| < 1.
(ii) Show that if α is a nonnegative integer n, then there is a polynomial solution of degree n.
(iii) Find a polynomial solution for each of the cases α = n = 0, 1, 2, 3.

17. The equation

d2 y
dx2
− 2x dx
dy
+ λy = 0, − ∞ < x < ∞,

where λ is a constant, is known as the Hermite equation.

(i) Find the first four terms in each of two linearly independent solutions about x = 0.

(ii) Observe that if λ is a nonnegative even integer, then one or the other of the series solu-
tions terminates and becomes a polynomial. Find the polynomial solutions for λ = 0, 2, 4, 6. Note
that each polynomial is determined only up to a multiplicative constant.
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(iii) The Hermite polynomial Hn (x) is defines as the polynomial solution of the Hermite equa-
tion with λ = 2n for which the coefficient of xn is 2n . Find H0 (x), H1 (x), H2 (x), H3 (x).

18. Show that Ln (x) = ex d n

n! dxn
(xn e−x ) satisfies the differential equation xy ′′ + (1 − x)y ′ + ny = 0.

19. Find the characteristic values and characteristic functions of each of the following
Sturm-Liouville problems:
(i) y ′′ + λy = 0, y(0) = 0, y(π/2) = 0.
(ii) dxd dy
[x dx ] + λx y = 0 y ′ (1) = 0, y ′ (e2π ) = 0.
d dy
(iii) dx [ (3x21+1) dx ] + λ(3x2 + 1)y = 0, y(1) = 0, y(π) = 0.

20. Consider the equation y ′′ + λy = 0, 0 ≤ x ≤ π. Find the eigenvalues and

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eigenfunctions in the following cases:

(i) y ′ (0) = y ′ (π) = 0, (ii) y(0) = 0, y ′ (π) = 0, (iii) y(0) = y(π) = 0,
′ ′ ′
(iv) y (0) = y(π) = 0, (v)y(−π) = y(π), y (−π) = y (π).

21. (Orthogonality of characteristic functions) Consider the Strum-Liouville problem

consisting of the differential equation
d
dt
(p(t) du
dt
) + q(t)y + λr(t)y = 0
where p, qand r are real functions such that p(t) has a continuous derivative, q(t) and
r(t) are continuous and p(t) > 0 and r(t) > 0 for all t on a real interval a ≤ t ≤ b, and λ is
a parameter independent of t and the conditions
A1 u(a) + A2 u′ (a) = 0
B1 u(b) + B2 u′ (b) = 0
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where A1 , A2 , B1 , B2 are real constants such that A1 , A2 are not both zero and B1 , B2
are not both zero.
Let λm and λn be any two distinct characteristic values of the problem. Let ϕm be the
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characteristic function corresponding to λm and ϕn be the characteristic function
corresponding to λn . Prove that the characteristic functions ϕm and ϕn are orthogonal
with respect to the weight function r(t) on the interval a ≤ t ≤ b.

22. Show that the infinite set of functions {ϕn } where ϕn (t) = sin nt(0 ≤ t ≤ π) is
an orthogonal system with respect to weight function having the constant value 1.

23. Prove that the eigenvalues of Sturm-Liouville boundary value problem are always
are real.

24. Verify that the characteristic functions ϕn and ϕm are orthogonal with respect to
the weight function on the given interval:
(i) y ′′ + λy = 0, y(0) = 0, y( π2 ) = 0.
(ii) y ′′ + λy = 0, y ′ (0) = 0, y ′ (L) = 0, where L > 0.
d
(iii) dx dy
[x dx ] + λx y = 0 y ′ (1) = 0, y ′ (e2π ) = 0.
√
25. Consider the set of functions ϕn , where ϕ1 (t) = √1π , ϕn+1 (t) = π2 cos nt, n = 1, 2, 3, ... on
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the interval [0, π]. Show that this set is an orthonormal system with respect to the weight function
r(t) = 1 on [0, π].

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