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The University of Nottingham

SCHOOL OF MATHEMATICAL SCIENCES A LEVEL 3 MODULE, AUTUMN 20102011

ADVANCED MATHEMATICAL TECHNIQUES IN ORDINARY DIFFERENTIAL EQUATIONS FOR ENGINEERS Time allowed TWO Hours

Candidates may complete the front cover of their answer book and sign their desk card but must NOT write anything else until the start of the examination period is announced. This paper contains SIX questions which carry equal marks. Full marks may be obtained for FOUR complete answers. Credit will be given for the best FOUR answers. An indication is given of the approximate weighting of each section of a question by means of a gure enclosed by square brackets, eg [12], immediately following that section. Only silent, self-contained calculators with a Single-line Display or Dual-line Display are permitted in this examination. Dictionaries are not allowed with one exception. Those whose rst language is not English may use a standard translation dictionary to translate between that language and English provided that neither language is the subject of this examination. Subject specic translation dictionaries are not permitted. No electronic devices capable of storing and retrieving text, including electronic dictionaries, may be used. Do NOT turn examination paper over until instructed to do so.

ADDITIONAL MATERIAL:

Table of Laplace Transforms

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(a)

Verify that u1 (x) = ex is a solution of the second order linear ordinary dierential equation x2 + 2x 1 u (3x2 + 8x 1)u + (2x2 + 6x)u = 0. Use the method of reduction of order to nd a second solution u2 (x). (1.1) [2] [14] [3]

(b) (c)

Calculate the Wronskian W (x) of the two solutions u1 (x), u2 (x) of (1.1). Determine whether or not there is a solution of (1.1) which also satises the conditions u(a) = 1, u (a) = 0, where a = 1 + 2. What can you deduce regarding the value of W (a)? Calculate W (a).

[6]

Hints:

For part (a) you might nd it useful to calculate x2 1 ex .

For part (c), note that a2 1 = 2a2 + 2a 2 = 2a.

(a)

Explain the method of variation of parameters, as it applies to the solution of the ordinary dierential equation u + p(x)u + q(x)u = f (x), where p(x), q(x), f (x) are given functions of x. (2.1) [10]

(b)

Use the method of variation of parameters to nd the general solution of the dierential equation u 6u + 9u = e3x ln x [15]

Hints:

1 2 x 2

ln x = x ln x + 1 x, 2

(x ln x) = 1 + ln x.

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Let

L(U ) =
0

U (t)est dt

be the Laplace transform of the function U (t), and also denote L(U ) by u(s). Assume that U and its derivatives are continuous functions of exponential order, so that the corresponding Laplace transforms tend to zero as s . (a) (b) Show that L(tU ) = d u(s). ds [4]

Use the method of Laplace transforms to solve the initial value problem: U + U + U = et , U (0) = 0, U (0) = 1. (3.1) [12]

(c)

Solve the initial value problem: tU + (1 2t)U 2U = 0, U (0) = 1. (3.2) [9]

Hints: (i) (ii) L(U ) = su U (0), s1 = 2+s+1 s L(U ) = s2 u sU (0) U (0). s+ s+

1 2 2 1 2 3 2 2

3 s+

3 /2

1 2 2

3 2

2.

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(a)

Obtain two linearly independent power series solutions,

y=
n=0

an xn ,

of the dierential equation: (1 + x2 )y 4xy + 6y = 0. (4.1)

Show that one of these solutions is a polynomial of degree two, and that the other is a polynomial of degree three. [10] (b) Assuming that x = 0 is a regular singular point of the dierential equation: 8x2 y + 10xy (1 + x)y = 0, nd a solution of (4.2), using Frobenius method, as follows: (i) Write

(4.2)

y=x

r n=0

an x n ,

where the index r and the coecients a0 , a1 . . . are to be found, and substitute this expression into (4.2); (ii) Find the indicial equation which determines r (under the assumption that a0 = 0). Find two values of r which satisfy the indicial equation. Find the recurrence relation that relates the coecients an+1 and an , n 0. Find the rst two nonzero terms in each of two linearly independent series solutions of (4.2). [15]

(iii) (iv)

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The nonlinear ordinary dierential equation y + (y )2 + y = 0, (5.1)

for the function y(x), involves a small positive parameter , and is subject to the initial conditions: y(0) = 1, y (0) = . (5.2)

Assume that the solution of (5.1), which satises the conditions (5.2), may be expressed as a perturbation expansion in the parameter , in the form: y = y0 (x) + y1 (x) + 2 y2 (x) . . . . (5.3)

Insert (5.3) into (5.1) and (5.2) and obtain dierential equations, and initial conditions, satised by the functions y0 , y1 , y2 . [11] Find the functions y0 (x) and y1 (x). (Do not nd y2 (x).) [12]

By inspecting the dierential equation that you have obtained for y2 (x), state whether or not the expansion (5.3) will be valid for all values of x, and give a reason for the statement that you make. [2]
1 Hints: sin2 x = 2 (1 cos 2x), 2 sin x sin 2x = cos x cos 3x.

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Consider the boundary value problem 2 y + xy y = ex , y(0) = 2, y(1) = 1, (6.1)

for the function y(x), where is a small positive parameter. (a) Find the lowest order term, y0 (x), in the regular (outer) perturbation expansion y = y0 (x) + y1 (x) + . . . . Conrm that lim y0 (x) = 2, lim y0 (x) = 1, so that one anticipates the existence of boundx0 x1 ary layers both at x = 0 and x = 1. [4] (b) Assume there is a boundary layer at x = 0 and dene z = x/. Convert (6.1) into a dierential equation for y expressed as a function of the variable z, and nd the lowest order term y0 (z) in the inner expansion about x = 0, namely: y = y (z) = y0 + 1 (z) + . . . . y Calculate lim y0 (z) and apply a matching condition to nd an arbitrary constant that ap
z

pears in the function y0 (z). (c) Assume that there is a boundary layer at x = 1 and dene = (1 x)/. Convert (6.1) into a dierential equation for y expressed as a function of the variable , and nd the lowest order term y 0 () in the inner expansion about x = 1, namely: y = y() = y 0 () + y 1 () + . . . . Calculate lim y 0 () and apply a matching condition to nd an arbitrary constant that

[8]

appear in the function y 0 (). (d)

[11]

Write down the lowest order term in the composite expansion of the solution of the boundary value problem. [2]

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