2350 Solution 7

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MATH2350 Applied Linear Algebra and Differential Equations Problem Set 7 L1, L2 (Fall 2023) Page 1 of 13 Solution to Problem Set 7 1. (a) By definition, the Laplace transform of ?(?) = cosh 3? is given by the improper integral ?(?) = ∫ ? −?? cosh 3? ?? +∞ 0 = ∫ ? −?? ? 3? + ? −3? 2 ?? +∞ 0 = 1 2 (? (3−?)? + ? −(3+?)? )?? +∞ 0 = 1 2 [ ? (3−?)? 3 − ? ? −(3+?)? 3 + ? ] 0 +∞ = 1 2(? − 3) + 1 2(? + 3) for every ? > 3 . (b) By definition, the Laplace transform of ?(?) = ? ? cos 2? is given by the improper integral ?(?) = ∫ ? −?? ? ? cos 2? ?? +∞ 0 = ∫ ? (1−?)? cos 2? ?? +∞ 0 = [? (1−?)? sin 2? 2 ] 0 +∞ − ∫ sin 2? 2 (1 − ?)? (1−?)? ?? +∞ 0 = ? − 1 2 ? (1−?)? sin 2? ?? +∞ 0 = ? − 1 2 ([? (1−?)? − cos 2? 2 ] 0 +∞ − ∫ − cos 2? 2 (1 − ?)? (1−?)? ?? +∞ 0 ) = ? − 1 2 ( 1 2 + 1 − ? 2 ? (1−?)? cos 2? ?? +∞ 0 ) = ? − 1 4 (? − 1) 2 4 ?(?) for every ? > 1 . Therefore ?(?) = ? − 1 4 1 + (? − 1) 2 4 = ? − 1 (? − 1) 2 + 4 for every ? > 1 . Alternative solution : By definition, the Laplace transform of ?(?) = ? ? cos 2? is given by the improper integral ?(?) = ∫ ? −?? ? ? cos 2? ?? +∞ 0 = ∫ ? (1−?)? ? 2𝑖? + ? −2𝑖? 2 ?? +∞ 0 = 1 2 (? (1−?+2𝑖)? + ? (1−?−2𝑖)? )?? +∞ 0 = 1 2 [ ? (1−?+2𝑖)? 1 − ? + 2𝑖 + ? (1−?−2𝑖)? 1 − ? − 2𝑖 ] 0 +∞ = 1 2 lim 𝑅→+∞ ( ? (1−?+2𝑖)𝑅 1 − ? + 2𝑖 + ? (1−?−2𝑖)𝑅 1 − ? − 2𝑖 ) − 2(1 − ?) (1 − ?) 2 + 4 = ? − 1 (? − 1) 2 + 4 for every ? > 1 .
MATH2350 Applied Linear Algebra and Differential Equations Problem Set 7 L1, L2 (Fall 2023) Page 2 of 13 (c) By definition, the Laplace transform of ?(?) = { 1 if 1 ≤ ? ≤ 2 0 otherwise is given by the improper integral ?(?) = ∫ ? −?? ?(?)?? +∞ 0 = ∫ ? −?? 1?? 2 1 = [ ? −?? −? ] 1 2 = ? −? − ? −2? ? for every ? ≠ 0 , and ?(0) = 1 . 2. (a) By definition, if 𝑎 > −1 , then the Laplace transform of ?(?) = ? 𝑎 is given by the improper integral ?(?) = ∫ ? −?? ? 𝑎 ?? +∞ 0 . For each ? > 0 , if we let ? = ?? , then ?? = ??? and the integral becomes ?(?) = ∫ ? −?? ? 𝑎 ?? +∞ 0 = 1 ? ? −? ( ? ? ) 𝑎 ?? +∞ 0 = 1 ? 𝑎+1 ? −? ? 𝑎 ?? +∞ 0 = Γ(𝑎 + 1) ? 𝑎+1 . (b) The Laplace transform of ? 1/2 is given by ℒ{? 1/2 } = Γ(1/2 + 1) ? 1/2+1 = 1 ? 3/2 ? −? ? 1/2 ?? +∞ 0 . Let ? = ? 1/2 , then ? = ? 2 and ?? = 2??? , so ℒ{? 1/2 } = 1 ? 3/2 ? −𝑥 2 ?(2?)?? +∞ 0 = 1 ? 3/2 ([−?? −𝑥 2 ] 0 +∞ + ∫ ? −𝑥 2 ?? +∞ 0 ) = 1 ? 3/2 (0 + √𝜋 2 ) = √𝜋 2? 3/2 for every ? > 0 . The Laplace transform of ? −1/2 is given by ℒ{? −1/2 } = Γ(−1/2 + 1) ? −1/2+1 = 1 ? 1/2 ? −? ? −1/2 ?? +∞ 0 . Let ? = ? 1/2 , then ? = ? 2 and ?? = 2??? , so ℒ{? −1/2 } = 1 ? 1/2 ? −𝑥 2 1 ? (2?)?? +∞ 0 = 2 ? 1/2 ? −𝑥 2 ?? +∞ 0 = 2 ? 1/2 √𝜋 2 = √𝜋 √? for every ? > 0 . Alternatively : Since ? −1/2 = 2 ? ?? ? 1/2 , the Laplace transform of ? −1/2 is given by ℒ{? −1/2 } = 2ℒ { ? ?? ? 1/2 } = 2(?ℒ{? 1/2 } − 0 1/2 ) = 2 (? ⋅ √𝜋 2? 3/2 − 0) = √𝜋 √? for every ? > 0 .
MATH2350 Applied Linear Algebra and Differential Equations Problem Set 7 L1, L2 (Fall 2023) Page 3 of 13 3. (a) Let ?(?) be the solution to the initial value problem, and denote its Laplace transform by ℒ{?(?)} = ?(?) . Taking Laplace transforms on both sides of the given ODE, we have ℒ{? ′′ } + 3ℒ{? } + 2ℒ{?} = 4ℒ{?} , i.e. [? 2 ?(?) − ??(0) − ? (0)] + 3[??(?) − ?(0)] + 2?(?) = 4 ? 2 . Since ?(0) = 0 and ? (0) = 8 , we have (? 2 + 3? + 2)?(?) − 8 = 4 ? 2 . So ?(?) = 8? 2 + 4 ? 2 (? 2 + 3? + 2) = 8? 2 + 4 ? 2 (? + 1)(? + 2) . To decompose ?(?) into partial fractions, we suppose that ?(?) = 8? 2 + 4 ? 2 (? + 1)(? + 2) = ? ? + ? ? 2 + ? ? + 1 + ? ? + 2 and obtain an identity ??(? + 1)(? + 2) + ?(? + 1)(? + 2) + ?? 2 (? + 2) + ?? 2 (? + 1) = 8? 2 + 4. Putting ? = 0 , ? = −1 and ? = −2 into the identity, we get ? = 2 , ? = 12 and ? = −9 respectively. Comparing the coefficient of ? 3 , we get ? + ? + ? = 0 , so ? = −3 . Therefore, ?(?) = − 3 ? + 2 ? 2 + 12 ? + 1 9 ? + 2 . Now taking inverse Laplace transforms, we obtain the solution ?(?) = ℒ −1 {?(?)} = −3 + 2? + 12? −? − 9? −2? . (b) Let ?(?) be the solution to the initial value problem, and denote ?(?) = ℒ{?(?)} . Taking Laplace transforms on both sides of the given ODE, we get ℒ{? (4) } − 4ℒ{?} = ℒ{0} , i.e. [? 4 ?(?) − ? 3 ?(0) − ? 2 ? (0) − ?? ′′ (0) − ? ′′′ (0)] − 4?(?) = 0. Since ?(0) = 1 , ? (0) = 0 , ? ′′ (0) = −2 and ? ′′′ (0) = 0 , we have (? 4 − 4)? − ? 3 + 2? = 0 . So ?(?) = ? 3 − 2? ? 4 − 4 = ? ? 2 + 2 . Now taking inverse Laplace transforms, we obtain the solution ?(?) = ℒ −1 {?(?)} = ℒ −1 { ? ? 2 + 2 } = cos √2 ?. (c) Let ?(?) be the solution to the initial value problem, and denote ?(?) = ℒ{?(?)} . Taking Laplace transforms on both sides of the given ODE, we get ℒ{? ′′ } + ? 2 ℒ{?} = ℒ{cos 2?} , i.e. [? 2 ?(?) − ??(0) − ? (0)] + ? 2 ?(?) = ? ? 2 + 4 . Since ?(0) = 1 and ? (0) = 0 , we have (? 2 + ? 2 )?(?) − ? = ? ? 2 +4 . So ?(?) = 1 ? 2 + ? 2 (? + ? ? 2 + 4 ) = ? ? 2 + ? 2 + 1 ? 2 − 4 ( ? ? 2 + 4 ? ? 2 + ? 2 ) . Now taking inverse Laplace transforms, we obtain the solution ?(?) = ℒ −1 {?(?)} = cos ?? + 1 ? 2 − 4 (cos 2? − cos ??) = 1 ? 2 − 4 cos 2? + ? 2 − 5 ? 2 − 4 cos ??.
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MATH2350 Applied Linear Algebra and Differential Equations Problem Set 7 L1, L2 (Fall 2023) Page 4 of 13 4. By definition, the Laplace transform of the function ? 𝑎? ?(?) is given by the improper integral ℒ{? 𝑎? ?(?)} = ∫ ? −?? ? 𝑎? ?(?)?? +∞ 0 = ∫ ? −(?−𝑎)? ?(?)?? +∞ 0 = ?(? − 𝑎) for every ? > 𝑎 . (a) The inverse Laplace transform of ?(?) is given by −1 {?(?)} = ℒ −1 { 12 (? − 1) 3 } = 2ℒ −1 { 3! (? − 1) 3 } = 2? 3 ? ? . (b) The inverse Laplace transform of ?(?) is given by −1 {?(?)} = ℒ −1 { 1 − 2? ? 2 + 4? + 5 } = ℒ −1 { −2(? + 2) + 5 (? + 2) 2 + 1 } = −2ℒ −1 { ? + 2 (? + 2) 2 + 1 } + 5ℒ −1 { 1 (? + 2) 2 + 1 } = −2? −2? cos ? + 5? −2? sin ?. (c) First note that ?(?) = (2? − 4)? −? ? 2 − 4? + 3 = ? −? 2? − 4 (? − 1)(? − 3) = ? −? ( 1 ? − 1 + 1 ? − 3 ). Now let ?(?) be the inverse Laplace transform of the last factor, i.e. ?(?) = ℒ −1 { 1 ? − 1 + 1 ? − 3 } = ? ? + ? 3? . Then the inverse Laplace transform of ?(?) is given by −1 {?(?)} = ? 1 (?)?(? − 1) = { 0 if 0 ≤ ? < 1 ? ?−1 + ? 3(?−1) if ? ≥ 1 . 5. Let ?: [0, +∞) → ℝ be the function ?(?) = ∫ ?(?)?? ? 0 . Then ? is differentiable on (0, +∞) with ? (?) = ?(?) according to the Fundamental Theorem of Calculus. So, ℒ{?(?)} = ℒ{? (?)} = ?ℒ{?(?)} − ?(0) = ?ℒ{?(?)} for ? > 0 . Therefore, ℒ {∫ ?(?)?? ? 0 } = ℒ{?(?)} = 1 ? ℒ{?(?)} for ? > 0 .
MATH2350 Applied Linear Algebra and Differential Equations Problem Set 7 L1, L2 (Fall 2023) Page 5 of 13 6. (a) By definition of Laplace transform, we have ?(?) = ∫ ? −?? ?(?)?? +∞ 0 . Differentiating both sides with respect to ? , we have ? (?) = ? ?? ? −?? ?(?)?? +∞ 0 = ∫ ? ?? (? −?? ?(?))?? +∞ 0 = ∫ −?? −?? ?(?)?? +∞ 0 = ℒ{−??(?)}. (b) The derivative of ? is given by ? (?) = ? ?? arctan 3 ? + 2 = 1 1 + ( 3 ? + 2 ) 2 −3 (? + 2) 2 = − 3 (? + 2) 2 + 9 . Now let ?(?) = ℒ −1 {?(?)} . According to the result from (a), we have −??(?) = ℒ −1 {? (?)} = −? −2? sin 3? . Therefore ?(?) = ? −1 ? −2? sin 3?. (c) According to the result from (a), we have ℒ{? sin 𝑎?} = − ? ?? ℒ{sin 𝑎?} = − ? ?? 𝑎 ? 2 + 𝑎 2 = − (− 𝑎 (? 2 + 𝑎 2 ) 2 ⋅ 2?) = 2𝑎? (? 2 + 𝑎 2 ) 2 . (d) According to the result from (a), we have ℒ{? 3 sin ?} = (−1) 3 ? 3 ?? 3 ℒ{sin ?} = − ? 3 ?? 3 1 ? 2 + 1 = 24? 3 − 24? (? 2 + 1) 4 and ℒ{?? 3? cos 2?} = − ? ?? ℒ{? 3? cos 2?} = − ? ?? ? − 3 (? − 3) 2 + 2 2 = ? 2 − 6? + 5 ((? − 3) 2 + 4) 2 . 7. The given function ? can be written as ?(?) = 1 + ? 𝜋 2 (?)(sin ? − 1) + ? 3𝜋 (?)((? − 3𝜋)? −? − sin ?) = 1 + ? 𝜋 2 (?) (sin (? − 𝜋 2 + 𝜋 2 ) − 1) + ? 3𝜋 (?) ((? − 3𝜋)? −(?−3𝜋+3𝜋) − sin(? − 3𝜋 + 3𝜋)) = 1 + ? 𝜋 2 (?) (cos (? − 𝜋 2 ) − 1) + ? 3𝜋 (?)(? −3𝜋 (? − 3𝜋)? −(?−3𝜋) + sin(? − 3𝜋)), so its Laplace transform is ?(?) = ℒ{1} + ℒ {? 𝜋 2 (?) (cos (? − 𝜋 2 ) − 1)} + ℒ{? 3𝜋 (?)(? −3𝜋 (? − 3𝜋)? −(?−3𝜋) + sin(? − 3𝜋))} = ℒ{1} + ? 𝜋 2 ? ℒ{cos ? − 1} + ? −3𝜋? ℒ{? −3𝜋 ?? −? + sin ?} = 1 ? + ? 𝜋 2 ? ( ? ? 2 + 1 1 ? ) + ? −3𝜋? ( ? −3𝜋 (? + 1) 2 + 1 ? 2 + 1 ) for ? > 0 .
MATH2350 Applied Linear Algebra and Differential Equations Problem Set 7 L1, L2 (Fall 2023) Page 6 of 13 8. (a) Let ?(?) be the solution to the initial value problem, and denote its Laplace transform by ℒ{?(?)} = ?(?) . Taking Laplace transforms on both sides of the given ODE, we have ℒ{? (4) } + 2ℒ{? ′′ } + ℒ{?} = 50ℒ{? 2? } , i.e. [? 4 ?(?) − ? 3 ?(0) − ? 2 ? (0) − ?? ′′ (0) − ? ′′′ (0)] + 2[? 2 ?(?) − ??(0) − ? (0)] + ?(?) = 50 ? − 2 . Since ?(0) = ? (0) = ? ′′ (0) = ? ′′′ (0) = 0 , we have (? 4 + 2? 2 + 1)?(?) = 50 ?−2 . So ?(?) = 50 (? − 2)(? 2 + 1) 2 . To decompose ?(?) into partial fractions, we suppose that ?(?) = 1 (? − 2)(? 2 + 1) 2 = ? ? − 2 + ?? + ? ? 2 + 1 + ?? + ? (? 2 + 1) 2 and obtain an identity ?(? 2 + 1) 2 + (?? + ?)(? − 2)(? 2 + 1) + (?? + ?)(? − 2) = 50. Putting ? = 2 , we get ? = 2 . Putting ? = 𝑖 , we get (−? − 2?) + (? − 2?)𝑖 = 50 , so comparing the real and imaginary parts we get ? = −10 and ? = −20 . Expanding the identity we have (? + ?)? 4 + (? − 2?)? 3 + (2? + ? − 2? + ?)? 2 + (? − 2? + ? − 2?)? + (? − 2? − 2?) = 50, so comparing the coefficients of ? 4 and ? 3 on both sides, we get ? = −2 and ? = −4 . Therefore, ?(?) = 2 ? − 2 2? ? 2 + 1 4 ? 2 + 1 10? (? 2 + 1) 2 20 (? 2 + 1) 2 = 2 ? − 2 2? ? 2 + 1 4 ? 2 + 1 − 5 ⋅ 2? (? 2 + 1) 2 + 10 ( ? 2 − 1 (? 2 + 1) 2 ? 2 + 1 (? 2 + 1) 2 ) = 2 ? − 2 2? ? 2 + 1 14 ? 2 + 1 − 5 ⋅ 2? (? 2 + 1) 2 + 10 ? 2 − 1 (? 2 + 1) 2 . Now taking inverse Laplace transforms, we obtain the solution ?(?) = ℒ −1 {?(?)} = 2ℒ −1 { 1 ? − 2 } − 2ℒ −1 { ? ? 2 + 1 } − 14ℒ −1 { 1 ? 2 + 1 } − 5ℒ −1 { 2? (? 2 + 1) 2 } + 10ℒ −1 { ? 2 − 1 (? 2 + 1) 2 } = 2? 2? − 2 cos ? − 14 sin ? − 5? sin ? + 10? cos ?. (b) The non - homogeneous term ?(?) on the right - hand side of the given ODE can be rewritten as ?(?) = ? + ? 2𝜋 (?)(2𝜋 cos ? − ?) = ? + ? 2𝜋 (?)[2𝜋 cos(? − 2𝜋) − (? − 2𝜋) − 2𝜋]. Let ?(?) be the solution to the initial value problem, and denote its Laplace transform by ℒ{?(?)} = ?(?) . Taking Laplace transforms on both sides of the given ODE, we have ℒ{? ′′ } + ℒ{?} = ℒ{?} + ℒ{? 2𝜋 (?)[2𝜋 cos(? − 2𝜋) − (? − 2𝜋) − 2𝜋]}, i.e. [? 2 ?(?) − ??(0) − ? (0)] + ?(?) = 1 ? 2 + ? −2𝜋? ( 2𝜋? ? 2 + 1 1 ? 2 2𝜋 ? ) .
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MATH2350 Applied Linear Algebra and Differential Equations Problem Set 7 L1, L2 (Fall 2023) Page 7 of 13 Since ?(0) = 0 and ? (0) = 0 , we have ?(?) = 1 ? 2 (? 2 + 1) + ? −2𝜋? [ 2𝜋? (? 2 + 1) 2 1 ? 2 (? 2 + 1) 2𝜋 ?(? 2 + 1) ] = ( 1 ? 2 1 ? 2 + 1 ) + ? −2𝜋? [𝜋 ⋅ 2? (? 2 + 1) 2 − ( 1 ? 2 1 ? 2 + 1 ) − 2𝜋 ( 1 ? ? ? 2 + 1 )] . Now let ℎ(?) be the inverse Laplace transform of the last factor, i.e. ?(?) = ℒ −1 {𝜋 ⋅ 2? (? 2 + 1) 2 − ( 1 ? 2 1 ? 2 + 1 ) − 2𝜋 ( 1 ? ? ? 2 + 1 )} = 𝜋? sin ? − (? − sin ?) − 2𝜋(1 − cos ?). Then the solution to the initial value problem is given by ?(?) = ℒ −1 {?(?)} = (? − sin ?) + ? 2𝜋 (?)?(? − 2𝜋) = (? − sin ?) + ? 2𝜋 (?)[𝜋(? − 2𝜋) sin ? − (? − 2𝜋 − sin ?) − 2𝜋(1 − cos ?)] = (? − sin ?) + ? 2𝜋 (?)[𝜋(? − 2𝜋) sin ? − (? − sin ?) + 2𝜋 cos ?] = { ? − sin ? if 0 ≤ ? < 2𝜋 𝜋(? − 2𝜋) sin ? + 2𝜋 cos ? if ? ≥ 2𝜋 . (c) Let ?(?) be the solution to the initial value problem, and denote its Laplace transform by ℒ{?(?)} = ?(?) . Taking Laplace transforms on both sides of the given ODE, we have ℒ{? ′′ } + 2ℒ{? } + 3ℒ{?} = 4ℒ{sin ?} + ℒ{𝛿(? − 3𝜋)}, i.e. [? 2 ?(?) − ??(0) − ? (0)] + 2[??(?) − ?(0)] + 3?(?) = 4 ? 2 + 1 + ? −3𝜋? . Since ?(0) = ? (0) = 0 , we have ?(?) = 4 (? 2 + 1)(? 2 + 2? + 3) + ? −3𝜋? ? 2 + 2? + 3 = 1 ? 2 + 1 ? ? 2 + 1 + ? + 1 (? + 1) 2 + 2 + ? −3𝜋? (? + 1) 2 + 2 . Now taking inverse Laplace transforms, we obtain the solution ?(?) = ℒ −1 {?(?)} = sin ? − cos ? + ? −? cos √2 ? + 1 √2 ? 3𝜋 (?)? −(?−3𝜋) sin (√2 (? − 3𝜋)). (d) Note that 𝛿(? − 2𝜋) cos ? is just the same as 𝛿(? − 2𝜋) . Let ?(?) be the solution to the initial value problem, and denote its Laplace transform by ℒ{?(?)} = ?(?) . Taking Laplace transforms on both sides of the given ODE, we have ℒ{? ′′ } + ℒ{?} = ℒ{𝛿(? − 2𝜋)} , i.e. [? 2 ?(?) − ??(0) − ? (0)] + ?(?) = ? −2𝜋? . Since ?(0) = 0 and ? (0) = 1 , we have ?(?) = 1 ? 2 + 1 + ? −2𝜋? ? 2 + 1 . Now taking inverse Laplace transforms, we obtain the solution ?(?) = ℒ −1 {?(?)} = sin ? + ? 2𝜋 (?) sin(? − 2𝜋) = { sin ? if ? < 2𝜋 2 sin ? if ? ≥ 2𝜋 .
MATH2350 Applied Linear Algebra and Differential Equations Problem Set 7 L1, L2 (Fall 2023) Page 8 of 13 (e) Let ?(?) be the solution to the initial value problem, and denote its Laplace transform by ℒ{?(?)} = ?(?) . Taking Laplace transforms on both sides of the given ODE, we have ℒ{? ′′ } + ℒ{?} = ℒ {? 𝜋 2 (?)} + 3ℒ {𝛿 (? − 3𝜋 2 )} − ℒ{? 2𝜋 (?)}, i.e. [? 2 ?(?) − ??(0) − ? (0)] + ?(?) = ? 𝜋 2 ? ? + 3? 3𝜋 2 ? ? −2𝜋? ? . Since ?(0) = ? (0) = 0 , we have ?(?) = ? 𝜋 2 ? ?(? 2 + 1) + 3? 3𝜋 2 ? ? 2 + 1 ? −2𝜋? ?(? 2 + 1) = ? 𝜋 2 ? ( 1 ? ? ? 2 + 1 ) + 3? 3𝜋 2 ? ? 2 + 1 − ? −2𝜋? ( 1 ? ? ? 2 + 1 ). Now taking inverse Laplace transforms, we obtain the solution ?(?) = ℒ −1 {?(?)} = ? 𝜋 2 (?) [1 − cos (? − 𝜋 2 )] + 3? 3𝜋 2 (?) sin (? − 3𝜋 2 ) − ? 2𝜋 (?)[1 − cos(? − 2𝜋 )] = ? 𝜋 2 (?)(1 − sin ?) + 3? 3𝜋 2 (?) cos ? − ? 2𝜋 (?)(1 − cos ? ) = { 0 if ? < 𝜋/2 1 − sin ? if 𝜋/2 ≤ ? < 3𝜋/2 1 − sin ? + 3 cos ? if 3𝜋/2 ≤ ? < 2𝜋 4 cos ? − sin ? if ? ≥ 2𝜋 . 9. (a) Suppose that ? = ∑ ? 𝑘 ? 𝑘 +∞ 𝑘=0 is a power series solution to the given ODE. Then ? = ∑ 𝑘? 𝑘 ? 𝑘−1 +∞ 𝑘=1 . Substituting the series for ? and ? into the given ODE, we get ∑ 𝑘? 𝑘 ? 𝑘−1 +∞ 𝑘=1 = ∑ ? 𝑘 ? 𝑘 +∞ 𝑘=0 . Shifting the indices of the first series we get (𝑘 + 1)? 𝑘+1 ? 𝑘 +∞ 𝑘=0 − ∑ ? 𝑘 ? 𝑘 +∞ 𝑘=0 = 0 , and so ∑[(𝑘 + 1)? 𝑘+1 − ? 𝑘 ]? 𝑘 +∞ 𝑘=0 = 0. Now comparing coefficients, we obtain (𝑘 + 1)? 𝑘+1 − ? 𝑘 = 0 for every non-negative integer 𝑘, i.e. ? 𝑘+1 = ? 𝑘 𝑘+1 for every non - negative integer 𝑘 . Therefore ? 1 = ? 0 1 = ? 0 , ? 2 = ? 1 2 = ? 0 2! , ? 3 = ? 2 3 = ? 0 3! , … and in general ? 𝑘 = ? 0 𝑘! . Therefore ? = ∑ ? 𝑘 ? 𝑘 +∞ 𝑘=0 = ? 0 1 𝑘! ? 𝑘 +∞ 𝑘=0 , where ? 0 is an arbitrary coefficient.
MATH2350 Applied Linear Algebra and Differential Equations Problem Set 7 L1, L2 (Fall 2023) Page 9 of 13 (b) Suppose that ? = ∑ ? 𝑘 ? 𝑘 +∞ 𝑘=0 is a power series solution to the given ODE. Then ? = ∑ 𝑘? 𝑘 ? 𝑘−1 +∞ 𝑘=1 and ? ′′ = ∑ 𝑘(𝑘 − 1)? 𝑘 ? 𝑘−2 +∞ 𝑘=2 . Substituting the series for ? , ? and ? into the given ODE, we get ∑ 𝑘(𝑘 − 1)? 𝑘 ? 𝑘−2 +∞ 𝑘=2 − ∑ 𝑘? 𝑘 ? 𝑘 +∞ 𝑘=1 − ∑ ? 𝑘 ? 𝑘 +∞ 𝑘=0 = 0. Shifting the indices of the first series we get ∑(𝑘 + 2)(𝑘 + 1)? 𝑘+2 ? 𝑘 +∞ 𝑘=0 − ∑ 𝑘? 𝑘 ? 𝑘 +∞ 𝑘=1 − ∑ ? 𝑘 ? 𝑘 +∞ 𝑘=0 = 0, and so (2)(1)? 2 − ? 0 + ∑[(𝑘 + 2)(𝑘 + 1)? 𝑘+2 − 𝑘? 𝑘 − ? 𝑘 ]? 𝑘 +∞ 𝑘=1 = 0. Now comparing coefficients, we obtain ? 2 = ? 0 2 and (𝑘 + 2)(𝑘 + 1)? 𝑘+2 − (𝑘 + 1)? 𝑘 = 0 for every positive integer 𝑘, i.e. ? 𝑘+2 = ? 𝑘 𝑘+2 for every non - negative integer 𝑘 . Therefore ? 2 = ? 0 2 , ? 3 = ? 1 3 , ? 4 = ? 2 4 = ? 0 2 ⋅ 4 , ? 5 = ? 3 5 = ? 1 3 ⋅ 5 , ? 6 = ? 4 6 = ? 0 2 ⋅ 4 ⋅ 6 , … and in general ? 2𝑚 = ? 0 2 ⋅ 4 ⋅ 6 ⋯ (2? − 2)(2?) = ? 0 2 𝑚 ?! and ? 2𝑚+1 = ? 1 3 ⋅ 5 ⋅ 7 ⋯ (2? − 1)(2? + 1) = ? 1 2 𝑚 ?! (2? + 1)! for every non - negative integer ? . Therefore ? = ∑ ? 𝑘 ? 𝑘 +∞ 𝑘=0 = ? 0 1 2 ⋅ 4 ⋅ 6 ⋯ (2? − 2)(2?) ? 2𝑚 +∞ 𝑚=0 + ? 1 1 3 ⋅ 5 ⋅ 7 ⋯ (2? − 1)(2? + 1) ? 2𝑚+1 +∞ 𝑚=0 = ? 0 1 2 𝑚 ?! ? 2𝑚 +∞ 𝑚=0 + ? 1 2 𝑚 ?! (2? + 1)! ? 2𝑚+1 +∞ 𝑚=0 , where ? 0 and ? 1 are arbitrary coefficients. (c) Suppose that ? = ∑ ? 𝑘 (? − 1) 𝑘 +∞ 𝑘=0 is a power series solution to the given ODE. Then ? = ∑ 𝑘? 𝑘 (? − 1) 𝑘−1 +∞ 𝑘=1 and ? ′′ = ∑ 𝑘(𝑘 − 1)? 𝑘 (? − 1) 𝑘−2 +∞ 𝑘=2 . Substituting the series for ? , ? and ? into the given ODE, we get (? − 1 + 1) ∑ 𝑘(𝑘 − 1)? 𝑘 (? − 1) 𝑘−2 +∞ 𝑘=2 + ∑ 𝑘? 𝑘 (? − 1) 𝑘−1 +∞ 𝑘=1 + (? − 1 + 1) ∑ ? 𝑘 (? − 1) 𝑘 +∞ 𝑘=0 = 0, i.e. ∑ 𝑘(𝑘 − 1)? 𝑘 (? − 1) 𝑘−1 +∞ 𝑘=2 + ∑ 𝑘(𝑘 − 1)? 𝑘 (? − 1) 𝑘−2 +∞ 𝑘=2 + ∑ 𝑘? 𝑘 (? − 1) 𝑘−1 +∞ 𝑘=1 + ∑ ? 𝑘 (? − 1) 𝑘+1 +∞ 𝑘=0 + ∑ ? 𝑘 (? − 1) 𝑘 +∞ 𝑘=0 = 0.
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MATH2350 Applied Linear Algebra and Differential Equations Problem Set 7 L1, L2 (Fall 2023) Page 10 of 13 Shifting the indices we get ∑(𝑘 + 1)(𝑘)? 𝑘+1 (? − 1) 𝑘 +∞ 𝑘=1 + ∑(𝑘 + 2)(𝑘 + 1)? 𝑘+2 (? − 1) 𝑘 +∞ 𝑘=0 + ∑(𝑘 + 1)? 𝑘+1 (? − 1) 𝑘 +∞ 𝑘=0 + ∑ ? 𝑘−1 (? − 1) 𝑘 +∞ 𝑘=1 + ∑ ? 𝑘 (? − 1) 𝑘 +∞ 𝑘=0 = 0. and so 2? 2 + ? 1 + ? 0 + ∑[(𝑘 + 1)(𝑘)? 𝑘+1 + (𝑘 + 2)(𝑘 + 1)? 𝑘+2 + (𝑘 + 1)? 𝑘+1 + ? 𝑘−1 + ? 𝑘 ](? − 1) 𝑘 +∞ 𝑘=1 = 0. Now comparing coefficients, we obtain ? 2 = − ? 0 2 ? 1 2 and (𝑘 + 2)(𝑘 + 1)? 𝑘+2 + (𝑘 + 1) 2 ? 𝑘+1 + ? 𝑘 + ? 𝑘−1 = 0 for every positive integer 𝑘, i.e. ? 𝑘+2 = − ? 𝑘−1 (𝑘+2)(𝑘+1) ? 𝑘 (𝑘+2)(𝑘+1) (𝑘+1)? 𝑘+1 𝑘+2 for every non - negative integer 𝑘 . Thus ? 3 = − ? 0 3 ⋅ 2 ? 1 3 ⋅ 2 2? 2 3 = ? 0 3! + ? 1 3! , ? 4 = − ? 1 4 ⋅ 3 ? 2 4 ⋅ 3 3? 3 4 = − 2? 0 4! 4? 1 4! , ? 5 = − ? 2 5 ⋅ 4 ? 3 5 ⋅ 4 4? 4 5 = 10? 0 5! + 18? 1 5! , … Therefore ? = ∑ ? 𝑘 ? 𝑘 +∞ 𝑘=0 = ? 0 (1 − 1 2 (? − 1) 2 + 1 3! (? − 1) 3 2 4! (? − 1) 4 + 10 5! (? − 1) 5 + ⋯ ) + ? 1 ((? − 1) − 1 2 (? − 1) 2 + 1 3! (? − 1) 3 4 4! (? − 1) 4 + 18 5! (? − 1) 5 + ⋯ ) , where ? 0 and ? 1 are arbitrary coefficients. 10. (a) Suppose that ? = ∑ ? 𝑘 ? 𝑘 +∞ 𝑘=0 is a power series solution to the given ODE. Then ? = ∑ 𝑘? 𝑘 ? 𝑘−1 +∞ 𝑘=1 and ? ′′ = ∑ 𝑘(𝑘 − 1)? 𝑘 ? 𝑘−2 +∞ 𝑘=2 . Substituting the series for ? , ? and ? into the given ODE, we get ∑ 𝑘(𝑘 − 1)? 𝑘 ? 𝑘−2 +∞ 𝑘=2 − ∑ 2𝑘? 𝑘 ? 𝑘 +∞ 𝑘=1 + ∑ 𝜆? 𝑘 ? 𝑘 +∞ 𝑘=0 = 0. Shifting the indices of the first series we get ∑(𝑘 + 2)(𝑘 + 1)? 𝑘+2 ? 𝑘 +∞ 𝑘=0 − ∑ 2𝑘? 𝑘 ? 𝑘 +∞ 𝑘=1 + ∑ 𝜆? 𝑘 ? 𝑘 +∞ 𝑘=0 = 0, and so (2)(1)? 2 + 𝜆? 0 + ∑[(𝑘 + 2)(𝑘 + 1)? 𝑘+2 − 2𝑘? 𝑘 + 𝜆? 𝑘 ]? 𝑘 +∞ 𝑘=1 = 0.
MATH2350 Applied Linear Algebra and Differential Equations Problem Set 7 L1, L2 (Fall 2023) Page 11 of 13 Now comparing coefficients, we obtain ? 2 = − 𝜆 2 ? 0 and (𝑘 + 2)(𝑘 + 1)? 𝑘+2 − (2𝑘 − 𝜆)? 𝑘 = 0 for every positive integer 𝑘, i.e. ? 𝑘+2 = 2𝑘−𝜆 (𝑘+2)(𝑘+1) ? 𝑘 for every positive integer 𝑘 . Therefore ? 2 = − 𝜆 2 ? 0 , ? 3 = 2 − 𝜆 3 ⋅ 2 ? 1 , ? 4 = 4 − 𝜆 4 ⋅ 3 ? 2 = (−𝜆)(4 − 𝜆) 4! ? 0 , ? 5 = 6 − 𝜆 5 ⋅ 4 ? 3 = (6 − 𝜆)(2 − 𝜆) 5! ? 1 , ? 6 = 8 − 𝜆 6 ⋅ 5 ? 4 = (−𝜆)(4 − 𝜆)(8 − 𝜆) 6! ? 0 , … and in general ? 2𝑚 = (−𝜆)(4 − 𝜆)(8 − 𝜆) ⋯ (4? − 4 − 𝜆) (2?)! ? 0 and ? 2𝑚+1 = (2 − 𝜆)(6 − 𝜆)(10 − 𝜆) ⋯ (4? − 2 − 𝜆) (2? + 1)! ? 1 for every non - negative integer ? . Therefore ? = ∑ ? 𝑘 ? 𝑘 +∞ 𝑘=0 = ? 0 (−𝜆)(4 − 𝜆)(8 − 𝜆) ⋯ (4? − 4 − 𝜆) (2?)! ? 2𝑚 +∞ 𝑚=0 + ? 1 (2 − 𝜆)(6 − 𝜆)(10 − 𝜆) ⋯ (4? − 2 − 𝜆) (2? + 1)! ? 2𝑚+1 +∞ 𝑚=0 , where ? 0 and ? 1 are arbitrary coefficients. (b) When ? = 0 i.e. 𝜆 = 0 , the first series terminates and only the constant term survives. So 𝐻 0 (?) = 1. When ? = 1 i.e. 𝜆 = 2 , the second series terminates. We have 𝐻 1 (?) = 2?. When ? = 2 i.e. 𝜆 = 4 , the first series terminates. We have 𝐻 2 (?) = 2 2 2! −4 (1 + −4 2! ? 2 ) = 4? 2 − 2. When ? = 3 i.e. 𝜆 = 6 , the second series terminates. We have 𝐻 3 (?) = 2 3 3! −4 (? + −4 3! ? 3 ) = 8? 3 − 12?. When ? = 4 i.e. 𝜆 = 8 , the first series terminates. We have 𝐻 4 (?) = 2 4 4! (−8)(−4) (1 + −8 2! ? 2 + (−8)(−4) 4! ? 4 ) = 16? 4 − 48? 2 + 12. When ? = 5 i.e. 𝜆 = 10 , the second series terminates. We have 𝐻 5 (?) = 2 5 5! (−8)(−4) (? + −8 3! ? 3 + (−8)(−4) 5! ? 5 ) = 32? 5 − 160? 3 + 120?.
MATH2350 Applied Linear Algebra and Differential Equations Problem Set 7 L1, L2 (Fall 2023) Page 12 of 13 11. (a) Suppose that ? = ∑ ? 𝑘 ? 𝑘 +∞ 𝑘=0 is a power series solution to the given ODE. Then ? = ∑ 𝑘? 𝑘 ? 𝑘−1 +∞ 𝑘=1 and ? ′′ = ∑ 𝑘(𝑘 − 1)? 𝑘 ? 𝑘−2 +∞ 𝑘=2 . Substituting the series for ? , ? and ? into the given ODE, we get (1 − ? 2 ) ∑ 𝑘(𝑘 − 1)? 𝑘 ? 𝑘−2 +∞ 𝑘=2 − ∑ 𝑘? 𝑘 ? 𝑘 +∞ 𝑘=1 + ∑ 𝛼 2 ? 𝑘 ? 𝑘 +∞ 𝑘=0 = 0, i.e. ∑ 𝑘(𝑘 − 1)? 𝑘 ? 𝑘−2 +∞ 𝑘=2 − ∑ 𝑘(𝑘 − 1)? 𝑘 ? 𝑘 +∞ 𝑘=2 − ∑ 𝑘? 𝑘 ? 𝑘 +∞ 𝑘=1 + ∑ 𝛼 2 ? 𝑘 ? 𝑘 +∞ 𝑘=0 = 0. Shifting the indices of the first series we get ∑(𝑘 + 2)(𝑘 + 1)? 𝑘+2 ? 𝑘 +∞ 𝑘=0 − ∑ 𝑘(𝑘 − 1)? 𝑘 ? 𝑘 +∞ 𝑘=2 − ∑ 𝑘? 𝑘 ? 𝑘 +∞ 𝑘=1 + ∑ 𝛼 2 ? 𝑘 ? 𝑘 +∞ 𝑘=0 = 0, and so (2)(1)? 2 + 𝛼 2 ? 0 + (3)(2)? 3 ? − ? 1 ? + 𝛼 2 ? 1 ? + ∑[(𝑘 + 2)(𝑘 + 1)? 𝑘+2 − 𝑘(𝑘 − 1)? 𝑘 − 𝑘? 𝑘 + 𝛼 2 ? 𝑘 ]? 𝑘 +∞ 𝑘=2 = 0. Now comparing coefficients, we obtain ? 2 = − 𝛼 2 2 ? 0 and ? 3 = 1−𝛼 2 6 ? 1 and (𝑘 + 2)(𝑘 + 1)? 𝑘+2 − (𝑘 2 − 𝛼 2 )? 𝑘 = 0 for every integer 𝑘 ≥ 2, i.e. ? 𝑘+2 = 𝑘 2 −𝛼 2 (𝑘+2)(𝑘+1) ? 𝑘 for every positive integer 𝑘 . Therefore ? 4 = 2 2 − 𝛼 2 4 ⋅ 3 ? 2 = (−𝛼 2 )(2 2 − 𝛼 2 ) 4! ? 0 , ? 5 = 3 2 − 𝛼 2 5 ⋅ 4 ? 3 = (1 2 − 𝛼 2 )(3 2 − 𝛼 2 ) 5! ? 1 , ? 6 = 4 2 − 𝛼 2 6 ⋅ 5 ? 4 = (−𝛼 2 )(2 2 − 𝛼 2 )(4 2 − 𝛼 2 ) 6! ? 0 , … and in general ? 2𝑚 = (−𝛼 2 )(2 2 − 𝛼 2 )(4 2 − 𝛼 2 ) ⋯ ((2? − 2) 2 − 𝛼 2 ) (2?)! ? 0 and ? 2𝑚+1 = (1 2 − 𝛼 2 )(3 2 − 𝛼 2 )(5 2 − 𝛼 2 ) ⋯ ((2? − 1) 2 − 𝛼 2 ) (2? + 1)! ? 1 for every non - negative integer ? . Therefore ? = ∑ ? 𝑘 ? 𝑘 +∞ 𝑘=0 = ? 0 (−𝛼 2 )(2 2 − 𝛼 2 )(4 2 − 𝛼 2 ) ⋯ ((2? − 2) 2 − 𝛼 2 ) (2?)! ? 2𝑚 +∞ 𝑚=0 + ? 1 (1 2 − 𝛼 2 )(3 2 − 𝛼 2 )(5 2 − 𝛼 2 ) ⋯ ((2? − 1) 2 − 𝛼 2 ) (2? + 1)! ? 2𝑚+1 +∞ 𝑚=0 , where ? 0 and ? 1 are arbitrary coefficients.
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MATH2350 Applied Linear Algebra and Differential Equations Problem Set 7 L1, L2 (Fall 2023) Page 13 of 13 (b) When 𝛼 = ? = 1 , the second series terminates. We have 𝑇 1 (?) = ?. When 𝛼 = ? = 2 , the first series terminates. We have 𝑇 2 (?) = 2 2! −2 2 (1 + −2 2 2! ? 2 ) = 2? 2 − 1. When 𝛼 = ? = 3 , the second series terminates. We have 𝑇 3 (?) = 2 2 3! 1 2 − 3 2 (? + 1 2 − 3 2 3! ? 3 ) = 4? 3 − 3?. When 𝛼 = ? = 4 , the first series terminates. We have 𝑇 4 (?) = 2 3 4! (−4 2 )(2 2 − 4 2 ) (1 + −4 2 2! ? 2 + (−4 2 )(2 2 − 4 2 ) 4! ? 4 ) = 8? 4 − 8? 2 + 1. When 𝛼 = ? = 5 , the second series terminates. We have 𝑇 5 (?) = 2 4 5! (1 2 − 5 2 )(3 2 − 5 2 ) (? + 1 2 − 5 2 3! ? 3 + (1 2 − 5 2 )(3 2 − 5 2 ) 5! ? 5 ) = 16? 5 − 40? 3 + 5?.