BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE-PILANI

GOA CAMPUS
First Semester 2006-2007
Comprehensive Examination, Mathematics III- Key answers
Course: MATH GC241 Max Marks: 135
Date: December 01, 2006 Duration: 3 hours

1. Solve the following differential equation/system of differential equations: (8+12)

dy
a) x3 + x2 y + sec2 (xy) = 0
dx
dt dy
Solution. Put t = xy. Then dx = x dx + y. Substituting these in the given
D.E.,we get, after rearranging,
dx
cos2 t dt = − .
x2
Integrating both sides we obtain
 
1 sin 2t 1
t+ − = C.
2 2 x

Converting to original variables and rearranging we have

4
(2xy + sin(2xy)) − = K,
x
where K is an arbitrary constant.
 dx
b) dt = −4x − y
dy
dt = x − 2y.

x = Aemt
Solution. Let be the solution of the above homogeneous system.
y = Bemt
Then substituting this in the system we get

Amemt = −4Aemt − Bemt

Bmemt = Aemt − 2Bemt .

This yields the linear algebraic system

(4 + m)A + B = 0
A − (2 + m)B = 0,

and this system has nontrivial solutions if

 
4+m 1
det =0
1 −2 − m
 in the unknowns A and B. Then the auxiliary equation is (m+3)2 = 0. Hence the
corresponding roots ar m1 = −3, m2 = −3. When m1 = −3 we get A + B = 0.
Taking A = 1, we have B = −1. Thus the corresponding solution is

x = e−3t
y = −e−3t .

Since the the second root m2 = −3 is a repeated root, the second solution which
is linearly independent with the first solution is given by

x = (A1 + A2 t)e−3t


y = (B1 + B2 t)e−3t .

Substituting in the given system we get

−3(A1 + A2 t)e−3t + A2 e−3t = −4(A1 + A2 t)e−3t − (B1 + B2 t)e−3t ,

−3(B1 + B2 t)e−3t + B2 e−3t = (A1 + A2 t)e−3t − 2(B1 + B2 t)e−3t ,

which reduces to

(A1 + A2 + B1 ) + t(A2 + B2 ) = 0
(−B1 + B2 − A1 ) + t(−B2 − A2 ) = 0.

Hence we have
A1 + A2 + B1 = 0
−B1 + B2 − A1 = 0,
and
A2 + B2 = 0
−B2 − A2 = 0.
In the second set of equations taking A2 = 1 we get B2 = −1. Using these two
values in the first set of equatons and taking A1 = 1 we get B1 = −2. Hence the
second solution is
x = (1 + t)e−3t


y = (−2 − t)e−3t .
Hence the general solution of the homogeneous system is

x = C1 e−3t + C2 (1 + t)e−3t


y = −C1 et + C2 (−2 − t)e−3t .

where C1 and C2 are arbitrary constants.

2. Find the Bernoulli’s solution y(x, t) and the eigenfunction expansion of f (x) for the
wave equation
∂2y ∂2y
a2 2 = 2 ,
∂x ∂t
 satisfying the boundary conditions

y(0, t) = 0, y(π, t) = 0

and the initial conditions

∂y 
y(x, 0) = f (x), = 0. (14)
∂t t=0


Solution. Refer the text book: Section No 40 page 304-307.

3. Suppose y1 (x) and y2 (x) are two linearly independent solutions of the linear differential
equation y 00 + f (x)y 0 + g(x)y = 0, where f (x), g(x) are continuous functions on an
interval I. Let

y3 (x) = αy1 (x) + βy2 (x), y4 (x) = γy1 (x) + δy2 (x),

where α, β, γ, and δ are constants. Prove that y3 (x) and y4 (x) are also the linearly
independent solutions of the above differential equation if and only if αδ − βγ 6= 0.
(8)
Solution. We know that y1 (x) and y2 (x) are L.I. solutions of given D.E. on I iff
W (y1 , y2 ) 6= 0. Also note that the linear combination of two linearly independent
solutions of a D.E. is again a solution. Thus y3 (x) and y4 (x) are the solutions of the
given differential equation. Now we show that y3 (x) and y4 (x) are L.I. iff αδ − βγ 6= 0.
We have  
αy1 + βy2 γy1 + δy2
W (y3 , y4 ) = det
αy10 + βy20 γy10 + δy20
= (αδ − βγ)(y1 y20 − y2 y20 )
= (αδ − βγ)W (y1 , y2 ).
But W (y1 , y2 )(x) 6= 0. Hence W (y3 , y4 )(x) 6= 0 iff (αδ − βγ) 6= 0 which further leads
us to conclude that y3 (x) and y4 (x) are L.I. iff (αδ − βγ) 6= 0.
4. Solve the following differential equations: (8+8+10)
a) by the method of variation of parameters;

e3x
y 00 − 6y 0 + 9y =
x2

Solution.The general solution of the corresponding homogenous equation y 00 −

6y 0 + 9y = 0 is given by
yg (x) = (c1 + c2 x)e3x .
where y1 (x) = e3x and y2 (x) = xe3x . Then,

W (y1 , y2 ) = y1 y20 − y2 y10 = e6x .

 Consider the particular solution of the given differential equation as

yp (x) = u1 y1 + u2 y2

where
−y2 R(x) −1
Z Z
y1 R(x)
u1 = dx = − ln x and u2 = dx =
W (y1 , y2 ) W (y1 , y2 ) x

Therefore, yp (x) = −(ln x)e3x − e3x is the desired particular solution. Hence the
general solution of the equation is given by

y(x) = (c1 + c2 x)e3x − (ln x)e3x − e3x

= (c3 + c2 x)e3x − (ln x)e3x ,

where C3 and C2 are arbitrary constants.

b) by the method of exponential shift rule (operator method);

y 000 − 3y 00 − 6y 0 + 8y = xe−3x

Solution.General solution of the corresponding homogeneous differential equation

y 000 − 3y 00 − 6y 0 + 8y = 0 is

yg (x) = c1 ex + c2 e4x + c3 e−2x .

We have (D3 − 3D2 − 6D + 8)y = xe−x , so

1
yp (x) = xe−3x
D3
− 3D2
− 6D + 8
1
= e−3x x
(D − 3)3 − 3(D − 3)2 − 6(D − 3) + 8
1
= e−3x 3 x
D − 12D2 + 39D − 28
−1
−e−3x D3 − 12D2 + 39D

= 1− x
28 28
−e−3x D3 − 12D2 + 39D
 
= 1+ x
28 28
−e−3x
 
39
= x+
28 28
−3x
−e
= (28x + 39)
784
Hence the general solution of the equation is given by

e−3x
y(x) = c1 ex + c2 e4x + c3 e−2x − (28x + 39).
784
where c1 , c2 and c3 are arbitrary constants.
c) by the method of Laplace transforms;

xy 00 + (3x − 1)y 0 − (4x + 9)y = 0, y(0) = 0.

Solution.Taking Laplace transform on both sides of the given equation, we have

d 2 d dY
− [p Y − py(0) − y 0 (0)] − 3 [pY − y(0)] − (pY − y(0)) + 4 [−9Y ] = 0,
dp dp dp

by simplification which yields

dY
−(p2 + 3p − 4) = 3(p + 4)Y.
dp

By separating the variables, we have

dY 3
=− dp.
Y p−1

Integrating, we get
1
Y =C = L[y].
(p − 1)3
Hence the required solution is given by
C
y(x) = L−1 = Cx2 ex .
 
(p − 1)3

5. a) Find the general series solution of the differential equation at the origin: (16)

2xy 00 + (x + 1)y 0 + 3xy = 0.

Solution. Expressing the equation in standard form we get

(x + 1) 0 3
y 00 + y + y = 0.
2x 2
The point x = 0 is a regular singular point, since both of the following limits are finite:

(x + 1) 1 3
lim x = = P0 and lim x2 = 0 = Q0 .
x→0 2x 2 x→0 2

Then the indicial equation is given by, m(m − 1) + mP0 + Q0 = 0. i.e., m(m − 12 ) = 0
and hence m1 = 0, m2 = 21 . Now assume the Frobenious series solution as
∞
X
y= an xn+m .
n=0
Then we have
∞
X ∞
X
0 n+m−1 00
y = an (n + m)x and y = an (n + m)(n + m − 1)xn+m−2 .
n=0 n=0

Substituting into the differential equation, we get

∞
X ∞
X
n+m−1
an 2(n + m)(n + m − 1)x + an (n + m)xn+m
n=0 n=0
X∞ ∞
X
n+m−1
+ an (n + m)x + 3an xn+m+1 = 0
n=0 n=0

Comparing the coefficients of xn+m on both sides we get

2(n + m)(n + m + 1)an+1 + (n + m)an + (n + m + 1)an+1 + 3an−1 = 0

which gives the recurrence relation

−(n + m)an − 3an−1

an+1 = , for n = 0, 1, . . . .
(n + m + 1)(2m + 2n + 1)

For m = 0 recurrence relation reduces to

−nan − 3an−1
an+1 = , for n = 0, 1, . . . .
(n + 1)(2n + 1)
−1 1 1
Letting a0 = 1 we obtain a1 = 0, a2 = 2 , a3 = 15 , etc. For m = 2 recurrence
relation reduces to

−(n + 12 )an − 3an−1

an+1 = , forn = 0, 1, . . . .
(n + 32 )(2n + 2)

−1 −11 19
Letting a0 = 1 we obtain a1 = 6 , a2 = 40 ,a3 = 336 etc. Therefore two series
solutions of the given D.E. are

1 1
y1 = 1 − x2 + x3 + . . . .
2 15
1 11 19 3
y2 = 1 − x − x2 + x + ...,.
6 40 336
Hence the general series solution is
1
y = C1 y1 + C2 x 2 y2

where C1 and C2 are arbitrary constants.

 b) Derive the following: (16)
1
if m 6= n,

0,
Z
Pn (x)Pm (x) dx = 2
−1 2n+1 , if m = n,

where Pn (x) is the n-th Legendre polynomial.

Solution.Refer the text book; section 45, page no:342-343.
−1
h s2 i
6. Evaluate : L using the convolution theorem. (8)
(s2 + 9)(s2 + 4)
Solution.

−1
h s2 i
−1
h s i
−1
h s i
L =L ∗L
(s2 + 9)(s2 + 4) (s2 + 9) (s2 + 4)
Z t
= cos 3(t − u) cos 2udu
0
2 sin 2t − 3 sin 3t
= .
5

7. If L[f (t)] = F (s) then derive the formula for L[tn f (t)] for any positive integer n and
hence evaluate: (6+6+6)
√ 3
(a) L[( t − 1) ]
(b) L−1 ln 1 + s12 .



Solution. For the first part, refer the text book; section no 51, page 394-395.
(a) √ √
3
L[( t − 1)3 ] = L[t 2 − 3t + 3 t − 1)]
3 √
= L[t 2 ] − 3L[t] + 3L[ t] − L[1]
d2
r r
π 3 d π 1
= 2 − 2 −3 +
ds s s ds s s
√ √
3 π 3 3 π 1
= 5 − 2
+ 3 −
4s 2 s 2s 2 s
.

(b) Let L−1 ln 1 + 1 1


 

s2 = f (t). Then L[f (t)] = ln 1 + s2 . But then

d 1  2 1 s 
L[tf (t)] = − ln(1 + 2 ) = 2
=2 − 2 .
ds s s(s + 1) s (s + 1)

Hence we have
1 s 2(1 − cos t)
tf (t) = 2L−1

− 2 = 2[1 − cos t] and f (t) = .
s (s + 1) t
8. Obtain the Fourier series expansion for the function f (x) = x sin( πxL ) in the interval
−L ≤ x ≤ L . (9)
Solution. Since the given function is even, the Fourier series is given by
∞
a0 X nπx
f (x) = + an cos( )
2 n=1
L

where
2 π
Z
a0 = f (x) dx
π 0
1 π
Z
πx
= x sin( ) dx
π 0 L
2L
= ,
π
2 π
Z
nπx
an = f (x)cos ( ) dx,
π 0 L
2 π
Z
πx nπx
= x sin ( ) cos( ) dx
π 0 L L f orn ≥ 2
n
 
2nL (−1)
=
π n2 − 1
.
−L
Also a1 = 2π . Hence we get

∞ 
L 2L X (−1)n n
  nπx  L  πx 
f (x) = + cos − cos .
π π n=2 n2 − 1 L π L