Frobenius Method and Bessel Function: ODE: Assignment-7
Frobenius Method and Bessel Function: ODE: Assignment-7
X X X
9(n + r)(n + r − 1)an xn+r + 9an xn+r+2 + 2an xn+r = 0
n=0 n=0 n=0
This implies
9an−2
9r(r−1)+2 a0 = 0, 9r(r+1)+2 a1 = 0 and an = − , n ≥ 2.
9(n + r)(n + r − 1) + 2
Since a0 6= 0, we have 9r(r − 1) + 2 = 0 =⇒ r = 2/3 = r1 , r = 1/3 = r2 . Here
r1 − r2 = 1/3 is not an integer and we have two independent Frobenius series solutions.
With r = r1 or r = r2 , 9r(r + 1) + 2 6= 0 =⇒ a1 = 0. This leads to a2n+1 = 0, n ≥ 0.
Also,
9an−2
an = − , n ≥ 2.
(3n + 3r − 2)(3n + 3r − 1)
With r = r1 = 2/3 we find
X 3a2n−2
y1 (x) = x2/3 a2n x2n , a0 = 1, a2n = − , n ≥ 1.
n=0
2n(6n + 1)
1 + x2 0 1 + x2
y 00 − y + =0
x(x2 − 1) x2 (x2 − 1)
X
(n+r)(n+r−1)an (xn+r+2 −xn+r )−(n+r)an (xn+r +xn+r+2 )+an (xn+r +xn+r+2 ) = 0
n=0
This implies
(n + r − 3)2
r2 − 1 a0 = 0, (r + 1)2 − 1 a1 = 0, and an = an−2 , n ≥ 2.
(n + r)2 − 1
(n − 2)2
an = an−2 , n ≥ 2 =⇒ an = 0, n ≥ 1.
n(n + 2)
Hence
y1 (x) = x, a0 = 1.
For the other solution, let y2 = y1 u(x) = xu (reduction of order technique)
00 u000 1 1 3
2 2
x(x − 1)u + (x − 3)u = 0 =⇒ 0 = − − =⇒ u0 = 1/x3 − 1/x
u 1+x 1−x x
which integrating again gives
1
u = − log x −
2x2
Hence y2 = x ln x + 1/(2x) (ignoring the negative sign)
(c)
The given ODE can be written as
1 − 2x 0 x − 1
y 00 + y + =0
x x
Hence x = 0 is a regular singular point. Let y = n=0 an xn+r , a0 6= 0. This gives
P
X
n+r−1 n+r−1 n+r n+r+1 n+r
(n + r)(n + r − 1)an x + (n + r)an (x − 2x ) + an (x −x ) =0
n=0
This implies
xu00 + u0 = 0 =⇒ u0 = 1/x =⇒ u = ln x
Hence y2 (x) = ex ln x
(d)
The given ODE can be written as
2(2x − 1) 0 2
y 00 + y + y=0
x(x − 1) x(x − 1)
X
n+r n+r−1 n+r n+r−1 n+r
(n + r)(n + r − 1)an (x −x ) + (n + r)an (4x − 2x ) + 2an x =0
n=0
which can be written as
X X
(n+r−1)(n+r−2)+4(n+r−1)+2 an−1 xn+r−1 − (n+r)(n+r−1)+2(n+r) an xn+r−1 = 0
n=1 n=0
This implies
Hence (with a0 = 1)
X 1
y1 (x) = xn =
n=0
1−x
For the other solution, let y2 = y1 u(x). This gives
1
xu00 + 2u0 = 0 =⇒ u0 = =⇒ u = −1/x
x2
Hence (neglecting the negative sign)
1
y2 (x) =
x(1 − x)
We can write
1 1
y2 (x) = +
x 1−x
Since the last term is y1 (x), we can take y2 (x) = 1/x
Note: If we continue the Frobenius series method with r = r2 = −1, then from the
recurrence relation
n(n − 1)an = n(n − 1)an−1 , n ≥ 1.
For n = 1, the relation is automatically satisfied for any value of a1 . We may take
a1 = 0. This leads to an = 0 for n ≥ 1. Then we again get (taking a0 = 1)
1
y2 (x) =
x
2. Show that 2x3 y 00 + (cos 2x − 1)y 0 + 2xy = 0 has only one Frobenius series solution.
Solution:
We can write the ODE as
cos 2x − 1 0
2x2 y 00 + xy + 2y = 0
x2
Since
cos 2x − 1
lim = −2,
x→0 x2
the indicial equation is
2r(r − 1) − 2r + 2 =⇒ r2 − 2r + 1 =⇒ r = 1, 1.
Since the indicial equation has double roots, it has only one Frobenius series solution.
3. (T) Reduce x2 y 00 + xy 0 + (x2 − 1/4)y = 0 to normal form and hence find its general
solution.
Solution:
Suppose y(x) = u(x)v(x). Hence
2 00 0 0 00
2 1 0 0
x (u v + 2u v + uv ) + x(u v + uv ) + x − uv = 0
4
or
2 00 2 0 2 1 0 2 00 0
x vu + (2x v + xv)u + (x v + xv + x − v u = 0.
4
To make the 2nd term vanish, we set
1
2x2 v 0 + xv = 0 =⇒ 2xv 0 + v = 0 =⇒ v = √
x
u00 + u = 0.
Thus general solution of the reduced equation is u = A sin x + B cos x. For the original
equation, the general solution is
sin x cos x
y =A √ +B √ .
x x
0 0
xν Jν = xν Jν−1 , x−ν Jν = −x−ν Jν+1 ,
Jν−1 + Jν+1 = 2νJν /x, Jν−1 − Jν+1 = 2Jν0 .
(i)
2J00 (x) = J−1 (x) − J1 (x) = −2J1 (x)
=⇒ 2J000 (x) = −2J10 (x) = J2 (x) − J0 (x) = 2J1 (x)/x − 2J0 (x)
=⇒ J000 (x) = J1 (x)/x − J0 (x)
(ii) 0
0
n+1
x Jn+1 (x) = xn+1 Jn (x) =⇒ xJn+1 (x) + (n + 1)Jn+1 (x) = xJn (x)
5. Express
(i)(T) J3 (x) in terms of J1 (x) and J0 (x) (ii) J20 (x) in terms of J1 (x) and J0 (x)
(iii) J4 (ax) in terms of J1 (ax) and J0 (ax)
Solution:
(i) Using the identity Jν+1 = 2νJν /x − Jν−1 we have
4 4 2
J3 (x) = J2 (x) − J1 (x) = J1 (x) − J0 (x) − J1 (x)
x x x
8 4
= 2
− 1 J1 (x) − J0 (x)
x x
6. Prove that between each pair of consecutive positive zeros of Bessel function Jν (x), there
is exactly one zero of Jν+1 (x) and vice versa.
Solution:
Let α and β be two consecutive positive zeros of Jν+1 . Let f (x) = xν+1 Jν+1 . Then
f (α) = f (β) = 0. Thus there exists c ∈ (α, β) such that f 0 (c) = 0. Taking γ = ν + 1
in [xγ Jγ ]0 = xγ Jγ−1 , we see that Jν (c) = 0. Thus there exists a zero of Jν between
consecutive zeros of Jν+1 . Similarly taking γ = ν in [x−γ Jγ ]0 = −x−γ Jγ+1 , we conclude
that there exists a zero of Jν+1 between consecutive positive zeros of Jν . To prove
uniqueness, let there exist two zero of Jν between consecutive zeros α and β of Jν+1 .
This implies that there exist a zero of Jν+1 between α and β, which contradicts the fact
that α and β are consecutive zeroes.
Now u(1) = Jν (λ) and v(1) = Jν (µ). Let us choose λ = λm and µ = λn , where λm and
λn are positive zeros of Jν . Then u(1) = v(1) = 0 and thus find
Z 1
2 2
(λn − λm ) xJν (λm x)Jν (λn x) dx = 0.
0
If n 6= m, then Z 1
xJν (λm x)Jν (λn x) dx = 0.
0
Now from (3), we find [since u (x) = λJν0 (λx) etc]
0
Z 1
λJ 0 (λ)Jν (µ) − µJν (λ)Jν0 (µ)
xJν2 (λx) dx = lim ν
0 µ→λ µ2 − λ2
2
λ Jν0 (λ) − Jν (λ)Jν0 (λ) − λJν (λ)Jν00 (λ)
=
2λ
Now if we take λ = λn , where λn is a positive zero of Jν , then we find
Z 1
1 0 2
xJν2 (λn x) dx = Jν (λn ) .
0 2
Now from
0 ν
x−ν Jν (x) = −x−ν Jν+1 (x) =⇒ Jν0 (x) − Jν (x) = −Jν+1 (x),
x
we find by substituting x = λn
Laplace Transform
1. Let F (s) be the Laplace transform of f (t). Find the Laplace transform of f (at) (a > 0).
Solution:
Z ∞ Z ∞
−st 1 1
e−(s/a)τ f (τ ) dτ = F (s/a)
L f (at) = e f (at) dt =
0 a 0 a
2. Find the Laplace transforms:
(a) [t] (greatest integer function), (b) tm cosh bt (m ∈ non-negative integers),
(
t
e sin at sin t cosh t sin 3t, 0 < t < π,
(T)(c) et sin at, (d) , (e) , (f) f (t) =
t t 0, t > π,
Solution:
(a)
Z 2 Z 3 Z 4
−st −st
e−st dt + · · ·
L [t] = e dt + 2 e dt + 3
1 2 3
−s
e e−s
= (1 + e−s + e−2s + e−3s + · · · ) = (s > 0 =⇒ 0 < e−s < 1)
s s(1 − e−s )
(b)
m! 1
L(tm ) = m+1
=⇒ L(tm cosh bt) = L(ebt tm + e−bt tm )
s 2
m! 1 1
= +
2 (s − b)m+1 (s + b)m+1
(c)
a a
L(sin at) = =⇒ L(et sin at) =
s2 +a 2 (s − 1)2 + a2
R∞
(d) Use L f (t)/t = s F (s) ds. Now
a
L(sin at) = 2
s Z+ a2
∞
sin at ds π
=⇒ L = a 2 2
= − tan−1 (s/a)
t s s +a 2
t
e sin at π −1 s−1
=⇒ L = − tan
t 2 a
Solution:
(a) Consider g(t) = u(t)−u(t−π)+u(t−2π) cos t = u(t)−u(t−π)+u(t−2π) cos(t−2π)
1 1 s
L f (t) = L g(t) = − e−πs + e−2πs 2
s s s +1
(b) Consider g(t) = u(t−1)−u(t−2) cos(πt) = −u(t−1) cos π(t−1)−u(t−2) cos π(t−2)
s s
L f (t) = L g(t) = − e−s + e−2s 2
2
s +π 2 s + π2
a sin at
F 0 (s) = − −1 0
2 2
=⇒ L F (s) = − sin at =⇒ f (t) =
s +a t
(b)
0 2s 2 −1 0
−t 2(e−t − cos t)
F (s) = 2 − =⇒ L F (s) = 2(cos t − e ) =⇒ f (t) =
s +1 s+1 t
(c)
s+2 1 1 1
F (s) = 2 = −
(s + 4s − 5)2 12 (s − 1)2 (s + 5)2
t2 e−5t − t2 et
0 1 2 2 −1 0
F (s) = − =⇒ L F (s) =
12 (s + 5)3 (s − 1)3 12
Thus,
et − e−5t
f (t) = t
12
(d)
se−πs
= e−πs L(cos 2t) = L u(t − π) cos 2(t − π)
2
s +4
Thus,
se−πs
−1
L = u(t − π) cos 2t
s2 + 4
(e)
(1 − e−2s )(1 − 3e−2s ) 1 4e−2s 3e−4s
= − + 2
s2 s2 s2 s
Thus,
f (t) = t − 4u(t − 2)(t − 2) + 3(t − 4)u(t − 4)
(b)
2 2
F (s) = =
s2 − 1 (s + 1)(s − 1)
Now
1 1
L(et ) = , L(e−t ) = .
s−1 s+1
Hence, Z t Z t
τ −(t−τ ) −t
f (t) = 2 e e dτ = 2e e2τ dτ = et − e−t = 2 sinh t
0 0
(c)
1 11 2
F (s) = =
s2 (s2 + 4) 2 s2 s2 + 4
Now
1 2
L(t) = , L (sin 2t) = .
s2 s2 +4
Hence,
t
2t − sin 2t
Z
1
f (t) = (t − τ ) sin(2τ )dτ =
2 0 8
(d)
1 1 1
F (s) = 2
=
(s − 1) s−1s−1
Now
1
L(et ) = .
s−1
Hence, Z t Z t
τ t−τ t
f (t) = e e dτ = e dτ = tet
0 0
1 t
Z
sin 2t
y(t) = sin(2τ ) cos(2(t − τ ))dτ +
2 0 2
t sin 2t sin 2t
= +
4 2
(b) Let r(t) = 4 u(t) − u(t − 1) t + 8u(t − 1) = 4u(t − 0)t + 4u(t − 1)(1 − (t − 1)). Taking
Laplace Transform on both sides of the ODE, we get
4 −s 4(s − 1)
(s2 + 3s + 2)Y (s) = R(s) =⇒ Y (s) = + e
s2 (s + 1)(s + 2) s2 (s + 1)(s + 2)
Using partial fraction and shifting theorem we get
3 2 4 1 −s 5 2 8 3
Y (s) = − + 2 + − +e − − +
s s s+1 s+2 s s2 s + 1 s + 2
=⇒ y(t) = −3 + 2t + 4e−t − e−2t + u(t − 1) 5 − 2(t − 1) − 8e−(t−1) + 3e−2(t−1)
(c) Let r(t) = 8(u(t) − u(t − π)) sin t = 8u(t) sin t + u(t − π) sin(t − π). Taking Laplace
Transform on both sides of the ODE, we get
4 R(s)
(s2 + 9)Y (s) = R(s) + 4 =⇒ Y (s) = + 2
s2 +9 s +9
We can explicitly write R(s) and then use partial fraction technique.
4 −πs 8 4 −πs 1 1
Y (s) = 2 + (1 + e ) 2 = 2 + (1 + e ) 2 −
s +9 (s + 1)(s2 + 9) s +9 s + 1 s2 + 9
This gives
4 1 1
y(t) = sin 3t + sin t − sin 3t + u(t − π) sin(t − π) − sin 3(t − π)
3 3 3
1
= sin t + sin 3t + u(t − π) sin 3t − sin t
3
Otherwise, use convolution as follows
Z t
4 1
y(t) = sin 3t + r(τ ) sin 3(t − τ ) dτ
3 3 0
8 π 1 t
Z Z
4 4
y(t) = sin 3t + sin τ sin 3(t − τ ) dτ + 0 sin 3(t − τ ) dτ = sin 3t
3 3 0 3 π 3
This solution matches with that obtained earlier.
(d) Taking Laplace transform, we get
6Y2 2
(s + 2)Y1 + = −5
s s
sY1 + (s + 1)Y2 = 1
Solving
1 12 1 18 1
Y1 (s) = − −
s 5 s−1 5 s+4
6 1 24 1
Y2 (s) = +
5s−1 5 s+4
Thus,
12 t 18 −4t
y1 (t) = 1 − e − e
5 5
6 t 24 −4t
y2 (t) = e + e
5 5
e−as e−bs
Y (s) = + =⇒ y(t) = u(t − a)e−(t−a) + u(t − b)e−(t−b)
s+1 s+1
s2 + 1 1 2 2
Y (s) = 3
= − 2
+
(s + 1) 1 + s (s + 1) (s + 1)3
Thus,
y(t) = e−t (t − 1)2