Differential Equations: Final Examination 2016

Sec. 6.1-6.3/ 20mins

Sol. 1(a) 假設
∞

𝑦(𝑥) = ∑ 𝑐𝑛 𝑥 𝑛
𝑛=0

則一次與二次微分可以表示成
∞ ∞ ∞
′ (𝑥) 𝑛−1 ′ (𝑥)
𝑦 = ∑ 𝑛𝑐𝑛 𝑥 , 𝑥𝑦 = ∑ 𝑛𝑐𝑛 𝑥 = ∑ 𝑛𝑐𝑛 𝑥 𝑛
𝑛

𝑛=1 𝑛=1 𝑛=0

∞ ∞

𝑦 ′′ (𝑥) = ∑ 𝑛(𝑛 − 1)𝑐𝑛 𝑥 𝑛−2 = ∑(𝑛 + 2)(𝑛 + 1)𝑐𝑛+2 𝑥 𝑛

𝑛=2 𝑛=0

所以原方程式等價於
∞

∑[(𝑛 + 2)(𝑛 + 1)𝑐𝑛+2 𝑥 𝑛 + 𝑛𝑐𝑛 𝑥 𝑛 + 𝑐𝑛 𝑥 𝑛 ]

𝑛=0

=0 (1)
(𝑛 + 2)(𝑛 + 1)𝑐𝑛+2 + 𝑛𝑐𝑛 + 𝑐𝑛 = 0
𝑐𝑛+2
−1
= 𝑐 (2)
𝑛+2 𝑛
將 𝑛 分成奇偶數計算
(−1)𝑛
𝑐2𝑛 = 𝑐 ,
2 ∙ 4 ∙ ⋯ ∙ (2𝑛) 0
𝑛≥1 (3)
(−1)𝑛
𝑐2𝑛+1 = 𝑐 ,
1 ∙ 3 ∙ ⋯ ∙ (2𝑛 + 1) 1
𝑛≥0 (4)
故
∞ ∞
(−1)𝑛 (−1)𝑛
𝑦(𝑥) = 𝑐0 (1 + ∑ 𝑥 2𝑛 ) + 𝑐1 (∑ 𝑥 2𝑛+1 )
2 ∙ 4 ∙ ⋯ ∙ (2𝑛) 1 ∙ 3 ∙ ⋯ ∙ (2𝑛 + 1)
𝑛=0 𝑛=0

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 Differential Equations: Final Examination 2016

Comments: 評分標準：
1. 計算到(1)式 (+3 points)
2. 計算到(2)式 (+2 points)
3. 計算出(3)式 (+1 point)
4. 計算出(4)式 (+1 point)
5. 寫出答案 (+1 point)
Sol. 1(b) 原方程式可表示成
3 3
𝑦 ′′ (𝑥) + 𝑦 ′ (𝑥) − 2𝑦(𝑥) = 0, 𝑃(𝑥) = , 𝑄(𝑥) = −2
𝑥 𝑥
所以 𝑥 = 0 是 regular singular point，用 method of Frobenius，假設
∞ ∞

𝑦(𝑥) = ∑ 𝑐𝑛 𝑥 𝑛+𝑟 , 𝑥𝑦(𝑥) = ∑ 𝑐𝑛 𝑥 𝑛+𝑟+1

𝑛=0 𝑛=0

則一次與二次微分可以表示成
∞

𝑦 ′ (𝑥) = ∑(𝑛 + 𝑟)𝑐𝑛 𝑥 𝑛+𝑟−1

𝑛=0

∞
′′ (𝑥)
𝑥𝑦 = ∑(𝑛 + 𝑟)(𝑛 + 𝑟 − 1)𝑐𝑛 𝑥 𝑛+𝑟−1
𝑛=0

所以原方程式等價於
∞

∑[(𝑛 + 𝑟)(𝑛 + 𝑟 − 1)𝑐𝑛 𝑥 𝑛+𝑟−1 + 3(𝑛 + 𝑟)𝑐𝑛 𝑥 𝑛+𝑟−1 − 2𝑐𝑛 𝑥 𝑛+𝑟+1 ] = 0 (1)
𝑛=0

根據 𝑥 的次方對齊
𝑟(𝑟 + 2)𝑐0 𝑥 𝑟−1 + (𝑟 + 1)(𝑟 + 3)𝑐1 𝑥 𝑟
∞

+ ∑[(𝑛 + 𝑟)(𝑛 + 𝑟 + 2)𝑐𝑛 𝑥 𝑛+𝑟−1 − 2𝑐𝑛−2 𝑥 𝑛+𝑟−1 ] = 0

𝑛=2

可以得到
𝑟(𝑟 + 2)𝑐0 = 0
(𝑟 + 1)(𝑟 + 3)𝑐1
(𝑟 + 2)(𝑟 + 4)𝑐2 = 2𝑐0
⋮
(𝑛 + 𝑟)(𝑛 + 𝑟 + 2)𝑐𝑛 = 2𝑐𝑛−2
因為 𝑐0 ≠ 0，所以 𝑟 = 0, 𝑐1 = 0 以及

2
 Differential Equations: Final Examination 2016
2
𝑐𝑛 = 𝑐
𝑛(𝑛 + 2) 𝑛−2
將 𝑛 分成奇偶數計算
1 1
𝑐2𝑛 = 𝑐2𝑛−2 = ⋯ = 𝑛 𝑐 ,
2𝑛(𝑛 + 1) 2 (𝑛!) (𝑛 + 1) 0
2

𝑛≥1 (2)
𝑐2𝑛+1 = 0 ,
𝑛≥0 (3)
拿掉共同的係數 𝑐0 ，可以求出其中一個解
∞
1 1 1 1
𝑦1 (𝑥) = 1 + ∑ 𝑥 2𝑛 = 1 + 𝑥 2 + 𝑥 4 + 𝑥6 + ⋯
2𝑛 (𝑛!)2 (𝑛 + 1) 4 48 1152
𝑛=0

根據第一個解來求第二個解
3
𝑒 − ∫𝑥 𝑑𝑥 1
𝑦2 (𝑥) = 𝑦1 (𝑥) ∫ 2 𝑑𝑥 = 𝑦1 (𝑥) ∫ 2 𝑑𝑥 (4)
𝑦1 (𝑥) 1 1
𝑥3 (1 + 4 𝑥 2 + 48 𝑥 4 + ⋯ )

1
= 𝑦1 (𝑥) ∫ 𝑑𝑥
1 5 7 6
𝑥 3 (1 + 2 𝑥 2 + 48 𝑥 4 + 𝑥 +⋯)
576
1 1 7 19 6
= 𝑦1 (𝑥) ∫ 3
(1 − 𝑥 2 + 𝑥 4 − 𝑥 + ⋯ ) 𝑑𝑥
𝑥 2 48 576
1 1 7 19 3
= 𝑦1 (𝑥) ∫ ( 3 − + 𝑥− 𝑥 + ⋯ ) 𝑑𝑥
𝑥 2𝑥 48 576
1 1 7 2 19 4
= 𝑦1 (𝑥) (− 2
− 𝑙𝑛 𝑥 + 𝑥 − 𝑥 +⋯)
2𝑥 2 96 2304
1 1 7 19 4
= − 𝑦1 (𝑥)(𝑙𝑛 𝑥) + 𝑦1 (𝑥) (− 2 + 𝑥 2 − 𝑥 +⋯)
2 2𝑥 96 2304
所以在 (0, ∞) 上的一般解為
𝑦(𝑥) = 𝐶1 𝑦1 (𝑥) + 𝐶2 𝑦2 (𝑥)
Comments: 評分標準：
1. 計算到(1)式 (+2 points)
2. 解出 𝑟 = 0 (+1 point)
3. 計算出(2)式 (+1 point)
4. 計算出(3)式 (+1 point)
5. 寫出 𝑦1 (+1 point)
6. 列出(4)式 (+2 points)
7. 寫出 𝑦2 (+1 point)

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 Differential Equations: Final Examination 2016

Sec 6.4 / 7mins

Sol f(x) is even function , so expand f(x) by Fourier cosine series, for T=2π

Let f(x)=𝑎0 +∑∞

𝑛=1 𝑎𝑛 cos(𝑛𝑥)
𝜋
4 1
𝑎0 =2𝜋 ∫02 cos(𝑥) 𝑑𝑥 = 𝜋
𝜋
4 2
𝑎𝑛 = ∫ cos(𝑥) cos(𝑛𝑥)𝑑𝑥
2𝜋 0
𝜋
2 𝑛2 1 1
=𝜋 𝑛2 −1 [𝑛 cos(𝑥) sin(𝑛𝑥) − 𝑛2 sin(𝑥) cos(𝑛𝑥)] | 2
0
2𝑛2 1 𝑛𝜋
=𝜋(𝑛2 −1) [− 𝑛2 cos ( 2 )]

2 𝑛𝜋
= cos ( )
𝜋(1 − 𝑛2 ) 2
1 2 𝑛𝜋
=>f(x)= + ∑∞
𝑛=1 𝜋(1−𝑛2 ) cos( 2 )cos(𝑛𝑥) #
𝜋

Comments: 評分標準：
6. 列出 f(x) (+4 points)
7. 計算𝑎0 (+2points)
8. 計算𝑎𝑛 (+2points)

Sec 6.4 / 10min

3. Solve the following DE: (9 scores)

y  x   y  x   f  x  ,

f  x   x when 1 < x < 1, f  x   f  x  2

Sol. 3 For 𝑦𝐻 ，y ′ + y = 0
𝑦𝐻 = 𝑐𝑒 −𝑥
For 𝑦𝑃

4
 Differential Equations: Final Examination 2016
將 f(x)做 Fourier Series
f(x)為奇函數，T=2，f(x) = ∑∞ 𝑛=1 𝑏𝑛 𝑠𝑖𝑛𝑛𝜋𝑥

1 2
其中 bn = 2 ∫0 𝑥𝑠𝑖𝑛𝑛𝜋𝑥𝑑𝑥 = 𝑛𝜋 (−1)𝑛+1

2 (−1)𝑛+1
所以f(x) = π ∑∞
𝑛=1 𝑠𝑖𝑛𝑛𝜋𝑥
𝑛

2 (−1)𝑛+1
令𝑦𝑃 = π ∑∞
𝑛=1 ( 𝐴𝑠𝑖𝑛𝑛𝜋𝑥 + 𝐵𝑐𝑜𝑠𝑛𝜋𝑥)
𝑛

2 (−1)𝑛+1 1 𝑛𝜋
得𝑦𝑃 = π ∑∞
𝑛=1 ( 1+𝑛2 𝜋2 𝑠𝑖𝑛𝑛𝜋𝑥 − 1+𝑛2 𝜋2 𝑐𝑜𝑠𝑛𝜋𝑥)
𝑛

∞
−𝑥
2 (−1)𝑛+1 1 𝑛𝜋
y = 𝑐𝑒 + ∑ ( 𝑠𝑖𝑛𝑛𝜋𝑥 − 𝑐𝑜𝑠𝑛𝜋𝑥)
π 𝑛 1 + 𝑛2 𝜋 2 1 + 𝑛2 𝜋 2
𝑛=1

Comments: 評分標準：
1. 寫出𝑦𝐻 = 𝑐𝑒 −𝑥 (+2 points)
2. 寫出 f(x)為奇函數，T=2，f(x) = ∑∞𝑛=1 𝑏𝑛 𝑠𝑖𝑛𝑛𝜋𝑥 (+2 points)

1 2
3. 寫出bn = 2 ∫0 𝑥𝑠𝑖𝑛𝑛𝜋𝑥𝑑𝑥 = 𝑛𝜋 (−1)𝑛+1 ( +2 points)

2 (−1)𝑛+1
4. 寫出令𝑦𝑃 = π ∑∞
𝑛=1 ( 𝐴𝑠𝑖𝑛𝑛𝜋𝑥 + 𝐵𝑐𝑜𝑠𝑛𝜋𝑥) ( +1 points)
𝑛

2 (−1)𝑛+1 1 𝑛𝜋
5. 寫出𝑦𝑃 = π ∑∞
𝑛=1 ( 1+𝑛2 𝜋2 𝑠𝑖𝑛𝑛𝜋𝑥 − 1+𝑛2 𝜋2 𝑐𝑜𝑠𝑛𝜋𝑥) ( +2 points)
𝑛

Sec 7.4/ 18mins

Sol. (a) 𝑑2𝑦 𝑑𝑦

t 2
+2 − 𝑡𝑦 = 0
𝑑𝑡 𝑑𝑡
−𝑑 𝑑𝑌
[𝑠 2 𝑌 − 𝑠𝑦(0) − 𝑦′(0)] + 2[𝑠𝑌 − 𝑦(0)] + = 0 (+5 point)
𝑑𝑠 𝑑𝑠

−(𝑠 2 − 1)𝑌 ′ = 1
𝑑𝑌 1
− 𝑑𝑠 = 𝑠2 −1 = 𝐿{𝑡𝑦(𝑡)} (+2 point)

5
 Differential Equations: Final Examination 2016

1
y(t) = 𝑡 sinh(𝑡) (+3 point

Sol. (b) −𝑑 𝑑𝑌
Because 𝐿{𝑡𝑦′} = [𝑠𝑌(𝑠) − 𝑦(0)] = −𝑠 −𝑌
𝑑𝑠 𝑑𝑠

10
Therefore, 2𝑠 2 − 𝑠𝑌 ′ − 𝑌 − 2𝑌 = 𝑠

3 −10
Y ′ + ( 𝑠 − 2𝑠) 𝑌 = (+3 point)
𝑠2

3
2
Integrating factor: 𝑒 ∫( 𝑠 −2𝑠)𝑑𝑠 = 𝑠 3 𝑒 −𝑠

Multiply the Integrating factor into both sides of the equation,

2 2
d(𝑌𝑠 3 𝑒 −𝑠 ) = −10𝑠𝑒 −𝑠
2 2
Y𝑠 3 𝑒 −𝑠 = 5𝑒 −𝑠 + 𝑐
5 𝑐 2
Y = 𝑠3 + 𝑠3 𝑒 𝑠 (+2 point)

Because lim 𝑌(𝑠) = 0, c = 0

𝑠→∞

5
Therefore, Y(s) = 𝑠3 . So,

5
y = 2 𝑡 2 (+2 point)

Comments: 分段給分，如上標所示。

Sec.7.4/ 15mins

Sol. (a)
d 2𝑘 3 d 1
= − ds (𝑆2 +𝑘 2 )2 = (2𝑘 3 )[− ds (𝑆2 +𝑘 2 )2 ]

Due to

6
 Differential Equations: Final Examination 2016

21 1 1 1 𝑡
𝐿−1 {(𝑆2 +𝑘 2 )2 } = 𝑘 sin 𝑘𝑡 ∗ 𝑘 sin 𝑘𝑡 = 𝑘 2 ∫0 sin 𝑘𝜏 sin 𝑘(𝑡 − 𝜏)𝑑𝜏 (+2 point)
𝑡
1 1 1
= 2 ∫ [cos(2𝜏 − 𝑡) − cos 𝑘𝑡] 𝑑𝜏 = 2 [ sin 𝑘(2𝜏 − 𝑡) − 𝜏 cos 𝑘𝑡] |𝑡0
2𝑘 0 2𝑘 2𝑘
1
= 2𝑘 2 sin 𝑘𝑡 − 𝑘𝑡 cos 𝑘𝑡 (+3 point)

so
d 1
=≫ (2𝑘 3 ) [− ds (𝑆2 +𝑘 2 )2 ] = 𝑡 sin 𝑘𝑡 − 𝑘𝑡 2 cos 𝑘𝑡 (+3 point)

Sol. (b) ----------------------------------------------------------------------------------------------

𝑑
−tf(t) = 𝐿−1 {𝑑𝑠 [ln(𝑠 − 3) − ln(𝑠 + 1)]}………(+4 point)

1 1
= 𝐿−1 { − } = 𝑒 3𝑡 − 𝑒 −𝑡
(𝑠 − 3) (𝑠 + 1)
1
=≫ f(t) = 𝑡 (𝑒 3𝑡 − 𝑒 −𝑡 )…………………………(+4 point)

Comments: 分段給分，如上標所示。

Sec.12.3/ 10mins

Sol. 1 Using 𝑢 = 𝑋𝑇 and as a separation constant we obtain:

𝑋 ′′ + 𝑋 = 0
𝑋(0) = 0
𝑋(𝐿) = 0
and
𝑇 ′ + 𝑘𝑇 = 0 (+1 point)

7
 Differential Equations: Final Examination 2016

This leads to
𝑛𝜋 2 𝜋 2 𝑡/𝐿2
𝑋 = 𝑐1 sin 𝑥 and 𝑇 = 𝑐2 𝑒 −𝑘𝑛
𝐿

For 𝑛 = 1,2,3 … . . so that

2 𝜋 2 𝑡/𝐿2 𝑛𝜋
𝑢 = ∑∞
𝑛=1 𝐴𝑛 𝑒
−𝑘𝑛
sin 𝑥 (+3 point)
𝐿

Imposing
𝑛𝜋
𝑢(𝑥, 0) = ∑∞
𝑛=1 𝐴𝑛 sin 𝑥
𝐿

Gives
2 2/𝐿 𝑛𝜋 2 𝑛𝜋
𝐴𝑛 = 𝐿 ∫0 sin 𝑑𝑥 = 𝑛𝜋 (1 − cos ) (+2 point)
𝐿 2

For 𝑛 = 1,2,3 … . . so that

∞ 𝑛𝜋
2 1 − cos 2 2 2 2 𝑛𝜋
𝑢(𝑥, 𝑡) = ∑ 𝑒 −𝑘𝑛 𝜋 𝑡/𝐿 sin 𝑥
𝜋 𝑛 𝐿
𝑛=1

𝑈(𝛼, +𝑡) = 𝑐1 cos 𝛼𝑎𝑡 + 𝑐2 sin 𝛼𝑎𝑡 (+4 point)

Comments: 分段給分，如上標所示。

Sec.12.3/ 15mins

Sol. 7 Set u(x,y)=X(x)Y(y)

⃛
𝑋 𝑌̈
→𝑋 = − 𝑌 = −𝜆

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Differential Equations: Final Examination 2016

̈
→{𝑋 + 𝜆𝑋 = 0, X(0)=0, X(a)=0
𝑌̈ − 𝜆𝑌 = 0
--------------------------------------------------------------------------------
If 𝜆 = 0, X=𝐶1 +𝐶2 X, X(0)=0, X(a)=0
→X=0

--------------------------------------------------------------------------------
If𝜆 = −𝑡 2 < 0, X=𝐶3 𝑒 𝑡𝑥 + 𝐶4 𝑒 −𝑡𝑥 X(0)=0, X(a)=0
→0=𝐶3 + 𝐶4
→0=𝐶3 𝑒 𝑡𝑎 + 𝐶4 𝑒 −𝑡𝑎
→𝐶3 = 𝐶4 = 0
→X=0

--------------------------------------------------------------------------------
If𝜆 = 𝑡 2 > 0, X=𝐶5 cos 𝑡𝑥 + 𝐶6 sin 𝑡𝑥 X(0)=0, X(a)=0
𝑛𝜋
→X=𝐶6 sin 𝑥 ,n=1,2,3…
𝑎

𝑛𝜋
→𝜆 = ( 𝑎 )2 ,n=1,2,3…

𝑛𝜋
→𝑌̈ − ( 𝑎 )2 𝑌 = 0

𝑛𝜋 𝑛𝜋
→Y=𝑑1𝑛 sinh( 𝑎 𝑦) + 𝑑2𝑛 cosh( 𝑎 𝑦)

𝑛𝜋 𝑛𝜋 𝑛𝜋
u(x,y)=∑∞
𝑛=1 sin 𝑥 (𝑑1𝑛 sinh( 𝑎 𝑦) + 𝑑2𝑛 cosh( 𝑎 𝑦))
𝑎

∂u
∵∂y |𝑦=0 = 0

𝑛𝜋 𝑛𝜋
→∑∞
𝑛=1 × sin 𝑥 (𝑑1𝑛 ) = 0
𝑎 𝑎

→𝑑1𝑛 =0
𝑛𝜋 𝑛𝜋
→u(x,y)=∑∞
𝑛=1 𝑑2𝑛 × sin 𝑥 × cosh( 𝑎 𝑦)
𝑎
𝑛𝜋
𝑛𝜋 𝑥 𝑛𝜋
∵u(x,b)=f(x)= ∑∞
𝑛=1 𝑑2𝑛 × cosh( 𝑎 𝑏) × sin 𝑎 =∑∞
𝑛=1 𝐵2𝑛 × sin 𝑥
𝑎

𝑎
𝑛𝜋 2 𝑛𝜋
→𝐵2𝑛 = 𝑑2𝑛 × cosh( 𝑎 𝑏)=𝑎 ∫02 𝑓(𝑥) sin 𝑥 𝑑𝑥
𝑎

9
 Differential Equations: Final Examination 2016
𝑎
2 2 𝑛𝜋
∫ 𝑓(𝑥) sin 𝑥 𝑑𝑥 𝑛𝜋 𝑛𝜋
∞ 𝑎 0
u(x,y)=∑ 𝑛=1 𝑛𝜋
𝑎
× sin 𝑥 × cosh( 𝑎 𝑦)
cosh( 𝑏) 𝑎
𝑎

Comments: 1. 寫出 X=𝐶3 cos 𝑡𝑥 + 𝐶4 sin 𝑡𝑥 給 2 分

2. 帶入 B.C 得正確解再給 2 分
𝑛𝜋 𝑛𝜋
3. 寫出 Y=𝑑1𝑛 sinh( 𝑎 𝑦) + 𝑑2𝑛 cosh( 𝑎 𝑦) 給 1 分

∂u
4. 帶∵∂y |𝑦=0 = 0,解出 u 給 2 分

5. 帶 u(x,b)=f(x)求得𝑑2𝑛 給 3 分

Sec.14.4/ 13mins

Sol. 8 Use the Fourier sine transform we obtain:

𝜕 2𝑈
2 2
−𝑎 𝛼 = 2
𝜕𝑡

𝑈(𝛼, 𝑡) = 𝑐1 cos 𝛼𝑎𝑡 + 𝑐2 sin 𝛼𝑎𝑡 (+3 point)

Now
∞
2𝛼
F𝑆 {𝑢(𝑥, 0)} = F𝑆 {𝑥𝑒 −𝑥 } = ∫ 𝑥𝑒 −𝑥 sin 𝛼𝑥𝑑𝑥 = = 𝑈(𝛼, 0)
0 (1 + 𝛼 2 )2
Also,
𝑑𝑈
F𝑆 {𝑢𝑡 (𝑥, 0)} = | = 0 (+𝟏 𝐩𝐨𝐢𝐧𝐭)
𝑑𝑡 𝑡=0
This last condition gives c2=0.

Then 𝑈(𝛼, 0) = 2𝛼/(1 + 𝛼 2 )2 yields 𝑐1 = 2𝛼/(1 + 𝛼 2 )2 (+𝟑 𝐩𝐨𝐢𝐧𝐭)

Therefore

10
 Differential Equations: Final Examination 2016
2𝛼
𝑈(𝛼, 𝑡) = cos 𝛼𝑎𝑡 (+𝟑 𝐩𝐨𝐢𝐧𝐭)
(1 + 𝛼 2 )2
And
4 ∞ 𝛼 cos 𝛼𝑎𝑡
u(𝑥, 𝑡) = ∫ sin 𝛼𝑥𝑑𝛼 (+𝟑 𝐩𝐨𝐢𝐧𝐭)
𝜋 0 (1 + 𝛼 2 )2

Comments: 評分標準：
9. 評分標準如標示

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