MATH4525 Spring 2015

Homework 6 Solutions

Mar 24, 2015

1. Problem 1(a)


d2 y
dy
+ 2 + y = 0,
2
dx
dx

y(0) = 0, y(1) = 1.

d y
dy
Solution: Since the coefficients of dx
2 and dx are both positive, we expect the BL
to sit at x = 0. Set  = 0 to get an outer-approximation yout valid for x = O(1),

dyout
+ yout = 0,
dx

with the BC for the outer layer being

yout (1) = 1.
Using separation of variables (or integrating factor) we get the general solution
 1 
yout = A exp x .
2
The arbitrary constant A is fixed by the outer BC,
yout (1) = Ae1/2 = 1 = A = e1/2 .
The outer-approximation is thus
h1

yout (x) = exp (1 x) + O().

2
To find the inner approximation yin , which describes the solution for x in the BL
near x = 0, we rescale x as
z =  x,
> 0.
The ODE becomes
12

d2 y
dy
+
2
+ y = 0.
dz 2
dz

Balancing the terms proportional to

d2 y
dz 2

and

dy
,
dz

we obtain

1 2 = = = 1,
after which the rescaled equation becomes
1

d2 y
1 dy
+
2
+ y = 0.
dz 2
dz

Since 1 dominates 0 = 1 for small , we obtain a valid balance for = 1. Multiply

by  and we get
d2 y
dy
+
2
+ y = 0.
dz 2
dz

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Hw 6 Solutions Contd.

We now set  = 0 and solve for the leading order approximation to yin which satisfies
d2 yin
dy
+ 2 in = 0,
2
dz
dz
Substitute v =

yin (0) = 0.

dy

in and the equation becomes

dz

dv
+ 2v = 0 = v(z) = A exp(2z).
dz
Hence

dyin
= v(z) = A exp(2z),
dz
A
= yin (z) = exp(2z) + B,
2
and the inner BC yin (0) = 0 implies
A
A
yin (0) = + B = 0 = B = .
2
2

Thus

2z

yin = B 1 e

=B 1e

2x/

z = x/.

To fix B, we asymptotically match yin to the outer approximation yout by the

condition
lim+ yout (x) = lim yin (z).
z

x0

But
lim yout (x) = e1/2 ,

x0+

and
lim yin (z) = B,

so
B = e1/2 .
Hence
yin (x) = e

1/2

1e

2x/

+ O().

Finally the uniform approximation yunif to the full solution is given by

h
i
yunif (x) = yin (x) + yout lim+ yout (x) ,
x0


= e1/2 1 e2x/ + e(1x)/2 e1/2 + O(),
= e(1x)/2 e1/22x/ + O().

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Hw 6 Solutions Contd.

To find the exact solution we consider the characteristic equation

m2 + 2m + 1 = 0,
with solutions
m =

4 4
1h
=
1 1 .
2


The general solution is

y(x) = Aem+ x + Bem x .
The BC y(0) = 0 gives B = A and y(1) = 1 gives
A=

(em+

1
.
em )

So the exact solution is

y(x) =

(em+

h
i
1
m+ x
m x
e
e
.
em )

To relate the exact solution to yunif , we apply binomial theorem to expand

1
1  = 1  + O(2 ).
2
This gives


1
1
1
1 + 1  + O(2 ) = + O(),

2
2



1
1
2 1
m =
1 1  + O(2 ) = + + O(),

2
 2
m+ =

and
em+ em = e1/2 + O().
The exact solution can be approximated as

1 
y(x) = 1/2 ex/2 e(2/+1/2)x + O(),
e


= e1/2 ex/2 e2x/ + O().

2. Problem 1(b)


d2 y dy
+
+ y 2 = 0,
dx2 dx

1
1
y(0) = , y(1) = .
4
2

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Hw 6 Solutions Contd.

dy
d y
Solution: Since the coefficients of dx
2 and dx are both positive, we expect the BL
to sit at x = 0. Set  = 0 to get an outer-approximation yout valid for x = O(1),

dyout
2
= 0,
+ yout
dx
with the BC for the outer layer being
1
yout (1) = .
2
Using separation of variables (or integrating factor) we get the general solution
yout =

1
.
xA

The arbitrary constant A is fixed by the outer BC,

yout (1) =

1
1
= = A = 1.
1A
2

The outer-approximation is thus

yout (x) =

1
+ O().
x+1

To find the inner approximation yin , which describes the solution for x in the BL
near x = 0, we rescale x as
z =  x,
> 0.
The ODE becomes
12

dy
d2 y
+  + y 2 = 0.
2
dz
dz

Balancing the terms proportional to

d2 y
dz 2

and

dy
,
dz

we obtain

1 2 = = = 1,
after which the rescaled equation becomes
1

d2 y
dy
+ 1 + y 2 = 0.
2
dz
dz

Since 1 dominates 0 = 1 for small , we obtain a valid balance for = 1. Multiply

by  and we get
d2 y dy
+
+ y 2 = 0.
2
dz
dz

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MATH4525 Spring 2015

Hw 6 Solutions Contd.

We now set  = 0 and solve for the leading order approximation to yin which satisfies
d2 yin dyin
= 0,
+
dz 2
dz
Substitute v =

1
yin (0) = .
4

dy

in and the equation becomes

dz

dv
+ v = 0 = v(z) = A exp(z).
dz
Hence

dyin
= v(z) = A exp(z),
dz
= yin (z) = A exp(z) + B,

and the inner BC yin (0) = 1/4 implies

yin (0) = A + B = 1/4 = A = 1/4 B.
Thus





yin = 1/4 B ez + B = 1/4 B ex/ + B,

z = x/.

To fix B, we asymptotically match yin to the outer approximation yout by the

condition
lim+ yout (x) = lim yin (z).
z

x0

But
lim yout (x) = 1,

x0+

and
lim yin (z) = B,

so
B = 1.
Hence

3
yin (x) = 1 ex/ + O().
4
Finally the uniform approximation yunif to the full solution is given by
yunif (x) = yin (x) + yout
=


1
+ 1
x+1
1
=

x+1

i
lim+ yout (x) ,

x0

3 x/ 
e
1 + O(),
4
3 x/
e
+ O().
4

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Hw 6 Solutions Contd.

3. Problem 1(d)


d2 y
dy
+ (x + 1) + y = 0,
2
dx
dx

y(0) = 0, y(1) = 1.

d y
dy
Solution: Since the coefficients of dx
2 and dx are both positive, we expect the BL
to sit at x = 0. Set  = 0 to get an outer-approximation yout valid for x = O(1),

(x + 1)

dyout
+ yout = 0,
dx

with the BC for the outer layer being

yout (1) = 1.
Using separation of variables we get the general solution
yout =

A
.
1+x

The arbitrary constant A is fixed by the outer BC,

A
yout (1) = = 1 = A = 2.
2
The outer-approximation is thus
yout (x) =

2
+ O().
1+x

To find the inner approximation yin , which describes the solution for x in the BL
near x = 0, we rescale x as
z =  x,
> 0.
The ODE becomes
12

dy
d2 y
+ ( z + 1) + y = 0,
2
dz
dz

= 12

d2 y
dy
+ ( + z) + y = 0.
2
dz
dz

Balancing the terms proportional to

d2 y
dz 2

and

dy
,
dz

we obtain

1 2 = = = 1,
after which the rescaled equation becomes
1 d

y
dy
1
+
(
+
z)
+ y = 0.
dz 2
dz

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MATH4525 Spring 2015

Hw 6 Solutions Contd.

Since 1 dominates 0 = 1 for small , we obtain a valid balance for = 1. Multiply

by  and we get
d2 y
dy
+ (1 + z) + y = 0.
2
dz
dz
We now set  = 0 and solve for the leading order approximation to yin which satisfies
d2 yin dyin
= 0,
+
dz 2
dz
Substitute v =

yin (0) = 0.

dy

in and the equation becomes

dz

dv
+ v = 0 = v(z) = A exp(z).
dz
Hence

dyin
= v(z) = A exp(z),
dz
= yin (z) = A exp(z) + B,

and the inner BC yin (0) = 0 implies

yin (0) = A + B = 0 = A = B.
Thus





yin = A 1 ez = A 1 ex/ ,

z = x/.

To fix A, we asymptotically match yin to the outer approximation yout by the

condition
lim+ yout (x) = lim yin (z).
z

x0

But
lim yout (x) = 2,

x0+

and
lim yin (z) = A,

so
A = 2.
Hence



x/
yin (x) = 2 1 e
+ O().

Finally the uniform approximation yunif to the full solution is given by

h
i
yunif (x) = yin (x) + yout lim+ yout (x) ,
x0


2
+ 2 1 ex/ 2 + O(),
=
1+x
2
=
2ex/ + O().
1+x

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MATH4525 Spring 2015

Hw 6 Solutions Contd.

4. Problem 1(f)


d2 y
dy
+ x xy = 0,
2
dx
dx

y(0) = 0, y(1) = e.

Solution: For x in the interval [0,1], the coefficient of dy/dx is strictly positive only
away from x = 0. But x = 0 would coincide with the BL, so we will put the BL at
x = 0. Set  = 0 to get an outer-approximation yout valid for x = O(1),
x

dyout
xyout = 0,
dx

with the BC for the outer layer being

yout (1) = e.
Divide throughout by x and using separation of variables we get the general solution
yout = Aex .
The arbitrary constant A is fixed by the outer BC,
yout (1) = Ae = e = A = 1.
The outer-approximation is thus
yout (x) = ex + O().
To find the inner approximation yin , which describes the solution for x in the BL
near x = 0, we rescale x as
z =  x,
> 0.
The ODE becomes
12

dy
d2 y
+ ( z)  zy = 0,
2
dz
dz

= 12

dy
d2 y
+ z  zy = 0.
2
dz
dz

Balancing the terms proportional to

d2 y
dz 2

and

dy
,
dz

we obtain

1 2 = 0 = = 1/2,
after which the rescaled equation becomes
d2 y
dy
+
z
1/2 zy = 0.
2
dz
dz

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MATH4525 Spring 2015

Hw 6 Solutions Contd.

Since 1 = 0 dominates 1/2 for small , we obtain a valid balance for = 1/2.
We now set  = 0 and solve for the leading order approximation to yin which satisfies
dyin
d2 yin
= 0,
+
z
dz 2
dz
Substitute v =

dy

yin (0) = 0.

in and the equation becomes

dz

dv
+ zv = 0 = v(z) = A exp(z 2 /2).
dz
Hence

dyin
= v(z) = A exp(z 2 /2),
dz
Z z
exp(t2 /2)dt + B,
= yin (z) = A
0

and the inner BC yin (0) = 0 implies

yin (0) = B = 0.
Thus
z

Z
yin = A

exp(t /2)dt =
0

x/1/2

A exp(t2 /2)dt,

z = x/.

To fix A, we asymptotically match yin to the outer approximation yout by the

condition
lim+ yout (x) = lim yin (z).
z

x0

But
lim yout (x) = 1,

x0+

and

so

Hence

.
lim yin (z) = A
exp(t /2)dt = A
z
2
0
r
2
A=
.

r Z x/1/2
2
yin (x) =
exp(t2 /2)dt + O(1/2 ).
0

Finally the uniform approximation yunif to the full solution is given by

h
i
yunif (x) = yin (x) + yout lim+ yout (x) ,
x0

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MATH4525 Spring 2015

Hw 6 Solutions Contd.

r Z x/1/2
2
=e +
exp(t2 /2)dt 1 + O(1/2 ).
0
x

We can do some simplification if we observe that

r Z
2
1=
exp(t2 /2)dt,
0
r Z x/1/2
r Z
2
2
=
exp(t2 /2)dt +
exp(t2 /2)dt,
0
x/1/2
which gives
r Z x/1/2
r Z
2
2
exp(t2 /2)dt = 1
exp(t2 /2)dt
0
x/1/2
which results in
r Z
2
yunif (x) = e
exp(t2 /2)dt + O(1/2 ).
x/1/2
x

5. Problem 1(g)


d2 y
dy
+
2
+ ey = 0,
2
dx
dx

y(0) = 0, y(1) = 0.

d y
dy
Solution: Since the coefficients of dx
2 and dx are both positive, we expect the BL
to sit at x = 0. Set  = 0 to get an outer-approximation yout valid for x = O(1),

dyout
+ eyout = 0,
dx

with the BC for the outer layer being

yout (1) = 0.
Using separation of variables we get the general solution
x A
yout = ln
.
2
The arbitrary constant A is fixed by the outer BC,
1 A
yout (1) = ln
= 0 = A = 1.
2

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MATH4525 Spring 2015

Hw 6 Solutions Contd.

The outer-approximation is thus

yout (x) = ln

x + 1
2

+ O().

To find the inner approximation yin , which describes the solution for x in the BL
near x = 0, we rescale x as
z =  x,
> 0.
The ODE becomes
12

d2 y
dy
+ 2 + ey = 0,
2
dz
dz

Balancing the terms proportional to

d2 y
dz 2

and

dy
,
dz

we obtain

1 2 = = = 1,
after which the rescaled equation becomes
1

d2 y
dy
+ 21 + ey = 0.
2
dz
dz

Since 1 dominates 0 = 1 for small , we obtain a valid balance for = 1. Multiply

by  and we get
dy
d2 y
+ 2 + ey = 0.
2
dz
dz
We now set  = 0 and solve for the leading order approximation to yin which satisfies
d2 yin
dyin
+
2
= 0,
dz 2
dz
Substitute v =

yin (0) = 0.

dy

in and the equation becomes

dz

dv
+ v = 0 = v(z) = A exp(2z).
dz
Hence

dyin
= v(z) = A exp(2z),
dz
= yin (z) = A exp(2z) + B,

and the inner BC yin (0) = 0 implies

yin (0) = A + B = 0 = A = B.
Thus





2z
2x/
yin = A 1 e
=A 1e
,

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z = x/.

MATH4525 Spring 2015

Hw 6 Solutions Contd.

To fix A, we asymptotically match yin to the outer approximation yout by the

condition
lim+ yout (x) = lim yin (z).
z

x0

But
lim yout (x) = ln(1/2) = ln(2),

x0+

and
lim yin (z) = A,

so
A = ln(2).
Hence



yin (x) = ln(2) 1 e2x/ + O().

Finally the uniform approximation yunif to the full solution is given by

h
i
yunif (x) = yin (x) + yout lim+ yout (x) ,
x0
= ln

x + 1
2
= ln

6. Problem 4:



+ ln(2) 1 e2x/ ln(2) + O(),

x + 1
2

ln(2)e2x/ + O().

d2 u
du
 2 (2x + 1) + 2u = 0,
dx
dx

u(0) = 1, u(1) = 0.

Solution: Since the coefficient of du

is negative on [0,1], we expect the BL to sit at
dx
x = 1. Set  = 0 to get an outer-approximation yout valid for x = O(1),
(2x + 1)

duout
+ 2uout = 0,
dx

with the BC for the outer layer being

uout (0) = 1.
Using separation of variables we get the general solution


1
1
+C =A x+
.
ln uout = ln x +
2
2

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MATH4525 Spring 2015

Hw 6 Solutions Contd.

The arbitrary constant A is fixed by the outer BC,

uout (1) =

A
= 1 = A = 2.
2

The outer-approximation is thus

uout (x) = 2(x + 1) + O().
To find the inner approximation yin , which describes the solution for x in the BL
near x = 1, we rescale x as
z =  (1 x),

> 0.

The ODE becomes

12

d2 u

du

2[(1


z)
+
1](
) + 2u = 0,
dz 2
dz

= 12

d2 u
du
+ (3 2z) + 2u = 0,
2
dz
dz

Balancing the terms proportional to

d2 u
dz 2

and

du
,
dz

we obtain

1 2 = = = 1,
after which the rescaled equation becomes
1

d2 u
du
+ (31 2z) + 2u = 0.
2
dz
dz

Since 1 dominates 0 = 1 for small , we obtain a valid balance for = 1. Multiply

by  and we get
d2 u
du
du
+
3

2
+ 2u = 0.
dz 2
dz
dz
We now set  = 0 and solve for the leading order approximation to uin which satisfies
d2 uin
du
+ 3 in = 0,
2
dz
dz
Substitute v =

du

uin (z = 0) = 0.

in and the equation becomes

dz

dv
+ v = 0 = v(z) = A exp(3z).
dz
Hence

duin
= v(z) = A exp(3z),
dz

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MATH4525 Spring 2015

Hw 6 Solutions Contd.

= uin (z) = A exp(3z) + B,

and the inner BC uin (0) = 0 implies
uin (0) = A + B = 0 = A = B.
Thus





3z
3(1x)/
uin = A 1 e
=A 1e
,

To fix A, we asymptotically match uin to the outer approximation uout by the

condition
lim uout (x) = lim uin (z).
z

x1

But
lim uout (x) = 3,

x1

and
lim uin (z) = A,

so
A = 3.
Hence



uin (x) = 3 1 e3(1x)/ + O().

Finally the uniform approximation uunif to the full solution is given by

h
i
uunif (x) = uin (x) + uout lim uout (x) ,
x1


= (2x + 1) + 3 1 e3(1x)/ 3 + O(),
= (2x + 1) 3e3(1x)/ + O().