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MATHEMATICS 2P04

## McMaster University Final Examination Dr. J.-P. Gabardo

Version 1
Day Class
Duration of Examination: 3 hours December 2007

## THIS EXAMINATION PAPER INCLUDES 24 PAGES AND 15 QUESTIONS.

YOU ARE RESPONSIBLE FOR ENSURING THAT YOUR COPY OF THE
PAPER IS COMPLETE. BRING ANY DISCREPANCY TO THE ATTEN-

Instructions:

Part I (questions 1 - 5) show all your work to receive full credit. For the multiple choice
questions in Part II (questions 6 - 15) be sure to circle the correct letters on page 12

• No books, notes, or “cheat sheets” allowed. The only calculator permitted is the
McMaster Standard Calculator, the Casio fx 991.

## • There is a formula sheet included with the exam on page 24.

• Pages 23 of the test is for scratch work or overflow. If you continue the solution to a
question on this page, you must indicate this clearly on the page containing the original
question. GOOD LUCK!

## FINAL EXAM SOLUTIONS

Continued. . .
Final Exam / Math 2P04 -2-

NAME: ID #:

1. (a) (8 pts.) Use the method of variation of parameters to find the general solution of
the non-homogeneous Cauchy-Euler differential equation

x2 y 00 − 2 x y 0 + 2 y = ln(x), x>0

Solution. The (Cauchy-Euler) auxiliary equation for the associated homogeneous equation
is m (m − 1) − 2 m + 2 = 0 or m2 − 3 m + 2 = 0. It can be factorized as (m − 1) (m − 2) = 0
anf the roots are m = 1 and m = 2. The complementary solution is thus

yc (x) = C1 x + C2 x2 , C1 , C2 arbitrary.

## Letting y1 (x) = x and y2 (x) = x2 , we have

¯ ¯ ¯ ¯
¯y1 y2 ¯ ¯x x2 ¯
W (y1 , y2 )(x) = ¯¯ 0 ¯=¯ ¯ = 2 x2 − x2 = x2 .
y1 y20 ¯ ¯ 1 2 x¯
ln x
Since the right-hand side of the differential equation written in standard form is f (x) = ,
x2
there exist a particular solution yp (x) given by
µZ ¶ µZ ¶
f (x) y2 (x) f (x) y1 (x)
yp (x) = − dx y1 (x) + dx y2 (x)
W (y1 , y2 )(x) W (y1 , y2 )(x)
ÃZ ! ÃZ !
ln x 2 ln x
2 x 2 x
=− x
dx x + x
dx x2
x2 x2
µZ ¶ µZ ¶
−2
=− (ln x) x dx x + (ln x) x dx x2 .
−3

We have
Z Z Z
−2
¡ −1 ¢0 −1
(ln x) x dx = (ln x) −x dx = −(ln x) x + x−2 dx = −(ln x) x−1 − x−1 + C

and
Z Z µ −2 ¶0 Z −3
−3 x x−2 x x−2 x−2
(ln x) x dx = (ln x) − dx = −(ln x) + dx = −(ln x) − +C.
2 2 2 2 4
Thus,
µ ¶
¡ −1 −1
¢ x−2 x−2 ln x 3
yp (x) = − −(ln x) x −x x + −(ln x) − x2 = +
2 4 2 4
and the general solution is

ln x 3
y(x) = yp (x) + yc (x) = + + C1 x + C2 x2 , C1 , C2 arbitrary.
2 4
Continued. . .
Final Exam / Math 2P04 -3-

NAME: ID #:

(b) (4 pts.) Use the method of undetermined coefficients to find the form of a particular
solution of the differential equation

## Solution. The auxiliary equation is

m3 − m2 − m + 1 = 0 or (m − 1) (m2 − 1) = 0 or (m − 1)2 (m + 1) = 0.

The roots are thus m = 1 (double) and m = −1 (simple). A particular solution yp (x) has
the form
yp (x) = A x2 ex + B x e−x + C cos x + D sin x.

Continued. . .
Final Exam / Math 2P04 -4-

NAME: ID #:

2. (a) (8 pts.) Use Laplace transforms to solve the initial value problem
(
y 00 + 4 y = g(t),
y(0) = y 0 (0) = 0,

where (
g(t) = 1, 0 < t < π,
g(t) = 1 + cos(2t), π < t < ∞.

## g(t) = 1 + cos(2t) U(t − π) = 1 + cos(2(t − π) + 2 π) U(t − π) = 1 + cos(2(t − π)) U(t − π).

Letting Y (s) = L {y(t)}, we have thus, after taking the Laplace transform of both sides of
the differential equation,
1 s
s2 Y (s) − s y(0) − y 0 (0) + 4 Y (s) = + e−πs 2
s s + 22
or, after using the initial conditions
1 s 1 s
(s2 + 4) Y (s) = + e−πs 2 or Y (s) = + e−πs 2 .
s s +4 s (s2+ 4) (s + 4)2

## Using partial fractions, we have

1 A Bs+C (A + B) s2 + C S + 4 A
= + =
s (s2 + 4) s s2 + 4 s2 + 4

## from which we deduce that A = 1/4, B = −1/4 and C = 0. Thus,

µ ¶ ½ ¾
1 1 1 s −1 1 1
2
= − 2 and L 2
= (1 − cos(2t)) .
s (s + 4) 4 s s +4 s (s + 4) 4

We have also
½ ¾ ½ µ ¶¾
−1 s −1 d 2 t
L =L − = sin(2t).
(s + 4)2
2 2
ds 4(s + 4) 4

Hence,

1 (t − π)
y(t) = (1 − cos(2t)) + sin(2(t − π)) U(t − π)
4 2
1 (t − π)
= (1 − cos(2t)) + sin(2t) U(t − π).
4 4

Continued. . .
Final Exam / Math 2P04 -5-

NAME: ID #:

## (b) (8 pts.) Use Laplace transforms to solve the integro-differential equation

 Z t
y 0 (t) + 4 y(t) + 18 e4(t−τ ) y(τ ) dτ = sin t, t ≥ 0,
0

y(0) = 1.

## y 0 (t) + 4 y(t) + 18 y(t) ∗ e4 t = sin t, t≥0

Let Y (s) = L {y(t)}. Taking the Laplace transform of both sides of the equation, we obtain

Y (s) 1
s Y (s) − 1 + 4 Y (s) + 18 = 2
s−4 s +1
or ½ ¾
1 1
(s + 4) + 18 Y (s) = 1 + 2
s−4 s +1
or ½ 2 ¾
s +2 s2 + 2
Y (s) = 2 .
s−4 s +1
Thus,
s−4 s 1
Y (s) = = − 4
s2 + 1 s2 + 1 s2 + 1
and, taking inverse Laplace transforms, we obtain

## y(t) = cos t − 4 sin t.

Continued. . .
Final Exam / Math 2P04 -6-

NAME: ID #:

3. (10 pts.) Use Laplace transform to solve the linear system of differential equations
(
y10 = y1 − y2 − 1,
y20 = y1 + y2 − 1,

## together with the initial conditions

y1 (0) = 2, y2 (0) = 0.

Solution. Let Y1 (s) = L {y1 (t)} and Y2 (s) = L {y2 (t)}. Taking the Laplace transform of
both sides of both equations in the system, we obtain
(
s Y1 (s) − 2 = Y1 (s) − Y2 (s) − 1s ,
s Y2 (s) = Y1 (s) + Y2 (s) − 1s ,
or (
(s − 1) Y1 (s) + Y2 (s) = 2 − 1s ,
− Y1 (s) + (s − 1) Y2 (s) = − 1s ,
or, in matrix form, · ¸· ¸ · ¸
(s − 1) 1 Y1 (s) 2 − 1s
=
−1 (s − 1) Y2 (s) − 1s
Using Cramer’s rule, we have
¯ ¯
¯2 − 1 1 ¯
¯ 1s ¯
¯ − (s − 1)¯ (2 s − 1) (s − 1) + 1 2 s2 − 3 s + 2
¯ s ¯
Y1 (s) = ¯ = = .
¯(s − 1) 1 ¯¯ s ((s − 1)2 + 1) s ((s − 1)2 + 1)
¯ −1 (s − 1)¯

## Using partial fractions,

2 s2 − 3 s + 2 A Bs+C (A + B) s2 + (C − 2 A) s + 2 A
= + =
s ((s − 1)2 + 1) s (s − 1)2 + 1 s ((s − 1)2 + 1)

1 s−1
Y1 (s) = +
s (s − 1)2 + 1

## and, taking inverse Laplace transforms, we obtain

y1 (t) = 1 + et cos t

Continued. . .
Final Exam / Math 2P04 -7-

NAME: ID #:

Similarly, ¯ ¯
¯(s − 1) 2 − 1 ¯
¯ s¯
¯ −1 − 1s ¯ (1 − s) + (2 s − 1) 1
Y2 (s) = ¯¯ ¯=
¯ 2 + 1)
= 2+1
.
¯ (s − 1) 1 ¯ s ((s − 1) (s − 1)
¯ −1 (s − 1)¯
Taking inverse Laplace transforms yields thus

y2 (t) = et sin t.

Continued. . .
Final Exam / Math 2P04 -8-

NAME: ID #:

## 4. Let f (x) be defined by

 0, −π < x < − π2 ,

−1, − π2 < x < 0,
f (x) =
1,
 0 < x < π2 ,

 π
0, 2
< x < π.

Consider the Fourier series expansion of f (x) as a 2π-periodic function defined on the whole
real line (i.e. as a function defined for all values of x).

(a) (2 pts.) Sketch the graph of that function for −3 π < x < 3π.

Solution.
2

0
−5 0 5
x y −1

−2

(b) (8 pts.) Compute the Fourier series expansion of f (x). Evaluate the Fourier coefficients
explicitely.
(NOTE THAT PART (c) IS AT THE BOTTOM OF THE NEXT PAGE.)

Solution. Note first that the function f (x) is odd, i. e. f (−x) = −f (x). Therefore,
Z
1 π
an = f (x) cos(n x) dx = 0, n ≥ 0.
π −π

Also,
Z π
1
bn = f (x) sin(n x) dx
π −π
(Z Z π
)
0
1 2
= (−1) sin(n x) dx + (1) sin(n x) dx
π − π2 0
Z π · ¸π µ ¶
2 2 2 cos(n x) 2 2 1 − cos(n π/2)
= sin(n x) dx = − = .
π 0 π n 0 π n

Continued. . .
Final Exam / Math 2P04 -9-

NAME: ID #:

The Fourier expansion of f (x) reduces thus to the sine Fourier series

X∞ µ ¶
2 1 − cos(n π/2)
F (x) ' sin(n x)
n=1
π n

## Since cos(n π/2) = 0 when n is odd, i. e. n = 2 k + 1 while cos(n π/2) = 1 if n = 4 k and

cos(n π/2) = −1 if n = 4 k + 2, we have
∞ ∞
2 X sin((2 k + 1) x) 4 X sin((4 k + 2) x)
F (x) ' +
π k=0 2k + 1 π k=0 4k + 2
½ ¾
2 sin(x) sin(2 x) sin(3 x) sin(5 x) sin(6 x) sin(7 x)
' +2 + + +2 + + ...
π 1 2 3 5 6 7

(c) (2 pt.) To which value does the Fourier series of f (x) above converges when x = ?
2
Explain!

Solution. Since the 2π-periodic extension of f (x) takes on the value 0 on the interval (π, 32π )
and the value −1 on the interval ( 32π , 2 π), we have
µ −¶ µ +¶
3π 3π
f = 0, f = −1
2 2

## and the Fourier series of f (x) converges to

³ ´ ³ ´
3π+ 3π−
f 2 +f 2 1
= −
2 2

at x = 2
.

Continued. . .
Final Exam / Math 2P04 -10-

NAME: ID #:

## 5. Consider the linear differential equation

y 00 − 4 x y 0 + 4 x2 y = 0.

(a) (2 pts.) What can you say, before solving, concerning the radius of convergence of any
power series solution about x0 = 0 for this equation.

Solution. The differential equation is already in standard form and P (x) = −4 x, Q(x) =
4 x2 are both polynomials and thus analytic at any point x0 ∈ R. There is thus no singular
point and the distance from 0 to the nearest singular is ∞. The radius of convergence of
any power series solution is thus R = ∞.

(b) (8 pts.) Find two linearly independent power series solutions about x0 = 0. (Compute
ONLY the first 3 nonzero terms of each serie solution.)
P∞
Solution. Let y = n=0 cn xn . Then,

0 = y 00 − 4 x y 0 + 4 x2 y
X∞ ∞
X ∞
X
n−2 n−1 2
= cn n (n − 1) x − 4x cn n x + 4x cn xn
n=2 n=1 n=0

X ∞
X ∞
X
= cn n (n − 1) xn−2 + (−4) cn n xn + 4 cn xn+2
n=2 n=1 n=0

X ∞
X ∞
X
= cn+2 (n + 2) (n + 1) xn + (−4) cn n xn + 4 cn−2 xn
n=0 n=1 n=2

X
= 2 c2 + (6 c3 − 4 c1 ) x + {cn+2 (n + 2) (n + 1) − 4 cn n + 4 cn−2 } xn
n=2

Setting the coefficients of the power series above equal to 0, we obtain thus
2 c1
c2 = 0, 6 c3 − 4 c1 = 0 or c3 = ,
3
and the recurrence relation

cn+2 (n + 2) (n + 1) − 4 cn n + 4 cn−2 = 0, n ≥ 2,

or
(cn n − cn−2 )
cn+2 = 4 , n ≥ 2.
(n + 2) (n + 1)

Continued. . .
Final Exam / Math 2P04 -11-

NAME: ID #:

In particular,
(2 c2 − c0 ) c0
c4 = 4 =−
(4) (3) 3
(4 c4 − c2 ) c4 8 c0
c6 = 4 =8 =−
(6) (5) 15 45
(3 c3 − c1 ) c1
c5 = 4 =
(5) (4) 5
Therefore the general solution is

y(x) = c0 + c1 x + c2 x2 + c3 x3 + c4 x4 + c5 x5 + c6 x6 + . . .
2 c1 3 c0 4 c1 5 8 c0 6
= c0 + c1 x + (0) x2 + x − x + x − x + ...
½ 3 ¾ 3 ½ 5 45 ¾
1 4 8 6 2 3 1 5
= c0 1 − x − x + . . . + c1 x + x + x + . . . ,
3 45 3 5

where c0 , c1 are arbitrary constants. Two linearly independent solutions are thus

1 4 8 6 2 3 1 5
y1 (x) = 1 − x − x + ... and y2 (x) = x + x + x + ....
3 45 3 5

Continued. . .
Final Exam / Math 2P04 -12-

NAME: ID #:

PART II: Multiple choice part. Circle the letter corresponding to the correct answer for
each of the questions 6 to 15 in the box below. Indicate your choice very clearly. Ambiguous
answers will be marked as wrong. There is only one correct choice for each question and an

6. A B C D E

7. A B C D E

8. A B C D E

9. A B C D E

10. A B C D E

11. A B C D E

12. A B C D E

13. A B C D E

14. A B C D E

15. A B C D E

V1
Continued. . .
Final Exam / Math 2P04 -13-

NAME: ID #:

6. (4 pts.) Let y(x) denote the unique solution of the initial value problem
(
(cos x) y 0 + (sin x) y = cos2 x,
y(0) = 1.

Find y(π).

(A) 0

(B) −π + 2

(C) 3 π − 2

(D) −π

→ (E) −π − 1

µ ¶
0 sin x
y + y = cos x.
cos x

## The integrating factor is

R sin x
dx 1
u(x) = e cos x = e− ln(cos x) = .
cos x
We have thus µ ¶
1 0 sin x
y + y=1
cos x cos2 x
or ½ ¾
d 1
y =1
dx cos x
Integration yields
1
y =x+C
cos x
and the initial condition y(0) = 1 shows that C = 1. Thus the solution is

y(x) = (x + 1) cos x

and, in particular,
y(π) = (π + 1) cos π = −π − 1.

Continued. . .
Final Exam / Math 2P04 -14-

NAME: ID #:

7. (4 pts.) Which of the following is the general solution of the linear homogeneous
differential equation

## Solution. The auxiliary equation is

m5 + m4 − 8 m3 − 8 m2 + 16 m + 16 = 0 or (m + 1) (m4 − 8 m2 + 16) = 0.

## (m + 1) (m2 − 4)2 = 0 or (m + 1) (m − 2)2 (m + 2)2 = 0.

Thus the roots are m = −1 (simple) and m = ±2 (both double). The solution is thus

## y = C1 e−x + C2 e2 x + C3 x e2 x + C4 e−2 x + C5 x e−2 x .

Continued. . .
Final Exam / Math 2P04 -15-

NAME: ID #:

## 8. (4 pts.) Let F (s) be the Laplace transform of

Z t
t
f (t) = e τ 2 e−τ dτ.
0

## Then, F (2) is equal to:

(A) 2
1
(B)
2
1
→ (C)
4
(D) 1
3
(E)
2
Solution. We have
L t2 = 3
s
and thus
L t2 e−t = .
(s + 1)3
Hence, ½Z ¾
t
2 −τ 2
L τ e dτ =
0 s (s + 1)3
and ½ Z t ¾
2
F (s) = L et 2 −τ
τ e dτ = .
0 (s − 1) s3
Therefore,
2 1
F (2) = = .
23 4

Continued. . .
Final Exam / Math 2P04 -16-

NAME: ID #:

½ ¾
−1 1 + (2 − s) e−π (s−1)
9. (4 pts.) Let f (t) = L . Then,
s2 − 2 s + 2

## (E) f (t) = e2 t sin t, for t > π

Solution. We have
1 + (2 − s) e−π (s−1) 1 + (2 − s) e−π (s−1) 1 1 − (s − 1) −π (s−1)
2
= 2
= + e
s − 2s + 2 (s − 1) + 1 (s − 1) + 1 (s − 1)2 + 1
2

Since
½ ¾
−1 1 1 − s −π s
L 2
+ 2 e = sin t + {sin(t − π) − cos(t − π)} U (t − π)
s +1 s +1
= sin t + {− sin t + cos t} U (t − π),

we have
½ ¾
−1 1 1 − (s − 1) −π (s−1) © ª
L 2
+ 2
e = = et sin t + −et sin t + et cos t U(t − π).
(s − 1) + 1 (s − 1) + 1

Thus,
f (t) = et cos t, for t > π.

Continued. . .
Final Exam / Math 2P04 -17-

NAME: ID #:

10. (4 pts.) Without actually solving, what is the “best” that you can say about the radius
of convergence R, of a power series solution of the differential equation

(A) R ≥ 2

(B) R ≥ 1

→ (C) R ≥ 5

(D) R ≥ 6

## Solution. In standard form, the DE is written as

2 x (x − 3) 6 (x − 1)
y 00 + y0 + 2 y=0
(x2 + 9) (x + 3) (x − 10) (x + 9) (x + 3) (x − 10)

## The singular points are

√ thus −3, 10
√ and ±3 i. The distances from 4 to −3, 10 and ±3 i are,
respectively, 7, 6 and 42 + 32 = 25 = 5. Thus the best we can say is that R ≥ 5 .

Continued. . .
Final Exam / Math 2P04 -18-

NAME: ID #:

11. (4 pts.) If the Frobenius method is to be used to solve the differential equation:

2 x2 y 00 − x (1 + 2 x) y 0 + (1 + x) y = 0, about x0 = 0,

## (A) −1 (double root)

(B) 1, −2
1
(C) 1, −
4
3
(D) −2, −
2
1
→ (E) ,1
2
Solution. In standard form, the DE is written as
µ ¶ µ ¶
00 1 + 2x 0 1+x
y − y + y=0
2x 2 x2

Thus,
1 + 2x 1+x
P (x) = − and Q(x) = .
2x 2 x2
Therefore,
1 1
x P (x) = − − x = a0 + a1 x + a2 x2 + . . . yielding a0 = − ,
2 2
and
1 1 1
x2 Q(x) =
+ x = b0 + b1 x + b2 x2 + . . . yielding b0 = .
2 2 2
The indicial equation r (r − 1) + a0 r + b0 = 0 is thus
1 1 3 1
r (r − 1) − r + = 0 or r2 − r + = 0
2 2 2 2
with roots q q
3 9 3 1
2
± 4
−2 2
± 4
3
± 1
1
2 2
r= = = = 1 or .
2 2 2 2

Continued. . .
Final Exam / Math 2P04 -19-

NAME: ID #:

12. (4 pts.) If the Frobenius method is used to solve the following differential equation

x2 y 00 + x y 0 + (x − 4) y = 0,

about the regular singular point x0 = 0, and r denotes the largest root of the indicial
equation, the recurrence relation needed to compute the solution associated with r is
given by:
n−3
(A) cn = cn−1 , n ≥ 1
n2 + 3
1
→ (B) cn = − cn−1 , n ≥ 1
n (n + 4)
1
(C) cn = cn−1 , n ≥ 1
(n + 1) (n + 3)
n+2
(D) cn = − cn−1 , n ≥ 1
n+1
1
(E) cn = cn−1 , n ≥ 1
(n − 2) (n + 4)
P∞
Solution. Let y = n=0 cn xn+r with c0 6= 0. We have

0 = x2 y 00 + x y 0 + (x − 4) y
X ∞ ∞
X ∞
X
2 n+r−2 n+r−1
=x cn (n + r) (n + r − 1) x +x cn (n + r) x + (x − 4) cn xn+r
n=0 n=0 n=0

X ∞
X ∞
X ∞
X
= cn (n + r) (n + r − 1) xn+r + cn (n + r) xn+r + cn xn+r+1 − 4 cn xn+r
n=0 n=0 n=0 n=0
X∞ X∞ X∞ X∞
= cn (n + r) (n + r − 1) xn+r + cn (n + r) xn+r + cn−1 xn+r − 4 cn xn+r
n=0 n=0 n=1 n=0

X
= c0 (r (r − 1) + r − 4)) + {cn ((n + r) (n + r − 1) + n + r − 4) + cn−1 }
n=1

¡ 2
¢ X © ¡ ¢ ª
= c0 r − 4) + cn (n + r)2 − 4 + cn−1
n=1

The largest root of the indicial equation is r = 2 in which case the recurrence formula for
the coefficients becomes
¡ ¢
cn (n + 2)2 − 4 + cn−1 = 0, n ≥ 1,

or
cn−1
cn = − , n ≥ 1.
n (n + 4)
Continued. . .
Final Exam / Math 2P04 -20-

NAME: ID #:

13. (4 pts.) A complete list of the regular singular points for the differential equation

(x − 2)2 (x + 1)2 x y 00 + x (x − 2) y 0 + 4 (x − 3) y = 0,

is given by:

(A) −1, 2

(B) −1, 0, 2, 3

(C) 0, −1

→ (D) 0, 2

(E) −1, 0, 2

## Solution. In standard form, the DE becomes

µ ¶ µ ¶
00 1 0 4 (x − 3)
y + y + y = 0.
(x − 2) (x + 1)2 (x − 2)2 (x + 1)2 x

## The singular points are thus −1, 0 and 2.

Since
1
(x + 1) P (x) =
(x − 2) (x + 1)
which is not analytic at x = −1, it follows that x = −1 is an ISP.
Since
x 4 x (x − 3)
x P (x) = 2
and x2 Q(x) =
(x − 2) (x + 1) (x − 2)2 (x + 1)2
are both analytic at x = 0, we deduce that x = 0 is a RSP.
Since
1 2 4 (x − 3)
(x − 2) P (x) = and (x − 2) Q(x) =
(x + 1)2 (x + 1)2 x
are both analytic at x = 2, it follows that x = 2 is a RSP.
The regular singular points are thus 0 and 2 .

Continued. . .
Final Exam / Math 2P04 -21-

NAME: ID #:

## 14. (4 pts.) Consider the eigenvalue problem

½ 2 00
x y (x) + x y 0 (x) + λ y(x) = 0
y(1) = 0, y(e) = 0.

## The eigenvalues and eigenfunctions are given by:

µ ¶
(1 + 2k)2 π 2 (1 + 2k)π ln x
(A) λk = , φk (x) = sin , k = 0, 1, 2, . . .
4 2

## → (B) λk = (kπ)2 , φk (x) = sin(kπ ln x), k = 1, 2, 3, . . .

(1 + 2k)2 π 2 ¡ ¢
(C) λk = , φk (x) = cos kπ ln x − 1, k = 0, 1, 2, . . .
2
(kπ)2 √
(D) λk = , φk (x) = x sin(kπ ln x), k = 1, 2, 3, . . .
2
(E) λk = k 2 , φk (x) = sin(kx), k = 1, 2, 3, . . .

## Solution. The (Cauchy-Euler) auxiliary equation is

m (m − 1) + m + λ = 0 or m2 + λ = 0.

## We consider 3 cases, λ < 0, λ = 0 and λ > 0.

If λ < 0, we can write λ = −ω 2 , where ω > 0 and the roots of the auxiliary equation are
±ω. The general solution is thus y(x) = C1 xω + +C2 x−ω . The condition y(1) = 0 yields
C1 + C2 = 0 or y(x) = C1 ( xω − x−ω ). The condition y(e) = 0 yields C1 ( eω − e−ω ) = 0
implying that C1 = 0. Thus no non-trivial solution exists in that case.
If λ = 0, 0 is a double root and the general solution has the form y(x) = C1 + C2 ln x. The
condition y(1) = 0 yields C1 = 0 or y(x) = C2 ln x and condition y(e) = 0 yields C2 = 0,so
no non-trivial solution exists in that case either.
If λ > 0, we can write λ = ω 2 , where ω > 0 and the roots of the auxiliary equation are ±i ω.
The general solution is thus y(x) = C1 cos(ω ln x) + C2 sin(ω ln x). The condition y(1) = 0
yields C1 = 0 or y(x) = C2 sin(ω ln x). The condition y(e) = 0 yields C2 sin(ω) = 0. Thus
non-trivial solutions will only exist when sin(ω) = 0, i. e. when ω = k π, where k ≥ 1 is an
integer. The eigenvalue are thus

λk = (k π)2 , k ≥ 1,

## φk (x) = sin(k π ln x), k ≥ 1.

Continued. . .
Final Exam / Math 2P04 -22-

NAME: ID #:

15. (4 pts.) Let u(x, t) be the temperature on a rod placed on the x-axis between x = 0
and x = π and suppose that u(x, t) is solution of the heat equation

 ∂u ∂ 2u

 = 4 , 0 < x < π, t > 0,
 ∂x2
 ∂t

 u(0, t) = 0, u(π, t) = 0, t > 0,

u(x, 0) = sin(5 x), 0 < x < π,
Evaluate the integral
Z π
I= u(x, 1) dx.
0

2 −100
→ (A) I = e
5
1 −20
(B) I = e
5
2 −50
(C) I = e
3
1 −10
(D) I = e
2
3 −125
(E) I = e
4
Solution. The solution of this heat equation is given by the series

X 2
u(x, t) = bn sin(n x) e−4 n t ,
n=1

X
where bn sin(n x) is the sine Fourier series of f (x) = sin(5 x) on the interval (0, π). By
n=1
inspection, we have
b5 = 1 and bn = 0 for n ≥ 1 and n 6= 5.
Thus,
2) t
u(x, t) = sin(5 x) e−4 (5 = sin(5 x) e−100 t
and Z Z · ¸π
π π
−100 −100 cos(5 x) 2 −100
u(x, 1) dx = sin(5 x) e dx = e − = e .
0 0 5 0 5

Continued. . .
Final Exam / Math 2P04 -23-

NAME: ID #:

SCRATCH

Continued. . .
Final Exam / Math 2P04 -24-

NAME: ID #:

## Some formulas you may use:

·Z ¸ ·Z ¸
y2 (x) f (x) y1 (x) f (x)
yp (x) = − dx y1 (x) + dx y2 (x)
W (y1 , y2 ) W (y1 , y2 )
Z ∞
L{f (t)} = F (s) = f (t) e−st dt.
0
1 n! 1
L{1} = , L{tn } = , L{ea t } =
,
s sn+1 s−a
k s
L{sin(k t)} = , L{cos(k t)} = 2 ,
s2 + k2 s + k2
L{f 0 (t)} = s F (s) − f (0), L{f 00 (t)} = s2 F (s) − s f (0) − f 0 (0),
L{f (n) (t)} = sn F (s) − sn−1 f (0) − sn−2 f 0 (0) − · · · − s f (n−2) (0) − f (n−1) (0),
L{ea t f (t)} = F (s − a), L{U(t − a) f (t − a)} = e−s a F (s),
dn
L{tn f (t)} = (−1)n n F (s),
ds
½Z t ¾
L{f ∗ g} = L f (t − τ ) g(τ ) dτ = F (s) G(s),
0
½Z t ¾
F (s)
L f (τ ) dτ = ,
0 s
L{δ(t − t0 )} = e−s t0 .
∞ ½ ¾
a0 X ¡ nπx ¢ ¡ nπx ¢
f (x) = + an cos + bn sin , where
2 n=1
p p
Z p Z
1 ¡ nπx ¢ 1 p ¡ nπx ¢
an = f (x) cos dx, n ≥ 0, bn = f (x) sin dx, n ≥ 1.
p −p p p −p p
2 sin(A) sin(B) = cos(A − B) − cos(A + B),
2 sin(A) cos(B) = sin(A + B) + sin(A − B),
2 cos(A) cos(B) = cos(A + B) + cos(A − B).