SOLUTION SET VII FOR 18.

075FALL 2004

4. Series Solutions of Differential Equations:Special Functions 4.10. Dierential Equations Satised by Bessel Functions. . 46. Obtain the general solution of each of the following equation in terms of Bessel functions or, if possible, in terms of elementary functions: (a) xy 3y + xy = 0, (b) xy y + 4x3 y = 0, 1 (c) x2 y + xy (x2 + 4 )y = 0, (d) xy + (2x + 1)(y + y ) = 0, (e) xy y xy = 0, (f) x4 y + a2 y = 0, (g) y x2 y = 0, (h) xy + (1 + 2x)y + y = 0. (i) xy + (1 + 4x2 )y + x(5 + 4x2 )y = 0. Solution. (a) Rewrite the equation as: Following the method described in section 4.10 and in class (in coming Friday!), let A = 2, B = 0, C = 1, s = 1, p = 2.Then,letting Y = y/x 2 , X = x we get that Y satises the following dierential equation: hence Y = Z2 (X ). Therefore, the general solution of the equation in (a) is given by: y = x2 (c1 Y2 (x) + c2 J2 (x)). (b) Rewrite the equation as: Following the method described in section 4.10 and in class, let A = 1, B = 0, C = 1, s = 2, p = 1/2. Then,letting Y = y/x, X = x2 we get that Y satises the following dierential equation: XY (X ) + XY (X ) + (X 2 1/4)Y (X ) = 0 hence Y = Z 1 (X ).Therefore, the general solution of the equation in (b) is given by:
2

x2 y 3xy + x2 y = 0.

XY (X ) + XY (X ) + (X 2 4)Y (X ) = 0

x2 y xy + 4x4 y = 0.

y = x(c1 J 1 (x2 ) + c2 J 1 (x2 )) = C1 cos x2 + C2 sin x2 .

2 2

Date : November 7, 2002.

1

SOLUTION SET VII FOR 18.075FALL 2004

(c) By setting X = ix, the general solution is found to be y = c 1 I 1 (x) + c2 I 1 (x). Since 2 2 2 2 I 1 (x) = x sinh x, and I 1 (x) = x cosh x, the general solution reads 2 2 2 y = (c1 sinh x + c2 cosh x). x (d) Rewrite the equation as x2 y + x(2x + 1)y + (2x2 + x)y = 0. Following the method described in 4.10 and in class, let A = 0, B = C = 1, r = 1, s = 1, p = 0. Then, letting Y = yex , X = x, we get that Y satises the following dierential equation: X 2 Y (X ) + XY (X ) + X 2 Y (X ) = 0, hence Y = Z0 (X ) Y = c1 J0 (X ) + c2 Y0 (X ). Therefore, the general solution of (d) is y = ex (c1 J0 (x) + c2 Y0 (x)). (e) Rewrite the equation as Similar to (d), one can see that if we let [A = 1, B = 0, r = 0, C = i, p = 1 and s = 1] y Y = , and X = ix, x then X , Y satisfy X 2 Y (X ) + XY (X ) + (X 2 1)Y (X ) = 0. So Y = Z1 (X ), and, hence, the general solution is (f) Rewrite the equation as y = xZ1 (ix) y = x(c1 I1 (x) + c2 K1 (x)). x2 y + x2 y xy x2 y = 0.

a2 y = 0. x2 1 Similar to (d), one can see that if we let [A = 2 , B = 0, r = 0, C = a, p = y a Y = , and X = , x x then X , Y satisfy 1 X 2 Y (X ) + XY (X ) + (X 2 )Y (X ) = 0. 4 So Y = Z 1 (X ), and, hence, the general solution is 2 a a a y = xZ 1 ( ) y = x(c1 sin ( ) + c2 cos ( )). 2 x x x (g) Rewrite the equation as x2 y x4 y = 0.

1 2

and s = 1]

SOLUTION SET VII FOR 18.075FALL 2004 i Similar to (d), one can see that if we let [A = f rac12, B = 0, r = 0, C = 2 ,p = 1 4

and s = 2]

y ix2 Y = , and X = , 2 x then X , Y satisfy X 2 Y (X ) + XY (X ) + (X 2 So Y = Z 1 (X ), and, hence, the general solution is

4

1 )Y (X ) = 0. 16

i x2 x2 xZ 1 ( x2 ) y = x(c1 I 1 ( ) + c2 I 1 ( )). 4 2 4 4 2 2 (h) Rewrite the equation as y = x2 y + x(1 + 2x)y + xy = 0. Similar to (d), one can see that if we let [A = 0, B = 1, r = 1, C = i, p = 0 and s = 1] Y = yex , and X = ix, then X , Y satisfy X 2 Y (X ) + XY (X ) + X 2 Y (X ) = 0. So Y = Z0 (X ), and, hence, the general solution is (i) Rewrite the equation as y = ex Z0 (ix) y = ex (c1 I0 (x) + c2 K0 (x)). x2 y + x(1 + 4x2 )y + x2 (5 + 4x2 )y = 0. We notice that if we let [A = 0, B = 1, r = 2, C = 1, p = 0 and s = 1] Y = ex y, the dierential equation becomes X 2 Y (X ) + XY (X ) + X 2 Y (X ) = 0, which has solution Y (X ) = Z0 (X ). Hence, the general solution to the given equation is y (x) = ex Z0 (x) y (x) = ex (c1 J0 (x) + c2 Y0 (x)). 47. The following two equations each have arisen in several physical investigations. Express the general solution of each equation in terms of Bessel functions and also show that it can be expressed in terms of elementary functions when m is an integer: +1) (a) y 2 y = m(m y, x2 m y 2 y = 0. (b) y 2x Solution. (a) Rewrite the equation as Use the method we used in problem 46, we get that, if we set [A = 1 2 , B = 0, r = 0, C = 1 i, p = m + 2 and s = 1] x2 y (2 x2 + m(m + 1))y = 0.
2 2 2

X = x,

SOLUTION SET VII FOR 18.075FALL 2004

y Y = , and X = ix, x then 1 X 2 Y (X ) + XY (X ) + (X 2 (m + )2 )Y (X ) = 0. 2 So Y = Zm+ 1 (X ), and the general solution is 2 1 is not an integer, x(c1 Im+ 1 (x) + c2 I(m+ 1 ) (x)) if m + 2 2 2 y = xZm+ 1 (ix) = 1 2 is an integer. if m + 2 x(c1 Im+ 1 (x) + c2 Km+ 1 (x))
2 2

Since Im+ 1 can be expressed by elementary functions when m is an integer, its clear that 2 the general solution can also be expressed by elementary functions when m is an integer. (b) Rewrite the equation as Use the method we used in problem 46 and in class, we get that, if we set [A = m + 1 2, B = 1 and s = 1] 0, r = 0, C = i, p = m + 2 y Y = 1 , and X = ix, m+ 2 x then 1 X 2 Y (X ) + XY (X ) + (X 2 (m + )2 )Y (X ) = 0. 2 m+ 1 So Y = Zm+ 1 (X ), and the general solution is y (x) = x 2 Zm+ 1 (ix), which is 2 2 m+ 1 1 x 2 (c1 Im+ 1 (x) + c2 I(m+ 1 ) (x)) if m + 2 is not an integer, 2 2 y (x) = 1 1 m+ 2 (c1 Im+ 1 (x) + c2 Km+ 1 (x)) if m + 2 is an integer. x
2 2

x2 y 2mxy 2 x2 y = 0.

Since Im+ 1 can be expressed by elementary functions when m is an integer, its clear that 2 the general solution can also be expressed by elementary functions when m is an integer. 48. Show that for the dierential equations xy + 3y + 4xy = 0 the condition y (0) = 1 determines a unique solution, and hence that y (0) can not also be prescribed. Determine this solution. Solution. Rewrite the equation as x2 y + 3xy + 4x2 y = 0. Similar to problem 46, one can see that if we let [A = 1, B = 0, r = 1, C = 2, p = 1, r = 0 and s = 1] Y = xy, and X = 2x, then X , Y satisfy X 2 Y (X ) + XY (X ) + (X 2 1)Y (X ) = 0.

SOLUTION SET VII FOR 18.075FALL 2004

So Y = Z1 (X ), and, hence, the general solution is y = x1 Z1 (2x) = x1 (c1 J1 (2x) + c2 Y1 (2x)). According to the relations (as x 0) Jp (x) 2p xp , (1 + p) 2p (p 1)! p x ,

Yp (x)

where p = 1, its easy to see that y (0) = 1 implies c 1 = 1 and c2 = 0 since the second term blows up at x = 0! So the condition y (0) = 1 determines a unique solution, which is y = x1 J1 (2x).

49. Find the most general solution of the equation for which where P is a given constant. Solution. This equation is the Bessel equation with p = 1. Clearly, y (x) = C1 J1 (x) + C2 Y1 (x) is the general solution of the above equation. From the behavior of J 1 (x) as x 0, we deduce that: lim 2xJ1 (x) = 0
x0

x2 y + xy + (x2 1)y = 0
x0

lim 2xy (x) = P

therefore the condition in the exercise is reduced to

x0

lim 2xY1 (x) = P. 2p (p 1)! p x

From the behavior (as x 0) Yp (x) we get that:

x0

lim xY1 (x) = 2/. C2 = P /4.

Hence the required limit condition implies Thus the most general solution of for which is : y (x) = C1 J1 (x)

x2 y + xy + (x2 1)y = 0
x0

lim 2xy (x) = P P Y1 (x). 4

SOLUTION SET VII FOR 18.075FALL 2004

50. The dierential equation for small deections of a rotating string is of the form d dy (T ) + 2 y = 0. dx dx Obtain the general solution of this equation under the following assumptions: (a) T = T0 xn , = 0 xn ; T0 = l2 0 2 . (b) T = T0 xn , = 0 , n = 2; T0 = l2 0 2 . (c) T = T0 x2 , = 0 ; T0 = 40 2 . Solution. (a) Rewrite the equation as x2 y = 0. l2 1 By the method used in problem 46, we get that, if we set [A = n 2 , B = 0, r = 0, C = 1 n1 l , p = 2 and s = 1] x2 y + nxy + Y =x then
n1 2

y, and X =

x , l

n1 2 ) )Y (X ) = 0. 2 So Y = Z n1 (X ), and, hence, the general solution is X 2 Y (X ) + XY (X ) + (X 2 ( y = x (b) Rewrite the equation as x2 y + nxy +
2 l(2n) , p (n1)2 (n2)2 2n 2 ]
1n 2 2

x Z n1 ( ). 2 l 1 l2 xn2 y = 0.

1 By the method used in problem 46, we get that, if we set [A = n 2 , B = 0, r = 0, C =

and s =

Y =x then

n1 2

y, and X =

2n 2 x 2 , l(2 n)

n1 2 ) )Y (X ) = 0. n2 So Y = Z n1 (X ), and, hence, the general solution is X 2 Y (X ) + XY (X ) + (X 2 (

1n 2 n2

y = x

Z n1 (
n2

(c) Rewrite the equation as d 1 (4x2 y (x)) + y = 0 x2 y + 2xy + y = 0. dx 4 1 Let Y = xy , then the equation above becomes [A = 2 , B = 0, r = 0,and s = 0] Y (X ) + 1 Y (X ) = 0. x

2n 2 x 2 ), l(2 n)

n= 2.

SOLUTION SET VII FOR 18.075FALL 2004

So Y (X ) = cx1 , and Y =

Y (X )dx = c1 log x + c2 . Then the general solution is y = x 2 (c1 log x + c2 ).

1