Solutions: Problem set 7

Math 207B, Winter 2012

1. (a) Explain why the total birth rate B(t) of a population with constant
reproductive rate per individual and exponential survival rate et over
time t satisfies the renewal equation
Z t
t
B(t) = N0 e + e(ts) B(s) ds
0

where N0 is the total initial population at t = 0. What are the dimensions

of N0 , , , and B(t)?
(b) Solve this integral equation and discuss the behavior of B(t) as t .
Does your answer make sense?
Hint. One approach is to show that B(t) satisfies the IVP

B = ( )B, B(0) = N0 .

Solution
(a) After time t, there are N0 et survivors from the initial population,
and they contribute N0 et to the birthrate. For 0 < s < t, the
population born between times s and s + ds is B(s) ds, and of these
e(ts) B(s) ds survive to time t, so they contribute e(ts) B(s) ds
to the birth rate. Integrating this over 0 < s < t and adding the
contribution form the initial population, we get the total birth rate
B(t).
Let P denote the dimension of population and T the dimension of time.
Then
1 1 P
[N0 ] = P, [] = , [] = , [B] = .
T T T
(b) Differentiating the integral equation with respect to t, we get
Z t
t
B(t) = N0 e e(ts) B(s) ds + B(t).
0

Using the integral equation to eliminate the integral from this equation,
we find that
B = ( )B.
 Setting t = 0 in the integral equation, we get

B(0) = N0 .

The solution of this IVP is

B(t) = N0 e()t .

If > , meaning that the birth rate per individual exceeds the death
rate, then the total birth rate (and the total population) grows expo-
nentially in time. If < , meaning that the death rate per individual
exceeds the birth rate, then the total birth rate (and the total popula-
tion) decays exponentially. If = , then the total birth rate (and the
total population) remains constant.
2. (a) Consider the following Fredholm equation of the second kind
Z 1
u(x) xyu(y) dy = f (x), 0x1
0

where C is a constant and f is a given (continuous) function. If 6= 3,

show that this equation has a unique (continuous) solution for u(x) and find
the solution. If = 3, determine for what functions f a solution exists and
find the solutions in that case.
(b) For what functions f is the following Fredholm equation of the first kind
Z 1
xyu(y) dy = f (x), 0x1
0

solvable for u(x)? Describe the solutions in that case.

Hint. Note that these Fredholm equations are degenerate.

Solution

(a) The integral equation implies that

u(x) = f (x) + cx (1)

where the constant c is given by

Z 1
c= yu(y) dy.
0

Using the expression (1) for u in this equation for c, we get

Z 1 Z 1
c= yf (y) dy + y cy dy
0 0
Z 1
1
= yf (y) dy + c,
0 3
or Z 1
(3 ) c = 3 yf (y) dy.
0
 If 6= 3, then we get
Z 1
3
c= yf (y) dy
3 0

and (1) with this value of c is the unique solution of the integral equa-
tion for any continuous function f .
If = 3, then the integral equation is solvable if and only if
Z 1
yf (y) dy = 0.
0

In that case, the solution is (1) where c is an arbitrary constant.

Note that the integral operator
Z 1
(Ku)(x) = xyu(y) dy
0

has eigenvalue = 1/3 and eigenfunction u(x) = x with Ku = u, so

cx is an arbitrary solution of the homogeneous equation for = 3.
(c) Since Z 1 Z 1
xyu(y) dy = cx, c= yu(y) dy
0 0
the equation is only solvable if
f (x) = cx
for some constant c. In that case, one solution is the constant function
u(x) = 2c
The general solution is
u(x) = 2c + v(x)
where v(x) is any function orthogonal to x, meaning that
Z 1
xv(x) dx = 0.
0

Note that the range of K is one-dimensional, and the nullspace of

K, consisting of eigenfunctions with eigenvalue = 0, is infinite-
dimensional.
3. Show that the following IVP for a second-order scalar ODE for u(t)
u(t) = f (t, u(t)) ,
u(0) = u0 , u(0) = v0
is equivalent to the Volterra integral equation
Z t
u(t) = (t s)f (s, u(s)) ds + u0 + v0 t.
0

Solution
Integrating the ODE once, we get
Z t
u(t) = v0 + f (s, u(s)) ds.
0

Integrating again, we get

Z t Z r 
u(t) = u0 + v0 t + f (s, u(s)) ds dr.
0 0

Integrating by parts in the r-integral, we obtain

Z t Z r  Z t Z r 
f (s, u(s)) ds dr = 1 f (s, u(s)) ds dr
0 0 0 0
 Z r t Z t
= r f (s, u(s)) ds rf (r, u(r)) dr
0 0 0
Z t Z t
=t f (s, u(s)) ds sf (s, u(s)) ds
0 0
Z t
= (t s)f (s, u(s)) ds,
0

which shows that a solution of the IVP satisfies the integral equation.
Conversely, if u(t) satisfies the integral equation, then setting t = 0 in
the equation we get u(0) = u0 . Similarly, differentiating the integral
equation once and setting t = 0, we get u(0) = v0 . Differentiating once
again, we get u = f (t, u), so a solution of the integral equation satisfies
the IVP.
Note that the integral equation incorporates both the ODE and the
initial conditions.
4. Consider the following BVP for u(x) in 0 < x < 1:

u00 = k 2 [1 + q(x)] u + f (x),

(2)
u(0) = 0, u(1) = 0.

Here k > 0 is a constant,  is a small parameter, and f (x), q(x) are given
(continuous) functions. Assume that k 6= n for any integer n N, so that
k 2 is not an eigenvalue of d2 /dx2 with Dirichlet BCs.
(a) Find the Greens function G(x, ) for (2) with  = 0, which satisfies

d2 G
= k 2 G + (x ) in 0 < x < 1,
d2 x (3)
G(0, ) = 0, G(1, ) = 0.

(b) Use the Greens function from (a) to reformulate (2) as a Fredholm inte-
gral equation for u(x) of the form
Z 1
u(x) =  K(x, )u() d + g(x). (4)
0

(c) Write out the first few terms in the Neumann series (or Born approxima-
tion) for u as integrals involving g(x), q(x), and G(x, ).

Solution

(a) Solutions of the homogeneous equation

d2 u
2
k2u = 0
dx
that vanish at x = 0 and x = 1 are

u1 (x) = sin kx, u2 (x) = sin (k(1 x))

respectively. The Wronskian of these solutions is

u1 u02 u2 u01 = k sin kx cos (k(1 x)) k cos kx sin (k(1 x))
= k sin k,

which is nonzero if k 6= n.
 The Greens function in (3), whose x-derivative jumps by 1 across
x = , is therefore
(
sin kx sin (k(1 )) /k sin k if 0 x ,
G(x, ) =
sin k sin (k(1 x)) /k sin k if x 1.
or
sin (kx< ) sin (k(1 x> ))
G(x, ) = .
k sin k
(b) We write (2) as
u00 k 2 u = q(x)u + f (x),
u(0) = 0, u(1) = 0.
It follows from the Greens function representation that
Z 1
u(x) = G(x, ) [q()u() + f ()] d
0
Z 1 Z 1
= G(x, )q()u() d + G(x, )f () d,
0 0
which gives (4) with
Z 1
K(x, ) = G(x, )q(), g(x) = G(x, )f () d.
0

(c) The Neumann series expansion for

u = g + Ku
is
u = g + Kg + 2 K 2 g + 3 K 3 g + . . .
Explicitly, we have
Z 1
Kg(x) = G(x, )q()g() d,
0
Z 1Z 1
2
K g(x) = G(x, 1 )G(x, 2 )q(1 )q(2 )g(2 ) d1 d2 ,
0 0
Z 1Z 1Z 1
2
K g(x) = G(x, 1 )G(x, 2 )G(x, 3 )q(1 )q(2 )q(3 )g(3 ) d1 d2 d3 .
0 0 0

These terms correspond physically to single, double, and triple scatter-

ing corrections due to the perturbation q(x) in the coefficient.