MATH2038: Partial Differential Equations
Problem sheet 3
Variation of parameters, boundary value problems, Sturm-Liouville theory
Questions
Core questions are denoted with an asterisk * : Q1(a), Q2, Q3, Q4, Q5(a).
More advanced questions are denoted with a dagger † : Q1(c), Q5(b).
1. Find the general solution to each of the following problems:
*(a) y 00 − 2y 0 + y = ex log(x) , x>0
(b) x2 y 00 − xy 0 + y = x , y(1) = 1 , y 0 (1) = 4 , x>0
†(c) y 00 + x
1−x
y0 − 1
1−x
y = (x − 1)ex , 1<x<∞
Hint for (c): Check that y1 = x is a solution of the homogeneous problem,
and combine reduction of order with variation of parameters.
*2. Find the general solution of the differential equation
1
y 00 + y = 1 ,
4
and check for which of the following boundary value problems there are no solutions,
a unique solution, or many solutions, specifying any solutions that may exist:
(a) y 00 + 41 y = 1, y(0) = 0, y(π) = 2
(b) y 00 + 1
4
y = 1, y 0 (0) = 0, y 0 (π) = 0
(c) y 00 + 1
4
y = 1, y(0) = 0, y 0 (π) = 1
(d) y 00 + 1
4
y = 1, y(0) + 2y 0 (0) = 0, y(π) − 2y 0 (π) = 0 .
*3. Find the solution of the boundary value problem
x2 y 00 − xy 0 + y = 2 , y(1) = 3 , y 0 (2) = 0 , x > 0.
(continued on next page)
1
*4. Find the values of λ (the eigenvalues) and the corresponding solutions y(x) (the
eigenfunctions) for which the following boundary value problems have non-trivial
solutions.
(a) y 00 − λy = 0 subject to y(0) = 0 and y(π) = 0
(b) y 00 − λy = 0 subject to y(0) = 0 and y 0 (π) = 0
(c) y 00 − λy = 0 subject to y 0 (0) = 0 and y 0 (π) = 0 .
Note: From the general theory we know there will be an infinite number of negative
real eigenvalues. In giving your solution let λn be the n-th negative eigenvalue (in
order of increasing absolute value), and yn (x) the corresponding n-th eigenfunction.
The eigenfunctions are only defined up to an arbitrary multiplicative constant (so that
if yn (x) is an eigenfunction, then so is cyn (x) for constant c).
5. Consider the boundary value problem
y 00 + 4y 0 + (4 − λ)y = 0, y(0) = 0 = y(1) . (1)
*(a) Write the boundary value problem in Sturm-Liouville form.
†(b) Find the eigenvalues λn and eigenfunction solutions yn .
(For part (b), use the original form of the differential equation given in
Equation (1)).