8.6 Practice Problems

Problem 8.6.1. Solve \(y'' + y = 0\) by power series at \(t = 0\) and identify the two solutions.

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Solution. The recursion is \((k + 2)(k + 1)a_{k+2} = -a_k\). From \(a_0\): \(a_{2k} = (-1)^ka_0/(2k)!\); from \(a_1\): \(a_{2k+1} = (-1)^ka_1/(2k + 1)!\). So \(y = a_0\cos t + a_1\sin t\), with infinite radius of convergence, as Theorem 8.1.1 predicts for constant coefficients.

Problem 8.6.2. Without solving, give a lower bound for the radius of convergence of the power series solutions of \((t^2 + 4)y'' + ty' + y = 0\) about \(t = 1\).

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Solution. \(p = t/(t^2 + 4)\) and \(q = 1/(t^2 + 4)\) are analytic except at \(t = \pm 2i\). The distance from \(1\) to \(\pm 2i\) is \(\sqrt {1 + 4} = \sqrt 5\), so the series converge at least for \(|t - 1| < \sqrt 5 = 2.24\).

Problem 8.6.3. Find the first three non-zero terms of each Frobenius solution of \(2t^2y'' + 3ty' - (1 + t)y = 0\) (Example 8.2.3).

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Solution. For \(r = \frac 12\): \(a_1 = a_0/(1 \cdot 5) = \frac 15\), \(a_2 = a_1/(2 \cdot 7) = \frac {1}{70}\), so \(y_1 = t^{1/2}\bigl (1 + \frac t5 + \frac {t^2}{70} + \cdots \bigr )\). For \(r = -1\): \(a_1 = a_0/(1 \cdot (-1)) = -1\), \(a_2 = a_1/(2 \cdot 1) = -\frac 12\), so \(y_2 = t^{-1}\bigl (1 - t - \frac {t^2}{2} - \cdots \bigr )\).

Problem 8.6.4. For Bessel’s equation of order \(0\), the indicial roots are equal. State the form of the second solution, and explain why every solution bounded at \(t = 0\) is a multiple of \(J_0\).

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Solution. By Theorem 8.2.2(ii), \(y_2 = J_0(t)\log t + \sum _{k\geq 1}c_kt^k\), which tends to \(-\infty \) as \(t \to 0^+\) because \(J_0(0) = 1\). A general solution is \(AJ_0 + By_2\), bounded at \(0\) only if \(B = 0\). This is why the displacement of a drum, which must be finite at the centre, involves only \(J_0\) and not \(Y_0\).

Problem 8.6.5. Show that \(\int _{-1}^1P_n^2\,dt = \frac {2}{2n + 1}\) using Rodrigues’ formula, and verify it for \(n = 2\).

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Solution. With \(u = (t^2 - 1)^n\), \(\int _{-1}^1P_n^2 = \frac {1}{4^n(n!)^2}\int _{-1}^1u^{(n)}u^{(n)}\). Integrating by parts \(n\) times moves all derivatives onto one factor, the boundary terms vanishing because \(u\) and its first \(n - 1\) derivatives vanish at \(\pm 1\): \(\int u^{(n)}u^{(n)} = (-1)^n\int u\,u^{(2n)} = (-1)^n(2n)!\int _{-1}^1(t^2 - 1)^n\,dt\), since \(u^{(2n)} = (2n)!\). With \(\int _{-1}^1(1 - t^2)^n\,dt = \frac {2^{2n+1}(n!)^2}{(2n + 1)!}\), this gives \(\frac {(2n)!\,2^{2n+1}(n!)^2}{4^n(n!)^2(2n + 1)!} = \frac {2}{2n + 1}\). For \(n = 2\), \(\int _{-1}^1\bigl (\frac 32t^2 - \frac 12\bigr )^2dt = \int _{-1}^1\bigl (\frac 94t^4 - \frac 32t^2 + \frac 14\bigr )dt = \frac 9{10} - 1 + \frac 12 = \frac 25\).

Problem 8.6.6. Use the recurrence \(J_{\nu -1} + J_{\nu +1} = \frac {2\nu }{t}J_\nu \) and Theorem 8.3.1(iv) to find \(J_{3/2}\) in closed form.

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Solution. With \(\nu = \frac 12\), \(J_{3/2} = \frac 1tJ_{1/2} - J_{-1/2} = \sqrt {\frac 2{\pi t}}\Bigl (\frac {\sin t}{t} - \cos t\Bigr )\). Every Bessel function of half-integer order is elementary in this way; they are the spherical Bessel functions of the wave equation in three dimensions.

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