Section 3.2

Second Order Equations

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Problem 3.2.1

Suppose that f′′(x)=(x2−1)f(x)f''(x) = (x^2-1)f(x) for all x∈Rx \in \mathbb {R}, and that f(0)=1f(0) = 1, f′(0)=0f'(0) = 0. Show that f(x)→0f(x) \to 0 as x→∞x \to \infty.

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Problem 3.2.2

Find the solution of the differential equation

y′′−2y′+y=0, y'' - 2y' + y = 0,

subject to the conditions

y(0)=1,y′(0)=1. y(0) = 1, \quad y'(0) = 1.
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Problem 3.2.3

Find all solutions of the differential equation

d2xdt2−2dxdt+x=sin⁡t \frac{d^2 x}{dt^2} - 2\frac{dx}{dt} + x = \sin t

subject to the condition x(0)=1x(0) = 1 and x′(0)=0x'(0) = 0.

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Problem 3.2.4

Let x:R→Rx : \mathbb {R} \to \mathbb {R} be a solution to the differential equation

5x′′+10x′+6x=0. 5x'' + 10x' + 6x = 0.

Prove that the function f:R→Rf : \mathbb {R} \to \mathbb {R},

f(t)=x(t)21+x(t)4 f(t) = \frac{x(t)^2}{1+x(t)^4}

attains a maximum value.

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Problem 3.2.5

Let x(t)x(t) be the solution of the differential equation

x′′(t)+8x′(t)+25x(t)=2cos⁡t x''(t) + 8x'(t) + 25x(t) = 2\cos t

with initial conditions x(0)=0x(0) = 0 and x′(0)=0x'(0) = 0. Show that for suitable constants α\alpha and δ\delta,

lim⁡t→∞(x(t)−αcos⁡(t−δ))=0. \lim _{t \to \infty } (x(t) - \alpha \cos (t-\delta )) = 0.
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Problem 3.2.6

Let y=y(x)y = y(x) be a solution of the differential equation y′′=−∣y∣y'' = -\left|y\right| with −∞<x<∞-\infty < x < \infty, y(0)=1y(0) = 1 and y′(0)=0y'(0) = 0.

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(1)

Show that yy is an even function.

(2)

Show that yy has exactly one zero on the positive real axis.

Problem 3.2.7

Determine all real numbers L>1L > 1 so that the boundary value problem

x2y′′(x)+y(x)=0,1≤x≤L x^2 y''(x) + y(x) = 0, \quad 1 \leq x \leq L y(1)=y(L)=0 y(1) = y(L) = 0

has a nonzero solution.

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Problem 3.2.8

For which real values of pp does the differential equation

y′′+2py′+y=3 y'' + 2py' + y = 3

admit solutions y=f(x)y = f(x) with infinitely many critical points?

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Problem 3.2.9

Let pp, qq and rr be continuous real valued functions on R\mathbb {R}, with p>0p > 0. Prove that the differential equation

p(t)x′′(t)+q(t)x′(t)+r(t)x(t)=0 p(t)x''(t) + q(t)x'(t) + r(t)x(t) = 0

is equivalent to (i.e., has exactly the same solutions as) a differential equation of the form

(a(t)x′(t))′+b(t)x(t)=0, (a(t)x'(t))' + b(t)x(t) = 0,

where aa is continuously differentiable and bb is continuous.

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Problem 3.2.10

Let the function x(t)x(t) (−∞<t<∞-\infty < t < \infty) be a solution of the differential equation

d2xdt2−2bdxdt+cx=0 \frac{d^2x}{dt^2} - 2b\frac{dx}{dt} + cx = 0

such that x(0)=x(1)=0x(0) = x(1) = 0. (Here, bb and cc are real constants.) Prove that x(n)=0x(n) = 0 for every integer nn.

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Problem 3.2.11

Let kk be a positive integer. For which values of the real number cc does the differential equation

d2xdt2−2cdxdt+x=0 \frac{d^2x}{dt^2} - 2c\frac{dx}{dt} + x = 0

have a solution satisfying x(0)=x(2πk)=0x(0) = x(2\pi k) = 0?

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Problem 3.2.12

Consider the second-order linear differential equation

d2xdt2+pdxdt+qx=0.(*) \frac{d^2x}{dt^2} + p\frac{dx}{dt} + qx = 0. \tag {*}

Here, the independent variable tt varies over R\mathbb {R}, the unknown function xx is assumed to be real valued, and pp and qq are continuous functions on R\mathbb {R}. Assume that the solutions of (∗)(*) are defined for all tt (which is actually guaranteed by the theory), and that the solution set is translation invariant: if ff is a solution and ss is a real number, then the function g(t)=f(t+s)g(t) = f(t+s) is also a solution. Prove that pp and qq are constant.

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Problem 3.2.13

Let h>0h > 0 be given. Consider the linear difference equation

y((n+2)h)−2y((n+1)h)+y(nh)h2=−y(nh),n=0,1,2,…. \frac{y((n+2)h) - 2y((n+1)h) + y(nh)}{h^2} = -y(nh), \quad n = 0, 1, 2, \ldots .

(Note the analogy with the differential equation y′′=−yy'' = -y.)

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(1)

Find the general solution of the equation by trying suitable exponential substitutions.

(2)

Find the solution with y(0)=0y(0) = 0 and y(h)=hy(h) = h. Denote it by Sh(nh)S_h(nh), n=1,2,…n = 1, 2, \ldots.

(3)

Let xx be fixed and h=xnh = \frac{x}{n}. Show that

lim⁡n→∞Sxn(nxn)=sin⁡x. \lim _{n \to \infty } S_{\frac{x}{n}}\left(\frac{nx}{n}\right) = \sin x.