MMT-007

ASSIGNMENT BOOKLET
(Valid from 1st January, 2020 to 31st December, 2020)

M.Sc. (Mathematics with Applications in Computer Science)

DIFFERENTIAL EQUATIONS AND NUMERICAL SOLUTIONS

School of Sciences
Indira Gandhi National Open University
Maidan Garhi, New Delhi-110068
(2020)
Dear Student,

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continuous evaluation of this course, which would consist of one tutor-marked assignment. The
assignment is in this booklet.

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2
 Assignment
Course Code: MMT-007
Assignment Code: MMT-007/TMA/2020
Maximum Marks: 100

1. State whether the following statements are true or false. Justify your answer with the help of a
short proof or a counter example.

i) The Lipschitz constant for the function f ( x, y ) = x 2 | y | , defined on | x | ≤ 1, | y | ≤ 1 is

equal to 1 .
ii) If g (x) is a polynomial of degree k < n , then
1
2
∫ g ( x) Pn ( x) dx = 2n + 1 ,
−1

where Pn (x ) is the Legendre polynomial.

iii) The interval of absolute stability of the Runge-Kutta method
1
yi +1 = yi + (k1 + k 2 ) ,
2
k1 = hf ( xi , yi ), k 2 = hf ( xi + h, yi + k1 ) is − 2 < λ h < 0 .
t
iv) ∫
The function y (t ) satisfying the integral equation y (t ) = sin 2t + y (t ) dt sin 2(t − τ ) dτ
0

is y (t ) = 2 sin 2t .
v) In the Crank-Nicolson method, the partial differential equation

∂u ∂ 2u
=
∂t ∂x 2
is replaced by the finite-difference equation
1
(
(1 + r )uij +1 = uij + r uij−+11 + uij+1 + uij++11 + ui −1 − 4uij
2
)
where r = k / h 2 and k and h are mesh spaces in dimension of t and x , respectively. (10)

2. a) Show that f ( x, y ) = xy
i) satisfies a Lipschitz condition on any rectangle a ≤ x ≤ b and c ≤ y ≤ d ;
ii) satisfies a Lipschitz condition on any strip a ≤ x ≤ b and − ∞ < y < ∞ ;
iii) does not satisfy a Lipschitz condition on the entire plane. (3)

b) Use Frobenious method to find the series solution about x = 0 of the equation
d2y dy
x(1 − x ) 2
− (1 + 3 x) − y = 0 . (5)
dx dx

c) For the following differential equation locate and classify its singular points on the x -axis

3
 i) x 3 ( x − 1) y ′′ − 2( x − 1) y ′ + 3 xy = 0
ii) (3 x + 1) xy ′′ − ( x + 1) y ′ + 2 y = 0 (2)

3. a) Show that Ln +1 ( x) = ( 2n + 1 − x) Ln ( x ) − n 2 Ln −1 ( x ) . (2)

1
2n(n + 1)
b) Show that ∫ x 2 Pn−1 ( x) Pn+1 ( x ) dx =
(2n − 1) (2n + 1) (2n + 3)
. (3)
−1

c) Construct Green’s function for the differential equation

xy ′′ + y ′ = 0, 0 < x < l
under the conditions that y (0) is bounded and y (l) = 0 . (3)

d) Show that between every successive pair of zeros of J 0 ( x ) there exists a zero of J 1 ( x) . (2)

4. a) Using the transformation y = x1 / 2 u , 2 x 3 / 2 = 3 z find the solution of the equation

y ′′ + x y = 0 in terms of Bessel’s functions. (2)

∞
1
b) Show that ∫ e − ax J 0 (bx) dx =
a2 + b2
, a >0 b >0. (3)
0

sin x , when 0 < x < π

c) If f ( x) = 
 0 , when x < 0 and x > π
then prove that
∞
1 cosαx + cos [α (π − x )]
π∫
f ( x) = dα
0
1−α 2
Hence deduce
∞
cos α π / 2
∫ 1− α 2
dα = π / 2 . (5)
0

2 1 −α 2 / 4
5. a) Show that the Fourier cosine transform of f ( x ) = e − x is e . (5)
2

b) Using Fourier transform method find the bounded harmonic function V ( x, y ) in the semi-
infinite strip y > 0, 0 < x < 1 , which satisfies the conditions V y ( x, 0) = 0, V ( 0, y ) = e − y
and V (1, y ) = 0 . (5)

6. a) Find the Laplace transform of function f (t ) defined by

t / a , 0<t <a

f (t ) =  1 . (4)
 a (2a − t ), a < t < 2a

b) Using Laplace transform method solve the following simultaneous differential equations

4
 dx dy
+ =t
dt dt
d2x
2
− y = e −t
dt
subject to conditions x(0) = 3, x ′(0) = −2, y (0) = 0 . (6)

7. a) Using Taylor series second order method, obtain an approximate value of y (1.4) for the
initial value problem
y ′ = x e − y , y (1) = 0
with (i) h = 0.1 and (ii) h = 0.2 .
1 + x 2 
If the exact solution is y = ln   , obtain the error. (5)
 2 

b) Find an approximate value of y (1.0) for the initial value problem

y ′ = 1 + y 2 , y (0) = 1
using the Adams Bashforth method
h
y n+1 = y n + (3 f n − f n−1 )
2
with step length h = 0.2 . Compute the starting value using Taylor series second order
method with the same h . (5)

8. a) Using second order finite difference method, solve the boundary value problem
y ′′ − y = x, y (0) = 0, y (1) = 2, h = 1 / 4 . (3)

b) Using shooting method solve the boundary value problem

y ′′ − y ′ + 3 y = 1, y (0) = 1, y (1) = 2
with h = 1 / 4 . Use the second order Taylor series method to solve the resulting initial value
problems. (7)

9. a) Solve the heat conduction equation u t = 16 u xx in the region R (0 ≤ x ≤ 1, t > 0) with

h = 1 / 4, λ = 1 / 6 upto four time steps using Schmidt method. Take the initial and
boundary conditions as u ( x, 0) = x (1 − x ), u (0, t ) = u (1, t ) = 0 . (7)

b) Solve the wave equation utt = u xx with the initial and boundary conditions
u (0, t ) = u (1, t ) = 0, u t ( x, 0) = 0
and u ( x, 0) = sin πx, 0 ≤ x ≤ 1 using the implicit method upto two time steps. Assume
h = k = 1/ 4 . (7)

c) Find the solution of the boundary value problem

∇ 2 u = x 2 + y, 0 ≤ x ≤ 1, 0 ≤ y ≤ 1
1
u= ( x 3 + y 3 ) on the boundary
12
 1
using the Galerkin’s method with triangular elements and one internal node  h = . (6)
 2