Nonconstant Coefficient IVP’s — Question 4

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Question 4

Use ordinary one-sided Laplace integrals for real ss. Where justified, write Y(s)=ℒ{y}(s)Y(s)=\mathcal L\{y\}(s) and use ℒ{ty}=−Y′(s)\mathcal L\{ty\}=-Y'(s). Check existence and initial compatibility before treating a formal solution in ss as a transform.

Consider a singular initial point: ty′+2y=e−t,y(0)=12.ty'+2y=e^{-t},\qquad y(0)=\tfrac 12. Seek a solution continuously differentiable on [0,∞)[0,\infty) and satisfying the equation also at zero.

Tasks

  1. Check compatibility at zero and determine whether boundedness near zero leaves a free integration constant in the time equation.

  2. Derive and solve the equation for YY, selecting a branch that tends to zero at large positive ss.

  3. Identify and verify the inverse, including its limiting value and derivative at zero.

  4. Find the full real convergence set and Y(0)Y(0). Explain why a finite transform value at zero need not imply a finite derivative there.

Original worksheet page 1: question and worked solution for 4-6-004
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Question 4 – Solution

Strategy. A vanishing leading coefficient imposes compatibility. Boundedness at the singular endpoint can replace a free constant that would exist away from it.

Step 1: Inspect the singular endpoint. At zero, the equation requires 2y(0)=12y(0)=1, so the given datum is compatible. For t>0t>0, multiplying by tt gives (t2y)′=te−t(t^2y)'=te^{-t}. Its general integral has an additive constant in t2yt^2y. Boundedness of yy forces that constant to be zero, hence y(t)=1−(1+t)e−tt2(t>0).\boxed{y(t)=\frac{1-(1+t)e^{-t}}{t^2}\quad(t>0).} This proves uniqueness among bounded solutions near zero, without invoking a regular-IVP theorem at a singular point.

Step 2: Solve in transform space. The full rule ℒ{ty′}=−Y−sY′\mathcal L\{ty'\}=-Y-sY' gives Y−sY′=1/(s+1)Y-sY'=1/(s+1). Therefore (Y/s)′=−1s2(s+1),Y=s∫s∞duu2(u+1)=1−sln⁡s+1s,s>0.(Y/s)'=-\frac 1{s^2(s+1)},\qquad Y=s\int_s^\infty\frac{du}{u^2(u+1)} =\boxed{1-s\ln\frac{s+1}{s}},\quad s>0. The omitted homogeneous term is CsCs and cannot tend to zero. The inverse below verifies boundedness and transform existence.

Step 3: Verify the endpoint and forward transform. A nonsingular representation is y(t)=∫01ue−utduy(t)=\int_0^1 u e^{-ut}\,du, including at zero. Thus y(0)=1/2y(0)=1/2, y′(0)=−1/3y'(0)=-1/3, and differentiation verifies the original equation (or use (t2y)′=te−t(t^2y)'=te^{-t} for t>0t>0 and compatibility at zero). For s>0s>0, integrating first in time gives Y(s)=∫01us+udu=1−sln⁡s+1s.Y(s)=\int_0^1\frac{u}{s+u}\,du=1-s\ln\frac{s+1}{s}. The finite absolute double integral justifies interchange.

Step 4: Check the boundary rather than just the formula. The function is positive and y(t)∼1/t2y(t)\sim 1/t^2. Therefore the exact real convergence set is [0,∞)\boxed{[0,\infty)}, with divergence for negative ss. At zero the same nonnegative double integral gives Y(0)=∫011du=1\boxed{Y(0)=\int_0^1 1\,du=1}. But ty(t)∼1/tty(t)\sim 1/t, so its first moment diverges. Indeed Y′(s)=−ln⁡[(s+1)/s]+1/(s+1)→−∞Y'(s)=-\ln[(s+1)/s]+1/(s+1)\to-\infty as s↓0s\downarrow 0. A finite boundary area does not imply a finite boundary moment.

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Original worksheet page 2: question and worked solution for 4-6-004

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