Real & Distinct Roots — Question 5

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Question 5

An unknown monic equation y″+py′+qy=0y''+py'+qy=0 has distinct real roots r1,r2r_1,r_2. A solution is known to contain both modes with nonzero coefficients. Its exact samples are Sn=y(nln⁡2),S0=3,S1=1,S2=3/8,S3=5/32.S_n=y(n\ln 2),\qquad S_0=3,\quad S_1=1,\quad S_2=3/8,\quad S_3=5/32. Set zj=erjln⁡2>0z_j=e^{r_j\ln 2}>0, so Sn=Az1n+Bz2nS_n=Az_1^n+Bz_2^n.

Tasks

  1. Derive a recurrence Sn+2=sSn+1−kSnS_{n+2}=sS_{n+1}-kS_n in terms of z1,z2z_1,z_2.

  2. Use the four samples to determine s,ks,k. Explain why this pair is uniquely determined.

  3. Recover the real roots, the coefficients p,qp,q, the solution y(t)y(t) and its initial slope. Verify all four samples.

  4. Explain what would fail if the observed solution contained only one mode. Could arbitrarily many exact samples of one pure exponential identify both roots of an unknown second-order equation?

Original worksheet page 1: question and worked solution for 3-2-005
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Question 5 – Solution

Strategy. Recover the two exponential multipliers from a sample recurrence, then convert those multipliers back into differential-equation roots.

Step 1: Derive the recurrence. Each zjz_j satisfies zj2−(z1+z2)zj+z1z2=0z_j^2-(z_1+z_2)z_j+z_1z_2=0. Multiplying by its mode coefficient and zjnz_j^n, then summing, gives Sn+2=sSn+1−kSn,s=z1+z2,k=z1z2.\boxed{S_{n+2}=sS_{n+1}-kS_n},\qquad s=z_1+z_2,\quad k=z_1z_2.

Step 2: Solve the sample equations exactly. For n=0,1n=0,1, s−3k=3/8,(3/8)s−k=5/32.s-3k=3/8,\qquad (3/8)s-k=5/32. Substitution of s=3/8+3ks=3/8+3k into the second equation gives k/8=1/64k/8=1/64. Hence k=1/8,s=3/4.\boxed{k=1/8,\qquad s=3/4}. The nonzero coefficient 1/81/8 in this elimination proves uniqueness. Equivalently, S0S2−S12=1/8≠0S_0S_2-S_1^2=1/8\ne 0.

Step 3: Recover and verify the continuous model. The multipliers solve z2−(3/4)z+1/8=(z−1/2)(z−1/4)=0z^2-(3/4)z+1/8=(z-1/2)(z-1/4)=0. Since r=ln⁡z/ln⁡2r=\ln z/\ln 2, the roots are −1,−2-1,-2. Thus p=3p=3, q=2q=2.

Writing y=Ae−t+Be−2ty=Ae^{-t}+Be^{-2t}, the first two samples give A+B=3A+B=3, A/2+B/4=1A/2+B/4=1, so A=1A=1, B=2B=2. Therefore y=e−t+2e−2t,y′(0)=−5.\boxed{y=e^{-t}+2e^{-2t}},\qquad \boxed{y'(0)=-5}. The four sample values are 33, 1/2+2/4=11/2+2/4=1, 1/4+2/16=3/81/4+2/16=3/8, and 1/8+2/64=5/321/8+2/64=5/32, as required. Both coefficients are nonzero.

Step 4: Identify the missing-information case. For a pure observed mode Sn=CznS_n=Cz^n, the recurrence only imposes z2−sz+k=0z^2-sz+k=0. Any positive second multiplier different from zz gives another pair s,ks,k with exactly the same samples. Thus the active root can be identified, but an unexcited root remains undetermined, even with arbitrarily many noiseless samples of that one trajectory. Exact data do not reveal a mode whose coefficient is zero.

Original worksheet page 2: question and worked solution for 3-2-005

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