Complex Roots — Question 8

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Question 8

Consider the endpoint problem y″+2y′+5y=0,y(0)=A,y(L)=B,L>0.y''+2y'+5y=0,\qquad y(0)=A,\qquad y(L)=B,\qquad L>0. The numbers A,BA,B are endpoint values, not mode coefficients.

Tasks

  1. Derive the endpoint equation for the remaining sine coefficient. Determine all lengths LL for which every pair of endpoint values gives a unique solution.

  2. At each excluded length, give the exact compatibility condition for existence and classify the number of solutions.

  3. For A=0A=0, B=1B=1, solve when L=π/4L=\pi/4 and determine what happens at L=π/2L=\pi/2.

  4. Keep A=0A=0, B=1B=1 but take L=π/2+εL=\pi/2+\varepsilon, where 0<ε<π/40<\varepsilon<\pi/4. Find y(π/4)y(\pi/4) and its leading behavior as ε↓0\varepsilon\downarrow 0. Explain how unique solvability for every such ε\varepsilon can coexist with arbitrarily large interior values.

Original worksheet page 1: question and worked solution for 3-3-008
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Question 8 – Solution

Strategy. An exponential prefactor never vanishes, so solvability and sensitivity are governed by the sine factor in the endpoint data map.

Step 1: Reduce to one coefficient. The roots are −1±2i-1\pm 2i. The first endpoint fixes the cosine coefficient, giving y=e−t(Acos⁡2t+Csin⁡2t)y=e^{-t}(A\cos 2t+C\sin 2t). The second requires Csin⁡2L=BeL−Acos⁡2L.C\sin 2L=Be^L-A\cos 2L. If sin⁡2L≠0\sin 2L\ne 0, there is exactly one CC, so unique solvability for arbitrary data holds exactly when L≠nπ/2(n=1,2,3,…).\boxed{L\ne n\pi/2\quad(n=1,2,3,\ldots)}.

Step 2: Classify the exceptional lengths. At L=nπ/2L=n\pi/2, the condition becomes 0=BeL−(−1)nA0=Be^L-(-1)^n A. Thus B=(−1)ne−LA\boxed{B=(-1)^ne^{-L}A} is necessary and sufficient for existence. If it holds, every real CC works, giving infinitely many solutions. If it fails, there is no solution. The initial-value uniqueness theorem does not promise endpoint uniqueness at these lengths.

Step 3: Apply the two specified lengths. For A=0A=0, B=1B=1, L=π/4L=\pi/4, we have C=eπ/4C=e^{\pi/4} and y=eπ/4−tsin⁡2t.\boxed{y=e^{\pi/4-t}\sin 2t}. At L=π/2L=\pi/2, compatibility would require B=0B=0, contradicting B=1B=1, so no solution exists.

Step 4: Quantify sensitivity near an exceptional length. For L=π/2+εL=\pi/2+\varepsilon, sin⁡2L=−sin⁡2ε≠0\sin 2L=-\sin 2\varepsilon\ne 0. Hence y(t)=−eL−tsin⁡2tsin⁡2ε,y(π/4)=−eπ/4+εsin⁡2ε.y(t)=-\frac{e^{L-t}\sin 2t}{\sin 2\varepsilon},\qquad \boxed{y(\pi/4)=-\frac{e^{\pi/4+\varepsilon}}{\sin 2\varepsilon}}. Using sin⁡2ε∼2ε\sin 2\varepsilon\sim 2\varepsilon and eε→1e^\varepsilon\to 1 gives y(π/4)∼−eπ/42ε→−∞.\boxed{y(\pi/4)\sim-\frac{e^{\pi/4}}{2\varepsilon}\longrightarrow-\infty}. For each positive ε\varepsilon there is one finite coefficient, but the denominator approaches zero as the length approaches the incompatible endpoint problem. Uniqueness at each parameter value is not a uniform bound on the dependence on that parameter.

Original worksheet page 2: question and worked solution for 3-3-008

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