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The divergence formula reduces the problem to the ordinary differential equation $r{f}^{\prime }+nf=0$ on $r>0$. Multiplication by $r^{n-1}$ makes it an exact derivative:Since the interval $r>0$ is connected, $r^{n}f(r)$ is a single constant $C$. Conversely, substituting $f=C{r}^{-n}$ into the divergence formula gives zero. ThusThis proves both existence and uniqueness up to the constant within the specified radial class. For $n=1$, the two punctured half-lines still share this same constant because the stipulated coefficient is one function of $r=|x|$.

Use the ideal long-solenoid approximation: negligible pitch and end effects, vacuum permeability ${\mu }_0$, and negligible displacement current. By cylindrical symmetry the magnetic field is axial. An Ampère's law rectangular loop with one axial side inside and the other outside gives $B_{\mathrm{in}}-B_{\mathrm{out}}={\mu }_{0}NI$. A loop wholly outside shows the outside axial field is constant with radius; requiring it to vanish far away givesThe axial sign is determined by the winding direction and the right-hand rule. The small axial component of current from the spiral pitch is neglected in this idealization.

There are $Nl$ turns, and the magnetic flux through each is $\pi a^2{\mu }_{0}NI$. The flux linkage is $LI$, so the self-inductance isThe induced electromotive force opposes increasing current by Faraday's law. Together with Ohm's law, the circuit equation is $L\dot{I}+RI={\mathcal{E}}_0$. Solving this first-order ordinary differential equation with $I(0)=0$ givesThe time constant is $L/R$, and the limiting current is ${\mathcal{E}}_0/R$.

For the scalar wave separation in Kerr spacetime, continue to use $A=r^2+a^2$ and $s=\sin \theta$. First verify the determinant in the hint. Direct multiplication of the covariant $t,\varphi$ components givesHence the block determinant is $-\Delta {\sin }^2\theta$. Inverting this block givesThe other inverse components are $g^{rr}=\Delta /\Sigma$, $g^{\theta \theta }=1/\Sigma$, and $\sqrt{-g}=\Sigma s$. The covariant wave operator on a scalar consequently has the divergence formLet $m_{\varphi }$ denote the azimuthal mode number, to distinguish it from the axial vector $m$. Insert the mode $\Psi =e^{-i\omega t+i{m}_{\varphi }\varphi }R(r)\Theta (\theta )$ in the massless Klein-Gordon equation. Single-valuedness makes $m_{\varphi }$ an integer. The $t,\varphi$ derivatives giveWith $K(r)=A\omega -a{m}_{\varphi }$, division by the mode factor gives, on patches where $R\Theta \ne 0$,The radial and angular expressions must be opposite constants. Defining the separation constant as $\Lambda$, we obtain the two ordinary differential equationsThese equations also hold at zeros of a mode by continuity, without dividing there. Regular angular solutions are scalar spheroidal harmonics, with discrete $\Lambda ={\Lambda }_{\ell m_{\varphi }}(a\omega )$. For $a\omega =0$ the angular equation becomes the associated Legendre function equation, with $\Lambda =\ell (\ell +1)$ and $\ell \ge |m_{\varphi }|$, providing a useful check of the signs and normalization. The radial function here is exactly $R$ in the chosen ansatz, without an additional factor of $1/r$.

The integrated travelling wave equation is $v^{\prime }=Q(v)/\epsilon$. A finite limiting value $a$ at either end must satisfy $Q(a)=0$. Otherwise continuity of $Q$ makes $v^{\prime }$ eventually have a fixed sign and an absolute value bounded below, which is incompatible with convergence to $a$. ThereforeSubtracting yields the Rankine-Hugoniot conditionFor distinct end states this givesDistinctness is needed for the printed quotient. If $u_l=u_r$, the identity is $0=0$. A nonconstant global profile is strictly monotone by the scalar ordinary differential equation, so cannot have equal finite end states. The equal-state profiles here are constant and their representation allows any $\sigma$.

Insert the travelling wave into the viscous scalar conservation law. With $s=x-\sigma t$ the equation becomesand one integration givesFor a nonconstant profile, $Q(v(s))$ never vanishes. Indeed, the autonomous ordinary differential equation $v^{\prime }=Q(v)/\epsilon$ has unique local solutions since $Q$ is $C^1$; reaching an equilibrium would force the whole solution to be constant. Separation and $c=v(0)$ therefore giveA different choice of reference point gives $s-s_0$ on the left, expressing the translation freedom of the travelling wave.

The printed formula needs a nonconstant-profile qualification. Constant profiles also solve the PDE, but their denominator vanishes at their constant value, so the separated integral is not defined. They must be included separately as equilibrium solutions of the integrated ordinary differential equation.

The opposite sign is the focusing semilinear wave equation ${\varphi }_{tt}-\Delta \varphi ={\varphi }^3$. Begin with a spatially constant solution, reducing the partial differential equation to the ordinary differential equation $a^{\prime \prime }=a^3$. Substitution of $a(t)=\beta (t-1{)}^{-\alpha }$ givesFor a nonzero profile, equality of powers and coefficients gives $\alpha =1$ and ${\beta }^2=2$. ChooseTo obtain compact support, take a smooth cutoff function $\chi$ equal to one on $B(0,2)$ and zero outside $B(0,3)$, and prescribeThese are smooth, compactly supported Cauchy data. By finite propagation speed, the local solution agrees with $a(t)$ throughout $|x|<2-t$ for $0\le t<\min (1,T_{\ast })$, where $T_{\ast }$ is its maximal forward smooth existence time.

For completeness, the semilinear domain of dependence assertion follows by comparing two solutions: their difference $z$ obeys $z_{tt}-\Delta z=bz$, with $b={\varphi }^2+\varphi a+a^2$. On any compact time interval before $t=1$ on which the solutions are smooth, $b$ is bounded in the backward light cone. Add $z^2/2$ to the shrinking-ball wave energy; its derivative is bounded above by $C$ times that energy, with the same nonpositive boundary flux. Zero initial difference and the Gronwall inequality give $z=0$ there.

If $T_{\ast }>1$, the identity at the origin would imply $\varphi (t,0)=\sqrt{2}/(1-t)$ as $t\uparrow 1$, contradicting smoothness at $t=1$. ThusIf the solution loses regularity earlier, that is already finite-time blowup. The usual smooth continuation criterion for semilinear wave equations precludes a finite maximal time with all continuation norms bounded. This localized ordinary differential equation blowup for a wave equation therefore supplies the required compactly supported examples.

A regular central expansion of the TOV equations requires $m(0)=0$. Once ${\rho }_c$ is chosen, the barotropic stellar equation of state fixes $p_c=p({\rho }_c)$. Smoothness at the centre forces the radial first derivatives of $p$ and $\rho$ to vanish. Expanding the Tolman–Oppenheimer–Volkoff equation givesSince $dp/d\rho >0$, the equation of state is locally invertible, and these coefficients determine the corresponding energy density expansion as well. Integrating the regular solution outward gives the surface at the first zero of the pressure, when such a finite surface exists. The ordinary differential equation uniqueness theorem then fixes the interior and its exterior mass from ${\rho }_c$.

The additive constant ${\Phi }_c$ is a time-coordinate normalization, not a second physical parameter. Matching to the Schwarzschild metric with time normalized at infinity fixes it. Therefore the regular stellar solutions, modulo time rescaling, have one physical parameter: ${\rho }_c$. This statement uses a suitably smooth fixed equation of state and refers to central densities for which the solution actually forms a regular star; not every central energy density need give a finite-radius configuration.

The characteristic polynomials of a linear multistep method areThe consistency of a numerical method conditions hold for every real $a$:Both roots of a polynomial of $\rho$, namely $1$ and $-1$, are simple and have modulus one. The root condition for a multistep method therefore gives zero-stability for every $a$. The Dahlquist equivalence theorem now gives convergence for every fixed $a\in \mathbb{R}$. As usual, this means convergence of a numerical method on each fixed finite interval for a sufficiently regular ordinary differential equation with a Lipschitz continuous vector field and starting values tending to the exact starting values. When $a\ne 0$, the implicit time-stepping method update is locally uniquely solvable for sufficiently small $h$, for example by a contraction mapping if $|ha|L<1$. Zero-stability does not assert that a large fixed step is suitable for a stiff differential equation.

Expand the exact solution about $t_{n+1}=t$. The unscaled local truncation error isOnly odd powers occur in this centered expansion. Unless $a=1/3$, the first nonzero coefficient is the $h^3$ coefficient, giving order of a numerical method two. For $a=1/3$, that term vanishes but the next coefficient is $-1/90$, giving order of a numerical method four. ThusThese are exact orders for general smooth ordinary differential equations, since the respective first surviving derivatives need not vanish. With starting errors $O(h^p)$, the zero-stability established in part (a) makes the global error $O(h^p)$.

Use the Dirichlet Laplacian eigenvalues and eigenfunctions on $(-1,1)$:An expansion $u={\sum }_j{q}_j(t)e_j$ reduces the wave equation to independent ordinary differential equationsWhen $\alpha <{\lambda }_1$, put ${\omega }_j=\sqrt{{\lambda }_j-\alpha }$; each coefficient isFor finite-energy data $\varphi \in H_0^1(-1,1)$ and $\psi \in L^2(-1,1)$, a uniform spatial bound follows from the energy method, rather than from unjustified absolute summation of the Fourier series. The conserved quantity isThe Poincare inequality gives $\Vert u{\Vert }_2^2\le {\lambda }_1^{-1}\Vert u_x{\Vert }_2^2$. Hence $2E\ge c_{\alpha }\Vert u_x{\Vert }_2^2$ with $c_{\alpha }=1-\alpha /{\lambda }_1>0$ for $0\le \alpha <{\lambda }_1$, and with $c_{\alpha }=1$ for $\alpha <0$. Since the Dirichlet boundary condition gives $u(x,t)={\int }_{-1}^x{u}_x(s,t)ds$, the Cauchy-Schwarz inequality yieldsAt $\alpha ={\lambda }_1$, the first coefficient is $q_1(t)={\varphi }_1+t{\psi }_1$, which is unbounded for some admissible data. For $\alpha >{\lambda }_1$, that coefficient has an exponentially growing component for some admissible data. Thus all-time boundedness of a wave equation with a reaction term requiresAt equality, boundedness for a particular data set requires ${\psi }_1=0$; the remaining modes are bounded by their spectral gap. Above the threshold, every unstable mode must have its growing component canceled, and any zero-frequency mode must have zero initial velocity. There is no condition on $\alpha$ alone for arbitrary specially chosen data.

The printed reference to a limit needs qualification. Bounded oscillations generally have no limit as $t\to \infty$. If actual existence of that limit for every admissible initial datum is required, no real $\alpha$ works: for every $\alpha$, choose $j$ with ${\lambda }_j>\alpha$ and nonzero pure oscillatory data in that eigenfunction. The boxed inequality answers the intended long-time boundedness question.

The tableau is the three-stage Lobatto IIIA method. To check its order of a Runge-Kutta method directly, write $e=(1,1,1{)}^T$, $c=Ae=(0,1/2,1{)}^T$, and $C=\mathrm{diag}(c)$. The eight fourth-order conditions for a Runge-Kutta method evaluate toPowers of $c$ here mean componentwise powers. For example, $Ac=(0,1/8,1/2{)}^T$, $A{c}^2=(0,1/24,1/3{)}^T$, and $A^{2}c=(0,1/48,1/6{)}^T$, which make the last three checks immediate. These Butcher order conditions establish order at least four for general nonlinear ordinary differential equations.

It is not order five: part (b)'s stability function has expansionThe fifth coefficient already fails on the Dahlquist test equation. The order is exactly four.

At leading order in the lubrication approximation, surface arclength is horizontal distance. An insoluble surfactant is transported by the surface velocity, without bulk exchange or diffusion. Conservation of insoluble surfactant on a moving interface therefore becomesThe local hydrostatic pressure and capillary normal stress giveSolve $\mu u_{zz}=p_x$ with no-slip boundary condition at $z=0$ and Marangoni stress $\mu u_z(h)={\gamma }_x=-A{C}_x$. The velocity, surface velocity and volume flux per unit width areMass conservation, $h_t+q_x=0$, yields the thin-film equations with insoluble surfactant:and the corresponding surfactant equation isThe hydrostatic and capillary terms thus affect both the film flux and the surface transport, with different coefficients.

For finite-mass Marangoni spreading on a liquid film, first neglect both pressure-gradient terms. If the spread has size $\ell$, then $C\sim M/\ell$ and $C_x\sim M/{\ell }^2$, giving surface speed $u_s\sim AM{h}_0/(\mu {\ell }^2)$. Equating $\ell /t$ to this speed givesSet $\ell =(AM{h}_{0}t/\mu {)}^{1/3}$ exactly as a similarity scale, and writeOn the positive half of the pool, substitution produces two ordinary differential equations:Symmetry fixes the flux integration constant in the second equation to zero, giving $H{\Gamma }^{\prime }=-\eta /3$ wherever $\Gamma >0$. Substitution into the first equation gives $\eta H^{\prime }=H$. Thus the linear similarity profiles for surfactant spreading have the formThe concentration vanishes at the moving front. The two integral constraints are total surfactant mass and conservation of the fluid volume relative to the undisturbed layer:The first gives $k={\eta }_N^2/3$; the second gives $k{\eta }_N=2$. Therefore ${\eta }_N^3=6$. In physical variables, the solution isOutside the pool the leading outer solution has $h=h_0$, $C=0$. In particular, $h(x_{N-},t)=2h_0$: the subscript means the one-sided limit just behind the front. As a consistency check, the surface speed there is $x_N/(3t)={\dot{x}}_N$ and the fluid jump satisfies the moving-front mass conservation condition. This ideal outer solution has a height jump from $2h_0$ to $h_0$.

That jump cannot persist in a physical interface with nonzero gravity or surface tension. Across a smoothing region of width $\Delta$, $h$ changes by $O(h_0)$. The Marangoni flux scales as $AM{h}_0^2/(\mu x_N^2)$. At $g=0$, its balance with the capillary flux ${\gamma }_0{h}_0^4/(\mu {\Delta }^3)$ gives capillary smoothing of a Marangoni front:Here the surface tension approaches ${\gamma }_0$ at the surfactant-free edge. The assumed concentration-gradient scale is $M/x_N^2$ even inside the smoothing region.

When gravity dominates capillarity, the hydrostatic flux is $\rho g{h}_0^4/(\mu \Delta )$. The same balance gives gravity smoothing of a Marangoni front:The gravity-dominated condition is ${\Delta }^2\gg {\gamma }_0/(\rho g)$, the square of the capillary length. The printed condition omits $\rho$; the expression above restores dimensional consistency.

This width grows faster than $x_N$. It becomes comparable with the pool size whenThe time is a scaling estimate, so numerical factors cannot be fixed by the width balance. For $t\gg t^{\ast }$, the sharp-front similarity profile no longer describes the film: hydrostatic pressure levels the layer over the whole pool, and its thickness tends towards $h_0$ with an increasingly small depression beneath the surfactant. The surface can still spread by Marangoni stress while a hydrostatic-pressure-driven return flow nearly cancels the net film flux. In this gravity-levelled surfactant film, $q\simeq 0$ gives $h_x\simeq -3A{C}_x/(2\rho g{h}_0)$, so the fractional height variation is of order $AM/(\rho g{h}_0^2{x}_N)\ll 1$.

Use the Fourier coefficientsThey are continuous for $0\le y\le 1$ and bounded by $2\Vert u{\Vert }_{\infty }$. On compact subintervals of $0<y<1$, the equation is uniformly elliptic with smooth coefficients. Local elliptic regularity at the flat vertical sides with zero boundary values permits differentiation and integration by parts there. ThusFor completeness, this identity also follows in the distributional sense without assuming boundary derivatives initially. Integrate on $(\epsilon ,\pi -\epsilon )$ against $\sin (nx)$ and a test function of $y$ with support away from zero and one. The interior gradient estimate near a zero Dirichlet side gives $|u_x|\le C{\epsilon }^{-1}\sup |u|$ on a nearby ball of radius comparable to $\epsilon$; continuity and the zero side value make that supremum $o(1)$ uniformly over the support in $y$. Therefore the boundary products $u_x\sin (nx)$ and $u\cos (nx)$ tend to zero. Move the $y$ derivatives to the test function before taking $\epsilon \downarrow 0$. This proves the ordinary differential equation, which makes each $b_n$ smooth in $0<y<1$ and yields the same classical identity.

The Cauchy-Euler differential equation has indicial rootsFor $n\ge 1$ the negative root is strictly negative. Boundedness as $y\downarrow 0$ forces $B_n=0$. Continuity at $y=1$ identifiesBecause $p_n^{+}>n$, the series ${\sum }_{n\ge 1}{A}_n{y}^{p_n^{+}}\sin (nx)$ converges absolutely and uniformly for $0\le y\le \rho <1$. On compact subsets with $y>0$, differentiated series converge as well. At each fixed $0<y<1$, its Fourier coefficients equal those of $u(\cdot ,y)$; completeness of the Fourier sine basis in $L^2(0,\pi )$ and continuity in $x$ make the two functions equal. ThereforeThis is also the requested sum over integers: take all coefficients with $n\le 0$ to be zero. Negative indices give redundant Fourier modes, and the $n=0$ sine vanishes. No pointwise convergence of the ordinary Fourier series on the top boundary is needed.

An important consequence is a forced zero trace at a quadratically degenerate boundary. Indeed the absolute sum is bounded by $2\Vert u{\Vert }_{\infty }{\sum }_{n\ge 1}{y}^n=2\Vert u{\Vert }_{\infty }y/(1-y)$ for $y<1$, which tends to zero as $y\downarrow 0$, uniformly in $x$. Thus $u(x,0)=0$ on the entire lower side. It follows also from $b_n(0)=0$ for every sine coefficient and completeness.

Divide the second-order difference equation by $h^2$ and set $x=nh$. The first quotient is a central finite difference approximation to $y^{\prime \prime }(x)$; the quotient $(y_{n+1}-y_{n-1})/(2h)$ approximates $y^{\prime }(x)$. Their Taylor series errors are $O(h^2)$ for a sufficiently smooth function. This is therefore a finite difference method for the second-order linear differential equation in part (a).

At a fixed $x\ge 0$, take $h\to 0$ with $n=x/h$ integral. Since $\log r_{-}=-2h+O(h^3)$, the exact bounded discrete solution satisfiesLikewise $(1-2h{)}^{x/h}\to e^{-2x}$. The decay selected by boundedness in the linear recurrence relation becomes exactly the decay selected by boundedness in the ordinary differential equation.

For a smooth map $\mathbf{u}$, the Jacobian determinant is the determinant of its Jacobian matrix $A_{ai}={\partial }_i{u}_a$. In Einstein summation convention,Differentiate the supplied expression for $V_i$ by the product rule. The term differentiating ${\partial }_j{u}_a$ vanishes because ${\partial }_i{\partial }_j{u}_a$ is symmetric in $i,j$, while ${ϵ}_{ijk}$ is antisymmetric; the term differentiating ${\partial }_k{u}_b$ vanishes similarly. Only differentiation of $u_c$ remains:The last equality follows by the cyclic relabelling $(i,j,k)\mapsto (j,k,i)$, which has positive sign. This proves the Jacobian determinant as a divergence identity.

For a composition $\mathbf{w}=\mathbf{u}\circ \mathbf{v}$, the chain rule givesTaking determinants yieldsFor the first-order perturbation, use spatial derivative control in perturbations of the identity map: the usual smooth-family interpretation gives $D{\mathbf{u}}_t=I+tD\mathbf{F}+o(t)$ locally. Multilinearity of the determinant shows that its linear term comes from choosing one column of $tD\mathbf{F}$ and all other columns from $I$. This gives the trace:The regularity qualification matters: a pointwise $o(t)$ remainder for maps does not by itself give an $o(t)$ remainder for spatial derivatives. For instance $(x+t^2\sin (x/t^2),y,z)$ has a uniform $o(t)$ displacement and $\mathbf{F}=0$, but its Jacobian determinant at $x=0$ is $2$ for $t\ne 0$. Thus the first expansion needs the remainder in $C^1$ locally, or an equivalent smoothness assumption on the family.

Under the subsequent group law, ${\mathbf{u}}_0$ is the identity and ${\mathbf{u}}_{-t}$ is the inverse of ${\mathbf{u}}_t$. Write $j(t,\mathbf{x})=J[{\mathbf{u}}_t](\mathbf{x})$. Applying the composition formula to ${\mathbf{u}}_{t+h}={\mathbf{u}}_h\circ {\mathbf{u}}_t$ and the short-time expansion gives the Jacobian evolution of a smooth flow:HenceIf only the pointwise generator expansion is assumed initially, the group law still gives ${\partial }_t{\mathbf{u}}_t(\mathbf{x})=\mathbf{F}({\mathbf{u}}_t(\mathbf{x}))$. Uniqueness and smooth dependence for this smooth ordinary differential equation make it a smooth flow map, thereby justifying the differentiated expansion used above. Thus a divergence-free generator hasBy the change of variables formula, these maps preserve ordinary Euclidean volume and orientation. This is the Euclidean instance of a volume-preserving vector field.

The chain rule along a smooth curve isDifferentiating the circular parametrization gives the tangent vectorThus the chain rule turns the angular derivative of $u$ into $-y{u}_x+x{u}_y$. The given partial differential equation makes this equal to $u$, so along every portion of the circle inside the upper half-plane, $U(t)=u(\mathbf{x}(t))$ satisfies the ordinary differential equation $U^{\prime }=U$. Its solution is $U(t)=U(t_0)e^{t-t_0}$.

For the two specified points take $a=\sqrt{2}$. The initial point corresponds to $t_0=\pi /4$ and the terminal point to $t_1=3\pi /4$. The entire intervening arc lies in $y>0$, so no continuation outside the domain is used. The requested value isThese circular characteristic curves also show locally that the general solution has the polar-coordinate form $u(r,\theta )=C(r)e^{\theta }$, with $0<\theta <\pi$; there is no requirement of angular periodicity on the upper half-plane.

Convergence of a numerical method on a fixed interval $[0,T]$ means that, as the step size tends to zero and the starting approximations tend to the exact initial values,For a vector-valued ordinary differential equation, replace the absolute value by a norm. The interval remains fixed as $h\to 0$; a small error at only one step is insufficient.

The order of a numerical method is measured by its defect on a smooth exact solution. With the unscaled residual convention for a linear multistep method, order at least $p$ means local residual $O(h^{p+1})$; equivalently, the residual divided by $h$ is $O(h^p)$. Order exactly $p$ means the next coefficient does not vanish in general. For a zero-stable method, under the usual smoothness and Lipschitz continuity assumptions and with starting errors $O(h^p)$, this yields global error $O(h^p)$ on the fixed interval. Local order by itself does not imply convergence without stability.

Insert an exact solution into the linear multistep method and use $f(t,y(t))=y^{\prime }(t)$. Its local residual isExpanding both terms by Taylor theorem givesConsequently $C_0=\cdots =C_p=0$ is sufficient for order at least $p$. It is also necessary: test the residual on the polynomials $y(t)=1,t,\dots ,t^p$, evaluating at $t=0$. For $y(t)=t^k$, it equals $h^k{C}_k$ (and equals $C_0$ for the constant), which can be $O(h^{p+1})$ only if $C_k=0$. These functions can be realized as exact solutions of suitable smooth ordinary differential equations, so this is a genuine necessity test. Thus the order conditions areThis is a statement about local order; zero-stability is the separate condition that turns it into convergent approximation.

The Dahlquist equivalence theorem states that a linear multistep method has convergence of a numerical method if and only if it is consistent and zero-stable, under the standard assumptions for the initial value problem and convergent starting values. Consistency of a numerical method means order at least one, orThe root condition for a multistep method expresses zero-stability: every root of $\rho$ has modulus at most one, and every root with modulus one is simple. Usual hypotheses include a well-posed ordinary differential equation with $f$ continuous in time and Lipschitz continuous in the solution variable, a valid step equation, and starting approximations converging to the exact values.