Past exam of the differential equations 2 course of the University of Oxford / 2017 / 3

Move the expansion point to the origin with $z=x+1$. The transformed ordinary differential equation isAfter division by $z$, the functions $z(1-1/z)=z-1$ and $z^2(c/z)=cz$ are analytic functions at zero, so this is a regular singular point. For a Frobenius solution with leading term $a_0{z}^{\rho }$, $a_0\ne 0$, the lowest power is $z^{\rho -1}$ and its coefficient isTherefore the indicial equation and its indicial exponents areThe exponent $\rho$ denotes the quantity called $\alpha$ in the paper, and avoids confusion with other uses of that letter.

Substitute a Frobenius series $y={\sum }_{n\ge 0}{a}_n{z}^{n+\rho }$ into the transformed equation. For $n\ge 1$, equating the coefficient of $z^{n+\rho -1}$ gives the recurrence relationAt the larger indicial root $\rho =2$, the coefficient of $a_n$ is $n(n+2)\ne 0$, so a Frobenius solution always exists. At the smaller indicial root $\rho =0$, the first two equations areSince $a_0\ne 0$, the exceptional equation is consistent exactly whenThese are both admissible values, including the zero value; the singular wording of the question does not remove either. This is the undetermined coefficient at Frobenius resonance: at either value $a_2$ is free, whereas otherwise the second independent solution requires a Logarithmic Frobenius solution.

Explicit pairs demonstrate sufficiency and linear independence. In the variable $z=x+1$ one may takeBoth displayed $u_2$ have leading term $z^2/2$, while $u_0(0)=1$. They therefore give independent Frobenius solutions with the two indicial exponents, and direct differentiation verifies the equation. The point is an apparent regular singular point in these two cases.

For the requested closed forms, particularly short choices areIn addition, $(x+2)e^{-x}$ solves the zero-parameter equation and $e^{-x}$ solves the equation with $c=-1$.

The leading regular perturbation equation has $c=0$. Its homogeneous solutions are $1$ and $(x+2)e^{-x}$, soThe boundary data must also be expanded: $2e^{ϵ}=2+2ϵ+\cdots$, while the right endpoint value is independent of $ϵ$. Thus $y_0(0)=2$ and $y_0(1)=3/e$, givingSince $2-3/e\ne 0$, the unique values are $A=0$, $B=1$. ThereforeIts derivatives are $y_0^{\prime }=-(x+1)e^{-x}$ and $y_0^{\prime \prime }=x{e}^{-x}$, so the leading differential equation and both leading endpoint values can be checked directly.

Let $L_{0}u=(x+1)u^{\prime \prime }+x{u}^{\prime }$. Matching powers in the regular perturbation expansion and in the Taylor series of the left endpoint value gives the complete recursive boundary value problemThe higher-order left endpoint values are not zero. The parameter-dependent boundary data in a regular perturbation hierarchy rule applies here.

First prove uniqueness for any one of these forced problems. The difference $v$ of two solutions obeys $L_{0}v=0$ and homogeneous Dirichlet boundary conditions. The positive integrating factor $r_0=e^x/(x+1{)}^2$ givesMultiplication by $\overline{v}$ and integration by parts yieldHence $v^{\prime }=0$, and the endpoint values force $v=0$. The kernel is trivial: zero is not an eigenvalue of this homogeneous Dirichlet boundary value problem.

Existence is also explicit. For arbitrary smooth forcing $g$ and endpoint values $u(0)=a$, $u(1)=b$, two integrations of $(p{u}^{\prime }{)}^{\prime }=r_{0}g$ givewhereSince $H(1)=2-3/e>0$, the unique choicealways meets the second endpoint value. Starting from the smooth $y_0$, induction with $g=-y_{n-1}$, $a=2/n!$, $b=0$ proves existence and uniqueness at every order.

Equivalently, the Fredholm alternative has no compatibility obstruction because the homogeneous kernel vanishes; the corresponding adjoint operator has no zero eigenvalue either. The direct construction above proves this without computing any particular $y_n$ beyond the leading term.