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Unit D8 · Solutions第D8单元 · 解答

Series Solutions and Numerical Methods · Solutions级数解法与数值方法 · 解答

Companion to the University-Style Practice Set配套大学水平练习题集

MEDIUM HARD CORE PROOF APPLIED

Sections 1 to 7: power-series manipulations, ordinary vs singular points, series solutions and recurrence relations, Frobenius method and indicial equations, Euler, improved Euler (Heun), RK4, and global error order1至7节:幂级数运算、常点与奇点、级数解与递推关系、Frobenius方法与指标方程、欧拉法、改进欧拉法(Heun法)、RK4及全局误差阶CALC IV



PART I  ·  CORE TECHNIQUES第一部分  ·  核心技巧Computational fluency · 28 marks计算熟练度 · 28分

Worked Solutions详细解答

Q1MEDIUMCOREordinary vs singular points; radius of convergence常点与奇点;收敛半径[8 marks]

$(x^2-9)\,y''+x\,y'+y=0$: (a) singular points and classification; (b) ordinary point $x_0=0$ and radius bound; (c) ordinary point $x_0=1$ and radius bound.$(x^2-9)\,y''+x\,y'+y=0$:(a) 奇点及其分类;(b) 常点 $x_0=0$ 及收敛半径下界;(c) 常点 $x_0=1$ 及收敛半径下界。

Answers:答案:  (a) $x=\pm3$, both regular singular均为正则奇点  ·  (b) ordinary, $R\ge3$常点,$R\ge3$  ·  (c) ordinary, $R\ge2$常点,$R\ge2$

(a) Standard form and singular points(a) 标准形式与奇点 M1·A1·A1

Divide by $(x^2-9)$: (M1)两边除以 $(x^2-9)$:(M1)

$$ y'' + \frac{x}{x^2-9}\,y' + \frac{1}{x^2-9}\,y = 0, $$

so $p(x)=\dfrac{x}{x^2-9}$ and $q(x)=\dfrac{1}{x^2-9}$. Both functions fail to be analytic at $x^2-9=0$, i.e. at $x=3$ and $x=-3$. These are the only singular points. (A1)得 $p(x)=\dfrac{x}{x^2-9}$,$q(x)=\dfrac{1}{x^2-9}$。两个函数在 $x^2-9=0$ 处不解析,即在 $x=3$ 和 $x=-3$ 处。这两点是仅有的奇点。(A1)

To classify $x=3$: compute $(x-3)p(x)=\dfrac{x(x-3)}{(x-3)(x+3)}=\dfrac{x}{x+3}$, which is analytic at $x=3$, and $(x-3)^2 q(x)=\dfrac{(x-3)^2}{(x-3)(x+3)}=\dfrac{x-3}{x+3}$, analytic at $x=3$. Both limits exist and are analytic, so $x=3$ is a regular singular point. By the same test (replacing $(x-3)$ by $(x+3)$), $x=-3$ is also a regular singular point. (A1)对 $x=3$ 的分类:计算 $(x-3)p(x)=\dfrac{x(x-3)}{(x-3)(x+3)}=\dfrac{x}{x+3}$,在 $x=3$ 处解析;$(x-3)^2 q(x)=\dfrac{(x-3)^2}{(x-3)(x+3)}=\dfrac{x-3}{x+3}$,在 $x=3$ 处也解析。两者极限存在且解析,故 $x=3$ 是正则奇点。用同样方法(将 $(x-3)$ 换成 $(x+3)$),$x=-3$ 也是正则奇点。(A1)

(b) Ordinary point at $x_0=0$; radius bound(b) $x_0=0$ 处为常点;收敛半径下界 M1·A1·A1

At $x_0=0$, both $p(x)$ and $q(x)$ are analytic (the denominator $x^2-9=-9\ne0$ there), so $x_0=0$ is an ordinary point. (M1) The nearest singular points are $x=\pm3$, both at distance $3$ from $x_0=0$. By the existence theorem for series solutions near an ordinary point, the radius of convergence of any series solution centred at $0$ is at least the distance to the nearest singularity: (A1)在 $x_0=0$ 处,分母 $x^2-9=-9\ne0$,故 $p(x)$ 和 $q(x)$ 均解析,$x_0=0$ 是常点。(M1) 最近奇点为 $x=\pm3$,到 $x_0=0$ 的距离均为 $3$。由常点处级数解的存在性定理,以 $0$ 为中心的任意级数解收敛半径至少为到最近奇点的距离:(A1)

$$ R \ge 3. $$

(A1)

(c) Ordinary point at $x_0=1$; radius bound(c) $x_0=1$ 处为常点;收敛半径下界 M1·A1

At $x_0=1$, $x^2-9=-8\ne0$, so both $p$ and $q$ are analytic there, making $x_0=1$ an ordinary point. (M1) The distance from $1$ to the nearest singular point (at $x=3$) is $2$, so (A1)在 $x_0=1$ 处,$x^2-9=-8\ne0$,故 $p$ 和 $q$ 在此处均解析,$x_0=1$ 是常点。(M1) 从 $1$ 到最近奇点($x=3$)的距离为 $2$,故 (A1)

$$ R \ge 2. $$
Insight.要点。 The radius-of-convergence bound comes from the complex plane: the singular points $x=\pm3$ are real, so they are at distances $3$ and $3$ from $x_0=0$, and distances $2$ and $4$ from $x_0=1$. The minimum is what counts. No coefficient computation is needed to get this guarantee; it follows purely from locating where $p$ and $q$ break down.收敛半径下界来自复平面:奇点 $x=\pm3$ 均为实数,到 $x_0=0$ 的距离均为 $3$,到 $x_0=1$ 的距离分别为 $2$ 和 $4$。取最小值即为保证的下界。无需计算系数即可得到这一保证,仅需定位 $p$ 和 $q$ 的奇点位置即可。
Q2MEDIUMCOREpower-series solution about an ordinary point; recurrence relation常点处的幂级数解;递推关系[10 marks]

$y''+y=0$, $y(0)=1$, $y'(0)=0$. Derive the recurrence, apply ICs, compute coefficients, identify the closed form.$y''+y=0$,$y(0)=1$,$y'(0)=0$。推导递推关系,应用初始条件,计算系数,识别闭合形式。

Answers:答案:  (a) $a_{n+2}=-\dfrac{a_n}{(n+2)(n+1)}$  ·  (b) $y=1-\dfrac{x^2}{2}+\dfrac{x^4}{24}+\cdots$  ·  (c) $\cos x$

(a) Substitution and recurrence(a) 代入与递推关系 M1·M1·A1·A1

Write $y=\displaystyle\sum_{n=0}^{\infty}a_n x^n$. Differentiating twice and shifting the index $k=n-2$ gives (M1)设 $y=\displaystyle\sum_{n=0}^{\infty}a_n x^n$,对其求两阶导数并令 $k=n-2$ 进行指标移位得 (M1)

$$ y'' = \sum_{n=2}^{\infty} n(n-1)a_n x^{n-2} = \sum_{n=0}^{\infty}(n+2)(n+1)a_{n+2}\,x^n. $$

Substitute into $y''+y=0$: (M1)代入 $y''+y=0$:(M1)

$$ \sum_{n=0}^{\infty}\big[(n+2)(n+1)a_{n+2}+a_n\big]x^n = 0. $$

For this to hold for all $x$, every bracket must vanish: (A1)对所有 $x$ 成立,每个括号必须为零:(A1)

$$ (n+2)(n+1)a_{n+2}+a_n=0 \quad\Longrightarrow\quad a_{n+2}=-\frac{a_n}{(n+2)(n+1)}. \tag{A1} $$

(b) Initial conditions and coefficients(b) 初始条件与系数 M1·A1·A1·A1

From $y(0)=a_0=1$ and $y'(0)=a_1=0$. (M1) Apply the recurrence to the even chain (the odd chain is zero throughout since $a_1=0$): (A1 for each correct pair of coefficients)由 $y(0)=a_0=1$ 和 $y'(0)=a_1=0$。(M1) 将递推关系应用于偶数链(由于 $a_1=0$,奇数链全为零):(每对正确系数得 A1)

$$ a_2 = -\frac{a_0}{2\cdot1} = -\frac{1}{2}, \quad a_3 = -\frac{a_1}{3\cdot2} = 0, $$ $$ a_4 = -\frac{a_2}{4\cdot3} = \frac{1/2}{12} = \frac{1}{24}, \quad a_5 = -\frac{a_3}{5\cdot4} = 0. $$

(A1 for $a_2$, A1 for $a_4$) Hence($a_2$ 得 A1,$a_4$ 得 A1)因此

$$ y = 1 - \frac{x^2}{2} + \frac{x^4}{24} + \cdots = 1 - \frac{x^2}{2!} + \frac{x^4}{4!} - \cdots $$

(c) Closed-form identification and verification(c) 闭合形式识别与验证 A1·R1

The series is the Maclaurin series of $\cos x$. (A1) Verification: $(\cos x)''=-\cos x$, so $y''+y=0$; and $\cos 0=1$, $-\sin 0=0$, confirming both initial conditions. (R1)该级数是 $\cos x$ 的Maclaurin展开式。(A1) 验证:$(\cos x)''=-\cos x$,故 $y''+y=0$;且 $\cos 0=1$,$-\sin 0=0$,两个初始条件均满足。(R1)

Insight.要点。 Re-index sums carefully so all powers of $x$ match before equating coefficients. The recurrence $a_{n+2}=-a_n/[(n+2)(n+1)]$ links only even-indexed coefficients to each other (and odd to each other), which is why the initial conditions $a_0=1,\,a_1=0$ produce the purely even series $\cos x$. Choosing $a_0=0,\,a_1=1$ instead would recover $\sin x$: together they form the two-parameter family.比较系数前,仔细重新对求和进行指标对齐,确保 $x$ 的各幂次对应。递推关系 $a_{n+2}=-a_n/[(n+2)(n+1)]$ 只将偶数下标系数相互关联(奇数下标同理),这就是初始条件 $a_0=1,\,a_1=0$ 产生纯偶次级数 $\cos x$ 的原因。若取 $a_0=0,\,a_1=1$,则得到 $\sin x$:两者共同构成双参数族。
Q3MEDIUMCOREEuler steps and Heun step; comparing one-step errors欧拉步骤与Heun步骤;比较单步误差[10 marks]

$y'=y-x$, $y(0)=2$, exact solution $y=x+1+e^x$. (a) Two Euler steps, $h=0.2$; (b) one Heun step, $h=0.4$; (c) exact value and errors.$y'=y-x$,$y(0)=2$,精确解 $y=x+1+e^x$。(a) 两步欧拉法,$h=0.2$;(b) 一步Heun法,$h=0.4$;(c) 精确值与误差。

Answers:答案:  (a) $y_2=2.84$  ·  (b) $y_1=2.88$  ·  (c) exact $2.8918$; Euler err $0.0518$, Heun err $0.0118$; Heun more accurate精确值 $2.8918$;欧拉误差 $0.0518$,Heun误差 $0.0118$;Heun更精确

(a) Two Euler steps(a) 两步欧拉法 M1·A1·M1·A1

Here $f(x,y)=y-x$. Step 1 from $(0,2)$: slope $f(0,2)=2-0=2$, so (M1)这里 $f(x,y)=y-x$。从 $(0,2)$ 出发第1步:斜率 $f(0,2)=2-0=2$,故 (M1)

$$ y_1 = 2 + 0.2(2) = 2.4, \quad x_1 = 0.2. $$

(A1) Step 2 from $(0.2, 2.4)$: slope $f(0.2,2.4)=2.4-0.2=2.2$, so (M1)(A1) 从 $(0.2, 2.4)$ 出发第2步:斜率 $f(0.2,2.4)=2.4-0.2=2.2$,故 (M1)

$$ y_2 = 2.4 + 0.2(2.2) = 2.4 + 0.44 = 2.84, \quad x_2 = 0.4. $$

(A1)

(b) Heun (improved Euler) step(b) Heun(改进欧拉)步骤 M1·A1·M1·A1

Left slope: $k_L = f(0,2)=2$. Euler predictor: (M1)左端斜率:$k_L = f(0,2)=2$。欧拉预测值:(M1)

$$ \tilde{y}_1 = 2 + 0.4(2) = 2.8. $$

Right slope at the predicted point: $k_R=f(0.4, 2.8)=2.8-0.4=2.4$. (A1) Corrector average: (M1)预测点处的右端斜率:$k_R=f(0.4, 2.8)=2.8-0.4=2.4$。(A1) 校正平均值:(M1)

$$ y_1 = 2 + \frac{0.4}{2}(k_L+k_R) = 2 + 0.2(2+2.4) = 2 + 0.2(4.4) = 2.88. $$

(A1)

(c) Exact value and error comparison(c) 精确值与误差比较 A1·A1

$y(0.4)=0.4+1+e^{0.4}=1.4+1.4918=2.8918$ (using $e^{0.4}\approx1.4918$). (A1)$y(0.4)=0.4+1+e^{0.4}=1.4+1.4918=2.8918$(取 $e^{0.4}\approx1.4918$)。(A1)

Euler absolute error: $|2.84-2.8918|=0.0518$. Heun absolute error: $|2.88-2.8918|=0.0118$. Heun is more accurate, with error roughly $4\times$ smaller for the same total interval covered. (A1)欧拉绝对误差:$|2.84-2.8918|=0.0518$。Heun绝对误差:$|2.88-2.8918|=0.0118$。Heun更精确,在覆盖相同区间的情况下误差约小 $4$ 倍。(A1)

Insight.要点。 Heun (improved Euler) is a second-order Runge-Kutta method: its global error is $O(h^2)$, while plain Euler's is $O(h)$. When the step size is the same, Heun is roughly one order better. The predictor-corrector structure buys this without requiring any extra information beyond $f$: you evaluate $f$ twice per step instead of once, earning an extra order of accuracy in return.Heun法(改进欧拉法)是二阶龙格-库塔法:其全局误差为 $O(h^2)$,而普通欧拉法为 $O(h)$。在步长相同时,Heun法大约高一个精度阶。预测-校正结构在不需要 $f$ 以外任何额外信息的前提下实现这一提升:每步对 $f$ 求值两次,换来一个额外的精度阶。
PART II  ·  DEFINITIONS AND PROOF第二部分  ·  定义与证明Rigorous arguments · 26 marks严格论证 · 26分

Worked Solutions详细解答

Q4HARDPROOFderiving the recurrence for $y'' - xy = 0$ (Airy's equation)推导 $y'' - xy = 0$(Airy方程)的递推关系[10 marks]

$y''-xy=0$: (a) series for $y''$ and $xy$, handling the constant term; (b) recurrence and coefficients $a_3,a_4,a_5,a_6$; (c) general solution and infinite radius.$y''-xy=0$:(a) $y''$ 和 $xy$ 的级数表达式,处理常数项;(b) 递推关系及系数 $a_3,a_4,a_5,a_6$;(c) 通解与无穷收敛半径。

Answers:答案:  (a) $a_2=0$; (b)(b) $a_{n+3}=\dfrac{a_n}{(n+3)(n+2)}$; (c) two independent series, $R=\infty$(c) 两个线性无关级数,$R=\infty$

(a) Series for $y''$ and $xy$; handling the $n=0$ term(a) $y''$ 和 $xy$ 的级数;处理 $n=0$ 项 M1·A1·M1·A1

With $y=\sum_{n=0}^\infty a_n x^n$, differentiating twice and shifting: (M1)设 $y=\sum_{n=0}^\infty a_n x^n$,对其求两阶导数并移位:(M1)

$$ y'' = \sum_{n=0}^{\infty}(n+2)(n+1)a_{n+2}\,x^n. $$

For the right side, multiply $y$ by $x$: (M1)对右侧,将 $y$ 乘以 $x$:(M1)

$$ xy = \sum_{n=0}^{\infty} a_n x^{n+1} = \sum_{n=1}^{\infty} a_{n-1}\,x^n. $$

The $y''$ series starts at $n=0$, but the $xy$ series starts at $n=1$. The equation $y''-xy=0$ therefore reads, at $n=0$: $2\cdot1\cdot a_2 = 0$, so (A1)$y''$ 的级数从 $n=0$ 开始,而 $xy$ 的级数从 $n=1$ 开始。因此,方程 $y''-xy=0$ 在 $n=0$ 处给出:$2\cdot1\cdot a_2 = 0$,故 (A1)

$$ a_2 = 0. $$

For $n\ge 1$ both series contribute, giving (A1)对 $n\ge 1$,两个级数均有贡献,得 (A1)

$$ (n+2)(n+1)a_{n+2} - a_{n-1} = 0. $$

(b) Recurrence and explicit coefficients(b) 递推关系与显式系数 M1·A1·A1·A1

Re-index by setting $m=n-1$: for $n\ge1$, $a_{n+2}=\dfrac{a_{n-1}}{(n+2)(n+1)}$. Equivalently, replacing $n$ by $n+1$, the recurrence linking coefficients three apart is (M1)令 $m=n-1$ 重新指标:对 $n\ge1$,$a_{n+2}=\dfrac{a_{n-1}}{(n+2)(n+1)}$。将 $n$ 换成 $n+1$,联系相差三位系数的递推关系为 (M1)

$$ a_{n+3} = \frac{a_n}{(n+3)(n+2)}, \quad n\ge 0. \quad (A1) $$

Starting from free values $a_0$, $a_1$ with $a_2=0$ fixed above:以自由参数 $a_0$、$a_1$ 和已固定的 $a_2=0$ 为起点:

$$ a_3 = \frac{a_0}{3\cdot2} = \frac{a_0}{6}, \quad a_4 = \frac{a_1}{4\cdot3} = \frac{a_1}{12}. \quad (A1) $$ $$ a_5 = \frac{a_2}{5\cdot4} = 0, \quad a_6 = \frac{a_3}{6\cdot5} = \frac{a_0}{180}. \quad (A1) $$

The entire chain $a_2, a_5, a_8, \ldots$ is zero because $a_2=0$ propagates through the three-step recurrence.整个链 $a_2, a_5, a_8, \ldots$ 均为零,因为 $a_2=0$ 通过三步递推关系传递。

(c) General solution; radius of convergence(c) 通解;收敛半径 A1·R1

The general solution is通解为

$$ y = a_0\!\left(1+\frac{x^3}{6}+\frac{x^6}{180}+\cdots\right)+a_1\!\left(x+\frac{x^4}{12}+\cdots\right). $$

(A1) Because the coefficients $p(x)=0$ and $q(x)=-x$ are polynomials, they are entire (analytic on all of $\mathbb{C}$), so there are no singular points. The radius of convergence of every solution is therefore infinite. (R1)(A1) 由于系数 $p(x)=0$ 和 $q(x)=-x$ 均为多项式,它们在整个 $\mathbb{C}$ 上解析(整函数),没有奇点。因此每个解的收敛半径均为无穷大。(R1)

Insight.要点。 Re-index sums carefully so powers of $x$ match before equating coefficients: the constant term of $y''$ has no counterpart in $xy$, which is why $a_2$ must vanish separately. This three-step recurrence splits all coefficients into three independent chains by their index modulo 3. The two free parameters $a_0$ and $a_1$ seed two chains; the third chain (the $a_2$ chain) is zero. The resulting two independent series are the Airy functions $\mathrm{Ai}(x)$ and $\mathrm{Bi}(x)$.比较系数前,仔细重新对求和进行指标对齐,确保 $x$ 的各幂次对应:$y''$ 的常数项在 $xy$ 中没有对应项,这就是 $a_2$ 必须单独为零的原因。这个三步递推关系按下标模3将所有系数分为三条独立链。两个自由参数 $a_0$ 和 $a_1$ 各自启动一条链;第三条链($a_2$ 链)全为零。由此得到的两个线性无关级数正是Airy函数 $\mathrm{Ai}(x)$ 和 $\mathrm{Bi}(x)$。
Q5HARDPROOFFrobenius method; indicial equation; regular singular pointFrobenius方法;指标方程;正则奇点[8 marks]

$2xy''+y'+y=0$: (a) show $x=0$ is regular singular; (b) Frobenius ansatz, indicial equation, both roots; (c) larger root, recurrence, $a_1$ and $a_2$.$2xy''+y'+y=0$:(a) 证明 $x=0$ 是正则奇点;(b) Frobenius试探解、指标方程及两个根;(c) 较大的根、递推关系、$a_1$ 和 $a_2$。

Answers:答案:  (a) $xp=\tfrac{1}{2}$ and $x^2q=\tfrac{x}{2}$, both analytic at $0$$xp=\tfrac{1}{2}$ 且 $x^2q=\tfrac{x}{2}$,均在 $0$ 处解析  ·  (b) $r=0$ or $r=\tfrac{1}{2}$  ·  (c) $a_n=-\dfrac{a_{n-1}}{n(2n+1)}$; $a_1=-\tfrac{a_0}{3}$, $a_2=\tfrac{a_0}{30}$

(a) Regular singular point at $x=0$(a) $x=0$ 处的正则奇点 M1·A1·R1

Write the equation in standard form: (M1)将方程化为标准形式:(M1)

$$ y'' + \frac{1}{2x}\,y' + \frac{1}{2x}\,y = 0, $$

so $p(x)=\dfrac{1}{2x}$ and $q(x)=\dfrac{1}{2x}$. Neither is analytic at $x=0$, so $x=0$ is a singular point. (A1) Test for regularity: $xp(x)=\dfrac{1}{2}$ is analytic at $x=0$, and $x^2 q(x)=\dfrac{x}{2}$ is analytic at $x=0$. Because both limits are analytic, $x=0$ is a regular singular point. (R1)得 $p(x)=\dfrac{1}{2x}$,$q(x)=\dfrac{1}{2x}$。两者在 $x=0$ 处均不解析,故 $x=0$ 是奇点。(A1) 正则性检验:$xp(x)=\dfrac{1}{2}$ 在 $x=0$ 处解析,$x^2 q(x)=\dfrac{x}{2}$ 在 $x=0$ 处也解析。因为两个极限均解析,$x=0$ 是正则奇点。(R1)

(b) Frobenius ansatz and indicial equation(b) Frobenius试探解与指标方程 M1·A1·A1

Try $y=x^r\sum_{n=0}^\infty a_n x^n$ with $a_0\ne0$. Then $y'=\sum(n+r)a_n x^{n+r-1}$ and $y''=\sum(n+r)(n+r-1)a_n x^{n+r-2}$. Substituting: (M1)令 $y=x^r\sum_{n=0}^\infty a_n x^n$,其中 $a_0\ne0$。则 $y'=\sum(n+r)a_n x^{n+r-1}$,$y''=\sum(n+r)(n+r-1)a_n x^{n+r-2}$。代入方程:(M1)

$$ 2x\sum(n+r)(n+r-1)a_n x^{n+r-2}+\sum(n+r)a_n x^{n+r-1}+\sum a_n x^{n+r}=0. $$

The lowest power is $x^{r-1}$, contributed only by the first two terms at $n=0$:最低次幂为 $x^{r-1}$,仅由 $n=0$ 时前两项贡献:

$$ \big[2r(r-1)+r\big]a_0\,x^{r-1} = r(2r-1)\,a_0\,x^{r-1} = 0. $$

Since $a_0\ne0$, the indicial equation is (A1)由于 $a_0\ne0$,指标方程为 (A1)

$$ r(2r-1)=0, $$

with roots $r=0$ and $r=\dfrac{1}{2}$. (A1)根为 $r=0$ 和 $r=\dfrac{1}{2}$。(A1)

(c) Larger root; recurrence and first two coefficients(c) 较大的根;递推关系及前两个系数 M1·A1

Use the larger root $r=\dfrac{1}{2}$. The coefficient of $x^{n+r-1}$ for $n\ge1$ gives: (M1)使用较大的根 $r=\dfrac{1}{2}$。对 $n\ge1$,$x^{n+r-1}$ 的系数给出:(M1)

$$ \big[2(n+r)(n+r-1)+(n+r)\big]a_n + a_{n-1} = (n+r)(2n+2r-1)\,a_n + a_{n-1} = 0. $$

With $r=\tfrac{1}{2}$: $(n+\tfrac{1}{2})(2n)=n(2n+1)$. So $a_n=-\dfrac{a_{n-1}}{n(2n+1)}$. Applying: $a_1=-\dfrac{a_0}{3}$ and $a_2=-\dfrac{a_1}{2\cdot5}=\dfrac{a_0}{30}$. (A1)取 $r=\tfrac{1}{2}$:$(n+\tfrac{1}{2})(2n)=n(2n+1)$。故 $a_n=-\dfrac{a_{n-1}}{n(2n+1)}$。代入:$a_1=-\dfrac{a_0}{3}$,$a_2=-\dfrac{a_1}{2\cdot5}=\dfrac{a_0}{30}$。(A1)

Insight.要点。 The Frobenius method works at a regular singular point precisely because the "worst singularity" allowed there is a pole, and the trial solution $x^r\sum a_n x^n$ absorbs that pole into the leading factor $x^r$. The indicial equation fixes $r$ before any $a_n$ (for $n\ge1$) is computed: you must solve it first. The two roots here do not differ by an integer, so both yield genuine independent Frobenius solutions without logarithmic terms.Frobenius方法在正则奇点处有效,正是因为该处允许的"最坏奇性"是极点,而试探解 $x^r\sum a_n x^n$ 将极点吸收到前导因子 $x^r$ 中。指标方程在计算任何 $a_n$($n\ge1$)之前先确定 $r$:必须首先求解指标方程。这里两个根之差不为整数,因此两者均给出不含对数项的真正独立Frobenius解。
Q6HARDPROOFderiving Euler's update from the tangent line; local truncation error从切线推导欧拉更新公式;局部截断误差[8 marks]

(a) Taylor expansion, Euler update, local truncation error; (b) why global error is $O(h)$; (c) RK4 error estimate after halving $h$.(a) 泰勒展开、欧拉更新公式、局部截断误差;(b) 全局误差为何是 $O(h)$;(c) 步长减半后RK4的误差估计。

Answers:答案:  (a) local truncation error局部截断误差 $=\tfrac{h^2}{2}y''(\xi)=O(h^2)$  ·  (b) $\approx 1/h$ steps accumulate to $O(h)$步误差累积为 $O(h)$  ·  (c) $\approx 2.0\times10^{-7}$

(a) Taylor expansion and local error(a) 泰勒展开与局部误差 M1·A1·A1·A1

Expand the exact solution $y(x_0+h)$ about $x_0$ via Taylor's theorem: (M1)由泰勒定理将精确解 $y(x_0+h)$ 在 $x_0$ 处展开:(M1)

$$ y(x_0+h) = y(x_0) + h\,y'(x_0) + \frac{h^2}{2}\,y''(\xi) $$

for some $\xi\in(x_0,x_0+h)$. (A1) Since $y'(x_0)=f(x_0,y_0)$ by the ODE, the first two terms are exactly the Euler update $y_1=y_0+h\,f(x_0,y_0)$. (A1) The discrepancy in one step is therefore其中 $\xi\in(x_0,x_0+h)$。(A1) 由常微分方程 $y'(x_0)=f(x_0,y_0)$,前两项恰好是欧拉更新公式 $y_1=y_0+h\,f(x_0,y_0)$。(A1) 因此一步中的误差为

$$ y(x_0+h) - y_1 = \frac{h^2}{2}\,y''(\xi) = O(h^2). $$

This is the local truncation error: $O(h^2)$ per step. (A1)这就是局部截断误差:每步 $O(h^2)$。(A1)

(b) Global error is $O(h)$(b) 全局误差为 $O(h)$ M1·A1

To reach a fixed endpoint $X$ from $x_0$, the number of Euler steps is $N=X/h$, which is of order $1/h$. (M1) Each step introduces a local error of size $O(h^2)$, and these errors accumulate (via a Lipschitz-bounded propagation argument) to a total global error of order从 $x_0$ 到固定终点 $X$,欧拉步数为 $N=X/h$,量级为 $1/h$。(M1) 每步引入 $O(h^2)$ 的局部误差,这些误差通过Lipschitz有界传播论证累积,总全局误差量级为

$$ \frac{1}{h}\cdot O(h^2) = O(h). $$

This is why Euler is called a first-order method: even though the per-step error is second order, the sum over $1/h$ steps costs one power of $h$, leaving a first-order global rate. (A1)这就是为什么欧拉法被称为一阶方法:虽然每步误差是二阶的,但对 $1/h$ 步求和损失了一个 $h$ 的幂次,最终全局精度为一阶。(A1)

(c) RK4 error estimate after halving $h$(c) 步长减半后RK4的误差估计 M1·A1

RK4 is fourth order: its global error scales like $h^4$. Halving $h$ multiplies the error by $(1/2)^4=1/16$. (M1)RK4是四阶方法:全局误差按 $h^4$ 缩放。步长减半,误差乘以 $(1/2)^4=1/16$。(M1)

$$ \text{new error} \approx \frac{3.2\times10^{-6}}{16} = 2.0\times10^{-7}. $$

(A1)

Insight.要点。 Euler is first-order accurate globally, RK4 fourth-order. Halving the step cuts Euler's error roughly in half, but cuts RK4's error by a factor of $\approx16$. This exponential leverage of high-order methods is why RK4 reaches a target accuracy far more cheaply than Euler, even though it costs four slope evaluations per step. The crossover comes quickly: a single RK4 step with $h=0.4$ beats four Euler steps at $h=0.1$.欧拉法全局精度为一阶,RK4为四阶。步长减半,欧拉误差约减半,而RK4误差减少约 $16$ 倍。高阶方法的这种指数级优势,正是RK4以比欧拉法低得多的代价达到目标精度的原因,尽管每步需要四次导数求值。这一优势显现很快:步长 $h=0.4$ 的单步RK4胜过步长 $h=0.1$ 的四步欧拉法。
PART III  ·  APPLICATIONS AND SYNTHESIS第三部分  ·  应用与综合Extended problems · 28 marks综合应用题 · 28分

Worked Solutions详细解答

Q7HARDAPPLIEDEuler equation; indicial equation; general solution by root type欧拉方程;指标方程;按根的类型求通解[8 marks]

$x^2\,y''-x\,y'-3\,y=0$, $x>0$: (a) indicial equation, both roots; (b) general solution, Wronskian; (c) IVP with $y(1)=2$, $y'(1)=10$.$x^2\,y''-x\,y'-3\,y=0$,$x>0$:(a) 指标方程及两个根;(b) 通解、朗斯基行列式;(c) 满足 $y(1)=2$,$y'(1)=10$ 的初值问题。

Answers:答案:  (a) $r_1=3,\,r_2=-1$  ·  (b) $y=c_1x^3+c_2x^{-1}$  ·  (c) $y=3x^3-x^{-1}$

(a) Indicial equation and roots(a) 指标方程与根 M1·A1·A1

The equation is already in standard Euler form $x^2y''+\alpha x y'+\beta y=0$ with $\alpha=-1$, $\beta=-3$. Substitute $y=x^r$ to get $y'=rx^{r-1}$, $y''=r(r-1)x^{r-2}$: (M1)方程已为标准欧拉形式 $x^2y''+\alpha x y'+\beta y=0$,其中 $\alpha=-1$,$\beta=-3$。代入 $y=x^r$,得 $y'=rx^{r-1}$,$y''=r(r-1)x^{r-2}$:(M1)

$$ x^2\cdot r(r-1)x^{r-2}-x\cdot rx^{r-1}-3x^r = \big[r(r-1)-r-3\big]x^r = 0. $$

The indicial equation is $r^2-2r-3=0$, i.e. $(r-3)(r+1)=0$. (A1) The roots are指标方程为 $r^2-2r-3=0$,即 $(r-3)(r+1)=0$。(A1) 两根为

$$ r_1 = 3, \quad r_2 = -1. $$

(A1) Since the roots are distinct real numbers, we proceed directly to the general solution.(A1) 两根为互不相同的实数,直接写出通解。

(b) General solution and Wronskian(b) 通解与朗斯基行列式 M1·A1·A1

The two basis solutions are $y_1=x^3$ and $y_2=x^{-1}$, so (M1)两个基础解为 $y_1=x^3$ 和 $y_2=x^{-1}$,故 (M1)

$$ y = c_1 x^3 + c_2 x^{-1}. $$

(A1) The Wronskian confirms independence: (A1)(A1) 朗斯基行列式确认线性无关:(A1)

$$ W = \begin{vmatrix} x^3 & x^{-1} \\ 3x^2 & -x^{-2} \end{vmatrix} = x^3(-x^{-2})-x^{-1}(3x^2) = -x - 3x = -4x \ne 0 \text{ for } x>0. $$

(c) Particular solution from IVP(c) 由初值问题求特解 M1·A1

Apply $y(1)=c_1+c_2=2$ and $y'=3c_1x^2-c_2x^{-2}$, giving $y'(1)=3c_1-c_2=10$. (M1) Adding the two equations: $4c_1=12$, so $c_1=3$ and $c_2=2-3=-1$. (A1)由 $y(1)=c_1+c_2=2$ 以及 $y'=3c_1x^2-c_2x^{-2}$ 得 $y'(1)=3c_1-c_2=10$。(M1) 两式相加:$4c_1=12$,故 $c_1=3$,$c_2=2-3=-1$。(A1)

$$ y = 3x^3 - x^{-1}. $$
Insight.要点。 For an Euler equation, the indicial equation is $r(r-1)+\alpha r+\beta=0$, which is exactly the algebraic characteristic equation that would arise from $y''+(\alpha-1)y'+\beta y=0$ after the substitution $t=\ln x$. The solution forms ($x^{r_1}$ and $x^{r_2}$ for distinct roots; $(c_1+c_2\ln x)x^r$ for a repeated root) mirror the constant-coefficient $e^{rt}$ and $te^{rt}$ forms, with $t$ replaced by $\ln x$. The boundary behavior is controlled by the root with the more negative real part: $x^{-1}\to\infty$ as $x\to0^+$, so any bounded solution near the origin must have $c_2=0$.对于欧拉方程,指标方程为 $r(r-1)+\alpha r+\beta=0$,与令 $t=\ln x$ 后由 $y''+(\alpha-1)y'+\beta y=0$ 得到的代数特征方程完全相同。解的形式(不同根时为 $x^{r_1}$ 和 $x^{r_2}$;重根时为 $(c_1+c_2\ln x)x^r$)与常系数方程的 $e^{rt}$ 和 $te^{rt}$ 形式对应,只需将 $t$ 替换为 $\ln x$。实部较小的根控制边界行为:$x^{-1}\to\infty$($x\to0^+$),故任意在原点附近有界的解必有 $c_2=0$。
Q8HARDAPPLIEDone full RK4 step by hand; comparison with Euler and exact solution手算完整的RK4一步;与欧拉法及精确解比较[10 marks]

$y'=x^2+y$, $y(0)=1$, exact $y=3e^x-x^2-2x-2$. (a) Euler, $h=0.4$; (b) full RK4 step, $h=0.4$; (c) exact value and errors.$y'=x^2+y$,$y(0)=1$,精确解 $y=3e^x-x^2-2x-2$。(a) 欧拉法,$h=0.4$;(b) 完整RK4一步,$h=0.4$;(c) 精确值与误差。

Answers:答案:  (a) $y_1=1.4$  ·  (b) $y_1\approx1.5154$  ·  (c) exact $1.5155$; Euler err $0.1155$, RK4 err $\approx0.00005$精确值 $1.5155$;欧拉误差 $0.1155$,RK4误差 $\approx0.00005$

(a) Euler step(a) 欧拉步 M1·A1

$f(x,y)=x^2+y$. At $(0,1)$: slope $f(0,1)=0+1=1$. (M1)$f(x,y)=x^2+y$。在 $(0,1)$ 处:斜率 $f(0,1)=0+1=1$。(M1)

$$ y_1 = 1 + 0.4(1) = 1.4. \quad (A1) $$

(b) Full RK4 step(b) 完整RK4步 M1·A1·A1·A1·A1·A1

With $h=0.4$ and $f(x,y)=x^2+y$: (M1 for correct RK4 structure)取 $h=0.4$,$f(x,y)=x^2+y$:(RK4结构正确得 M1)

$$ k_1 = f(0,\ 1) = 0^2+1 = 1. \quad (A1) $$ $$ k_2 = f\!\left(0+0.2,\ 1+0.2k_1\right) = f(0.2,\ 1.2) = (0.2)^2+1.2 = 0.04+1.2 = 1.24. \quad (A1) $$ $$ k_3 = f\!\left(0+0.2,\ 1+0.2k_2\right) = f(0.2,\ 1+0.248) = f(0.2,\ 1.248) = 0.04+1.248 = 1.288. \quad (A1) $$ $$ k_4 = f\!\left(0+0.4,\ 1+0.4k_3\right) = f(0.4,\ 1+0.5152) = f(0.4,\ 1.5152) = 0.16+1.5152 = 1.6752. \quad (A1) $$ $$ y_1 = 1 + \frac{0.4}{6}(k_1+2k_2+2k_3+k_4) = 1 + \frac{0.4}{6}(1+2.48+2.576+1.6752). $$ $$ y_1 = 1 + \frac{0.4}{6}(7.7312) = 1 + \frac{3.09248}{6} = 1 + 0.51541 = 1.51541. \quad (A1) $$

(c) Exact value and error comparison(c) 精确值与误差比较 M1·A1

Exact: $y(0.4)=3e^{0.4}-(0.4)^2-2(0.4)-2=3(1.49182)-0.16-0.80-2=4.47546-2.96=1.51546$. (M1)精确值:$y(0.4)=3e^{0.4}-(0.4)^2-2(0.4)-2=3(1.49182)-0.16-0.80-2=4.47546-2.96=1.51546$。(M1)

Euler absolute error: $|1.4-1.51546|=0.11546$. RK4 absolute error: $|1.51541-1.51546|=0.00005$. (A1) RK4 is over two thousand times more accurate in a single step of the same size.欧拉绝对误差:$|1.4-1.51546|=0.11546$。RK4绝对误差:$|1.51541-1.51546|=0.00005$。(A1) 在相同步长下,RK4一步的精度比欧拉法高两千倍以上。

Insight.要点。 The RK4 formula $y_{n+1}=y_n+\tfrac{h}{6}(k_1+2k_2+2k_3+k_4)$ resembles Simpson's rule applied to the integral $\int_{x_n}^{x_{n+1}}f\,dx$, with $k_1$ and $k_4$ as endpoint slopes and $k_2,k_3$ as two midpoint slopes. Each successive $k$ must be built on the previous stage's increment: $k_3$ uses $k_2$, not $k_1$. Using $k_1$ throughout collapses the method toward second order and silently destroys the fourth-order accuracy.RK4公式 $y_{n+1}=y_n+\tfrac{h}{6}(k_1+2k_2+2k_3+k_4)$ 类似于对积分 $\int_{x_n}^{x_{n+1}}f\,dx$ 应用辛普森法则,$k_1$ 和 $k_4$ 为端点斜率,$k_2,k_3$ 为两个中点斜率。每个后续 $k$ 必须基于前一阶段的增量构建:$k_3$ 使用 $k_2$ 而非 $k_1$。若全程使用 $k_1$,方法将退化为二阶,悄然破坏四阶精度。
Q9HARDAPPLIEDpower-series solution; terminating polynomial; infinite radius幂级数解;终止多项式;无穷收敛半径[6 marks]

$y''-2xy'+4y=0$, $y(0)=1$, $y'(0)=0$. (a) recurrence; (b) even-solution coefficients; (c) polynomial identification.$y''-2xy'+4y=0$,$y(0)=1$,$y'(0)=0$。(a) 递推关系;(b) 偶次解系数;(c) 多项式识别。

Answers:答案:  (a) $a_{n+2}=\dfrac{2(n-2)}{(n+2)(n+1)}a_n$  ·  (b) $y=1-2x^2$ (terminates at $x^2$)(在 $x^2$ 处终止)  ·  (c) polynomial多项式 $1-2x^2$

(a) Substitution and recurrence(a) 代入与递推关系 M1·A1·A1

With $y=\sum a_n x^n$: (M1)设 $y=\sum a_n x^n$:(M1)

$$ y'' = \sum_{n=0}^{\infty}(n+2)(n+1)a_{n+2}\,x^n, \quad -2xy'=-2\sum_{n=0}^{\infty} n\,a_n x^n, \quad 4y=4\sum_{n=0}^{\infty}a_n x^n. $$

Collecting the coefficient of $x^n$: (M1)收集 $x^n$ 的系数:(M1)

$$ (n+2)(n+1)a_{n+2}+(-2n+4)a_n = 0. $$

Solving for $a_{n+2}$: (A1)解出 $a_{n+2}$:(A1)

$$ a_{n+2} = \frac{2n-4}{(n+2)(n+1)}\,a_n = \frac{2(n-2)}{(n+2)(n+1)}\,a_n. $$

Initial conditions: $a_0=y(0)=1$, $a_1=y'(0)=0$. (A1)初始条件:$a_0=y(0)=1$,$a_1=y'(0)=0$。(A1)

(b) Even solution; coefficients(b) 偶次解;系数 M1·A1

Since $a_1=0$, every odd coefficient $a_3=a_5=\cdots=0$ (the recurrence propagates zero through the odd chain). For the even chain: (M1)由于 $a_1=0$,每个奇数系数 $a_3=a_5=\cdots=0$(零通过奇数链传递)。对偶数链:(M1)

$$ a_2 = \frac{2(0-2)}{2\cdot1}\,a_0 = \frac{-4}{2} = -2, \quad a_4 = \frac{2(2-2)}{4\cdot3}\,a_2 = 0, \quad a_6 = \frac{2(4-2)}{6\cdot5}\,a_4 = 0. $$

(A1 for $a_2=-2$ and $a_4=0$) The even solution is($a_2=-2$ 和 $a_4=0$ 各得 A1)偶次解为

$$ y = 1 - 2x^2. $$

(c) Polynomial identification(c) 多项式识别 A1

Because $a_4=0$ and the recurrence gives $a_{n+2}\propto a_n$, all even coefficients from $a_4$ onward vanish. The series terminates: $y=1-2x^2$ is a polynomial. (A1) Verification: $y'=-4x$, $y''=-4$, so $y''-2xy'+4y=-4-2x(-4x)+4(1-2x^2)=-4+8x^2+4-8x^2=0$. The polynomial satisfies both the ODE and both initial conditions.因为 $a_4=0$ 且递推关系给出 $a_{n+2}\propto a_n$,从 $a_4$ 起所有偶数系数均为零。级数终止:$y=1-2x^2$ 是多项式。(A1) 验证:$y'=-4x$,$y''=-4$,故 $y''-2xy'+4y=-4-2x(-4x)+4(1-2x^2)=-4+8x^2+4-8x^2=0$。该多项式满足方程和两个初始条件。

Insight.要点。 In a Hermite-type equation $y''-2xy'+\lambda y=0$, the recurrence $a_{n+2}=\frac{2(n-\lambda/2)}{(n+2)(n+1)}a_n$ forces $a_{N+2}=0$ exactly when $N=\lambda/2$ is a non-negative integer: the series terminates and the solution is a Hermite polynomial. Here $\lambda=4$ so $N=2$, producing the polynomial $1-2x^2$ (proportional to $H_2(x)/2$). The infinite series solution for the other free parameter ($a_1=1$) does not terminate and converges for all $x$, but grows rapidly for large $x$.在Hermite型方程 $y''-2xy'+\lambda y=0$ 中,递推关系 $a_{n+2}=\frac{2(n-\lambda/2)}{(n+2)(n+1)}a_n$ 在 $N=\lambda/2$ 为非负整数时恰好使 $a_{N+2}=0$:级数终止,解为Hermite多项式。这里 $\lambda=4$,故 $N=2$,得到多项式 $1-2x^2$(与 $H_2(x)/2$ 成比例)。另一个自由参数($a_1=1$)对应的无穷级数解不终止,在所有 $x$ 处收敛,但对大 $x$ 增长迅速。
Q10HARDAPPLIEDEuler vs RK4 table; step-size and global error scaling欧拉法与RK4比较表;步长与全局误差缩放[4 marks]

$y'=-2y$, $y(0)=1$, exact $y=e^{-2x}$, $h=0.2$. (a) Three-step table; (b) error scaling when $h$ is halved.$y'=-2y$,$y(0)=1$,精确解 $y=e^{-2x}$,$h=0.2$。(a) 三步数值表;(b) 步长减半时的误差缩放。

Answers:答案:  (a) Euler: $0.6000, 0.3600, 0.2160$; RK4: $0.6704, 0.4494, 0.3013$  ·  (b) Euler factor $\approx2$; RK4 factor $\approx16$欧拉法约缩小2倍;RK4约缩小16倍

(a) Numerical table(a) 数值表 M1·B1·B1

Euler.欧拉法。 With $f(x,y)=-2y$ and $h=0.2$, each step multiplies by $(1+h\cdot(-2))=1-0.4=0.6$: (M1)取 $f(x,y)=-2y$,$h=0.2$,每步乘以 $(1+h\cdot(-2))=1-0.4=0.6$:(M1)

$$ y_1^E = 0.6(1) = 0.6000, \quad y_2^E = 0.6(0.6000) = 0.3600, \quad y_3^E = 0.6(0.3600) = 0.2160. $$

RK4.RK4法。 For $f=-2y$ and $h=0.2$, one step starting from $y_n$:取 $f=-2y$,$h=0.2$,从 $y_n$ 出发一步:

$$ k_1=-2y_n,\quad k_2=-2(y_n+0.1k_1)=-2(0.8y_n)=-1.6y_n, $$ $$ k_3=-2(y_n+0.1k_2)=-2(0.84y_n)=-1.68y_n,\quad k_4=-2(y_n+0.2k_3)=-2(0.664y_n)=-1.328y_n. $$ $$ y_{n+1}=y_n+\tfrac{0.2}{6}(-2y_n-3.2y_n-3.36y_n-1.328y_n)=y_n\!\left(1-\tfrac{0.2\cdot9.888}{6}\right)=0.6704\,y_n. $$ $$ y_1^{RK4}=0.6704,\quad y_2^{RK4}=0.4494,\quad y_3^{RK4}=0.3013. $$

Exact values and completed table (B1 for Euler column; B1 for RK4 column):精确值及完整表格(欧拉列得 B1;RK4列得 B1):

$n$$x_n$ Euler $y_n$Euler error RK4 $y_n$RK4 error Exact $e^{-2x_n}$
00.01.00000.00001.00000.00001.0000
10.20.60000.07030.67040.00010.6703
20.40.36000.08930.44940.00010.4493
30.60.21600.08520.30130.00010.3012

(b) Error scaling when $h$ is halved(b) 步长减半时的误差缩放 A1

Euler is first order ($\sim h^1$): halving $h$ multiplies the global error by $\tfrac{1}{2}$, so the Euler error decreases by a factor of approximately $2$. RK4 is fourth order ($\sim h^4$): halving $h$ multiplies the error by $(1/2)^4=\tfrac{1}{16}$, so the RK4 error decreases by a factor of approximately $16$. (A1)欧拉法为一阶($\sim h^1$):步长减半使全局误差乘以 $\tfrac{1}{2}$,欧拉误差约缩小2倍。RK4为四阶($\sim h^4$):步长减半使误差乘以 $(1/2)^4=\tfrac{1}{16}$,RK4误差约缩小16倍。(A1)

Insight.要点。 Euler is first-order accurate globally: halving $h$ roughly halves the error, but the error at $h=0.2$ is already 700 times larger than RK4's. RK4 is fourth-order: halving $h$ cuts error by $\approx16$, so each halving buys four bits of accuracy. The table makes the contrast vivid: after three Euler steps the error is about $8\%$ of the exact value, while after three RK4 steps the error is at the fourth decimal place. The RK4 amplification factor per step ($0.6704$) matches $e^{-0.4}=0.6703$ to four decimal places, confirming that a single step of RK4 at $h=0.2$ is extremely close to exact for this smooth problem.欧拉法全局精度为一阶:步长减半大约将误差减半,但在 $h=0.2$ 时的误差已比RK4大700倍。RK4为四阶:步长减半使误差减少约16倍,每次减半带来四个二进制位的精度提升。该表使对比一目了然:三步欧拉法后误差约为精确值的 $8\%$,而三步RK4后误差在小数点后第四位。RK4每步的放大因子($0.6704$)与 $e^{-0.4}=0.6703$ 在四位小数上吻合,证明对这个光滑问题,步长 $h=0.2$ 的单步RK4极为接近精确解。