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Integral and Differential Equation Exercises

This document contains exercises involving integrals of Laguerre polynomials, Hermite polynomials, Legendre polynomials, Bessel functions, Gamma functions, and double/triple integrals. The exercises cover properties, expansions, differential equations, and evaluations of these functions and integrals. Students are asked to prove identities, derive recurrence relations, find coefficients of series expansions, and evaluate both definite and indefinite integrals.

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Zoya Zoya
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© Attribution Non-Commercial (BY-NC)
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121 views7 pages

Integral and Differential Equation Exercises

This document contains exercises involving integrals of Laguerre polynomials, Hermite polynomials, Legendre polynomials, Bessel functions, Gamma functions, and double/triple integrals. The exercises cover properties, expansions, differential equations, and evaluations of these functions and integrals. Students are asked to prove identities, derive recurrence relations, find coefficients of series expansions, and evaluate both definite and indefinite integrals.

Uploaded by

Zoya Zoya
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Exercises 1

1. Evaluate the following integrals a.

xe x L n x L m x dx x 2 e x L n x L m x dx

b.

2. Show that L n x satisfies laguerres differential equation

3. If fx A k L k x , x 0, this is called laguerre series expansion) show that


k0

A k e x fx L k x dx
0

4. Expand the function fx x 3 3x 2 2x in a series of the form A k L k x


k0

5. If fx A k L k x , obtain Parsevals identity, that is


k0

e fx dx A 2 k
x 2 k0

Exercises 2
1. Show that a. H 2n 0 1 n n!

b. H 2n1 0 0

2. Show that d e x 2 H n x n 1 e x 2 H n1 x dx

3. Evaluate a.

x 2 e x H n x dx
2

b.

x 3 e x H n x dx
2

c.

x 2 e x H n x H m x dx
2

4. Show that n 1 H n1 x 2xH n x H n x

5. With n x

e 2 H n x 2 n n! 1 2

x2

, verify that 1 n1 x n

x d n x dx

Exercises 3
1. Prove the following recurrence relation x 2 1 P n x nxP n x nP n1 x

2. Show that a. P n x 1 n P n x b. P 2n 0 1 n c. P 2n1 0 0 2n ! 2 n! 2


2n

3. Prove that a.

1 x 2
1 1

P n x

dx

2nn 1 2n 1

b.

xP n x P n1 x dx
1

2n 4n 2 1

4. Evaluate

xP 2 x P 3 x dx

5. Use Rodrigues formula to calculate P 3 5. 1

Exercises 4
1. Show that a. J 3 x 2 b. J 5 x 2 2 x 2 x sin x x cos x x sin x 3 x 2 3x cos x x2

2. Evaluate the integrals a. b. c. d.

x n J n1 x dx
J n1 x dx xn

x 4 J 1 x dx J1
3

x dx

3. Find the general solution of the following differential equations


a. x 2 y xy x 2 1 y 0 9

b. 4x 2 y 4xy 4x 2 25 y 0 c. d xy dx x 4 x y0

d. x 2 y xy 36x 2 1 y 0 4

4. If s 0,

k m

e 2 , show that the differential equation mx ke t x 0,

can be transformed into


2 s2 d x s dx s 2 x 0 ds ds 2

5. Find J 3 x in terms of J 0 x and J 1 x

6. Prove that

xJ n x 2 dx
0

1 2

J n

1 2

n2 2

J n 2

Exercises 5
1. Evaluate the following a. 7 2 b. 1 3 c. 3 2 d. 1 2

2. Evaluate the following integrals a.

y e y dy
3

b.

dx ln x ln 1 x
2

c.

x3
0

dx

d.

x 2 e 2x dx
0 0
4

e.

x e

dx

f.

x e 2x dx
0

3. Prove that a.

x m e x dx
n

1 m1 , m 1, n 0 n n

b.

e ax x n dx
0

1 n 1 , a 0, n 1 a n1

c.

a
2

e 2axx dx
2

a2 e 2

d.

tan 3 tan 5 e tan d


2

1 2

e.

! e x dx 1 4
4

4. Use n 1 n

, 0 n 1, to show that 1 2 sin n

5. Prove that n

1 2

2n ! , where n is any positive integer 2 2n n!

Exercises 6
1. Evaluate the following integrals a.

y4
0
2

0 a

x2 dx 2x a 2 y 2 dy

b.

c.

sin 6 d
0

d.

cos 4 d
0

e.

dx 1 x3 x4 dx 1 x2 sin 3 x cos x dx

f.

g.

0 1

h.

x 2 1 x 2
0 0 0

3 2

dx

i.

y2 dy 1 y 6 y dy 2 1 y 3
a

j.

2. Prove that

dy a4 y4

1 4 4a 2

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