Inspired by Adrian Pen

Calculus Level 5

2 k = 1 k 2 f ( k ) ( x ) = 3 f ( x ) , f ( 0 ) = 2016 2\sum_{k=1}^{\infty}k^2f^{(k)}(x)=3f(x),\hspace{10mm}f(0)=2016

Find the function f : R R f:\mathbb{R}\rightarrow\mathbb{R} that satisfies the differential equation above for all real x x . Return f ( 0 ) f'(0) as your answer.

If you come to the conclusion that no such function exists (or there is more than one), enter 666.

Clarification : f ( k ) ( x ) f^{(k)}(x) denotes the k th k^\text{th} derivative of f ( x ) f(x) .


Inspiration .


The answer is 672.

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2 solutions

Andreas Wendler
May 29, 2016

The well-known entry f ( x ) = e λ x f(x)=e^{\lambda x} leads to the equation k = 1 k 2 λ k = 3 2 \sum_{k=1}^{\infty}k^{2}\lambda^{k}=\frac{3}{2} Solution is λ = 1 3 \lambda=\frac{1}{3} and we get f ( x ) = 2016 e x 3 f(x)=2016\cdot e^{\frac{x}{3}} as well as f ( 0 ) = 2016 3 = 672 f'(0)=\frac{2016}{3}=\boxed{672}

Yes, f ( x ) = e λ x f(x)=e^{\lambda x} is a good Ansatz (+1). How do we know that there aren't any other solutions of the form f ( x ) = x k e λ x f(x)=x^k e^{\lambda x} ? Also, the equation k = 1 k 2 λ k = 3 2 \sum_{k=1}^{\infty}k^2\lambda^k=\frac{3}{2} has three complex solutions λ \lambda ; why are you rejecting the other two, besides λ = 1 3 \lambda=\frac{1}{3} ?

Otto Bretscher - 5 years ago

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The characteristic equation 2 λ λ ( 1 λ ) 3 2 ( 1 λ ) 3 = 0 2\lambda-\lambda(1-\lambda)-\frac{3}{2}(1-\lambda)^{3}=0 which follows after analyzing the infinite rows only delivers a real to real function for λ 1 = 1 3 \lambda_{1}=\frac{1}{3} . Of course there are additionally the solutions λ 2 , 3 = 1 + 2 i \lambda_{2,3}=1^{+}_{-}\sqrt{2}i But the range of the according functions contains complex numbers! So they must be rejected and the solution for f(x) is unique.

Andreas Wendler - 5 years ago

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The fact that the roots 1 ± 2 i 1\pm \sqrt{2}i are non-real is not a sufficient reason to reject them. Think about f ( x ) + f ( x ) = 0 f''(x)+f(x)=0 : non-real solutions give rise to real solutions thanks to Euler's marvelous formula ;)

Otto Bretscher - 5 years ago

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@Otto Bretscher Okay, so let us try to find a second solution f ( x ) = 2016 e x c o s ( 2 x ) f(x)=2016\cdot e^{x}\cdot cos(\sqrt{2}x) constructed as a linear combination regarding the two complex values for λ \lambda with valid initial condition.

But here we realize that the infinite sum doesn't converge. That's why we must reject the complex solutions for λ \lambda .

Andreas Wendler - 5 years ago

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@Andreas Wendler Genau! Now your solution is just perfect

Otto Bretscher - 5 years ago

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@Otto Bretscher We need also to show that no other form is possible.

Abdelhamid Saadi - 5 years ago

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@Abdelhamid Saadi We needn't because another solution doesn't exist. This follows from the roots of the characteristic polynomial for λ \lambda considering the initial condition!

Andreas Wendler - 5 years ago
Julian Poon
Jun 11, 2016

Let f ( x ) = y f(x)=y

We want to solve the equation

3 2 y = n = 1 n 2 y ( n ) ( 1 ) \frac{3}{2}y=\sum _{n=1}^{ \infty}n^2y^{(n)} --(1)

Differentiating both sides we get

3 2 y = n = 1 n 2 y ( n + 1 ) ( 2 ) \frac{3}{2}y'=\sum _{n=1}^{\infty }n^2y^{(n+1)} --(2)

Taking (1)-(2) we get:

3 2 ( y y ) = n = 1 ( 2 n 1 ) y ( n ) ( 3 ) \frac{3}{2}\left(y-y'\right)=\sum _{n=1}^{ \infty}\left(2n-1\right)y^{(n)} --(3)

Now doing the same thing ((3) - (3)') we get:

3 2 ( y 2 y + y ) = 2 n = 1 y ( n ) y = 2 S y \frac{3}{2}\left(y-2y'+y''\right)=2\sum _{n=1}^{ \infty}y^{(n)} - y'=2S - y'

Rearranging:

S = 3 4 ( y 4 3 y + y ) ( 4 ) S=\frac{3}{4}\left(y-\frac{4}{3}y'+y''\right) --(4)

Notice that

S = ( S + y ) = S + y S=(S+y)'=S'+y'

Substituting that into (4) gives the differential equation:

3 y 11 y + 7 y 3 y = 0 3y-11y'+7y''-3y'''=0

Solving gives:

y = c 3 e x 3 + c 2 e x sin ( 2 x ) + c 1 e x cos ( 2 x ) y=c_3e^{\frac{x}{3}}+c_2e^x\sin \left(\sqrt{2}x\right)+c_1e^x\cos \left(\sqrt{2}x\right)

It is then easy to show that c 2 c_2 and c 1 c_1 has to be 0 or the sum n = 1 n 2 y ( n ) \displaystyle \sum _{n=1}^{ \infty}n^2y^{(n)} diverges.

The rest follows suit.

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