Solutions to Final Exam in Ordinary Differential Equations (Math 22B-002, Spring 2017), Exercises of Differential Equations

Ordinary Differential Equations. Math 22B-002, Spring 2017. Final Exam: Solutions. 1. [15 pts.] Solve the initial value problem. 6y// − y/ − y = 0,.

Typology: Exercises

2022/2023

Uploaded on 05/11/2023

thecoral
thecoral 🇺🇸

4.5

(30)

395 documents

1 / 12

Toggle sidebar

This page cannot be seen from the preview

Don't miss anything!

bg1
Ordinary Differential Equations
Math 22B-002, Spring 2017
Final Exam: Solutions
1. [15 pts.] Solve the initial value problem
6y00 y0y= 0, y(0) = 10, y0(0) = 0.
Solution.
The characteristic equation is 6r2r1 = 0 with roots r= 1/2,1/3,
so the general solution is
y(x) = c1ex/2+c2ex/3.
The initial conditions are satisfied if
c1+c2= 10,1
2c11
3c2= 0
whose solution is c1= 4, c2= 6, so
y(x) = 4ex/2+ 6ex/3.
1
pf3
pf4
pf5
pf8
pf9
pfa

Partial preview of the text

Download Solutions to Final Exam in Ordinary Differential Equations (Math 22B-002, Spring 2017) and more Exercises Differential Equations in PDF only on Docsity!

Ordinary Differential Equations Math 22B-002, Spring 2017 Final Exam: Solutions

  1. [15 pts.] Solve the initial value problem

6 y′′^ − y′^ − y = 0, y(0) = 10, y′(0) = 0.

Solution.

  • The characteristic equation is 6r^2 − r − 1 = 0 with roots r = 1/ 2 , − 1 /3, so the general solution is

y(x) = c 1 ex/^2 + c 2 e−x/^3.

  • The initial conditions are satisfied if

c 1 + c 2 = 10,

c 1 −

c 2 = 0

whose solution is c 1 = 4, c 2 = 6, so

y(x) = 4ex/^2 + 6e−x/^3.

  1. [20 pts.] (a) Let y 0 is an arbitrary constant. Find the solution y(x) of the initial-value problem

y′^ − 2 xy = x, y(0) = y 0.

(b) For what initial value y 0 does the solution remain bounded as x → +∞? What is the solution in that case?

Solution.

  • The ODE is first-order, linear, and nohomogeneous, so we use the in- tegrating factor method.
  • The integrating factor with coefficient p(x) = − 2 x is given by

μ(x) = exp

2 x dx

= e−x

2 .

  • Multiplying the ODE by the integrating factor and writing the left- hand side as an exact derivative, we get that ( e−x

2 y

= xe−x

2 ,

so e−x

2 y(x) =

xe−x

2 dx + c = −

ex

2

  • c,

and the general solution is

y(x) = −

  • cex

2 .

  • The initial condition gives y 0 = − 1 /2 + c, so c = y 0 + 1/2 and

y(x) = −

y 0 +

ex

2 .

  • (b) The solution remains bounded as x → ∞ if c = 0 and y 0 = − 1 /2. In that case, the solution is y(x) = − 1 /2.

Remark. Alternatively, we could use variation of parameters: the solution of the homogeneous equation is y(x) = cex 2 , so write y(x) = u(x)ex 2 and solve for u(x); or we could observe that yp(x) = − 1 /2 is a particular solution, and write y(x) = yp(x) + cex 2 .

  1. [20 pts.] (a) Find a particular solution of the ODE

y′′^ + y = ex^ + x^2.

(b) Find a particular solution of the ODE

y′′^ − y = ex^ + x^2.

Solution.

  • (a) We look for a particular solution of the form

yp(x) = Aex^ + Bx^2 + C.

  • Then y p′′ + yp = 2Aex^ + Bx^2 + 2B + C, so we take A = 1/2, B = 1, and 2B + C = 0. It follows that C = − 2 and yp(x) =

ex^ + x^2 − 2.

(b) The function ex^ is a solution of the homogeneous equation, so we look for a particular solution of the form

yp(x) = Axex^ + Bx^2 + C.

  • Then y′′ p − yp = 2Aex^ − Bx^2 + 2B − C, so we take A = 1/2, B = −1, and 2B − C = 0. It follows that C = − 2 and yp(x) =

xex^ − x^2 − 2.

  1. [25 pts.] Suppose that the 2 × 2 matrix A has the following eigenvalues λk and eigenvectors ~rk:

λ 1 = − 2 , ~r 1 =

; λ 2 = 1, ~r 2 =

(a) Write down the general solution for (x(t), y(t))T^ of the system

( x y

= A

x y

(b) Sketch the phase plane of this system. Include in your sketch the trajec- tory that passes through the point (0, 2).

(c) Sketch the graphs of x(t) and y(t) versus t for the solution of this system that satisfies the initial condition x(0) = 0, y(0) = 2.

Solution.

  • (a) The general solution is ( x y

= c 1 e−^2 t

  • c 2 et

where c 1 , c 2 are arbitrary constants.

  • (b) The origin is a saddle point, The stable direction, in which (x, y) → (0, 0) as t → +∞, is (1, 3); the unstable direction, in which (x, y) → (0, 0) as t → −∞, is (2, −1).
  • A numerical plot of the phase plane (using the matlab script pplane8.m) is shown in Figure 1.
  • (c) Graphs of x(t) and y(t) versus t are shown in Figure 2.

Figure 3: Phase plane for 6(b).

  1. [25 pts.] (a) Find the general solution of the 2 × 2 system

( x y

x y

Write your answer in complex form.

(b) Sketch the phase plane of this system.

Solution.

  • The characteristic polynomial of the matrix is ∣ ∣ ∣ ∣

1 − λ 2 − 5 − 1 − λ

∣ =^ λ

so the eigenvalues satisfy λ^2 + 9 = 0, and λ = ± 3 i.

  • If λ = 3i, then the eigenvector ~r = (p, q)T^ satisfies (A − 3 iI)~r = 0, or ( 1 − 3 i 2 − 5 − 1 − 3 i

p q

One solution is (^) ( p q

−1 + 3i

Any non-zero (complex) scalar multiple of this vector would do just as well.

  • The eigenvector for λ = − 3 i is the conjugate of the eigenvector for λ = 3i, so the general solution is ( x y

= c 1 e^3 it

−1 + 3i

  • c 2 e−^3 it

− 1 − 3 i

where c 1 , c 2 are arbitrary (complex) constants. To get real-valued solutions, we take c 1 and c 2 to be complex conjugates.

  • The origin is a center with closed (periodic) orbits. Since x′^ = x + 2y is positive when x, y > 0 and negative when x, y < 0, the direction of trajectories is clockwise. A numerical plot of the phase plane is shown in Figure 3.
  1. [25 pts.] Suppose that a hot metal bar with absolute temperature T (t) at time t cools by emitting thermal radiation. According to the Stefan- Boltzmann law, the bar radiates heat energy at rate proportional to T 4. If the initial temperature of the bar is T 0 > 0, then T (t) satisfies the initial value problem dT dt

= −kT 4 , T (0) = T 0 ,

where k > 0 is a constant.

(a) Solve for T (t).

(b) Let t 1 / 2 be the time it takes for the bar to cool to half its initial temper- ature. Find an expression for t 1 / 2 in terms of k and T 0.

(c) Does t 1 / 2 increase, decrease, or stay the same as T 0 increases? How does this compare with the behavior of t 1 / 2 for an object that cools according to Newton’s law of cooling (dT /dt = −kT )?

Solution.

  • (a) The ODE is nonlinear and separable. Separating variables, we get ∫ dT T 4

k, dt + c

Integration gives −

3 T 3 (t)

= −kt + c.

The initial condition gives c = − 1 / 3 T 03 , and solving for T , we find that

T (t) =

T 0

(1 + 3T 03 kt)^1 /^3

  • (b) The temperature of the bar is half the initial temperature when ( 1 + 3T 03 kt 1 / 2

Solving for t 1 / 2 , we get that

t 1 / 2 =

3 T 03 k

  • (c) The time t 1 / 2 decreases as T 0 increases (the cooling rate is larger at higher temperatures). For Newton’s law of cooling, T (t) = T 0 e−kt^ and the decay time t 1 / 2 = ln 2/k is independent of T 0.
  1. [25 pts.] Consider the following ODE for y(x):

y′^ + sin^2 (x + y) = 0. (1)

(a) What is the order of this ODE? Is it linear or nonlinear? Separable or non-separable?

(b) What can you say from general theorems about the existence and unique- ness of solutions of the initial value problem for (1) with the initial condition y(x 0 ) = y 0?

(c) Show that the substitution u(x) = x + y(x) gives the following ODE:

u′^ = cos^2 u. (2)

(d) Solve (2) for u(x) and write down the general solution of (1) for y(x). For what x-values do your solutions exist?

(e) What are the solutions of (1) with the initial conditions : (i) y(0) = 0; (ii) y(0) = π/2?

Solution.

  • (a) The ODE is first-order, nonlinear, and non-separable.
  • (b) The function sin^2 (x + y) is a continuous function of (x, y) and continuously differentiable with respect to y for all (x, y) ∈ R^2 , so a unique solution y(x) of the initial value problem exists for every initial condition y(x 0 ) = y 0. The solution is defined in some open x-interval that contains x 0.
  • (c) Writing y = u − x and y′^ = u′^ − 1, we get that

u′^ − 1 + sin^2 u = 0.

Since 1 − sin^2 u = cos^2 u, it follows that u′^ = cos^2 u.

  • (d) Separating variable in the u-ODE, and assuming that cos u 6 = 0, we get that (^) ∫ du cos^2 u

dx + c.

Since 1/ cos^2 u = sec^2 u and ∫ sec^2 u du = tan u + c,