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Various topics in differential equations, including linearity, finding solutions, and existence-uniqueness theorems. It includes examples of nonlinear equations, finding general solutions, and determining the largest interval in which a unique solution exists.
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WSU Math 315 Sample Problems for Test I (Fall, 2007)
Solutions
Note: The ODE in Problem 13 has been changed from that given out in class.
(a) Is the equation linear? (b) Is the function y = 2 a solution? (c) What is the slope of a solution at (1, 3)? Solution (a) First order linear equations have the form:
y′^ + p(t)y = g(t),
where p(t), g(t) are given functions. Here, we clearly do not have this form, since upon simplifying we obtain: y′^ + 2y = y^2 , and the right-hand side is a function of y rather than of t. So, the equation is not linear, i.e. nonlinear. In general, any equation containing terms like y^2 , √y, (^1) y , sin(y), etc., cannot be written in the linear form y′^ + p(t)y = g(t), and so such an equation is nonlinear. (b) Considering y = 2, y′^ = 0, hence using the given ODE, we have 0 = 2(2 − 2) = 0; hence y = 2 satisfies the equation, and thus is a solution. (c) At the point (x 1 , y 1 ) = (1, 3), observe that substituting y 1 = 3 into the equation yields: y′^ = 3(3 − 2) = 3. So, the slope of a solution at (1, 3) is 3.
y cos(3t), y(0) = 1.
Solution. The equation is separable. Simplifying yields:
− cos(3t) + y−^1 /^2 y′^ = 0.
Taking M (t) = − cos(3t), N (y) = y−^1 /^2 , and recalling that the general solution of a separable equation M (t) + N (y)y′^ = 0 is implicitly defined by ∫ M (t) dt +
N (y) dy = c
where c is an arbitrary constant, here we obtain: ∫ M (t) dt +
N (y) dy = −
cos(3t) dt +
y−^1 /^2 dy
= −
sin(3t) + 2y^1 /^2
and thus an implicitly defined solution is:
−
sin(3t) + 2y^1 /^2 = c.
Using the initial condition y(0) = 1 yields c = 2, hence our solution becomes:
−
sin(3t) + 2y^1 /^2 = 2.
Notice further that we can solve the above equation for y to obtain:
y =
sin(3t)
sin(3t)
dy dt
= 3y + 5t.
Solution. The above equation is linear, as simplification reveals:
y′^ − 3 y = 5t
where p(t) = −3 and g(t) = 5t. We proceed as follows:
∫ (^) p(t) dt = e
∫ (^) − 3 dt = e−^3 t.
μ(t)g(t) dt =
5 te−^3 t^ dt = −
te−^3 t^ +
e−^3 t^ dt = −
e−^3 t
t +
e−^3 t
t +
t +
(xy^2 − sin(x))dx + x^2 ydy = 0.
(a) Verify the equation is exact. (b) Find the general solution. Solution. Notice that this equation has the form M (x, y)dx + N (x, y)dy = 0 where M (x, y) = xy^2 − sin(x), N (x, y) = x^2 y. (a) For this equation, we have My(x, y) = 2xy = Nx(x, y), so the equation is exact.
(b) Picard’s iteration method is the construction of a sequence of functions associ- ated with the above integral equation, each function of which satisfies the initial condition φ(0) = 0. Namely, letting φ 0 (t) = 0, the nth^ term of the sequence is:
φn(t) =
∫ (^) t
0
f (s, φn− 1 (s)) ds.
So, for f (t, y) = t^2 + y^2 , we have:
φ 1 (t) =
∫ (^) t
0
(s^2 + (φ 0 (s))^2 ) ds =
∫ (^) t
0
s^2 ds = t^3 3
φ 2 (t) =
∫ (^) t
0
(s^2 + (φ 1 (s))^2 ) ds =
∫ (^) t
0
s^2 + t^6 9
ds = t^3 3
t^7 63
y′′^ + 5y′^ + 6y = 0, y(0) = 1, y′(0) = − 1. Solution. The characteristic equation for the above 2nd order linear ODE is r^2 + 5r + 6 = (r + 3)(r + 2) = 0, which has the real, distinct roots r 1 = −3 and r 2 = −2. Thus the general solution is y(t) = c 1 er^1 t^ + c 2 er^2 t^ = c 1 e−^3 t^ + c 2 e−^2 t. Applying the initial condition y(0) = 1 gives the equation c 1 + c 2 = 1 and the initial condition y′(0) = −1 gives − 3 c 1 − 2 c 2 = − 1. From the first equation c 1 = 1 − c 2 ; substituting this into the second equation gives: −3(1 − c 2 ) − 2 c 2 = − 1 =⇒ −3 + c 2 = − 1 =⇒ c 2 = 2 =⇒ c 1 = − 1. So the solution to the above initial-value problem is: y(t) = −e−^3 t^ + 2e−^2 t.
r =
− 2 ± 2 i 2 = − 1 ± 2 i.
So the characteristic equation has complex conjugate room − 1 ± 2 i, so putting λ = − 1 and μ = 2, the general solution of the above ODE is:
y(t) = c 1 eλt^ sin(μt) + c 2 eλt^ cos(μt) = c 1 e−t^ sin(2t) + c 2 e−t^ cos(2t).
A fundamental set of solutions is {y 1 , y 2 } = {e−t^ sin(2t), e−t^ cos(2t)}, whose Wronskian is:
W (y 1 , y 2 )(t) =
∣∣ e −t (^) sin(2t) e−t (^) cos(2t) −e−t^ sin(2t) + 2e−t^ cos(2t) −e−t^ cos(2t) − 2 e−t^ sin(2t)
= −e−^2 t^ sin(2t) cos(2t) − 2 e−^2 t^ sin^2 (2t) + e−^2 t^ sin(2t) cos(2t) − 2 e−^2 t^ cos^2 (2t) = − 2 e−^2 t(sin^2 (2t) + cos^2 (2t)) = − 2 e−^2 t. So, W (y 1 , y 2 )(0) = − 2.
y′′^ − 6 y′^ + 9y = 0, y(0) = − 1 , y′(0) = 1.
Solution. The characteristic equation is r^2 − 6 r + 9 = (r − 3)^2 = 0, and so there is a repeated root r 1 = 3. Thus, the equation has the general solution y(t) = c 1 ter^1 t^ + c 2 er^1 t^ = c 1 te^3 t^ + c 2 e^3 t.
Applying y(0) = −1 gives c 2 = −1, hence y(t) = c 1 te^3 t^ − e^3 t. As
y′(t) = c 1 e^3 t^ + 3c 1 te^3 t^ − 3 e^3 t,
applying y′(0) = 1 yields c 1 − 3 = 1 hence c 1 = 4. Therefore, the solution of the given initial value problem is y(t) = 4te^3 t^ − e^3 t.
(x − 1)y′′^ − xy′^ + y = 0, x > 0 , suppose y 1 (x) = ex^ is a solution. Use the method of reduction of order to find a second solution. Solution. The method of reduction of order begins by guessing that a second solution having the form y(x) = v(x)y 1 (x) = v(x)ex^ also solves the equation. Then we have: y′^ = v′ex^ + vex, y′′^ = v′′ex^ + v′ex^ + v′ex^ + vex = v′′ex^ + 2v′ex^ + vex.
Substituting the above into the original ODE gives:
(x − 1)(v′′ex^ + 2v′ex^ + vex) − x(v′ex^ + vex) + vex^ = 0,
t^2 + y − 4 , y(2) = 1. Solution. Here we must use the more general Existence and Uniqueness Theorem for 1st Order Equations (Theorem 2. 4 .2), which states that the initial-value problem y′^ = f (t, y), y(t 0 ) = y 0 has a unique solution in a rectangle containing the point (t 0 , y 0 ) only if f and ∂f∂y are continuous on said rectangle. To proceed, we determine the region(s) on which both f and ∂f∂y are continuous, and select the region containing the point (t 0 , y 0 ). So, here f (t, y) =
t^2 + y − 4 , ∂f ∂y (t, y) =
t^2 + y − 4
which are both continuous where y > 4 − t^2 (for f we require t^2 + y − 4 ≥ 0 and for fy we require t^2 + y − 4 > 0). This is the region in the t-y plane above the parabola y = 4 − t^2 , not including the curve itself. Since the point (2, 1) lies in this region, i.e. as 1 > 4 − 22 = 0, by the Existence and Uniqueness Theorem for 1st Order Equations, the given equation has a unique solution y defined on it.
(1 + x^2 )y′′^ + 2xy′^ + y = 0.
(b) Suppose W (y 1 , y 2 )(1) = 3. Find W (y 1 , y 2 )(3). Solution. (a) Since we do not know y 1 (t) and y 2 (t), we compute the Wronskian from the formula in Abel’s Theorem (Theorem 3. 3 .2). Namely, given an equation of the form y′′^ + p(t)y′^ + q(t) = g(t), the Wronskian of two solutions y 1 (t), y 2 (t) is: W (y 1 , y 2 )(t) = ce−^
∫ (^) p(t) dt , where c is a constant to be determined. So, to proceed we first put the given equation in the correct form by dividing through by (1 + x^2 ):
y′′^ + 2 x 1 + x^2 y′^ +
1 + x^2 y = 0.
Then as p(x) = 2 x 1 + x^2
and (^) ∫ p(x) dx =
2 x 1 + x^2 dx = ln(1 + x^2 )
(no absolute value since (1 + x^2 ) is always positive), we obtain:
W (y 1 , y 2 )(x) = ce−^ ln(1+x (^2) ) = c 1 + x^2
(b) If W (y 1 , y 2 )(1) = 3, we have from (a) that c 2 = 3 or c = 6. Thus,
W (y 1 , y 2 )(3) =
where p = p(t) is the account balance after t years, r is the lending rate, k is the withdrawal rate, and p 0 is the initial deposit. Here, r = 0.08, k = 10, 000, and p 0 = 100, 000, so we have the initial-value problem: dp dt = 0. 08 p − 10 , 000 , p(0) = 100, 000.
This equation is linear, so writing p′^ − 0. 08 p = − 10 , 000 , p(0) = 100, 000:
(− 0 .08) dt = e−^0.^08 t.
μ(t)g(t) dt = − 10 , 000
e−^0.^08 t^ dt =
e−^0.^08 t^ = 125, 000 e−^0.^08 t.
0 = 125, 000 − 25 , 000 e^0.^08 t^ =⇒ e^0.^08 t^ = 5 =⇒ t = ln 5
ln 5 ≈ 20 .12 years.