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Solutions to the Final exam of Winter 2009
                   Applied Ordinary Differential Equations
                                  ENGR 213

(1) (a) This is a separable equation which can be re-written in the form
                                      dy          dx
                                             =           .
                                   (2y + 3)2   (4x + 5)2
        To integrate the left hand side, use the substitution u = 2y + 3, thus du = 2dy,
        while, for the right hand side, use w = 4x + 5, dw = 4dx. Therefore,
                     dy        1      1          1           1
                           2
                             =          2
                                          du = − + c = −           + c,
                  (2y + 3)     2      u         2u       2(2y + 3)
                     dy       1     1           1             1
                          2
                            =        2
                                       dw = −      +c =−            +c.
                 (4x + 5)     4    w           4w         4(4x + 5)
        Using a single constant C to replace the difference c − c, we have the general
        solution of the equation in implicit form:
                                  1             1
                                         =           + C.
                              2(2y + 3)    4(4x + 5)

    (b) This ODE is linear, hence we shall first put it in its standard form (we’ll solve it
        for x > 0):

                                  dy 1         1
                                      + y = ex .
                                  dx x         x
                                       x
        Thus P (x) = 1/x and Q(x) = e /x and we look for an integrating factor (hence in
        the following we choose the constant of integration zero)
                                           1
                                               dx
                               µ(x) = e    x        = eln x = x.
        We multiply the equation with µ to obtain xy + y = ex or (xy) = ex . Integrating
        both sides, we obtain
                                                   ex C
          xy = ex + C, C = constant, ⇒ y(x) =         + , C = constant,
                                                    x    x
        the general solution in explicit form.
        We now make use of the initial condition y(1) = 2 to determine the constant:
                                                                   ex 2 − e
              y(1) = e + C = 2 ⇒ C = 2 − e ⇒ y(x) =                  +      .
                                                                   x    x

(2) By denoting M (x, y) = y 2 cos x − 3x2 y − 2x, N (x, y) = 2y sin x − x3 + ln y, we check
    that
                        ∂M            ∂N
                            (x, y) =     (x, y) = 2y cos x − 3x2
                         ∂y           ∂x
    hence the equation is exact.
                                               1
2

         We therefore start to look for a function f (x, y) whose partial derivatives with respect
       to x, respectively y, are M and respectively N . We do so by integrating M (x, y) with
       respect to x:

                            f (x, y) = y 2 sin x − x3 y − x2 + C(y).
       We then differentiate f with respect to y and, setting the result equal to N , obtain
                                   2y sin x − x3 + C (y) = ln y.

          Thus C(y) is an antiderivative of ln y. We can find it by integration by parts (u =
       ln y, dv = dy):

               C(y) =      ln y dy = y ln y −   1 dy = y ln y − y + c, c = constant.

         Hence f (x, y) = y 2 sin x − x3 y − x2 + y ln y − y + c and the solution to the ODE (in
       implicit form) is

                    y 2 sin x − x3 y − x2 + y ln y − y + c = 0, c = constant.

                                                                dy   du
    (3) We’ll use the substitution u = x + y ⇒ y = u − x, then     =    − 1. Therefore, the
                                                                dx   dx
        substitution leads to the related ODE
                             du                  du
                                − 1 = tan2 u ⇔      = 1 + tan2 u.
                             dx                  dx
                       sin u                             sin2 u + cos2 u     1
          As tan u =         , we note that 1 + tan2 u =          2u
                                                                         =        . Then
                       cos u                                  cos          cos2 u
                               du       1
                                   =      2u
                                               ⇒ cos2 u du = dx
                               dx     cos
                               1 + cos(2u)                     u    sin(2u)
         whose solution is                   du = x + c ⇒         +         = x + c, thus the
                                     2                         2       4
       general solution of the original ODE (in implicit form) is
                          x + y sin(2(x + y))
                               +              = x + c, c = constant.
                            2         4

    (4) For the first 4 seconds, the velocity is constant (equal to 100 m/sec), then the velocity
        is a solution of the ODE
                                          dV
                                             = −0.002V 2 .
                                          dt
           This ODE has the solution
                                    1
                                 − = −0.002t + c, V (0) = 100
                                    V
           or
                                  1                   1
                    V (t) =                 ⇒                 = 20 ⇒ t = 20.
                            0.002t + 0.01       0.002t + 0.01
3

        We must not forget to add the 4 seconds when the velocity remained constant, hence
      the final answer is that the velocity reaches 20 m/sec after 24 sec.

   (5) (a) First, using r2 +6r +8 = 0 ⇔ r = −4 or r = −2, we find that the complementary
           part of the general solution is yc (x) = c1 e−4x + c2 e−2x .
           Having no duplication between yc and sin(3x), we set up yp as
yp (x) = A sin(3x)+B cos(3x) ⇒ yp (x) = 3A cos(3x)−3B sin(3x) ⇒ yp (x) = −9A sin(3x)−9B cos(3x).
              Substituting these into the nonhomogenous ODE, we obtain

−9A sin(3x) − 9B cos(3x) + 6(3A cos(3x) − 3B sin(3x)) + 8(A sin(3x) + B cos(3x)) = sin(3x),
              or −A − 18B = 1, 18A − B = 0 which implies A = −1/325 and B = −18/325.
              Thus the general solution of the ODE is
                                          1            18
              y(x) = c1 e−4x + c2 e−2x −     sin(3x) −     cos(3x), c1,2 = constants.
                                         325           325
       (b) We start again with the characteristic equation of the associated homogenous ODE,
           r2 +10r+25 = 0. This equation has 5 as a double root, hence yc (x) = c1 e5x +c2 xe5x .
           Yet, there is no duplication between yc and ex so we may take yp (x) = Aex =
           yp (x) = yp (x). In conclusion, 36Aex = ex , so A = 1/36 and
           the general solution of the ODE is
                                                   1 x
                        y(x) = c1 e5x + c2 xe5x +    e , c1,2 = constants.
                                                  36

   (6) This is a non-homogeneous Cauchy-Euler equation. Consider first the homogeneous
       Cauchy-Euler DE: 2x2 y + 5xy + y = 0. Its characteristic equation is 2m(m − 1) +
       5m + 1 = 0 or 2m2 + 3m + 1 = 0. Its roots are −1 and −1/2, hence (solving the ODE
       on (0, ∞))
                                    1      1
                         yc (x) = c1 + c2 √ , c1,2 = constants.
                                    x       x

         By choosing, y1 (x) = x−1 and y2 (x) = x−1/2 , we can form the Wronskian W (x) and
      proceed to find a particular solution of the non-homogeneous equation given by using
      the variation of parameters. However, in order to apply the variation of parameters and
      identify correctly the function f needed for W1 and W2 below, we must use the standard
      form of the equation: y + P (x)y + Q(x) = f (x), thus divide the non-homogeneous
      Cauchy-Euler equation by 2x2 to obtain
                                       5      1       1    1
                                y +      y + 2y= − .
                                      2x     2x       2 2x

               x−1    x−1/2          1 −5/2                       0     x−1/2         1       1
W (x) = det                      =     x    , W1 (x) = det                         = − x−1/2 + x−3/2
               −x −2
                     − 1 x−3/2
                       2             2                        1
                                                              2
                                                                     1   1
                                                                  − 2x − 2 x−3/2      2       2
                                        x−1        0          1 −1 1 −2
                        W2 (x) = det           1      1   =     x − x ,
                                        −x−2   2
                                                   − 2x       2    2
4


                             W1                   W2
                          u1 =    = −x2 + x, u2 =    = x3/2 − x1/2 .
                              W                   W
          The simplest antiderivatives are
                                          x3 x2     2      2
                               u1 = −       + , u2 = x5/2 − x3/2 .
                                          3  2      5      3
          Thus
                                   x3 x2                  2 5/2 2 3/2            x2 x
                  yp (x) = x−1 −     +          + x−1/2     x − x            =     − ,
                                   3   2                  5     3                15 6
          and

                                          1       1  x2 x
                      ygeneral (x) = c1     + c2 √ +   − , c1,2 = constants.
                                          x        x 15 6

    (7) We’ll use the method of systematic elimination, hence, using D for the differentiation
        with respect to t, we’ll write the system as
                      Dx = 2x + 3y − e2t ,                (D − 2)x − 3y      = −e2t ,
                                                  or
                      Dy = −x − 2y + e2t                  x + (D + 2)y       = e2t .
          Through symbolic computation, we obtain

     (D − 2)(D + 2)x − 3(D + 2)y           = −(D + 2)e2t         (D2 − 4)x − 3(D + 2)y    = −4e2t
                                                         ⇒
     3x + 3(D + 2)y                        = 3e2t                3x + 3(D + 2)y           = 3e2t .

         Above, we used that (D + 2)e2t = (e2t ) + 2e2t = 4e2t . Adding the two equations, we
       obtain
                          (D2 − 1)x = −e2t ⇔ x − 1 = −e2t .
          We solve first this non-homogeneous ODE. It’s easy to see that
                               xc (t) = c1 et + c2 e−t , c1,2 = constants.
          For the particular solution, we use the method of undetermined coefficients by setting
       xp (t) = Ae2t ⇒ xp (t) = 2Ae2t , xp (t) = 4Ae2t , thus 3A = −1 and
                          1                             1
                xp (t) = − e2t ⇒ x(t) = c1 et + c2 e−t − e2t , c1,2 = constants.
                          3                             3
          To find y(t) we go back to the first equation of the system and note that
                              1                     c1            1
                         y = (x − 2x + e2t ) = − et − c2 e−t + e2t .
                              3                     3             3
          In conclusion, the general solution of the given system is

                 x(t) = c1 et + c2 e−t − 1 e2t
                                         3                            c1,2 = constants.
                 y(t) = 1 (x − 2x + e2t ) = − c31 et − c2 e−t + 1 e2t
                        3                                       3
5

(8) Assume that the ODE has a solution of the form y(x) =                                     an xn . Then y (x) =
                                                                                        n≥0
                  n−1                                         n−2
          nan x         and y (x) =            n(n − 1)an x         . As y is a solution, we must have
    n≥1                                  n≥2

                              n(n − 1)an xn−2 − 3x              nan xn−1 −         an xn = 0.
                        n≥2                             n≥1                  n≥0

         Equivalently,

                                n(n − 1)an xn−2 −            3nan xn −          an xn = 0.
                          n≥2                          n≥1                n≥0

         We’ll re-index the first sum as follows
                                    n(n − 1)an xn−2 =           (n + 2)(n + 1)an+2 xn .
                              n≥2                         n≥0

         Then
                              (n + 2)(n + 1)an+2 xn −             3nan xn −         a n xn = 0
                        n≥0                                n≥1                n≥0
    or

                    2a2 − a0 +              ((n + 2)(n + 1)an+2 − 3nan − an ) xn = 0.
                                      n≥1

         Thus a2 = a0 /2 and, generally, for n ≥ 1,
                                                        (3n + 1)an
                                             an+2 =                  .
                                                      (n + 2)(n + 1)
         Evaluating, we obtain
                                                        4
                                                   a3 =    a1
                                                       3·2
                                                  7          7
                                            a4 =     a2 =       a0
                                                 4·3      4·3·2
    and so on.
      Thus
                                            1 2    7 4                              2 3
                   y(x) = a0          1+      x +    x + . . . + a1           x+      x + ...
                                            2     24                                3
    and it remains to find a0 and a1 such that y(0) = 1, y (0) = 0. Actually, y(0) = 1 ⇒
    a0 = 1, while y (0) = 0 ⇒ a1 = 0, hence the solution is

                                                      1 2    7 4
                                        y(x) = 1 +      x +    x + ....
                                                      2     24

(9) Note that this problem has been also solved in class so you may also refer to your lecture
    notes.
6

        (a) The ODE is
                                      q + 6q + 18q = 30 cos t,
             thus
                      qc (t) = c1 e−3t cos(3t) + c2 e−3t sin(3t), c1,2 = constant.
             Setting up qp (t) = A cos t + B sin t, we obtain
                (−A + 6B + 18A) cos t + (−B − 6A + 18B) sin t = 30 cos t ⇒

                        B = 6A/17 A = 510/325 = 102/65 ⇒ B = 36/65.
              Thus the general solution is
                                                       102          36
            q(t) = c1 e−3t cos(3t) + c2 e−3t sin(3t) +     cos t +     sin t, c1,2 = constant.
                                                        65          65
              We see that
                                                                                      102       36
q (t) = c1 (−3e−3t cos(3t)−3e−3t sin(3t))+c2 (−3e−3t sin(3t)+3e−3t cos(3t))−              sin t+ cos t,
                                                                                       65       65
              so we can now use the initial conditions: q(0) = 100 = c1 + 102/65 and q (0) = 0 =
              −3c1 + 3c2 + 36/65 = 0. Thus
                                               6398         6386
                                         c1 =        , c2 =       ,
                                                 65          65
              so

                         6398 −3t        6386 −3t        102         36
                q(t) =       e cos(3t) +     e sin(3t) +     cos t +    sin t.
                          65              65             65          65
        (b) The transient terms are
                            6398 −3t               6386 −3t
                                 e cos(3t) and         e sin(3t)
                             65                     65
            (as they go to zero as t approaches infinity) and the steady-state terms are the
            remaining (last) two. The circuit is underdamped.

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Engr 213 final sol 2009

  • 1. Solutions to the Final exam of Winter 2009 Applied Ordinary Differential Equations ENGR 213 (1) (a) This is a separable equation which can be re-written in the form dy dx = . (2y + 3)2 (4x + 5)2 To integrate the left hand side, use the substitution u = 2y + 3, thus du = 2dy, while, for the right hand side, use w = 4x + 5, dw = 4dx. Therefore, dy 1 1 1 1 2 = 2 du = − + c = − + c, (2y + 3) 2 u 2u 2(2y + 3) dy 1 1 1 1 2 = 2 dw = − +c =− +c. (4x + 5) 4 w 4w 4(4x + 5) Using a single constant C to replace the difference c − c, we have the general solution of the equation in implicit form: 1 1 = + C. 2(2y + 3) 4(4x + 5) (b) This ODE is linear, hence we shall first put it in its standard form (we’ll solve it for x > 0): dy 1 1 + y = ex . dx x x x Thus P (x) = 1/x and Q(x) = e /x and we look for an integrating factor (hence in the following we choose the constant of integration zero) 1 dx µ(x) = e x = eln x = x. We multiply the equation with µ to obtain xy + y = ex or (xy) = ex . Integrating both sides, we obtain ex C xy = ex + C, C = constant, ⇒ y(x) = + , C = constant, x x the general solution in explicit form. We now make use of the initial condition y(1) = 2 to determine the constant: ex 2 − e y(1) = e + C = 2 ⇒ C = 2 − e ⇒ y(x) = + . x x (2) By denoting M (x, y) = y 2 cos x − 3x2 y − 2x, N (x, y) = 2y sin x − x3 + ln y, we check that ∂M ∂N (x, y) = (x, y) = 2y cos x − 3x2 ∂y ∂x hence the equation is exact. 1
  • 2. 2 We therefore start to look for a function f (x, y) whose partial derivatives with respect to x, respectively y, are M and respectively N . We do so by integrating M (x, y) with respect to x: f (x, y) = y 2 sin x − x3 y − x2 + C(y). We then differentiate f with respect to y and, setting the result equal to N , obtain 2y sin x − x3 + C (y) = ln y. Thus C(y) is an antiderivative of ln y. We can find it by integration by parts (u = ln y, dv = dy): C(y) = ln y dy = y ln y − 1 dy = y ln y − y + c, c = constant. Hence f (x, y) = y 2 sin x − x3 y − x2 + y ln y − y + c and the solution to the ODE (in implicit form) is y 2 sin x − x3 y − x2 + y ln y − y + c = 0, c = constant. dy du (3) We’ll use the substitution u = x + y ⇒ y = u − x, then = − 1. Therefore, the dx dx substitution leads to the related ODE du du − 1 = tan2 u ⇔ = 1 + tan2 u. dx dx sin u sin2 u + cos2 u 1 As tan u = , we note that 1 + tan2 u = 2u = . Then cos u cos cos2 u du 1 = 2u ⇒ cos2 u du = dx dx cos 1 + cos(2u) u sin(2u) whose solution is du = x + c ⇒ + = x + c, thus the 2 2 4 general solution of the original ODE (in implicit form) is x + y sin(2(x + y)) + = x + c, c = constant. 2 4 (4) For the first 4 seconds, the velocity is constant (equal to 100 m/sec), then the velocity is a solution of the ODE dV = −0.002V 2 . dt This ODE has the solution 1 − = −0.002t + c, V (0) = 100 V or 1 1 V (t) = ⇒ = 20 ⇒ t = 20. 0.002t + 0.01 0.002t + 0.01
  • 3. 3 We must not forget to add the 4 seconds when the velocity remained constant, hence the final answer is that the velocity reaches 20 m/sec after 24 sec. (5) (a) First, using r2 +6r +8 = 0 ⇔ r = −4 or r = −2, we find that the complementary part of the general solution is yc (x) = c1 e−4x + c2 e−2x . Having no duplication between yc and sin(3x), we set up yp as yp (x) = A sin(3x)+B cos(3x) ⇒ yp (x) = 3A cos(3x)−3B sin(3x) ⇒ yp (x) = −9A sin(3x)−9B cos(3x). Substituting these into the nonhomogenous ODE, we obtain −9A sin(3x) − 9B cos(3x) + 6(3A cos(3x) − 3B sin(3x)) + 8(A sin(3x) + B cos(3x)) = sin(3x), or −A − 18B = 1, 18A − B = 0 which implies A = −1/325 and B = −18/325. Thus the general solution of the ODE is 1 18 y(x) = c1 e−4x + c2 e−2x − sin(3x) − cos(3x), c1,2 = constants. 325 325 (b) We start again with the characteristic equation of the associated homogenous ODE, r2 +10r+25 = 0. This equation has 5 as a double root, hence yc (x) = c1 e5x +c2 xe5x . Yet, there is no duplication between yc and ex so we may take yp (x) = Aex = yp (x) = yp (x). In conclusion, 36Aex = ex , so A = 1/36 and the general solution of the ODE is 1 x y(x) = c1 e5x + c2 xe5x + e , c1,2 = constants. 36 (6) This is a non-homogeneous Cauchy-Euler equation. Consider first the homogeneous Cauchy-Euler DE: 2x2 y + 5xy + y = 0. Its characteristic equation is 2m(m − 1) + 5m + 1 = 0 or 2m2 + 3m + 1 = 0. Its roots are −1 and −1/2, hence (solving the ODE on (0, ∞)) 1 1 yc (x) = c1 + c2 √ , c1,2 = constants. x x By choosing, y1 (x) = x−1 and y2 (x) = x−1/2 , we can form the Wronskian W (x) and proceed to find a particular solution of the non-homogeneous equation given by using the variation of parameters. However, in order to apply the variation of parameters and identify correctly the function f needed for W1 and W2 below, we must use the standard form of the equation: y + P (x)y + Q(x) = f (x), thus divide the non-homogeneous Cauchy-Euler equation by 2x2 to obtain 5 1 1 1 y + y + 2y= − . 2x 2x 2 2x x−1 x−1/2 1 −5/2 0 x−1/2 1 1 W (x) = det = x , W1 (x) = det = − x−1/2 + x−3/2 −x −2 − 1 x−3/2 2 2 1 2 1 1 − 2x − 2 x−3/2 2 2 x−1 0 1 −1 1 −2 W2 (x) = det 1 1 = x − x , −x−2 2 − 2x 2 2
  • 4. 4 W1 W2 u1 = = −x2 + x, u2 = = x3/2 − x1/2 . W W The simplest antiderivatives are x3 x2 2 2 u1 = − + , u2 = x5/2 − x3/2 . 3 2 5 3 Thus x3 x2 2 5/2 2 3/2 x2 x yp (x) = x−1 − + + x−1/2 x − x = − , 3 2 5 3 15 6 and 1 1 x2 x ygeneral (x) = c1 + c2 √ + − , c1,2 = constants. x x 15 6 (7) We’ll use the method of systematic elimination, hence, using D for the differentiation with respect to t, we’ll write the system as Dx = 2x + 3y − e2t , (D − 2)x − 3y = −e2t , or Dy = −x − 2y + e2t x + (D + 2)y = e2t . Through symbolic computation, we obtain (D − 2)(D + 2)x − 3(D + 2)y = −(D + 2)e2t (D2 − 4)x − 3(D + 2)y = −4e2t ⇒ 3x + 3(D + 2)y = 3e2t 3x + 3(D + 2)y = 3e2t . Above, we used that (D + 2)e2t = (e2t ) + 2e2t = 4e2t . Adding the two equations, we obtain (D2 − 1)x = −e2t ⇔ x − 1 = −e2t . We solve first this non-homogeneous ODE. It’s easy to see that xc (t) = c1 et + c2 e−t , c1,2 = constants. For the particular solution, we use the method of undetermined coefficients by setting xp (t) = Ae2t ⇒ xp (t) = 2Ae2t , xp (t) = 4Ae2t , thus 3A = −1 and 1 1 xp (t) = − e2t ⇒ x(t) = c1 et + c2 e−t − e2t , c1,2 = constants. 3 3 To find y(t) we go back to the first equation of the system and note that 1 c1 1 y = (x − 2x + e2t ) = − et − c2 e−t + e2t . 3 3 3 In conclusion, the general solution of the given system is x(t) = c1 et + c2 e−t − 1 e2t 3 c1,2 = constants. y(t) = 1 (x − 2x + e2t ) = − c31 et − c2 e−t + 1 e2t 3 3
  • 5. 5 (8) Assume that the ODE has a solution of the form y(x) = an xn . Then y (x) = n≥0 n−1 n−2 nan x and y (x) = n(n − 1)an x . As y is a solution, we must have n≥1 n≥2 n(n − 1)an xn−2 − 3x nan xn−1 − an xn = 0. n≥2 n≥1 n≥0 Equivalently, n(n − 1)an xn−2 − 3nan xn − an xn = 0. n≥2 n≥1 n≥0 We’ll re-index the first sum as follows n(n − 1)an xn−2 = (n + 2)(n + 1)an+2 xn . n≥2 n≥0 Then (n + 2)(n + 1)an+2 xn − 3nan xn − a n xn = 0 n≥0 n≥1 n≥0 or 2a2 − a0 + ((n + 2)(n + 1)an+2 − 3nan − an ) xn = 0. n≥1 Thus a2 = a0 /2 and, generally, for n ≥ 1, (3n + 1)an an+2 = . (n + 2)(n + 1) Evaluating, we obtain 4 a3 = a1 3·2 7 7 a4 = a2 = a0 4·3 4·3·2 and so on. Thus 1 2 7 4 2 3 y(x) = a0 1+ x + x + . . . + a1 x+ x + ... 2 24 3 and it remains to find a0 and a1 such that y(0) = 1, y (0) = 0. Actually, y(0) = 1 ⇒ a0 = 1, while y (0) = 0 ⇒ a1 = 0, hence the solution is 1 2 7 4 y(x) = 1 + x + x + .... 2 24 (9) Note that this problem has been also solved in class so you may also refer to your lecture notes.
  • 6. 6 (a) The ODE is q + 6q + 18q = 30 cos t, thus qc (t) = c1 e−3t cos(3t) + c2 e−3t sin(3t), c1,2 = constant. Setting up qp (t) = A cos t + B sin t, we obtain (−A + 6B + 18A) cos t + (−B − 6A + 18B) sin t = 30 cos t ⇒ B = 6A/17 A = 510/325 = 102/65 ⇒ B = 36/65. Thus the general solution is 102 36 q(t) = c1 e−3t cos(3t) + c2 e−3t sin(3t) + cos t + sin t, c1,2 = constant. 65 65 We see that 102 36 q (t) = c1 (−3e−3t cos(3t)−3e−3t sin(3t))+c2 (−3e−3t sin(3t)+3e−3t cos(3t))− sin t+ cos t, 65 65 so we can now use the initial conditions: q(0) = 100 = c1 + 102/65 and q (0) = 0 = −3c1 + 3c2 + 36/65 = 0. Thus 6398 6386 c1 = , c2 = , 65 65 so 6398 −3t 6386 −3t 102 36 q(t) = e cos(3t) + e sin(3t) + cos t + sin t. 65 65 65 65 (b) The transient terms are 6398 −3t 6386 −3t e cos(3t) and e sin(3t) 65 65 (as they go to zero as t approaches infinity) and the steady-state terms are the remaining (last) two. The circuit is underdamped.