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Problems

Author:

Supervisor:

Second Year Biomedical

Carlos Oscar S. Sorzano

Engineering

1 Chapter 1

Kreyszig, 1.1.2

Carlos Oscar Sorzano, Aug. 31st, 2014

x2

y 0 + xe 2 =0

Solution:

dy x2

y0 = = xe 2

dx

By separating variables

x2

dy = xe 2 dx

and integrating Z Z

x2

dy = xe 2 dx

x2

y = e 2 +C

Kreyszig, 1.1.5

Carlos Oscar Sorzano, Aug. 31st, 2014

y 0 = 4ex cos(x)

Solution:

dy

y0 = = 4ex cos(x)

dx

By separating variables

dy = 4ex cos(x)dx

and integrating Z Z

dy = 4ex cos(x)dx

ex cos(x)dx x

R

I1 = R [u = e x , dv = cos(x)dx]

x

= e sin(x) R sin(x)(e dx)

= ex sin(x) + sin(x)ex dx [u x

R = e , dv = sin(x)dx]

= e sin(x) + e ( cos(x))R ( cos(x))(ex dx)

x x

= ex sin(x) ex cos(x) I1

2I1 = ex sin(x) ex cos(x)

I1 = ex sin(x)cos(x)

2

Finally

Kreyszig, 1.1.6

1

Carlos Oscar Sorzano, Aug. 31st, 2014

y 00 = y

Solution: Let us try a particular solution of the form

y = ex

y 0 = ex

y 00 = 2 ex

2 ex = ex

2 = 1 = i

So the two functions

y1 = eix

and

y2 = eix

are solutions of the ODE. Actually, any function of the form

y = c1 y1 + c2 y2 = c1 eix + c2 eix

is also a solution. In fact, it is the general solution of the ODE. Let us check

this statement

y 0 = ic1 eix ic2 eix

y 00 = c1 eix c2 eix

Substituting in the ODE

y 00 = y

c1 eix c2 eix = (c1 eix + c2 eix )

As can be easily seen the function

y = c1 eix + c2 eix + C

Kreyszig, 1.1.7

Carlos Oscar Sorzano, Aug. 31st, 2014

y 0 = cosh(5.13x)

Solution: To solve the proposed ODE we rewrite it as

dy

= cosh(5.13x)

dx

2

Consequently

dy = cosh(5.13x)dx

Integrating Z Z

dy = cosh(5.13x)dx

1

y= sinh(5.13x) + C

5.13

Kreyszig, 1.1.8

Carlos Oscar Sorzano, Aug. 31st, 2014

y 000 = e0.2x

Solution: Let us dene

y1 = y 0

y2 = y10 = y 00

Then the ODE can be rewritten as

y20 = e0.2x

whose solution is

dy2 = e0.2x dx

1 0.2x

y2 = e + c1 = 5e0.2x + c1

0.2

Now we solve the equation

y10 = y2 = 5e0.2x + c1

y1 = 25e0.2x + c1 x + c2

And, nally, the equation

y 0 = y1 = 25e0.2x + c1 x + c2

dy = (25e0.2x + c1 x + c2 )dx

c1

y = 125e0.2x + x2 + c2 x + c3

2

1

Since c1 is an arbitrary constant, we can absorb the

2 factor into c1 , so that the

general solution is

y = 125e0.2x + c1 x2 + c2 x + c3

Kreyszig, 1.1.10

Carlos Oscar Sorzano, Aug. 31st, 2014

3

2

1. Verify that y = ce2.5x is a solution of the ODE

y 0 + 5xy = 0

2. Determine from y the particular solution of the ODE that satises the

initial condition y(0) = .

3. Graph the solution of the IVP.

Solution:

1. Let us calculate y0 and substitute it into the ODE

y 0 = 5cxe2.5x

2 2

5cxe2.5x + 5x ce2.5x = 0

2 2

5cxe2.5x + 5cxe2.5x = 0

0=0

So y is actually a solution of the ODE.

2

y(0) = = ce2.5(0) = ce0 = c

that is, we need c = . The particular solution fullling the initial condi-

tion is

2

yp = e2.5x

3. In MATLAB:

3.5

2.5

1.5

0.5

0

3 2 1 0 1 2 3

x

Kreyszig, 1.1.12

Carlos Oscar Sorzano, Aug. 31st, 2014

4

1. Verify that y 2 4x2 = C is a solution of the ODE

yy 0 = 4x

2. Determine from y the particular solution of the ODE that satises the

initial condition y(1) = 4.

3. Graph the solution of the IVP.

Solution:

1. Let us dierentiate the equation dening the implicit function

Dx (y 2 4x2 = C)

2yy 0 8x = 0

yy 0 = 4x

is actually a solution of the proposed ODE.

y 2 4x2 = C

(4)2 4(1)2 = C

C = 16 4 = 12

So the particular solution satisfying the given initial condition is

yp2 4x2 = 12

3. In MATLAB:

set(h,'Color','b')

y24 x212 = 0

10

0

y

10

3 2 1 0 1 2 3

x

5

Kreyszig, 1.1.16

Carlos Oscar Sorzano, Aug. 31st, 2014

from the general solution and is then called a singular solution. The ODE

(y 0 )2 xy 0 + y = 0 is of this kind. Show by dierentiation and substitution

that it has the general solution y = cx c2 and the singular solution y = 14 x2 .

Explain the following gure.

y = cx c2 y 0 = c

(y 0 )2 xy 0 + y = 0

(c)2 x(c) + (cx c2 ) = 0

0=0

So the proposed solution is a solution of the ODE. However, the function y=

1 2

4 x is also a solution as can be easily veried

1 2 1

y= x y0 = x

4 2

(y 0 )2 xy 0 + y = 0

2

1 1 1 2

x x x + x =0

2 2 4

1 2 1 2 1 2

x x + x =0

4 2 4

0=0

The explanation of the proposed gure is the following. The dierent lines

correspond to dierent values of c in the general solution

y = cx c2

Kreyszig, 1.1.18

6

Carlos Oscar Sorzano, Aug. 31st, 2014

228

Radium 88 Ra has a half-life of about 3.6 days.

2. After 1 year?

dA

= Kt

dt

whose general solution is

Note that the units of K are [time1 ]. We can also write the general solution

as

t

A(t) = A(0)e t>0

where the units of are now [time].

A half-life of 3.6 days implies that

A(0) 3.6

A(3.6) = = A(0)e

2

3.6

log(2) =

3.6

= = 5.1937[days]

log(2)

At this point we can answer the two questions:

1 1

1. After 1 day there is: A(1) = A(0)e = 1e 5.1937 = 0.8249[g].

365 365

2. After 1 year there is: A(365) = A(0)e = 1e 5.1937 = 3 1031 [g].

Kreyszig, 1.1.19

Carlos Oscar Sorzano, Aug. 31st, 2014

Experiments show that the acceleration of the motion is constant (equal to

g = 9.80[m/s2 ], called the acceleration of gravity). Model this as an ODE for

y(t), the distance fallen as a function of time t. If the motion starts at time

t = 0 from rest (i.e., with velocity v = y 0 = 0), show that you obtain the familiar

law of free fall

1 2

y= gt

2

Solution: Let us understand the physical meaning of each of the variables

involved:

y 0 (t) is the speed of the object at time t

7

y 00 (t) is its acceleration at time t

The fact that acceleration is constant along the fall implies

y 00 = g

v = y0

Then, the free fall ODE can be written as

v0 = g

dv = gdt

v = gt + c

But the object is at rest at t = 0, that is

v(0) = 0 = g(0) + c c = 0

v = y0

for y

dy = vdt = gtdt

1

y = gt2 + c

2

At time t=0 the object had not moved, that is

1

y(0) = 0 = g(0)2 + c c = 0

2

Finally, the solution of the falling ODE is

1 2

y= gt

2

Kreyszig, 1.2.4

Carlos Oscar Sorzano, Aug. 31st, 2014

y 0 = 2y y 2

In the eld graph several solution curves by hand, particularly those passing

through the points (0, 0), (0, 1), (0, 2), (0, 3).

Solution: In MATLAB

[x,y]=meshgrid(-1:0.25:5,-2:0.25:4);

f = @(x,y) 2*y-y.2;

dy=feval(f,x,y);

dx=ones(size(dy));

quiver(x,y,dx,dy);

axis([-1 5 -2 4])

8

xlabel('x')

ylabel('y')

hold on

% (0,0)

[xa,ya] = ode45(f,[0,5],0);

[xb,yb] = ode45(f,[0,-1],0);

plot(xa,ya,'b','LineWidth',2)

plot(xb,yb,'b','LineWidth',2)

% (0,1)

[xa,ya] = ode45(f,[0,5],1);

[xb,yb] = ode45(f,[0,-1],1);

plot(xa,ya,'r','LineWidth',2)

plot(xb,yb,'r','LineWidth',2)

% (0,2)

[xa,ya] = ode45(f,[0,5],2);

[xb,yb] = ode45(f,[0,-1],2);

plot(xa,ya,'k','LineWidth',2)

plot(xb,yb,'k','LineWidth',2)

% (0,3)

[xa,ya] = ode45(f,[0,5],3);

[xb,yb] = ode45(f,[0,-1],3);

plot(xa,ya,'g','LineWidth',2)

plot(xb,yb,'g','LineWidth',2)

1

y

2

1 0 1 2 3 4 5

x

Kreyszig, 1.2.5

Carlos Oscar Sorzano, Aug. 31st, 2014

9

Graph a direction eld (by a CAS or by hand) for the ODE

1

y0 = x

y

In the eld graph several solution curves by hand, particularly that one passing

through the point (1, 12 ).

Solution: In MATLAB

[x,y]=meshgrid(-2:0.15:2,0.15:0.15:2);

f = @(x,y) x-1./y;

dy=feval(f,x,y);

dx=ones(size(dy));

quiver(x,y,dx,dy);

axis([-2 2 0.15 2])

xlabel('x')

ylabel('y')

hold on

[xb,yb] = ode45(f,[1,-2],0.5);

plot(xa,ya,'r','LineWidth',2)

plot(xb,yb,'r','LineWidth',2)

1.8

1.6

1.4

1.2

y

0.8

0.6

0.4

0.2

2 1.5 1 0.5 0 0.5 1 1.5 2

x

Kreyszig, 1.2.11

Carlos Oscar Sorzano, Aug. 31st, 2014

explicitly in f

y 0 = f (x, y)

For instance,

y 0 = sin2 (y)

10

1

y 0 = 5y 2

What will the level curves f (x, y) = const (also called isoclines, of equal incli-

nation) of an autonomous ODE look like? Give reason.

Solution: They are lines parallel to the x axis, since all points with the same x

have the same inclination (slope of the tangent). For example, for the equation

y 0 = sin2 (y)

[x,y]=meshgrid(-pi:0.25:pi,-pi:0.25:pi);

f = @(x,y) (sin(y)).2;

dy=feval(f,x,y);

dx=ones(size(dy));

quiver(x,y,dx,dy);

axis([-pi pi -pi pi])

xlabel('x')

ylabel('y')

hold on

% Isoclines

contour(x,y,dy./dx,0.25,'r','LineWidth',2)

contour(x,y,dy./dx,0.75,'g','LineWidth',2)

0

y

3

3 2 1 0 1 2 3

x

Kreyszig, 1.2.15

Carlos Oscar Sorzano, Aug. 31st, 2014

mass of person plus equipment, g = 9.8[m/s2 ] the acceleration of gravity) and

the air resistance, assumed to be proportional to the square of the velocity v(t).

Using Newton's second law of motion (mass acceleration = resultant of the

11

forces), set up a model (an ODE for v(t)). Graph a direction eld (choosing

m and the constant of proportionality equal to 1). Assume that the parachute

opens when v = 10[m/s]. Graph the corresponding solution in the eld. What is

the limiting velocity? Would the parachute still be sucient if the air resistance

were only proportional to v(t)?

Solution: The following equation for the velocity v reects the physical knowl-

edge of the problem

mv 0 = mg v 2

With m = 1[kg] and = 1[N s2 /kg], we have

v0 = g v2

v(0) = 10

[x,v]=meshgrid(0:0.1:2,0:0.5:10);

f = @(x,v) 9.8-v.2;

dv=feval(f,x,v);

dx=ones(size(dv));

quiver(x,v,dx,dv);

axis([0 2 0 10])

xlabel('t')

ylabel('v')

hold on

% Solution

[t10,v10]=ode45(f,[0 2],10);

plot(t10,v10,'r','LineWidth',2)

If the air resistance were proportional to v(t), then (see black curve)

v0 = g v

12

10

7

v

0 0.5 1 1.5 2

t

Kreyszig, 1.2.17

lvaro Martn Ramos, Dec. 25th, 2014

y0 = y

with h = 0.1 and y(0) = 1.

Solution: The method applied to this case would give

y0 = y(0) = 1

y1 = y0 + hf (x0 , y0 ) = 1 + 0.1(y0 ) = 1 + 0.1(1) = 1.1

y2 = y1 + hf (x1 , y1 ) = 1.1 + 0.1(y1 ) = 1.1 + 0.1(1.1) = 1.21

y3 = y2 + hf (x2 , y2 ) = 1.11 + 0.1(y2 ) = 1.21 + 0.1(1.21) = 1.331

...

Kreyszig, 1.2.20

Carlos Oscar Sorzano, Aug. 31st, 2014

y 0 = 5x4 y 2 y(0) = 1

with h = 0.2. The true solution is

1

y=

(1 + x)5

Solution: The method applied to this case would give

y0 = y(0) = 1

y1 = y0 + hf (x0 , y0 ) = 1 + 0.2(5x40 y02 ) = 1 + 0.2(5(0)4 (1)2 ) = 1

y2 = y1 + hf (x1 , y1 ) = 1 + 0.2(5x41 y12 ) = 1 + 0.2(5(0.2)4 (1)2 ) = 0.9984

y3 = 0.9729

y4 = 0.8502

...

13

In MATLAB

f = @(x,y) -5*x.4.*y.2;

% Euler

y=zeros(10,1);

x=zeros(10,1);

x(1)=0; y(1)=1; % y(0)=1

h=0.2;

for k=1:length(y)-1

y(k+1)=y(k)+h*f(x(k),y(k));

x(k+1)=x(k)+h;

end

% ODE45

[xRK,yRK]=ode45(f,[0,1.8],1);

% True solution

xt=0:0.01:1.8;

yt=1./((xt+1).5);

plot(x,y,xRK,yRK,xt,yt)

legend('Euler solution','Runge-Kutta 45','True solution')

xlabel('x')

ylabel('y')

1

Euler solution h=0.2

0.9 RungeKutta 45

True solution

0.8

0.7

0.6

0.5

y

0.4

0.3

0.2

0.1

0

0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8

x

Kreyszig, 1.3.2

Carlos Oscar Sorzano, Aug. 31st, 2014

Solve

y 3 + y 0 + x3 = 0

14

Solution: We can rearrange the equation as

3

0 x3 x

y = 3 =

y y

y

y0 = f

x

so that it can be reduced to a separable form by making the change of variables

y

u= y = xu y 0 = u0 x + u

x

Substituting in the ODE

1

u0 x + u = 3

u

u4 + 1

1

u0 x = u + 3 =

u u3

Separating variables

u3 1

du = dx

u4 +1 x

Integrating

u3

Z Z

1

4

du = dx

u +1 x

4u3

Z

1

du = log |x| + C

4 u4 + 1

Solving for u

1

log |u4 + 1| = log |x| + C

4

1

log |u4 + 1| 4 = log |x| + C

C

1

|u4 + 1| 4 =

x

C

u4 + 1 = 4

x

And undoing the change of variable

y 4 C

+1=

x x4

y 4 + x4 = C

Kreyszig, 1.3.7

Carlos Oscar Sorzano, Nov. 2nd, 2014

Solve y

xy 0 = y + 2x3 sin2

x

15

y

by making the change of variables

x =u

Solution: The change of variables

y

x = u implies

y = ux

y 0 = u0 x + u

Substituting in the dierential equation we get

u0

= 2x

sin2 (u)

du

= 2xdx

sin2 (u)

Integrating we get

1

= x2 + C

tan(u)

1

tan(u) =

C x2

1

u = arctan

C x2

Undoing the change of variable

1

y = ux = x arctan

C x2

Kreyszig, 1.3.8

Carlos Oscar Sorzano, Aug. 31st, 2014

Solve

y 0 = (y + 4x)2

by making the change of variables y + 4x = v

Solution:

y + 4x = v y 0 + 4 = v 0 y 0 = v 0 4

Substituting in the ODE

v0 4 = v2

v0 = v2 + 4

v0

=1

v2 + 4

Separating variables

dv

= dx

v2 + 4

Integrating Z Z

dv

2

= dx

v +4

16

Z

1 dv

=x+C

4 ( v2 )2 + 1

1

2 dv

Z

1

v 2 =x+C

2 (2) + 1

1 v

atan = x + C

2 2

Solving for v

v = 2 tan(2x + C)

Undoing the change of variables

y + 4x = 2 tan(2x + C)

y = 4x + 2 tan(2x + C)

Kreyszig, 1.3.9

Carlos Oscar Sorzano, June 15th, 2015

Solve

xy 0 = y 2 + y

y

by making the change of variables u= x.

Solution: y

u= y = ux y 0 = u0 x + u

x

Substituting in the ODE

x(u0 x + u) = (ux)2 + ux

Dividing by x

u0 x + u = u2 x + u

u0 x = u2 x

u0 = u2

du

= dx

u2

Integrating

u1 = x + C

1

u=

x+C

Undoing the change of variables

y 1

=

x x+C

Finally,

x

y=

x+C

Kreyszig, 1.3.19

17

Carlos Oscar Sorzano, Aug. 31st, 2014

to the number present at t and doubles in 1 week, how many bacteria can be

expected after 2 weeks? After 4 weeks?

Solution: The growth rate of the number of bacteria is A0 (t). If it is propor-

tional to the number of bacteria, we have

A0 = A

whose solution can be obtained by separating variables

dA = Adt

dA

= dt

A

Integrating

log |A| = t + C

Solving for A

A = Cet

If the number of bacteria doubles every week, we have

A(t + 7) = 2A(t)

Ce(t+7) = 2Cet

log(2)

e7 =2= = 0.0990

7

After 2 weeks we will have

log(2)

A(t + 14) = Ce(t+14) = Cet e14 = A(t)e 7 14

= A(t)e2 log(2) = A(t)(elog(2) )2 = A(t)22 = 4A(t)

log(2)

28

A(t + 28) = A(t)e 7 = A(t)e4 log(2) = A(t)(elog(2) )4 = A(t)24 = 16A(t)

Kreyszig, 1.3.20

Carlos Oscar Sorzano, Aug. 31st, 2014

1. If the birth rate and death rate of the number of bacteria are proportional

to the number of bacteria present, what is the population as a function of

time.

Solution:

1. The following model describes the situation

A0 = b A d A = (b d )A

Similarly to Problem 1.3.19, its solution is

A = Ce(b d )t = A(0)e(b d )t

18

2. If b = d , the number of bacteria stays stable from t = 0. If b > d ,

the number of bacteria grows exponentially. On the contrary, if b < d ,

the number of bacteria exponentially decreases to 0.

Kreyszig, 1.3.23

Carlos Oscar Sorzano, Aug. 31st, 2014

low pressure P (and constant temperature) the rate of change of the volume

V (P ) equals VP . Solve the model.

Solution: The following ODE models the system

V

V0 =

P

V0 1

=

V P

Separating variables

dV dP

=

V P

Integrating

C

log |V | = log |P | + C = log

P

C

V =

P

Kreyszig, 1.3.26

Carlos Oscar Sorzano, Aug. 31st, 2014

(A > 0), where y(t) is the mass of tumor cells at time t. The model agrees

well with clinical observations. The declining growth rate with increasing y>1

corresponds to the fact that cells in the interior of a tumor may die because

of insucient oxygen and nutrients. Use the ODE to discuss the growth and

decline of solutions (tumors) and to nd constant solutions. Then solve the

ODE.

Solution: Let us solve the equation

y 0 = Ay log(y)

dy

= Adt

y log(y)

1

y dy

= Adt

log(y)

log | log(y)| = At + C

log(y) = CeAt

y = exp(Cexp(At)) = exp(log(y(0))exp(At))

The following gure shows the growth for y(0) = 0.01 and A=1

19

1

0.9

0.8

0.7

0.6

0.5

A

0.4

0.3

0.2

0.1

0

0 5 10 15 20

t

Kreyszig, 1.4.4

Carlos Oscar Sorzano, Nov. 2nd, 2014

Solve

e3 (dr + 3rd) = 0

Solution: We rewrite the dierential equation as

e3 dr + 3re3 d = 0

P dr + Qd = 0

To check if it is an exact equation we calculate

P

= 3e3

Q

= 3e3

r

Since both partial derivatives are equal, the equation is exact and we look for a

solution of the form

Z Z

U= P dr + C() = e3 dr + C() = e3 r + C()

U

= 3re3 + C 0 ()

and compare it to Q

3re3 + C 0 () = Q

3re3 + C 0 () = 3re3

C 0 () = 0

20

Integrating with respect to

C() = C

Finally, the implicit solution of the dierential equation is

e3 r + C = 0

or explicitly

r = Ce3

Kreyszig, 1.4.8

Carlos Oscar Sorzano, Aug. 31st, 2014

ex (cos(y)dx sin(y)dy) = 0

Solution: We may rewrite the ODE as

ex cos(y)dx ex sin(y)dy = 0

P (x, y)dx + Q(x, y)dy = 0

To see if it is exact we calculate

P

= ex ( sin(y))

y

Q

= ex sin(y)

x

P Q

Since

y = x , the ODE is exact. To nd the solution, u that satises

u u

=P =Q

x y

we integrate P with respect to x

R

u(x, y) =

u

= ex ( sin(x)) + C 0 (y) = ex sin(y) C 0 (y) = 0 C(y) = C

y

So the solution to the problem are all functions of the form

Kreyszig, 1.4.9

lvaro Martn Ramos, Dec. 25th, 2014

e2x (2 cos(y)dx sin(y)dy) = 0

21

Solution: We may rewrite the ODE as

P (x, y)dx + Q(x, y)dy = 0

To see if it is exact we calculate

P

= 2e2x sin(y)

y

Q

= 2e2x sin(y)

x

Since

Q P

=

x y

the ODE is exact. To nd the solution, u, that satises

u

=P

x

u

=Q

y

we integrate P with respect to x

Z

u(x, y) = e2x 2 cos(y)dx = cos(y)e2x + C(y)

u

= sin(y)e2x + C 0 (y) = e2x sin(y) C 0 (y) = 0 C(y) = C

y

So the solution to the problem are all functions of the form

Kreyszig, 1.4.10

Carlos Oscar Sorzano, Jan. 13th, 2015

Solution: Let us multiply the whole equation by cos(x + y)

P (x, y)dx + Q(x, y)dy = 0

22

Let us check if this is an exact equation:

P (x, y)

Py = = cos(x + y) y sin(x + y)

y

Q(x, y)

Qx = = y sin(x + y) + cos(x + y)

x

Since Py = Qx , the equation is exact. We can solve it by integrating with

respect to one of the variables

Z Z

U (x, y) = P (x, y)dx = y cos(x + y)dx = y sin(x + y) + C(y)

U (x, y)

Q(x, y) =

y

C 0 (y) = 0

C(y) = C

Finally, the implicit solution of the dierential equation is

U (x, y) = 0

y sin(x + y) + C = 0

Kreyszig, 1.4.11

Carlos Oscar Sorzano, Aug. 31st, 2014

P (x, y)dx + Q(x, y)dy = 0

To see if it is exact we calculate

P

= 2 cosh(x)( sin(y))

y

Q

= cosh(x) sin(y)

x

P Q

Since

y 6= x , the ODE is not exact. For nding an integrating factor, we

start by calculating

23

We note that

Qx Py cosh(x) sin(y) 1

= = tan(y)

P 2 cosh(x) cos(y) 2

is a function ofy , f (y). The integrating factor comes

Z

1 1 1

F = exp tan(y)dy = exp log(cos(y)) = p

2 2 cos(y)

1

p (2 cosh(x) cos(y)dx sinh(x) sin(y)dy) = 0

cos(y)

p sin(y)

2 cosh(x) cos(y)dx sinh(x) p dy = 0

cos(y)

At this point, the ODE is exact. We nd its solution by integrating P with

respect to x

Z p p

u(x, y) = 2 cosh(x) cos(y)dx = 2 sinh(x) cos(y) + C(y)

u sin(y) sin(y)

= sinh(x) p + C 0 (y) = sinh(x) p C 0 (y) = 0

y cos(y) cos(y)

p

u(x, y) = C = 2 sinh(x) cos(y)

Kreyszig, 1.5.7

Carlos Oscar Sorzano, Aug. 31st, 2014

xy 0 = 2y + x3 ex

Solution: We may rewrite the ODE as

2

y0 y = x2 ex

x

That is of the form

y 0 + p(x)y = r(x)

This is a linear, non-homogeneous equation, whose solution is given by

Z

yh = eh ( eh rdx + C)

where

pdx = x2 dx = 2 log |x|

R R

h =

h

e = eR2 log |x| = x2

(x2 )(x2 ex )dx = ex

R h

e rdx =

24

Finally

y = x2 (ex + C)

Kreyszig, 1.5.13

Carlos Oscar Sorzano, Aug. 31st, 2014

y 0 = 6(y 2.5)tanh(1.5x)

Solution: We may rewrite the ODE as

y 0 6tanh(1.5x)y = 15tanh(1.5x)

y 0 + p(x)y = r(x)

This is a linear, non-homogeneous equation, whose solution is given by

Z

yh = eh ( eh rdx + C)

where

tanh(1.5x)dx = 6 log(cosh(1.5x))

R R

h = pdx = 6 1.5 = 4 log(cosh(1.5x))

e h

= eR4 log(cosh(1.5x)) = cosh4 (1.5x)

(cosh4 (1.5x))(15tanh(1.5x))dx = cosh2.5

R h

e rdx = 4 (1.5x)

Finally

4 2.5

y = cosh (1.5x) +C = 2.5 + C cosh4 (1.5x)

cosh4 (1.5x)

Kreyszig, 1.5.15

Carlos Oscar Sorzano, Aug. 31st, 2014

y 0 + p(x)y = 0

y 0 + p(x)y = r(x)

Show that the sum of two solutions and of the homogeneous equation (H ) is a

solution of (H ), and so is a scalar multiple for any constant a. These properties

are not true for the non-homogeneous problem (N H ).

Solution: Let y1 and y2 be two solutions of the homogeneous problem so that

y10 + p(x)y1 = 0

y20 + p(x)y2 = 0

Adding both equations we have

25

(y1 + y2 )0 + p(x)(y1 + y2 ) = 0

This last equation proves that y1 + y2 is also a solution of the homogeneous

problem. Similarly if we multiply the rst equation by a we have

a(y10 + p(x)y1 ) = 0

ay10 + ap(x)y1 = 0

(ay1 )0 + p(x)(ay1 ) = 0

which proves that ay1 is also a solution of the homogeneous problem.

However, this is not true for the non-homogeneous problem. Let us assume

that y1 and y2 are solutions of the non-homogeneous problem

Let us check if y1 + y2 is also a solution. For doing so, we substitute y1 + y2

into the ODE

Kreyszig, 1.5.17

Carlos Oscar Sorzano, Aug. 31st, 2014

solution of the homogeneous one is a solution of the non-homogeneous problem.

Solution: Let yp be a solution of the non-homogeneous problem

yh0 + p(x)yh = 0

Kreyszig, 1.5.18

Carlos Oscar Sorzano, Aug. 31st, 2014

is a solution of the homogeneous problem.

Solution: Let y p1 and y p2 be two solutions of the non-homogeneous problem

26

yp0 2 + p(x)yp2 = r(x)

Let us check if y p1 y p2 is a solution of the homogeneous problem

Kreyszig, 1.5.21

Carlos Oscar Sorzano, Aug. 31st, 2014

eh ( eh rdx + C) of a non-homogeneous problem

R

y 0 + p(x)y = r(x)

results from the following idea. Write the solution of the homogeneous problem

as R

y = Ce pdx

= Ceh = Cy

where y is the exponential function, which is a solution of the homogeneous

linear ODE

(y )0 + p(x)y = 0

Replace the arbitrary constant C in the homogeneous solution with a function

u to be determined so that the resulting function y = uy is a solution of the

nonhomogeneous linear ODE.

Solution: Let us introduce the function uy into the non-homogeneous ODE

to see the requirements that u must meet

= u0 y + u((y )0 + py )

= u0 y + u0

= u0 y

= r

u0 y = r u0 = r

= reh u = reh dx + C

R

eh

Z

y = uy = reh dx + C eh

Kreyszig, 1.5.24

Carlos Oscar Sorzano, Aug. 31st, 2014

Solve y 0 + y = xy

Solution: This is a Bernouilli equation of the form

y 0 + p(x)y = g(x)y a

u = y 1a = y 1(1) = y 2

27

Dierentiating

u0 = 2yy 0 = 2y(y xy 1 ) = 2y 2 2x = 2u 2x

u0 + 2u = 2x

This is now a linear, non-homogeneous equation system of the form

u0 + pu = r

Z Z

h= pdx = 2dx = 2x

eh ( eh rdx + C) = e2x

R R 2x

u = e (2x)dx + C

e2x xe2x 21 e2x + C = x 21 + Ce2x

=

Now we undo the change of variable

r

2 1

y = x + Ce2x

2

Kreyszig, 1.5.25

lvaro Martn Ramos, Dec. 25th, 2014

Solve

y 0 = 3.2y 10y 2

Solution: We may rewrite the ODE as

y 0 3.2y = 10y 2

y 0 + p(x)y = g(x)y a

u = y 1a = y 12 = y 1

Dierentiating

1 0 1

u0 = (y 1 )0 = y = 2 (3.2y 10y 2 ) = 3.2y 1 + 10 = 3.2u + 10

y2 y

u0 + 3.2u = 10

This is now a linear, non-homogeneous equation system of the form

u0 + pu = r

Z Z

h= pdx = (3.2)dx = 3.2x

28

u = eh ( eh rdx + C) = e3.2x ( e3.2x 10dx + C)

R R

3.2x

= e3.2x ( 10e3.2 + C) = 3.2

10

+ Ce3.2x

Now we undo the change of variable

1 1

y = = 10

u 3.2 + Ce3.2x

Kreyszig, 1.5.28

Carlos Oscar Sorzano, Aug. 31st, 2014

Solution: If we do the change of variable

z = y 2 z 0 = 2yy 0

xz 0 + (x 1)z = x2 ex

x1

z0 + z = xex

x

This is now a linear, non-homogeneous equation system of the form

z 0 + pz = r

x1

Z Z

h= pdx = dx = x log |x|

x

= eh ( Reh rdx + C) = ex+log |x|

R R xlog |x| x

z e (xe )dx + C

= ex x e2x dx + C = ex x 21 e2x + C

= x2 ex + Cex

Now we undo the change of variable

r

x x

y2 = e + Cex

2

Kreyszig, 1.5.33

Carlos Oscar Sorzano, Aug. 31st, 2014

Find and solve the model for drug injection into the bloodstream if, begin-

ning at t=0 a constant amount A[g/min] is injected and the drug is simul-

taneously removed at a rate proportional to the amount of the drug present at

time t.

Solution: The ODE

A0 + Kout A = Kin

29

which is a linear, non-homogeneous ODE whose solution is

R

h = Kout

R dth = Kout t

eh e rdt + C = eKout x eKo ut tKin dt + C

R

A =

Kin

= eKout t Kin Kout

1

eKout t + C = Kout + CeKout t

Kin Kin

A(0) = 0 = +C C =

Kout Kout

Finally, the solution is

Kin

A(t) = (1 eKout t ) (t > 0)

Kout

Kreyszig, 1.5.34

Carlos Oscar Sorzano, Aug. 31st, 2014

the rate of spread is proportional to the number of contacts between infected

and noninfected persons, who are assumed to move freely among each other.

Set up the model. Find the equilibrium solutions and indicate their stability or

instability. Solve the ODE. Find the limit of the proportion of infected persons

as t and explain what it means.

Solution: Let us call y the proportion of infected persons. The growth of

infected persons is proportional to the number of contacts means that

y 0 = ky(1 y) y(0) = y0

The two equilibrium solutions are y=0 (unstable) and y=1 (stable) as can

be seen in the gure below

1.2

0.8

y

0.6

0.4

0.2

0

0 0.2 0.4 0.6 0.8 1

t

y 0 ky = ky 2

30

This is a Bernouilli equation of the form

y 0 + py = gy a

u = y 1a = y 12 = y 1

u0 = y 2 y 0 = y 2 (ky ky 2 ) = (ky 1 k) = k ku

u0 + ku = k

This is a linear, non-homogeneous equation whose solution is

R

h = kdtR= kt

u = eh eh rdt + C = ekt e kdt + C = ekt ekt + C = 1 + Cekt

R kt

1

y=

1 + Cekt

Imposing the initial condition

1 1 1 y0

y0 = C= 1=

1+C y0 y0

Finally

1 y0

y = 1y0 kt =

1+ y0 e

y0 + (1 y0 )ekt

The following gure shows the curve for y0 = 0.1, k = 0.8.

0.9

0.8

0.7

0.6

0.5

y

0.4

0.3

0.2

0.1

0

0 2 4 6 8 10

t

Kreyszig, 1.6.9

Carlos Oscar Sorzano, Jan. 13th, 2015

2

y = cex

31

Solution: To nd the orthogonal trajectories, we dierentiate the set of curves

2

y 0 = 2xcex

That we may rewrite as

y 0 = 2xy = f (x, y)

The set of orthogonal curves must fulll

1 1

y 0 = =

f (x, y) 2xy

1

y y 0 =

2x

1

ydy = dx

2x

Which is a separable dierential equation that can be directly integrated

1 2 1

y = log(x) + C

2 2

y 2 = log(x) + C

2 C

ey =

x

Finally, the curve family can be rewritten as

2

x = Cey

Kreyszig, 1.6.12

Carlos Oscar Sorzano, Aug. 31st, 2014

Electric eld. The lines of electric force of two opposite charges of the

same strength at (1, 0) and (1, 0) are the circles through (1, 0) and (1, 0).

Show that these circles are given by

x2 + (y c)2 = 1 + c2 .

Show that the equipotential lines (which are orthogonal trajectories of those

circles) are the circles given by

(x + c )2 + y 2 = (c )2 1

(dashed in the following gure).

32

Solution: The curve

x2 + (y c)2 = 1 + c2

is the family of all circles pasing by (1, 0) and (1, 0). To show this statement

we show that (1, 0) and (1, 0) fulll this equation

(1)2 + (0 c)2 = 1 + c2

(1)2 + (0 c)2 = 1 + c2

Obviously this family is a set of circles.

To nd the orthogonal trajectories, we dierentiate the curve

2x + 2(y c)y 0 = 0

x + (y c)y 0 = 0

This curve contains the parameter c which should not be there. To eliminate

it, we manipulate the original set of curves to get

x2 + y 2 + c2 2yc = 1 + c2

x2 + y 2 2yc = 1

x2 + y 2 1

c=

2y

So the dierential equation becomes

x2 + y 2 1

x+ y y0 = 0

2y

2yx + 2y 2 (x2 + y 2 1) y 0 = 0

2yx + y 2 x2 + 1 y 0 = 0

2yx

y0 = = f (x, y)

y2 x2 + 1

The set of orthogonal curves must fulll

1 y 2 x2 + 1 1 1 1 x2 1

y 0 = = = y + y

f (x, y) 2yx 2x 2 x

1 1 1 x2 1

y 0 y = y

2x 2 x

This ODE is a Bernouilli equation of the form

y 0 + p(x)y = g(x)y a

u = y 1a = y 1(1) = y 2 u0 = 2y y 0

1 1 x2 1

1

u0 = 2y y + y

2x 2 x

33

1 2 1 x2

u0 = y +

x x

1 1 x2

u0 = u +

x x

1 1 x2

u0 u =

x x

This is a linear equation whose solution is

R 1

h = x dx = log |x|

eh = e logR|x| = x1

u = eh + c

h

R e rdx

1 1x2

= x dx + c

2 x

x

= x x x+1 + c

= x2 1 + c x

y 2 = x2 1 + c x

y 2 + x2 c x = 1

2 2

c c

y 2 + x2 c x + = 1 +

2 2

2 2

c c

y 2 + x = 1 +

2 2

2

y 2 + (x c ) = 1 + (c )2

2

(x + c ) + y 2 = (c )2 1

Kreyszig, 1.6.13

Carlos Oscar Sorzano, Aug. 31st, 2014

a body in the upper half-plane y>0 be given by

4x2 + 9y 2 = c.

. Find the orthogonal trajectories (the curves along which heat will ow in

regions lled with heat-conducting material and free of heat sources or heat

sinks).

Solution: Let us analyze rst the curves

4x2 + 9y 2 = c

4 2 9 2

x + y =1

c c

!2 !2

x y

c

+ c =1

2 3

34

c c

So they are ellipses of semiaxes

2 and 3 .

Their orthogonal trajectories can be determined by dierentiating the family

of curves:

8x + 18yy 0 = 0

4x + 9yy 0 = 0

4x

y0 = = f (x, y)

9y

The orthogonal trajectories fulll the dierential equation

1 9y

y 0 = =

f (x, y) 4x

dy dx

=

9y 4x

1 1

log |y| = log |x| + K

9 4

9

log |y| = log |x| + K

4

9

y = Kx 4 = Kx2.25

In MATLAB:

close all

h=ezplot('y-x2.25',[-2 2 0 4])

set(h,'Color','red')

hold on

h=ezplot('y-2*x2.25',[-2 2 0 4])

set(h,'Color','red')

h=ezplot('y-0.5*x2.25',[-2 2 0 4])

set(h,'Color','red')

h=ezplot('4*x2+9*y2=1',[-2 2 0 4])

set(h,'Color','blue')

h=ezplot('4*x2+9*y2=8',[-2 2 0 4])

set(h,'Color','blue')

h=ezplot('4*x2+9*y2=20',[-2 2 0 4])

set(h,'Color','blue')

axis square

title

35

4

3.5

2.5

2

y

1.5

0.5

0

2 1 0 1 2

x

Problema

Carlos Oscar Sorzano, Nov. 4th, 2014

It starts snowing in the morning and continues steadily throughout the day.

A snow- plow that removes snow at a constant rate starts plowing at noon. It

plows 2 km in the rst hour, and 1 km in the second. What time did it start

snowing?

Solution: Let us assume that the snowplow removes snow at a constant rate

[cm3 /h] and the snow falls at a xed rate k[cm3 /h]. Assume that the width of

the snowplow is equal to the road width w[cm]. Assume that it starts to snow

at t = t0 . Then, the height of the snow in the road must fulll the dierential

equation

dh

1[cm]w[cm] [cm/h] = k[cm3 /h] h(t0 ) = 0

dt

whose solution is

k

dh = dt

w

k

h=C+ t

w

The constant C is obtained by the initial condition

h(t0 ) = 0

k kt0

C t0 = 0 C =

w w

So the height becomes

k

h= (t + t0 )[cm]

w

Let us call x(t) the distance that the snowplow has gone since t = 0. The speed

of the snowplow depends on the amount of snow that it can remove by unit of

time

dx

w[cm]h[cm] [cm/h] = [cm3 /h]

dt

36

dx

= =

dt wh k(t + t0 )

dt

dx =

k t + t0

x= log |t + t0 | + C

k

We have the initial condition x(0) = 0 from which

0= log |t0 | + C C = log |t0 |

k k

Consequently, the distance gone by the snowplow is

t

x(t) = (log |t + t0 | log |t0 |) = log + 1

k k t0

From the problem statement we know that x(1) = 2000 and x(2) = 3000, that

is

x(2) = 3000 = k log t20 + 1

x(1) = 2000 = k log t10 + 1

2

log + 1

3 t0

=

2 log t10 + 1

1 2

3 log + 1 = 2 log + 1

t0 t0

2

1 3 2

log + 1 = log +1

t0 t0

3 2

1 2

+1 = +1

t0 t0

(1 + t0 )3 (2 + t0 )2

3 =

t0 t20

(1 + t0 )3 = t0 (2 + t0 )2

t30 + 3t20 + 3t0 + 1 = t30 + 4t20 + 4t0

(

1 5

t20 + t0 1 = 0 t0 = 2

51

2

51

t0 = = 0.618[h] = 37[min]

2

So it started snowing at 11h 23' AM.

37

2 Chapter 2

Kreyszig, 2.1.1

Carlos Oscar Sorzano, Aug. 31st, 2014

Show that

F (x, y 0 , y 00 ) = 0

can be reduced to a rst-order equation in z = y0 .

Solution: If we do the change of variable

z = y 0 z 0 = y 00

F (x, z, z 0 ) = 0

For example,

1 0

y 00 + y = cosh(x)

x

can be transformed into

1

z0 + z = cosh(x)

x

Kreyszig, 2.1.2

Carlos Oscar Sorzano, Aug. 31st, 2014

Show that

F (y, y 0 , y 00 ) = 0

can be reduced to a rst-order equation in z = y0 .

Solution: If we do the change of variable

dy 0 dy dz

z = y0 z0 = = z = zy z

dy dx dy

Substituting in the original ODE, we have

F (y, z, zy z) = 0

For example,

1

y 00 + y 0 + y 2 = 0

y

can be transformed into

1

zy z + z = y 2

y

Kreyszig, 2.1.4

Carlos Oscar Sorzano, Nov. 2nd, 2014

38

Solve

2xy 00 = 3y 0

Solution: We make the change of variable

z = y0

z 0 = y 00

The dierential equation becomes

2xz 0 = 3z

z0 3

=

z 2x

dz 3dx

=

z 2x

Integrating

3

log |z| = log |x| + C1

2

3

log |z| = log |x 2 | + C1

3

z = C1 x 2

Undoing the change of variable

3

y 0 = C1 x 2

Z

3

y = C1 x 2 dx + C2

2 5

y= C1 x 2 + C2

5

After absorbing constants, the general solution can be rewritten as

5

y = C1 x 2 + C2

Kreyszig, 2.1.5

Carlos Oscar Sorzano, Aug. 31st, 2014

Solve yy 00 = 3(y 0 )2

Solution: If we do the change of variable

dy 0 dy dz

z = y0 z0 = = z = zy z

dy dx dy

Substituting in the original ODE, we have

y(zy z) = 3z 2

zy y = 3z

dz 3dy

=

z y

39

log |z| = 3 log |y| + C1

z = C1 y 3

Now we solve

y 0 = C1 y 3

y 3 dy = C1 dx

1

2 = C1 x + C2

2y

C1 xy 2 + C2 y 2 = 1

Kreyszig, 2.1.12

Carlos Oscar Sorzano, Aug. 31st, 2014

exible homogeneous cable hanging between two xed points is obtained by

solving p

y 00 = k 1 + (y 0 )2

where the constant k depends on the weight. This curve is called catenary (from

Latin catena = the chain). Find and graph y(x), assuming that and those xed

points are (1, 0) and (1, 0) in a vertical xy -plane.

Solution: If we do the change of variable

z = y 0 z 0 = y 00

p

z0 = k 1 + z2

dz

= kdx

1 + z2

asinh(z) = kx + c1

z = y 0 = sinh(kx + c1 )

Since the catenary is symmetric with respect to the middle point, at this point

we have no slope, that is

y 0 (0) = 0 = sinh(c1 ) c1 = 0

y 0 = sinh(kx)

Z

1

y= sinh(kx)dx = cosh(kx) + c2

k

Imposing the boundary condition

1 1 1

y(1) = 0 = cosh(k) + c2 c2 = cosh(k) = cosh(k)

k k k

So the nal curve is

1 1

y= cosh(kx) cosh(k)

k k

40

0

0.1

0.2

0.3

y

0.4

0.5

0.6

0.7

1 0.5 0 0.5 1

x

Kreyszig, 2.1.13

Carlos Oscar Sorzano, Aug. 31st, 2014

Motion. If, in the motion of a small body on a straight line, the sum of

velocity and acceleration equals a positive constant, how will the distance y(t)

depend on the initial velocity and position?

Solution: If the sum of velocity and acceleration equals a positive constant,

then

y 0 + y 00 = k

We make the change of variable

z = y 0 z 0 = y 00

Then the ODE becomes

z + z0 = k

whose solution is given by

R

h = 1dxR = t

eh ( eh rdt + c1 ) = et ( et kdt + c1 ) = et (ket + c1 ) = k + c1 et

R

z =

Now we solve

z = y 0 = k + c1 et

y = kt c1 et + c2

We now impose the initial conditions

y(0) = y0 = c1 + c2

y 0 (0) = v0 = k + c1 c1 = v0 k

c2 = y0 + c1 = y0 + v0 k

So the nal dependence of motion on the initial conditions is

y = kt + (k v0 )et + y0 + v0 k = y0 + kt + (k v0 )(et 1)

41

Kreyszig, 2.1.17

Carlos Oscar Sorzano, Aug. 31st, 2014

3 1

Verify that the functions x2 and x 2 are a basis of solutions of the ODE

4x2 y 00 3y = 0

Find the particular solution satisfying y(1) = 3, y 0 (1) = 0.

Solution: Let us calculate the derivatives of the two given functions

3

y1 = x2

1

y10 = 3 2

2x

1 1

3 1 2

y100 = 2 2x = 34 x 2

1

2

y2 = x

3

y20 = 12 x 2

5 5

y200 = ( 12 )( 23 )x 2 = 34 x 2

We now substitute these two functions in the ODE to verify if they are solutions

of it

1 3 3 3

4x2 y100 3y1 = 4x2 ( 34 x 2 ) 3x 2 = 3x 2 3x 2 = 0

5 1 1 1

4x2 y200 3y2 = 4x2 ( 34 x 2 ) 3x 2 = 3x 2 3x 2 = 0

So they are two independent (one is not a multiple of the other) solutions of

a second-order ODE, consequently, they are a basis of solutions. The general

solution can be written as

3 1

y = c1 y1 + c2 y2 = c1 x 2 + c2 x 2

The solution satisfying the initial values must fulll

yp (1) = 3 = c1 + c2 3 9

c1 = , c2 =

yp0 (1) = 0 = 23 c1 12 c2 4 4

So

3 3 9 1

yp = x 2 x 2

4 4

2.95

3.05

3.1

3.15

3.2

y

3.25

3.3

3.35

3.4

3.45

0.5 1 1.5

x

42

Kreyszig, 2.1.19

lvaro Martn Ramos, Dec. 27th, 2014

ex cos(x), ex sin(x)

y 00 + 2y 0 + 2y = 0

Find the particular solution satisfying y(0)=0, y'(0)=15.

Solution: Let us calculate the derivatives of the two given functions

y1 = ex cos(x)

y10 = ex cos(x) ex sin(x)

y100 = [ex cos(x) + ex sin(x)] [ex sin(x) + ex cos(x)]

= 2ex sin(x)

y2 = ex sin(x)

y20 = ex sin(x) + ex cos(x)

y200 = [ex sin(x) ex cos(x)] + [ex cos(x) ex sin(x)]

= 2ex cos(x)

We now substitute these two functions in the ODE to verify if they are solutions

of it

y100 + 2y10 + 2y1 = 0

2ex sin(x) + 2[ex cos(x) ex sin(x)] + 2[ex cos(x)] = 0

0=0

Similarly

y200 + 2y20 + 2y2 = 0

2ex cos(x) + 2[ex sin(x) + ex cos(x)] + 2[ex sin(x)]

0=0

So they are two independent(one is not multiple of the other) solutions of

a second-order ODE, consequently, they are a basis of solutions. The general

solution can be written as

y = c1 y1 + c2 y2 = c1 ex cos(x) + c2 ex sin(x)

y(0) = 0 = c1

c1 + c2 = 15 c2 = 15

So

yp = 15ex sin(x)

Kreyszig, 2.2.11

lvaro Martn Ramos, Dec. 27th, 2014

43

Solve the ODE

y 00 4y 0 3y = 0

Solution: The characteristic equation is

42 4 3 = 0

4 16 + 48 48 3 1

= = 1 = , 2 =

8 8 2 2

The general solution is

3 1

y = c1 e 2 x + c2 e( 2 )x

Kreyszig, 2.2.16

Carlos Oscar Sorzano, Aug. 31st, 2014

Solution: We look for an ODE of the form

y 00 + ay 0 + by = 0

P () = 2 + a + b = 0

But we already know that = 2.6 and = 4.3 are two solutions, so the

characteristic polynomial can be factorized as

y 00 + 1.7y 0 11.18y = 0

Kreyszig, 2.2.17

Carlos Oscar Sorzano, Aug. 31st, 2014

5x 5x

Find an ODE whose basis of solutions are e and xe .

Solution: As in the Problem 2.2.16, we know that the characteristic polynomial

can be factorized as

P () = ( 5)2 = 2 2 5 + 5

y 00 2 5y 0 + 5y = 0

Kreyszig, 2.2.19

lvaro Martn Ramos, Dec. 27th, 2014

44

Find an ODE whose basis of solutions are e(2+i)x and e(2i)x .

Solution: We look for an ODE of the form

y 00 + ay 0 + by = 0

P () = 2 + a + b = 0

We can solve it

1 p a w

1 = (a + a2 4b) = + i

2 2 2

1 p a w

2 = (a a2 4b) = i

2 2 2

Where p

w= a2 4b

We now that the generic solutions of the dierential equation are of the form

a w

y1 = e( 2 +i 2 )x

a w

y2 = e( 2 i 2 )x

Our solutions are

e(2+i)x , e(2i)x

So

a

2 = a=4

2

And

w

= 1 16 4b = 2 b = 3

2

Therefore the corresponding ODE is

y 00 + 4y 0 + 3y = 0

Kreyszig, 2.2.31

Carlos Oscar Sorzano, Aug. 31st, 2014

Are the functions ekx and xekx linearly independent on any interval?

Solution: Let us call

y1 = ekx

y2 = xekx

The two functions are linearly dependent if we can nd two constants, not all

of them zero, such that

c1 y 1 + c2 y 2 = 0

If c1 is dierent from 0, then

y1 c2

=

y2 c1

If c2 is dierent from 0, then

y2 c1

=

y1 c2

45

That is if they are linearly dependent, one function must be a multiple of the

other or 0. The ratio

y2 xekx

= kx = x

y1 e

is not constant, and consequently, the two functions are linearly independent.

Kreyszig, 2.2.33

lvaro Martn Ramos, Dec. 27th, 2014

Are the functions x2 and x2 ln(x) linearly independent on the interval x > 1

?

Solution: The ratio

x2 1

2

=

x ln(x) ln(x)

is a function of x and not a constant, consequently, the two functions are linearly

independent. If they were linearly dependent, their ratio would be constant.

Kreyszig, 2.2.34

Carlos Oscar Sorzano, Aug. 31st, 2014

Are the functions log(x) and log(x3 ) linearly independent on the interval

x > 1?

Solution: The ratio

log(x3 ) 3 log(x)

= =3

log(x) log(x)

is constant, and consequently, the two functions are linearly dependent (one is

a multiple of the other).

Kreyszig, 2.2.35

Carlos Oscar Sorzano, Aug. 31st, 2014

Are the functions sin(2x) and cos(x) sin(x) linearly independent on the in-

terval x < 0?

Solution: The ratio

= =2

cos(x) sin(x) cos(x) sin(x)

is constant, and consequently, the two functions are linearly dependent (one is

a multiple of the other).

Kreyszig, 2.3.5

Carlos Oscar Sorzano, June 15th, 2015

Apply the operator (D 2I)(D + 3I) to the functions e2x , xe2x , and e3x .

Show all steps in detail.

46

Solution:

(D 2I)(D + 3I)(e2x ) = (D 2I)(2e2x + 3e2x )

= (D 2I)(5e2x )

= 10e2x 10e2x

= 0

(D 2I)(D + 3I)(xe2x ) = (D 2I)((1 + 2x)e2x + 3xe2x )

= (D 2I)((1 + 5x)e2x )

= (7 + 10x)e2x 2(1 + 5x)e2x

= 5e2x

(D 2I)(D + 3I)(e3x ) = (D 2I)(3e3x + 3e3x )

= (D 2I)(0)

= 0

Kreyszig, 2.3.14

Carlos Oscar Sorzano, Aug. 31st, 2014

solution is

ex ex

y=

Obtain from this a solution xex by letting and applying L'Hpital rule.

Solution: Since and are roots of the polynomial s2 + as + b and we know

that

(D2 + aD + bI)ex = 0

(D2 + aD + bI)ex = 0

ex ex

Let us check whether the function y= is a solution of the ODE

Ly = 0

ex ex

1 1

(D2 + aD + bI) = (D2 + aD + bI)ex (D

2

+ aD + bI)ex

1 1

= 0 0

= 0

So y is a solution.

Let us study the behaviour of y as

ex ex (e()x 1)ex

lim = lim

x e()x 1

= e lim

x 1+()x1

= e lim

x ()x

= e lim

x

= xe

Kreyszig, 2.4.3

lvaro Martn Ramos, Dec. 27th, 2014

47

How does the frequency of the harmonic oscillation change if we (i) double

the mass, (ii) take a spring of twice the modulus?

Solution: By the Newton's second law and Hooke's law we know that

ky = my 00

k

y 00 + y=0

m

We can solve its characteristic equation

r

2 k k

+ = 0 = i = i0

m m

(i) If we double the mass

r r

2 k k 1 k 1

+ = 0 = i = i = i 0

2m 2m 2 m 2

1

So the frequency will be lower by a factor .

2

(ii) If we take a spring of twice the modulus

r r

2 k 2k k

+ 2 y = 0 = i = i 2 = i 2w0

m m m

So the frequency will be higher by a factor 2.

Kreyszig, 2.4.5

Carlos Oscar Sorzano, Aug. 31st, 2014

massm = 5[kg] (i) on a spring of modulus k1 = 20[N/m], (ii) on a spring of

modulus k2 = 45[N/m], (iii) on the two springs in parallel?

Solution: For the cases (i) and (ii), with a single spring, the dierential equa-

tion governing the system is

k

F = ky = my 00 y 00 + y=0

m

The frequency of vibration comes from the analysis of the characteristic poly-

nomial of the ODE

r

2 k k

+ = 0 = i0 = i

m m

In the rst case it is

r s

k1 20[N/m]

01 = = = 2[s1 ]

m 5[Kg]

r s

k2 45[N/m]

02 = = = 3[s1 ]

m 5[Kg]

48

If we put the springs in parallel, the system would be described by

k1 + k2

F1 + F2 = k1 y k2 y = my 00 y 00 + y=0

m

r s

k1 + k2 65[N/m]

03 = = = 3.6[s1 ]

m 5[Kg]

Kreyszig, 2.4.6

Carlos Oscar Sorzano, Aug. 31st, 2014

are in series instead of in parallel?

Solution: The force applied on the mass must fulll

F = ky = k(y1 + y2 )

On another side,

F = k1 y1 = k2 y2

Then we can write

y = y1 + y2

F F F

=

k k1 k2

1 1 1 k1 k2

= + k=

k k1 k2 k1 + k2

Then, we can calculate the frequency of oscillation as

r s s

k k1 k2 45 20

0 = = = = 1.66[s1 ]

m (k1 + k2 )m (45 + 20)5

Kreyszig, 2.4.7

Carlos Oscar Sorzano, Aug. 31st, 2014

neglecting air resistance and the weight of the rod, and assuming to be so

small that sin() practically equals .

Solution: The movement of the pendulum is along an arch whose length is L.

The acceleration is the second derivative of this variable (L)00 , and Newton's

second law of motion states

F = ma

mg sin() = m(L)00

g sin() = (L)00

For a small angle sin()

g = (L)00

g

00 + = 0

L

49

The characteristic polynomial is

g

2 + =0

L

r

g

= i0 = i

L

Kreyszig, 2.4.8

Carlos Oscar Sorzano, Nov. 2nd, 2014

equals the weight of the water displaced by the body (partly or totally sub-

merged). The cylindrical buoy of diameter 60 cm in the following gure is

oating in water with its axis vertical. When depressed downward in the water

and released, it vibrates with period 2 sec. What is its weight?

Solution: Let y be the height of the cylinder that has been submerged. The

force that the buoy experiences is

F = (r2 )y

and r is the radius of the cylinder (60 cm). By Newton's law:

my 00 = (r2 )y

my 00 + (r2 )y = 0

The oscillation frequency comes from the roots of the characteristic equation

m2 + (r2 ) = 0

r

2

= ir = i0 =

m T

where T is the oscillation period. Solving for T we have

r

2 2 2 m

T = = p =

0 r m r

r2 T 2

m=

4

50

In this particular case

m= = = 280.75[kg]

4 4

Kreyszig, 2.4.14

Carlos Oscar Sorzano, Aug. 31st, 2014

shock absorber in the suspension of a wheel of a car (consisting of a spring and

an absorber) that will provide (theoretically) an oscillation free ride if the mass

of the car is 2000 [Kg] and the spring constant equals 4500 [Kg/s2 ]?

Solution: The equation dening motion is

my 00 = ky cy 0

m2 = k c

m2 + c + k = 0

c c2 4km

=

2m

Critical damping is attained if

p

c2 4km = 0 c = 2 km = 4500[Kg/s2 ]2000[Kg] = 3000[Kg/s]

Kreyszig, 2.4.18

Carlos Oscar Sorzano, Aug. 31st, 2014

mum amplitudes of a damped oscillation

is constant, and the natural logarithm of this ratio called the logarithmic decre-

ment, equals

2a

= .

0

Find for the solutions of y 00 + 2y 0 + 5 = 0. .

Solution: Let us calculate the maxima of the oscillation curve

dy

dt =0 = C (aeat cos(0 t ) eat 0 sin(0 t ))

a cos(0 t ) + 0 sin(0 t ) = 0

a

tan(0 t ) =

0

51

a

0 t = atan + k

0

1 a

t= atan + k

0 0

Let t1 denote the time of a maximum and t2 the time of the next maximum

1 a

t1 = 0 atan + k1

0

1 a 2

t2 = 0 atan 0 + (k1 + 2) = t1 + 0

(0 t1 )

= Ceat1 cos 0 10 atan a0 + k1

= Ceat1 cos atan a0 + k1

y(t2 ) = Ceat2 cos ( t )

0 2

2

a t1 + 2

= Ce 0 cos 0 (t1 + 0

)

2

a t1 +

= Ce 0 cos (0 t1 + 2)

2

a t1 +

= Ce 0 cos (0 t1 )

2a

y(t2 ) = 2

! = e 0

a t1 +

0

Ce cos(0 t1 )

y(t1 ) 2a

= log =

y(t2 ) 0

y 00 + 2y 0 + 5 = 0

is

2 + 2 + 5 = 0 = 1 2i = a i0

Consequently,

2(1)

= =

2

So, from one maximum to the next, there is a factor

e = 0.043

52

1

0.8

0.6

0.4

y

0.2

0.2

0.4

0 2 4 6 8 10

x

Kreyszig, 2.5.11

lvaro Martn Ramos, Dec. 27th, 2014

(x2 D2 3xD + 10I)y = 0

Solution: We may rewrite the ODE as

x2 y 00 3xy 0 + 10y = 0

x2 y 00 + axy 0 + by = 0

y = xm

y0 = mxm1

y 00 = m(m 1)xm2

Substituting into the ODE we get

m(m 1) 3m + 10 = 0

m2 4m + 10 = 0 m1 , ,2 = 2 i 6

y = x2 (c1 cos 6 log(x) + c2 sin 6 log(x)

Kreyszig, 2.6.5

Carlos Oscar Sorzano, Aug. 31st, 2014

53

Show that the functions x2 and x3 are linearly independent calculating their

ratio and their Wronskian.

Solution: The functions

y1 = x2

y2 = x3

are linearly independent because their ratio

y1 x2 1

= 3 =

y2 x x

is not constant. This independence is conrmed because their Wronskian

y1 y2 x2 x3

0 = = 3x4 2x4 = x4 6= 0

y1 y20 2x 3x2

Kreyszig, 2.6.12

Carlos Oscar Sorzano, Aug. 31st, 2014

Find the ODE whose basis of solutions are the functions x2 and x2 log(x).

Show the linear independence of the two functions and solve the initial value

problem that satises y(1) = 4 and y 0 (1) = 6.

Solution: This basis is the basis of solutions of the Euler-Cauchy ODE with a

double root at m = 2. So the Euler-Cauchy auxiliary equation

m2 + (a 1)m + b = 0

must be equal to

(m 2)2 = 0 = m2 4m + 4

So a = 3 and b = 4. The corresponding ODE is

x2 y 00 3xy 0 + 4y = 0

To show that the two functions are independent, we calculate their Wron-

skian 2

x x2 log(x) 3 1

log(x) = x3

2x =x

2x log(x) + x 2 2 log(x) + 1

The solution of the Initial Value Problem must be of the form

yp = c1 x2 + c2 x2 log(x)

yp (1) = 4 = c1

yp0 = 2c1 x + 2c2 x log(x) + c2 x

yp0 (1) = 6 = 2c1 + c2 = 8 + c2 c2 = 2

So the solution sought is

yp = x2 (4 2 log(x))

Kreyszig, 2.7.6

54

Carlos Oscar Sorzano, Aug. 31st, 2014

x

y 00 + y 0 + ( 2 + 14 )y = e 2 sin(x)

istic polynomial

2 2 1 1 1 4 2 1 1

++ + 4 =0= = i

2 2

The real general solution of the homogeneous problem is

x x

yh = Ae 2 cos(x) + Be 2 sin(x)

x

Since the excitation signal e 2 sin(x) corresponds to one of the basis, we try

a particular function of the form

x x

yp = K1 xe 2 cos(x) + K2 xe 2 sin(x)

x

1 2

yp0 = 2e x [cos(x)(2K2 x K1 (x 2)) sin(x)(2K1 x + K2 (x 2))]

1 2

yp00

= 4e sin(x) 4K1 (x 2) + K2 (4 2 x +

x 4) +

cos(x) K1 (4 2 x + x 4) 4K2 (x 2)

x

y 00 + y 0 + ( 2 + 41 )y = 2e 2 (K2 cos(x) K1 sin(x))

x

= e 2 sin(x)

From where

K2 = 0

1

2K1 = 1 K1 =

2

So the particular solution is of the form

1 x

yp = xe 2 cos(x)

2

And the general solution

x x

y = yp + yh = e 2 A cos(x) + B sin(x)

2

Kreyszig, 2.7.13

Carlos Oscar Sorzano, Jan. 15th, 2015

55

Solution: The solution of the homogeneous problem is given by the character-

istic polynomial

1 1 1 1

82 6 + 1 = 0 = 8 = ,

4 2 4 2

x x

yh = c1 e 2 + c2 e 4

The excitation function 6 cosh(x) does not belong to the space function of the

homogeneous equation. We try a solution of the form

yp = A cosh(x) + B sinh(x)

yp0 = A sinh(x) + B cosh(x)

yp00 = A cosh(x) + B sinh(x)

9A 6B = 0 4 6

(9A6B) cosh(x)+(9B6A) sinh(x) = 6 sinh(x) A = ,B =

9B 6A = 6 5 5

The general solution is of the form

x x 4 6

y = c1 e 2 + c2 e 4 + cosh(x) + sinh(x)

5 5

We need now to determine c1 and c2 using the initial values

y(0) = 0.2 = c1 + c2 + 54

17

c1 = 4, c2 =

y 0 (0) = 0.05 = 12 c1 + 41 c2 + 6

5 5

x 17 x 4 6

y = 4e 2 + e 4 + cosh(x) + sinh(x)

5 5 5

Kreyszig, 2.8.13

Carlos Oscar Sorzano, Aug. 31st, 2014

Find the transient motion of the mass-spring system modeled by the ODE

2 + 1 = 0 = i

yh = A cos(t) + B sin(t)

56

Note that the external excitation does not have the same frequency as the

internal natural frequency. For that reason, for the particular response to the

external excitation we look a solution of the form

yp = K1 cos(t) + K2 sin(t)

yp0 = K1 sin(t) + K2 cos(t)

yp00 = K1 2 cos(t) K2 2 sin(t)

The ODE becomes

1

K1 (1 2 ) cos(t) + K2 (1 2 ) sin(t) = cos(t) K1 = , K2 = 0

1 2

So the general solution is

1

y = yh + yp = A cos(t) + B sin(t) + cos(t)

1 2

The graph below shows this function for = 1.5, A = B = 1

0

y

3

0 5 10 15 20 25 30

x

Kreyszig, 2.8.24

Carlos Oscar Sorzano, Jan. 15th, 2015

y 00 + y = F (t)

t2

1 0t

where F (t) = 2 and y(0) = 0, y 0 (0) = 0. This models an

0 otherwise

undamped system on which a force F acts during some interval of time (see

gure below), for instance, the force on a gun barrel when a shell is red, the

barrel being braked by heavy springs (and then damped by a dashpot, which

we disregard for simplicity). Hint: At both y and y0 must be continuous.

57

Solution: The general solution of the homogeneous equation is given by the

roots of the characteristic equation

2 + 1 = 0 = i

yh = c1 cos(t) + c2 sin(t)

In the interval 0t we look for a particular solution of the form

yp = A + Bt + Ct2

yp0 = B + 2Ct

yp00 = 2C

t2

2C + (A + Bt + Ct2 ) = 1

2

1

(2C + A) + Bt + Ct2 = 1 2 t2

2C + A = 1

2 1

B=0 A = 1 + 2 , B = 0, C = 2

1

C = 2

2 t2

y = c1 cos(t) + c2 sin(t) + 1 + 2

2

To determine c1 and c2 we impose the initial conditions

2 2

y(0) = 0 = c1 + 1 + 2 c1 = 1 + 2

y 0 (0) = 0 = c2

t2

2

y= 1 + 2 (1 cos(t)) 2

2

y() = 1 + 22 (1 cos()) 2 = 1 + 4

2

0 2

y () = 1 + 2 sin() 2 = 2

2

In the interval t>0 there is no external force, so the solution is given only by

the homogeneous solution. At t= the solution, and its derivative, must be

continuous, so we have the solution

y = c1 cos(t) + c2 sin(t)

2

y 0 () = 2 = c1 sin() + c2 cos() c2 = 2

58

That is the solution in this interval is

4 2

y = 1 + 2 cos(t) + sin(t)

Note that this solution is oscillatory and never vanishes because we have disre-

garded damping.

Finally we can write the solution to the initial problem as

2

1 + 22 (1 cos(t)) t 2

0t

y(t) =

1 + 42 cos(t) + 2 sin(t) otherwise

Kreyszig, 2.9.1

Carlos Oscar Sorzano, Aug. 31st, 2014

Model the RC circuit of the gure below. Find the current due to a constant

E

Solution: To model the circuit we sum the drops of voltage along the RC loop

1

E(t) iR Q=0

C

Zt

1

E(t) iR i( )d = 0

C

Dierentiating

1

E 0 i0 R

i=0

C

1 1

i0 + i = E0

RC R

0

If is constant, E = E0 , then E = 0 and the solution is given by the homogeneous

equation whose characteristic equation is

1 1

+ =0=

RC RC

t

i(t) = Ae RC

If at t=0 we have i(0), then

i(0) = A

59

Finally,

t

i(t) = i(0)e RC

Kreyszig, 2.10.6

Carlos Oscar Sorzano, Aug. 31st, 2014

Solve

e3x

(D2 + 6D + 9I)y = 16

x2 + 1

by variation of parameters.

Solution: Let us nd rst the solution to the homogeneous problem. We need

the roots of the characteristic equation

2 + 6 + 9 = 0 = 3, 3

yh = c1 y1 + c2 y2 = c1 e3x + c2 xe3x

e3x xe3x

3x 2 1 x = e6x

W = = e

3e3x 3xe3x + e3x

3 3x + 1

y2 r y1 r

R R

yp = y1 W dx + y23x W dx

3x e

R xe 16 x2 +1 R e3x 16 ex3x

e3x R e6x dx + xe3x

2 +1

= R 1 e6x dx

3x x 3x

= 16e 2

x +1 dx + 16xe 2

x +1 dx

= 8e3x log(x2 + 1) + 16xe3x atan(x2 + 1)

3 Chapter 3

Kreyszig, 3.1.1

Carlos Oscar Sorzano, Aug. 31st, 2014

y iv = 0

Solution: Let us calculate the fourth derivative of all these functions

60

yi 1 x x2 x3

yi0 0 1 2x 3x2

yi00 0 0 2 6x

yi000 0 0 0 6

yiiv 0 0 0 0

So, the proposed functions are solutions of the ODE. To see if they are linearly

independent, we calculate their Wronskian

1 x x2 x3

0 1 2x 3x2

W = = 12

0 0 2 6x

0 0 0 6

Since they are 4 independent solutions of a 4th order ODE, they are a basis of

solutions.

Kreyszig, 3.1.5

Carlos Oscar Sorzano, Aug. 31st, 2014

y 000 + 2y 00 + 5y 0 = 0

Solution: Let us write the ODE as

D(D2 + 2D + 5)y = 0

D((D + 1)2 + 22 )y = 0

The function y1 = 1 is a solution of the rst factor

Dy = 0

second

((D + 1)2 + 22 )y = 0

So, the proposed functions are solutions of the ODE. To see if they are

linearly independent, we calculate their Wronskian

ex cos(2x) ex sin(2x)

1

x x = 2e2x

W = 0 e (cos(x) + sin(x)) e (cos(x) sin(x))

2ex sin(x) 2ex cos(x)

0

Kreyszig, 3.1.10

Carlos Oscar Sorzano, Jan. 15th, 2015

Are the functions e2x , xe2x and x2 e2x linearly dependent or independent in

the interval x 0?

61

Solution: Let us call f1 (x) = e2x , f2 (x) = xe2x and f3 (x) = x2 e2x . For

checking the linear dependence or not of the three functions we calculate the

Wronskian of the three functions

f1 (x) f2 (x) f3 (x) e2x

xe2x x2 e2x

df1 (x) df2 (x) df3 (x) 2x

W (x) = = 2e

(1 + 2x)e2x 2(1 + x)xe2x

d2 fdx dx dx

2 2 2x

1 (x) d f2 (x) d f3 (x) 4e 4(1 + x)e2x 2(2x2 + 4x + 1)e2x

dx2 dx2 dx2

1

x x2

6x = 2e6x

= e 2 1 + 2x 2(1 + x)x

4 4(1 + x) 2(2x2 + 4x + 1)

Since W (x) > 0 for x 0, then the three functions f1 , f2 and f3 are linearly

independent in this interval. Kreyszig, 3.2.5

lvaro Martn Ramos, Jan. 4th, 2015

Solve

(D4 + 10D2 + 9I)y = 0

Solution: The characteristic polynomial of the ODE is

4 + 102 + 9 = 0 = (2 )2 + (102 ) + 9

= i3, i

So the general solution is

Kreyszig, 3.2.6

Carlos Oscar Sorzano, Nov. 14th, 2014

(2 + 4)2 = 0

( 2i)2 ( + 2i)2 = 0

The general solution of the dierential equation is

Kreyszig, 3.2.7

Carlos Oscar Sorzano, Nov. 14th, 2014

62

Solve the IVP

3 + 3.22 + 4.81 = 0

(2 + 3.2 + 4.81) = 0

= 0, 1.6 1.5i

The general solution of the dierential equation is

Let us calculate the rst and second derivatives of the solution we have

Particularizing at x=0

y(0) = 3.4 = c1 + c2

y 0 (0) = 4.6 = 1.5c3 1.6c2 c1 = 2.4, c2 = 1, c3 = 2

y 00 (0) = 9.91 = 0.31c2 4.8c3

3.6

3.4

3.2

2.8

y

2.6

2.4

2.2

1.8

0 1 2 3 4 5 6 7

x

Kreyszig, 3.2.14

Carlos Oscar Sorzano, Aug. 31st, 2014

known, y1 , we can reduce its order by assuming that

y = uy1

63

1. Extend the method to a variable-coecient ODE

y2 = uy1

with Z

u= z(x)dx

2. Reduce

x3 y 000 3x2 y 00 + (6 x2 )xy 0 (6 x2 )y = 0

using y1 = x (perhaps obtainable by inspection).

Solution:

1. Let us assume that

y = uy1

then

y0 = u0 y1 + uy10

y 00 = u00 y1 + u0 y10 + u0 y10 + uy100

= u00 y1 + 2u0 y10 + uy100

y 000 = u000 y1 + u00 y10 + 2u00 y10 + 2u0 y100 + u0 y100 + uy1000

= u000 y1 + 3u00 y10 + 3u0 y100 + uy1000

Substituting in the ODE

y 000 + p2 y 00 + p1 y 0 + p0 y = 0

(u000 y1 + 3u00 y10 + 3u0 y100 + uy1000 )+p2 (u00 y1 + 2u0 y10 + uy100 )+p1 (u0 y1 +uy10 )+p0 uy1 = 0

(uy1000 ) + p2 (uy100 ) + p1 (u0 y1 + uy10 ) + p0 uy1 = 0

y1 u000 +(3y10 +p2 y1 )u00 +(3y100 +2p2 y10 +p1 y1 )u0 +(y1000 +p2 y100 +p1 y10 +p0 y1 )u = 0

Since y1 is a solution of the ODE, we have

Dening

z = u0

we can write the ODE as

64

2. Let us divide by x3

3 00 6 6 1

y 000 y + 1 y 0

y=0

x x2 x3 x

00 3 0 3 6

(x)z + 3(1) + x z + 3(0) + 2 (1) + 1 x z =0

x x x2

xz 00 xz = 0

z 00 z = 0

whose characteristic polynomial is

2 1 = 0 = 1

So the solution is

z = c1 ex + c2 ex

Z Z

u= zdx = (c1 ex + c2 ex )dx = c1 ex + c2 ex

y = c1 xex + c2 xex + c3 x

Kreyszig, 3.3.5

lvaro Martn Ramos, Jan. 4th, 2015

Solve

(x3 D3 + x2 D2 2xD + 2I)y = x2

Solution: We can rewrite the ODE as

x3 y 000 + x2 y 00 2xy 0 + 2y = x2

the form

y = xm

y0 = mxm1

y 00 = m(m 1)xm2

y 000 = m(m 2)(m 1)xm3

Substituting in the equation

m3 2m2 m + 2 = 0 = (m 2)(m 1)(m + 1)

65

So m = 2, 1, 1 are the roots of the characteristic polynomial. The general

solution of the homogeneous problem is

yh = c1 x + c2 x1 + c3 x2

method of variation parameters whose solution is

3 Z

X Wk

yp = yk rdx

W

k=1

Where yk are the 3 homogeneous solutions and W and Wk are the following

matrices

x x1 x2

W = 1 x2 2x = 2x2 8

x

3

0 2x1 2

0 x x2

W1 = 0 x2 2x = 3

3

1 2x 2 2

x 0 x

W2 = 1 0 2x = x2 2x2

0 1 12

x x 0

W3 = 1 x2 0 = 2

x

0 2x3 1

We write the ODE in the standard form

1 00 2 2

x3 y 000 + x2 y 00 2xy 0 + 2y = x2 y 000 + y 2 y 0 + 3 y = x5

x x x

We now calculate the integrals

Z Z

W1 3x 5

rdx = x dx =

W 2x2 8 64x3

x tanh1 ( x2 2)

Z 2

x 2x2 5

Z

W2

rdx = x dx =

W 2x2 8 16x

2 1

Z Z

W3 1 1 log(x)

rdx = 2

x5 dx = 2

log(x2 4) +

W 2x 8 16 32x 128 64

Finally, the particular solution is

3x3 tanh1 ( x 2

2 )+6x +8 x tanh1 ( x

2 2) log(x)

yp = x 64x3 + x1 16x + x2 ( 1

16

1

32x2 1

128 log(x2 4) + 64 )

1

= 12x 2

1

y = c1 x + c2 x1 + c3 x2

12x2

Kreyszig, 3.3.6

66

Carlos Oscar Sorzano, Aug. 31st, 2014

Solution: The homogeneous problem has a characteristic polynomial

3 + 4 = 0 = (2 + 4) = 0, 2i

yh = c1 + c2 cos(2x) + c3 sin(2x)

the form

yp = K1 cos(x) + K2 sin(x)

yp0 = K1 sin(x) + K2 cos(x)

yp00 = K1 cos(x) K2 sin(x)

yp000 = K1 sin(x) K2 cos(x)

Substituting in the ODE

1

K1 = , K2 = 0

3

Finally, the general solution is

1

y = c1 + c2 cos(2x) + c3 sin(2x) sin(x)

3

Kreyszig, 3.3.7

lvaro Martn Ramos, Jan. 4th, 2015

Solve

(D3 9D2 + 27D 27I)y = 27 sin(3x)

Solution: The homogeneous problem has a characteristic equation

yh = (c1 + c2 x + c3 x2 )e3x

the form

yp = K cos(3x) + M sin(3x)

yp0 = 3K sin(3x) + 3M cos(3x)

yp00 = 9K cos(3x) 9M sin(3x)

yp000 = 27K sin(3x) 27M cos(3x)

67

Substituting in the ODE

27K sin(3x) 27M cos(3x) + 81K cos(3x) + 81M sin(3x) 81K sin(3x)

+81M cos(3x) 27K cos(3x) 27M sin(3x) = 27 sin(3x)

Dividing the equation by 27

(2K + 4M ) sin(3x) + (2M + 2K) cos(3x) = sin(3x)

2K + 4M = 1

2M + 2K = 0

1 1

M = ,K =

4 4

Finally, the general solution is

1

y = (c1 + c2 x + c3 x2 )e3x (cos(3x) sin(3x))

4

Kreyszig, 3.3.8

Carlos Oscar Sorzano, June 15th 2015

y iv 5y 00 + 4y = 10e3x

with y(0) = 1, y 0 (0) = y 00 (0) = y 000 (0) = 0.

Solution: The solution of the homogeneous equation comes from the solution

of the characteristic equation

4 52 + 4 = 0 2 = 4, 1

(2 4)(2 1) = 0 = 2, 1

So the homogeneous solution is of the form

yh = K1 e2x + K2 ex + K3 ex + K4 e2x

yp = Ke3x

yp0 = 3Ke3x

yp00 = 32 Ke3x

yp000 = 33 Ke3x

ypiv = 34 Ke3x

68

1

(34 5 32 + 4)K = 10 K =

4

The general solution of the non-homogeneous equation is

1

y = yh + yp = K1 e2x + K2 ex + K3 ex + K4 e2x + e3x

4

To solve the IVP we calculate the derivatives of the general solution

2

y 00 = 22 K1 e2x + K2 ex + K3 ex + 22 K4 e2x + 34 e3x

3

y 000 = 23 K1 e2x K2 ex + K3 ex + 23 K4 e2x 34 e3x

y(0) = 1 = K1 + K2 + K3 + K4 + 41

y 0 (0) = 0 = 2K1 K2 + K3 + 2K4 43

2

y 00 (0) = 0 = 22 K1 + K2 + K3 + 22 K4 + 34

3

y 000 (0) = 0 = 23 K1 K2 + K3 + 23 K4 34

3 1

K1 = 1, K2 = , K3 = , K4 = 0

2 4

Finally, the solution of the IVP is

3 1 1

y = e2x + ex + ex + e3x

2 4 4

Kreyszig, 3.3.10

Carlos Oscar Sorzano, Aug. 31st, 2014

Solve

a solution of the form

y = xm

y0 = mxm1

y 00 = m(m 1)xm2

y 000 = m(m 1)(m 2)xm3

m(m 1)(m 2) + m 1 = 0

(m 1)(m(m 2) + 1) = 0

(m 1)(m 1)2 = 0

69

So m=1 is a triple root of the characteristic polynomial. The general solution

of the homogeneous problem is

the method of variation of parameters whose solution is

3 Z

X Wk

yp = yk rdx

W

k=1

where yk are the 3 homogeneous solutions and W and Wk are the following

matrices

x log2 (x)

x x log(x)

2

W =

1 1 + log(x) 2 log(x) + log (x) = 2

1 2 2

0 x x + x log(x)

2

0 x log(x) x log (x)

0 1 + log(x) 2 log(x) + log2 (x) = x log2 (x)

W1 =

1 2 2

1 x x + x log(x)

2

x 0 x log (x)

W2 =

1 0 2 log(x) + log2 (x) = 2x log(x)

2 2

0 1 x + x log(x)

x x log(x) 0

W3 =

1 1 + log(x) 0 = x

1

0 x 1

1 0 1 1

x3 y 000 + xy 0 y = x2 y 000 + y 3y =

x2 x x

1

We now calculate the integrals (with r= x)

R W1

R x log2 (x) 1 x(log2 (x)2 log(x)+2)

W rdx = 2 x dx = 2

R W2

R 2x log(x) 1

W rdx = R 2 x dx = x(log(x) 1)

W3 x1 x

R

W rdx = 2 x dx = 2

= y1 W rdx + y2 W

R 1 R 2 R W3

yp W W rdx + y3 W rdx

2

= x x(log (x)2

2

log(x)+2)

+ x log(x) (x(log(x) 1)) + x log2 (x) x2

2

= x

y 0 (x) = c1 + c2 (1 + log(x)) + c3 (2 log(x) + log2 (x)) + 2x y 0 (1) = 3 = c2

y 00 (x) = c2 x1 + c3 x2 + x2 log(x) + 2 y 0 (1) = 14 = c2 + 2c3 c3 = 11 2

70

So the particular solution sought is

11

y = 3x log(x) + x log2 (x) + x2

2

Problema

Carlos Oscar Sorzano, June 15th, 2015

and I the fraction of that population infected by diphtheria. An ill person can

disseminate the disease while he is not recovered. Assume that the number

of contacts between susceptible and infected people occurs at a rate . The

daily fraction of susceptible population that is vaccinated is . Assume that

diphtheria is a disease that can be passed only once. Assume that diphtheria

has a daily death rate 1 and a daily recovery rate 2 . Assume also that the

population size is stable with daily birth and death rates . Propose a disease

dissemination model.

Solution: Let us call N S(t) the instant proportion of non-susceptible people.

The sum of proportions must be 1

I 0 (t) = S(t)I(t) 1 I(t) 2 I(t) I(t)

N S 0 (t) = S(t) + 2 I(t) N S(t)

The term S(t)I(t) accounts for the proportion of susceptible people that gets

infected every day. The term in S 0 (t) accounts for the daily birth rate. The

terms S(t), I(t), N S(t) account for the daily rate of deaths non-related

to diphteria. The term S(t) is the proportion of people that becomes non-

susceptible by vaccination. The term 1 I(t) accounts for the daily rate of deaths

caused by diphtheria, and nally 2 I(t) accounts for the daily rate of people that

recovers from diphtheria and becomes non-susceptible.

We may eliminate one of the variables. For instance, we solve for S in the

rst equation

S(t) = 1 I(t) N S(t)

and substitute in the equation system

N S 0 (t) = (1 I(t) N S(t)) + 2 I(t) N S(t)

Grouping terms

N S 0 (t) = ( + )N S(t) + (2 )I(t)

71

4 Chapter 4

Kreyszig, 4.1.1

Carlos Oscar Sorzano, Aug. 31st, 2014

Find out, without calculation, whether doubling the ow rate in the following

example has the same eect as halng the tank sizes.

y2 lb gal y1 lb gal

y10 = inow-outow = 2 2

100 gal min 100 gal min

y1 lb gal y2 lb gal

y20 = inow-outow = 2 2

100 gal min 100 gal min

0

0

y1 = 0.02y1 + 0.02y2 y1 0.02 0.02 y1

= y0 = Ay

y20 = 0.02y1 0.02y2 y20 0.02 0.02 y2

Doubling the ow rate:

y2 lb gal y1 lb gal

y10 = inow-outow = 4 4

100 gal min 100 gal min

y1 lb gal y2 lb gal

y20 = inow-outow = 4 4

100 gal min 100 gal min

y10 = 0.04y1 + 0.04y2 y10

0.04 0.04 y1

= y 0 = A1 y

y20 = 0.04y1 0.04y2 y20 0.04 0.04 y2

Halng the tank sizes:

y2 lb gal y1 lb gal

y10= inow-outow = 2 2

50 gal min 50 gal min

0 y1 lb gal y2 lb gal

y2 = inow-outow = 2 2

50 gal min 50 gal min

y10 = 0.04y1 + 0.04y2 y10

0.04 0.04 y1

0 = y 0 = A2 y

y2 = 0.04y1 0.04y2 y20 0.04 0.04 y2

Since A1 = A2 , the eect on the amount of salt in both tanks is the same if we

double the ow rate or halve the tank size. Kreyszig, 4.1.11

lvaro Martn Ramos, Jan. 4th, 2015

72

Solve

4y 00 15y 0 4y = 0

Solution: To convert the ODE into an ODE system we do the following changes

of variables

y = y1

y10 = y2

So that the original ODE can be written as

15

4y20 15y2 4y1 = 0 y20 = y2 + y1

4

Together the system ODE is

0

y1 0 1 y1

=

y20 1 15

4 y2

y0 = Ay

The eigenvalues and eigenvectors of A are:

1 = 4, v1 = (1, 4)T

T

2 = 41 , v2 = 1, 14

The general solution of the ODe system is

1 4x 1 x

y = c1 v1 e1 x + c2 v2 e2 x = c1 e + c2 e 4

4 41

Kreyszig, 4.1.12

Carlos Oscar Sorzano, Aug. 31st, 2014

Solve

y 000 + 2y 00 y 0 2y = 0

by solving it directly and by reducing it to an ODE system.

Solution: The characteristic equation of the ODE is

3 + 22 + 2 = 0 = 2, 1, 1

y = c1 e2x + c2 ex + c3 ex

To convert the ODE into an ODE system we do the following changes of variables

y1 = y

y2 = y10 = y 0

y3 = y20 = y 00

73

y30 = 2y3 + y2 + 2y1

Altogether the ODE system is

0

y1 0 1 0 y1

y20 = 0 0 1 y2

y30 2 1 2 y3

y0 = Ay

The eigenvalues and eigenvectors of A are

1 = 2 v1 = (1, 2, 4)T

2 = 1 v2 = (1, 1, 1)T

3 = 1 v3 = (1, 1, 1)T

y = c1 v1 e1

x

+ c2 v2 e2 x+ c3

v3 e3 x

1 1 1

= c1 2 e2x + c2 1 ex + c3 1 ex

4 2x 1 1

+ c2 ex + c3 ex

c1 e

= 2c1 e2x c2 ex + c3 ex

4c1 e2x + c2 ex + c3 ex

that is

y = c1 e2x + c2 ex + c3 ex

That is, the same result as we obtained by the direct method.

Kreyszig, 4.3.1

Carlos Oscar Sorzano, Nov. 14th, 2014

y10 = y1 + y2

y20 = 3y1 y2

0

y1 1 1 y1

=

y20 3 1 y2

1 1

= (1 )(1 ) 3 = ( 2)( + 2) = 0

3 1

(A 2I)x = 0

1 1 0 1 1 0

3 3 0 0 0 0

74

whose eigenvector is x1 = (1, 1).

The eigenvector of 2 = 2 comes from

(A + 2I)x = 0

3 1 0 3 1 0

3 1 0 0 0 0

whose eigenvector is x2 = (1, 3).

Finally, the solution of the dierential equation system is

c1 e2t c2 e2t

1 2t 1 2t

y = c1 x1 e1 t + c2 x2 e2 t = c1 e + c2 e =

1 3 c1 e2t + 3c2 e2t

Kreyszig, 4.3.6

Carlos Oscar Sorzano, Aug. 31st, 2014

y20 = 2y1 + 2y2

0

y1 2 2 y1

=

y20 2 2 y2

y0 = Ay

The eigenvalues and eigenvectors of A are

1 = 2 + 2i v1 = (i, 1)T

2 = 2 2i v2 = (i, 1)T

1 x

y = c1 v1 e + c2 v2 e2 x

i (2+2i)x i (22i)x

= c1 e + c2 e

1 1

of the basis functions

i (2+2i)x

y1 = e

1

i (22i)x

y2 = e = y1

1

ie(2+2i)x

2x

y1 +y2 e sin(2x)

y1 = = Re{y1 } = Re =

2

2x e

(2+2i)x

e2x cos(2x)

y1 y2 e cos(2x)

y2 = = Im{y1 } =

2i e2x sin(2x)

75

The general solution can be written as

e2x sin(2x)

2x

e cos(2x) 2x c1 sin(2x) + c2 cos(2x)

y = c1 y1 +c2 y2 = c1 +c2 2x = e

e2x cos(2x) e sin(2x) c1 cos(2x) + c2 sin(2x)

Kreyszig, 4.3.7

Carlos Oscar Sorzano, Aug. 31st, 2014

y10 = y2

y20 = y1 + y3

y30 = y2

0

y1 0 1 0

y

y20 = 1 0 1 1

y2

y30 0 1 0

y0 = Ay

The eigenvalues and eigenvectors of A are

1 =

0 1)T

v1 = (1, 0,

T

2 = 2i v2 = (i,

2, i)T

3 = 2i v2 = (i, 2, i)

1 x

y = c1 v1 e v2 e

+ c2 2x

+ c3 v3 e3

x

1 i

i

= c1 0 + c2 2 ei 2x + c3 2 ei 2x

1 i i

of the basis functions

i

y2 = 2 ei 2x

i

i

y3 = 2 ei 2x = y2

i

i sin( 2x)

y2 +y3

y2 = 2 = Re{y2 } = Re 2 ei 2x = 2 cos( 2x)

i sin( 2x)

cos( 2x)

y2 y3

y3 = 2i = Im{y2 } = 2 sin(

2x)

cos( 2x)

76

The general solution can be written as

y = c1 y1 + c2 y2 + c3 y3

1 sin( 2x) cos( 2x)

= c1 0 + c2 2 cos( 2x) + c3 2 sin( 2x)

1 sin( 2x) cos( 2x)

2x)

c1+ c2 sin( c3 cos( 2x)

= c2 2 cos( 2x) + c3 2 sin( 2x)

c1 c2 sin( 2x) + c3 cos( 2x)

Kreyszig, 4.3.18

Carlos Oscar Sorzano, Aug. 31st, 2014

Each of the two tanks contains 200 gal of water, in which initially 100 lb

(Tank T1 ) and 200 lb (Tank T2 ) of fertilizer are dissolved. The inow, circula-

tion, and outow are shown in the gure below. The mixture is kept uniform

by stirring. Find the fertilizer contents y1 (t) in T1 and y2 (t) in T2 .

Solution: We can model the system with the following dierential equations:

y1 y2

y10 = 200 16 + 200 4 + 0 12

y1 y2

y20 = 200 16 200 (4 + 12)

Equivalently

0 16 4

y1 200 200 y1

=

y20 16

200

16

200 y2

The eigenvalues and eigenvectors of this matrix are

3

1 = 25 , v1 = ( 12 , 1)T

1

2 = 25 , v2 = ( 12 , 1)T

12

1

3 1

y = c1 v1 e1 t + c2 v2 e2 t = c1 e 25 t + c2 2 e 25 t

1 1

1 1

100 2

y(0) = = c1 + c2 2 c1 = 0, c2 = 200

200 1 1

1

t

y = 200 2 e 25

1

77

Kreyszig, 4.4.1

lvaro Martn Ramos, Jan. 4th, 2015

y10 = y1

y20 = 2y2

Then nd a real general solution.

Solution: The proposed ODE system is equivalent to

0

y1 1 0 y1

=

y20 0 2 y2

1 0

det = 2 3 + 2 = 0

0 2

p = 3, (> 0)

q = 2(> 0)

= p2 4q = 1(> 0)

So it is an unstable improper node. The general solution is

y1 = c1 et , y2 = c2 e2t

Kreyszig, 4.4.3

Carlos Oscar Sorzano, Aug. 31st, 2014

y10 = y2

y20 = 9y1

Then nd a real general solution and sketch or graph some of the trajectories

in the phase plane.

Solution: The proposed ODE system is equivalent to

0

y1 0 1 y1

=

y20 9 0 y2

Critical points are points at which y 0 = 0, in this case the only critical point is

y=0

1 = 3i, v1 = ( 31 i, 1)

2 = 3i, v2 = ( 13 i, 1)

78

2

1.5

2 0.5

0

y

0.5

1.5

y1

1

1 x 3 i i3x

y1 = v1 e = e

1 1

i

y2 = v2 e2 x = 3 ei3x

1

1

y1 +y2 sin(3x)

y1 = 2 = Re{y1 } = 3

cos(3x)

31 cos(3x)

y1 y2

y2 = 2i = Im{y1 } =

sin(3x)

c1 13 sin(3x) c2 31 cos(3x)

y = c1 y1 + c2 y2 =

c1 cos(3x) + c2 sin(3x)

Kreyszig, 4.4.7

lvaro Martn Ramos, Jan. 4th, 2015

y10 = y1 + 2y2

y20 = 2y1 + y2

Then nd a real general solution.

Solution: The proposed ODE system is equivalent to

0

y1 1 2 y1

=

y20 2 1 y2

2 2 3 = 0

p = 2, (> 0)

q = 3(< 0)

79

So it is a saddle point, always unstable. The eigenvalues and eigenvectors of the

system matrix are

1 = 3, v1 = (1, 1)T

2 = 1, v2 = (1, 1)T

The general solution is given by

1 3x 1

y = c1 v1 e1 x + c2 v2 e2 x = c1 e + c2 ex

1 1

Kreyszig, 4.4.14

Carlos Oscar Sorzano, Aug. 31st, 2014

y10 = y1

y20 = 2y2

if you introduce = t as the new independent variable? trajectories in the

phase plane.

Solution: 0

y1 1 0 y1

=

y20 0 2 y2

Its critical point is y = 0 and the eigenvalues of the matrix used to calculate the

derivative are 1 and 2, that is, it is an unstable node (because p = 1 + 2 > 0.

If we do the change of variable = t, then

= =

d dt d dt

So the equation system becomes

dy1

d 1 0 y1

dy2 =

d

0 2 y2

That is the direction of motion changes, and the two eigenvalues become nega-

tive. Then we have p = 1 + 2 < 0 and q = 1 2 > 0, consequently a stable

node.

Kreyszig, 4.4.17

Carlos Oscar Sorzano, Aug. 31st, 2014

0 0 1

y = y

4 0

has a center as its critical point. Replace each aij by aij + b. Find values of

b such that you get (a) a saddle point, (b) a stable and attractive node, (c) a

stable and attractive spiral, (d) an unstable spiral, (e) an unstable node.

Solution: The perturbed system is

0 b 1+b

y = y

4 + b b

80

The characteristic polynomial is

|A I| = (b )2 (1 + b)(4 + b) = 2 2b + 4 + 3b

2 p + q

so

p = 2b

q = 4 + 3b

Saddle point: to get a saddle point we need

4

q < 0 4 + 3b < 0 b <

3

Stable and attractive node: to get a stable and attractive node we need

4

2b < 0, 4 + 3b = 0 =b

3

(2b)2 4(4 + 3b) 0 b2 3b 4 0 b (, 1] [4, )

The intersection of both sets gives b = 34 .

Stable and attractive spiral: to get a stable and attractive spiral we need

4

2b < 0, 4 + 3b = 0, 2b 6= 0 =b

3

(2b)2 4(4 + 3b) < 0 b2 3b 4 < 0 1 < b < 4

Since { 34 } (1, 4) = , there is no b satisfying all conditions.

Unstable spiral: to get an unstable spiral we need

(2b)2 4(4 + 3b) < 0 b2 3b 4 < 0 1 < b < 4

Finally,

(, 34 ) (0, ) (1, 4) = (0, 4)

4 + 3b > 0, p2 4q 0 b ( 43 , ) ((, 1] [4, )) = ( 34 , 1] [4, )

Finally

(, 34 ) (0, ) ( 34 , 1] [4, ) = [4, )

81

Kreyszig, 4.5.5

Carlos Oscar Sorzano, Aug. 31st, 2014

Find the location and all critical points by linearization of the ODE

y10 = y2

y20 = y1 + 21 y12

Solution: The ODE system can be rewritten as

0 y2

y =

y1 + 21 y12

Critical points are solutions of the equation system

y2

= 0 y1 = 0, 2; y2 = 0

y1 + 12 y12

If we linearize around the point (0, 0) we get

!

f1 f1

y1 y2 0 1 0 1

A= f2 f2 = =

y1 y2

1 + y1 0 y=0 1 0

y=0

y0 = Ay

1

= 2 + 1 = 0

|A I| =

1

(p 0, q > 0) center (p = 0, < 0).

Case (y1 , y2 ) = (2, 0):

Let us make the change of variables

y1 y1 2

=

y2 y2

Then

y2 y2

y0 = =

(y1 + 2) + 12 (y1 + 2)2 y1 + 21 y12

We now linearize around the point (y1 , y2 ) = (0, 0)

f1 f1

!

y1 y2 0 1 0 1

A = f2 f2

= =

1 + y1 0 y=0 1 0

y1 y2 y=0

1

|A I| = = 2 1 = 0

1

82

So, p = 0, q = 1 and = p2 4q = 4. Consequently, (2, 0) is an unstable

(q < 0) saddle point (q < 0).

Kreyszig, 4.5.9

Carlos Oscar Sorzano, Jan. 15th, 2015

Find the location and type of all critical points by rst converting the ODE

to a system and then linearizing it.

y 00 9y + y 3 = 0

y1 = y

y2 = y10

Then we may rewrite the ODE as

y10 = y2

y20 = 9y1 y13 = y1 (3 y1 )(3 + y1 )

the ODE at the three points. For doing so, let us rewrite the ODE system as a

vector dierential equation:

y0 = F(y)

Case y = 0:

!

F1 F1

0 1 0 1

0 y1 y2

y = y= y= y

F2 F2

9 3y12 0 y 9 0

y1 y2

y1 =0,y2 =0 1 =0,y2 =0

0 1

The eigenvalues of A = are 1 = 3 and 2 = 3. Since the two

9 0

eigenvalues are real and of opposite sign, the critical point is a saddle point.

Case y = 3:

0 0 1 0 1

y = y= y

9 3y12 0 y =3,y =0 18 0

1 2

whose eigenvalues are 1 = 18i and 2 = 18i. Since the two eigenvalues

are pure imaginary, the critical point is a center.

Case y = 3:

0 1 0 1

y0 = y= y

9 3y12 0 y 18 0

1 =3,y2 =0

Kreyszig, 4.5.11

Carlos Oscar Sorzano, June 15th, 2015

83

Find the location and type of all critical points by rst converting the ODE

to a system and then linearizing it.

y 00 + cos(y) = 0

y1 = y

y2 = y10

Then we may rewrite the ODE as

y20 + cos(y1 ) = 0

y10 = y2

y20 = cos(y1 )

There are three critical points at

2 + n , y2 = 0. Let us linearize the

y = y1 =

ODE at the two dierent kind of points. For doing so, let us rewrite the ODE

system as a vector dierential equation:

y0 = F(y)

Case y= 2:

!

F1 F1

0 1 0 1

0 y1 y2

y = y= y= y

F2 F2

sin(y1 ) 0 y 1 0

y1 y2

y1 = 1 = 2 ,y2 =0

2 ,y2 =0

0 1

The eigenvalues of A= are 1 = 1, 2 = 1. Since the eigenvalues are

1 0

real and of opposite sign the critical point is a saddle point.

3

Case y= 2 :

!

F1 F1

0 1 0 1

0 y1 y2

y = y= y= y

F2 F2

sin(y1 ) 0 y 1 0

3

y1 y2

y1 = 3 1 = 2 ,y2 =0

2 ,y2 =0

0 1

The eigenvalues of A= are 1 = i, 2 = i. The eigenvalues are pure

1 0

imaginary and, consequently, the critical point is a center.

Kreyszig, 4.6.3

lvaro Martn Ramos, Jan. 4th, 2015

y10 = y2 + e3t

y20 = y1 3e3t

Solution: Let us write the ODE system as

0

y1 0 1 y1 1

= + e3t

y20 1 0 y2 3

84

The eigenvalues and eigenvectors of the system matrix are

1 = 1, v1 = (1, 1)T

2 = 1, v2 = (1, 1)T

So the general solution of the homogeneous problem is

et

t

1 t 1 t e c1

y h = c1 e + c2 e = =Yc

1 1 et et c2

yp = Y u

Where

u0 = Y 1 g

So

et

et

1 1

Y =

2 etet

1 et e t

e3t

2t

0 e

u = =

2 et et 3e3t 2e4t

!

e2t

Z 2t

e 2

u= dt = e4t

2e4t

2

2t

!

e

et

t

e 2 0

yp = Y u = = 3t

et et e4t e

2

Finally,

1 t 1 t 0

y = yh + yp = c1 e + c2 e + 3t

1 1 e

Kreyszig, 4.6.5

Carlos Oscar Sorzano, Aug. 31st, 2014

y20 = 2y1 + 3y2 2.5t

4 1 0.6t

y0 = y+

2 3 2.5t

1 = 5, v1 = (1, 1)T

2 = 2, v2 = (1, 2)T

85

So the general solution of the homogeneous problem is

1 5t 1 2t

yh = c1 e + c2 e

1 2

y = k0 + k1 t

4 1 0.6

k1 = (k0 + k1 t) + t

2 3 2.5

From where

4 1 0.6 0.43

k1 + = 0 k1 =

2 3 2.5 1.12

and

4 1 0.241

k1 = k0 k0 =

2 3 0.534

So, the general solution is

1 5t 1 2t 0.241 0.43

y = c1 e + c2 e + + t

1 2 0.534 1.12

5 Chapter 5

Kreyszig, 5.1.7

Carlos Oscar Sorzano, Aug. 31st, 2014

y 0 = 2xy

using the power series method.

Solution: Let us expand the solution of the ODE as

X

y= am xm = a0 + a1 x + a2 x2 + a3 x3 + ...

m=0

Then

X

y0 = am mxm1 = a1 + 2a2 x + 3a3 x2 + ...

m=1

y 0 + 2xy = 0

and substitute the two series

! !

X X

m1 m

am mx + 2x am x =0

m=1 m=0

86

! !

X X

m1 m+1

a1 + 2a2 x + am mx + 2a0 x + 2am x =0

m=3 m=1

! !

X 0 X

a1 + 2a2 x + am0 +2 (m0 + 2)xm +1 + 2a0 x + 2am xm+1 =0

m0 =1 m=1

X 0 X

a1 + 2(a0 + a2 )x + am0 +2 (m0 + 2)xm +1 + 2am xm+1 = 0

m0 =1 m=1

X

a1 + 2(a0 + a2 )x + ((m + 2)am+2 + 2am )xm+1 = 0

m=1

a1 = 0

a0 + a2 = 0 a2 = a0

Let us analyze now the odd terms

m = 1 3a3 + 2a1 = 0 a3 = 0

m = 3 5a5 + 2a3 = 0 a5 = 0

...

So all odd terms are null. Let us analyze now the even terms

2 1

m = 2 4a4 + 2a2 = 0 a4 = a2 = a0

4 2

2 11

m = 4 6a6 + 2a4 = 0 a6 = a4 = a0

6 32

2 111

m = 6 8a8 + 2a6 = 0 a8 = a6 = a0

8 432

...

And in general, for m even, we have

m 1

am = (1) 2 m a0

2!

21 4 1 6 1 8

y = a0 1 x + x x + x ...

2! 3! 4!

2

y = a0 ex

87

Kreyszig, 5.1.11

lvaro Martn Ramos, Jan. 4th, 2015

y 00 y 0 x2 y = 0

using the power series method

Solution: Let us expand the solution of the ODE as

X

y= am xm

m=0

Then

y0 am mxm1

P

=

m=1

y 00 am m(m 1)xm2

P

=

m=2

Substituting the series in the ODE

! ! !

X X X

am m(m 1)xm2 am mxm1 + x2 a m xm =0

m=2 m=1 m=0

in the third sum

X X 0 X

am m(m 1)xm2 am0 1 (m0 1)xm 2 + am0 4 xm2 = 0

m=2 m0 =2 m0 =4

X

2a2 + 6a3 x (a1 + 2a2 x) + ((m 1)mam (m 1)am1 + am4 ) xm2 = 0

m=4

a1

2a2 a1 = 0 a2 =

2

a2 a1

6a3 2a2 = 0 a3 = =

3 3!

When m=4

3a3 a0 a1 a0

12a4 3a3 + a0 = 0 a4 = =

12 4! 12

When m=5

4a4 a1 a4 a1

20a5 4a4 + a1 = 0 a5 = = =

20 5 20

a1 a0 a1 a0 a1 6a1 a0 5a1 a0 a1

= = + = =

5! 60 20 60 5! 5! 60 5! 60 4!

The general solution is then

1 4 1 1 1 1 1

y = a0 (1 x x5 ...) + a1 (x + x2 + x3 + x4 x5 ...)

12 60 2! 3! 4! 5!

88

Kreyszig, 5.1.20

Carlos Oscar Sorzano, Aug. 31st, 2014

In numerics we use partial sums of power series. To get a feel for the accuracy

for various x, experiment with sin(x). Graph partial sums of the Maclaurin

series of an increasing number of terms, describing qualitatively the breakaway

points of these graphs from the graph of sin(x).

Solution: We know that the MacLaurin series of sin(x) is

X (1)m 2m+1 x3 x5

sin(x) = x =x + ...

m=0

(2m + 1)! 3! 5!

M=5;

yp=zeros(M+1,length(x));

for m=0:M

yp(m+1,:)=(-1)m/factorial(2*m+1)*x.(2*m+1);

if m>0

yp(m+1,:)=yp(m+1,:)+yp(m,:);

end

end

plot(x,sin(x),'LineWidth',2)

axis([-2*pi 2*pi -2 2])

hold on

plot(x,yp)

legend('sin(x)','m=0','m=1','m=2','m=3','m=4','m=5')

2

sin(x)

m=0

m=1

1.5 m=2

m=3

m=4

m=5

1

0.5

0.5

1.5

2

6 4 2 0 2 4 6

Kreyszig, 5.2.2

89

Carlos Oscar Sorzano, Aug. 31st, 2014

Show that

y2 = x x + x ...

3! 5!

with n=1 becomes

y 2 = P1 = x

and

n(n + 1) 2 (n 2)n(n + 1)(n + 3) 4

y1 = 1 x + x ...

2! 4!

with n=1 becomes

1 1 1

y1 = 1 x2 x4 x6 ... = 1 x log(x)

3 5 2

Solution: Let's start rst with y2 . For a general n, y2 is

y2 = x x + x ...

3! 5!

In particular for n = 1, it becomes

(0)(3) 3 (2)(0)(3)(5) 5

y2 = x x + x ... = x = P1 (x)

3! 5!

as stated by the problem.

y1 is for any n

y1 = 1 x + x ...

2! 4!

that can be written as

y1 = a0 + a2 x2 + a4 x4 + ...

(n m)(n + m + 1)

am+2 = am

(m + 2)(m + 1)

(1 m)(m + 2) (m 1)

am+2 = am = am

(m + 2)(m + 1) (m + 1)

a0 = 1

a2 = 11 a0 = 1

a4 = 31 a2 = 13

a6 = 35 a4 = 35 31 = 15

a8 = 57 a6 = 57 51 = 17

90

and, in general,

1

am = a0

m1

Then, we can wwrite y1 as

1 1 1

y1 = 1 x2 x4 x6 x8 ...

3 5 7

1 1+x

We know that the McLaurin series of

2 log 1x in the interval 1 < x < 1 is

1 1+x x3 x5 x7

log =x+ + + + ...

2 1x 3 5 7

If we now calculate

x3 x5 x7

1 21 x log 1+x

1x = 1x x+ 3 + 5 + 7 + ...

x4 x6 x8

= 1 x2 3 5 7 ...

Kreyszig, 5.2.11

Carlos Oscar Sorzano, Dec. 19th, 2014

Find a solution of

Solution: Let us perform the change of variable

x

u=

a

dy dy du dy 1

= =

dx du dx du a

d2 y d2 y 1

d dy 1 du

= =

dx2 du du a dx du2 a2

Substituting into the dierential equation, we get

d2 y 1 dy 1

(a2 a2 u2 ) 2(au) + n(n + 1)y = 0

du2 a2 du a

d2 y dy

(1 u2 ) 2u + n(n + 1)y = 0

du2 du

whose general solution is

y(x) = c1 y1 + c2 y2

a a

Kreyszig, 5.3.2

91

Carlos Oscar Sorzano, Dec. 19th, 2014

Solve

(x + 2)2 y 00 + (x + 2)y 0 y = 0

by the Frobenius method.

Solution: We can make the change of variable z = x + 2. Under this change

the equation can be written as

z 2 y + z y y = 0

1 1

y + y 2 y = 0

z z

We can apply the Frobenius method to this problem because it is of the form

b(z) c(z)

y + y + 2 y = 0

z z

being b(z) = 1 and c(z) = 1 analytical functions at z = 0. We look for a

solution of the form

X

y = zr am z m

m=0

Its derivatives are

dy

= z r1 (m + r)am z m

P

y = dz

m=0

d2 y r2

(m + r)(m + r 1)am z m

P

y = dz 2 =z

m=0

! ! !

X X X

2 r2 m r1 m r m

z z (m + r)(m + r 1)am z +z z (m + r)am z z am z =0

m=0 m=0 m=0

X

X

X

(m + r)(m + r 1)am z m+r + (m + r)am z m+r am z m+r = 0

m=0 m=0 m=0

X

((m + r)(m + r 1) + (m + r) 1)am z m+r = 0

m=0

X

(m + r + 1)(m + r 1)am z m+r = 0

m=0

The indicial equation comes from the coecient of lowest degree, i.e., m=0

(r + 1)(r 1) = 0

whose solutions are

r1 = 1, r2 = 1

Case r1 = 1

Substituting r=1 in the dierential equation we get

X

(m + 2)mam z m+1 = 0 = 2 1a1 z 2 + 3 2a2 z 3 + 4 3a3 z 4 + ...

m=0

92

which implies a1 = a2 = a3 = ... = 0. So, any function of the form

X

y = z r1 am z m = z(a0 )

m=0

constant a0 , for instance, a0 = 1, to obtain a basis function

y1 = z

Case r2 = 1

Since the dierence between r2 and r1 is an integer value

r2 r1 = 1 1 = 2

= ky1 log(z) + z r2 am z m

P

y2

m=0

= kz log(z) + z 1 am z m

P

m=0

X

y2 = k(log(z) + 1) + z 2 (m 1)am z m

m=0

X

y2 = kz 1 + z 3 (m 1)(m 2)am z m

m=0

We now substitute into the dierential equation

2 1 3 m 2 m

P P

z kz +z (m 1)(m 2)am z + z k(log(z) + 1) + z (m 1)am z

m=0 m=0

kz log(z) + z 1 am z m = 0

P

m=0

m1 m1

P P

kz + (m 1)(m 2)am z + kz log(z) + kz + (m 1)am z

m=0 m=0

am z m1 = 0

P

kz log(z) +

m=0

[(m 1)(m 2) + (m 1) 1] am z m1 = 0

P

2kz +

m=0

m(m 2)am z m1 = 0

P

2kz +

m=0

m(m 2)am z m1 = 0

P

(1)a1 + 2kz +

m=3

kind

y2 = z 1 (a0 + a2 z 2 ) = a0 z 1 + a2 z

is a solution of the dierential equation. Actually, we already knew that z was

a solution, so the only novelty brought by this solution is (with a0 = 1).

y2 = z 1

93

Any solution of the dierential equation is of the form

c2 c2

y = c1 y1 + c2 y2 = c1 z + = c1 (x + 2) +

z x+2

Kreyszig, 5.3.4

Carlos Oscar Sorzano, June 15th, 2015

Solve

xy 00 + y = 0

by the Frobenius method.

Solution: Dividing by x we have

1

y 00 + y=0

x

We can apply the Frobenius method to this problem because it is of the form

b(x) 0 c(x)

y 00 + y + 2 y=0

x x

being b(x) = 0 and c(x) = x analytical functions at x = 0. We look for a

solution of the form

X

y = xr am xm

m=0

dy

y0 = xr1 (m + r)am xm

P

= dx

m=0

d2 y

y 00 r2

(m + r)(m + r 1)am xm

P

= dx2 =x

m=0

! !

X X

r2 m r m

x x (m + r)(m + r 1)am x + x am x =0

m=0 m=0

X

X

(m + r)(m + r 1)am xm+r1 + am xm+r = 0

m=0 m=0

If we take out the rst term from the rst summation, we get

X

X

r(r 1)a0 xr1 + (m + r)(m + r 1)am xm+r1 + am xm+r = 0

m=1 m=0

m=0

X

X

r(r 1)a0 xr1 + (m + r + 1)(m + r)am+1 xm+r + am xm+r = 0

m=0 m=0

94

X

r(r 1)a0 xr1 + ((m + r + 1)(m + r)am+1 + am )xm+r = 0

m=0

The indicial equation comes from the coecient of lowest degree, i.e., the

rst one

r(r 1) = 0

whose solutions are

r1 = 0, r2 = 1

Case r1 = 0

Substituting r=0 in the dierential equation we get

X

((m + 1)mam+1 + am )xm = 0

m=0

X

a0 + ((m + 1)mam+1 + am )xm = 0

m=1

am

(m + 1)mam+1 + am = 0 am+1 =

m(m + 1)

The rst terms are

a1 1

a2 = 12 = 12 a1

a2 1

a3 = 23 = 1223 a1

a3 1

a4 = 34 = 122334 a1

We observe that the follow the general term (for m 1)

(1)m+1

am = a1

m!(m 1)!

So, any function of the form

X X (1)m+1 m

y = x r1 am xm = a1 x

m=0 m=1

m!(m 1)!

constant a1 , for instance, a1 = 1, to obtain a basis function

X (1)m+1 m 1 2 1 3 1 4

y1 = x =x x + x x + ...

m=1

m!(m 1)! 2!1! 3!2! 4!3!

Case r2 = 1

Since the dierence between r2 and r1 is an integer value, we must look for a

solution of the form

ky1 log(x) + xr2 am xm

P

y2 =

m=0

P (1)m+1 m

am xm

P

= k m!(m1)! x log(x) + x

m=1 m=0

95

Let us rst calculate the derivatives of y2

!

X (1)m+1 X

y20 = k (1 + m log(x))xm + (m + 1)am xm

m=1

m!(m 1)! m=0

!

X (1)m+1 X

y200 = k m(2 + m log(x))xm1 + (m + 1)mam xm1

m=1

m!(m 1)! m=0

xy200 + y2 = 0

P (1)m+1 m

(m + 1)mam xm +

P

k m!(m1)! m(2 + m log(x))x +

m=1 m=0

(1)m+1 m

am xm = 0

P P

k m!(m1)! x log(x) + x

m=1 m=0

m+1 m+1

(1) m (1) 2 m

+ 1)mam xm +

P P P

m!(m1)! 2kmx + m!(m1)! m k log(x)x + (m

m=1 m=1 m=0

(1)m+1 m

am xm = 0

P P

m!(m1)! k log(x)x + x

m=1 m=0

(1)m+1

P 2 m

m!(m1)! k log(x)(1 + m )x +

m=1

(1)m+1

1)mam xm + m

am xm

P P P

(m + m!(m1)! 2kmx + x =0

m=0 m=1 m=0

From the rst row of previous equation we learn that k = 0, because all terms

in xm log(x) must go (they are equal to 0 in the right-hand side). Then, the

previous equation simplies to

X

X

(m + 1)mam xm + am xm+1 = 0

m=0 m=0

X

X

(m + 1)mam xm + am xm+1 = 0

m=1 m=0

X

X

(m + 2)(m + 1)am+1 xm+1 + am xm+1 = 0

m=0 m=0

X

((m + 2)(m + 1)am+1 + am )xm+1 = 0

m=0

From where

am

am+1 =

(m + 1)(m + 2)

The rst terms are

a0 1

a1 = 12 = 12 a0

a1 1

a2 = 23 = 1223 a0

a2 1

a3 = 34 = 122334 a0

The general term is

(1)m

am = a0

m!(m + 1)!

96

In this way, we see that any function of the form

X (1)m

y2 = a0 xm

m=0

m!(m + 1)!

X (1)m 1 1 2 1 3

y2 = xm = 1 x+ x x + ...

m=0

m!(m + 1)! 1!2! 2!3! 3!4!

X (1)m+1 m X (1)m

y = K1 y1 + K2 y2 = K1 x + K2 xm

m=1

m!(m 1)! m=0

m!(m + 1)!

By making the change of variable z= x in the original dierential equation

xy 00 + y = 0

y = KA xJ1 (2 x) + KB xY1 (2 x)

That is, both solutions (the series expansion and the Bessel's solution) are equiv-

alent (i.e., given K1 and K2 , one can always nd KA and KB that gives the

same function; and viceversa).

Kreyszig, 5.4.3

Carlos Oscar Sorzano, Aug. 31st, 2014

Solve

1

xy 00 + y 0 + y = 0

4

by making the change of variable z = x.

Solution: If z= x, then

z0 = 1

2 x

= 21 z 1

dy 0 dy 1 1

y0 = dz z = dz 2z

0 2

dy dz 2 dy

y 00 = 1

dz dx = 2 z dz+ z 1 ddzy2 1 1

2z

2

1 2 d y 3 dy

= 4 z dz 2 z dz

d2 y

1 dy 1 dy 1

z2 z 2 z 3 + z 1 + y=0

4 dz 2 dz 2 dz 4

1 d2 y 1 1 dy 1 1 dy 1

z + z + y=0

4 dz 2 4 dz 2 dz 4

1 d2 y 1 1 dy 1

+ z + y=0

4 dz 2 4 dz 4

97

Multiplying by 4z 2 , we get

d2 y dy

z2 +z + z2y = 0

dz 2 dz

which is Bessel's equation with = 0. Since is an integer, there is no solution

of form

y = c1 J (z) + c2 J (z)

Its general solution needs Bessel's functions of the second kind (that will be seen

in next section). However, for the sake of completeness we already point out

that the general solution is

y = c1 J0 (z) + c2 Y0 (z) = c1 J0 ( x) + c2 Y0 ( x)

Kreyszig, 5.4.5

Carlos Oscar Sorzano, Dec. 19th, 2014

Solve

x2 y 00 + xy 0 + (2 x2 2 )y = 0

by making the change of variables x = z .

Solution: Let us write the dierent elements we need from the change of vari-

ables

dz

dx =

dy

y 0

= dx = dy dz

dz dx = y

d2 y

y 00 d dz

= dx2 = dz (y) dx = (y) = 2 y

Substituting in the dierential equation

z2 2 z

( y) + (y) + (z 2 2 )y = 0

2

z 2 y + z y + (z 2 2 )y = 0

which is a Bessel's equation of parameter . Its general solution is (

/ Z)

Kreyszig, 5.4.6

Carlos Oscar Sorzano, Aug. 31st, 2014

Solve

x2 y 00 + 14 (x + 34 )y = 0

by making the change of variable y = u x, z = x.

Solution: If z= x, then

z0 = 1

2 x

= 12 z 1

98

On the other side

y = u x = uz

dy dz

y0 du

1 1

= dz dx = dz z + u 2 z

dy 0 dz

y 00 = dzh dx

1 d2 u

i

= 1

2 z dz 2 z + du du

dz + dz + (z 2 ) du

dz z + u 12 z 1

1 2 d2 u du

14 z 3du

= 4z dz 2 z + 2 dz dz z + u

1 1 d2 u 1 2 du 1 2 du 1 3

= 4z dz 2 + 2z dz 4z dz 4 z u

2

1 1 d u 1 2 du 1 3

= 4 z dz 2 + 4 z dz 4z u

So, we can rewrite the ODE as

2

4 1 1 d u 1 2 du 1 3

z 4 z + 4z 4z u + 41 (z 2 + 34 )uz = 0

dz 2 dz

2

1 3d u du 1

4 z + 14 z 2

4 zu + 14 z 3 u + 16

3

uz = 0

dz 2 dz

2

1 3d u 1 2 du 1 3 1

4 z dz 2 + 4 z dz + 4 z u 16 uz = 0

1

Multiplying the whole equation by 4z , we get

d2 u du

2

+z z2

+ z 2 u 41 u = 0

dz dz

d2 u du

z2 2 + z + z 2 14 u = 0

dz dz

1

That is Bessel's equation with = . Since is not an integer value, its general

2

solution can be written as

u = c1 J 1 (z) + c2 J 1 (z) = c1 J 1 ( x) + c2 J 1( x)

2 2 2 2

y = uz = c1 J 1 ( x) + c2 J 1 ( x) x

2 2

Kreyszig, 5.4.10

Carlos Oscar Sorzano, Jan. 13th, 2015

Solve

x2 y 00 + (1 2)xy 0 + 2 (x2 + 1 2 )y = 0

by making the change of variables z = x .

Solution: Let us perform the change of variables in two steps. We rst make

the change of variable

1

z = x x = z

1

dz

dx = x1 = z

dy 1

y0

= dx = dy dz

= y(z )

dz dx

d2 y 1

y 00 = dxh2 = d

dz y(z ) dz

1

idx 1

1 1

= yz + y z (z )

22 2

= y 2 z + y( 1)z

99

Substituting into the ODE we get

2 22 2 1 1

z (y 2 z + y( 1)z ) + (1 2)z (yz ) + 2 (z 2 + 1 2 )y = 0

(y 2 z 2 + y( 1)z) + (1 2)(yz) + 2 (z 2 + 1 2 )y = 0

y 2 z 2 + y 2 z + 2 (z 2 + 1 2 )y = 0

z 2 y + z y + (z 2 ( 2 1))y = 0

This is Bessel's equation if 2 1 > 0, in that case the general solution is given

2 2

(if

/R ) by

y = c1 J 2 1 (z) + c2 J 2 1 (z) = c1 J 2 1 (x ) + c2 J 2 1 (x )

Kreyszig, 5.5.1

Carlos Oscar Sorzano, Aug. 31st, 2014

Solve

x2 y 00 + xy 0 + (x2 16)y = 0

Solution: This is Bessel's equation with = 4. Since is an integer value,

we have to write the general solution making use of Bessel's functions of second

kind:

y = c1 J4 (x) + c2 Y4 (x)

Kreyszig, 5.5.2

Carlos Oscar Sorzano, Aug. 31st, 2014

Solve

xy 00 + 5y 0 + xy = 0

u

by making the change of variable y= x2 .

Solution: If y = ux2

, then

y0 = du

dx x

2

+ u(2x3 )

d2 u 2

y 00 = dx2 x + du dx (2x

3

) + du

dx (2x

3

) + u(6x4 )

2 d2 u 3 du 4

= x dx2 4x dx + 6x u

d2 u

du du 2

x x2 2 4x3 + 6x4 u + 5 x + u(2x3 ) + xux2 = 0

dx dx dx

d2 u du du

x1 2

4x2 + 6x3 u + 5x2 10x3 u + x1 u = 0

dx dx dx

d2 u du

x1 2 + x2 + (x1 4x3 )u = 0

dx dx

3

Multiplying the equation by x

d2 u du

x2 +x + (x2 4)u = 0

dx2 dx

100

which is Bessel's equation with = 2. Since is an integer value, the general

solution is given by

u = c1 J2 (x) + c2 Y2 (x)

Undoing the change of variable

6 Chapter 6

Kreyszig, 6.1.4

Carlos Oscar Sorzano, Aug. 31st, 2014

Solution:

R

L{cos2 (t)} = cos2 (t)est dt

0

R 1+cos(2t) st

= 2 e dt

0

R R

= 1

2 est dt + 21 cos(2t)est dt

h0 i 0 R

1 st

= 1

2 s e + 12 cos(2t)est dt

0 0

R

= 11

2s + 1

2 cos(2t)est dt [Re{s} < 0]

0

s

L{cos(t)} =

s2 + 2

to get

1 1 s

L{cos2 (t)} = + [Re{s} < 0]

2s 2 s2 + (2)2

Kreyszig, 6.1.20

Carlos Oscar Sorzano, Aug. 31st, 2014

Non-existence.

2

Show that a function like et does not fulll the condition

2

t

e M ekt

2

Solution:

2 2

et > 0

t

For t>0 we have so that e = et . Let us show that for

2

et > M ekt = elog(M ) ekt

101

Taking logarithms

t2 > log(M ) + kt

t2 kt log(M ) > 0

Let us nd the point at which the curve crosses 0

p

2 k k 2 + 4 log(M )

t kt log(M ) = 0 t =

2

k+ k2 +4 log(M )

That is for t> 2 we have that

2

et > M ekt

Kreyszig, 6.1.22

Carlos Oscar Sorzano, Aug. 31st, 2014

Show that r

1

L =

t s

Conclude from this that the conditions for existence are sucient but not nec-

essary for the existence of the Laplace transform.

Solution: n o R R 1

L 1

t

= 1 st

t

e = t 2 est dt

0 0

d

= st t = , dt =

s s

n o R 1

2

R 1 1

L 1

t

= s e d

s = 2 s 2 e s1 d

0 0

1 R 1 1 1

s 2 2 e d = s 2 1

= s 2

p

= 2 = s

0

1

So, there exists the Laplace transform of although it is not well dened at

t

t = 0.

Kreyszig, 6.1.26

Carlos Oscar Sorzano, Aug. 31st, 2014

5s+1

Find the inverse Laplace transform of

s2 25

Solution:

n o n o n o

L1 5s+1

s2 25 = 5L1 s

s2 25 + L1 1

s2 25 = 5 cosh(5t) + 1

5 sinh(5t)

n o

s

L 2 2 = cosh(at)

n s a o

a

L s2 a2 = sinh(at)

102

Kreyszig, 6.1.29

lvaro Martn Ramos, Jan. 11th, 2015

12 228

6

s4 s

Solution:

12 228 3! 228 1 5!

L1 { 6 } = 2L1 { 4 } L { 6 } = 2t3 1.9t5

s4 s s 5! s

Kreyszig, 6.1.30

lvaro Martn Ramos, Jan. 11th, 2015

4s + 32

s2 16

Solution:

4s + 32 s 4

L1 { 2

} = 4L1 { 2 } + 8L1 { 2 } = 4 cosh(4t) + 8 sinh(4t)

s 16 s 16 s 16

Kreyszig, 6.1.33

Carlos Oscar Sorzano, Aug. 31st, 2014

Solution: We know that

= s2!3

L t2

L {eat f (t)} = F (s a)

L t2 e3t 2!

= (s+3)3

Kreyszig, 6.1.39

Carlos Oscar Sorzano, Aug. 31st, 2014

21

Find the inverse Laplace transform of

(s+ 2)4

Solution: We know that

n!

L {tn } = sn+1

at

L {e f (t)} = F (s a)

L1 21 1

21 3!

s4 = 3! L s4 = 27 t3

and n o

L1 21

(s+ 2)4

= 7 3 2t

2t e

103

Kreyszig, 6.2.3

Carlos Oscar Sorzano, Aug. 31st, 2014

L{y} = Y

L{y 0 } = sY y(0)

L{y 00 } = s2 Y sy(0) y 0 (0)

11s + 17 11s + 17 1 10

Y = 2

= = +

s s6 (s 3)(s + 2) s+2 s3

Its inverse Laplace transform is

y = e2t + 10e3t

which is the particular solution of the IVP satisfying the initial conditions.

Kreyszig, 6.2.12

Carlos Oscar Sorzano, Aug. 31st, 2014

y 00 2y 0 3y = 0 y(4) = 3, y 0 (4) = 17

t = t 4

Then

y 0 (t) = y 0 (t)

y 00 (t) = y 00 (t)

Then we can rewrite the IVP as

y 00 2y 0 3y = 0 y(0) = 3, y 0 (0) = 17

We know that

L{y} = Y

L{y 0 } = sY y(0)

L{y 00 } = s2 Y sy(0) y 0 (0)

104

Then, we can write the ODE as

(s2 2s 3)Y + 3s 23 = 0

3s + 23 3s + 23 7 1 13 1

Y = 2

= =

s 2s 3 (s 3)(s + 1) 2s3 2 s+1

Its inverse Laplace transform is

7 3t 13 t

y(t) = e e

2 2

which is the particular solution of the IVP satisfying the initial conditions. If

we undo now the time shift, we get

7 3(t4) 13 (t4)

y(t) = y(t 4) = e e

2 2

Kreyszig, 6.2.15

lvaro Martn Ramos, Jan. 11th, 2015

t = t 1.5 t = t + 1.5

Then

y 0 (t) = y 0 (t)

y 00 (t) = y 00 (t)

Then, we can rewrite the IVP as

6

(s2 Y 4s 5) + 3(sY 4) 4Y =

s2

6

(s2 + 3s 4)Y 4s 17 =

s2

6

(s + 4)(s 1)Y = + 4s + 17

s2

3 1

Y = +

s1 s2

Its inverse Laplace transform is

105

which is the particular solution of the IVP satisfying the initial conditions. If

we undo now the time shift,we get

Kreyszig, 6.2.16

Carlos Oscar Sorzano, Aug. 31st, 2014

Solution: Let us dene f = t cos(at) Let us dierentiate f

f 0 = cos(at) at sin(at)

f 00 = a sin(at) a sin(at) a2 t cos(at) = 2a sin(at) a2 t cos(at)

If we now take the Laplace transform of f 00 we get

a 2a2

L{f 00 } = 2a a2

L{t cos(at)} = a2 F

s2 + a2 s2 + a2

On the other side we know that

Substituting f (0) = 0, f 0 (0) = 1 we get

L{f 00 } = s2 F 1

Equating both expressions for L{f 00 } we get

2a2

a2 F = s2 F 1

s2 + a2

Solving for F

s2 a2

F =

(s2 + a2 )2

In particular, for a=4 (as in the problem statement, we get

s2 42

L{t cos(4t)} =

(s2 + 42 )2

Kreyszig, 6.2.24

Carlos Oscar Sorzano, Aug. 31st, 2014

20

Find the inverse Laplace transform of

s3 2s2

Solution: We may factorize F as

1 20

F =

s2 s 2

20 1

The inverse Laplace transform of

s2 is 20e2t . The factor

s2 translates into

a double time integral. Let's do it one by one:

Zt

e2t 1

1 1 20

L = 20e2 d = 20

s s 2 2

0

106

Zt

e2t 1

1 1 20 20 2 20

L = (e 1)d = t +

s2 s 2 2 2 2

0

Kreyszig, 6.3.3

lvaro Martn Ramos, Jan. 11th, 2015

t 2(t > 2)

f (t) = (t 2)u(t 2)

e2s

L{(t 2)u(t 2)} = e2s L{t} =

s2

Kreyszig, 6.3.5

Carlos Oscar Sorzano, Aug. 31st, 2014

Find the Laplace transform of et 2 0<t<

Solution: Let us write the function to transform as

f (t) = et u(t) u t

= et u(t) et u t

2 2

1

L{et u(t)} =

s1

n o n o 1

L et u t 2 = L et 2 e 2 u t 2 = e 2 L et 2 u t 2 = e 2 e 2 s

s1

Altogether

1 1 1

L{f } = e 2 e 2 s = 1 e 2 (s1)

s1 s1 s1

Kreyszig, 6.3.8

Carlos Oscar Sorzano, Aug. 31st, 2014

Solution: We can rewrite the function to be transformed as

2 2 1

L{t2 u(t 1)} = es L{(t + 1)2 } = es L{t2 + 2t + 1} = es

+ +

s3 s2 s

2 2s 2 2s 2 2s 2 4 4

L{t u(t 2)} = e L{(t + 2) } = e L{t + 4t + 4} = e + 2+

s3 s s

107

The Laplace transform of f is

s 2 2 1 2s 2 4 4

L{f } = e 3

+ 2+ e 3

+ 2+

s s s s s s

Kreyszig, 6.3.13

lvaro Martn Ramos, Jan. 11th, 2015

6(1 es )

s2 + 9

Solution:

6(1es )

n o n o n o

6es

L1 s2 +9 = L1 6

s2 +9 L1 s2 +9 = 2 sin(3t) 2 sin(3(t ))

Kreyszig, 6.3.17

Carlos Oscar Sorzano, Aug. 31st, 2014

s+1

2 +1

Solution: Let us nd rst the inverse Laplace transform of the function

s s s

G(s) = (1 + e2s ) = 2 + 2 e2s

s2 +1 s +1 s +1

The inverse Laplace transform of this function is

F (s) = G(s + 1)

Kreyszig, 6.3.19

Carlos Oscar Sorzano, Aug. 31st, 2014

Solution: Let us take the Laplace transform of the whole equation. Since

y(0) = 0 and y 0 (0) = 0, we have

L{y 0 } = sY

L{y 00 } = s2 Y

108

Then the ODE becomes

1 1

s2 Y + 6sY + 8Y =

s+3 s+5

s + 5 (s + 3)

(s2 + 6s + 8)Y =

(s + 3)(s + 5)

2

(s + 4)(s + 2)Y =

(s + 3)(s + 5)

2

Y =

(s + 2)(s + 3)(s + 4)(s + 5)

1 1

3 1 1

Y = + 3

s+2 s+3 s+4 s+5

Its inverse Laplace transform is

1 2t 1

y(t) = e e3t + e4t e5t u(t)

3 3

Kreyszig, 6.4.3

Carlos Oscar Sorzano, Jan. 15th, 2015

y 00 + 4y = (t ) y(0) = 8, y 0 (0) = 0

8s 1

Y (s) = + 2 es

s2

+4 s +4

8s 1 2

Y (s) = 2 + es

s + 4 2 s2 + 4

Now we take the inverse Laplace transform

1

y(t) = 8 cos(2t) + sin(2(t ))u(t )

2

109

10

8cos(2t)

8 y(t)

10

0 1 2 3 4 5 6 7

t

Kreyszig, 6.4.10

Carlos Oscar Sorzano, June 15th, 2015

y 00 + 5y 0 + 6y = t + u(t ) cos(t) y(0) = 0, y 0 (0) = 0

2

Solution: We rst note that

cos(t) = cos(t )

y 00 + 5y 0 + 6y = t u(t ) cos(t )

2

Let us take the Laplace transform of the dierential equation

s

s2 Y (s) + 5sY (s) + 6Y (s) = e 2 s + es

s2 + 12

1 s 1

Y (s) = e 2 s + es 2

+ 5s + 6 s2 2 2

s + 1 s + 5s + 6

1 1 1 s 1 1 2 1 3 1

Y (s) = e 2 s +es + +

s+2 s+3 10 s2 + 1 10 s2 + 1 5 s + 2 10 s + 3

Now we take the inverse Laplace transform

2(t/2)

e3(t/2) u(t /2)+

y(t) = e

cos(t)+sin(t) 2 2(t) 3 3(t)

10 5 e + 10 e u(t )

110

0.15

y(t)

0.1

0.05

0.05

0.1

0 5 10 15 20 25

t

Kreyszig, 6.5.6

Carlos Oscar Sorzano, Aug. 31st, 2014

Solution: Let us dene f (t) = eat and g(t) = ebt . Their convolution can be

calculated thanks to the Laplace transform as

1 1

= sa sb

1 1 1 1

= + ba sb

ab sa

1 1 1

= ab sa sb

1

f (t) ? g(t) = (eat ebt )

ab

Kreyszig, 6.5.12

Carlos Oscar Sorzano, Aug. 31st, 2014

Zt

y(t) + y( ) cosh(t )d = t + et

0

s 1 1

Y +Y = 2+

s2 1 s s1

111

s 1 1

Y 1+ 2 = +

s 1 s2 s1

1 1

s2 + s1

Y = s

1+ s2 1

s1+s2

s2 (s1)

Y = s2 1+s

s2 1

s+1

Y =

s2

Now, we have the following inverse Laplace transforms

L {s + 1} = et

Rt

L s+1 e d = 1 et

s =

0

Rt

(1 e )d = t + et 1 = t sinh(t) + cosh(t) 1

s+1

L s2 =

0

Finally,

y = t + et 1

Kreyszig, 6.5.18

Carlos Oscar Sorzano, Aug. 31st, 2014

1

Find the inverse Laplace transform of

(sa)2

Solution: Let us write

1 1

F =

sasa

So its inverse transform is

f (t) = eat ? eat

Let us calculate the convolution

Rt

eat ? eat = ea ea(t ) d

0

Rt

= eat d = teat

0

Finally

1 1

L = teat

(s a)2

Kreyszig, 6.6.2

Carlos Oscar Sorzano, Aug. 31st, 2014

Solution: We know the Laplace transform

4

L{3 sinh(4t)} = 3 = F (s)

s2 42

112

Then, the required Laplace transform can be calculated as

0 d 4 8s

L{3t sinh(4t)} = F (s) = 3 2 = 3

ds s 42 (s2 42 )2

Kreyszig, 6.6.3

lvaro Martn Ramos, Jan. 11th, 2015

1 3t

te

2

Solution: We know the Laplace transform of

1

L{e3t } =

s+3

Then, the required Laplace transform can be calculated as

1 1 1 1 d 1 1

L{ te3t } = L{te3t } = (F 0 (s)) = =

2 2 2 2 ds s+3 2(s + 3)2

Kreyszig, 6.6.20

Carlos Oscar Sorzano, Aug. 31st, 2014

s+a

Find the inverse Laplace transform of log s+b

Solution: Let us dene

s+a

F (s) = log = log(s + a) log(s + b)

s+b

Let us calculate its derivative

1 1

G(s) = F 0 (s) =

s+a s+b

Its inverse Laplace transform is

g(t) = L1 {F 0 (s)} = tf (t)

From which

g(t) eat ebt

f (t) = =

t t

Kreyszig, 6.7.2

Carlos Oscar Sorzano, Aug. 31st, 2014

y10 + y2 = 0

y1 + y20 = 2 cos(t)

113

with y1 (0) = 1, y2 (0) = 0.

Solution: If we take the Laplace transform of both equations, we get

(sY1 y1 (0)) + Y2 = 0

Y1 + (sY2 y2 (0)) = 2 s2s+1

sY1 1 + Y2 = 0

Y1 + sY2 = 2 s2s+1

s 1 Y1 1

= s

1 s Y2 2 s2 +1

1

Y1 s 1 1

=

Y2 1 s 2 s2s+1

s 1 1

= s211 s

1 s 2 s2 +1

s

= s2 +1

1

s2 +1

Taking the inverse Laplace transform

y1 cos(t)

=

y2 sin(t)

Kreyszig, 6.7.3

Carlos Oscar Sorzano, Dec. 19th, 2014

y10 = y1 + 4y2

y20 = 3y1 4y2

with y1 (0) = 3, y2 (0) = 4.

Solution: If we take the Laplace transform of both equations, we get

sY2 y2 (0) = 3Y1 4Y2

Substituting the initial values

sY1 3 = Y1 + 4Y2

sY2 4 = 3Y1 4Y2

which can be rewritten as

s+1 4 Y1 3

=

3 s+4 Y2 4

3 4

4 s+4 3s + 28 3s + 28

Y1 = =

2 + 5s + 16

= 2

s + 1 4 s s + 25 + 39

4

3 s+4

114

s+1 3

3 4 4s + 13 4s + 13

Y2 = =

2

= 2

s + 1 4 s + 5s + 16 s + 25 + 39

4

3 s+4

Their inverse Laplace transforms are

y1 (t) = L1 3s+28

2

(s+ 52 ) + 39

4

= L1 5 2

3s

+ L1 28

2

(s+ 2 ) + 4 (s+ 52 )+ 39

39

4

39

= 3L1 s

5 2

+ 28 2

L 1 2

2

(s+ 2) + 4 (s+ 25 ) + 39

39 39

4

39 56 39

= 3 cos 2 t + 39 sin 2 t

y2 (t) = L1 4s+13

2

(s+ 52 ) + 39

4

= L1 5 2

4s

+ L 1 13

2

(s+ 2 ) + 4 (s+ 52 )+ 39

39

4

39

1 s 2 1

= 4L 2 + 13 L 2

2

( 2) q (s+ 25 ) + 39

s+ 5 + 39 4

39 4

39 26 39

= 4 cos 2 t + 3 sin 2 t

7 Chapter 11

Kreyszig, 11.1.14

Carlos Oscar Sorzano, Aug. 31st, 2014

Find the Fourier series of the function

assumed to be periodic outside with period 2

Solution: Since x2 is an even function in the domain < x < , we only

need to compute the a0 and an terms, since the bn terms will all be 0.

1

R 2

1 x3 2

a0 = 2 x dx = 2 3 = 3

R 2 2 2

an = 1

x cos(nx)dx = 1 (n x 2) sin(nx)+2nx

n3

cos(nx)

4

= n2 cos(n) = (1)n n42

2 X 4

x2 = + (1)n 2 cos(nx)

3 n=1

n

Kreyszig, 11.1.15

Carlos Oscar Sorzano, Aug. 31st, 2014

115

Find the Fourier series of the function x2 (between 0 < x < 2 ) which is

assumed to be periodic outside with period 2

Solution: x2 is not an even or odd function in the domain 0 < x < 2 , so we

need to compute all the terms of the Fourier series

2 2

1 1 x3 8 2

x2 dx =

R

a0 = 2 2 3 = 3

0 0

2 2 2

2

1 1 (n x 2) sin(nx)+2nx cos(nx) 4

x2 cos(nx)dx =

R

an = n3 = n2

0 0

2 2 2

2

1 1 (2n x ) cos(nx)+2nx sin(nx)

x2 sin(nx)dx = = 4

R

bn = n3 n

0 0

8 2 X 4 X 4

x2 = + 2

cos(nx) sin(nx)

3 n=1

n n=1

n

Kreyszig, 11.2.13

Carlos Oscar Sorzano, Jan. 15th, 2015

2

1

RL R2 1

1 x2 2 1

a0 = 2L f (x) = xdx = 2 = 8

L 0 0

1

1

RL n

R2

an = L f (x) cos L xdx = 2 x cos (2nx) dx

L 0

1

2nx sin(2nx)+cos(2nx) 2 cos(n) 1

= 2 2

4 n 2 = 2 2

4 n 2 2

4 n 2

0

(1)n 1 0 n = 2

= 2 2 n2 = 21n2 n 6= 2

1

1

RL n

R2

bn = L f (x) sin L x dx = 2 x sin (2nx) dx

L 0

1

cos(2nx) 2 n cos(n)

= 2 sin(2nx)2nx 2

4 n 2 = 2 2

4 n 2 0

0

(1)n+1

= 2n

116

The Fourier series is, then

n n

P P

y(x) = a0 + an cos L x + bn sin L x

n=1 n=1

n

1 (1) 1

X X (1)n+1

= + 2 2

cos (2nx) + sin (2nx)

8 n=1 2 n n=1

2n

Kreyszig, 11.3.4

Carlos Oscar Sorzano, Aug. 31st, 2014

my 00 + cy 0 + ky = r(t)

X

yn = C 0 + Cn cos(nt + n )

n=1

What happens if we replace r(t) with its derivative, the rectangular wave?

What is the ratio of the new Cn to the old ones?

Solution: Let us consider the Fourier series of the input function r(t)

X

r(t) = c0 + cn cos(nt + n )

n=1

X

X

0

r (t) = (cn n sin(nt + n )) = cn n cos(nt + n + 2 )

n=1 n=1

Since the parameters m, c and k are constant, then the system is linear. For this

reason, for the input r(t), each harmonic of the input excites the corresponding

harmonic of the output, that is

cn Cn

If now the amplitude of the input is ncn , then amplitude of the output is nCn

ncn nCn

Kreyszig, 11.3.6

117

Carlos Oscar Sorzano, Aug. 31st, 2014

y 00 + 2 y = sin(t) + sin(t)

with 2 6= 2 , 2 .

Solution: The general solution of the homogeneous equation is

yh = c1 cos(t) + c2 sin(t)

yp00 = a2 sin(t) b2 cos(t) A 2 sin(t) B 2 cos(t)

Substituting into the dierential equation, we get

2 [a sin(t) + b cos(t) + A sin(t) + B cos(t)] =

sin(t) + sin(t)

a( 2 2 ) sin(t) + b( 2 2 ) cos(t)+

+A( 2 2 ) sin(t) + B( 2 2 ) cos(t) =

sin(t) + sin(t)

b=B=0

1

a=

2 2

1

A= 2

2

The general solution of the equation is

1 1

y = c1 cos(t) + c2 sin(t) + sin(t) + 2 sin(t)

2 2 2

Kreyszig, 11.3.11

Carlos Oscar Sorzano, June 15th, 2015

0

y0

y

+ ( + 1) = 0 y(1) = 0, y(e ) = 0

x x3

118

Do the change of variable x = et .

Find the general solution without considering boundary constraints.

of the ODE.

Let us analyze the change of variable

x = et t = log(x)

dy dy dt 1

y0 = = = y = yet

dx dt dx x

Substituting in the dierential equation:

yet

d et y

et + ( + 1) =0

dt e3t

d ye2t t

e + ( + 1)ye3t = 0

dt

ye2t 2ye2t et + ( + 1)ye3t = 0

2) Find the general solution

The general solution of this equation (without considering the boundary con-

straints) is given by the roots of the polynomial

s2 2s + ( + 1) = 0 s = 1

That is

y(t) = et C1 e t + C2 e t

Case < 0: If < 0, then > 0 and the boundary conditions imply

y(0) = C1 + C2 = 0 C1 = C2 = 0

y() = e (C1 e + C2 e ) = 0

y(t) = et (C1 + C2 t)

y(0) = C1 = 0

C1 = C2 = 0

y() = e (C1 + C2 ) = 0

y(t) = et (C1 cos( t) + C2 sin( t)

119

From the boundary conditions we get

y(0) = C1 = 0

C1 = 0

y() = e (C1 ) = 0

y(t) = et sin( t)

and the associated eigenvalue is . Undoing the change of variable we get the

eigenfunctions

y(x) = x sin( log(x))

Kreyszig, 11.5.6

Carlos Oscar Sorzano, Aug. 31st, 2014

y 00 + f y 0 + (g + h)y = 0

(p(x)y 0 )0 + (q(x) + r(x))y = 0

R

if you set p = exp( f dx), q = pg and r = hp. Why would you do such a

transformation?

Solution: Let us substitute the proposed functions into the Sturm-Liouville

form

(py 0 )0 + (pg + hp)y = 0

p0 y 0 + py 00 + (pg + hp)y = 0

Note that Z

0

p = f exp f dx = f p

Then

f py 0 + py 00 + (pg + hp)y = 0

Note that p is never 0, then dividing by p

f y 0 + y 00 + (g + h)y = 0

y 00 + f y 0 + (g + h)y = 0

that is the original ODE.

Kreyszig, 11.5.9

Carlos Oscar Sorzano, Aug. 31st, 2014

problem:

y 00 + y = 0 y(0) = 0, y 0 (L) = 0

Solution: We can rewrite the ODE as

(y 0 )0 + y = 0

120

with the constraints

1y(0) + 0y 0 (0) = 0

0y(L) + 1y 0 (L) = 0

That is, this is a Sturm-Liouville problem.

If < 0, = 2 , then the general solution is

y = c1 ex + c2 ex

y(0) = 0 = c1 + c2

y 0 (L) = 0 = c1 eL c2 eL

If = 0, then the general solution is

y = c1 + c2 x

y(0) = 0 = c1

y 0 (L) = 0 = c2

y = c1 cos(x) + c2 sin(x)

y(0) = 0 = c1

y 0 (L) = 0 = c1 sin(L) + c2 cos(L) = c2 cos(L) L =

2 + k = +2k

2L

+2k

y = sin(x) = 2L

are the eigenfunctions of the Sturm-Liouville problem and their eigenvalues are

= 2.

Kreyszig, 11.5.11

Carlos Oscar Sorzano, Aug. 31st, 2014

problem:

0

y0

y

+ ( + 1) = 0 y(1) = 0, y(e ) = 0

x x3

(Set x = et ).

Solution: If we make the change of variable x = et t = log(x), then

dy dy dt dy 1 dy t

y0 = dx = dt dx = dt x= dt e

0 0

dy dy dt dy t 1 d2 y t dy t d2 y 2t dy 2t

y 00 = dx = dt dx = dt

d

dt e x = dt2 e dt e et = dt2 e dt e

121

We note that

d2 y 2t dy 2t dy t

y 0

0 00

y xy 0 dt2 e dt e et dt e d2 y 3t dy

= = = e 2 e3t

x x2 e2t dt2 dt

d2 y 3t

dy

e 2 e3t + ( + 1)ye3t = 0 y(0) = 0, y() = 0

dt2 dt

d2 y dy

2

2 + ( + 1)y = 0 y(0) = 0, y() = 0

dt dt

We now check if the problem is a Sturm-Liouville problems using Kreyszig 11.5.6

with f = 2, g = 1, h = 1. We calculate

R

p=e (2)dt

= e2t

q = pg = e2t

h = hp = e2t

So, in the Sturm-Liouville form the problem becomes

d dy

e2t + (e2t + e2t )y = 0

dt dt

We go back to the problem

d2 y dy

2 + ( + 1)y = 0

dt2 dt

and look for solutions of the form y = est

s2 2s + ( + 1) = 0 s = 1

y = c1 es1 t + c2 es2 t

y(0) = 0 = c1 + c2

y() = 0 = c1 es1 + c2 es2

If = 0, then the general solution is of the form

y = c1 et + c2 tet

y(0) = 0 = c1

y() = 0 = c1 e + c2 e

122

If > 0, = 2 , then the general solution is of the form

y = c1 et cos(t) + c2 et sin(t)

y(0) = 0 = c1

y() = 0 = c2 e sin() = k

value is = k2 .

Kreyszig, 11.6.2

Carlos Oscar Sorzano, Aug. 31st, 2014

Solution: The Fourier-Legendre series of the function f is a series expansion

of the form

X hf, Pm i

f= Pm (x)

m=0

kPm k2

where

2

kPm k2 =

2m + 1

and the Legendre polynomials are given by

P0 (x) = 1

P1 (x) = x

(n + 1)Pn+1 (x) = (2n + 1)xPn (x) nPn1 (x)

In particular

1 2

P2 (x) = 2 (3x 1)

1 3

P3 (x) = 2 (5x 3x)

To perform the Fourier-Legendre expansion, let us perform the following

calculations

R1 8

(x + 1)2 , P0 (x) = (x + 1)2 dx = 3

1

2

kP0 k2 = 20+1 =2

1

4

(x + 1)2 , P1 (x) (x + 1)2 xdx =

R

= 3

1

2 2

kP1 k2 = 21+1 = 3

R1

(x + 1)2 21 (3x2 1)dx = 4

(x + 1)2 , P2 (x) = 15

1

2 2

kP2 k2 = 22+1 = 5

R1

(x + 1)2 21 (5x3 3x)dx = 0

(x + 1)2 , P3 (x) =

1

2 2

kP3 k2 = 23+1 = 7

123

Actually, since f is a polynomial of degree 2, and Legendre polynomials are

a basis of polynomials in the domain

[1, 1], we have that all coecients for

m3 are 0 ( (x + 1)2 , Pm (x) = 0).

Finally, the Fourier-Legendre expansion is

(x + 1)2 = kP0 k2 P0 + kP1 k2 P1 + kP2 k2 P2

8 4 4

1 2

= 3

2 + 3

2 x+ 15

2 2 (3x 1)

3 5

4 21

= + 2x + (3x2 1)

3 32

Kreyszig, 11.9.6

Carlos Oscar Sorzano, Dec. 19th, 2014

Solution: The denition of the Fourier transform is

Z

1

f() = f (x)eix dx

2

R

f() = 1

2

f (x)eix dx

R

= 1

2

e|x| eix dx

R

= 2

2

ex eix dx

0

R

= 2

2

e(1+i)x dx

0

2 e(1+i)x

=

q2 (1+i) 0

2 1

= 1+i

8 Chapter 12

Kreyszig, 12.1.2

Carlos Oscar Sorzano, Aug. 31st, 2014

u = x2 + t 2

is a solution of the wave equation

utt = c2 uxx

for a suitable c.

124

Solution: Let us calculate the dierent partial derivatives needed to substitute

in the wave equation

ut = 2t

utt = 2

ux = 2x

uxx = 2

The wave equation states

2 = c2 2

c = 1. In Matlab:

which is true for

[x,t]=meshgrid(-2:0.15:2,0:0.15:2);

u=x.2+t.2;

surfc(x,t,u)

xlabel('x'); ylabel('t'); zlabel('u')

4

u

0

2

1.5 2

1 1

0

0.5 1

t 0 2

x

Kreyszig, 12.1.5

Carlos Oscar Sorzano, Aug. 31st, 2014

u = sin(at) sin(bx)

is a solution of the wave equation

utt = c2 uxx

for a suitable c.

Solution: Let us calculate the dierent partial derivatives needed to substitute

in the wave equation

ut = a cos(at) sin(bx)

utt = a2 sin(at) sin(bx)

ux = b sin(at) cos(bx)

uxx = b2 sin(at) sin(bx)

125

The wave equation states

2

c = ab2 . In Matlab:

which is true for

[x,t]=meshgrid(-3*pi:0.1:3*pi,0:0.1:3*pi);

u=sin(t).*sin(x);

surfc(x,t,u)

xlabel('x'); ylabel('t'); zlabel('u')

0.5

0

u

0.5

1

10

10

5 5

0

5

t 0 10

x

Kreyszig, 12.1.19

Carlos Oscar Sorzano, Aug. 31st, 2014

Solve

uy + y 2 u = 0

Solution: Since the PDE is only depending on y, we can treat x as if it were

a parameter, then we can solve the PDE as if it were an ODE on y

uy = y 2 u

du

= y 2

u

y3

log |u| = + C(x)

3

3

y

u = C(x)exp

3

Kreyszig, 12.4.11

126

Carlos Oscar Sorzano, Aug. 31st, 2014

form

Auxx + 2Buxy + Cuyy = F (x, y, u, ux , uy )

which corresponds to the equation in the problem with

A=B=C=1

Consequently,

AC B 2 = (1)(1) 12 = 0

that is, the PDE is a parabolic PDE. Its characteristic equation is

A(y 0 )2 2By 0 + C = 0

(y 0 )2 2y 0 + 1 = 0

(y 0 1)2 = 0

whose solution is

y = c1 + x (x, y) = y x = c1

We now do the change of variables

v=x

w =yx

The standard form of a parabolic PDE is

uww = 0

Integrating in w we have

uw = (w)

Integrating again in w

Z

u= (w)dw + (w) = (w) + (w) = (w)

u = (y x)

Kreyszig, 12.4.19

Carlos Oscar Sorzano, Aug. 31st, 2014

in the direction of the x-axis are modeled by the wave equation

utt = c2 uxx

127

E

with c2 =

(see Tolstov [C9], p. 275). If the rod is fastened at one end, x = 0,

and free at the other, x = L, we have u(0, t) = 0 and ux (L, t) = 0. Show

that the motion corresponding to initial displacement u(x, 0) = f (x) and initial

velocity zero is

X

u= An sin(pn x) cos(pn ct)

n=0

with

ZL

2

An = f (x) sin(pn x)dx

L

0

and

(2n + 1)

pn =

2L

Solution: Let us rst check that the suggested solution satises the boundary

conditions:

u(0, t) = 0

P

u(0, t) = An sin(pn 0) cos(pn ct) = 0

n=0

ux (L, t) = 0

P

ux = An pn cos(pn x) cos(pn ct)

n=0

P

ux (L, t) = An pn cos(pn L) cos(pn ct) = 0

n=0

But

(2n + 1) (2n + 1)

pn L = L=

2L 2

that is

3 5

pn L = , , , ...

2 2 2

and

cos(pn L) = 0 ux (L, t) = 0

Let us check now the initial conditions u(x, 0) = f (x)

P

P

u(x, 0) = An sin(pn x) cos(pn c0) = An sin(pn x)

n=0 n=0

That is u(x, 0) is a Fourier sine series, but An are precisely the corresponding

Fourier coecients, so the series add up to f (x).

Let us check now that u is a solution of the PDE

P

ut = c An pn sin(pn x) sin(pn ct)

n=0

2

An p2n sin(pn x) cos(pn ct)

P

utt = c

n=0

P

ux = An pn cos(pn x) cos(pn ct)

n=0

An p2n sin(pn x) cos(pn ct)

P

uxx =

n=0

128

The PDE states

utt = c2 uxx

!

X X

c2 An p2n sin(pn x) cos(pn ct) = c2 An p2n sin(pn x) cos(pn ct)

n=0 n=0

The equation above is obviously true, so the proposed function is a solution of

the PDE and it saties the boundary conditions.

Kreyszig, 12.6.11

Carlos Oscar Sorzano, Aug. 31st, 2014

Show that for the completely insulated bar, ux (0, t) = 0, ux (L, t) = 0 and

u(x, 0) = f (x) and separation of variables the solution of the heat equation

ut = c2 uxx

nx 2

e( )

X cn

t

u(x, t) = A0 + An cos L

n=1

L

with

ZL

1

A0 = f (x)dx

L

0

ZL

2 nx

An = f (x) cos dx

L L

0

Solution: Let us rst check that the suggested solution satises the boundary

conditions:

ux (0, t) = 0

2

e ( )

cn

t

An n nx

P

ux = L sin L

L

n=1

2

e( )

cn

t

An n n0

P

ux (0, t) = L sin L

L =0

n=1

ux (L, t) = 0

2

e ( )

cn

t

An n nL

P

ux (L, t) = L sin L

L =0

n=1

because

nL

sin = sin(n) = 0

L

Let us check now the initial conditions u(x, 0) = f (x)

2

e ( )

cn

nx 0

P

u(x, 0) = A0 + An cos L

L

n=1

nx

P

= A0 + An cos L

n=1

129

That is u(x, 0) is a Fourier cosine series, but An are precisely the corresponding

Fourier coecients, so the series add up to f (x).

Let us check now that u is a solution of the PDE

2

cn 2 ( cn

nx

e L )t

P

ut = An cos L L

n=1

2

e( )

cn

t

An n nx

P

ux = L sin L

L

n=1

2

n 2

e ( )

cn

nx t

P

uxx = An L cos L

L

n=1

ut = c2 uxx

!

nx cn 2 2 n 2 nx 2

L ) t

( cn L ) t

( cn

X X

2

An cos e =c An cos e

n=1

L L n=1

L L

The equation above is obviously true, so the proposed function is a solution of

the PDE and it saties the boundary conditions.

Kreyszig, 12.7.3

Carlos Oscar Sorzano, Aug. 31st, 2014

Using

Z

2 2

u(x, t) = (Ap cos(px) + Bp sin(px))ec p t

dp

0

with

Z Z

1 1

Ap = f (v) cos(pv)dv Bp = f (v) sin(pv)dv

ut = c2 uxx

when

1

u(x, 0) = f (x) =

1 + x2

Solution: We simply need to substitute f (x) = 1

1+x2 in the formulas for Ap

and Bp

R |p|

Ap = 1

1

1+v 2 cos(pv)dv = 1

(e ) = e|p|

1

R 1

Bp = 1+v 2 sin(pv)dv = 0

Z

2 2

u(x, t) = e|p| cos(px)ec p t

dp

0

130

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