DIFFERENTIAL EQUATIONS PROBLEMS

DEGREE IN BIOMEDICAL ENGINEERING

COURSE 2017–2018

Collection prepared by
Arturo de Pablo
Elena Romera
 0

Contents
1 First order di↵erential equations 1
1.1 Elementary resolution methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

2 Linear equations of higher order 6

2.1 Linear equations of order n with constant coefficients . . . . . . . . . . . . . . . . 6
2.2 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

3 Laplace transform 9
3.1 Properties of the Laplace transform . . . . . . . . . . . . . . . . . . . . . . . . . . 9
3.2 Linear equations and systems. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

4 Method of separation of variables 15

4.1 Separation of variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
4.2 Fourier series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

5 Sturm-Liouville problems 20
5.1 Eigenvalues and eigenfunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
5.2 Generalized Fourier series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
1 First order di↵erential equations 1

1 First order di↵erential equations

1.1 Elementary resolution methods

Problem 1.1.1. Express the following physical principles using di↵erential equations.

i) The rate at which a radioactive substance decays is proportional to the quantity of the
substance N .
ii) The population P of a city grows at a rate proportional to the population and to the
di↵erence between 200.000 and the population.
iii) The rate of change in vapor pressure P of a certain substance with respect to the
temperature T is proportional to the pressure and inversely proportional to the square of
the temperature.
iv) Force is equal to mass multiplied by acceleration.

Problem 1.1.2. Find the di↵erential equation that satisfies the indicated family of curves.

i) The parabolas with equation y = cx + x2 .

ii) The straight lines with equation y = cx + c2 .
iii) The circumferences on the plane with center on a point on the x axis.
1 + ce2x
iv) The curves with equation y = .
1 ce2x
v) The cardioids r = a(1 cos ✓).

Problem 1.1.3. Find the general solutions to the following di↵erential equations using sepa-
ration of variables.
i) dy = e3x 2y dx , ii) xyy 0 = (x + 1)(y + 1) ,

iii) ex yy 0 = e y +e 2x y , iv) (4y + yx2 )dy (2x + xy 2 )dx = 0 ,

1 2x
v) (1 + x2 + y 2 + x2 y 2 )dy = y 2 dx , vi) 2y 0 = ,
y y
xy + 3x y 3 xy + 2y x 2
vii) y0 = , viii) y0 = ,
xy 2x + 4y 8 xy 3y + x 3

ix) y 0 sec y + sin(x y) = sin(x + y) , x) y 0 + xy = y .

1 First order di↵erential equations 2

Problem 1.1.4. Find the general solutions to the following homogeneous di↵erential equations.

i) (x2 2y 2 )dx + xydy = 0 , ii) x2 y 0 3xy 2y 2 = 0 ,

y y y
iii) x2 y 0 = xy + 3(x2 + y 2 ) arctan , iv) xy 0 sin = x + y sin ,
x x x
p
v) xy 0 = y + 2xe y/x , vi) ydx + (x + xy)dy = 0 ,

y x
vii) 2x2 ydx = (3x3 + y 3 )dy , viii) y0 = + ,
x y

dx ⇣ y⌘
ix) y = x + 4ye 2x/y , x) y + x cotg dx = xdy .
dy x
Problem 1.1.5.

i) Consider the di↵erential equation y 0 = f (Ax + By + C) (A, B 6= 0). Prove that the
dependent change of variables z = Ax + By + C reduces the equation to a separable
di↵erential equation.
ii) If AE 6= BD, show that there exist constants h, k such that the change of variables
x = z h, y = w k, reduces the equation
⇣ Ax + By + C ⌘
y0 = f
Dx + Ey + F
to a homogeneous di↵erential equation.
iii) If AE = BD in the above equation, determine which change of variable reduces the
equation to a separable one.

Problem 1.1.6. Apply the last problem to solve the following equations.

i) y 0 = (2x + 2y + 4)2 , ii) y 0 = cos(x y + 5) ,

x+y+4 x+y+4
iii) y0 = , iv) y0 = .
x y 6 x+y 6
Problem 1.1.7. Determine if the following di↵erential equations are exact. In case they are
exact, find their general solution.

i) (sin x tan y + 1)dx + cos x sec2 ydy = 0 , ii) (y x3 )dx + (x + y 3 )dy = 0 ,

4y 2 2x2 8y 2 x2
iii) (2y 2 4x 5)dx = (4 2y + 4xy)dy , iv) dx + dy = 0 ,
4xy 2 x3 4y 3 x2 y

v) (sin x sin y xey )dy = (ey + cos x cos y)dx , vi) (1 + y)dx + (1 x)dy = 0 ,

y x
vii) (2xy 3 + y cos x)dx + (3x2 y 2 + sin x)dy = 0 , viii) dx = dx + dy ,
1 x2 y 2 1 x2 y 2

ix) (xy 2 + 3x2 y) dx + (x3 + x2 y) dy = 0 .

1 First order di↵erential equations 3

Problem 1.1.8. Find the value of n for which the following equations are exact and solve for
that value of n.

i) (xy 2 + nx2 y)dx + (x3 + x2 y)dy = 0 , ii) (x + ye2xy )dx + nxe2xy dy = 0 .

Problem 1.1.9. Let f (y) be a di↵erentiable function and di↵erent from zero, and consider the
equation
dy f (y)
=
dx x+y
i) Determine the function f (y) for which the equation is exact.
ii) Calculate the integration factor of the form µ(y) in terms of f (y).
iii) Solve the equation if f (y) = y.

Problem 1.1.10. Solve the following equations by finding an integration factor that depends
on only one variable.

i) (4x + 3y 3 )dx + 3xy 2 dy = 0,

ii) (4xy 2 + y)dx + (6y 3 x)dy = 0,
iii) 2xdx + x2 cotg ydy = 0,
iv) (y 2 + 2xy)dx x2 dy = 0,
v) y 2 cos(x)dx + (4 + 5y sin(x))dy = 0,
vi) 6x3 ydx + x4 dy = 0.

Problem 1.1.11. Solve the equation (7x4 y 3y 8 )+(2x5 9xy 7 )y 0 = 0 by finding an integration
factor of the form xn y m .

Problem 1.1.12. Solve the following linear di↵erential equations:

1
i) xy 0 3y = x4 , ii) y0 + y = ,
1 + e2x

iii) (1 + x2 )dy + 2xydx = cotg xdx , iv) y 0 + y = 2xe x + x2 ,

v) y 0 + y cotg x = 2x cosec x , vi) (2y x3 )dx = xdy ,

dx 2
vii) y x + xy cotg x + xy 0 = 0 , viii) 2xy = 6yey .
dy

Hint: viii) This equation is linear if x is considered as a dependent variable, x = x(y).

Problem 1.1.13. Solve the following Bernoulli type equations.

i) xy 0 + y = xy 2 ,
ii) xy 0 + y = x4 y 3 ,
iii) xy 2 y 0 + y 3 = x cos x,
iv) xy 0 = 6y + 12x4 y 2/3 ,
v) y 0 5y = 52 xy 3 .
1 First order di↵erential equations 4

Problem 1.1.14. Solve the equation 2x2 y x3 y 0 = y 3 by using two di↵erent methods.
Problem 1.1.15. Show that equations of the form y 0 + P (x)y = Q(x)y log y are solved using
the substitution z = log y. Apply this method to solve the equation

xy 0 = 2x2 y + y log y .

Problem 1.1.16. Solve the equation

(3x + 2y + y 2 )dx + (x + 4xy + 5y 2 )dy = 0

by finding an integration factor of the form µ(x, y) = (x + y 2 ).

1.2 Applications
Problem 1.2.1. Classify and solve the following equations
y x2
i) y0 = + 2; ii) xy 0 + y = sin 2x ;
x y
iii) (2y + yx2 ) dy + (3x + xy 2 ) dx = 0 ; iv) yexy dx + xy
✓ (xe +◆ cos y) dy = 0 ;
3
v) 3xy 2 y 0 + y 3 = x sin x ; vi) x4 yy 0 + y 2 + 1 x3 = 1 .
2
Problem 1.2.2. Verify that the following families of curves are orthogonal.
i) C1 = {y = c1 x3 } y C2 = {x2 + 3y 2 = c2 } ,
ii) C1 = {y = c1 x} y C2 = {x2 + y 2 = c2 } ,
iii) C1 = {x2 + y 2 = 2c1 x} y C2 = {x2 + y 2 = 2c2 y} .
Problem 1.2.3. Find the family of curves orthogonal to each one of the following families.

i) y = cx2 ii) cx2 + y 2 = 1 iii) y = ce x

iv) y 2 = cx3 v) senh y = cx vi) y = x/(1 + cx)

vii) y = 1/ log(cx) viii) x1/3 + y 1/3 = c ix) xy = c

Problem 1.2.4. Solve the following equations by reduction of order:

i) x2 y 00 + xy 0 = 0 ; ii) yy 00 (y 0 )2 = 0 ;
iii) yy 00 + (y 0 )2 = 0 ; iv) xy 00 = y 0 + (y 0 )3 ;
v) y 00 k 2 y = 0 ; vi) xy 00 + y 0 = 4x .
Problem 1.2.5. Find the curves such that the distances along the tangent line from the point
of tangency to the intercept with each axis are equal.
Problem 1.2.6. Determine a curve contained in the first quadrant with the property that
given any point (x, y) of the curve, this divides every rectangle with vertices (0, 0), (0, y), (x, 0),
(x, y), where the areas of the two parts are in a 1:2 proportion.
Problem 1.2.7. The logistic model of population growth is governed by the di↵erential equa-
tion P 0 = aP bP 2 .
1 First order di↵erential equations 5

i) Determine the population at an instant t given that the initial population is M .

ii) Calculate the fish population in a pond in the year 1998 given that it started with 1.000
fish in the year 1990 and it was estimated that during the years 1992 and 1994 it was of
3.000 and 5.000 fish, respectively.
iii) What is the long term equilibrium population?

Problem 1.2.8. A snowball melts down in such a way that the rate of change of its volume
is proportional to its surface area. The snowball’s diameter is initially 4cm of length and 30
minutes later its diameter reduces to 3cm.

i) When will its diameter be 2cm of length?

ii) When will the snowball melt down entirely?

Problem 1.2.9. Radiocarbon 14 C on alive wood decays at a rate of 15,30 disintegrations per
minute (dpm) per gram of carbon. If the half-life of 14 C is 5.600 years, estimate the age of each
of the following objects discovered by archeologists and analyzed by radioactive decay in 1950.

i) A fragment of a chair’s leg inside Tutankhamon’s tomb, found in the Valley of the Kings
(Egypt): d =10,14 dpm.
ii) An arrow found in Leonard Rock Shelter (Nevada, USA): d =6,42 dpm.
iii) Manure of a giant sloth found inside Gypsum Cave (Nevada, USA): d =4,17 dpm.
2 Linear equations of higher order 6

2 Linear equations of higher order

2.1 Linear equations of order n with constant coefficients

Problem 2.1.1. Solve the following equations of order two

i) y 00 + 8y = 0 , ii) 2y 00 + 2y 0 + 3y = 0 ,

iii) y 00 + 2y 0 3y = 0 , iv) y 00 = 4y ,

v) y 00 + 4y 0 5y = 0 , vi) y 00 + 4y 0 + 5y = 0 ,
Problem 2.1.2. Find the general solution of the following nonhomogeneous equations:

i) y 00 + 3y 0 10y = 6e4x ,
ii) y 00 2y 0 + 5y = 25x2 + 12,
iii) y 00 y0 6y = 20e 2x ,

iv) y 00 3y 0 + 2y = 10 sin 2x,

v) y 00 2y 0 + y = ex + e 2x ,

vi) y 00 y = x sin x,
vii) y 00 6y 0 + 9y = 5ex sin x,
viii) y 00 + y 0 + y + 1 = sin x + x + x2 .

Problem 2.1.3. Find the general solution of the following equations:

i) y 000 3y 00 + 2y 0 = 0,
ii) y 000 y = 0,
iii) y (4) 2a2 y 00 + a4 y = 0,
iv) y 000 3y 0 + 2y = 3x2 + x,
v) y (4) 2y 000 + 2y 00 2y 0 + y = ex .

Problem 2.1.4. Find the solutions of the following initial value problems

i) x00 + 4x0 + 3x = 0, x(0) = 0, x0 (0) = 1;

ii) x000 + 6x00 + 12x0 + 8x = 0, x(1) = 2, x0 (1) = x00 (1) = 0;
iii) x(5) + 4x(4) + 5x(3) = 0, x(0) = x0 (0) = x00 (0) = 1, x(3) (0) = x(4) (0) = 0.

Problem 2.1.5. Consider the di↵erential equation

x000 (t) + 2x00 (t) x0 (t) 2x(t) = 40e3t .

i) Verify that x(t) = e3t is a solution.

ii) Find the solution such that x(0) = 2, x0 (0) = x00 (0) = 7.
2 Linear equations of higher order 7

Problem 2.1.6. Solve the following problem:

⇢ 000
y 2y 00 + y 0 = 2 24ex + 40e5x ,
y(0) = 12 , y 0 (0) = 52 , y 00 (0) = 92 .

Problem 2.1.7. Solve the following initial value problem:

⇢ 000
y 2 y 00 + y 0 = 2 ex 4 e x ,
y(0) = 3 , y 0 (0) = 1 , y 00 (0) = 6.

Problem 2.1.8. Find the particular solution to each of the following equations:

i) y 00 + 4y = tan(2x) ,

ii) y 00 + 2y 0 + y = e x log x ,

iii) y 00 2y 0 3y = 64xe x

iv) y 00 + 2y 0 + 5y = e x sec(2x) .

2.2 Applications
Problem 2.2.1. Solve the following Euler di↵erential equations:

i) x2 y 00 4xy 0 + 4y = 0 , ii) x2 y 00 + xy 0 n2 y = 0 , n 6= 0 ,

iii) x2 y 00 + xy 0 = 0 , iv) x3 y 000 + 3x2 y 00 = 0 ,

v) x3 y 000 + x2 y 00 2xy 0 + 2y = 0 , vi) x3 y 000 + 2x2 y 00 + xy 0 y = 0,

vii) x2 y 00 + 3xy 0 + y = 3x2 , viii) x3 y 000 + xy 0 y = 3x4 .

Problem 2.2.2. To determine the resistance of a small sphere moving with constant speed in
a viscous fluid, it is necessary to solve the Euler di↵erential equation

t3 x0000 + 8t2 x000 + 8tx00 8x0 = 0

Find its general solution.

Problem 2.2.3. The di↵erential equation that models an RLC circuit is given by

d2 I dI 1 dE
L 2
+R +C I= ,
dt dt dt
where E stands for the electromotive force of the circuit and R = 20⌦, L = 10h, C = 10 2 f . If
the initial current and the initial charge of the condenser are null, determine the magnitude of
the current in the circuit for E(t) = 10 sin 2t.
Problem 2.2.4. Consider the spring-mass problem to which an external periodic force is
applied ⇢
2u00 = 8u + cos !t,
u(0) = u0 (0) = 0.
2 Linear equations of higher order 8

i) Solve the problem for |!| =

6 2.
ii) Calculate the limit of the obtained solution when ! ! 2.
iii) Solve the problem for ! = 2.

Problem 2.2.5. Find the general solution to the following equations:

i) (x2 1)y 00 2xy 0 + 2y = (x2 1)2 ,

ii) (x2 + x)y 00 + (2 x2 )y 0 (2 + x)y = x(x + 1)2 .

3 Laplace transform 9

3 Laplace transform

3.1 Properties of the Laplace transform

Problem 3.1.1. Prove the following properties of the Laplace transform:

i) L(e at f (t))(s)
= L(f )(s + a), a 2 R.
1 ⇣s⌘
ii) L(f (at))(s) = L(f (t)) , a > 0.
a a
Problem 3.1.2. Using the above properties, calculate the Laplace transform of the following
functions, and indicate in each case their domain.

i) f (x) = 2 + x 4x2 + 3x3 ,

ii) f (x) = eax , (a 2 R),
iii) f (x) = x eax , (a 2 R),
iv) f (x) = xb eax , (a 2 R, b > 1),
v) f (x) = 3e2x + x2 e x 2x3 ex ,
vi) f (x) = sin(ax), (a 2 R),
vii) f (x) = cos(ax), (a 2 R),
viii) f (x) = e ax cos(bx), (a, b 2 R),
ix) f (x) = e ax sin(bx), (a, b 2 R),
x) f (x) = sin2 x,
xi) f (x) = cos2 x.

Problem 3.1.3. Prove the following properties of the gamma function defined as
Z 1
(x) = tx 1 e t dt, x > 0.
0
p
i) (1) = (2) = 1; (1/2) = ⇡.
ii) (x + 1) = x (x).
iii) Deduce from the above that lim (x) = +1.
x!0+
iv) If n 2 N, (n + 1) = n!.
✓ ◆
1 (2n)! p
v) If n 2 N, n+ = 2n ⇡.
2 2 n!
Problem 3.1.4.

i) Write the Laplace transform of the function f (x) = x↵ , (↵ > 1), with the help of the
Gamma function.
ii) Find the Laplace transform of the following functions:
p ex
a) f (x) = xe3x , b) f (x) = p .
x
3 Laplace transform 10

Problem 3.1.5. Let f be a continuous function on [0, 1) with at most exponential growth.
i) Suppose that the derivative can be taken under the integral sign. Prove that L(f ) is
di↵erentiable and
d
[L(f )(s)] = L(t f (t))(s) .
ds
ii) Furthermore, assuming that the derivative can be taken under the integral sign, prove
thatL(f ) has derivatives of all orders and that
dn
[L(f )(s)] = ( 1)n L(tn f (t))(s) .
dsn

Problem 3.1.6. Using the above exercise if necessary, find the Laplace transform for the
following functions, indicating in each case their domain:
i) f (x) = x cos(ax) (a 2 R),
ii) f (x) = x2 sin(ax) (a 2 R),
iii) f (x) = sin3 x ,
iv) f (x) = cos3 x .
Hint: iii) 4 sin3 x = 3 sin x sin 3x; iv) 4 cos3 x = 3 cos x + cos 3x
Problem 3.1.7. Let us define the Heaviside (or step) function as
⇢
1 si t 0,
H(t) =
0 si t < 0.

i) Prove that
as
L(f (t a) H(t a)) = e L(f (t))(s), a 0.

ii) Calculate L(g)(s) for ⇢

0 si 0 < t < 3,
g(t) =
t2 si t > 3.

Hint: ii) write t2 in powers of (t 3).

Problem 3.1.8. Find the function whose Laplace transform is
1 1
i) ii)
s2 1 (s + 1)2

1 1
iii) iv) (n 2 N)
s(s + 1)2 sn

1 4s + 12
v) vi)
(s 1)2 (s2 + 1) s2 + 8s + 16

s e ⇡s/2 1
vii) viii) p
s2 + a2 s

1 s+3 e 2s
ix) x) + .
s4 s2 (s + 1)2 + 9 s2 + 5s + 6
3 Laplace transform 11

Problem 3.1.9. Prove that if f is continuous in [0, 1) and has at most exponential growth,
then the same is valid for the function
Z x
g(x) = f (t) dt
0

and that
1
L(g)(s) = L(f )(s) .
s
Problem 3.1.10. Calculate the Laplace transform of the following function
Z x
f (x) = x e at sin(bt) dt , a, b 2 R .
0

Problem 3.1.11. Let f : (0, 1) ! R be a piecewise continuous function and with at most
exponential growth.
i) Prove that if f is periodic with period P , that is, f (x + P ) = f (x) for every x > 0, then
Z P
1
L(f )(s) = e st f (t) dt .
1 e Ps 0

ii) As an application of the formula in the item above, calculate the Laplace transform of
the function f (x) = x [x], where [x] is the integer part of x.
Hint: Divide the integral that defines L(f ) into two parts, one from 0 to P , and the other from
P to infinity, and make an adequate change of variable in the second integral such that you can
use the fact that f is periodic.

3.2 Linear equations and systems.

Problem 3.2.1. Solve the following initial value problems
⇢ 0 ⇢ 0
y 3y = e2t y + 3y = sin 2t
i) ii)
y(0) = 1 y(0) = 0
⇢ ⇢
y 0 5y = cos 3t y 0 5y = e5t
iii) iv)
y(0) = 1/2 y(0) = 1/2
⇢ ⇢
y 00 + 2y 0 + y = e t y 00 y = e2t
v) vi)
y(0) = 0, y 0 (0) = 1 y(0) = 0, y 0 (0) = 1
⇢ ⇢
y 00 + 16y = cos t y 00 + 2y 0 + y = e 3t
vii) viii)
y(0) = 0, y 0 (0) = 1 y(0) = 1, y 0 (0) = 0
⇢ ⇢
y 00 6y 0 + 9y = t2 e3t y 00 + 4y 0 + 6y = 1 + e t
ix) x)
y(0) = 2, y 0 (0) = 6 y(0) = 0, y 0 (0) = 0
⇢ ⇢
y 00 y 0 = et cos t y 00 2y 0 + 3y = et sin t
xi) xii)
y(0) = y 0 (0) = 0 y(0) = 0 ; y 0 (0) = 1
3 Laplace transform 12

Problem 3.2.2. Solve the following problems using two di↵erent methods:
⇢ 00 ⇢ 00
y + 4y 0 + 8y = e t , y 2y 0 + y = 1 + xe2x ,
i) 0 ii)
y(0) = y (0) = 0; y(0) = y 0 (0) = 0 ;
⇢ ⇢
y 00 4y = 8e 2x , y 00 9y = 9xe 3x ,
iii) iv)
y(0) = 0 , y 0 (0) = 6 ; y(0) = 0 , y 0 (0) = 1 .

Problem 3.2.3. Solve the following initial value problems for t > 0:
⇢ 000
y (t) 4y 00 (t) 5y 0 (t) = 3
i)
y(0) = y 00 (0) = 0, y 0 (0) = 1.
⇢
x000 (t) + x00 (t) 6x0 (t) = 0
ii)
x(0) = x0 (0) = 0, x00 (0) = 1.
Problem 3.2.4. Solve the following problem:
⇢ 00
y + 16y = cos 4t ,
y(0) = 0, y 0 (0) = 1 .

1 s 1
Hint: Verify that L { (s2 +a 2 )2 } = t sin(at).
2a
Problem 3.2.5. Solve for ! 6= !0 the initial value problem
8 00
< x + !02 x = k sin !t, t>0
:
x(0) = x0 (0) = 0

which describes the forced oscillations of a mass on an undamped spring. What happens if
! = !0 ?
1 1 1
Hint: Verify that L { (s2 +a 2 )2 } = 2a3
(sin at at cos at).

Problem 3.2.6. Find the function f (x) that satisfies the initial condition f (0) = 1 and the
equation Z x
0
f (x) + f (t) dt = x2 x + 2.
0

Problem 3.2.7. Solve the following initial value problems:

8 0 8 0 8 0
< x = 4x y, < x = 5x + 4y, < x = x y,
i) 0
y = 2x + y, ii) y 0 = x + y, iii) y 0 = 2x y,
: : :
x(0) = 0, y(0) = 1. x(0) = 0, y(0) = 1. x(0) = 1, y(0) = 2.
8 0 8 0 8 0
< x = x 2y + 2, < x = x 2y t, < x = 2x + y,
iv) y 0 = 5x y + 1, v) y 0 = 2x 3y t, vi) y 0 = x + 2y,
: : :
x(0) = y(0) = 0, x(0) = y(0) = 1. x(0) = 0, y(0) = 1 ,
8 0 8 0 8 0
< x (t) = x + 2y, < x (t) = 3x + 2y, < x = x + 2y + e2t
vii) y 0 (t) = 4x + 3y, viii) y 0 (t) = p2x 3y, p ix) y 0 = 4x + y 2e2t
: : :
x(0) = 1, y(0) = 0 , x(0) = 2/2 ; y(0) = 2/2 . x(0) = y(0) = 0 .
3 Laplace transform 13

Problem 3.2.8. Find, using two di↵erent methods, the solution to the following linear system
of di↵erential equations. 8 0
< x (t) = 3 x 4 y,
0
y (t) = x y,
:
x(0) = 0, y(0) = 2 .
Problem 3.2.9. Solve the system of di↵erential equations
8 0
< x 6x + 3y = 8et
y 0 2x y = 4et
:
x(0) = 1, y(0) = 0
Problem 3.2.10. Solve the integral equation:
Z t
f (t) = 4t + f (t r) sin rdr .
0

Problem 3.2.11. Solving the integro-di↵erential equation:

Z x
0
f (x) = 1 f (x r)e 2r dr, f (0) = 1.
0

Problem 3.2.12. Solve the following problem using two di↵erent methods:
Z x
1
x f (x) = (x u)f (u)du.
4 0

Problem 3.2.13. Solve the following problems:

8 ⇢ 8 ⇢
< 00 t+1 0<t<1 < cos 2t 0 < t < 2⇡
y + y0 = y 00 + 4y =
i) 3 t t>1 ii) 0 t > 2⇡
: :
y(0) = 1, y 0 (0) = 0 y(0) = y 0 (0) = 0
⇢
x00 x = f (t)
Problem 3.2.14. Solve the following problem where f (t) = et if ⇡/2 <
x(0) = x0 (0) = 0
t < ⇡, f (t) = 0 otherwise.
8 0
< x = y + f (t) ⇢
0 0<t1
Problem 3.2.15. Solve the following problem y 0 = x 2y con f (t) =
: t t 1
x(0) = e, y(0) = 0
Problem 3.2.16. Solve the following problems:
⇢ 00 ⇢ 0
y = (t a) y + 8y = (t 1) + (t 2)
i) ii)
y(0) = 0, y 0 (0) = 0. y(0) = 0.
( ⇣ ⌘ ⇢
3
y 00 + y = 4 t 2⇡ y 00 + y = 1 + (t 2⇡)
iii) iv)
y(0) = 0, y 0 (0) = 1. y(0) = 1, y 0 (0) = 0.

Problem 3.2.17. The current on an electric circuit with inductance L and resistance R is
given by
dI
L + RI = E .
dt
where E is the applied electromotive force. If I(0) = 0, find I in the following cases: (E0 is
constant)
3 Laplace transform 14

a) E(t) = E0 (t).
b) E(t) = E0 sin(!t).
4 Method of separation of variables 15

4 Method of separation of variables

4.1 Separation of variables
Problem 4.1.1. For each of the following PDE’s, determine the ODE that is obtained when
the method of separation of variables is applied:
✓ ◆
@u k @ @u
i) = r
@t r @r @r
✓ ◆
@ @u @2u
ii) r r + 2 =0
@r @r @✓
@u @2u @u
iii) = k 2 v0
@t @x @x
@2u @2u
iv) + 2 =0
@x2 @y
✓ ◆
@u k @ 2 @u
v) = 2 r
@t r @r @r
@u @4u
vi) =k 4
@t @x
@2u 2
2 @ u
vii) = c
@t2 @x2
(k, v0 and c are constants).

Problem 4.1.2. Solve the problem over the square {0 < x < ⇡, 0 < y < ⇡} by using the
method of separation of variables:
8
>
> u=0
<
u(0, y) = u(⇡, y) = 0
>
> u(x, ⇡) = 0
:
u(x, 0) = 2 sin 3x

Problem 4.1.3. Solve the problem over the square {0 < x < L, 0 < y < L}:
8
>
> '=0
>
>
< @' @'
(0, y) = (L, y) = 0
@x @x
>
>
> '(x, 0) = 0
>
:
'(x, L) = f (x)

Problem 4.1.4. Consider the Laplace equation over the rectangle {0 < x < L, 0 < y < H}
with boundary conditions
@u @u @u @u
(0, y) = (x, 0) = (L, y) = 0, (x, H) = f (x).
@x @y @x @y

i) Obtain the compatibility condition.

ii) Solve the problem by using the method of separation of variables. Show that this method
produces a solution only under the condition derived in i).
4 Method of separation of variables 16

iii) The solution of part ii) contains an arbitrary constant. Determine this constant by
considering the relation of the proposed problem with the condition for the heat equation
over the rectangle with initial condition u(x, y, 0) = g(x, y).
Problem 4.1.5. Consider the problem over the triangle {0 < x < 1, 0 < y < x}:
8
< u=0
u(1, y) = u(x, x) = 0
:
u(x, 0) = f (x)
i) Verify that the method of separation of variables is not applicable.
ii) Using some type of symmetry, transform this problem so that it becomes separable and
solve. Suppose that f (0) = f (1) = 0.
Problem 4.1.6. Consider that problem corresponding to the temperature on a one-dimensional
cylinder with absorbtion if the external temperature is 0 degrees Celsius:
8
>
> @u @2u
< = k 2 ↵u 0 < x < L, t > 0
@t @x
>
> u(0, t) = u(L, t) = 0 t>0
:
u(x, 0) = f (x) 0<x<L

i) What are the possible temperature distributions during equilibrium if ↵ > 0?

ii) Solve the time dependent problem. Analyze the temperature for large values of t (t !
1)and compare the solution with the solution of the previous item.

Problem 4.1.7. Redo the previous problem if ↵ < 0. Pay special attention to the case
↵/k = (n⇡/L)2 for some n 2 N.
Problem 4.1.8. Consider the problem corresponding to the vibration of a string with fixed
ends 8
> @2u @2u
>
> ⇢ = T 0 0 < x < L, t > 0
> 2 @x2
< @t
>
u(0, t) = u(L, t) = 0 t>0
>
> u(x, 0) = f (x) 0<x<L
>
>
>
: @u
(x, 0) = g(x) 0<x<L
@t
where ⇢ > 0 is the constant density of the string and T0 > 0 is the tension of the string.
i) Solve the problem by separation of variables and verify that the solution can be written
as a sum of harmonics
1
X 1
X p
u(x, t) = Un (x, t) = ↵n cos[!n (t n )] sin( n x)
n=1 n=1

identifying n, !n , ↵n and n.

ii) Find the points of maximum amplitude for each of the harmonics, called antinodes.
iii) Find the energy for each harmonic
Z Z
⇢ L ⇣ @Un ⌘2 T0 L ⇣ @Un ⌘2
En = dx + dx
2 0 @t 2 0 @x
and verify that it is constant with time.
4 Method of separation of variables 17

iv) A plucked string pulled at the middle some length A > 0 from the horizontal and then
released corresponds to the initial conditions
8
> 2A L
< x 0x
f (x) = L 2 g(x) = 0
>
: 2A L
(L x) xL
L 2
Calculate the energy of the fundamental harmonic, that is, calculate E1 .
v) This energy corresponds to the intensity of the sound, or volume, produced by the
vibration of the string. Study its dependance upon the parameters of the problem: density,
length, tension, and initial distance from the horizontal, A.

Problem 4.1.9.

i) Show that given any solution of the previous Cauchy-Dirichlet problem associated to the
wave equation, its total energy
Z Z
⇢ L ⇣ @u ⌘2 T0 L ⇣ @u ⌘2
E(t) = dx + dx
2 0 @t 2 0 @x
@u
is constant with time. To do this, multiply the wave equation times , integrate over
@t
[0, L] and deduce that E 0 (t) = 0.
ii) Show that this result implies uniqueness of the solution to the problem, since the energy
should be equal to the initial energy.

Problem 4.1.10. Solve the problem for the wave equation

8 2 2
> @ u 2@ u
>
> = c 0 < x < ⇡, t > 0
> @t2
> @x2
>
>
< @u @u
(0, t) = (⇡, t) = 0 t>0
> @x @x
> u(x, 0) = 0
> 0<x<⇡
>
>
>
> @u
: (x, 0) = 8 sin2 x 0<x<⇡
@t
Problem 4.1.11. Solve the problem for the damped wave equation
8
>
> @2u 2
2@ u @u
>
> = c ↵ 0 < x < ⇡, t > 0
>
> @t2 @x 2 @t
>
<
u(0, t) = u(⇡, t) = 0 t>0
>
>
>
> u(x, 0) = sin 2x 0<x<⇡
>
> @u
>
: (x, 0) = 0 0<x<⇡
@t
Problem 4.1.12.

i) Show by separation of variables in polar coordinate, that the solution of the Laplace
equation over a disk, D = {0 < r < a, ⇡  ✓  ⇡},
⇢
u=0 D
u=f @D
4 Method of separation of variables 18

is Z " #
1 X ⇣ r ⌘n
⇡ 1
1
u(r, ✓) = f( ) + cos n(✓ ) d .
⇡ ⇡ 2 a
n=1

ii) Using the identity cos z = Re(eiz ), add the resulting geometric series in order to obtain
Poisson’s Integral Formula.
iii) Calculate the value of u at the origin, obtaining what is denoted as Mean value theorem
for harmonic functions.

Problem 4.1.13. Solve the Laplace equation over the unit disk with boundary condition
u(1, ✓) = sin3 ✓.

Problem 4.1.14. Solve the Laplace equation over the semicircle {0 < r < a, 0 < ✓ < ⇡}, with
the following boundary conditions:

i) u = 0 over the diameter and u(a, ✓) = g(✓).

ii) The diameter is isolated and u(a, ✓) = g(✓).

Problem 4.1.15. Solve the Laplace equation over a 60 wedge, {0 < r < a, 0 < ✓ < ⇡/3},
with the following boundary conditions:

i) u(r, 0) = 0, u(r, ⇡/3) = 0, u(a, ✓) = f (✓).

@u
ii) (r, 0) = 0, u(r, ⇡/3) = 0, u(a, ✓) = f (✓).
@✓
Problem 4.1.16. Solve the Laplace equation over a circular ring {a < r < b}, with the
following boundary conditions:

i) u(a, ✓) = f (✓), u(b, ✓) = g(✓).

@u
ii) (a, ✓) = 0, u(b, ✓) = g(✓).
@r
@u @u
iii) (a, ✓) = f (✓), (b, ✓) = 0.
@r @r
If there is the need to impose any solvability condition, you should state and explain it in physical
terms.

Problem 4.1.17. Solve the Laplace equation over a quarter of a ring {a < r < b, 0 < ✓ < ⇡/2},
with the following boundary conditions:

u(r, 0) = u(r, ⇡/2) = 0, u(a, ✓) = 0, u(b, ✓) = f (✓).

4.2 Fourier series

Problem 4.2.1. Draw the Fourier series for f (x) over the interval [ L, L] for the following
functions and compare with the function f (x):

i) f (x) = x2 .
ii) f (x) = ex .
⇢
0 x<0
iii) f (x) =
x+1 x 0
4 Method of separation of variables 19

Problem 4.2.2. Determine the sine Fourier series for the following functions:

i) f (x) = ⇡ x, 0  x  ⇡.
⇢
1 0  x  ⇡/2
ii) f (x) =
2 ⇡/2 < x  ⇡
iii) f (x) = x2 , 0  x  ⇡.
iv) f (x) = cos x, 0  x  ⇡.

Problem 4.2.3. Let f (x) be an even function about x = L/2.

i) Show that the odd coefficients (n odd) of a cosine Fourier series over the interval [0, L]
are zero.
ii) Explain the previous result considering the cosine Fourier series of f (x) over the interval
[0, L/2].

Problem 4.2.4. Let f be an odd function with period equal to 2 such that f (x) = 1 x if
0  x  1. Is it possible to di↵erentiate term by term the sine Fourier series for f (x) and obtain
the cosine Fourier series of f 0 (x)? Explain your answer.

Problem 4.2.5. In this problem, we try to obtain the coefficients of the cosine Fourier series
for ex . Find the mistakes in the following argument:
The cosine Fourier series
X1
x n⇡x
e = An cos
L
n=0

We obtain the sine Fourier series by di↵erentiation

1
X n⇡ n⇡x
ex = An sin
L L
n=1

Di↵erentiating once more we obtain

1 ⇣
X n⇡ ⌘2 n⇡x
ex = An cos
L L
n=1

Setting both cosine Fourier series equal to each other we deduce that An = 0 for every n 0, a
result which is obviously incorrect.
Correct the mistakes and obtain An .
P
1
Problem 4.2.6. Suppose that bn sin n⇡x/L is the sine series expansion for the function
n=1
cosh x over [0, L].

i) Determine bn by correctly di↵erentiating the series twice.

ii) Determine bn by integrating the series twice.
5 Sturm-Liouville problems 20

5 Sturm-Liouville problems
5.1 Eigenvalues and eigenfunctions
Problem 5.1.1. Determine the eigenvalues and eigenfunctions of the Sturm-Liouville problems
corresponding to the equation '00 + ' = 0 over the interval 0 < x < 1, with the following
boundary conditions:

i) '(0) = '(1) = 0.
ii) '(0) = '0 (1) = 0.
iii) '0 (0) = '0 (1) = 0.

Problem 5.1.2. Determine the eigenvalues and eigenfunctions of the following problems:

i) y 00 + y 0 + (1 + )y = 0, y(0) = y(1) = 0.
ii) y 00 + 2y 0 + (1 )y = 0, y(0) = y 0 (1) = 0.
iii) y 00 3y 0 + 3(1 + )y = 0, y 0 (0) = y 0 (1) = 0.

Problem 5.1.3. Solve the boundary value problem

8 00
< y =0 1<x<3
y(1) = 0
:
y(3) + y 0 (3) = 0

Problem 5.1.4. Show that the eigenvalues of the problem

⇢ 00
+( x2 ) = 0 0<x<1
0 (0) = 0 (1) = 0

are strictly positive.

Problem 5.1.5. Use the Rayleigh quotient to obtain a reasonably precise upper bound for the
first eigenvalue for the following problems:

i) '00 + ( x2 )' = 0, '0 (0) = '(1) = 0.

ii) '00 + ( x)' = 0, '0 (0) = 2'(1) + '0 (1) = 0.
iii) '00 + ' = 0, '(0) = '(1) + '0 (1) = 0.

5.2 Generalized Fourier series

Problem 5.2.1. Consider the heat flow problem with convection
8
>
> @u @2u @u
< = k 2 V0 0 < x < L, t > 0
@t @x @x
>
> u(0, t) = u(L, t) = 0 t>0
:
u(x, 0) = f (x) 0<x<L

i) Show that the ODE obtained by separation of variables is not Sturm-Liouville type.
ii) Solve the problem.
5 Sturm-Liouville problems 21

Problem 5.2.2. Consider the ODE

00 0
+ ↵(x) +[ (x) + (x)] = 0.

Determine the factor H(x) this equation should be multiplied by in order to reduce it to Sturm-
Liouville form ⇥ ⇤0
p(x) 0 + [ (x) + q(x)] = 0.

Problem 5.2.3. Apply the previous problem to

⇢ 2 00
x +x 0+ = 0, 1 < x < b,
(1) = 0, (b) = 0.

i) What is the integrating factor?

ii) Show that 0.
iii) Given that the ODE is equidimensional (Euler), determine all of the positive eigenval-
ues. Is = 0 an eigenvalue?
iv) Are the eigenfunctions orthogonal? For which weight function? Verify their orthogo-
nality by performing the corresponding integrals.
v) Verify that the nth eigenfunction has n 1 zeros on the interval (1, b).

Problem 5.2.4. Solve the problem for the radial heat equation over a disk
8 ✓ ◆
> @u k @ @u
>
< @t = r @r r @r 0 < r < a, t > 0

> u(a, t) = 0 t>0

>
:
u(r, 0) = f (r) 0<r<a

Problem 5.2.5. Consider the PDE associated with the one-dimensional wave operator

@2u @2u @u
⇢ 2
= T0 2 + ↵u + .
@t @x @t
i) Give a brief physical interpretation. What signs should ↵ and have according to this
interpretation?
ii) Suppose that ⇢, ↵, are functions of x. Show that the method of separation of variables
is applicable only if = c⇢, where c is a constant.
iii) If = c⇢, show that the spacial equation is Sturm-Liouville. Solve the time equation.

Problem 5.2.6. Solve the telegraph problem

8
2 2
> @ u @ u + a @u + bu = 0
>
> 0 < x < L, t > 0
>
> @t2 @x2 @t
>
>
< u(0, t) = u(L, t) = 0 t>0
>
> u(x, 0) = f (x) 0<x<L
>
>
>
> @u
>
: (x, 0) = 0 0<x<L
@t
5 Sturm-Liouville problems 22

Problem 5.2.7. Consider the eigenvalue problem over a rectangle

8
>
> + =0 0 < x < L, 0 < y < H
<
(x, 0) = (x, H) = 0 0<x<L
>
> @ @
: (0, y) = (L, y) = 0 0<y<H
@x @x
i) Break it down into two one-dimensional eigenvalue problems and calculate the eigenvalues
and eigenfunctions.
ii) Show that most of the eigenvalues are associated with more than one linearly indepen-
dent eigenfunctions in the cases L = H and L = 2H.
iii) Show that the eigenfunctions are orthogonal over the given two-dimensional region
using two one-dimensional orthogonality relations.

Problem 5.2.8. The vertical displacement of a non-uniform membrane ⌦ ⇢ R2 satisfies the

wave equation
@2u
= c2 u
@t2
where c = c(x, y), and the condition u = 0 is imposed over the membrane’s boundary, which
has an irregular form. When variables are separated, we obtain an eigenvalue problem for the
laplacian over ⌦.

i) Prove that the eigenfunctions corresponding to distinct eigenvalues are orthogonal. For
which weight?
ii) Prove that 0. ¿ Can = 0 be an eigenvalue?
iii) Assuming that these eigenvalues are known, determine the frequencies of vibration.

Problem 5.2.9. Consider a vibrating membrane occupying a right circular sector, {0 < r <
a, 0 < ✓ < ⇡/2}, with u = 0 over all of its boundary.

i) Determine the frequencies of vibration.

ii) Solve the initial value problem if

@u
u(r, ✓, 0) = g(r, ✓), (r, ✓, 0) = 0.
@t

Problem 5.2.10. Solve the heat equation

@u
=k u
@t
over a cylinder of radius a and height H, with initial condition u(r, ✓, z, 0) = f (r, z) (independent
of ✓), if the boundary conditions are

u(r, ✓, 0, t) = u(r, ✓, H, t) = 0, u(a, ✓, z, t) = 0.

Problem 5.2.11. Solve the heat equation over the quarter of a cylinder {0 < ✓ < ⇡/2, 0 <
r < a, 0 < z < H}, with initial condition u(r, ✓, z, 0) = f (r, ✓, z), if the boundary conditions are
5 Sturm-Liouville problems 23

Neumann homogenous, that is,

@u @u
(r, ✓, 0, t) = (r, ✓, H, t) = 0
@z @z
@u @u
(r, 0, z, t) = (r, ⇡/2, z, t) = 0
@✓ @✓
@u
(a, ✓, z, t) = 0
@r
Explain what temperature distribution is expected when t ! 1.