CVD EXERCISES

E Easy question (usually to familiarise some new concept)

H Harder question
P Peripheral question, more-or-less
R Revision of work from previous years
S Standard question, or question covering standard material

Introduction
1 (R) For each of the following differential equations, state how many
arbitrary constants you expect to be in the general solution, and
then find the general solution.
dy
(a) + 3y = 0;
dx
d2 y dy
(b) + − 2y = 0;
dx2 dx
2
dy dy
(c) 2
− 2 + y = 0;
dx dx
d3 y d2 y dy
(d) 3
+ 2 −2 = 0.
dx dx dx
[Ans: (a) 1, Ae−3x ; (b) 2, Aex + Be−2x ; (c) 2, y = (A + Bx)ex ;
(d) 3, y = Aex + Be−2x + C]

SOLUTION. Number of constants equals order. Solutions by

auxiliary equation:
(a) λ + 3 = 0;
(b) λ2 + λ − 2 = 0 ⇒ λ = −2, 1;
(c) λ2 − 2λ + 1 = 0 ⇒ λ = 1, 1 (repeated root);
(d) λ3 + λ2 − 2λ = 0 ⇒ λ = −2, 1, 0.

2 (R) Find the solutions of the following equations of population bi-

ology
dN
(a) = kN, N (0) = N0 ;
dt
dN
(b) = k(M − N ), N (0) = N0 ;
dt
dN
(c) = kN (1 − N/M ), N (0) = N0 ;
dt
where k and M are positive constants. What is the significance of
the number M in (b) and (c) in terms of the solution N (t)?
[Ans: (a) N (t) = N0 ekt ; (b) N (t) = M − (M − N0 )e−kt ; (c)
M N0
N (t) = ; equilibrium.]
N0 + (M − N0 )e−kt
1
 CVD EXERCISES 2

SOLUTION.
(a) see (b)
(b) Separate variables
(c) Separate variables to get
dN dN
+ = kdt.
N M −N
Integrating and rearranging gives the general solution M/N =
1 + ae−kt . So the solution satisfying the given initial condition
is
M N0
N (t) = .
N0 + (M − N0 )e−kt
In parts (b) and (c), N (t) → M as t → ∞, and if N0 < M then
N (t) < M for all t. M is the maximum population in the model.

3 (R) Express the equations in Question 1(b)–(d) as first-order sys-

tems. Solve each system using matrix methods; (c) is harder than
Parts (b) and (d) the others.    
of Q3 are hand-in dy 0 1 0 1
[Ans: = Ay where A = (b) , (c) , (d)
for Week 2 dx  2 −1 −1 2

0 1 0      
−1 1 x 1
 0 0 1  ; y = C1 e +C2
−2x
e , y = C1 ex +
2 1 1
0 2 −1
     
  1 1 1
x−1
C2 ex ; y = C1  0  +C2  −2  e−2x +C3  1  ex .]
x
0 4 1

SOLUTION.
(b) Set y1 = y, y2 = y 0 ⇒ y10 = y2 , y20 = −y 0 + 2y = −y2 + 2y1 .
Eigenpairs [−2, (−1, 2)T ], [1, (1, 1)T ]
(c) Similar derivation. Degenerate eigenvalue 1, eigenvector (1, 1)T .
Consult Nagle et al, §9.7. Briefly, use generalised eigenvectors,
i.e. solutions of (A − λI)2 x = 0 in this case. Then corre-
sponding solution is eλx (x + x(A − λI)x) in this case. Here
(A − λI)2 = 0 and so any vector is a generalised eigenvec-
tor. Choose (1, 1)T and (1, 0)T as two independent generalised
eigenvectors, construct the corresponding solutions, and super-
pose.
(d) Set y1 = y, y2 = y 0 , y3 = y 00 ⇒ y10 = y2 , y20 = y3 , y30 = −y 00 +
2y 0 = −y3 + 2y2 . Eigenpairs [−2, (1, −2, 4)T ], [1, (1, 1, 1)T ],
[0, (1, 0, 0)T ]

4 (R)
(a) Find the general solution of the differential equations
dy y
(i) + = 1,
dx x
dy x
(ii) − = 0.
dx y
 CVD EXERCISES 3

(b) Solve the system

dx
= y
dt
dy
= −x,
dt

expressing your result in real vector form.

A x √
[Ans: (a)(i) y = + , (ii) y = ± x2 + C,
   x 2  
x cos t sin t
(b) =A +B ]
y − sin t cos t

SOLUTION. R
(a) (i) The integrating factor is exp( (1/x)dx) = x. Hence

d x2 A x
(xy) = x, so xy = + A, and y = + .
dx 2 x 2

so y 2 /2 −x2 /2 = C/2 say.

R R
(ii) ydy −
xdx = 0 and 
0 1
(b) The matrix of coefficients is , with eigenvalues ±i
−1 0
 
1
and corresponding eigenvectors . Hence the general
±i
     
x it 1 −it 1
solution is = Ae + Be
y i −i
   
cos t sin t
= (A + B) + i(A − B) . Result follows
− sin t cos t
by rewriting the arbitrary constants. Actually the easiest way
is to replace the system by the equivalent second-order ODE
for x, write down its general solution, compute y = dx/dt, and
arrange the answers in vector notation.
5 (E)
(a) Verify that u = cos x sin t satisfies the problem

∂2u ∂2u
− 2 = 0, 0 < x < π/2, t > 0
∂t2 ∂x
∂u
u(x, 0) = 0, (x, 0) = cos x, 0 ≤ x ≤ π/2
∂t
∂u
(0, t) = 0, u(π/2, t) = 0, t ≥ 0.
∂x

Represent the problem as a diagram.

(b) Verify that u = sin x sinh y satisfies the problem
 CVD EXERCISES 4

u = sin x sinh π
π
PSfrag replacements

∂2u ∂2u
− 2 =0 ∂2u ∂2u u=0
∂t2 ∂x + =0
∂u u=0 ∂x2 ∂y 2
=0
∂x

u = sinh y

π/2
0 u=0 π x
∂u
= cos x
∂t
and represent the problem symbolically (cf.(a)).
[Ans. (a)
t

PSfrag replacements
∂2u ∂2u
+ =0
∂x2 ∂y 2

∂2u ∂2u u=0

∂u − 2 =0
=0 ∂t2 ∂x
∂x

u = sinh y
u = sin x sinh π
π

0 u=0 π/2 x
∂u
= cos x
∂t
 CVD EXERCISES 5

(b)
∂2u ∂2u
+ = 0, 0 < x < π, 0 < y < π
∂x2 ∂y 2
u(x, 0) = 0, u(x, π) = sin x sinh π, 0 ≤ x ≤ π
u(0, y) = 0, u(π, y) = 0, 0 ≤ y ≤ π.
]
6 (R) Let L : y(x) → n0 ai (x)y (i) (x) be an nth order ordinary linear
P
differential operator, where the ai are functions depending on x,
and assume that functions yi are n-times differentiable. Prove that
(a) L[c1 y1 ] = c1 L[y1 ] for any function y1 and any constant c1 ;
(b) L[y1 + y2 ] = L[y1 ] + L[y2 ] for any functions y1 , y2 .
(c) L[c1 y1 + c2 y2 ] = c1 L[y1 ] + c2 L[y2 ] for any functions y1 , y2 and
constants c1 , c2 ;
(d) Let y1 , y2 be any solutions of the differential equation L[y] = f ,
for some function f . Deduce that y1 = y2 + yc , where yc is a
solution of the differential equation L[y] = 0.

SOLUTION.P
(a) L[c1 y1 ] = n0 ai (x)(c1 y1 )(i) (x) = c1 n0 ai (x)(y1 )
(i)
P
(x) = c1 L[y
 1]
Pn n (i) (i)
(b) L[y1 + y2 ] = 0 ai (x)(y1 + y2 )(i) (x) = 0 ai (x) y1 + y2 =
P
Pn (i) Pn (i)
0 ai (x)y1 + 0 ai (x)y1 = L[y1 ] + L[y2 ]
(c) L[c1 y1 + c2 y2 ] = L[c1 y1 ] + L[c2 y2 ] by (b), = c1 L[y1 ] + c2 L[y2 ]
by (a).
(d) L[y1 −y2 ] = L[y1 ]−L[y2 ] by (c), = f −f = 0. Hence y1 −y2 = yc
where L[yc ] = 0.
7 (P) Let y1 , y2 be two solutions of the second order linear ODE
y 00 + a1 (x)y 0 + a0 (x)y = 0, where a1 , a0 are given functions. If
 y y 
W (x) = det  10 20  , show that W 0 (x) = −a1 (x)W (x). Deduce
y1 y2
that W vanishes everywhere if it vanishes anywhere.
(Harder) Can you generalise this result to n solutions of an nth
order linear differential equation?

SOLUTION. W = y1 y20 −y2 y10 ⇒ W 0 = y10 y20 +y1 y200 −y20 y10 −y2 y100 ⇒
W 0 = y10 y20 − y20 y10 + y1 y200 − y2 y100 (1)
= y1 (−a1 y20 − a0 y2 ) − y2 (−a1 y10 − a0 y1 ) (by using the DE). Hence
W 0 = −a1 (y1 y20 − y2 y10 ) − a0 (y1 y2 − y2 y1 ) (2)
= −a1 W . If W (x0 ) = 0 for some x0 , the differential equation W 0 =
−a1 (x)W has the (unique) solution W1 (x) = 0, i.e. W1 vanishes
everywhere. (Thegeneral solution is given
 by the integrating factor
d
Z Z
R
exp( a1 dx): W (x) exp( a1 dx) = 0 ⇒ W = C exp(− a1 dx),
dx
where C is an arbitrary constant. If W (x0 ) = 0 then we require
C = 0.)
 CVD EXERCISES 6

(j)
Consider the DE n0 ai (x)y (i−1) (x) = 0, and let W = det{yi },
P
i.e. the determinant of the matrix whose i, jth entry is the (j −1)th
derivative of yi . (For n = 2 this is the definition given in the first
P (0) (1) (n−1)
part of the question.) Thus W (x) = εi1 i2 ...im yi1 yi2 y...yin ,
where the sum is taken over all permutations of the n numbers
1, 2...n, and ε is the alternating symbol on n indeces (which mea-
sures the parity of the corresponding permutation).
Now differentiate. Since each term in the sum consists of a
product of n variables, W 0 consists of a sum of n sums: W 0 =
P (1) (1) (n−1) P (0) (2) (n−1)
εi1 i2 ...im yi1 yi2 y...yin + εi1 i2 ...im yi1 yi2 y...yin + ....
P (0) (1) (n)
+ εi1 i2 ...im yi1 yi2 y...yin . (This is the analogue of eq.(1) above.)
Except for the last of these sums, each of them has one repeated
factor; in the first sum it is the first and second factor. Such an ex-
pression corresponds to a determinant in which two rows are equal,
and therefore vanishes. (Equally, it follows from the antisymmetry
P (0) (1) (n)
of ε.) Thus W 0 = εi1 i2 ...im yi1 yi2 y...yin .
Now, because the functions yi all satisfy the differential equation,
(n) (0) (1) (n−1)
we can write yin = −a0 yin −a1 yin −....−an−1 yin . Hence W 0 can
P (0) (1) (0)
be written as another sum of sums: W 0 = −a0 εi1 i2 ...im yi1 yi2 y...yin −
P (0) (1) (1) P (0) (1) (n−1)
a1 εi1 i2 ...im yi1 yi2 y...yin − .... − an−1 εi1 i2 ...im yi1 yi2 y...yin .
(This is the analogue of eq.(2) above.) Again all these sums ex-
cept the last have a repeated factor; in the first sum this is the first
and last factor. Again these sums represent determinants with two
equal rows, and vanish, leaving the last sum. This last sum is just
W , however, and so W 0 = −an−1 W .