differential equations - solved assignments - semester spring 2010

52
Differential Equations Solved Assignments Semester Spring 2010 Assignment 1 Question 1: Marks=10 Solve the given differential equation by Separation of variables. 2 2 (4 ) (2 ) 0 y yx dy x xy dx - + = Solution: 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 1 1 2 2 1 1 (4 ) (2 ) 0 (4 ) (2 ) 2 4 2 4 1 2 1 2 2 2 2 4 1 1 ln | 2 | ln | 4 | ln 2 2 ln | 2 | ln | 4 | (2 ) (4 ) 2 (4 ) (4 ) 2 ( (4 y yx dy x xy dx y x dy x y dx y x dy dx y x y x dy dx y x y x dy dx y x y x c y x c y c x y c x where c c y c x y c + - + = + = + = + + = + + = + + + = + + + = + + = + + = + = = + - = 1 2 2 ) 2) x + -

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Differential Equations - Solved Assignments - Semester Spring 2010

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Page 1: Differential Equations - Solved Assignments - Semester Spring 2010

Differential Equations

Solved Assignments

Semester Spring 2010

Assignment 1

Question 1: Marks=10

Solve the given differential equation by Separation of variables.

2 2(4 ) (2 ) 0y yx dy x xy dx+ − + =

Solution:

2 2

2 2

2 2

2 2

2 2

2 2

2 2 2 2

2 2 2 2

2 21 1

2 21

1

(4 ) (2 ) 0

(4 ) (2 )

2 4

2 4

1 2 1 2

2 2 2 4

1 1ln | 2 | ln | 4 | ln

2 2ln | 2 | ln | 4 |

(2 ) (4 )

2 (4 )

(4 ) 2

( (4

y yx dy x xy dx

y x dy x y dx

y xdy dx

y x

y xdy dx

y x

y xdy dx

y x

y x c

y x c

y c x

y c x wherec c

y c x

y c

+ − + =+ = +

=+ +

=+ +

=+ +

+ = + +

+ = ++ = +

+ = + =

= + −

=

∫ ∫

∫ ∫

12 2) 2)x+ −

Page 2: Differential Equations - Solved Assignments - Semester Spring 2010

Question 2: Marks=10

Page 3: Differential Equations - Solved Assignments - Semester Spring 2010

Solve the following Differential Equation.

2 2( ) 0y yx dx x dy+ + =

Solution:

2 2

2

2

2 2 22

2

2

2

( ) 0

(1).

(1).

2

1 1

21 1

( 2)

1 1 1( )2 2( 2)

y yx dx x dy

dy y yx

dx xHomogenous differential equtaionoffirst order

put y Vx

dy dVV x

dx dxput in

dV V x VxV x V V

dx xdV

x V Vdx

dV dxV V x

dV dxV V x

dV dxV V x

+ + =

+= − − −− >

=

= +

++ = − = − −

= − −

= −+

=+

− = −+

∫ ∫

∫ ∫

Page 4: Differential Equations - Solved Assignments - Semester Spring 2010

1

2

1

2

1 1ln ln( 2) ln ln

2 21

ln( ) ln /2 2

1ln( ) ln /

2 2

1ln( ) ln /

2 2

ln( ) ln /2

( ) /2

V V x c

Vc x

Vy

put Vx

y

x c xy

xy

c xy x

yc x

y x

yc x

y x

− + = − +

=+

=

=+

=+

=+

=+

Page 5: Differential Equations - Solved Assignments - Semester Spring 2010

Question 3: Marks=10

Solve the following Differential Equation subject to the indicated initial condition.

(4 2 5) (6 4 1) 0, ( 1) 2y x dx y x dy y+ − + + − = − =

Solution:

(4 2 5) (6 4 1) 0 ( )

4 2 5 0

6 4 1 0

tan , ;

13 9

2 213 9

,2 2

( )

9 13 9 13(4( ) 2( ) 5) (6( ) 4( ) 1) 0

2 2 2 2(4 18 2 13 5) (6 27 4

y x dx y x dy i

y x

y x

Solving simul eously we have

x and y

x X y Y

usethesevalues in i

Y X dX Y X dY

Y X dX Y X

+ − + + − = − −− >+ − =+ − =

= − =

= − = +

+ + − − + + + − − =

+ + − − + + + − 26 1) 0

(2 4 ) (4 6 ) 0

dY

X Y dX X Y dY

− =+ + + =

Page 6: Differential Equations - Solved Assignments - Semester Spring 2010

2

2

,

.

2 4 2

4 6 2 32 1 2

.2 3 2 3

1 2 2 3 1 2.

2 3 2 3

3 4 1.

2 3

Homogenous differential equation soreplace

Y VX

dY dVV X

dX dXdY X Y X Y

dX X Y X YdV X VX V

V XdX X VX V

dV V V V VX V

dX V V

dV V VX

dX V

=

= +

+ += − = −+ +

+ ++ = − = −+ +

+ + + += − − = − + +

+ += − +

2

2

2

2

12 2

3 4 1.

2 3

3 2 1

3 4 1

1 6 4 1

2 3 4 11

ln | 3 4 1| ln ln ln2

ln | 3 4 1| ln

dV V VX

dX V

VdV dX

V V X

VdV dX

V V Xc

V V X cX

cV V

X

+ += − +

+ = − + +

+ = −+ +

+ + = − + =

+ + =

∫ ∫

Page 7: Differential Equations - Solved Assignments - Semester Spring 2010

12 2

12 2

212

2

2 212

2

12 2 2

ln | 3 4 1| ln

{3 4 1}

, ;

{3 4 1}

3 4( )

(3 4 )

cV V

Xc

V VX

YreplaceV we haveX

Y Y c

X X X

Y XY X c

X X

Y XY X c

+ + =

+ + =

=

+ + =

+ + =

+ + =

12 2 2

12 2 2

9 13sin

2 29 13 9 13

(3( ) 4( )( ) ( ) )2 2 2 2

,

( 3 4 5 14) ( )

u g Y y and X x

y x y x c

by opening square and solvin we have

x y xy x y c ii

= − = +

− + + − + + =

+ + − − − = − − −

12

1 12 2

1 12 2 2 2

( 1) 2 1 2 ( ).

(1 12 8 5 2 14)

(1 6 8 5 2 14) ( 6)

sin ( ),

( 3 4 5 14) ( 6)

now y x and y put in ii we have

c

c

u g in ii we have

x y xy x y

− = ⇒ = − =

+ − + − − =

= + − + − − = −

+ + − − − = −

Question 4: Marks=10

Page 8: Differential Equations - Solved Assignments - Semester Spring 2010

Solve the initial value problem

22 , (1) 5dx

y x y ydy

− = =

Solution:

2

1 1( ) lnln

2

2

2

, ;

1( ) 2 (1)

1. .

(1) . . ;

1 1( ) 2

1( . ) 2

1( . ) 2

1( . ) 2

1. 2

2

dyy y y

dxy x y

dy

divideby y we have

dxx y

dy y

I F e e ey

multiply by I F we have

dxx

y dy y

dx

dy y

d x dyy

d x dyy

x y cy

x y cy

− −

− =

+ − = − − >

∫⇒ = = =

+ − =

=

=

=

= +

= +

∫ ∫

Page 9: Differential Equations - Solved Assignments - Semester Spring 2010

2

2

1, 5

2

1 50 5

49

549

25

x y

x y cy

c

c

x y y

= == += +

= −

= −

Page 10: Differential Equations - Solved Assignments - Semester Spring 2010

Assignment 2

Question 1: Marks=10

Solve the differential equation.

2 2dyx y xy

dx+ =

Solution:

2 2

2( ) (1)

.

dyx y xy

dxdy y y

dx x xy

Tx

y Tx

dy dTT x

dx dx

+ =

+ = − −− >

=

=

= +

2

2

2

2

1

1 1

1 1

1ln ln ln

1ln

T

dTx T T T

dxdT

x Tdx

dT dxT x

dT dxT x

x c cxT

cxT

e cx

+ + =

= −

= −

= −

− = − − = −

=

=

∫ ∫

Page 11: Differential Equations - Solved Assignments - Semester Spring 2010

x

ye cx=

Question 2: Marks=10

Verify that the given two-parameter family of functions is the general solution of the non-homogeneous differential equation on the indicated interval.

// / 2 51 27 10 24 , 6 , ( , )x x x xy y y e y c e c e e− + = = + + −∞ ∞

Solution:

// /

2

2

5 21 2

2 2

7 10 24 ( )

:

( 7 10) 0

7 10 0

( 5)( 2) 0 5,2

:

( )

:

1 1.24 .24

7 10 (1) 7(1) 10

1.24

4

x

x xc

x xp

xp

y y y e A

characteristics equation

D D y

D D

D D D

Complementary solution

y c e c e i

For Particular Solution

y e eD D

y e

− + = − −− >

− + =− + =− − = ⇒ =

= + − −− >

= =− + − +

= =

5 21 2

6 ( ).

( )&( ), :

6

x

x x x

e ii

By collecting i ii we have general solution

y c e c e e

− −− >

= + +

To verify:

Page 12: Differential Equations - Solved Assignments - Semester Spring 2010

5 21 2

5 21 2

5 21 2

6

' 5 2 6

'' 25 4 6

x x x

x x x

x x x

y c e c e e

y c e c e e

y c e c e e

= + +

= + +

= + +

Using all these in (A), we have

5 2 5 2 5 21 2 1 2 1 2

5 2 5 2 5 21 2 1 2 1 2

25 4 6 7(5 2 6 ) 10( 6 ) 24

25 4 6 35 14 42 10 10 60 24

24 24

x x x x x x x x x x

x x x x x x x x x x

x x

c e c e e c e c e e c e c e e e

c e c e e c e c e e c e c e e e

e e

+ + − + + + + + =

+ + − − − + + + =

=

Hence it is verified that the given two-parameter family of functions is the general solution of the non-homogeneous differential equation on the indicated interval.

Question 3: Marks=10

Determine whether the functions 2

1 2 3( ) cos 2 , ( ) 1, ( ) cos ( )f x x f x f x x= = = are linearly independent or

linearly dependent on ( , )−∞ ∞ .

Solution:

Page 13: Differential Equations - Solved Assignments - Semester Spring 2010

21 2 3

1 2 3

1 1 2 2 3 3

1 2 3

1 1 2 2 3 3

21 2 3

( ) cos 2 , ( ) 1, ( ) cos ( )

( ), ( ) ( )

( ) ( ) ( ) 0

0, 0, 0

.

,

( ) ( ) ( ) 0

cos 2 .1 os ( ) 0

f x x f x f x x

f x f x and f x will belinearly independent if

a f x a f x a f x

a a a

otherwiselinearly dependent

Now

a f x a f x a f x

a x a a c x

= = =

+ + =⇒ = = =

+ + =

⇒ + + =2

1 2 3cos 2 .1 osa x a a c x⇒ + = −

This is only possible when

1 2 3

2

1 2 3

1 0, 1 0, 2 0

cos2 1 2 os ( )

( ), ( ), ( ) .

a a a

so that

x c x

which is true

So

f x f x f x arelinearly dependent

= ≠ = ≠ = − ≠

+ =

Page 14: Differential Equations - Solved Assignments - Semester Spring 2010

Assignment 3

Question 1: Marks=10

Solve the given differential equation subject to the initial conditions.

/// // / / //2 5 6 0 (0) (0) 0, (0) 1y y y y y y y+ − − = = = =

Solution:

The given differential equation is

/// // /2 5 6 0y y y y+ − − =

For the corresponding auxiliary equation

2

3

Then,

'

''

'''

mx

mx

mx

mx

Let

y e

y me

y m e

y m e

=

===

Substituting in the given differential equation, we have

( ) ( ) ( )3 22 5 6 0mx mx mx mxm e m e me e+ − − =

3 2

3 2

( 2 5 6) 0

0

,

2 5 6 0

mx

mx

e m m m

but e

so

m m m

+ − − =≠

+ − − =

By using synthetic division roots of the above differential equation can be found as follows

Page 15: Differential Equations - Solved Assignments - Semester Spring 2010

3)1 2 5 6

3 3 6

1 1 2 0

− − −

− −

i.e. the cubic auxiliary equation takes the form

( )( )( )( )( )

3 2

2

2

5 3 9 0

3 2 0

3 2 2 0

m m m

m m m

m m m m

− + + =

+ − − =

+ − + − =

( ) ( ) ( )( )( )( )( )( ) ( )

3 { 2 1 2 } 0

3 2 1 0

3 1 2 0

. . 3 0, 1 0, 2 0

3, 1,2

m m m m

m m m

m m m

i e m m m

m

+ − + − =

+ − + =

+ + − =+ = + = − =

= − −

So, the general solution is

3 21 2 3

x x xy c e c e c e− −= + +

Now applying the initial conditions, we have

3 21 2 3

0 0 01 2 3

1 2 3

(0) 0

0

0 (1)

x x x

y

y c e c e c e

c e c e c e

c c c

− −

== + +

= + += + + − − −

3 21 2 3

x x xy c e c e c e− −= + +

Page 16: Differential Equations - Solved Assignments - Semester Spring 2010

3 21 2 3

3 21 2 3

0 0 01 2 3

1 2 3

'(0) 0

' 3 2

0 3 2

0 3 2 (2)

x x x

x x x

y

y c e c e c e

y c e c e c e

c e c e c e

c c c

− −

− −

== + +

= − − +

= − − += − − + − − −

3 21 2 3

3 21 2 3

0 0 01 2 3

1 2 3

''(0) 1

'' 9 4

1 9 4

1 9 4 (3)

x x x

x x x

y

y c e c e c e

y c e c e c e

c e c e c e

c c c

− −

− −

== + +

= + +

= + += + + − − −

So, the three simultaneous equations are

1 2 3

1 2 3

1 2 3

0 (1)

3 2 0 (2)

9 4 1 (3)

c c c

c c c

c c c

+ + = − − −− − + = − − −

+ + = − − −

Solving the above system of equations, we have

1 2 3

1 1 1, ,

10 6 15c c c= = − =

Hence, the solution of the given differential equation is

3 21 1 1

10 6 15x x xy e e e− −= − +

Question 2: Marks=10

Solve the following differential equations using the undetermined coefficients.

Page 17: Differential Equations - Solved Assignments - Semester Spring 2010

// / 3 25 2 4 6y y x x x− = − − +

Solution:

The associated homogenous differential equation is

// /5 0y y− =

We put

mxy e=

Then the auxiliary equation is

2

2

2

5 0

( 5 ) 0

0

5 0

( -5) 0

0,5

mx mx

mx

mx

m e me

e m m

but e

so

m m

m m

m

− =− =≠

− ==

=

Thus the complementary function is

51 2

xcy c c e= +

Now, the input function

3 2( ) 2 4 6g x x x x= − − +

So, we assume

3 2py Ax Bx Cx D= + + +

As the constant term of py is already a part of the complementary function, so we remove this duplication by

multiplying the particular function by x i.e.

Page 18: Differential Equations - Solved Assignments - Semester Spring 2010

4 3 2py Ax Bx Cx Dx= + + +

/ 3 2

// 2

4 3 2

12 6 2

p

p

y Ax Bx cx D

y Ax Bx c

= + + +

= + +

Substituting in the given differential equation, we have

2 3 2 3 2

2 3 2 3 2

12 6 2 5(4 3 2 ) 2 4 6

12 6 2 20 15 10 5 2 4 6

Ax Bx c Ax Bx cx D x x x

Ax Bx c Ax Bx cx D x x x

+ + − + + + = − − ++ + − − − − = − − +

Comparing coefficients of 3x , 2x , x and constants, we have

-20 2 (1)

12 15 4 (2)

6 10 1 (3)

2 5 6 (4)

A

A B

B C

C D

= − − − − − − −− = − − − − − −

− = − − − − − − −− = − − − − − − −

Solving the above equations, we have

1

1014

7553

250697

625

A

B

C

D

= −

=

=

= −

So, the particular solution is

4 3 21 14 253 697

10 75 250 625py x x x x= − + + −

Hence, the general solution of the given differential equation is

5 4 3 21 2

1 14 253 697

10 75 250 625

c p

x

y y y

c c e x x x x

= +

= + − + + −

Page 19: Differential Equations - Solved Assignments - Semester Spring 2010

Question 3: Marks=10

Solve the differential equations by variations of parameters.

/// // 22 6y y x− =

Solution:

Step 1

The associated homogenous equation is

/// //2 6 0y y− =

By putting mxy e= , the auxiliary equation of the given differential equation is

3 2

3 2

2

2 6 0

3 0

( 3) 0

0,0,3

m m

m m

m m

m

− =− =

− ==

Therefore 31 2 3

xcy c c x c e= + +

Step 2

From cy , we find that three linearly independent solutions of the homogenous differential equation are

31 2 31, , xy y x y e= = =

Thus the Wronskian of the solutions 1y , 2y and 3y is given by

Page 20: Differential Equations - Solved Assignments - Semester Spring 2010

( )

3

3 31 2 3

3

1

, , 0 1 3 9

0 0 9

x

x x

x

x e

W y y y e e

e

= =

Step 3

The standard form of the given differential equation is

2/// //3

2

xy y− =

Step 4

Next we find the determinants 1W , 2W and 3W by respectively replacing the 1st , 2nd and 3rd column of W by the

column 2

0

0

2

x

Thus

( )3

32 23 3 3 3 3 2 3

1 32

3

0 3 1

0 1 3 32 2 2 21 3

0 92

x

xx x x x x

x

x

x ex ex x

W e xe e x e x ee

xe

= = = − = −

( )3 3

23 3 2 32

2 32

3

1 0 0 33

0 0 3 1 32 2 9

20 92

x x

x x x

x

x

e ex

W e e x exe

xe

= = = − = −

Page 21: Differential Equations - Solved Assignments - Semester Spring 2010

23

2

1 01

0 1 02

0 0 2

x

W x

x

= =

Step 5

Therefore, the derivatives of the unknown functions 321 and , uuu are given by.

3 3 2 3

11 3

2 3

22 3

2

33 3

3 12 2

9329

129

x x

x

x

x

x

x e x eWu

W e

x eWu

W e

xWu

W e

−′ = =

−′ = =

′ = =

Step 6

Integrating these derivatives to find 321 and , uuu , we get

Page 22: Differential Equations - Solved Assignments - Semester Spring 2010

3 3 2 3

11 3

3 3 2

3

3 2

3 2

4 3

3 12 2

93 12 2

=9

1 3 1 =

9 2 2

1 1 =

6 18

1 1 =

6 4 18 3

x x

x

x

x

x e x eWu dx dx

W e

e x xdx

e

x x dx

x dx x dx

x x

−= =

∫ ∫

∫ ∫

4 31 1 =

24 54

x x−

2 3

22 3

2

3

3

329

1 =-

6

1 =-

6 3

1 =-

18

x

x

x eWu dx dx

W e

x dx

x

x

−= =

∫ ∫

Page 23: Differential Equations - Solved Assignments - Semester Spring 2010

( )

( )

2

33 3

2 3

2 3 3 2

3 32

129

1

18

1 = .

18

1 = 2

18 3 3

x

x

x x

x x

xWu dx dx

W e

x e dx

dx e dx e dx x dx

dx

e ex x dx

− −

− −

= =

=

− − −

∫ ∫

∫ ∫ ∫

( )

( )

2 3 3

2 3 3 3

3 32 3

1 1 2 =

18 3 3

1 1 2 = .

18 3 3

1 1 2 = 1

18 3 3 3 3

x x

x x x

x xx

x e xe dx

dx e x e dx e dx x dx

dx

e ex e x dx

− −

− − −

− −−

− +

− + −

− + − − −

∫ ∫ ∫

2 3 3 3

32 3 3

2 3 3 3

1 1 2 1 1 =

18 3 3 3 3

1 1 2 1 1 =

18 3 3 3 3 3

1 1 2 1 1 =

18 3 3 3 9

x x x

xx x

x x x

x e xe e dx

ex e xe

x e xe e

− − −

−− −

− − −

− + − +

− + − + −

− + − −

2 3 3 3

2 3 3 3

1 1 2 2 =

18 3 9 27

1 1 1 =-

54 81 243

x x x

x x x

x e xe e

x e xe e

− − −

− − −

− − −

− −

Step 7

A particular solution of the non-homogenous equation is

Page 24: Differential Equations - Solved Assignments - Semester Spring 2010

( )

1 1 2 2 3 3

4 3 3 2 3 3 3 3

4 3 4 2

4 3 2

1 1 1 1 1 1-

24 54 18 54 81 243

1 1 1 1 1 1 =

24 54 18 54 81 2431 1 1 1 1

=-72 54 54 81 243

p

x x x xp

y u y u y u y

y x x x x x e xe e e

x x x x x

x x x x

− − −

= + +

= − + − + − −

− − − − −

− − − −

Step 8

The general solution of the given differential equation is

c py y y= +

i.e.

3 4 3 21 2 3

1 1 1 1 1-72 54 54 81 243

xy c c x c e x x x x= + + − − − −

Page 25: Differential Equations - Solved Assignments - Semester Spring 2010

Assignment 4

Question 1: Marks=10

Write the solution of the given initial-value problem in the form ( ) ( )sinx t A tϖ φ= +

( ) ( )/0.1 10 0 0 1 0 1x x , x , x′′ + = = =

Solution:

The given differential equation is

0.1 10 0x x′′ + =

100 0x x′′ + = ---------(1)

Put mtx e= , 2

22

mtd xm e

dt=

So, the differential equation (1) becomes

2

2

2

100 0

( 100) 0

0

,

100 0

10

mt mt

mt

mt

m e e

e m

but e

so

m

m i

+ =+ =≠

+ =⇒ = ±

i.e. 10ω =

Thus the general solution of the equation is

1 2( ) cos10 sin10x t c t c t= +

Now, we apply the initial conditions

Page 26: Differential Equations - Solved Assignments - Semester Spring 2010

( )0 1x =

1 2

1

.1 .0 1

1

c c

c

⇒ + =⇒ =

Now

1 2( ) cos10 sin10x t c t c t= +

/1 2( ) 10 sin10 10 cos10x t c t c t= − +

Applying second initial condition

( )/ 0 1x =

1 210 .0 10 .1 1c c− + =

2

1

10c =

So

1( ) cos10 sin10

10x t t t= +

The amplitude of the motion is given by

( )2

2 1 1011 ft.

10 10A

= + =

And the phase angle is defined by

1 11tan ( ) tan (10) 1.47

110

radiansφ − −= = =

Page 27: Differential Equations - Solved Assignments - Semester Spring 2010

Hence, the solution of the given differential equation is given by

101( ) sin(10 1.47)

10x t t= +

Question 2: Marks=10

Solve the given differential equation subject to the indicated initial conditions.

2 // / /0, (1) 1, (1) 2x y xy y y y+ + = = =

Solution:

The given differential equation is

2 // / 0x y xy y+ + =

Let us suppose that

mxy =

then 1−= mmxdx

dy

Page 28: Differential Equations - Solved Assignments - Semester Spring 2010

and 2

22

( 1) md ym m x

dx−= −

so, the given differential equation becomes

2 2 1

2

2

2

( 1) 0

( 1) 0

( 1) 0

( 1) 0

1 0

m m m

m m m

m

m

x m m x xmx x

m m x mx x

x m m m

x m

m

− −− + + =− + + =

− + + =+ =

+ =

2 1m

m i

= −= ±

As the roots, here, are conjugate complex

So, comparing the roots with the general complex conjugate roots

m iα β= ± , we have

0 1andα β= =

When the roots are conjugate complex,

Then the general solution of the given differential equation is given by

1 2[ cos( ln ) sin( ln )]y x c x c xα β β= +

Putting the values of α and β , we get

01 2

1 2

[ cos(1.ln ) sin(1.ln )]

[ cos(ln ) sin(ln )]

y x c x c x

y c x c x

= += +

By applying the condition

(1) 1y = , we get

Page 29: Differential Equations - Solved Assignments - Semester Spring 2010

1 2

1 2

1 2

1

cos(ln1) sin(ln1) 1

cos(0) sin(0) 1

(1) (0) 1

1

c c

c c

c c

c

+ =+ =

+ ==

/1 2

1 1[ sin(ln ). cos(ln ). ]y c x c x

x x= − +

Now, By applying the condition

/ (1) 2y = , we have

1 2

1 2

2

1 1sin(ln1). cos(ln1). 2

1 1sin(0).1 cos(0).1 2

2

c c

c c

c

− + =

− + ==

Hence, the solution of the given differential equation subject to the indicated initial conditions is

cos(ln ) 2sin(ln )y x x= +

Question 3: Marks=10

Solve the following differential equation using tx e=

22 /

23 0, (1) 0, (1) 4

d y dyx x y y

dx dx+ = = =

Solution:

The given differential equation can be written as

2 2( 3 ) 0x D xD y+ =

Page 30: Differential Equations - Solved Assignments - Semester Spring 2010

With the substitution tx e= or xt ln= , we obtain

∆=xD , )1(22 −∆∆=Dx

Therefore the given differential equation becomes

2

2

2

2

[ ( 1) 3 ] 0

[ 3 ] 0

[ 2 ] 0

2 0 (1)

y

y

y

d y dy

dt dt

∆ ∆ − + ∆ =∆ − ∆ + ∆ =∆ + ∆ =

+ = − − −

Now substitute: mty e= then mtdy medt

= , 2

22

mtd ym e

dt=

Then eq.(1) becomes

2

2

2 0

( 2 ) 0

0,

mt mt

mt

mt

m e me

e m m

but e so

+ =+ =≠

The auxiliary equation is

2 2 0

( 2) 0

0, 2

m m

m m

m

+ =+ =

= −

The roots of the auxiliary equation are distinct and real, so the solution is

21 2

ty c c e−= +

But tx e= , therefore the solution is

21 2y c c x−= +

Using the initial condition (1) 0y = , we have

Page 31: Differential Equations - Solved Assignments - Semester Spring 2010

21 2

1 2

(1) 0

0 (2)

c c

c c

−+ =+ = − − − −

21 2y c c x−= +

/ 322y c x−= −

Using the second initial condition / (1) 4y = , we have

32

2

2

2 (1) 4

2 4

2

c

c

c

−− =− =

= −

Using (2)

1 2

1

1

0

2 0

2

c c

c

c

+ =− ==

Therefore , the solution of the given differential equation subject to the indicated initial conditions is

22 2y x−= −

Page 32: Differential Equations - Solved Assignments - Semester Spring 2010

Assignment 5

Question 1: Marks=10

For the following differential equation, find two linearly independent power series solutions about the ordinary

point 0 1x = .

// / 0y xy y− − =

Solution:

The given differential equation is

// / 0y xy y− − =

As the ordinary point is 0 1x =

So, we assume

0

( 1)nny c x

= −∑

Now

/ 1

0

( 1)nny c n x

∞−= −∑

And

// 2

0

( 1)( 1)nny c n n x

∞−= − −∑

Putting the expressions of y and its derivatives in the given differential equation, we have

Page 33: Differential Equations - Solved Assignments - Semester Spring 2010

2 1

0 0 0

2 1

0 0 0

2 1

0 0 0 0

2 1

0 0

( 1)( 1) ( 1) ( 1) 0

( 1)( 1) ( 1 1) ( 1) ( 1) 0

( 1)( 1) ( 1) ( 1) ( 1) 0

( 1)( 1) ( 1)

n n nn n n

n n nn n n

n n n nn n n n

n nn n

c n n x x c n x c x

c n n x x c n x c x

c n n x c n x c n x c x

c n n x c n x

∞ ∞ ∞− −

∞ ∞ ∞− −

∞ ∞ ∞ ∞− −

∞ ∞− −

− − − − − − =

− − − − + − − − =

− − − − − − − − =

− − − − −

∑ ∑ ∑

∑ ∑ ∑

∑ ∑ ∑ ∑

∑ ∑0

0 2 32 3 4 5

0 1 2 31 2 3 4

0 1 2 30 1 2 3

0 22 3 4 5

( 1)( 1) 0

2 ( 1) 6 ( 1) 12 ( 1) 20 ( 1) ....

( ( 1) 2 ( 1) 3 ( 1) 4 ( 1) ........

( ( 1) 2 ( 1) 3 ( 1) 4 ( 1) .....) 0

2 ( 1) 6 ( 1) 12 ( 1) 20 ( 1)

nnc n x

c x c x c x c x

c x c x c x c x

c x c x c x c x

c x c x c x c x

+ − =

− + − + − + − +

− − + − + − + − +

− − + − + − + − + =

− + − + − + −

3

0 1 2 31 2 3 4

0 1 2 30 1 2 3

....

( 1) 2 ( 1) 3 ( 1) 4 ( 1) ........

( 1) 2 ( 1) 3 ( 1) 4 ( 1) ..... 0

c x c x c x c x

c x c x c x c x

+

− − − − − − − − +

− − − − − − − − + =

Equating coefficients of 0( 1)x − , 1( 1)x − and 2( 1)x − , we have

2 1 02 0c c c− − = -------(1)

3 2 16 2 2 0c c c− − = -----(2)

4 3 212 3 3 0c c c− − = -----(3)

From eq.1, we have

1 02 2

c cc

+= ------(4)

From eq.2 and eq.4, we have

Page 34: Differential Equations - Solved Assignments - Semester Spring 2010

3 1 0 1

3 0 1

6 2 0

6 3 0

c c c c

c c c

− − − =− − =

1 03

3

6

c cc

+= ---(5)

From eq.2, 3 and 5, we have

4 3 2

1 04 2

1 04 2

1 0 1 04

0 01 14

0 01 14

4 1 0

12 3 3 0

312 3 3 0

6

312 3 0

2

312 3 0

2 2

33 312 0

2 2 2 233 3

122 2 2 2

12 3 2

c c c

c cc c

c cc c

c c c cc

c cc cc

c cc cc

c c c

− − =+ − − =

+ − − =

+ + − − =

− − − − =

= + + +

= +

Page 35: Differential Equations - Solved Assignments - Semester Spring 2010

4 1 0

1 1

4 6c c c= + ------(6)

The required solution is given by

0

0 1 2 3 40 1 2 3 4

1 2 3 41 0 1 00 1 1 0

2 3 40 0 0 0

1 2 31 1 1

( 1)

( 1) ( 1) ( 1) ( 1) ( 1) ......

3 1 1( 1) ( 1) ( 1) ( )( 1) .....

2 6 4 61 1 1

( 1) ( 1) ( 1) ...2 6 6

1 1 1( 1) ( 1) ( 1)

2 2

nny c x

c x c x c x c x c x

c c c cc c x x x c c x

c c x c x c x

c x c x c x

= −

= − + − + − + − + −+ += + − + − + − + + − +

= + − + − + − +

+ − + − + − +

41( 1) ...

4c x − +

2 3 40

2 3 41

1 1 1(1 ( 1) ( 1) ( 1) ...)

2 6 61 1 1

(( 1) ( 1) ( 1) ( 1) ...)2 2 4

c x x x

c x x x x

= + − + − + − +

+ − + − + − + − +

Thus the two linearly independent power series solutions about the ordinary point0 1x = are

2 3 41

2 3 42

1 1 1( ) 1 ( 1) ( 1) ( 1) ...

2 6 61 1 1

( ) ( 1) ( 1) ( 1) ( 1) ...2 2 4

y x x x x

y x x x x x

= + − + − + − +

= − + − + − + − +

Question 2: Marks=10

Page 36: Differential Equations - Solved Assignments - Semester Spring 2010

Express the Bessel function7

2

( )J x−

in terms ofsinx , cosx and powers ofx .

Solution:

Consider

1 1

2( ) ( ) ( )v v v

vJ x J x J x

x− + = ------(1)

Putting 5

2v = − , we get

5 5 51 1

2 2 2

5 / 2( ) ( ) 2J x J x J

x− − − + −

−+ =

7 3 5

2 2 2

5( ) ( )J x J x J

x− − −

−+ =

7 5 3

2 2 2

5( ) ( )J x J J x

x− − −

−= − ------(2)

Again Putting 3

2v = − in the equation(1), we get

3 3 31 1

2 2 2

5 1 3

2 2 2

3/ 2( ) ( ) 2 ( )

3( ) ( ) ( )

J x J x J xx

J x J x J xx

− − − + −

− − −

−+ =

+ = −

5 3 1

2 2 2

3( ) ( ) ( )J x J x J x

x− − −= − − ----(3)

And to find the value of 3

2

( )J x−

, putting 1

2v = − in equation(1), we get

Page 37: Differential Equations - Solved Assignments - Semester Spring 2010

1 1 11 1

2 2 2

3 1 1

2 2 2

1/ 2( ) ( ) 2 ( )

1( ) ( ) ( )

J x J x J xx

J x J x J xx

− − − + −

− −

−+ =

+ = −

3 1 1

2 2 2

1( ) ( ) ( )J x J x J x

x− −= − − ----(4)

Since

1 1

2 2

2 2( ) sin , ( ) cosJ x x J x x

x xπ π−= = ------------(5)

Therefore equation(4) becomes

3

2

1 2 2( ) cos sin

2 cos 2sin

J x x xx x x

xx

x x x

π π

π π

= − −

= − −

3

2

2 cos( ) sin

xJ x x

x xπ−

= − +

---------(6)

Using (5) and (6), equation (3) becomes

5

2

3 2 cos 2( ) sin cos

xJ x x x

x x x xπ π−

= − − + −

5

2

3 2 cos 2( ) sin cos

xJ x x x

x x x xπ π−

= + −

5 22

3 2 3cos 3sin( ) cos

x xJ x x

x x x xπ−

= + −

-------(7)

Page 38: Differential Equations - Solved Assignments - Semester Spring 2010

Using Equation(6) and (7), equation (2) becomes

7 22

2

3 2

3 2

5 2 3cos 3sin 2 cos( ) cos sin

5 2 3cos 3sin 2 cos 2cos sin

2 5 15 1 2 15cos sin 1

2 6 15 2 15cos sin 1

x x xJ x x x

x x x x x x

x x xx x

x x x x x x x

x xx x x x x x

x xx x x x x

π π

π π π

π π

π π

= − + − − − +

= − + − + +

= − + + −

= − + −

Question 3: Marks=10

Determine the singular points of the given differential equation. Classify each singular point as regular or irregular.

0)5(7)2(3)2)(25( 223 =++′−+′′−− yxyxxyxxx

Page 39: Differential Equations - Solved Assignments - Semester Spring 2010

Solution:

The given differential equation is

0)5(7)2(3)2)(25( 223 =++′−+′′−− yxyxxyxxx

Dividing both sides by 3 2( 25)( 2)x x x− − , we get

// /3 2 2 3 2 2

// /2 2 3 2

3 ( 2) 7( 5)0

( 25)( 2) ( 25)( 2)

3 70

( 25)( 2) ( 5)( 2)

x x xy y y

x x x x x x

y y yx x x x x x

− ++ + = − − − −

+ + = − − − −

So,

2 2

3 2

3( )

( 25)( 2)

7( )

( 5)( 2)

P xx x x

Q xx x x

=− −

=− −

So, the singular points are 0,±5,2

We check the regularity of these points

Regularity at 0x =

2

22

3( )

( 25)( 2)

7( )

( 5)( 2)

x P xx x x

x Q xx x x

=− −

=− −

( )x P x And 2 ( )x Q x are not analytical at 0x = .

So, 0x = is an irregular singular point

Page 40: Differential Equations - Solved Assignments - Semester Spring 2010

Regularity at 5x =

2

23 2

3( 5) ( )

( 5)( 2)

7( 5)( 5) ( )

( 2)

x P xx x x

xx Q x

x x

− =+ −−− =−

2( 5) ( ) ( 5) ( ) 5x P x and x Q x are analytic at x− − =

So, 5x = is a regular singular point

Regularity at 5x = −

2

22

3 2

3( 5) ( )

( 5)( 2)

7( 5)( 5) ( )

( 5)( 2)

x P xx x x

xx Q x

x x x

+ =− −

++ =− −

2( 5) ( ) ( 5) ( ) 5x P x and x Q x are analytic at x+ + = −

So, 5x = − is a regular singular point

Regularity at 2x =

2 2

3( 2) ( )

( 25)x P x

x x− =

23

7( 2) ( )

( 5)x Q x

x x− =

Page 41: Differential Equations - Solved Assignments - Semester Spring 2010

2( 2) ( ) ( 2) ( ) 2x P x and x Q x are analytic at x− − =

So, 2x = is a regular singular point

Page 42: Differential Equations - Solved Assignments - Semester Spring 2010

Assignment 6

Question 1: Marks=10

Solve the given system of differential equations by systematic elimination method.

dxy t

dtdy

x tdt

= − +

= −

Solution:

Step 1

Writing the given differential equations of the system in the differential operator form, we get

Dx y t

Dy x t

= − += −

Or

(1)

(2)

Dx y t

x Dy t

+ = − − − − −− + = − − − − − −

Step 2

We eliminate the variabley from the given system. For this purpose we Operate on the first equation with the

operator D , we get

Page 43: Differential Equations - Solved Assignments - Semester Spring 2010

2

2

( )

1 (5)

D Dx y t

D x Dy Dt

D x Dy

+ =+ =+ = − − −

Subtracting Eq.(5) from Eq.(2), we get

2

2

2

2

1

1

1

( 1) 1 (6)

x Dy D x Dy t

x D x t

D x x t

D x t

− + − − = − −− − = − −

+ = ++ = + − − − − −

Step 3

The auxiliary equation of the differential equation for x is

2

2

(m +1) = 0

=> m = -1

=> m i= ±

The roots of the auxiliary equation are complex. Therefore, the complementary function for x

1 2cos sincx c t c t= +

We now use the method of undetermined coefficients to find

the particular integrals px

= At+Bpx

Page 44: Differential Equations - Solved Assignments - Semester Spring 2010

/

//

=

=0

p

p

x A

x

Substituting in the differential equation forx , we obtain

0 1

1 , 1

1p

At B t

A B

x t

+ + = += == +

Hence, the solution for the variable x is given by

1 2cos sin 1c px x x

c t c t t

= +

= + + +

Step 4

Now, we eliminate one of the variable, say x.

Operating on Second equation by operation D, we get

2 1 (3)Dx D y− + = − − − − −

Adding Eq.(1) and Eq.(3), we get

2

2

2

1

1

( 1) 1 (4)

Dx y Dx D y t

D y y t

D y t

+ − + = −+ = −+ = − − − − −

Step 5

The auxiliary equation of the differential equation found in the previous step is

2

2

(m +1) = 0

=> m = -1

=> m i= ±

Page 45: Differential Equations - Solved Assignments - Semester Spring 2010

Therefore, roots of the auxiliary equation are

2 3, m i m i= = −

So that the complementary function for the retained variable y is

3 4cos siny c t c tc

= +

To determine the particular solution py we use undetermined coefficients. Therefore, we assume

py At B= +

/

// 0

p

p

y A

y

=

=

Substituting in eq.4, we get

1At B t+ = −

So,

1, 1A B= = −

So, 1py t= −

Hence, the solution for the variable y is given by

pc yyy +=

Or

3 4cos sin 1y c t c t t= + + −

Step 6

Now 3c and 4c can be expressed in terms of 1c and 2c by substituting these values of x and y into the second

equation of the given system and we find, after combining the terms,

Page 46: Differential Equations - Solved Assignments - Semester Spring 2010

3 4 1 2

3 4 1 2

3 2

4 1

( cos sin 1) cos sin 1

sin cos 1 cos sin 1

Dy x t

D c t c t t c t c t t t

c t c t c t c t

c c

c c

= −+ + − = + + + −

− + + = + +⇒ = −

=

Hence, the solution of the given system of differential equations is

1 2( ) cos sin 1x t c t c t t= + + +

1 2( ) sin cos 1y t c t c t t= − + −

Question 2: Marks=10

Solve the given system of differential equations by systematic elimination method.

2 5

5

t

t

dx dyx e

dt dtdx dy

x edt dt

− + =

− + =

Solution:

Step 1

Writing the given differential equations of the system in the differential operator form, we get

( )2 5 (1)

( 1) 5 (2)

t

t

D x Dy e

D x Dy e

− + = − − − −

− + = − − − − −

Step 2

Page 47: Differential Equations - Solved Assignments - Semester Spring 2010

We eliminate the variabley from the given system. Subtracting eq.2 from eq.1, we get

( )2 5 1 5 (1)

( 4) 4 (3)

t t

t

D D x Dy Dy e e

D x e

− − + + − = − − − − −

− = − − − − − −

Step 3

The auxiliary equation of the differential equation for x is

4 0m − =

4m =

The root of the auxiliary equation is real. Therefore, the complementary function for x

41

tcx c e=

We now use the method of undetermined coefficients to find

the particular integrals px

/

=

=

tp

tp

x Ae

x Ae

Substituting in the differential equation forx , we obtain

4 4

3 4

4

3

t t t

t t

Ae Ae e

Ae e

A

− = −

− = −

=

So, 4

=3

tpx e

Hence, the solution for the variable x is given by

Page 48: Differential Equations - Solved Assignments - Semester Spring 2010

41

4

3

c p

t t

x x x

c e e

= +

= +

i.e. 1

4 4( )

3t tx t c e e= +

Step 4

Now, we eliminate one of the variable, say x.

Operating 1D − on equation (1), we get

( )2 2

( 1) 2 5 ( 1) ( 1)

(2 7 5) ( ) 0 (4)

tD D x D Dy D e

D D x D D y

− − + − = −

− + + − = − − − −

Now operating 2 5D − on equation (2), we get

( )2 2

2 2

2 5 ( 1) (2 5) (2 5)5

(2 7 5) (2 5 ) 10 25

(2 7 5) (2 5 ) 15 (5)

t

t t

t

D D x D Dy D e

D D x D D y e e

D D x D D y e

− − + − = −

− + + − = −

− + + − = − − − − − −

Subtracting Equation (4) from Equation (5), we get

2( 4 ) 15 (6)tD D y e− = − − − − − −

Step 5

The auxiliary equation of the differential equation found in the previous step is

2 4 0

( 4) 0

0,4

m m

m m

m

− =− =

⇒ =

Therefore, roots of the auxiliary equation are

1 20, 4m m= =

So that the complementary function for the retained variable y is

Page 49: Differential Equations - Solved Assignments - Semester Spring 2010

42 3

tcy c c e= +

To determine the particular solution py we use undetermined coefficients. Therefore, we assume

/

//

tp

tp

tp

y Ae

y Ae

y Ae

=

=

=

Substituting in eq.(6), we get

4 15

3 15

5

t t t

t t

Ae Ae e

Ae e

A

− = −

− = −⇒ =

So, 5 tpy e=

Hence, the solution for the variable y is given by

pc yyy +=

Or

3 4cos sin 1y c t c t t= + + −

42 3

42 3

5

( ) 5

t t

t t

y c c e e

y t c c e e

= + +

= + +

Step 6

Now 3c can be expressed in terms of 1c by substituting these values of x and y into the first equation of the given

system and we find, after combining the terms,

Page 50: Differential Equations - Solved Assignments - Semester Spring 2010

( )

( )1

1 1

4 42 3

4 4 43

2 5

42 5 ( ) ( 5 )

38 20

8 5 4 53 3

t

t t t t t

t t t t t t t

D x Dy e

D c e e D c c e e e

c e e c e e c e e e

− + =

− + + + + =

+ − − + + =

Equating the like terms, we have

1 3

3 1

3 4 0

3

4

c c

c c

+ =

= −

So,

42 1

3( ) 5

4t ty t c c e e= − +

Hence, the solution of the given system of differential equations is

1

4 4( )

3t tx t c e e= +

42 1

3( ) 5

4t ty t c c e e= − +

Question 3: Marks=10

Find the Eigenvalues and Eigenvectors of the given matrix.

0 4 0

1 4 0

0 0 2

A

= − − −

Solution:

Page 51: Differential Equations - Solved Assignments - Semester Spring 2010

Eigenvalues

The characteristic equation of the matrix A is

( )4 0

det 1 4 0 0

0 0 2

A I

λλ λ

λ

−− = − − − =

− −

Expanding the determinant by the cofactors of the third Column, we obtain

2

2

3

( 2 )(( )( 4 ) ( 1)(4)) 0

( 2 )( 4 4) 0

( 2)( 2) 0

( 2) 0

2 0

2

λ λ λ

λ λ λ

λ λ

λλλ

− − − − − − − =

− − + + =

+ + =

+ =+ == −

As the roots are repeated so,

1 2 3 2λ λ λ= = = −

Eigenvectors For 1 2λ = − , we have

( )( )

| 0

2 | 0

A I

A I

λ−

= +

Page 52: Differential Equations - Solved Assignments - Semester Spring 2010

2 2 1

1 1

2 4 0 0

1 2 0 0

0 0 0 0

2 4 0 0

0 0 0 0 2

0 0 0 0

1 2 0 01

0 0 0 02

0 0 0 0

C C C

C C

= − −

= ⇒ +

= ⇒

Here from second and third row, we see that

3k and 2k are arbitrary variables,

From first row, we have

1 2 3

1 2

2 0 0

2

k k k

k k

+ + == −

Choosing 3 20, 1k k= = −

1 2k =

Hence, the eigenvector corresponding to 1 2λ = − is

1

2

1

0

K

= −

Choosing 3 21, 0k k= = , we get

1 0k =

So another eigenvector corresponding to 1 2λ = − is

2

0

0

1

K

=