Math 204 - Differential Equations FALL 2004, Midterm #2A

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MATH 204 - DIFFERENTIAL EQUATIONS

FALL 2004, Midterm #2A

Solutions by Turker Ozsari

000
(1.a) The characteristic equation for the corresponding homogeneous equation y +
y 0 = 0 is r3 + r = 0 = r(r2 + 1), which has the roots r1 = 0, r2,3 = i. Hence,
the corresponding solutions of the homogeneous equation are y1 = 1, y2 = cos t, y3 =
000
sin t. Now, since the right hand side of the equation y + y 0 = t2 1 is a second
order polynomial we think a particular solution in the form At2 + Bt + C, but the
term C is linearly dependent with y1 , hence we multiply At2 + Bt + C with t, thus
yp = (At2 + Bt + C)t = At3 + Bt2 + Ct. Taking the first and third derivatives of yp
000
and substituting in to the equation y + y 0 = t2 1, one finds 3At2 + 2Bt + C + 6A =
t2 1, hence 3A = 1 A = 31 , 2B = 0 B = 0, C + 6A = 1 C + 2 =
1 C = 3. Thus, we have yp = 31 t3 3t. Hence, one gets the general solution
y(t) = c1 + c2 cos t + c3 sin t + 13 t3 3t
000
(1.b) The characteristic equation for the homogenous equation y (6) 2y + y = 0
1
6 3 3 2
is r 2r + 1 = 0 = (r 1) . Hence, the roots of the equation r = (1) 3 has
i(0+2k)
multiplicity 2. Writing (1) in polar form one gets 1 = 1(cos 0+i sin 0)= e
i 2k 1 3
rk+1 = e 3 , k = 0, 1, 2 r1 = r4 = 1, r2 = r5 = 2 + i 2 , r3 = r6 =

1 3
2 i 2 . The general solution corresponding to these roots is given as y(x) = c1 ex +
1
1
1
1

c2 e 2 x cos 23 x + c3 e 2 x sin 23 x + c4 xex + c5 xe 2 x cos 23 x + c6 xe 2 x sin 23 x
(2.a) (i) Using ratio test, we have
(n + 2) n2 + 1 n3 + 2n2 + n + 2 
L = lim . = lim = 1.
n n2 + 2n + 2 (n + 1) n n3 + 3n2 + 4n + 2

Hence, radius of convergence is found as = 1/L = 1 and the series converges for
|x| < = 1, i.e., for 1 < x < 1. P
For the boundary point x = 1, we have the series n=0 nn+1 2 +1 which diverges. To see
P n+1 P n
this, first observe that n=0 n2 +1 2
n=0 n +1 and applying the integral test on
P n
R x 1 2
n=0 n2 +1 we have 1 x2 +1
dx = 2 ln(x + 1), which does not converge.
P n+1
For the boundary point x = 1, we have the series n=0 n2 +1 (1)n which con-
PN
verges. To see this observe that n=0 (1)n is bounded for each N and nn+1 2 +1 0,

then by Dirichlet test, the series converges.


Hence, the convergence interval is 1 x < 1.
(ii) Using ratio test, we have
(2x 1)n+1 ln n ln n 
lim . = lim |(2x 1)| = |2x 1|.
n ln(n + 1) (2x 1)n n ln n + 1

Hence, this series converges for |2x 1| < P


1, i.e., for 0 < x < 1.

For the boundary point x = 0, we have n=2 ln1n (1)n , which converges since
PN n 1
n=2 (1) is bounded for each N and ln n 0, then by Dirichlet test, the series
converges.
P 1 P 1
Pthe 1boundary point x = 1, we have n=2 ln n , which diverges since n=2
For ln n
n=2 n
Hence, the convergence interval is 0 x < 1
(2.b) Considering y as a power series about x0 = 0, we have

X
y(x) = an xn = a0 + a1 x + a2 x2 + a3 x3 + a4 x4 + ... + an xn + ...
n=0

Since, y(0) = 1, we have a0 = y(0) = 1. Since, y 0 (0) = 2, we have a1 = y 0 (0) = 2.


Using the equation y 00 +(x2 +1)y 0 +2y = 2xx3 , we have y 00 (0) = 2y(0)y 0 (0) =
4, hence 2a2 = y 00 (0) = 4 a2 = 2. Taking derivative of both sides of the
000 00
equation, we have y + 2xy 0 + (x2 + 1)y + 2y 0 = 2 3x2 and for x=0, we have
000 00
0
y (0) = y (0) 2y (0) + 2 = 2, hence 6a3 = 2 a3 = 31 .
Again taking the derivative of the previous third order equation, we have y (4) + 2y 0 +
00 00 000 00
2xy +2xy +(x2 +1)y +2y = 6x and for x = 0, we have y (4) (0) = 2y 0 (0)
000 00
1
y (0) 2y = 2, hence 24a4 = 2 a4 = 12 . Hence, writing the first five terms of
y, we have
1 1
y(x) = 1 + 2x 2x2 + x3 + x4 + ...
3 12
s+e3s e3s
(3.a) We have F (s) = s2 + 2 = s
s2 + 2 + We have L1 ( s2 +

s2 + 2 .
s
2 ) = cos t
3s
and L1 ( s2 +2 ) = sin t. Using the translation theorem, we have L1 ( s2 +
e
2) =
1 u3 (t) u3 (t)
u3 (t) sin (t 3) = sin t. Hence, we have f (t) = cos t + sin t.
2 0
(3.b) Taking Laplace transform of both sides one has, s Y (s) sy(0) y (0)
2sY (s) + 2y(0) + Y (s) = s2s+1 Y (s) = (s2 +1)(s1)
s As+B C
2 = s2 +1 + s1 + (s1)2 .
D

Then we have A = 0, B = 1/2, C = 0, D = 1/2 Y (s) = 1 1 1 1


2 s2 +1 + 2 (s1)2 .
Taking inverse Laplace transform, we have y(t) = 1 1 t
2 sin t + 2 te
(4) Convolution Theorem: Suppose f and g has Laplace Transforms F (s) and G(s),
respectively. Then, L{f g} = F (s)G(s), or equivalently, L1 {F (s)G(s)} = f g.
1
(i) This is equivalent to L{t e3t } = L{t}L{e3t } = s(s3) ,s > 3
(ii) This is equivalent to
L{et sin2 t} = L{et }L{sin2 t} = L{et }L{ 12 cos2 2t } = (s1)
1 1
( 2s 12 s2s+4 ), s > 1
2
(iii) L1 { s21+4 } = 1
2 sin 2t and L1 { s13 } = t2 .
t2 1 t
Hence, L1 { (s2 +4)s
1 1
[sin 2(t )] 2 d . Now using integration
R
3 } = 2 sin 2t 2 = 4 0
by parts, let u := du = 2 d and dv := sin(2t 2 ) v = 12 cos(2t 2 ).
2
Rt Rt
Hence, 41 0 [sin 2(t )] 2 d = 14 [ 2 12 cos(2t 2 )]t0 14 0 cos(2t 2 ) d =
1 2 1 t
R
8 t 4 0 cos(2t 2 ) d . Again using integration by parts,Rlet u := du = dt
t
and dv := cos(2t 2 )d v = 1 2 sin(2t 2 ), we have 0 cos(2t 2 ) d =
t
[ 1 2 )]t0 + 12 0 sin(2t 2 )d = 14 cos(2t 2 )|t0 = 14 41 cos 2t.
R
2 sin(2t
1 t
Hence, 4 0 [sin 2(t )] 2 d = 18 ( 1 2 1
R
2 + t + 2 cos 2t).

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