Answers of the exam of January 24, 2013

Differential equations (wi2029LR)

1. Question:
Use the Laplace transform to solve the following initial value problem:

y 00 + 2y 0 + 5y = 1 u1 (t); y(0) = 2, y 0 (0) = 2.

Answer:
The transformed equation is

1 es
s2 Y (s) sy(0) y 0 (0) + 2sY (s) 2y(0) + 5Y (s) =
s s
which, after substitution of the initial conditions and re-arranging gives

1 es
(s2 + 2s + 5)Y (s) = 2s + 2 +
s s
The transformed solution is therefore
2s + 2 1 es
Y (s) = + .
s2 + 2s + 5 s(s2 + 2s + 5)

The first term can be written as

2s + 2 s+1
=2 .
s2 + 2s + 5 (s + 1)2 + 4

Apply the technique of partial fractions to simplify the second term:

1 a bs + c
= + 2 ,
s(s2 + 2s + 5) s s + 2s + 5

and hence
as2 + 2as + 5a + bs2 + cs = 1.
Collecting terms of like power gives the following three equations

5a = 1, 2a + c = 0 , and a + b = 0.

Solving these equations gives a = 15 , b = 51 , and c = 52 . The transformed

solution can now be written as
s+1 1 1 es 1 s+1+1
Y (s) = 2 2 2
+ (1 es ) .
(s + 1) + 2 5 s 5 (s + 1)2 + 22

Note that we have split the numerator of the last term of the transformed
solution so that it can be transformed back.
Taking the inverse transform term by term gives
 
1 1 1
y(t) = 2et cos(2t) + (1 u1 (t)) et cos(2t) + sin(2t)
5 5 2
 
1 1
+ e(t1) cos(2(t 1)) + sin(2(t 1)) u1 (t).
5 2

1
2. Question:
Find the general solution of the following system of differential equations
   
0 1 0
x0 = x+ .
1 2 t

Answer:
First solve the homogeneous equation. Put x = ert . Substitution in the
homogeneous equation gives the eigenvalue problem
 
0 1
= r .
1 2

The characteristic equation is

r(2 r) + 1 = 0 (r + 1)2 = 0

so there is a double eigenvalue

r1,2 = 1 .

This double eigenvalue corresponds to one eigenvector

 
1
=
1

and is therefore defective. The first independent solution is

 
(1) 1
xh = et .
1

We assume that the second independent solution can be written as

(2)
xh = tet + et

where is a so called generalized eigenvector. Substituting this expression

in the homogeneous equation and re-arranging yields the following equation
(A + I) = :    
1 1 1
= .
1 1 1
This equation has as solution
   
0 1
= +k ,
1 1

with k arbitrary. We only need one second independent solution so we can

choose for example k = 0. This gives
   
(2) 1 t 0
xh = te + et
1 1

So the general solution to the homogeneous equation is

      
1 t 1 t 0 t
xh = c1 e + c2 te + e
1 1 1

2
 A particular solution of the inhomogeneous problem can be found using the
method of undetermined coefficients (diagonalisation can not be used here
and variation of parameters is more difficult). Put

xp = at + b .

Substitution in the system of differential equations gives

   
0 1
Aa = a=
1 0

and  
2
Ab = a b = .
1
The general solution now becomes
          
1 t 1 t 0 t 1 2
x = xh +xp = c1 e +c2 te + e + t+ .
1 1 1 0 1

3. Question:
Consider the following system of nonlinear differential equations
 dx
dt = y
dy
dt = x x3

i) Determine the critical points.

ii) Investigate type and stability of the critical points of the linearised sys-
tem.
iii) What conclusions can you draw about the nonlinear system?

Answer:
The critical points satisfy

y = 0 and x x3 = 0 .

So the critical points are (1, 0), (0, 0) and (1, 0).
Define the vector function
   
F (x, y) y
=
G(x, y) x x3

The Jacobian matrix of this vector field is:

 
0 1
J(x, y) = .
1 3x2 0

At the critical point (0,0), the coefficient matrix of the linearized system is
 
0 1
J(0, 0) =
1 0

with eigenvalues 1. These eigenvalues are real and of opposite sign. Hence,
the critical point (0, 0) is a saddle point and therefore unstable both in the
linearised and in the nonlinear case.

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 At the critical points (1, 0), the coefficient matrix of the linearized system is
 
0 1
J(1, 0) =
2 0

with eigenvalues i 2. These eigenvalues are purely imaginary. For the
linearised problems the critical points (1, 0) are therefore stable centers For
the nonlinear problem the critical points are either centers or spiral points
and the stability is indeterminate.
4. Question:
Find the formal solution (using the method of separation of variables) of
Laplaces equation in the semi-infinite strip

uxx + uyy = 0, 0 < x < a, y > 0,

that satisfies the boundary conditions

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

and u(x, 0) = f (x), 0 x a,

and additionally the condition that u(x, y) 0 as y .

Answer:
Put u(x, y) = X(x)Y (y). Substitution in the differential equations yields
X 00 Y 00
= = ( separation constant).
X Y
This leads to the equation for X(x)

X 00 + X = 0

with homogeneous boundary conditions

X(0) = 0 and X(a) = 0 .

The equation for Y (y) is

Y 00 Y = 0 ,

The equation for X(x) plus boundary conditions forms an eigenvalue prob-
lem. We consider three cases ( is real-valued): < 0, = 0, and > 0.

First we consider < 0. With = 2 , > 0 the equation becomes

X 00 2 X = 0 .

The general solution of this equation is

X = c1 ex + c2 ex .

Substitution of the b.c. X(0) = 0 yields c1 = c2 . The b.c. X(a) = 0 gives

c1 ea + c2 ea = 0. With c1 = c2 , this equation can only be satisfied if = 0
(not allowed) or if c1 = c2 = 0 (trivial solution).
For = 0 we get the general solution X = c1 x + c2 . From X(0) = 0 follows
that c2 = 0 and from X(a) = 0 follows that c1 = 0, which yields the trivial
solution.

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 The third case to consider is > 0. Putting = 2 , > 0, we get the equation

X 00 + 2 X = 0

The general solution of this equation is

X = c1 cos(x) + c2 sin(x) .

From the b.c. X(0) = 0 follows c1 = 0. From the b.c. X(a) = 0 follows
sin(a) = 0, which is true if = n a , n = 1, 2, . In conclusion, the eigenval-
ues are n = ( n 2
a ) , n = 1, 2, and the corresponding eigenfunctions are
Xn = sin( nx
a ), n = 1, 2, .
Taking = n and solving the equation for Y for n yields
ny ny
Yn = c1n e a + c2n e a

The condition u(x, y) 0 as y implies that Yn (y) 0 as y . This

can only be true if c1n = 0.
Hence we get the following fundamental solutions
nx ny
un (x, y) = sin( )e a , n = 1, 2,
a

We write the general solution as

X nx ny
u(x, y) = cn sin( )e a
n=1
a

where the cn are selected to satisfy the inhomogeneous boundary condition

u(x, 0) = f (x). Substituting this condition yields

X nx
f (x) = cn sin( ) .
n=1
a

This is a Fourier sine series with coefficients

Za
2 nx
cn = f (x) sin( )dx .
a a
0

5. Question:
Consider the following Euler equation

4(x 1)2 y 00 + 12(x 1)y 0 + 3y = 0, x>1 .

i) Show that x = 1 is a regular-singular point.

ii) Find the general solution of the given differential equation that is valid
for x > 1.

Answer:

i) Write the equation in the form y 00 + p(x)y 0 + q(x)y = 0:

3 3
y 00 + y0 + y = 0.
x1 4(x 1)2

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 Clearly x = 1 is a singular point. x = 1 is a regular-singular point if

lim(x 1)p(x) < and lim(x 1)2 q(x) < .

x1 x1

For the given equation we have

3
lim(x 1)p(x) = 3 and lim(x 1)2 q(x) =
x1 x1 4

so x = 1 is a regular-singular point.
ii) Since this is an Euler equation, try solutions of the form y = (x 1)r .
Substitution in the equation gives

4r(r 1)(x 1)r + 12r(x 1)r + 3(x 1)r = 0

and hence
4r(r 1) + 12r + 3 = 0
3 1 1 3
r2 + 2r + = 0 (r + 1)2 = r = or r = .
4 4 2 2
The general solution is therefore
1 3
y(x) = c1 (x 1) 2 + c2 (x 1) 2 x>1.

6. Question:
Consider the following autonomous system that is expressed in polar coor-
dinates
dr/dt = sin2 r, d/dt = 1 .
Determine all periodic solutions, all limit cycles, and give their stability char-
acteristics (including the argumentation).

Answer:
The periodic solutions satisfy dr/dt = 0 so sin2 r = 0. This means that the
periodic solutions are given by

r = n, = t + t0,n , n = 1, 2, 3, ...

Note that r = 0 is not considered as a periodic solution.

Since dr/dt > 0 if r 6= n, n = 1, 2, 3, ... all trajectories spiral outwards, away
from the previous limit cycle and towards the next limit cycle. This means
that the periodic solutions are semi-stable limit cycles.