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Final 2015 Soln

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39 views

Final 2015 Soln

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asunachen0
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Be sure this exam has 14 pages including the cover and the formula sheet

The University of British Columbia


MATH 215/255, Sections 101–104
Final Exam – December 2015

Family Name Given Name

Student Number Course Number

Signature

Circle Section: 101 Zhao 102 Tsai 103 Kolokolnikov 104 Zhao

No notes nor calculators. Use the back page if needed.

Rules Governing Formal Examinations: Problem Points Score


1. Each candidate must be prepared to produce, upon request, a
UBCcard for identification; 1 12
2. Candidates are not permitted to ask questions of the invigila-
tors, except in cases of supposed errors or ambiguities in exami- 2 11
nation questions;
3. No candidate shall be permitted to enter the examination room 3 12
after the expiration of one-half hour from the scheduled starting
time, or to leave during the first half hour of the examination; 4 8
4. Candidates suspected of any of the following, or similar, dishon-
est practices shall be immediately dismissed from the examination 5 12
and shall be liable to disciplinary action;
(a) Having at the place of writing any books, papers or 6 8
memoranda, calculators, computers, sound or image play-
ers/recorders/transmitters (including telephones), or other mem-
7 8
ory aid devices, other than those authorized by the examiners;
(b) Speaking or communicating with other candidates;
(c) Purposely exposing written papers to the view of other can- 8 7
didates or imaging devices. The plea of accident or forgetfulness
shall not be received; 9 8
5. Candidates must not destroy or mutilate any examination ma-
terial; must hand in all examination papers, and must not take 10 6
any examination material from the examination room without
permission of the invigilator; and 11 8
6. Candidates must follow any additional examination rules or
directions communicated by the instructor or invigilator. Total: 100
December 2015 Math 215/255 Sections 101–104 Final Exam Page 2 of 14

(6 points) 1. (a) Find the solution of


dy
= 3x5 − 3x2 y, y(0) = 8.
dx
Z
Hint. ueu du = (u − 1)eu

Answer. This DE is linear. Integration factor


3x2 3
R
r(x) = e = ex .

(ry)0 = 3x5 r
Z x
x3 3
e y(x) = 8 + 3x5 ex dx
0

Let u = x3 , du = 3x2 dx,


Z x3
x3 3
e y(x) = 8 + ueu du = 8 + (x3 − 1)ex + 1.
0
3
y(x) = 9e−x + x3 − 1.
Remark. The DE y 0 = 3x2 − 3x2 y is easier, but is also separable.

Marking. 2pt for Integration factor. 2pt for integral formula, 2pt for final answer.

(6 points) (b) Find the solution of


dy
= (1 − 2t)(1 + y), y(2) = 0.
dt

Answer. This DE is separable. Rewrite


dy
= (1 − 2t)dt
1+y
Integrating, and using 1 + y > 0,

ln(1 + y) = t − t2 + c.

Using y(2) = 0, we get 0 = −2 + c, thus c = 2.


Thus
2
y = −1 + et−t +2

Marking. 1pt for rewriting, 2pt for integration, 2pt for constant c, 1pt for final answer.
No penalty for not checking sign of ln.
December 2015 Math 215/255 Sections 101–104 Final Exam Page 3 of 14

(7 points) 2. (a) Find constants a and p such that the ODE


axp
   
2 3 x 3 2 dy
x y + + x y + 2 + sin y =0
y y dx
is exact. For the values of constants that you found, determine the solution to this ODE.

Answer. We have
x axp
M = x2 y 3 + ; N = x3 y 2 + 2 + sin y
y y
x apxp−1
My = 3x2 y 2 − 2 , Nx = 3x2 y 2 +
y y2
Equating My = Nx we must have p − 1 = 1, ap = −1 so that p = 2, a = − 21 so that the
solution is φ(x, y) = C where
x 1 x2
φx = x2 y 3 + , φy = x3 y 2 − + sin y.
y 2 y2
Then
1 x2
Z
1
φ = φx dx = x3 y 3 + + F (y);
3 2 y
1 x2 0 1 x2
φy = x3 y 2 − + F (y) = x 3 2
y − + sin y
2 y2 2 y2
F 0 (y) = sin y
F (y) = − cos y

so that the solution is φ = C :


1 3 3 1 x2
x y + − cos y = C.
3 2 y

Marking. 3pts for finding a,p, 4pts for integrating.


(4 points) (b) Use Euler’s method with stepsize h = 0.5 to estimate x(3), where x(t) solves x0 = x2 − t
and x(2) = 2.

Answer.
x0 = 2,
x1 = 2 + 0.5 22 − 2 = 3,


x2 = 3 + 0.5 32 − 2.5 = 3 + 0.5 ∗ 6.5 = 3 + 3.25 = 6.25.




So
x (3) ≈ 6.25.

Marking. 1 pt each for right formula, x0, x1, x2. Full marks if correct answer
regardless of intermediate steps. Deduct one pt for any arithmetic mistakes
December 2015 Math 215/255 Sections 101–104 Final Exam Page 4 of 14

(6 points) 3. (a) Find the solution to the initial value problem

x00 − 4x0 + 13x = 0, x(0) = 1, x0 (0) = 1.

Answer. Characteristic equation is r2 − 4r + 13 = 0 which has roots r = 2 ± 3i so that


the general solution is
x = e2t (A cos (3t) + B sin(3t)) .
Initial conditions yield
A = 1, 2A + 3B = 1
so that B = −1/3, hence
 
2t 1
x=e cos (3t) − sin(3t) .
3

Marking. 3pts for general soln, 3pts for correct final answer. Deduct 1pt for each
arithmetic mistake.

(6 points) (b) Find a particular solution to the ODE

2x00 + x0 + x = sin(t)

Answer. Try x = A sin (t) + B cos (t), then A, B must satisfy

−2A − B + A = 1, −2B + A + B = 0

so that
A = B, B = −1/2
so that
1
x = − (sin t + cos t)
2

Marking. 2pt for anzatz form, 2pts for linear system for A,B, 2pt for correct A,B.
Deduct 1pt for each arithmetic mistake. Full marks for right answer regardless of
method used.
December 2015 Math 215/255 Sections 101–104 Final Exam Page 5 of 14

(8 points) 4. Let x(t) be the deviation from the equilibrium position of a spring. It has spring constant k,
mass m, and there is a friction force −cx0 that acts on it. Then x(t) is modelled by the ODE

mx00 + cx0 + kx = 0.

(a) Suppose the friction is negligible (c ≈ 0) and the spring constant is k = 1. It is known
that the spring is oscillating with frequency of 0.5 hertz (i.e. 0.5 full periods per second).
Determine the mass m of the spring.

Answer.
p Forp
c = 0, the solution is of the form x = A sin (ωt + Φ) where
ω = k/m = 1/m. Half hertz means that ω = 0.5 ∗ 2π. so that 1/m = π 2 , or
m = 1/π 2

Marking. 2 points for omega, 2 points for m.

10

(b) More careful measurements show that the 5


friction is non zero. In fact the maximum
value of x(t) decreases slowly with each pe- 0
riod. Every t = 20 seconds this maximum
value is decreased by half as illustrated on −5
the right. Estimate c. (Use the mass com-
puted in part (a).) −10
0 5 10 15 20 25 30 35 40

Answer. The characteristic equation is

mr2 + cr + k = 0,
−c i p
r= ± 4mk − c2
2m 2m
so that
c 1 p
x = Ae− 2m t sin (ωt + Φ) where ω = 4mk − c2 .
2m
Decay rate means that

c 1
e− 2m 20 =
2
2m ln 2
so that c = 20 ln 2 = 10π 2
. (c ≈ 0.0070)

Marking. 2 points for correct amplitude formula (i.e. e−ct/2/m ) and 2 pts for right
answer.
December 2015 Math 215/255 Sections 101–104 Final Exam Page 6 of 14

s
(6 points) 5. (a) Find the inverse Laplace transform of the function F (s) = .
(s + 2)[(s + 2)2 + 1]

Answer. Notice that


1 s+2−2
F (s) = · .
s + 2 (s + 2)2 + 1
By the first shifting property, we have
 
−1 −2t −1 s−2
L [F (s)](t) = e L (t).
s(s2 + 1)

By the partial fraction, we know that


s−2 A Bs + C
2
= + 2 .
s(s + 1) s s +1

So we get
s − 2 = A(s2 + 1) + s(Bs + C) = (A + B)s2 + Cs + A.

So we have
A + B = 0, C = 1, A = −2.

Then A = −2, B = 2 and C = 1. Hence


s−2 2 2s + 1 2 2s 1
2
=− + 2 =− + 2 + 2 .
s(s + 1) s s +1 s s +1 s +1

So
L−1 [F (s)](t) = e−2t [−2 + 2 cos(t) + sin(t)] .

Marking. 1pt for the first shifting property, 3pt for partial fraction, 2pt for the answer.
December 2015 Math 215/255 Sections 101–104 Final Exam Page 7 of 14

 t, if 0 ≤ t < 2,
(6 points) (b) Find the Laplace transform of the function f (t) = 2 if 2 ≤ t < 3,
1, if t ≥ 3.

Answer. It’s easy to see that

f (t) = t[u(t − 0) − u(t − 2)] + 2[u(t − 2) − u(t − 3)] + 1[u(t − 3) − u(t − ∞)]
= t − tu(t − 2) + 2u(t − 2) − 2u(t − 3) + u(t − 3)
= t − (t − 2)u(t − 2) − u(t − 3).

By the second shifting property, we have

L[f (t)](s) = L[t] − L[(t − 2)u(t − 2)] − L[u(t − 3)]


1 e−3s
= 2 − e−2s L[t](s) −
s s
1 e−2s e−3s
= 2− 2 − .
s s s

Marking. 3pt for f (t), 3 pt for answer


December 2015 Math 215/255 Sections 101–104 Final Exam Page 8 of 14

(8 points) 6. Use the Laplace transform to solve the following initial value problem:

y 00 + 6y 0 + 10y = δ(t − 2), y(0) = 1, y 0 (0) = 1.

Answer. Let Y (s) = L[y(t)](s), apply the Laplace transform on the both sides of
y 00 + 6y 0 + 10y = δ(t − 2), then L[y 00 ] + 6L[y 0 ] + 10L[y] = L[δ(t − 2)]. By the transform of
derivatives, since y(0) = 1 and y 0 (0) = 1, then

L[y 00 ] = s2 L[y] − sy(0) − y 0 (0) = s2 Y (s) − s − 1, and L[y 0 ] = sL[y] − y(0) = sY (s) − 1.

By looking up the table, we know that L[δ(t − 2)] = e−2s . So we get

s2 Y (s) − s − 1 + 6sY (s) − 6 + 10Y (s) = e−2s .

So we get
s + 7 + e−2s s+7 e−2s
Y (s) = = + .
s2 + 6s + 10 s2 + 6s + 10 s2 + 6s + 10

Notice that s2 + 6s + 10 = (s + 3)2 + 1, by the first and second shifting properties, we have

y(t) = L−1 [Y (s)](t)


e−2s
   
−1 s+3+4 −1
= L (t) + L (t)
(s + 3)2 + 1 (s + 3)2 + 1
   
−3t −1 s + 4 −1 1
= e L (t) + u(t − 2)L (t − 2)
s2 + 1 (s + 3)2 + 1
     
s 4
= e−3t L−1 2 (t) + L−1 2 (t) + u(t − 2)e−3(t−2) sin(t − 2)
s +1 s +1
= e−3t [cos(t) + 4 sin(t)] + u(t − 2)e−3(t−2) sin(t − 2).

Marking. 3pt for Y (s), 1 pt for completing square, 2pt for the first inverse, 2 pt for the
second inverse
December 2015 Math 215/255 Sections 101–104 Final Exam Page 9 of 14
 
1 −2
(8 points) 7. Find the general solution to the homogeneous linear system ~x0 = ~x.
1 3

 
1 −2
Answer. Let’s find eigenvalues of , then we solve
1 3
 
1 − λ −2
det = (1 − λ)(3 − λ) + 2 = λ2 − 4λ + 5 = 0.
1 3−λ

So we get
λ1 = 2 + i, λ2 = 2 − i.

For λ1 = 2 + i, let’s find the corresponding eigenvector, that is,


      
1 −2 x1 x1 x1
= λ1 = (2 + i) .
1 3 x2 x2 x2

So we get     
−1 − i −2 x1 0
= .
1 1−i x2 0
 
i−1
So we get x1 + (1 − i)x2 = 0, that is, x1 = (i − 1)x2 . So we take be one
1
 
i−1
corresponding eigenvector for λ1 = 2 + i. Hence e(2+i)t is a solution to the system
1
 
1 −2
~x0 = ~x. Notice that
1 3

(i − 1)e(2+i)t
   
i−1
e(2+i)t =
1 e(2+i)t
(i − 1)e2t [cos(t) + i sin(t)]
 
=
e2t [cos(t) + i sin(t)]
ie2t cos(t) − e2t sin(t) − e2t cos(t) − ie2t sin(t)
 
=
e2t cos(t) + ie2t sin(t)
−e2t sin(t) − e2t cos(t)
 2t
e cos(t) − e2t sin(t)
  
= +i .
e2t cos(t) e2t sin(t)
 
1 −2
So the general solution to the homogeneous linear system ~x0 = ~x is:
1 3

−e2t sin(t) − e2t cos(t) e2t cos(t) − e2t sin(t)


   
~xc (t) = C1 + C2 .
e2t cos(t) e2t sin(t)

Marking. 4pt for eigenvalues and eigenvectors, 3pt for finding real and imaginary pats, 1 pt
for the answer
December 2015 Math 215/255 Sections 101–104 Final Exam Page 10 of 14

x0 = 3x − 2y

(7 points) 8. Describe the behaviour of the homogeneous linear system , and sketch the
y 0 = 2x − 2y
phase portrait. Identify the eigenvectors on the phase portrait.
 
3 −2
Answer. Let A = , first let’s find eigenvalues of A, then we need to solve
2 −2
 
3−λ −2
det(A − λI2 ) = det = (3 − λ)(−2 − λ) + 4 = λ2 − λ − 2 = 0
2 −2 − λ

So A has eigenvalues:
λ1 = 2 > 0, λ2 = −1 < 0.

So the equilibrium point (0, 0) is a saddle point(unstable).


• For λ1 = 2, let’s find one corresponding eigenvector, that is, we need to solve
A~x = λ1 ~x = 2~x, then     
1 −2 x1 0
=
2 −4 x2 0
       
x1 2x2 2 2
So we have x1 − 2x2 = 0, that is, x1 = 2x2 and = = x2 . So
x2 x2 1 1
is one eigenvector for λ1 = 2.
• For λ2 = −1, let’s find one corresponding eigenvector, that is, we need to solve
A~x = λ1 ~x = 2~x, then     
4 −2 x1 0
=
2 −1 x2 0
       
x1 x1 1 1
So we have 4x1 − 2x2 = 0, that is, x2 = 2x1 and = = x1 . So
x2 2x2 2 2
is one eigenvector for λ2 = −1.
Therefore, the phase portrait of the system looks like:

Marking. 4pt for finding eigenvalues and eigenvectors, 1pt for saddle point, 2 pt for the
graph
December 2015 Math 215/255 Sections 101–104 Final Exam Page 11 of 14
   2t   2t 
2 1 e cos t e sin t
(8 points) 9. Let A = . It is known that x1 = and x2 = are two
−1 2 −e2t sin t e2t cos t
solutions to the system x0 = Ax. Use this information to solve the following initial value
problem:  
0  
0
x0 = Ax +  e2t  , x(0) = .
0
cos t
Z Z
sin t cos t
Hint: dt = − log(cos t), dt = log(sin t).
cos t sin t

Answer. The fundamental matrix is


 2t
e cos t e2t sin t

X(t) = .
−e2t sin t e2t cos t

Its inverse is given by


e−2t cos t −e−2t sin t
 
[X(t)]−1 = .
e−2t sin t e−2t cos t
The formula for solution is then
Z t  
−1 −1 0
x(t) = X(t) [X(0)] x(0) + X(t) [X(s)] e2s ds
0 cos s
Z t  
−1 0
= X(t) [X(s)] e2s ds. (1)
0 cos s

The integral simplifies to


Z t   Z t
sin s

−1 0 − cos s
[X(s)] e2t ds = ds
0 cos t 0 1
 
log cos t
=
t

so that (1) becomes

e2t cos t e2t sin t


  
log cos t
x(t) =
−e2t sin t e2t cos t t
 
2t (log cos t) cos t + t sin t
= e .
−(log cos t) sin t + t cos t

Marking. 2pt for X, 2pt for X −1 , 2pt for integral, 1pt for x = Xu, 1pt for answer.
December 2015 Math 215/255 Sections 101–104 Final Exam Page 12 of 14

10. Consider the following second order equation

x00 + x0 + f (x) = 0, f (x) = x3 − x2 − 2x = x(x + 1)(x − 2).

(2 points) (a) Convert the equation to a first order nonlinear system of two variables.

Answer. Let y = x0 . We have

x0 = y
y 0 = −f (x) − y

(2 points) (b) Find the critical points of the first order system from (a).

Answer. We have x0 = y 0 = 0., thus y = f (x) = 0, x = −1, 0, 2. The critical points are

(−1, 0), (0, 0), (2, 0).

Marking. 1pt for y = f (x) = 0, 1pt for final answer

(2 points) (c) Find the Jacobian matrix for the first order system from (a).

Answer.    
0 1 0 1
J= =
−f 0 (x) −1 −3x2 + 2x + 2 −1
December 2015 Math 215/255 Sections 101–104 Final Exam Page 13 of 14

(8 points) 11. The following first order system


3 1
x0 = x(1 − x − y), y 0 = y( − x − y)
4 2
has four critical points (0, 0), (1, 0), (0, 34 ), and ( 21 , 12 ). Classify (0, 0), (1, 0), and ( 12 , 12 ) and
decide their stability.
(Do not classify (0, 34 ). Do not find the eigenvectors.)

Answer. Jacobian matrix


 
1 − 2x − y −x
J=
− 12 y 3
4
1
− 2 x − 2y

.............................................................................................
 
1 0 3
J(0, 0) = , λ = 1,
0 34 4

Hence (0, 0) is a source, unstable.


.............................................................................................
 
−1 −1 1
J(1, 0) = 1 , upper triangular, λ = −1,
0 4 4

Hence (1, 0) is a saddle, unstable.


.............................................................................................
 1 p
− 2 − 12

1 1 2 1 −1 ± 1/2
J( , ) = , λ + λ + = 0, λ = <0
2 2 − 41 − 12 8 2

Hence ( 12 , 21 ) is a sink, stable.


.............................................................................................
Remark 1. This is a competition model.
Remark 2.
1
 
3 4 0 1 3
J(0, ) = , lower triangular, λ = ,−
4 − 38 − 34 4 4
Hence (0, 43 ) is a saddle, unstable.

Marking. 2pt for correct Jacobian, 2pt for each critical point
December 2015 Math 215/255 Sections 101–104 Final Exam Page 14 of 14

Table of Laplace transforms


f (t) = L−1 {F (s)} F (s) = L{f (t)}
1
1. 1 , s>0
s
1
2. e−at , s > −a
s+a
n!
3. tn , n positive integer n+1
, s>0
s a
4. sin(at) , s>0
s2 + a2
s
5. cos(at) , s>0
s2 + a2
a
6. sinh(at) , s > |a|
s − a2
2
s
7. cosh(at) , s > |a|
s2 − a2
e−as
8. u(t − a) , s>0
s
9. u(t − a)f (t − a) e−as F (s)
10. e−at f (t) F (s + a)
Z t
11. f (t − τ )g(τ )dτ F (s)G(s)
Z0 t
F (s)
12. f (τ )dτ
0 s
13. δ(t − a) e−as
14. f (n) (t) sn F (s) − sn−1 f (0) − ... − f (n−1) (0)

Variation of parameters
• Let y1 (x) and y2 (x) be two linearly independent solutions of y 00 + p(x)y 0 + q(x)y = 0, then a
particular solution to y 00 + p(x)y 0 + q(x)y = f (x) can be
yp (x) = u1 (x)y1 (x) + u2 (x)y2 (x),
where u1 (x) and u2 (x) satisfy
y1 (x)u01 (x) + y2 (x)u02 (x) = 0,
y10 (x)u01 (x) + y20 (x)u02 (x) = f (x).

• Let X(t) be any fundamental matrix of ~x0 = A(t)~x. A particular solution to ~x0 = A~x + f~ is
Z t
~xp (t) = X(t) [X(s)]−1 f~(s) ds.

The solution to the initial value problem ~x0 = A~x + f~ and ~x(0) = ~x0 is
Z t
~x(t) = X(t)[X(0)] ~x0 + X(t) [X(s)]−1 f~(s) ds.
−1
0

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