Professional Documents
Culture Documents
Professor Chavel
To the student: The following problems are lifted from my files. Some errors may have crept
into the text during the copy/paste. Some problems might be repeated. Also, note the approach
to second order equations with regular singular points changes in midstream. My advice: Copy
a batch of problems, do them and then, give yourself a grade.
Question 1. Solve for the general solution: x4 dy/dx + 5x3 y = x5 .
Answer: We have
x4 y 0 + 5x3 y
x5 y 0 + 5x4 y
(x5 y)0
x5 y
y
=
=
=
=
=
x5 ,
x6 ,
x6 ,
x7 /7 + c,
x2 /7 + cx5 .
Therefore h0 (y) = 2/y 4 which implies h(y) = (2/3)y 3 . Therefore the solution to the equation is
F (x, y) = C , that is,
x3 /3 (2/3)y 3 + xey = C.
(m 5)(m + 3) = 0
m = 5, 3.
A+ B
5A 3B,
3 5x 5 3x
e + e
.
8
8
Question 4. A tank originally contains 500 gallons of fresh water. Then water containing 3
lb/gal of salt is poured into the tank at the rate of 5 gal/min, and the mixture is allowed to
leave at the same rate. Find the amount of salt in the tank at the end of 10 minutes.
Answer: Let S(t) denote the amount of salt in the tank at time t. Certainly, S(0) = 0.
Next, the amount of salt going in at any time t is 3 lb/gal at 5 gal/min, that is, 15 lb/min.
The amount of salt leaving the tank at time t is 5 times the concentration of salt at time t, that is,
5 (S(t)/500) = S(t)/100. Therefore the differential equation is
dS
dt
dS
S
+
dt
100
t/100
dS
e
S
et/100
+
dt
100
d t/100
e
S
dt
et/100 S
S(t)
S
,
100
15
15,
15et/100 ,
15et/100 ,
= 1500et/100 + c,
= 1500 + cet/100 ,
0 = S(0) = 1500 + c,
S(t) = 1500(1 et/100 ),
S(10) = 1500(1 e1/10 ).
Question 5. Suppose that the temperature of a cup of coffeee standing in a room obeys
Newtons law of cooling. Suppose the room temperature is 70o F, at noon the coffee is 150o and
at 2PM the coffee is 90o F. What temperature was the coffee at 1PM?
Answer. If T (t) denotes the temperature of the coffee at time t, then the differential equation for T is:
dT
= k{T 70},
dt
T (0) = 150.
1
= e2k
4
k=
ln 4
= ln 2.
2
So
Question 6. a tough problem A body is discovered dead at 2AM in a room heated at 70o F,
with body temperature measured to be 86o F (normal live body temperature is 98.6o F). Later
at the morgue, in a room maintain at 40o F, the body is first measured to be at 60o F and 1 hour
later to be at 53F. Determine the time of death.
Answer: The differential equation for Newtonian cooling is given by
dT
= k(T To ),
dt
where T (t) is the temperature of the body at time t, and To is the ambient room temperature. Since the
k is unknown, therefore the measurements are taken in the morgue to calculate k.
First, the solution to the differential equation is
T (t) = To + Dekt .
To calculate k we look at the measurements in the morgue. There, To = 40F, T (0) = 60F, which
implies D = 60 40 = 20. Since T (1) = 53F, we have
53 = 40 + 20ek
k = ln (20/13).
So k is now determined.
Back to the scene of the death. There, T (0) = 98.6F, and To = 70F. Therefore, the constant D is
given by
D = T (0) To = 98.6 70 = 28.6.
We want to establish the time at which the temperature of the body was taken. Then
86 = T (t) = 70 + 28.6et ln(20/13)
Therefore the person died
t=
ln (28.6)/16)
.
ln (20/13)
ln (28.6)/16)
ln (20/13)
y 0 (0) = 1.
y(0) = 0,
m = 2 4i.
As an aside, suppose you wrote the general solution to the differential equation as:
y(x) = e(2+4i)x + e(24i)x ,
where and are complex. Then y(0) = 0 implies 0 = + , and y 0 (0) = 1 implies 1 = (2 +
4i) + (2 4i). Therefore, solving the two equations
0 =
1 =
+ ,
(2 + 4i) + (2 4i) = 2( + ) + 4i( )
and
= i/8;
Therefore
y(x) = (i/8)e2x {cos 4x + i sin 4x} (i/8)e2x {cos 4x i sin 4x} = (1/4)e2x sin 4x,
as above.
Question 8. Solve for the general solution: (ex + y 4 cos x) dx + (4y 3 sin x + 2y) dy = 0.
Answer:
(ex + y 4 cos x)dx + (4y 3 sin x + 2y)dy
ex dx + (y 4 cos x dx + 4y 3 sin x dy) + 2y dy
ex + y 4 sin x + y 2
=
=
=
0,
0,
c.
=
=
=
x4 y
ex ,
xex ,
xex ,
Z
xex dx.
1
{xex ex + c}.
x4
(r 8)(r + 6) = 0,
y 0 (0) = 2.
y(0) = 0,
(r + 3)2 + 1 = 0.
Question 12. A tank originally contains 1000 gallons of fresh water. Then water containing
2 lb/gal of salt is poured into the tank at the rate of 4 gal/min, and the mixture is allowed to
leave at the same rate. Find the amount of salt in the tank at the end of 8 minutes.
Answer: Let S(t) denote the amount of salt in the tank at time t. Then the instantaneous change of
S with respect to t is the derivative S 0 (t). The total amount of salt per minute entering the tank is
(4)(2) = 8 gal/min. The density of the salt in the tank at time t is S(t)/1000 lb/gal, and the tank is
losing 4 gal/min. Therefore the tank is losing (4)(S(t)/1000) lb/min of salt. This implies
S 0 (t)
S 0 (t) +
1
250 S(t)
4
1000 S(t),
= 8,
8et/250 ,
(et/250 S(t))0
8et/250 ,
et/250 S(t)
8(250)et/250 + c,
S(t)) =
2000 + cet/250 .
To calculate c, we use the initial condition S(0) = 0 we are assuming that at time t = 0 the water is
fresh. Then one concludes c = 2000. We therefore have
S(t) = 2000(1 et/250 )
= 0,
x dx + (y dx + x dy) + 2y dy
x2
+ xy + y 2
2
= 0,
= c.
y(0) = 0,
y 0 (0) = 2.
(r + 3)2 + 1 = 0.
=
=
aet + btet
aet + b(et + tet ) = (a + b)et + btet
yp00
(a + 2b)et + btet .
which implies
a=0
Therefore the general solution is:
and
b = 3/4.
3
y = tet + Ae3t + Bet .
4
where two linearly independent solutions to the corresponding homogeneous problem are given
by
y1 (x) = x1/2
y2 (x) = x3/2 .
Answer: There are two ways to solve the problem. The first is to look at the equation and notice that a
particular solution of the form yp = ax3 will satisfy the equation! One easily finds that a = 4/63. which
implies that the general solution to the equation is:
y=
4 3
x + Ax1/2 + Bx3/2 .
63
The second method is to use variation of parameters. Here, to use the method from memory, one has to
rewrite the equation as:
3
3
y 00 + y 0 + 2 y = x,
x
4x
that is, divide the equation by the coefficient x2 of y 00 . We set the general solution to be of the form:
y(x) = A(x)x1/2 + B(x)x3/2 ,
where A and B satisfy
A0 x1/2
A0 (1/2)x3/2
Then
which implies
A=
+
+
B 0 x3/2
B 0 (3/2)x5/2
A0 = x5/2
B 0 = x7/2 ,
2 7/2
x + a,
7
2
B = x9/2 + b.
9
= 0,
= x.
=
=
=
2 7/2
2 9/2
1/2
x +a x
+ x + b x3/2
7
9
2 2
x3 + ax1/2 + bx3/2
7 9
4 3
x + ax1/2 + bx3/2 .
63
t > 0,
where two linearly independent solutions to the corresponding homogeneous problem are given
by
y1 (t) = 1 + t,
y2 (t) = et .
Answer: We use the method of variation of parameters. So we look for solutions of the form
y(t) = A(t)(1 + t) + B(t)et ,
with the property that
A0 (1 + t) + B 0 et = o.
Then
B 0 et = A0 (1 + t)
A0 = 3tet ,
and
=
=
0,
3t2 et .
A0 A0 (1 + t) = 3t2 et ,
A = a 3te
+3
and
B
Z
3
3
= b + {t + t2 }e2t
{1 + 2t}e2t dt
2
2
Z
3
3
3
= b + {t + t2 }e2t + {1 + 2t}e2t
2e2t dt
2
4
4
Z
3
3
3
2 2t
2t
= b + {t + t }e
+ {1 + 2t}e
2e2t dt
2
4
4
3
3
3
= b + {t + t2 }e2t + {1 + 2t}e2t + e2t
2
4
4
3
3 2 2t
= b+
+ 3t + t e
2
2
3
= b + (1 + t)2 e2t .
2
=
=
=
3
{a 3(1 + t)et }(1 + t) + {b + (1 + t)2 e2t }et
2
a(1 + t) + bet 3(1 + t)2 et + (3/2)(1 + t)2 et
a(1 + t) + bet (3/2)(1 + t)2 et .
y (4) 5y 00 + 4y = 0.
1 = ei(+2k) ,
r = 1, =
2
+
k.
3
3
m = 1/2 + i 3/2,
m = 1,
m = 1/2 i 3/2.
In particular, m = 1 is a double root. Therefore the general solution of the equation is:
m8 = 256ei(0+2k) ,
m = 2eik/4 ,
where k varies over all the integers. Thus there are 8 distinct answers:
0+A+B+C
1 + 0A + B + 2C
2 + 0A + B + 4C.
Then
B + 2C = 0
AC =0
Therefore
A = 1,
B = 2,
2 + 2C = 0.
C = 1,
y(0) = 1.
/2
y = Dex
/2
=
=
X
n=0
an xn ,
nan xn1 .
n=1
X
n=1
nan xn1 +
an xn+1 .
n=0
To write both series with coefficients of the powers xn , we have to rewrite the equation as:
0=
X
n=0
(n + 1)an+1 xn +
X
n=1
an1 xn = a1 +
X
n=1
(n + 1)an+1 + an1 = 0
n = 1, 2, . . . .
Since a1 = 0, all odd coefficients are zero. For even coefficients, the recurrence relation reads as:
a2(k1)
(1)k a0
= k
,
2k
2 (k!)
a2k =
and a0 = y(0) = 1, by hypothesis. Therefore
y(x) =
X
X
2
(1)k x2k
(x2 /2)k
=
= ex /2 .
k
2 (k!)
k!
k=0
k=0
y(0) = 32.
an xn
y0 =
n=0
nan xn1 .
n=1
Then
0
=
=
X
n=1
nan xn1
2an xn+1
n=0
(n + 1)an+1 xn
n=0
a1 +
2an1 xn
n=1
n=1
which implies
a0 = 32
a1 = 0,
an+2 =
2an
n+2
for all n = 0, 1, 2, . . . .
Therefore,
a2k+1 = 0
for all k = 0, 1, 2, . . . .
X
x2k
k=0
k!
a2k
2a2k
=
,
2(k + 1)
k+1
32
a0
=
;
k!
k!
= 32
X
(x2 )k
k=0
k!
= 32ex .
y(0) = 2, y 0 (0) = 0.
Namely, derive the appropriate recursion relation for expressing the solution as a power series;
then solve the recursion to obtain, if possible, a formula for all the coefficients. If you cannot
solve the recursion relation, then calculate the coefficients a0 , a1 , a2 , a3 , a4 , a5 ; if you can solve
the recursion relation, identify, if possible, the solution.
Answer. We use power series expanded around xo = 0. So
y
y0
y 00
=
=
=
X
n=0
X
n=1
an xn
nan xn1
n(n 1)an xn2 ,
n=2
which implies
0
=
=
X
n=2
X
n=1
2nan xn +
n=1
2a2 + 2a0 +
2a2 + 2a0 +
X
n=1
2an xn
n=0
(n + 2)(n + 1)an+2 xn +
n=0
2nan xn +
2an xn
n=0
n=1
which implies
2an
for all n = 1, 2, 3, . . . .
n+2
The initial data are: a0 = 2 and a1 = 0, which implies, for odd coefficients, a2k+1 = 0 for all
k = 1, 2, 3, . . .. For the even coefficients we have
a2 = a0 ,
a2 = a0 ,
a4 =
and
an+2 =
2a2
a0
=+ ,
4
2
a6 =
more generally,
a2k =
So
2a4
a0
=
,
6
32
a8 =
2a6
a0
=+
,
8
432
(1)k
(2).
k!
X
X
2
(1)k x2k
(x2 )k
y(x) = 2
= 2
= 2ex .
k!
k!
k=0
k=0
which implies r2 4 = 0
xr {r(r 1) 5r + 9} = 0,
that is,
0 = r2 6r + 9 = (r 3)2 ,
y = x3 ln x.
extra: To obtain the second solution, use reduction of order: That is, set
y = vx3 ,
y 0 = v 0 x3 + 3vx2
y 00 = v 00 x3 + 6v 0 x2 + 6vx,
which implies
0 =
=
which implies
v 00
1
=
v0
x
ln v 0 = ln x + C
Therefore,
v0 =
D
x
v = D ln x + E.
y = x3 v = Dx3 ln x + Ex3 .
Question 27. A spring is stretched 1 ft by a force of 10 lbs. A weight of 64 lb is hung from the
spring and is also attached to a viscuous damper that exerts a force of 8 lb when the velocity
of the mass is 2 ft/sec. If the mass is pulled down 2 ft below its equilibrium position and given
an initial downward velocity of 3 ft/sec, determine its position at any time t.
Answer: The differential equation governing the problem is:
mu00 + u0 + ku = 0,
where m is the mass , is the damping constant, and k is the spring constant. The units we use are:
pounds for force, pounds/32 for mass, feet for length, and seconds for time.
The mass m = 64/32 = 2 lb.
The viscosity constant is given by: Force=velocity, that is,
8 lb = 2 ft/sec,
which implies = 4.
The spring constant k is given by
10 lb = k(1) ft,
which implies k = 10.
u0 (0) = 3 .
Therefore
2
3
=
=
A,
which implies
A = 2,
In sum,
B=
5
.
2
5
u(t) = 2et cos 2t + et sin 2t.
2
0+A+B+C
1 + 0A + B + 2C
0 =
2 + 0A + B + 4C.
Then
B + 2C = 0
AC =0
Therefore
A = 1,
B = 2,
2 + 2C = 0.
C = 1,
Question 29. A mass that weighs 6 lb stretches a spring 3 in. The system is acted on by an
external force of 8 sin 4t lb. If the mass is pulled down by 1in, and then released, determine the
position of the mass at any time.
2
Answer: We work, in pounds-inches. Therefore, if g denotes the force of gravity, then g = (32)(12) in/sec .
So, to calculate the mass we have
6 = mg = m(32)(12)
m=
6
1
=
.
(32)(12)
64
k = 2.
1 00
u + 2u = 8 sin 4t,
64
or
a=
83
29
32
= 4 2 =
.
144
2 3
9
32
sin 4t + A cos 128t + B sin 128t.
9
Now use the initial data: u(0) = 1 and u0 (0) = 0. Then A = 1 and
0=
which implies
u=
32 4
+ 8 2B
9
16
B= ,
9 2
16
32
sin 4t + cos 128t sin 128t.
9
9 2
Question 30. A mass that weighs 8 lb stretches a spring 6 in. The system is acted on by an
external force of 8 sin 6t lb. If the mass is pulled down by 3in, and then released, determine the
position of the mass at any time.
2
Answer: We work, in pounds-feet. Therefore, if g denotes the force of gravity, then g = (32) ft/sec .
So, to calculate the mass we have
8 = mg = 32m
m=
1
8
= .
32
4
k = 16.
1 00
u + 16u = 8 sin 6t,
4
or
a=
32
8
= .
28
7
8
sin 6t + A cos 8t + B sin 8t.
7
Now use the initial data: u(0) = 1/4 and u0 (0) = 0. Then A = 1/4 and B = 76 , which implies
u=
8
1
6
sin 6t + cos 8t sin 8t.
7
4
7
Question 31. Give the first five coefficients (that is, through the fourth-order term) of the
power series solution of:
y 00 + xy 0 + y = 0,
y(0) = 0, y 0 (0) = 1.
Answer. We have
y=
an xn ,
y0 =
n=0
nan xn1 ,
y 00 =
n=1
n=2
which implies
y 00 + xy 0 + y
X
X
X
=
n(n 1)an xn2 +
nan xn +
an xn
0 =
n=2
n=1
(n + 2)(n + 1)an+2 xn +
n=0
n=0
nan xn +
n=1
= 2 1 a2 + a0 +
an xn
n=0
n=1
which implies
2a2 + a0 = 0,
therefore
a2 =
a0
,
2
an+2 =
an
.
n+2
Note that y(0) = 0 implies a0 = 0, which implies a2k = 0 for all k = 0, 1, . . .. Also,
a1 = 1,
1
a3 = ,
3
So
y =x
Question 32.
x5 =
1
.
15
x5
x3
+
+ ... .
3
15
y(1) = 3, y 0 (1) = 0.
Answer: This is Eulers equation, so we check for solutions of the form y = xr . Then we have the
indicial equation:
0 = r(r 1) 3r + 8 = r2 4r + 8 = (r 2)2 + 4.
Therefore
r = 2 2i,
which implies
3 = y(1) = A,
which implies
Question 33.
x2 y 00 x
2
y = 0.
9
(b) Then consider the expansion corresponding to the higher root, and calculate the recurrence
relation for the coefficients. (c) Finally, find the first four coefficients of the expansion.
Answer: The associated Euler equation is
2
x2 y 00 + y = 0,
9
with indicial equation
2
2
0 = r(r 1) + = r2 r + =
9
9
1
2
r
r
,
3
3
X
n=0
an xn+2/3 ,
y0 =
X
n=0
(n + 2/3)an xn1+2/3 ,
y 00 =
X
n=0
which implies
0 =
n=0
n=0
n=0
an xn+1+2/3 +
n=0
n+2/3
2X
an xn+2/3
9 n=0
an xn+1+2/3
n=0
an1 xn+2/3
n=1
n=1
which implies
an =
an1
n(n + 1/3)
a1 =
a0
,
4/3
a2 =
a0
,
2(7/3)(4/3)
a0
,
3 2(10/3)(7/3)(4/3)
a4 =
a0
.
4 3 2(13/3)(10/3)(7/3)(4/3)
n = 1, 2, 3, . . . .
Therefore
a3 =
Question 34. Use Laplace transforms to solve the initial value problem:
y 0 y = t 2 et
y(0) = 0.
Answer: We have
Ly 0 = sz,
Ly = z,
which implies
sz z =
2
(s 1)3
L{t2 et }(s) =
z=
Therefore
y = L1 z =
2
,
(s 1)3
2
2
3!
=
.
(s 1)4
3! (s 1)4
1 3 t
t e.
3
Question 35. Expand the function f (x) = x2 , 0 < x < 1, in a sine series.
Answer. Here we have
f (x) =
bn sin nx,
n=1
bn
2
0
x2 sin nx dx
(n = 1, 2, 3, . . .)
)
1
Z 1
x2 cos nx
2
x cos nx dx
2
+ n
n
0
0
(
)
1
Z 1
(1)n+1 2
4
x sin nx
1
+
sin nx dx
n
n
n
n
0
0
(
(1)n+1 2
4
2 2
n
n
sin nx dx
0
(1)n+1 2
4
+ 3 3 cos nx
n
n
0
(1)n+1 2
4
+ 3 3 {(1)n 1} .
n
n
(If you took the answer to here you get full credit.) To take it a step further one has
b2k1 =
So
x2
2
8
,
n 3 n3
b2k =
1
,
k
k = 1, 2, . . . .
X
2
8
sin 2kx
3 3 sin (2k 1)x
.
n n
k
k=1
Answer: We have
4s + 2
(t)
s2 6s + 10
4s + 2
4(s 3) + 14
4s + 2
= 2
=
.
s2 6s + 10
s + 6s + 9 + 1
(s 3)2 + 1
Therefore
4s + 2
s2 6s + 10
(t) = L
4(s 3) + 14
(s 3)2 + 1
Question 37. Use Laplace transforms to solve the initial value problem:
y 0 y = t 2 et
y(0) = 0.
Answer: We have
Ly = z,
which implies
sz z =
Ly 0 = sz,
2
(s 1)3
L{t2 et }(s) =
z=
Therefore
y = L1 z =
2
,
(s 1)3
2
2
3!
=
.
(s 1)4
3! (s 1)4
1 3 t
t e.
3
Question 39. Find the coefficients a0 through a4 of the power series expansion of the solution
to:
(1 + x2 )y 00 3y 0 + 4(cos x)y = 0,
y(0) = 1 y 0 (0) = 0.
Answer: Set
y=
an xn = a0 + a1 x + a2 x2 + a3 x3 + a4 x4 +
n=0
= 1 + a2 x2 + a3 x3 + a4 x4 + ,
= 2a2 x + 3a3 x2 + 4a4 x3 + ,
= 2a2 + 6a3 x + 12a4 x2 + .
Then
(1 + x2 )(2a2 + 6a3 x + 12a4 x2 + )
3(2a2 x + 3a3 x2 + 4a4 x3 + )
+4(1 x2 /2 + )(1 + a2 x2 + a3 x3 + a4 x4 + )
= 2a2 + 4 + x(6a3 6a2 ) + x2 (12a4 + 2a2 9a3 + 4) + ,
0 =
which implies
2a2 + 4 = 0
6a3 6a2 = 0
12a4 + 2a2 9a3 + 4 = 0
So
a2 = 2,
a3 = 2,
a4 = 3/2.
Question 40. (a) Find the roots to the indicial equation (that is, the polynomial equation
belonging to the associated Euler equation) associated with:
2x2 y 00 3xy 0 + (x + 3)y = 0.
(b) Then consider the expansion corresponding to the higher root, and calculate the recurrence
relation for the coefficients. (c) Finally, find the first five coefficients (that is, a0 through a4 )
of the expansion. Give a general expression for the coefficient an .
Answer: The associated Euler equation is
2x2 y 00 3xy 0 + 3y = 0,
with indicial equation
2r(r 1) 3r + 3 = 0.
The two roots are: r = 1 and r = 3/2. So we give the solution associated with r = 3/2.
So we write
y = x3/2
an xn =
n=0
an xn+3/2 ,
n=0
which implies
0 =
n=0
(n + 3/2)an xn+3/2
n=0
an xn+3/2+1 +
n=0
3an xn+3/2
n=0
n=0
+
=
=
an1 xn+3/2
n=1
9
3
3n + 3)an + an1 xn+3/2
2
2
(2n2 + 8n +
n=1
n=1
So
an =
an1
2n2 + 5n
for all n = 1, 2, . . . ,
which implies
1
a1 = a0 ,
7
Question 41.
a2 =
1 1
a0 ,
18 7
a3 =
1 1 1
a0 ,
33 18 7
a4 =
1 1 1 1
a0 .
52 33 18 7
Determine the corresponding Euler equation, then the indicial equation and its roots. For the higher
root, determine the recurrence relation. If you can solve it for all the coefficients, do so and give the
series. If not, solve for a0 , . . . , a3 and give the partial sum.
Answer. The associated Euler equation is
x2 y 00 + xy 0 y = 0,
whose associated indicial equation is
r(r 1) + r 1,
which has solution r = 1 and r = 1. For r = 1 we have
y
X
n=0
y0
y 00
=
=
X
n=0
X
n=1
an xn =
an xn+1
n=0
(n + 1)an xn
n(n + 1)an xn1 ,
which implies
0
n=1
an xn+1
an xn+3
n=0
n(n 1)an1 xn +
n=2
(n + 1)an xn+1
n=0
n=0
nan1 xn
n=1
an1 xn +
n=1
an3 xn
n=3
X
{n(n 1)an1 + nan1 an1 + an3 } xn
n=3
3a1 x2 +
n=3
an
an3
for all n 3,
(n + 1)(n 1)
an2
=
for all n 2.
(n + 2)n
x3
+ .
y = a0 x
8
Question 42.
(b) Then consider the expansion corresponding to the higher root, and calculate the recurrence relation
for the coefficients. (c) Finally, find the first four coefficients of the expansion.
Answer. (a) The associated indicial equation is:
0 = r(r 1) 2r + 2 = r2 3r + 2 = (r 2)(r 1).
(remember: One can think of the given as a perturbation of an Euler equation. Which Euler equation?
x2 y 00 2xy 0 + 2y = 0. Near the origin, x = 0, the dominant term of x + 2 is 2.) So the roots are r = 1
and r = 2. (b) Set, for r = 2,
y=
an xn+2
n=0
y0 =
(n + 2)an xn+1
y 00 =
n=0
(n + 2)(n + 1)an xn ,
n=0
which implies
0
=
=
x2 y 00 2xy 0 + (x + 2)y
X
X
X
X
(n + 2)(n + 1)an xn+2 2
(n + 2)an xn+2 +
an xn+3 + 2
an xn+2
n=0
n=0
n=0
n=0
n=0
n=1
an xn+3
n=0
n=1
an1
.
n(n + 1)
a1 =
a0
,
2
a2 = +
so
a0
,
(2 3)2
a3 =
an = (1)n
a0
,
4 32 22
a4 = +
a0
;
5 42 32 22
a0
.
(n + 1)(n!)2
Question 43. Use Laplace transforms to solve the initial value problem:
y 00 + 4y + 5y = 2et ,
y(0) = 1, y 0 (0) = 0.
Ly 0 = 1 + sY
Ly 00 = 0 + sLy 0 = s + s2 Y.
1
= s + s2 Y + 4(1 + sY ) + 5Y = s 4 + {s2 + 4s + 5}Y,
s1
which implies
Y =
s + 4 + 2/(s 1)
(s + 4)(s 1) + 2
s2 + 3s 2
=
=
.
s2 + 4s + 5
(s 1){(s + 2)2 + 1}
(s 1){(s + 2)2 + 1}
s2 + 3s 2
A
B(s + 2) + C
=
+
.
2
(s 1)(s + 2) + 1
s1
(s + 2)2 + 1
(1)
A=
1
.
5
1
3C
5
C=
7
.
5
7
2
2 = 5A {2B + C} = 1 2B +
= 2B
5
5
B=
4
.
5
Therefore,
Y (s) =
which implies
y(t) =
1/5
(4/5)(s + 2) + 7/5
+
,
s1
(s + 2)2 + 1
1 t 4 2t
7
e + e
cos t + e2t sin t.
5
5
5
Question 44. (a) Expand the function f (x) = x, 0 x , in a sine Fourier series. (b)
Solve the initial-boundary value problem for the heat equation on 0 x :
uxx = ut ,
u(0, t) = u(, t) = 0,
u(x, 0) = x.
Answer. For (a) We have
x
bn sin nx,
0 x ,
n=1
bn
Z
2
x sin nx dx
0
Z
2 x cos nx
1
cos
nx
dx
+
n
n 0
0
=
=
2(1)n1
;
n
=
so
x=2
For (b), we therefore have
X
(1)n1
sin nx,
n
n=1
0 x .
X
(1)n1 n2 t
u(x, t) = 2
e
sin nx.
n
n=1
Question 45. Find the partial sum consisting of the first 4 terms of the power series expansion (that
is, a0 through a3 x3 ) of the solution to:
(1 + x2 )y 00 3y 0 + 4xy = 0,
Answer. We set
y(0) = 1 y 0 (0) = 0.
y = a0 + a1 x + a2 x2 + a3 x3 + .
=
=
y 00
1 + a2 x2 + a3 x3 + ,
2a2 x + 3a3 x2 + ,
2a2 + 6a3 x + .
which implies
0 =
Question 46. (a) Find the roots to the indicial equation (that is, the polynomial equation
belonging to the associated Euler equation) associated with:
1
x y + 2xy + x +
y = 0.
4
2 00
(b) Then consider the expansion corresponding to the higher root, and calculate the recurrence
relation for the coefficients. (c) Finally, Find the partial sum consisting of the first 4 terms
(that is, a0 + + a3 x3 ) of the expansion.
Answer: The associated Euler equation is
1
x2 y 00 + 2xy 0 + y = 0,
4
with indicial equation
r(r 1) + 2r +
1
= 0,
4
n=0
n=0
an xn1/2 ,
(n 1/2)an xn3/2 ,
(n 1/2)(n 3/2)an xn5/2 ,
n=0
which implies
0 =
n=0
n=0
(1/4)an xn1/2 +
n=0
an1 xn1/2
n=1
= (3/4 1 + 1/4)a0 +
n=1
n=1
which implies
an = an1 /n2
for all n = 1, 2, . . . .
Therefore
a1 = a0 ,
a2 = a1 /4 = a0 /4,
a3 = a2 /9 = a0 /36,
which implies
y = a0 {1 x +
x2
x3
+ }.
4
36
Question 47. Give the Fourier series for the 2periodic function f (x) given by
(
f (x) =
bn sin nx,
n=1
bn
=
=
=
=
Z
2
( x) sin nx dx
0
Z
2
cos nx 1
( x)
cos nx dx
n
n 0
0
2
sin nx
n
n 2 0
2
.
n
So
f (x)
X
2
sin nx.
n
n=1
Question 48. Extend the function f (x) = x2 , 0 < x < 1, in a cosine series.
Answer. Here we have
f (x) =
a0
an
=
=
=
=
a0 X
+
an cos nx,
2
n=1
Z
2
2
x2 dx =
3
Z0
2
x2 cos nx dx
(n = 1, 2, 3, . . .)
0
2
Z 1
x sin nx
2
x
sin
nx
dx
2
n
n 0
0
Z 1
1
4
x cos nx
1
cos nx dx
n
n
n 0
0
(1)n 4
4
cos
n
=
.
2 n2
2 n2
So
x2
1
4 X (1)n
+ 2
cos nx.
3 n=1 n2
u(1, t) = 0,
bn e
n2 t
sin nx,
n=1
where (bn ) are the coefficients of the Fourier expansion of the initial data in a sine series on the interval
(0, ). But in our problem we are given, explicitly, that
b1 = 3,
Therefore
b4 = 4,
bn = 0 for all n 6= 1, 4.
y(0) = 1, y 0 (0) = 0.
= ax2 + bx + c + dx2 e2 x,
= 2ax + b + d{2x2 e2 x + 2xe2x },
yp 00
which implies
x2 + 12e2x
Therefore we have
4a = 1,
4b 8a = 0,
4c 4b + 2a = 0,
2d = 12,
which implies
a = 1/4,
b = 1/2,
c = 3/8,
d = 6.
=
=
B + 3/8,
A + 2B + 1/2,
which implies
B = 5/8,
The solution is:
A = 7/4.
y
1
1
y cos (xy) +
dx + x cos (xy) + ln x + y
2x
2
e
dy = 0.
y
1
dx + ln x dy + ey dy = 0.
2x
2
y
ln x ey = C.
2
ex
.
x
A, B =constants.
A0 (x + 1)ex + B 0 ex = ex /x.
= 0,
= 1/x.
B 0 = 1,
which implies
A = ln x + C
B = x + D.
xex ,
ex .
x
x
which implies
ln = x 2 ln x = x + ln x2 ,
(x) = x2 ex .
The differential equation then becomes
d 2 x
x e y =
dx
x2 ex y
x2 ,
1
+ C,
x
xex + Cx2 ex .
1 0
1
y +
= 0;
2x
2x
1 0
y = 0,
2x
y0
y 00
X
n=0
X
n=0
an xn+3/2 ,
(n + 3/2)an xn+1/2 ,
(n + 3/2)(n + 1/2)an xn1/2 .
n=0
Then
2xy 00 y 0 + y
X
=
2(n + 3/2)(n + 1/2)an xn+1/2
0 =
n=0
n=0
(n + 3/2)an xn+1/2
an xn+3/2
n=0
n=0
an xn+3/2
n=0
n=0
an xn+3/2
n=0
(n + 3/2)(2n)an xn+1/2
n=0
an1 xn+1/2
n=1
= 0a0 +
n=1
for all n = 1, 2, . . . ,
that is
an =
an1
n(2n + 3)
a0
,
15
a2 = +
for all n = 1, 2, . . . .
We therefore obtain
a1 =
which implies
y = a0 x
3/2
a0
2175
a3 =
a0
,
321975
x7/2
x9/2
x5/2
+
+ .
15
2175 321975
Question 6. [4 points] Use separation of variables to replace the partial differential equation:
xtuxx + uxt + tux = 0,
where u is a function of x and t, by two ordinary differential equations.
Answer: Set u(x, t) = X(x)T (t). Then the equation becomes
xtX 00 T + X 0 T 0 + tX 0 T = 0,
where the primes denote differentiation with repsect to the single variable. Rewrite the equation as
xtX 00 T
xX 00
X0
=
=
X 0 {T 0 + tT },
T 0 + tT
= ,
tT
which implies
xX 00 X
T 0 + (1 + )tT
= 0,
= 0.
y(0) = 1, y 0 (0) = 3.
1 + sY (s),
(Ly 00 )(s) =
(s2 + 4)Y
2
,
s
2
+ s + 3,
s
2
s+3
+ 2
.
2
s(s + 4) s + 4
Set
2
s+3
+ 2
+ 4) s + 4
s(s2
A Bs + C
+ 2
s
s +4
A(s2 + 4) + s(Bs + C)
;
s(s2 + 4)
=
=
1
,
2
1
,
2
B=
C = 3,
which implies
Y (s)
y(t)
1 1 s/2 + 3
+ 2
,
2s
s +4
1 1
3
+ cos 2t + sin 2t.
2 2
2
f (x) =
x+2
2x
2 x 0,
,
0 < x 2.
a0 X
nx
f (x) =
+
an cos
,
2
2
n=1
where
a0
an
=
=
=
=
=
=
1
2
1
2
Z
f (x) dx =
2
Z 2
(2 x) dx = 2,
0
f (x) cos
2
nx
dx
2
nx
dx
2
0
2
Z 2
2
nx
nx
2
(2 x) sin
sin
dx
+
n
2 0 n 0
2
Z 2
2
nx
sin
dx
n 0
2
2
4
nx
2 2 cos
n
2
(2 x) cos
=
=
=
4
2 2 {cos n 1}
n
4
{1 (1)n }
2
2
n
8
n = odd
n2 2
.
0
n = even
Therefore
f (x) = 1 +
Question 9. [12 points] Find the terms of the power series through x4 of
y 00 y 0 + xy = 0,
y(0) = 1, y 0 (0) = 2.
6a3 2a2 + 1 = 0,
12a4 3a3 + 2 = 0,
which implies
a2 = 1,
a3 = 1/6,
The series is
y(x) = 1 + 2x + x2 +
a4 = 1/8.
x3
3x4
+ .
6
2
Question 10. [12 points] A mass weighing two pounds stretches a spring 6 inches. The mass
is pulled down 3 inches and given an upward velocity of 1 ft/sec. Find u(t), the displacement
of the mass in feet from its eqiuilibrium position at time t seconds after release. assume that
the acceleration due to gravity is 32 ft/sec2 and that air resitance is negligible.
Answer: Do not forget to change inches to feet!!
The force on the spring satisfies Hookes law: F = kL; in our case that is
2 = k(1/2)
k = 4.
m = 1/16.
which implies
u00 + 64u = 0,
Therefore,
1
1
cos 8t sin 8t.
4
8
Question 11. [12 points] A 200 gallon tank is half full of pure water. A salt solution with a
concentration of 5 lb/gal is flowing into the tank at the rate of 4 gal/min while the rest of the
well-mixed solution is flowing out at the rate of 2 gal/min.
(a) Find S(t), the amount of salt in lbs in the tank at time t minutes.
(b) Find the concentration of salt in the tank when the tank overflows.
Answer: Let V (t) denote the amount of water in the tank at time t. Then V (0) = 100 and V 0 (t) =
4 2 = 2. So
V (t) = 100 + 2t,
and the tank overflows at time t = 50.
The initial condition for the salt S(t) is given by S(0) = 0. The rate of change of the salt is given by
dS
dt
=
=
=
lb
gal
S(t) lb
gal
4
2
gal min V (t) gal min
2S(t)
20
2t + 100
S(t)
20
,
t + 50
5
that is,
dS
dt
dS
S
+
dt
t + 50
dS
+S
(t + 50)
dt
d
((t + 50)S)
dt
S(t)
= 20
S
,
t + 50
= 20,
= 20(t + 50),
=
20(t + 50),
10(t + 50) +
C
.
t + 50
25, 000
.
t + 50