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yx
= 0; y(1) = 1.
y+x
1
.
(x + 1)(x2 + 1)
Q.9. For each of the following dierential equations, nd the general solution
(by substituting y = vx)
y 2 xy
(i) y = 2
.
x + xy
(ii) x2 y = y 2 + xy + x2 .
yx+1
.
yx+5
2
2
Q.11. Solve the dierential
equation 1 y dx + 1 x dy = 0 with the con 3
. Sketch the graphs of the solutions and show that
ditions y(0) =
2
they are each arcs of the same ellipse. Also show that after these arcs are
removed, the remaining part of the ellipse does not satisfy the dierential
equation.
Q.12. The dierential equation y = xy + f (y ) is called a Clairaut equation
(or Clairauts equation). Show that the general solution of this equation
is the family of straight lines y = cx + f (c). In addition to these show
that it has a special solution given by f (p) = x where p = y . This
special solution which does not (in general) represent one of the straight
lines y = cx + f (c), is called a singular solution. Hint: Dierentiate the
dierential equation.
Q.13. Determine the general solutions as well as the singular solutions of the
following Clairaut equations. In each of the two examples, sketch the
graphs of these solutions.
(i) y = xy + 1/y
.
(ii) y = xy y / 1 + y 2
Q.14. For the parabola y = x2 nd the equation of its tangent at (c, c2 ) and
nd the ordinary dierential equation for this one parameter family of
tangents. Identify this as a Clairaut equation. More generally take your
favourite curve and determine the ODE for the one parameter family of
its tangents and verify that it is a Clairuts equation. N.B: Exercise 13
shows that the converse is true.
Q.15. In the preceeding exercises, show that in each case, the envelope of the
family of straight lines is also a solution of the Clairaut equation.
3
3/2
Q.16. Show that the dierential
has three distinct
equation y y = 2x
solutions of the form A/ x but that only one of these is real valued.
Q.1. State the conditions under which the following equations are exact.
(i) [f (x) + g(y)]dx + [h(x) + k(y)]dy = 0.
(ii) (x3 + xy 2 )dx + (ax2 y + bxy 2 )dy = 0.
(iii) (ax2 + 2bxy + cy 2 )dx + (bx2 + 2cxy + gy 2 )dy = 0.
Q.2. Solve the following exact equations (by inspection)
(i) 3x(xy 2)dx + (x3 + 2y)dy = 0.
(ii) (cos x cos y cot x)dx sin x sin ydy = 0.
(iii) ex y(x + y)dx + ex (x + 2y 1)dy = 0.
Q.3. Determine (by inspection) suitable Integrating Factors (IFs) so that the
following equations are exact.
(i) ydx + xdy = 0.
(ii) d(ex sin y) = 0.
y2
(iii) dx + 2 dy = 0.
x
(iv) yex/y dx + (y xex/y )dy = 0.
(v) (2x + ey )dx + xey dy = 0.
(vi) (x2 + y 2 )dx + xydy = 0.
Q.4. Verify that the equation
M dx + N dy = 0 (1)
can be expressed in the form
1
x
1
(M x + N y)d(ln xy) + (M x N y)d ln = 0.
2
2
y
Hence, show that
1
is an IF of (1)
Mx Ny
1
(ii) if M x N y = 0, then
is an IF of (1).
Mx + Ny
Also show that
(iii) if M and N are homogeneous of the same degree then
(i) if M x + N y = 0, then
an IF of (1).
Q.5. If (x, y) is an IF of M dx + N dy = 0 then prove that
My N x = N
ln || M
ln ||.
x
y
1
is
Mx + Ny
My N x
= f (x) then there exists an I.F.
Use the relation to prove that if
N
My N x
(x) given by exp( f (x)dx) and if
= g(y), then there exists an
M
x2 + y 2 )dx xy
(iv) (x + y)2 y = 1.
x2 + y 2 dy = 0.
(v) y x1 y = x1 y 2 .
(vi) x2 y + 2xy = sinh 3x.
(vii) y + y tan x = cos2 x.
(viii) (3y 7x + 7)dx + (7y 3x + 3)dy = 0.
Q.7. Solve the following homogeneous equations.
(i) (x3 + y 3 )dx 3xy 2 dy = 0.
(ii) (x2 + 6y 2 )dx + 4xydy = 0.
(iii) xy = y(ln y ln x).
(iv) xy = y + x cos2
y
.
x
(vi) y my = c1 emx .
Q.9. A dierential equation of the form y +f (x)y = g(x)y is called a Bernoulli
equation. Note that if = 0 or 1 it is linear and for other values it is
nonlinear. Show that the transformation y 1 = u converts it into a linear
equation. Use this to solve the following equations.
Theory:The resulting linear equation is
u + (1 )f (x)u = (1 )g(x).
u(x)e
(1)f (x)dx
(i) ey y ey = 2x x2 .
(ii) 2(y + 1)y
= (1 )e
(1)f (x)dx
g(x).
2
(y + 1)2 = x4 .
x
(iii) xy = 1 y xy.
(iv)(xy + x3 y 3 )
(v)
dy
= 1.
dx
dy
= xy + x3 y 3 .
dx
(vi) xy + y = 2x6 y 4 .
(vii) 6y 2 dx x(2x3 + y)dy = 0 (Bernoulli in x).
Q.10.
(ii) yex = c
(iii) ex cos y = c
(iv) x2 + y 2 = c2
(v) y 2 = 4(x + h)
(vi) y 2 = 4x2 (1 cx)
(vii) y 2 = x3 /(a x).
(viii) y = c(sec x + tan x).
(ix) xy = c(x + y)
(x)x2 + (y c)2 = c2 , a family of circles touching x-axis at the origin.
(xi) x3 3xy 2 = c
y2
x2
+ 2
= 1, (0 < b < a)
+ b +
and nd the ODE for the orthogonal trajectories.
Q.13. A dierential equation of the form y = P (x) + Q(x)y + R(x)y 2 is called
Riccatis equation. In general, the equation cannot be solved by elementary methods. But if a particular solution y = y1 (x) is known, then the
general solution is given by y(x) = y1 (x) + u(x) where u satises the
Bernoulli equation
Q.12. Find the ODE for the family of curves
a2
du
(Q + 2Ry1 )u = Ru2 .
dx
Bernoullis theory gives
yn+1 (x) = y0 +
f t, yn (t) dt.
(i) y = 2 y;
(ii) y xy = 1;
x0
y(1) = 0.
y(0) = 1.
(iii) y = x y 2 ;
y(0) = 1.
Q.15. Show that the function f (x, y) = | sin y| + x satises the Lipschitzs condition
|f (x, y2 ) f (x, y1 )| M |y2 y1 |
with M = 1, on the whole xy plane, but fy does not exist at y = 0.
Q.16. Examine whether the following functions satisfy the Lipschitz condition on
f
the xy plane. Does
exist ? Compute the Lipschitz constant wherever
y
possible.
(i) f = |x| + |y|.
Q.4. Are the following statements true or false. If the statement is true, prove
it, if it is false, give a counter example showing it is false. Here Ly denotes
y + P (x)y + Q(x)y.
Q.5.
Q.6.
Q.7.
Q.8.
10
i=1
Q.9.
Q.10.
Q.11.
Q.12.
(i) y + y = x3 sin x.
(ii) x2 y + 2xy 6y = 0.
11
12
Q.1. Using the Method of Variation of Parameters, determine a particular solution for each of the following.
(i) y 5y + 6y = 2ex .
(ii) y + y = tan x, 0 < x <
.
2
.
2
x
.
(x 1)2
13
(v)
2
x (1 x )y x y
.
3 x2
4
y = 0, y1 =
1 x2
x
Dj (x)
dx,
cj (x) =
W (x)
where Dj (x) is the determinant of the matrix obtained from the matrix
dening the Wronskian W (x) by replacing its j th column by [0, 0, . . . , r(x)]T
(If [W (x)] denotes the Wronskian matrix then Dj (x) = r(x)[W (x)]nj
where [W ]ij is the (i, j)th minor of [W ].)
Q.7. Three solutions of a certain second order non-homogeneous linear dierential equation are
y1 (x) = 1 + ex
y2 (x) = 1 + xex ,
y3 (x) = (1 + x)ex 1.
14
Q.9. Reduce the order of the following equations given that y1 = x is a solution.
Method of Undetermined Coecients-II
Consider the set U of exponentio-trigonometric monomials (ETMs) dened by
U = {xp ekx cos ax, xq elx sin bx|a, b, k, l R, p, q = 0, 1, 2, ...}.
For P (T ) a real polynomial, let P (D) denote the corresponding constant
coecient linear dierential operator in the variable x. It can be checked
that given (x) U there exists some P (D) such that P (D) = 0.
Convesely, given a P (D), let
B(P ) = {(x) U|P (D) = 0}.
It is well known that B(P ) is a basis of the solutions of the linear homogeneous ODE P (D)y = 0. It has as many elements as the degree
of P . Now to solve the inhomogeneous equation P (D)y = r(x) where
r(x) is also an ETM, we nd some Q(D), preferably of the smallest order so that Q(D)r(x) = 0. If yp (x) is any solution of the inhomogeneous
equation then yp must staisfy Q(D)P (D)yp = 0. We have the associated
basis B(P Q) and clearly, it contains B(P ) B(Q). The second method of
undetermined coecients says that yp should be taken to be of the form
A (x)
yp (x) =
B(P Q)\B(P )
15
16
17
Ak
tk
=
,
A
L1
k
sk+1
k!
0
0
where A0 , A1 . .. Ak . . . are real numbers, prove that
1
= et .
(i) L1
s
1
= sin t.
(ii) L1
2
s + 1
1 b/s
(iii) L1
e
= J0 (2 bt) (b > 0) .
s
1
1
(iv) L
= J0 (at) (a > 0).
2
s2 +
b/s
a
e
1
sin t
1
1 1
=
tan
(vi) L
s
t
Q.6. Find the Laplace transform of the following periodic functions.
(i) f (t), f (t + p) = f (t) for all t > 0 and f (t) piecewise continuous
(ii) f (t) = | sin wt|
(iii) f (t) = 1(0 < t < ); f (t) = 1( < t < 2); f (t + 2) = f (t)
(iv) f (t) = t(0 t 1), f (t) = 2 t(1 t 2); f (t + 2) = f (t)
(v) f (t) = sin t(0 t ), f (t) = 0( t 2); f (t + 2) = f (t)
Q.7. Find the Laplace Transform of f (t) where
f (t) = n, n 1 t n, n = 1, 2, 3, . . .
Q.8. Find f (t) given L[f (t)] = (es e2s e3s + e4s )/s2
Q.9. Find the Laplace Transform of
(i) f (t) = u (t) sin t.
(ii) f (t) =u1 (t)e2t where
u (u1 ) is the Heaviside step function.
s2 + 4s + 5
1
Q.10. Find L
ln 2
.
s + 2s + 5
Q.11. If L[f (t)] = F (s), L[g(t)] = G(s) prove that
L
Also show that
[F (s)G(s)] =
t
0
f (u)g(t u)du.
18
L1 [
F (s)
1
] = eat
2
2
(s + a) + a
a
t
0
(a)(b) = (a + b)B(a, b)
where B(a, b) denotes the Beta function and (a) the Gamma function.
exp(x2 )dx.
Use this to nd the value of (1/2) and hence of
1
. Des2 + 1
termine f f.
Q.15. Evaluate
the following integrals by computing their Laplace transforms.
sin(tx)
(i)f (t) =
dx.
x
0
cos tx
dx.
(ii) f (t) =
2
2
x
0 + a
(iii) f (t) =
sin(txa )dx, a > 1.
0
1
(1 cos tx)dx.
(iv)
2
x
0
sin4 tx
(v)
dx.
3
0 x2
x b2 sin tx
(vi)
dx.
x 2 + b2
x
0
Q.16. Solve the following integral/integro-dierential equations
t
(i) y(t) = 1 sinh t +
(1 + x)y(t x)dx
0
t
y(x)dx
, where A is a constant.
(ii) A =
t x
0
t
dy
(iii)
=1
y(t )d, y(0) = 1.
dt
0
Q.17. Find a real general solution of the following nonhomogeneous linear systems.
(i) y1 = y2 + e3t , y2 = y1 3e3t .
(ii)y1 = 3y1 + y2 3 sin 3t, y2 = 7y1 3y2 + 9 cos 3t 16 sin 3t.
(iii)y1 = y2 + 6e2t , y2 = y1 3e2t , y1 (0) = 11, y2 (0) = 0.
(iv)y1 = 5y2 + 23, y2 = 5y1 + 15t, y1 (0) = 1, y2 (0) = 2.
(v) y1 = y2 5 sin t, y2 = 4y1 + 17 cos t, y1 (0) = 5, y2 (0) = 2.
(vi) y1 = 5y1 + 4y2 5t2 + 6t + 25, y2 = y1 + 2y2 t2 + 2t + 4, y1 (0) =
0 = y2 (0).
Q.18 Prove that the Laplace transform of (1 et ) is B(s, + 1) where B(a, b)
is the beta function.
19
Q.19 Show that if f (t) = 1/(1 + t2 ) then its Laplace transform F (s) satises
sin d
.
the dierential equation F + F = 1/s. Deduce that F (s) =
( + s)
0
Q.20 Show that the Laplace transform of log t is s1 log s Cs1 . Identify
the constant C in terms
of the gamma function.
b dt
where a and b are posiQ.21 Evaluate the integral
exp at +
t
t
0
b
1
.,
tive. Use this result to compute the Laplace transform of exp
t
t
b > 0.
Q.22 Evaluate the following directly as well as using Laplace transform.
(i)sin at cos bt cos at sin bt.
(ii)cos at cos bt sin at sin bt, a = b and a = b.
(iii)Let ua be the unit step function for a > 0. Show that for f dierentiable in [0, ) , ua f is dierentiable in [0, ) \{a}. Find the derivative.
Discuss the dierentiabilty of ua f at t = a.