Delft University of Technology

Faculty of Elec. Eng, Mathematics and Comp. Sc.

Differential equations (WI2029LR)

January 21, 2011, 13.00 - 16.00

This exam consists of 6 questions.

A table, including elementary Laplace transforms is attached.
You always have to explain how you find your answers.

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

y 2y + 2y = u2 (t)e(t2) , y(0) = 0, y (0) = 1.

6 2. Find the general solution of the following system of differential equations:

   
2 1 2t 1
x = x+e .
4 2 4

6 3. Consider the following system of nonlinear equations

dx

dt
= (x 1)(4 + 2y)
dy .
dt
= y(x + 2)

i) Determine all critical points.

ii) Investigate type and stability of each critical point of the linearized system.

iii) What conclusions can you draw about this nonlinear system?

PLEASE TURN OVER FOR QUESTIONS 4, 5 AND 6.

7 4. The modified heat equation for heat conduction in the presence of an external heat
source is
1
ut = uxx + s(x) , 0 < x < L, t > 0 ,
2
where s(x) describes the external heat source. The boundary conditions are taken

u(0, t) = 0 and u(L, t) = 0, t > 0 ,

and the initial condition is

u(x, 0) = 0, 0xL.

i) Write u(x, t) = v(x) + w(x, t), where v is the steady state part and w is the
transient part of the solution. State the boundary value problems satisfied by
v(x) and w(x, t), respectively.

ii) Take s(x) = k, a constant. Solve the boundary value problems for v and, using
the method of separation of variables, for w. (The integrals in the final step
of the solution procedure do not have to be evaluated.)

3 5. Solve the following boundary value problem or else show that it has no solution.

y + 4y = cos x, y (0) = 0, y () = 0

6 6. Consider the following differential equation:

(1 x2 )y 2xy + 6y = 0 .

i) Determine the general solution in the form of power series about the point
x0 = 0. (It is sufficient to compute only the coefficients of the first few nonzero
terms of each independent solution.)

ii) - Which solution satisfies the initial conditions y(0) = 0, y (0) = 1?

- This series solution is guaranteed to converge on the interval 1 < x < 1.
Why?