Math 20D Final Exam Practice Problems

1. Be able to dene/explain all of the following terms/ideas, and understand what they mean and are used for: (a) Wronskian determinant for a second order dierential equation (b) Fundamental set of solutions (c) General solution to a dierential equation (d) Ordinary point vs. Singular point (e) Wronskian of a set of solutions of a rst order system in n unknown functions (f) Laplace transform (g) Linear Independence (h) Eigenvalue/eigenvector (i) Linear dierential equation (j) Homogeneous linear dierential equation/nonhomogeneous linear dierential equation (k) Exact equation (l) Direction eld/slope eld (m) Autonomous equation

2. Consider the dierential equation dy = y (2 + y ). dt (a) What are the equilibrium solution(s) of the equation? (b) Classify the equilibrium solution(s) as stable, unstable, or semistable.

(a) The equilibrium solutions are where dy/dt = 0, so y = 0 and y = 2 are the equilibrium solutions. (b) y = 2 is stable, y = 0 is unstable.

3. Find the general solution to each of the following dierential equations or systems of dierential equations: (a) y =
3x2 1 3+2y

dy = 3x2 1. Separating variables we We multiply by 3 + 2y to obtain (3 + 2y ) dx 2 obtain (3 + 2y )dy = (3x 1)dx. Integrating both sides yields 3y + y 2 = x3 x + C . We can use the quadratic formula to solve for y , obtaining

y=

9 + 4(x3 x + C ) . 2

(b) y =

y (3x2 ex ) 2 y 5

5 Again we separate variables to obtain 2yy dy = (3x2 ex )dx. Integrating both sides yields 2y 5 ln y = x3 ex + C . We leave the solution in implicit form.

(c)

dy dx

x+3y x y

y We solve this by rewriting in terms of v = x . We have 1+3v , so we can rewrite the dierential equation as 1v

dy dx

dv = v + x dx , and

x+3y xy

v+x

1 + 3v dv = . dx 1v

1v 1 Using algebraic manipulation to separate variables, we have v2 +2 v +1 dv = x dx. 1 2 Integrating both sides of the equation, we have ln( v+1 ) v+1 = ln x + C . Finally, substituting v = y/x, we obtain the nal (implicit) solution

ln(

2x x ) = ln x + C. y+x y+x

(d) 2y + y = 2t We use the method of integrating factors here. We rst multiply through by 1 2 to put 1 1 dt 2 the equation in standard form y + 2 y = t. The integrating factor is e = et/2 . 1 t/2 t/2 t/2 t/2 Multiplying through by e , we obtain e y + 2 e y = te . Integrating yields et/2 y = 2tet/2 4et/2 + C . Therefore, y = 2t 4 + Cet/2 .

(e) y + 2ty = 2tet

We use the method of integrating factors. The integrating factor is e 2tdt = et . 2 2 2 2 Multiplying through by et we obtain et y + 2tet y = 2t. Integrating yields et y = 2 t + C . Therefore, 2 2 y = t2 et + Cet . (f)
x x2 +y 2

y x2 +y 2 y

=0

x We rst verify that the dierential equation is exact. Let M (x, y ) = x2 + y 2 and 2xy 2xy y N (x, y ) = x2 +y2 . Then My = x2 +y2 and Nx = x2 +y2 , so the equation is exact. Therefore, the solution is (x, y ) = C , where x = M and y = N . Thus, = x 1 2 2 x2 +y 2 dx = 2 ln(x + y ) + h(y ). Dierentiating with respect to y gives y = y x2 +y 2 + h (y ) = N , so h (y ) = 0 and thus h(y ) = 0. Therefore, we obtain the solution 1 ln(x2 + y 2 ) = C. 2

(g) y + y 2y = 2t We rst solve the corresponding homogeneous equation y + y 2y = 0. Using the characteristic equation, we obtain the solution y = c1 e2t + c2 et . To solve the nonhomogeneous equation, we can use the method of undetermined coecients. We assume a particular solution of the form Y = At + B , so Y = A and Y = 0. Thus, A 2At 2B = 2t, so A = 1 and B = 1 2 . Therefore, we obtain the general solution 1 y = c1 e2t + c2 et t . 2 (h) y + 4y = t2 + 3et We rst solve the corresponding homogeneous equation y + 4y = 0. Using the characteristic equation, we obtain the solution y = c1 sin(2t) + c2 cos(2t). To solve the nonhomogeneous equation, we use the method of undetermined coecients. We assume a particular solution of the form Y = At2 + Bt + C + Det , so Y = 2At + B + Det and Y = 2A + Det . Thus, 2A + Det +4(At2 + Bt + C + Det ) = t2 +3et . 1 Therefore, 4A = 1, 4B = 0, 4C + 2A = 0, and 5D = 3. Therefore, A = 4 , B = 0, 1 3 C = 8 , and D = 5 . Therefore, we obtain the general solution 1 1 3 y = c1 sin(2t) + c2 cos(2t) + t2 + et . 4 8 5

(i) y + 2y + y = et We rst solve the corresponding homogeneous equation y + 2y + y = 0. Using the characteristic equation, we obtain the solution y = c1 et + c2 tet . Using the method of undetermined coecients for the nonhomogeneous equation, we assume a particular solution of the form Y = At2 et . Then Y = 2Atet At2 et and Y = 2Aet 2Atet + At2 et . Therefore 2Aet 2Atet + At2 et + 2(2Atet At2 et ) + At2 et = et , so A = 1 2 . Thus, we obtain the general solution 1 y = c1 et + c2 tet + t2 et . 2 (j) y + 4y = 3sin(2t) We rst solve the corresponding homogeneous equation y + 4y = 0. Using the characteristic equation, we obtain the solution y = c1 sin(2t) + c2 cos(2t). To solve the nonhomogeneous equation, we use the method of undetermined coecients. We assume a particular solution of the form Y = At sin(2t) + Bt cos(2t). Then Y = A sin(2t) + 2At cos(2t) + B cos(2t) 2Bt sin(2t), and Y = 4A cos(2t) 4At sin(2t) 4B sin(2t) 4Bt cos(2t). Plugging into the dierential equation, we have 4A cos(2t)4At sin(2t)4B sin(2t)4Bt cos(2t)+4(At sin(2t)+Bt cos(2t)) = 3 sin(2t). Therefore, A = 0 and B = 3/4. Thus, we have the general solution y = c1 sin(2t) + c2 cos(2t) 3/4t cos(2t). (k) y 2y + y =
et 1+t2

We rst solve the corresponding homogeneous equation y 2y + y = 0 to obtain the solution y = c1 et + c2 tet . We use the method of variation of parameters to solve the nonhomogeneous equation. Let y1 = et and y2 = tet . Then W (y1 , y2 )(t) = et (et + tet ) et (tet ) = e2t . Then u1 = = dt e2t t dt 1 + t2
e tet 1+ t2
t

1 = ln(1 + t2 ) 2 and

u2

= = =

dt e2t 1 dt 1 + t2 tan1 (t).

e et 1+ t2

2 t Therefore, we have a particular solution Y = u1 y1 + u2 y2 = 1 2 ln(1 + t )e + 1 t tan (t)te , and we obtain the general solution

y = c1 et + c2 tet

1 ln(1 + t2 )et + tan1 (t)tet . 2

(l) y + y = tan t We solve the corresponding homogeneous equation y + y = 0 to obtain the solution y = c1 sin(t) + c2 cos(t). We use the method of variation of parameters to solve the nonhomogeneous equation. Let y1 = sin(t) and y2 = cos(t). Then W (y1 , y2 )(t) = sin(t)( sin(t)) cos(t)(cos(t)) = 1. Therefore, u1 = = cos(t) tan(t) dt 1 sin(t)dt

= cos(t) and u2 = = = = sin(t) tan(t) dt 1 sin2 (t) dt cos(t) (cos(t) sec(t))dt sin(t) ln(sec(t) + tan(t)).

Therefore, we obtain the particular solution Y = u1 y1 + u2 y2 = cos(t) sin(t) + (sin(t) ln(sec(t) + tan(t))) cos(t) and the general solution y = c1 sin(t) + c2 cos(t) cos(t) sin(t) + (sin(t) ln(sec(t) + tan(t))) cos(t).

(m) x =

1 4

1 2

We rst seek eigenvalues for the matrix. Since det 1r 4 1 2 r = (1 r)(2 r) 4 = r2 + r 6 = (r + 3)(r 2),

the eigenvalues are 3 and 2. Taking r = 3 and solving 1 (3) 4 yields an eigenvector 1 = 1 (2) 4 yields an eigenvector 2 = 1 2 (3) 1 4 0 0 = 4 1 4 1 0 0

. Taking r = 2 and solving 1 4 1 4 0 0

1 0 2 (2) 0 1 1

. Therefore, we obtain the general solution 1 4 e3t + c2 1 1 e2t .

x = c1

(n) x =

1 5

2 1

We rst seek eigenvalues for the matrix. Since det 1r 5 2 1 r = (1 r)(1 r) + 10 = r2 + 9,

the eigenvalues are 3i. Taking r = 3i and solving 1 3i 5 yields an eigenvector = Since e3it 2 1 3i 0 0 2 1 3i e3it .

2 . Therefore we have a solution 1 3i = cos(3t) + i sin(3t), we can write this solution as e3it = = 2 1 3i (cos(3t) + i sin(3t)) +i

2 1 3i

2 cos(3t) cos(3t) + 3 sin(3t)

2 sin(3t) 3 cos(3t) + sin(3t)

Therefore, our nal solution is x = c1 2 cos(3t) cos(3t) + 3 sin(3t) + c2 2 sin(3t) 3 cos(3t) + sin(3t) .

(o) x =

2 3 2

3 2

We rst seek eigenvalues for the matrix. Since det 2r 3 2

3 2

1 r

= (2 r)(1 r) +

9 1 = r2 r + = 4 4

1 2

we have the eigenvalue r = 1 2 . Solving

1 2 2 3 2

3 2

1 2

0 0

3 2 3 2

3 2 3 2

0 0

we obtain an eigenvector =

1 1
3 2 3 2

. Solving
3 2 3 2 2 3

1 1 . Therefore, our nal solution is tet/2 +

2 3

we obtain a generalized eigenvector = 1 1 et t et/2 + c2

0 1 1

x = c1

et/2 .

(p) x =

2 3

1 2

x+

We rst solve the corresponding homogeneous system, that is, we solve x = 2 3 1 2 x.

Finding eigenvalues for the matrix, we have that det 2r 3 1 2 r = (2 r)(2 r) + 3 = r2 1,

so the eigenvalues are r = 1 and r = 1.

Taking r1 = 1 and solving 21 3 1 2 1 0 0 1 1 = 1 3 1 3 0 0

yields a corresponding eigenvector 1 =

. Taking r2 = 1 and solving 3 3 1 1 0 0

2 (1) 1 0 3 2 (1) 0 yields a corresponding eigenvector 2 = homogeneous system is xh = c1 1 3

. Therefore, the solution to the

1 1 et + c2 e t . 1 3 To solve the nonhomogeneous system, we apply the method of undetermined coecients. Since 1 et is a solution to the corresponding homogeneous system, we assume a particular solution of the form X = Atet + Bet + Ct + D. Then X = Atet + (A + B)et + C, and thus Atet + (A + B)et + C = 2 3 1 2 (Atet + Bet + Ct + D) + 1 0 et + 0 1 t.

Equating coecients on the left and right hand sides, we have the following four equations: 2 1 i. A = A 3 2 ii. A + B = iii. 0 = iv. C = 2 3 2 3 1 2 1 2 C+ B+ 0 1 1 0

2 1 D 3 2 Equation (i) tells us that A is an eigenvector corresponding to the eigenvalue 1, so 1 A= = . Taking this together with equation (ii) yields 1 + B1 B2 = = 2 3 1 2 B1 B2 + 1 0

+ B1 + B2

2B1 B2 + 1 3B1 2B2

Therefore, we have the equations + B1 = 2B1 B2 + 1 and + B2 = 3B1 2B2 . 1 Rewriting these two equations yields B1 B2 = 2 and B1 B2 = 3 . Therefore, 1 2 = 3 , and thus = 3. This yields that B1 B2 = 1, so we may choose B1 = 1 and B2 = 0. 2 1 0 Equation (iii) corresponds to solving the system C= , that is, 3 2 1 1 2 1 0 . This yields C = . reducing the augmented matrix 3 2 1 2 Finally, we solve equation (iv) for D by reducing the augmented matrix 2 1 1 0 to obtain D = . Therefore, the nal solution to the system 3 2 2 1 is x = c1 1 1 et + c2 1 3 e t + 1 1 tet + 1 0 et + 1 2 t+ 0 1 .

4. A scientist has two tanks being used in an experiment. Tank one contains fty gallons of fresh water, and tank two contains fty gallons of water with a concentration of one pound of salt per gallon at the start of the experiment. When the experiment begins, water with a concentration of one pound of salt per gallon is pumped into tank one at a rate of two gallons per minute, and fresh water is pumped into tank two at a rate of two gallons per minute. In addition, water ows from tank two to tank one at a rate of one gallon per minute. There are two drains, one from tank one at a rate of three gallons per minute, and one from tank two at a rate of one gallon per minute. (a) Write an initial value problem that models the amount of salt in each tank in this system. Let Q1 (t) denote the number of pounds of salt in tank one at time t and Q2 (t) denote the number of pounds of salt in tank two at time t. Then we have the initial value problem 3 1 Q1 + 50 Q2 Q1 = 2 50 2 Q2 = 50 Q2 Q1 (0) = 0, Q2 (0) = 50

(b) Solve the initial value problem from part (a).

3 50 0 1 50 2 50

We rewrite the two equations as Q =

Q+
3 50 0

2 0
1 50 2 50

. Focusing rst Q, we obtain and 1 1 , re-

on the corresponding homogeneous equation Q =

3 2 eigenvalues 50 and 50 , with corresponding eigenvectors

1 0

spectively. Therefore, the homogeneous equation has solution c1 1 0 e3t/50 + c2 1 1 e2t/50 .

Using the method of undetermined coecients to solve the nonhomogeneous equation, we assume a solution of the form Q = A. Then Q = 0, so we need only solve 1 3 100 2 50 50 3 A= , so A = . Therefore, we have the equation 2 0 0 0 50 the solution Q = c1 1 0 e3t/50 + c2 1 1 e2t/50 +
100 3

. 0 50

To solve the initial value problem, we then use the initial condition Q(0) = to obtain c1 = 250 3 and c2 = 50, so we have Q= 250 3 1 0 e3t/50 + 50 1 1 e2t/50 +
100 3

3t/50 and thus Q1 (t) = 1 + 150e2t/50 + 100) and Q2 (t) = 50e2t/50 . 3 (250e

(c) After how long do the two tanks contain the same amount of salt?
1 We wish to nd t so that 3 (250e3t/50 + 150e2t/50 + 100) = 50e2t/50 . We 50 2 can simplify this to 100 = 250e3t/50 , so e3t/50 = 2 5 , so t = 3 ln( 5 ) 15.27 minutes.

(d) Discuss the terminal behavior of this system. What does this mean in terms of the salt concentration? As t , the system approaches 0 along the line Q1 = Q2 . In terms of salt concentration, this tells us that as t , both tanks have no salt, and that moreover the amount of salt in them is approximately equal after a substantial amount of time.

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5. Consider the dierential equation (1 x)y + xy y = 1 x. (a) Verify that y1 (x) = ex and y2 (x) = x are solutions to the corresponding homogenous equation. To verify that these are solutions, we simply take derivatives and plug them in to the corresponding homogeneous equation. For y1 , we have y1 = y1 = ex , and plugging this into the equation yields (1 x)ex + xex ex = 0, so this solves the homogeneous equation. For y2 , we have y2 = 1 and y2 = 0, so plugging this into the equation yields (1 x)0 + x x = 0, so this solves the homogeneous equation. (b) Use the method of variation of parameters to nd a general solution to the nonhomogeneous equation. Now, W (y1 , y2 ) = ex xex = ex (1 x). To use variation of parameters, we must have an equation of the form y + p(t)y + q (t)y = g (t), so we divide by 1 x to x 1 obtain y + 1 x y 1x y = 1. Variation of parameters tells us that we have a particular solution of the form Y = u1 y1 + u2 y2 , where u1 = x dx = ex (1 x) (ex + e x )dx = ex + 1x e x dx x1

(this integral does not have a closed form) and u2 = ex (1 ex dx = x) 1 dx = ln(1 x). 1x ex dx)ex x ln(1 x). x1

Therefore, we have a particular solution Y = (ex + Thus, the general solution to the equation is y = c1 ex + c2 x + 1 + ex

ex dx x ln(1 x). x1

6. Consider the dierential equation (4 x2 )y + 2y = 0. (a) Is x0 = 0 an ordinary point or a singular point? Since 4 x2 0 = 4 = 0, 4 is an ordinary point.

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(b) Seek power series solutions of the dierential equation about x0 ; nd the rst four terms in each of two solutions y1 and y2 .

Assume y =
n=0

an xn , so y =
n=2

n(n 1)an xn2 . Then, plugging this in to the

equation, we obtain

= =

(4 x2 )
n=2

n(n 1)an xn2 + 2

n=0 n2

an xn
n

4n(n 1)an x
n=2

n=2

n(n 1)an x +
n=0

2an xn

=
n=0

4(n + 2)(n + 1)an+2 xn

n=0

n(n 1)an xn +
n=0

2an xn

(4(n + 2)(n + 1)an+2 n(n 1)an + 2an )xn .

n=0

Therefore, for each n, we have 4(n + 2)(n + 1)an+2 n(n 1)an + 2an = 0, i.e. (n(n 1) 2)an . If a0 = c1 and a1 = c2 , we have an+2 = 4(n + 2)(n + 1) a2 a3 a4 a5 and we obtain y = c1 + c2 x = c1 2 c2 3 c2 5 x x x + ... 4 12 240 1 1 1 5 c1 (1 x2 . . . ) + c2 (x x3 x . . . ). 4 12 240
1 3 12 x

= = = =

(2)a0 c1 = 4(2)(1) 4 c2 (2)a1 = 4(3)(2) 12 (2 2)a2 =0 4(4)(3) a3 c2 ((3)(2) 2)a3 = = 4(5)(4) 20 240

1 2 Therefore we have y1 = 1 4 x . . . and y2 = x

1 5 240 x

....

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(c) Show that the solutions y1 and y2 form a fundamental set of solutions. To verify these are a fundamental set of solutions, we use the Wronskian determinant. We have that W (y1 , y2 )(0) = 1 = 0, so y1 and y2 are a fundamental set of solutions to the system.

7. Answer the same three questions as in the previous problem for the equation (1 + x2 )y 4xy + 6y = 0.

Evaluating 1 + x2 at x = 0 yields 1 = 0, so x0 = 0 is an ordinary point of the

dierential equation. Assuming that y takes the form y =

n=0

an xn , we obtain

y =
n=1

nan x = = =
n=2

n1

and y =
n=2

n(n 1)an x

n2

. Therefore

(1 + x2 )y 4xy + 6y

(1 + x2 )
n=2

n(n 1)an xn2 4x

n=1 n2

nan xn1 + 6
n=0 n n

an xn

n(n 1)an x

+
n=2

n(n 1)an x
n=1

4nan x +
n=0

6an xn

= =

(n + 2)(n + 1)an+2 xn +
n=0 n=0

n(n 1)an xn
n=0

4nan xn +
n=0

6an xn

((n + 2)(n + 1)an+2 + n(n 1)an 4nan + 6an )xn

n=0

Therefore we must have that for all n 0, (n + 2)(n + 1)an+2 + n(n 1)an 4nan + 6an = 0, i.e., an+2 =
(n2 +5n6)an (n+2)(n+1) .

Taking a0 = c1 and a1 = c2 , we have

13

a2 a3 a4 a5 and thus we obtain y

= = = =

6a0 = 3c1 2 (1 + 5 6)a1 c2 = 3(2) 3 (4 + 10 6)a2 =0 4(3) 3c2 c2 (25 + 25 6)a3 = = 5(4) 30 10

= c1 + c2 x 3c1 x2

c2 3 c2 5 x x + ... 3 10 1 3 c2 5 2 = c1 (1 3x + . . . ) + c2 (x x x + . . . ). 3 10

c2 5 1 3 Thus, we have solutions y1 = 1 3x2 + . . . and y2 = x 3 x 10 x + . . . . To verify that these are a fundamental set of solutions, we use the Wronskian determinant. Since W (y1 , y2 )(0) = 1 = 0, this is a fundamental set of solutions.

8. Use the Laplace Transform to solve the following initial value problems: (a) y + 2y + 5y = 0, y (0) = 2, y (0) = 1

Applying the Laplace Transform to both sides of the equation and setting Y = L(y ), we obtain L(y + 2y + 5y ) L(y ) + 2L(y ) + 5L(y ) s Y sy (0) y (0) + 2sY 2y (0) + 5Y (s + 2s + 5)Y 2s + 1 + 2 Therefore, Y =
2s3 s2 +2s+5 . 2 2

= = = =

0 0 0 0

Completing the square, we obtain

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

14

= = = = =

2s 3 s2 + 2s + 5 2s 3 (s + 1)2 + 4 2(s + 1) 5 (s + 1)2 + 4 s+1 2 (s + 1)2 + 4

5 2

2 (s + 1)2 + 4

5 2L(et cos(2t)) L(et sin(2t)) 2

5 t e sin(2t). Thus, y = et cos(2t) 2

(b) y + 2y + y = 4et ,

y (0) = 0,

y (0) = 1

Applying the Laplace Transform to both sides of the equation and setting Y = L(y ), we obtain L(y + 2y + y ) L(y ) + 2L(y ) + L(y ) s2 Y sy (0) y (0) + 2sY 2y (0) + Y (s2 + 2s + 1)Y 1 Therefore, Y 4 1 + (s + 1)(s2 + 2s + 1) (s2 + 2s + 1 1 4 + = 3 (s + 1) (s + 1)2 2! 1! = 2 + (s + 1)3 (s + 1)2 = = 2L(t2 et ) + L(tet ). = L(4et ) = = = 4L(et ) 1 4 s+1 4 s+1

Therefore, y = 2t2 et + tet .

15

(c) y + 9y = (t 3),

y (0) = 0, y (0) = 3

Applying the Laplace Transform to both sides of the equation and setting Y = L(y ), we obtain L(y ) + 9L(y ) s Y sy (0) y (0) + 9Y (s + 9)Y 3 Therefore, Y = e3s = = 3 1 + s2 + 9 s2 + 9 3 1 3s 3 e + 3 s2 + 9 s2 + 9 1 3s e L(sin(3t)) + L(sin(3t)). 3
2 2

= = =

L( (t 3)) e3s e3s .

Therefore, y = 1 3 u3 (t) sin(3(t 3)) + sin(3t). (d) y + 4y = sin t u (t) sin(t ), y (0) = 0, y (0) = 0

Applying the Laplace Transform to both sides of the equation and setting Y = L(y ), we obtain L(y ) + 4L(y ) s2 Y sy (0) y (0) + 4Y (s2 + 4)Y Therefore, Y = (s2 1 1 et 2 2 + 1)(s + 4) (s + 1)(s2 + 4)
1 (s2 +1)(s2 +4)

L(sin t) L(u (t) sin(t )) 1 1 = et 2 s2 + 1 s +1 1 1 et 2 . = s2 + 1 s +1 =

Using partial fraction decomposition, we have that Thus, Y = = = Therefore, y =

1 3

1/3 s2 +1

1/3 s2 +4 .

1/3 1/3 1/3 1/3 + et ( 2 + ) s2 + 1 s2 + 4 s + 1 s2 + 4 1/3 1 2 1/3 1 2 et 2 2 2 2 s +1 6 s +4 s +1 6 s +4 1 1 1 1 L(sin t) L(sin(2t)) et L(sin t) L(sin(2t)) 3 6 3 6 sin t
1 6

sin(2t) u (t)( 1 3 sin(t ) 16

1 6

sin(2(t ))).

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