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Pr ufung Do. 27.

01 Test A (gesamter Sto)


1 (5 Punkte)
Seien a, b positive reelle Zahlen (a, b R, a, b > 0). Bestimmen Sie die
komplexen Zahlen z, welche die folgende Gleichung gen ugen:
(a)
z
= b.
2 (5 Punkte)
Bestimmen Sie Typ, Ordnung und Grad der Dierentialgleichung:
y

+ 4xy ln x = e
x
2
(2 ln x1)
,
und losen Sie sie
3 (5 Punkte)
Bestimmen Sie Typ, Ordnung und Grad der Dierentialgleichung
y

+ 4y

+ 4y =
e
2x
x
2
,
und losen Sie sie
4 (5 Punkte)
F uhren Sie das folgende reelle Integral auf ein komplexes Integral zur uck
und losen Sie es.

2
0
cos
4
d.
Zusatzfrage: Wie k onnen Sie das Residuum einer Funktion ablesen, wenn
Sie ihre Laurent Reihe bestimmt haben?
1
5 (5 Punkte)

Uberpr ufen Sie eine mathematische Eigenschaft der Laplace-Transformation.


Losen Sie das folgende Anfangswertproblem mit Hilfe der Laplace-Transformation.

y
(4)
(x) + 5y

(x) + 4y(x) = u

(x)
y(0) = y

(0) = y

(0) = y

(0) = 0
wobei u
c
(x) die Heavyside Funktion ist:
u
c
(x) =

0, x < c
1, x c
.
6 (5 Punkte)
Bestimmen Sie die L osung des folgenden inhomogenen Systems von Dier-
entialgleichungen, wobei a R, a = 1.
y

(x) =

2 a
1 0

y +

1
2

e
x
.
Gutes Gelingen!
Schl ussel:
Note 19 Sehr gut (1)
16 Note < 19 Gut (2)
13 Note < 16 Befriedigend (3)
10 Note < 13 Gen ugend (4)
Note < 10 Nicht Gen ugend (5)
2
Pr ufung 27.01 Test A
1
We can take the complex logarithm of both sides of the given equation,
obtaining:
zLn (a) = Ln (b), z =
Ln (b)
Ln (a)
.
We have:
Ln (a) = Ln
_
ae
i(+2n)

= i( + 2n) + ln a.
Ln (b) = Ln
_
be
i(+2k)

= i( + 2k) + ln b,
and, consequently:
z =
i( + 2k) + ln b
i( + 2n) + ln a
.
2
This is a linear ODE. Given a linear ODE:
y

+ r(x)y = s(x),
we know that the solution y(x) is given by:
y(x) = e

R
r( x)d x
__
s(x)e
R
r( x)d x
dx + K
_
,
therefore the solution of the given ODE can be directly written as:
y(x) = e
4
R
xln xd x
__
e
x
2
(2 ln x1)+4
R
xln xd x
dx + K
_
.
1
The integral
_
xln xdx can be obtained by parts, namely:
_
xln xdx =
x
2
2
lnx
_
x
2
2

1
x
dx =
1
4
x
2
(2 lnx 1),
therefore we obtain:
y(x) = e
x
2
(2 ln x1)
__
e
x
2
(2 lnx1)+x
2
(2 ln x1)
dx + K
_
= (x +K)e
x
2
(2 ln x1)
.
3
We nd rst the complementary solution, namely the solution of the corre-
sponding homogeneous ODE. The characteristic equation is:

2
+ 4 + 4 = 0, ( + 2)
2
= 0.
This equation has thus a double root = 2. The two functions that build
the fundamental set of solutions are:
y
1
(x) = e
2x
, y
2
(x) = xe
2x
,
and the complementary solution is:
y
c
(x) = c
1
y
1
(x) + c
2
y
2
(x) = (c
1
+ c
2
x)e
2x
.
Since the inhomogeneous function g(x) = e
2x
/x
2
is not a combination of
sines, cosines, exponential functions and polynomials, the only viable method
to nd the particular solution is the method of the variation of constants.
With this method, the particular solution is given by:
y
p
(x) = y
2
(x)
_
g(x)y
1
(x)
W(x)
dx y
1
(x)
_
g(x)y
2
(x)
W(x)
dx,
where W(x) is the Wronskian. In our case, the Wronskian is given by:
W(x) =

e
2x
xe
2x
2e
2x
(1 2x)e
2x

= e
4x
(1 2x + 2x) = e
4x
.
2
The two integrals we must calculate to obtain y
p
(x) are given by:
_
g(x)y
1
(x)
W(x)
dx =
_
e
2x
x
2
e
2x
e
4x
dx =
_
1
x
2
dx =
1
x
_
g(x)y
2
(x)
W(x)
dx =
_
e
2x
x
2
xe
2x
e
4x
dx =
_
1
x
dx = ln x
The particular solution is thus:
y
p
(x) = y
2
(x)
_
g(x)y
1
(x)
W(x)
dx y
1
(x)
_
g(x)y
2
(x)
W(x)
dx = e
2x
e
2x
ln x.
The function e
2x
is already included in the complementary solution. The
general solution is thus:
y(x) = e
2x
(c
1
+ c
2
x) e
2x
ln x = e
2x
(c
1
+ c
2
x ln x).
4
We take as contour integration the unit circle C centered at the origin. The
complex numbers z lying on C can be parameterized as z = e
i
, [0, 2].
We have
cos =
e
i
+ e
i
2
=
z + z
1
2
, d =
dz
iz
,
therefore the given integral transforms into:
_
2
0
cos
4
d =
_
C
_
z + z
1
2
_
4
dz
iz
=
1
16i
_
C
1
z
_
z + z
1
_
4
dz.
We can develop the fourth power of z + z
1
within the brackets, obtaining:
_
2
0
cos
4
d =
1
16i
_
C
1
z
_
z
4
+ 4z
2
+ 6 +
4
z
2
+
1
z
4
_
dz =
1
16i
_
C
_
z
3
+ 4z +
6
z
+
4
z
3
+
1
z
5
_
dz.
The function f(z) = z
3
+ 4z +
6
z
+
4
z
3
+
1
z
5
we need to integrate is already in
the form of a Laurent series about the point z = 0 (which is the only pole of
the function). It is therefore already evident that the residue of this function
in z = 0 is a
1
= 6 and, according to the residue theorem, we get:
_
2
0
cos
4
d =
1
16i
_
C
f(z)dz =
1
16i
2ia
1
=
1
16i
12i =
3
4
.
3
5
We calculate the Laplace transform of both sides of the given dierential
equation. To do that, we must remind that:
L
_
y
(n)
(x)
_
= s
n
Y (s) s
n1
y(0) y
(n1)
(0),
where Y (s) is the Laplace transform of y(x) and that:
L{u
c
(x)} =
e
cs
s
.
By using the given initial conditions, we get:
s
4
Y (s) + 5s
2
Y (s) + 4Y (s) =
e
s
s
, Y (s) =
e
s
s (s
4
+ 5s
2
+ 4)
.
Since s
4
+ 5s
2
+ 4 = (s
2
+ 4) (s
2
+ 1), we can also write:
Y (s) =
e
s
s (s
2
+ 4) (s
2
+ 1)
.
We must now decompose the fraction
1
s(s
2
+4)(s
2
+1)
with the method of the
partial fractions. We have:
A
s
+
Bs + C
s
2
+ 4
+
Ds + E
s
2
+ 1
=
1
s (s
2
+ 4) (s
2
+ 1)
A
_
s
4
+ 5s
2
+ 4
_
+ (Bs + C)
_
s
3
+ s
_
+ (Ds + E)
_
s
3
+ 4s
_
= 1.
By comparing terms with like power of s, we obtain the following system of
equations:
_

_
A + B + D = 0
C + E = 0
5A + B + 4D = 0
C + 4E = 0
4A = 1
,
_

_
A =
1
4
B =
1
12
C = 0
D =
1
3
E = 0
.
In the end, the function Y (s) is given by:
Y (s) = e
s
_
1
4
1
s
+
1
12
s
s
2
+ 4

1
3
s
s
2
+ 1
_
.
4
By means of the tabulated Laplace transforms (in particular, using the rela-
tion L{u
c
(x)f(x c)} = e
cs
F(s)), we obtain:
y(x) =
u

(x)
12
{cos[2(x )] 4 cos(x ) + 3} .
6
We have to solve rst the homogeneous system of ODEs:
y

(x) =
_
2 a
1 0
_
y.
The eigenvalues of this system are the solutions of the algebraic equation det
(AI) = 0. We have:

2 a

= 0,
2
2 + a = 0,
1,2
= 1

1 a.
We can distinguish now two cases:
a < 1
In this case,
1
= 1 +

1 a and
2
= 1

1 a are real, distinct


roots of the characteristic equation. The eigenvector p
(1)
, corresponding to
the eigenvalue
1
is the solution of the equation (A
1
I)p = 0, namely:
_
1

1 a a
1 1

1 a
__
p
1
p
2
_
=
_
0
0
_
.
These are two linearly dependent equations. In fact, if we multiply the second
one by 1 +

1 a we obtain the rst one. It is enough to solve the rst


of these two equations, namely (1

1 a)p
1
+ ap
2
= 0. If p
1
= a, then it
must be p
2
=

1 a 1, namely the eigenvector p


(1)
is given by:
p
(1)
=
_
a

1 a 1
_
.
The eigenvector p
(2)
, corresponding to the eigenvalue
2
is instead the solu-
tion of the equation:
_
1 +

1 a a
1 1 +

1 a
__
p
1
p
2
_
=
_
0
0
_
.
5
These equations are once again linearly dependent (if we multiply the second
one by 1

1 a we obtain the rst one). It is enough to solve the rst


of these two equations, namely (1 +

1 a)p
1
+ ap
2
= 0. If p
1
= a, then it
must be p
2
=

1 a 1, namely the eigenvector p


(2)
is given by:
p
(2)
=
_
a

1 a 1
_
.
The complementary solution y
c
(x) is thus given by:
y
c
(x) = c
1
_
a

1 a 1
_
e
(1+

1a)x
+ c
2
_
a

1 a 1
_
e
(1

1a)x
.
We can nd the particular solution y
p
(x) with the method of the undeter-
mined coecients. Since a = 1, the particular solution must be of the type
y
p
(x) = be
x
, where the vector b must be determined. Upon substitution
into the given system of ODEs (and cancelling out the term e
x
), we obtain:
b = Ab +
_
1
2
_
, (AI)b =
_
1
2
_
.
This corresponds to the system of equations:
_
b
1
+ ab
2
= 1
b
1
b
2
= 2
,
_
b
1
= 1 ab
2
1 + (a 1)b
2
= 2
,
_
b
2
=
1
a1
b
2
=
a+1a
a1
=
12a
a1
.
In the end, the vector b is given by:
b =
1
a 1
_
1
1 2a
_
,
and the general solution is:
y = c
1
_
a

1 a 1
_
e
(1+

1a)x
+c
2
_
a

1 a 1
_
e
(1

1a)x
+
1
a 1
_
1
1 2a
_
e
x
.
a > 1
In this case,
1
= 1 + i

a 1 and
2
= 1 i

a 1 are complex conju-


gated roots of the characteristic equation. The eigenvector p
(1)
, correspond-
ing to the eigenvalue
1
is the solution of the equation:
_
1 i

a 1 a
1 1 i

a 1
__
p
1
p
2
_
=
_
0
0
_
.
6
These are two linearly dependent equations. In fact, if we multiply the second
one by 1 + i

a 1 we obtain the rst one. It is enough to solve the rst


of these two equations, namely (1 i

a 1)p
1
+ ap
2
= 0. If p
1
= a, then it
must be p
2
= i

a 1 1, namely the eigenvector p


(1)
is given by:
p
(1)
=
_
a
i

a 1 1
_
.
We do not need to nd the second eigenvector p
(2)
, corresponding to the
eigenvalue
2
. In fact, we know from the theory that the real and imaginary
parts of p
(1)
e

1
x
are a suitable (and real-valued!) basis of the solutions of the
given system of ODEs. Naming s =

a 1 for sake of clarity, we have:


p
(1)
e

1
x
=
_
a
is 1
_
e
(1+is)x
= e
x
_
a
is 1
_
[cos (xs) + i sin (xs)]
= e
x
_
a cos (xs) + ia sin (xs)
is cos (xs) s sin(xs) cos (xs) i sin (xs)
_
Consequently:
u = Re
_
p
(1)
e

1
x
_
= e
x
_
a cos (xs)
s sin (xs) cos (xs)
_
v = Im
_
p
(1)
e

1
x
_
= e
x
_
a sin (xs)
s cos (xs) sin (xs)
_
The complementary solution does not change compared to the previous case.
The general solution is thus:
y =
_
c
1
_
a cos (xs)
s sin (xs) cos (xs)
_
+ c
2
_
a sin (xs)
s cos (xs) sin (xs)
_
+
1
a 1
_
1
1 2a
__
e
x
.
7