Answers of the exam of October 31, 2014

Differential equations (wi2180LR)

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

y 00 + 4y = f (t) , y(0) = 0, y 0 (0) = 1,

where f (t) is defined as

(
0 if 0 t <
f (t) =
e(t) if t .

Answer:
The transformed equation is

s2 Y (s) sy(0) y 0 (0) + 4Y (s) = L u (t)et+



which, after substitution of the initial conditions and using the Laplace table,
gives
es
s2 Y (s) 1 + 4Y (s) = .
s+1
The transformed solution is therefore
es 1
Y (s) = + .
(s + 1)(s2 + 4) s2 + 4

Apply the technique of partial fractions to simplify the first term:

1 a bs + c
= + ,
(s + 1)(s2 + 4) s + 1 s2 + 4

and hence
a(s2 + 4) + (bs + c)(s + 1) = 1 .
Collecting terms of like power gives the following three equations

4a + c = 1, b + c = 0, a+b=0,

and hence
a = 1/5, b = 1/5, c = 1/5.

The transformed solution can now be written (beware of the minus signs) as

1 es es s es
Y (s) = + .
s2 + 4 5(s + 1) 5(s2 + 4) 5(s2 + 4)

Taking the inverse transform term by term (using L[f (t c)uc (t)] = ecs F (s)
with c = ) gives
1 1 1 1
y(t) = sin(2t) u (t)et+ + u (t) cos(2t) u (t) sin(2t),
2 5 5 10
where the 2 periodicity of the sine and cosine functions was used.
2. Question:
Find the general solution of the following system of differential equations
   
0 3 4 0
x = x+ .
1 1 t
Answer:

First solve the homogeneous equation. Put x = ert . Substitution into the
homogeneous equation gives the eigenvalue problem
 
3 4
= r .
1 1

The characteristic equation is

(3 r)(1 r) + 4 = 0 r2 2r + 1 = 0.

So
r1 = 1 and r2 = 1.
We calculate the eigenvectors corresponding to r1 = r2 = 1. We find that
there is only one independent eigenvector namely
 
2
1 = .
1

A second independent solution of the linear system can be found by substi-

tution of x2 (t) = tet + et in the system of differential equations. This leads
to
et + tet + et = Atet + Aet
in which  
3 4
A= .
1 1

Collecting the et and tet terms yields

= A, (A I) = .

The first equation gives = 1 = [2, 1]T and solving the second equation
leads to the following relation between 1 and 2 (where we used that =
[1 , 2 ]T ):
1 22 = 1,
and hence    
1 2
= + 2 .
0 1
We can choose 2 = 0 as the vector [2, 1]T occurs also in the first solution
x1 (t). We can now write the homogeneous solution xh (t) as
      
2 1 2
xh (t) = c1 et + c2 et + t et
1 0 1

A particular solution of the inhomogeneous problem can be found using the

method of undetermined coefficients (alternative technique is variation of
parameters). Put
xp = a + bt .
Substitution in the system of differential equations gives
 
0
b = A(a + bt) + t .
1

Collecting constant terms and terms linear in t gives

 
0
Aa = b and Ab = ,
1
 from which we find
   
4 8
b= and a =
3 5

So a particular solution xp (t) is

   
8 4
xp (t) = +t .
5 3

The general solution now becomes

          
2 1 2 8 4
x = xh + xp = c1 e t + c2 et + t et t .
1 0 1 5 3

3. Question:
Consider the following system of nonlinear equations
 dx
dt = y + x(x2 + y 2 1)(x2 + y 2 2)
dy (1)
dt = x + y(x2 + y 2 1)(x2 + y 2 2)

in which is a parameter that can be any real number.

i) Investigate type and stability of the critical point (0, 0) of the linearised
system. Note that the classification depends on the value of the real
parameter .
ii) What conclusion(s) can you draw about the stability of (0, 0) for the
locally linear system (1)?
iii) The system (1) expressed in polar coordinates is given by (you do not
have to show this)
 dr
dt = r(r2 1)(r2 2)
d
dt =

Consider now the case > 0. Sketch the phase portrait of the system
including the equilibrium point(s) and possible limit cycles. Show the
direction of the flow and discuss the behavior of the solutions for t
.

Answer:

i) Define the vector function

y + x(x2 + y 2 1)(x2 + y 2 2)
   
F (x, y)
=
G(x, y) x + y(x2 + y 2 1)(x2 + y 2 2)

The Jacobian matrix of this vector field in (0, 0) is:

 
2
J(0, 0) = .
2

The eigenvalues of J(0, 0) are 2 i. As the real part of the eigenvalues is

positive the equilibrium in UNSTABLE. When 6=0, (0, 0) is a spiral point,
when = 0, (0, 0) is a unstable proper NODE or STAR point.
ii) As the critical point has eigenvalues with nonvanishing real parts the sta-
bility of the linear and the almost linear, or equivalently, locally linear system
is the same as that for the linear system.
 1 1/
22

Figure 1: Phase portraits of the equilibrium

(0, 0) for > 0. There are two limit
cycles, of which r = 1 is stable and r = 2 is unstable.

iii) The phase portraits in the neighbourhood of the equilibria are shown in
the figure above
The direction of motion can be found either by substituting the coordinates
of a specific point and calculating the values of x and y, or by using the polar
representation. A sketch of the portret is given in the figure 1. The two
limitcycles are circles with radii r = 1 and r = 2. Only the inner limit cycle
r = 1, is stable, which follows immediately from the equation for r. For r < 1,
r > 0 so the movement is toward r = 1 in a clockwise direction ( < 0). For
1 < r < 2, r < 0 so the movement
is toward r = 1 in a clockwise direction

( > 0, so < 0). For r > 2, r > 0 so the movement is away from r = 2.
4. Question:
Consider the following nonhomogeneous heat equation

ut = uxx + x , 0 < x < 1, t > 0 ,

with nonhomogeneous boundary conditions

u(0, t) = 0 and u(1, t) = 1, t > 0 ,

and with initial condition

u(x, 0) = sin(x) , 0x1.

i) Write u(x, t) = v(x) + w(x, t), where v(x) is the steady state solution.
Calculate the steady state solution v(x).
ii) Find u(x, t) using the method of separation of variables.
REMARK: You do NOT have to CALCULATE the integrals for the Fourier
coefficients. It is sufficient to WRITE them DOWN.

Answer:
i) Substituting u(x, t) = v(x) + w(x, t) in the nonhomogeneous heat equation
with source results in
wt = wxx + vxx + x.
The steady state solution v(x) satifies

vxx + x = 0

with boundary conditions v(0) = 0, v(1) = 1. Solving this equation gives

x3
v(x) = + C1 x + C2 ,
6
where C1 and C2 can be determined from the boundary conditions. We find
that C2 = 0 and C1 = 7/6.

ii) The equation for w is the heat equation with Dirichlet boundary condi-
tions, that is, w(0, t) = w(1, t) = 0 and

wt = wxx

This equation can be solved by the method of separtion of variables. We

write w(x, t) = X(x)T (t) and substitute this in the heat equation

T 0 X = X 00 T,

where prime denotes differentation with respect to x for the function X and
with respect to t for the function T . Dividing by XT leads to

X 00 T0
= ,
X T
which can be rewritten as
X 00 T0
= = .
X T
As the left-hand side of this equation depends only on x and the T 0 /T term
only on t, both sides must equal a constant value, say .
This leads to the following differential equation for X:

X 00 + X = 0 .

with two homogeneous boundary conditions

X(0) = 0 and X(1) = 0.

We consider three cases: < 0 , = 0 , and > 0. First we consider

< 0. Substituting = 2 the equation becomes

X 00 2 X = 0 .

The general solution of this equation is

X(x) = c1 ex + c2 ex .

Substitution of the b.c. X(0) = 0 yields c1 = c2 . The b.c. Y (1) = 0 gives

c1 e + c2 e = 0. With c1 = c2 , this equation can only be satisfied if = 0
(not allowed) or if c1 = c2 = 0 (trivial solution).
For = 0 we get the general solution X = ax + b. From both X(0) = 0 and
X(1) = 0 follows that a = b = 0. So = 0 does only allow the trivial solution.

The third case to consider is > 0. Putting = 2 , we get the equation

X 00 + 2 X = 0

The general solution of this equation is

X = c1 cos(x) + c2 sin(x) .

From the boundary condition X(0) = 0 follows c1 = 0. From the b.c. X(1) =
0, it follows that sin() = 0, so we choose = n, n = 1, 2, .
In conclusion, the eigenvalues are n = (n)2 , n = 1, and the correspond-
ing eigenfunctions are Xn = sin(nx), n = 1, 2, .
Substituting the value of in the equation for T yields

T 0 + (n)2 T = 0.

The general solution of this equation has the following form:

2
2 t
Tn (t) = An en .

Hence we arrive at the following fundamental solutions

2
2 t
wn (x, t) = en sin(nx), n = 1, 2,

In order to satisfy the initial condition we write the initial condition for w(x, t)

x3 7
w(x, 0) = u(x, 0) v(x) = sin(x) + x
6 6
and write the general solution of wt = wxx with Dirichlet boundary condi-
tions in the form

2
2 t
X
w(x, t) = cn en sin(nx) .
n=1

Evaluating w(x, t) in t = 0

x3 7 X
sin(x) + x= cn sin(nx).
6 6 n=1

Using the orthogonality properties of the sine functions which lead to the
Euler-Fourier formulas (Chap. 10), or invoking Sturm-Liouville theory (Chap.
11), it follows that

Z1
x3
 
7
cn = 2 sin(nx) sin(x) + x dx, n = 1, 2, . . .
6 6
0

The solution to the problem is now given by u(x, t) = w(x, t) + v(x)., with
v(x) and w(x, t) as calculated.
5. Question:
Consider the following differential equation for the function y(x)

(x2 1)y 00 2xy 0 + 2y = 0, (2)

A solution
P to equation (2) can be obtained in the form of a power series
y(x) = n=0 an xn . Derive a recurrence relation for the coefficients an .
Answer:

P
Substitute y(x) = n=0 an xn in the differential equation to obtain

X
X
X
(x2 1) n(n 1)an xn2 2x an nxn1 + 2 an xn
n=2 n=1 n=0

X
X
X
X
= an n(n 1)xn n(n 1)an xn2 2 an nxn + 2 an xn = 0,
n=0 n=2 n=0 n=0
(3)
2
P n2
where we started the summation of x n=2 an n(n1)x Pat n = 0 as there

are no contributions from n = 0 and n = 1. For the term x n=1 an nxn1 we
can also start the summation at n = 0 for the same reason.
We next shift the summation in the second term by 2 which leads to

X
X
X
X
an n(n 1)xn (n + 2)(n + 1)an+2 xn 2 an nxn + 2 an xn = 0.
n=0 n=0 n=0 n=0

The requirement that this equation is satified for all x within the domain of
convergence gives the recurrence relation

n2 3n + 2 (n 2)(n 1)
an+2 = an = an for n = 0, 1, 2,
(n + 2)(n + 1) (n + 2)(n + 1)

NOTE: From this we arrive at y1 (x) = 1 + x2 and y2 (x) = x.

6. Question:

i) Determine the normalised eigenfunctions of

y 00 + y = 0 , y 0 (0) = 0, y(1) = 0 .

ii) Determine the solution(s) of the following boundary value problem

y 00 + 4 2 y = sin(2x) , y 0 (0) = 0, y(1) = 0 .

or else show that it has no solution.

Answer:

i) Perform the standard analysis for the three different cases < 0, = 0,
> 0.
First < 0. With = 2 the equation becomes

y 00 2 y = 0

The general solution of this equation is

y = c1 ex + c2 ex .
Substitution of the b.c. y 0 (0) = 0 yields c1 = c2 . The b.c. y(1) = 0 gives
c1 e + c2 e = 0. With c1 = c2 we get c1 e2 = 0, which is only the case for
c1 = c2 = 0. Hence for < 0 there are no nontrivial solutions.
For = 0 we get the general solution y = c1 x + c2 . From y 0 (0) = 0 it follows
that c1 = 0 and then from y(1) = 0 that c2 = 0. So also in this case there is no
nontrivial solution.
The third case to consider is > 0. Putting = 2 , we get the equation

y 00 + 2 y = 0 .

The general solution of this equation is

y = c1 cos(x) + c2 sin(x) .

For the derivative we have

y 0 = c1 sin(x) + c2 cos(x) .

From the b.c y 0 (0) = 0 follows c2 = 0. From the b.c. y(1) = 0 and c2 = 0
it follows cos() = 0, which is true if n = (n 12 ), n = 1, 2, . So the
non-normalised eigenfunctions are yn = An cos((n 21 )x), n = 1, 2, 3, .
The normalisation constant An must be chosen such that

Z1
1
[An cos((n )x)]2 dx = 1
2
0

which yields An = 2.
So the normalised eigenfunctions n (x) are
1
n (x) = 2 cos((n )x), n = 1, 2, 3, .
2

ii) We can find the solution by adding a particular solution to the homoge-
neous solution and next impose the boundary conditions. The homogeneous
solution reads
yh (x) = c1 sin(2x) + c2 cos(2x)

As a guess for the particular solution we try

y(x) = Ax sin(2x) + Bx cos(2x),

as the nonhomogeneous term is itself a solution of the homogeneous equa-

tion. From this we can derive expressions for y 0 and y 00 :

y 0 = A sin(2x) + 2Ax cos(2x) + B cos(2x) 2Bx sin(2x)

and

y 00 = 4A cos(2x) 4 2 Ax sin(2x) 4B sin(2x) 4 2 Bx cos(2x).

Using the expression for y 00 and y in the differential equation gives the equa-
tion
4A cos(2x) 4B sin(2x) = sin(2x),
from which it follows that A = 0 and B = 1/4. The general solution now
reads
x
y(x) = c1 sin(2x) + c2 cos(2x) cos(2x)
4
Imposing the boundary condition y 0 (0) = 0 gives

1
c1 2 = 0,
4
or c1 = 81 2 . From the remaining boundary condition y(1) = 0 we find c2 =
1
4 . So there is a unique solution to the problem which is given by

1 1 x
y(x) = sin(2x) + cos(2x) cos(2x).
8 2 4 4
Uniqueness was to be expected as 4 2 is not an eigenvalue of the homoge-
neous differential equation, with b.c. y 0 (0) = 0 and y(1) = 0.