Assignment 1 - Spring2006

Maximum Marks 30
Due Date: May 04, 2006

Question 1

Solve the (separable) differential equation

Solution

First we simplify the right hand side until the equation is clearly separable.
dy y ( x 2  4) y( x  2)( x  2)
   y( x  2)
dx x2 ( x  2)

The equation is separable & has constant solutions

y=0
For non-constant solutions separate variables, integrate both sides, and simplify:

Question 2
Solve the differential equation

dy ( x  y )

dx ( x  y )

Solution:

It is easy to check that the function

x y
f ( x, y ) 
x y
is a homogeneous function.

To solve the differential equation

( x  y )dx  ( y  x)dy  0

Subsitute yvx
dy  vdx  xdv


vdx  xdv ( x  vx)


dx ( x  vx )
(vdx  xdv)( x  vx)  ( x  vx)dx
x(vdx  xdv)(1  v)  x(1  v)dx
(vdx  xdv)(1  v)  (1  v)dx
(v  v 2  1  v)dx  xdv(1  v)  0
(1  v 2 )dx  xdv(1  v)  0
xdv(1  v)  (1  v 2 )dx
(1  v) 1
dv  dx
(1  v )
2
x

This is separable equation.

Solving by separation of variables all solutions are implicitly given by

ln | x | tan 1 (v) 1/ 2ln(1  v2 )  c

Going back to the function y through the substitution y  vx , we get

 ln | x | tan 1 ( y / x) 1/ 2ln(1  ( y / x)2 )  c

Question 3
Solve the differential equation

(2 xy3  y 4 )dx  ( xy3  2)dy  0 (By integrating factor technique)

Solution:

We rewrite the equation to get

(2 xy 3  y 4 )dx  ( xy 3  2)dy  0

M ( x, y )  xy 3  y 4 and N  xy 3  2
Now
M N
 6 xy 2  4 y  and   y3
y x

This clearly implies that the equation is not exact.

Let us find an integrating factor. We have

N M

x y 3
. 
M y

Therefore, an integrating factor u(y) exists and is given by

3
  ydy
u( y)  e  e3ln y  y 3

The new equation is

y 3 (2 xy 3  y 4 )dx  y 3 ( xy 3  2)dy  0
(2 x  y )dx  ( x  2 y 3 )dy  0
which is exact.

Let us find F(x,y). Consider the system:

F
 2x  y
x

F
 x  2 y 3
y

Let us integrate the first equation. We get

F ( x, y)  x 2  xy   ( y)

We differentiate F w. r. t. ‘y’ and use the second equation of the system

F
 x   ( y)  x  2 y 3
y

Differentiate with respect to y and use the second equation of the system to get

 ( y)  2 y 3

 ( y)  y 2

Thus the solution is C  x2  xy  y 2

 Assignment 2 - Spring2006

Maximum Marks 25
Due Date: May 12, 2006

Question 1 marks 05

Solve the differential equation

dy 2 2
 y  x4
dx x 3

Sol:
The equation is 1st order linear differential equation, here

2 4
p(x) = -2/x and q(x) = x
3

Hence the integrating factor is given by

u ( x) e   e
p ( x ) dx 2 / xdx
e 2ln x  x 2

Thereforethe generalsolutionis

2 2 2 3
x . x 4 dxc  x 2 dxc
2
x c
3 3 9 2
y 2
 2
 2
 x5  cx 2
x x x 9



Question 2 marks 10

Solve the differential equation

dy
x  y  xy 3
dx
Sol:

The given differential can be written as

dy 1
 y  y3
dx x

which is a Bernoulli equation with

1
p( x)  , q( x)  1,n  3
x

Dividing with y 3 we get

dy y 2
y 3  1 ----------------- 1
dx x

Therefore we substitute

v  y13  y 2

Differentiating w.r.t. ‘x’ we have

dy 1  dv 
y 3   
dx 2  dx 

So that the equation number 1 reduces to

1 dv v
 ( )  1
2 dx x
dv 2
( )  v  2
dx x

This is a linear equation. To solve this we find the integrating factor

u (x)

2
p( x)   , q( x)  2
x

2
  x dx
u ( x)  e  e2ln x  x 2
The solution of the linear equation is given by

 u( x)q( x)dx  c   x  2  dx  c
2

v
u ( x) x 2
2x 1  C
v  x  Cx 2
x 2
2
To go back to y we substitute v  y

Therefore the general solution of the given DE is

y 2   x  Cx 2

1
y2 
(2 x  Cx 2 )

1
y  
(2 x  Cx 2 )1/ 2

Question 3 marks 10

A certain radioactive material is known to decay at the rate proportional to the amount present. If
initially there are 100 milligrams of the material present and if after two years it is observed that 5
percent of the original mass has decayed, find
a) An expression for the mass at any time t
b) The time necessary for 10 percent of the original mass to have decayed.

Sol:

Let N denote the amount of material present at time t, then decay of material is governed by the
differential equation

dN
 kN  0
dt

The differential equation is separable and linear; its solution is

N cekt

Now at t=0, we are given that N=100. Put the values in above equation
cek 0
100  c

Thus

N ekt ---------------- 1

At t=2, 5 percent of the original mass of 100mg, has decayed. Hence at t=2,

N= 100-5 = 95, substituting these values in above equation we get

95  100e 2 k
1 19
k  ln
2 20
k  0.026

Substituting these values in equation number 1 we obtain the amount of mass present at any time t as

N e0.026t -------------------2

where t is measured in years.

b)
Now we require the time for 10 percent of the original mass to have decayed.

The mass after decaying of 10 percent of the original mass ( i.e. 100 mg) is

100-10 = 90
Now put the value in equation number 2 to get the time

e0.026t
t 4.05
So we require 4.05 years to decay 10 percent of the original mass.
 Assignment 3 - Spring2006

Maximum Marks 25
Due Date: May 04, 2006

Question 1

Show by computing the Wronskian that the given functions are linearly independent or dependent on
(,)

f1 ( x) x, f 2 ( x)x 2 , f3 ( x)x3

Sol:
x x2 x3
 
W x, x 2 , x 3  1 2 x 3 x 2
0 2 6x

     
 x[ 2 x  6 x   3 x 2  2 ]  [ x 2  6 x    2  x 3 ]  0
 6 x3  4 x3
 2 x3


W x, x 2 , x 3  0 
hence given functionsarelinearly independent on (, ) for all x  R.

Question 2
Solve the differential equation

y  9 y  20 y  0

Sol:
 Put y  emx
y  me mx , y  m 2e mx , y  m 4e mx
Putting these values in the given equation
m 4 emx  9m 2emx  20e mx  0
 (m 4  9m 2  20)e mx  0
Since e mx  0

So the characteristic equation is

m 4  9m 2  20  0

Whichcanbe factorint o
(m  2)(m  2)(m  5)( m  5)  0
Therootsare
m1 2,m2  2,m3  5,m4   5
Hencethesoluitonis

y c1e 2 x  c2 e 2 x  c3e 5x

 c4 e  5x

Question 3

4 y  4 y  x
Solve

Sol:

For the complementary solution consider the associated homogeneous equation

4 y  4 y  0
Tosolvethisequationwe put
y  emx

Then the auxiliary equation is

m2  1  0
m  1
Roots of the auxiliary equation are real and distinct. Therefore the complementary function is
yc  c1e x  c2e x

From the complementary solution we find

y1  e x
y2  e  x

W (e x ,e x )  2

y+p(x) y+Q(x)y=f(x)
x
y -y=
4

x
Here f(x) =
4

0e x xe  x
W1  
x / 4 e  x 4

e x 0 xe x
W2  
e x x / 4 4

w1 xe  x
u1  
w 8

w2 xe x
u2  
w 8

1 1
u1 
8  xe  x dx  ( x  1)e  x
8
1 1
u2    xe x dx   ( x  1)e x
8 8

A particular solution if the non-homogenous equation is

1 1
y p  ( x  1)e  x e x  ( x  1)e x e  x
8 8
x
 
4
hence the general solution is
 x
y  yc  y p  yc  c1e x  c2e x 
4
 Assignment 4 - Spring2006

Maximum Marks 30
Due Date: June 29, 2006

Question 1 Marks 5

A 32-lb weight, attached to spring, stretches it 6 inches. Find the equation of the motion if the
weight is released from rest from a point 8 inches above the equilibrium position.

Sol:
weight of the body is

W= 32 lbs
W= mg

m= W/g=32/32=1

Since stretch s= 6 inches = 1/2 foot

By Hook’s Law

32 = k(1/2)
k=64 lbs/ft
Hence the equation of simple harmonic motion

d 2x
m  kx
dt 2
becomes

d 2x
 64 x
dt 2
d 2x
 64 x  0
dt 2

2
Since the initial displacement is 8 inches= ft
3
Initial velocity is zero as the object is released from rest, so the initial conditions are
2
x(0)  , x(0)  0
3
To solve the initial value problem
d 2x
 64 x  0
dt 2
 put
d 2x
x  emt ,
2
 m2emt
d t
We obtain the auxiliary equation
m2  64  0
m  8i

The general solution of the equation is

X(t) = c1cos8t+c2sin8t

Now apply the initial condition

2 2
x(0)   c1.1  c2 .0 
3 3

Hence

2
x(t )  cos8t  c2 sin 8t
3
Since

16
x(t )  sin 8t  8c2 cos8t
3
Therefore

16
sin 8t  8c2 cos8t = 0
3
8c2  0
c2  0

Hence the solution of the initial value problem is

2
x(t )  cos8t
3

Question 2 Marks 10

Solve the initial value problem

d 2x dx
2
  x  2Sin3t
dt dt

x(0)  1, x(0)  0

Sol:

First consider the associated homogeneous differential equation

d 2x dx
2
  x  0
dt dt

dx d 2x
Put x  emt ,  memt , 2  m2emt
dt dt
Then the auxiliary equation is
m 2  2m  1  0

m= -1, -1

hence

xc c1et  c2tet

To find the particular integral of non- homogeneous differential equation we use the undermined
coefficients, we assume that

y p  A cos3t  B sin 3t
y p  A cos 3t  B sin 3t

y p  3 A sin 3t  3B cos 3t

y p  9 A cos 3t  9 B sin 3t

so that

9 A cos3t  9 B sin 3t  2(3 A sin 3t  3B cos3t )  A cos3t  B sin 3t  2sin 3t

(9 A  6 B  A) cos3t  (9 B  6 A  B)sin 3t  2sin 3t
(9 A  6 B  A) cos 3t  (9 B  6 A  B) sin 3t  2sin 3t
Equat in gcoefficients,
8 A  6 B  0
and
8B  6 A  2

B=-4/25
A=-3/25
3 4
y p   cos3t  sin 3t
25 25

Hence the general solution of the differential equation

3 4
x c1et  c2tet  cos3t  sin 3t
25 25

Question 3 Marks 10

Solve using x  et

d2y dy y
5x 2
2
 5x   0
dx dx 5

Sol:

Thedifferentialcanbewrittenas
d2y dy y
x2 2
x  0
dx dx 25
Thedifferentialcanbewrittenas
d2y dy y
x2 2
x  0
dx dx 25

1
( x 2 D 2  xD  )y  0
25
Withthesubsitutionx  et ,wehave
xD  ,x 2 D 2  (  1)
sotheequationbecomes
1
[(  1)    ]y  0
25
1
[ 2  ]y  0
25
or
d2y 1
 y0
dt 2 25

y  emt ,wegettheauxiliaryequationas
1
Put m2   0
25
1
orm   i
5

1 1
y  c1 cos t  c2 sin t
5 5
ln x ln x
 c1 cos  c2 sin
5 5
 Assignment 5 - Spring2006

Maximum Marks 30
Due Date: July , 2006

Question 1 Marks 10

Find solution of the differential equation

y  y  0

In the form of power series of x.

Sol:
If we assume that a solution of the given equation exists in the form
 
y   cn x n  c0   cn x n
n 0 n1
Now differentiation of the proposed series solution gives
 
y   ncn x n1  c1   ncn x n1
n1 n2
Now we have

y    n  n  1  cn x n2
n2

Substituting the expression for y  and y , we obtain

 
y  y   n  n  1  cn x n2   cn x n
n2 n 0
Using, n  k  2 and n  k , we get
 
y  y    k  2  k  1  ck 2 x k   ck x k
k 0 k 0

or y  y     k  2  k  1  ck 2  ck  x k
k 0

Substituting in the given differential equation, we obtain


   k  2  k  1 ck 2  ck  xk  0
k 0
From this last identity we conclude that
  k  2 k  1 ck 2  ck  0
ck
or ck  2  , k  0,1, 2,
 k  2 k  1
From iteration of this recurrence relation it follows that
c0 c
c2   0
2.1 2!
c c
c3  1   1
3 2 3!
c c
c4  2   0
4.3 4!
c c
c5  3   1
5.4 5!
c c
c6  4   0
6.5 6!
c c
c7  5   1
7.6 7!

This iteration leaves both c0 and c1 arbitrary. From the original assumption we have

y  c0  c1 x  c2 x 2  c3 x3  c4 x 4  c5 x 5  c6 x 6  c7 x 7 
c0 2 c1 3 c0 4 c1 5 c0 6 c1 7
 c0  c1 x  x  x  x  x  x  x 
2! 3! 4! 5! 6! 7!

or
 1 1 1   1 3 1 5 1 7 
y  c0 1  x 2  x 4  x6    c1  x  3! x  5! x  7! x  
 2! 4! 6!
is a general solution. When the series are written in summation notation,

 1 x 2n and  1

n n
 
y1  x   c0  y2  x   c1  x 2 n 1
n  0  2n  ! n 0  2n  1!

Question 2 Marks 10

Determine the singular points of the differential equation and classify them as regular or irregular.

2 x( x  2)2 y  3xy  ( x  2) y  0

Sol:

Dividing the equation by 2 x( x  2)2 we have

3xy 1
y   y0
2( x  2) 2 x( x  2)
2

The singular points are x=0 and x=2.

Now a singular point x0 is regular singular point if (x-x0)P(x) ad (x-x0)^2 Q(x) are analytic at x0.

X=0 is a regular singular point.

X=2 is an irregular singular point.

Question 3 Marks 10

Solve

2 x2 y  7 x( x  1) y  3 y  0 (Use frobenius method)

Just find the values of r. (No need to find the general solution)

Sol:

The assumption y   c n x n  r leads to
n 0

2 x y  7 x( x  1) y  3 y
2

  
 2 x 2  (n  r )(n  r  1)cn x nr 2  (7 x 2  7 x) (n  r )cn x n r 1  3 cn x n r
n 0 n 0 n 0
   
 2 x 2  (n  r )(n  r  1)cn x n  r  2  (7 x 2  7 x) (n  r )cn x n  r 1  3 cn x n  r
n0 n0 n0
   
 2 (n  r )(n  r  1)cn x n  r  7 (n  r )cn x n  r 1  7 (n  r )cn x n  r  3 cn x n  r
n 0 n 0 n 0 n 0
 
2r (r  1)c0 x r  7rc0 x r  3c0 x r  7 (n  r )cn x n  r 1  2 (n  r )(n  r  1)cn x n  r
n0 n 1
 
 7 (n  r )cn x n  r  3 cn x n  r
n 1 n 1
 
 (2r 2  5r  3)c0 x r  7 (n  r )cn x n  r 1   cn x n  r [(n  r )(2n  2r  2)  7(n  r )  3]
n 0 n 1
 
 (2r 2  5r  3)c0 x r  7 (n  r )cn x n  r 1  2 cn x n  r [2n 2  2r 2  5n  5r  3]
n 0 n 1
 
 x r [(2r 2  5r  3)c0  7 (n  r )cn x n 1  2 cn x n [2n 2  2r 2  5n  5r  3]]
n0 n 1

Thus 2r 2  5r  3  0 so that r1  1/ 2, r 2  3
 Assignment 6 - Spring2006

Maximum Marks 25
Due Date: July 20 , 2006

Question 1 Marks 5

Find the general solution of the equation

 1
6 x 2 y  6 xy   6 x 2   y  0 on 0, 
 6
Sol:
The Bessel differential equation is
 
x 2 y  xy  x 2  v 2 y  0
Givendifferentialequationcanbewrittenas
 1 
x 2 y  xy   x 2   y  0
 36 
1 1
Comparing above two, we get v2  , therefore v  
36 6
So general solution is y  C1J1/ 6  x   C2 J 1/ 6  x 
Question 2 Marks 10

Solve, if possible, the given system of differential equation by systematic elimination

dx
 4x  3y
dt
dy
 3x
dt

Sol:
The given system of linear differential equations can be written in the differential
operator form as

Dx  4 x  3 y
Dy  3x

( D  4) x  3 y  0
Dy  3x  0

First eliminate x by multiplying 3 to first equation and operating (D-4) on second

equation and then by adding the two equation we get
[ D 2  4 D  9] y  0

The auxiliary equation for y is given by

m2  4m  9  0
The roots of the auxiliary equation are
m  2  13
Therefore
y  c1e(2 13) t
 c2e(2 13) t

Now eliminate y from equation by apply D on first equation and multiply second
equation by 3 and then by adding we get
 ( D 2  4 D  9) x  0
D2  4D  9  0
rootsof theauxiliaryequationare
m1  2  13
m2  2  13

Therefore

( 2 3 ) t
x  c3e(2 3) t
 c4e
Now we havethetwo solution
 2 13t  2 13t
y  t   C1e  C2 e
 2 13t  2 13t
x  t   C3e  C4 e

Put these value of x and y in the second equation of given differential equation

 2 13t  2 13t    2 13t  2 13t 

D C1e  C2 e  3 C3e  C4 e 0
   


  
 2  13 C1  3C3  e 2 13 t   2  13 C2  3C4  e 2 13 t  0
    


2  
13 C1  3C3  0

2  13  C 2  3C4  0
hence

C3 
2  13 C and C4 
2  13 C
1 2
3 3

Now x and y can be written as

 2 13 t  2 13 t
 y  t   C1e  C2e

x t  
2  13  C e 
2  13 t

2  13  C e 
2  13 t
1 2
3 3
Question 3 Marks 10

Solve, if possible, the given system of differential equation by use of determinants

dx dy
 4 x  3 y,  3x  4 y
dt dt
Solution:
First we write the differential equations of the system in terms of the differential operator D
 D  4  x  3y  0
 3x  ( D  4) y  0
We form the determinant
D4 3 0 3 D4 0
, ,
3 D4 0 D4 3 0
Since the 1st determinant is non-zero
D4 3
 D2  7  0
3 D4

Therefore, we write the decoupled equations

D4 3 0 3
x
3 D4 0 D4
D4 3 D4 0
y
3 D4 3 0
After expanding we find that

 D2  7  x  0
 D2  7  y  0
The auxiliary equation for both of the differential equations is:

m2  7  0  m   7
The auxiliary equation has real and distinct roots

x  c1e 7t  c2e 7t

y  c3e 7t  c4e 7t
Hence, the general solution of the two decoupled equations
x(t )  c1e 7t  c2e 7t

y (t )  c3e 7t  c4e 7t

Substituting these solutions for x and y into the first equation of the given system, we obtain
3 1
c1  c3, c2  c4.
4 7 4 7

Hence, the general solution of the given system of differential equations is

c4 .e 7t
3 1
x c3 e 7t 
4 7 7 4
y  c3e 7t  c4e 7t
 Assignment 7 – Spring 2006

Maximum Marks 15
Due Date: July 20 , 2006

Question 1 Marks 10

Find the eigenvalues and eigenvectors of

1 0 2
 
A  1 0 1
 2 0 4
 
SOL:

Eigenvalues

The characteristic equation of the matrix A is

1  0 2
det  A   I   1 0 1 0
2 0 4
Expanding the determinant, we obtain

 2 (  5)  0
Hence the eigenvalues of the matrix are
λ1  0, λ2  0, λ3  5

Eigenvectors

For 1  0 we have
1 0 2 0
 A  0 | 0    1 0 1 0 
2 0 4 0
 


R2-R1
R3 -2R1

1 0 2 0
 
 0 0 1 0 
0 0 0 0
 
R1 + 2R2

1 0 0 0
 
 0 0 1 0 
0 0 0 0
 

-R32
1 0 0 0
 
0 0 0 0
0 0 1 0
 
Thus we have the following equations in k1 , k2 and k3 . The number k2 can be chosen arbitrarily
k1  0 , k2  1,
 k3  0

0
 
K1  1 
0
 

For λ3  5
 4 0 2 0
 A  5 | 0    1  5 1 0 

 2 0  1 0 



R1+ 3R2
R3-2R2

  1  15 5 0
 
 1 5 1 0
 0 10  3 0 


-R1
 1 15  5 0 
 
 1 5 1 0 
 0 10  3 0 
 

R2- R1
 1 15  5 0 
 
 0  20 6 0 
 0 10  3 0 
 

R2 +2R2
 1 15  5 0
 
0 0 0 0
 0 10  3 0 

R23
  1 15  5 0 
 
 0 10  3 0 
0 0 0 0
 

1/10 R2

 1 15  5 
 0
0 1  3
0
 10 
0 0 0
0
 

R1-15R2
 1 
1 0 2 
 0
0 1  3
0
 10 
 0
 0 0 0 
 

Hence we obtain the following two equations involving k1 , k2 and k3 .

3
k 2  k3 1
10 , K1  k3
2

10 5
Choosing k3  we have k1  , k2  1 .
3 3
Hence we have an eigenvector corresponding to the eigenvalues 2  5

 5
 3
 
K2   1 
 10 
 
 3

Question 2 Marks 5

Verify that the vector X is the solution of the given system

  3 4   1   5t
X    X; X   e
 4    2

Sol:

1 
Since X    e 5t
2

 5t
 1   5t   5e 
And X     e   
2   10e 5t 
 
Futher
 5t
 3 4   1   5t   5e 
AX =    e =  = X
 4    2    10e 5t 
 
Thus the vectors X satisfy the homogeneous linear system.