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CQF January 2014 Maths Primer Differential Equations Exercises

1. The document provides several examples of differential equations and their solutions. 2. Methods shown include finding the differential equation satisfied by a given function, solving separable and linear differential equations, and using integral factors to solve equations. 3. Solutions are obtained for initial value problems involving exponential, trigonometric, hyperbolic and polynomial functions.
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0% found this document useful (0 votes)
191 views5 pages

CQF January 2014 Maths Primer Differential Equations Exercises

1. The document provides several examples of differential equations and their solutions. 2. Methods shown include finding the differential equation satisfied by a given function, solving separable and linear differential equations, and using integral factors to solve equations. 3. Solutions are obtained for initial value problems involving exponential, trigonometric, hyperbolic and polynomial functions.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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3 Di¤erential Equations Problem Sheet

1. For arbitrary constants c1 ; c2 ; c3 ; c4 …nd the di¤erential equations satis-


…ed by y when:
2
a. y = c1 x +
c1
2
dy
dx = c1 ) y = dy
dx x + 2
dy=dx ! x (y 0 ) yy 0 + 2 = 0

x
b. y = (c1 + c2 x) e
dy x x x x
dx = (c1 + c2 x) e + c2 e = ye + c2 e
d2 y
dx2 = dy
dx c2 e x
= dy
dx
2
y dy
dx ) y 00 + 2 y 0 + 2
y=0

c. y = c1 sin x + c2 cos x + c3 sinh x + c4 cosh x

d4 4 d4
sin x = sin x; cos x = 4 cos x;
dx4 dx4
4
d 4 d4
sinh x = sinh x; ; cosh x = 4 cosh x
dx4 dx4
d4 y 4
= y
dx4

2. Solve the following di¤erential equations/I.V.P.’s


3
dy
a. = y2 y = 1; x = 0
dx

dy
= y 2=3 ! dx = y 2=3 dy
Z xdx Z x x
ds = y 2=3 dy ! x = 3y 1=3 = 3y 1=3 (x) 3y 1=3 (0)
0 0 0
3
x x+3
= y 1=3 1)y=
3 3

dy 1 + y2
b. = y = 1; x = 0
dx 1 + x2
Z Z
dy dx tan a + tan b
1+y 2 = 1+x2 ! arctan y = arctan x + c and use tan (a + b) =
1 tan a tan b
x+C 1+x
y = ; I.C y (0) = 1 =) C = 1 ) y =
1 Cx 1 x

12
p dy y 1
c. 1 + x2 = xe y = 0; x = 0 Ans: y = 2 log 1 + x2
dx
Z x Z x
ey dy = p s
1+s2
ds
0 0

The right hand integral is done by substitution u = 1 + s2 ! du =


2sds
p x p
ey 1 = 1 + s2 = 1 + x2 1
0
p 1
y
e = 1 + x2 ! y = log 1 + x2
2
dy
2 x3
d. (1 y) + 1 + x2 y = 0 Ans: x + = log y + 2y
dx 3
1 2
2y + c
Z Z
(1 y)2
y dy = 1 + x2 dx
Z Z
1
y +y 2 dy = 1 + x2 dx
y2 x3
log y + 2 2y = x 3 +c
which is an implicit solution.
dy c
e. x + 3y = 8x5 Ans: y = x5 + 3
dx x
dy
+ 3 y = 8x4
dx x
R
linear equation with IF: e3 1=xdx
= x3
dy
x3 + 3x2 y = 8x7
dx Z Z
d
yx3 = 8x7
! d yx 3
=8 x7 dx
dx
yx3 = x8 + c ! y = x5 + c=x3 :
dy
f. 2y tan x = x2 sec2 x when x = 0 and y = 0
dx
So comparing with standard form we have P = 2 tan x; so
R 2
2 tan xdx 2 ln sec x 2
I.F R(x) = e =e = eln(sec x) = (sec x) :
Note: apart from the few basic integrals, you need not worry about remem-
bering others - always consult a list of integrals in a book. So the di¤erential
equation is multiplied by the I.F
2 2
(sec x) (y 0 2y tan x) = x2 sec2 x (sec x)
Z
2 x3
y (sec x) = x2 dx ! y = sec2 x + c
3

13
the initial condition gives c = 0; so the particular solution becomes y =
x3
3 sec2 x

dy
1. g. sin x + 2y cos x = cos x
dx
dy
+ 2y cot x = cot x
dx
R
which is a linear equation with IF: e2 cot x
= e2 log sin x = sin2 x
dy
sin2 x dx + 2 (sin x cos x) y = sin x cos x
d
y sin2 x = sin x cos x
Z dx Z
d y sin2 x = sin x cos xdx
R
The right hand integral is solved by writing I = sin x cos xdx and
solving by parts to give I = 21 sin2 x

y sin2 x = 1
2 sin2 x + c
y = 1
2 + c csc2 x

3 2
h. (x + 1) y 0 2y = 3 (x + 1) Ans: y = (3x + c) (x + 1)
start by putting in standard form, divide through by (x + 1) to ex-
press as a linear equation
2
y0 2
(x+1) y = 3 (x + 1)

2
so P (x) = (x+1) ; hence I.F
Z
2 2 1
R (x) = exp (x+1) dx = exp ln (x + 1) = (x+1)2

multiply DE through by R (x)

y 0 (x+1)
1
2
2
(x+1)3
y =3

d 2
y (x + 1) = 3
dx Z
2
y (x + 1) = 3 dx + c
= 3x + c
2
y = (3x + c) (x + 1)

14
3. Solve the 2nd order equations

d2 y
a. = 2y 3 + 8y where y = 2; y 0 = 8 when x = 4
dx2
Put p = y 0 ! p0 = y 00
dp dy dp dp
y 00 = dx = dx dy = p dy

dp
p dy = 2y 3 + 8y which is variable separable
2
1 2 dy y4
2p = 1
2 dx = 2 + 4y 2 + c
y = 2; y 0 = 8 =) c = 8
p q
dy 2
dx = y 4 + 8y 2 + 16 = (y 2 + 4) = y2 + 4

we have taken the negative sign to satisfy the IC y 0 (2) = 8


Z Z
dy
dx = (y 2 +4)
1
x = 2 arctan (y=2) + d

using the IC y 4 = 2 gives d = 3 =8; so the PS becomes

3
y = 2 tan 2x
4
2
d2 y dy
b. + 2x = 0 where y = 0; y 0 = 1 when x = 0:
dx2 dx

p = y 0 ; p0 = y 00
dp
R R
the ODE becomes dx = 2xp2 ! p 2 dp = 2 xdx

= x2 + c : y 0 = 1; x = 0 =) c = 1
1
p
Z Z
1 2 dy 1 dx
=x +1 ! = 2 ! dy = x2 +1
dy=dx dx x +1
y = arctan x + d : y (0) = 0 =) d = 0
therefore the PS is y = arctan x

4. For each of the following constant coe¢ cient di¤erential equations,

y 00 + by 0 + cy = g(x)

…nd the complimentary function and state which function you would use
to try and …nd a Particular Solution by the method of undetermined
coe¢ cients.

15
a. b = 3; c = 2; g(x) = e5x Ans: C.F: y = Ae 2x
+ Be x
PS
y = Ce5x :
b. b = 1; c = 6; g(x) = 2e2x + sin 3x Ans: C.F: y = Ae 3x +
2x 2x
Be PS: y1 = Cxe ; because 2 is a root of the A.E y2 =
(D sin 3x + E cos 3x) :
c. b = 7; c = 0; g(x) = 4x2 + x + 2 Ans: C.F: y = A + Be 7x
PS
y = p2 x2 + p1 x + p0 x because 0 is a root of the A.E.
p p
x x=2 3 3
d. b = 1; c = 1; g(x) = 2e Ans: C.F: y = e A sin 2 x + B cos 2 x PS
x
y = Ce :
e. b = 4; c = 4; g(x) = 3e 2x + 2e3x + sin x Ans: C.F: y =
e 2x (A + Bx) PS y1 = Cx2 e 2x because 2 is a two fold root
of the A.E, y2 = De3x ; y3 = (E sin x + F cos x) :

5. By converting the Euler equation

x2 y 00 (x) 2xy 0 (x) + 2y (x) = 4x3

to a constant coe¢ cient problem show that the solution is given by

y (x) = Ax + Bx2 + 2x3 :


The change of variable is t = log x; with the derivatives represented as
dy 1 dy
dx = x dt
d2 y 1 d2 y dy
dx2 = x2 dt2 dt :

The ODE becomes


d2 y
dt2 3 dy
dt + 2y = 4e
3t

A.E 2 3 + 2 = 0 ! yc = Aet + Be2t :


For the PI look for a solution of the form yp = Ce3t : substitute in ODE

(9C 9C + 2C) e3t = 4e3t =) C = 2

General Solution y (t) = Aet + Be2t + 2e3t !

y (x) = Aex + Be2x + 2x3

16

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