Name-Surname:

1 2 3 4 Total
Student no:

MATH 2505 - Differential Equations

Final Exam 02.02.2021

(25%) TASK 1
Let us consider the following differential equation of the six order

y (6) (x) + y (4) (x) = 120x.

(a) Find a system of all linearly independent solutions of the homogeneous

differential equation: y (6) (x) + y (4) (x) = 0;
(b) Using Wronskian criterion prove that solutions of the found system
are linearly independent. Write the formula for the general solution of the
homogeneous DE y (6) (x) + y (4) (x) = 0;
(c) Find a general solution of the inhomogeneous differential equation

y (6) (x) + y (4) (x) = 120x.

Solution.
(a) m6 + m4 = 0 is the characteristic equation of y (6) (x) + y (4) (x) = 0; m1 = m2 =
m3 = m4 = 0, m5 = i, m6 = −i are roots of the characteristic equation (0 is 4 times
root; i, −i are conjugate complex roots, i2 = −1). Applying the standard procedure for
these types of roots of the characteristic equations we find that

y1 (x) = 1, y2 (x) = x, y3 (x) = x2 , y4 (x) = x3 , y5 (x) = cos x, y6 (x) = sin x

are solutions of the homogeneous differential equation y (6) (x) + y (4) (x) = 0.
(b)

x2 x3 cos x
 
1 x sin x 
2x 3x2 − sin x cos x 

0 1

0 0 2 6x − cos x − sin x 
W =  = 12(cos2 x + sin2 x) = 12 6= 0, ∀x ∈ (−∞, ∞).
0 0 0 6 sin x − cos x 
0 0 0 0 cos x sin x 

0 0 0 0 − sin x cos x 
Hence

y1 (x) = 1, y2 (x) = x, y3 (x) = x2 , y4 (x) = x3 , y5 (x) = cos x, y6 (x) = sin x

are linearly independent solutions of the homogeneous differential equation y (6) (x) +
y (4) (x) = 0 and a general solution of y (6) (x) + y (4) (x) = 0 is given by
y(x) = C1 + C2 x + C3 x2 + C4 x3 + C5 cos x + C6 sin x,
where C1 , C2 , C3 , C4 , C5 , C6 are arbitrary constants.
(c)
The inhomogeneous term g(x) = 120x has the form Pn (x)eαx cos βx, where Pn (x) =
120x is the polynomial of the degree n = 1; α = 0, β = 0. We search the particular
solution of the inhomogeneous differential equation y (6) (x) + y (4) (x) = 120x in the form
Y (x) = xs (A1 x + A0 ), where A1 , A0 are undetermined coefficients. Since α + iβ = 0 is 4
times root of the characteristic equation then s = 4. Substituting Y (x) = x4 (A1 x + A0 )
into y (6) (x) + y (4) (x) = 120x we find 4!A0 + 5!A1 x = 120x. Hence A0 = 0 and A1 = 1.
Therefore Y (x) = x5 .
Therefore, a general solution of y (6) (x) + y (4) (x) = 120x is given by
y(x) = C1 + C2 x + C3 x2 + C4 x3 + C5 cos x + C6 sin x + x5 ,
where C1 , C2 , C3 , C4 , C5 , C6 are arbitrary constants.

(25%) TASK 2

Let us consider the following inhomogeneous system of two linear differential equations
of the first order with constant coefficients:
dx(t)
= Ax(t) + g(t),
dt
where
     
x1 (t) 6 −8 2t 1
x(t) = , A = , g(t) = e , a = 2021.
x2 (t) 2 −2 ta
(a) Find a set of all linearly independent solutions of the homogeneous
system of differential equations: dx(t)
dt = Ax(t);
(b) Using Wronskian criterion prove that obtained solutions are linearly
independent. Write the formula for the general solution of the homogeneous
system dx(t)
dt = Ax(t);
(c) Find the fundamental matrix and the inverse matrix to this fun-
damental matrix. Find a general solution of the inhomogeneous system
dx(t)
dt = Ax(t) + g(t) for g(t) given above.
 Solution.
(a) The characteristic equation of the homogeneous system dx(t)
dt = Ax(t) is given by
 
6 − λ −8  = 0 ⇐⇒ λ2 − 4λ + 4 = 0 ⇐⇒ (λ − 2)2 = 0.

|A − λI| = 0 ⇐⇒ 
2 −2 − λ
λ1 = λ2 = 2 are roots of the characteristic equation |A − λI| = 0. Let λ = 2. We search
a solution of the homogeneous system dx(t)
dt = Ax(t) in the form
   
x1 (t) u1
= e2t ⇐⇒ x(t) = ue2t ,
x2 (t) u2
where x(t) = (x1 (t), x2 (t)), u = (u1 , u2 ), u21 + u22 > 0.
Substituting x(t) = ue2t into dx(t)dt = Ax(t) we have

4u1 − 8u2 = 0
(A − 2I)u = 0 ⇐⇒
2u1 − 4u2 = 0.
u = (2, 1) is a solution of (A − 2I)u = 0. Hence
 
(1) 2
x (t) = e2t
1
is a solution of dx(t)
dt = Ax(t). We search the second of dx(t) dt = Ax(t) in the form
dx(t)
x(t) = (ut + w)e2t . Substituting x(t) = (ut + w)e2t into dt = Ax(t) we find
4u1 − 8u2 = 0
(A − 2I)u = 0 ⇐⇒ ⇐⇒ u = (2, 1);
2u1 − 4u2 = 0
4w1 − 8w2 = 2
(A − 2I)w = u ⇐⇒ ⇐⇒ w = (1/2, 0).
2w1 − 4w2 = 1
     
2 1/2 2t + 1/2
x(2) (t) = t+ e2t = e2t
1 0 t
is the second solution of dx(t)
dt = Ax(t).
(b) Applying the Wronskian criterion of the linear independence we find
 2t 
2e (2t + 1/2)e2t 
W =  2t  = − 1 e4t 6= 0, ∀t ∈ (−∞, ∞).
2t
e te  2
Hence    
(1) 2 2t (2) 2t + 1/2
x (t) = e , x (t) = e2t
1 t
are two linearly independent solutions of dx(t)
dt = Ax(t). Therefore the general solution
of dx(t)
dt = Ax(t) is given by
   
2 2t + 1/2
x(t) = C1 e2t + C2 e2t ,
1 t
where C1 , C2 are arbitrary constants.
(c) Applying the definition of the fundamental matrix ( that columns of the funda-
mental matrix are components of linearly independent solutions x(1) (t), x(2) (t) ) we find
that
   
2t 2 (2t + 1/2) −1 −2t t −(2t + 1/2)
Ψ(t) = e ; Ψ (t) = −2e
1 t −1 2
are the fundamental matrix and the inverse matrix to the fundamental matrix.
Further
a a+1
 
z − z /2 − 2z
Ψ−1 (z)g(z) = −2 ;
−1 + 2z a
!
Z t t2 ta+1 2ta+2
− −
Ψ−1 (z)g(z) dz = −2 2 2(a+1) 2ta+1
a+2
;
0 −t + a+1
The general solution of the inhomogeneous system dx(t)
dt = Ax(t) + g(t) is given by
  Z t
C1
x(t) = Ψ(t) + Ψ(t) Ψ−1 (z)g(z) dz
C2 0
!
t2 ta+1 2ta+2
− −
   
2 2t + 1/2
= C1 e2t + C2 e2t − 2Ψ(t) 2 2(a+1) 2ta+1
a+2
.
1 t −t + a+1

(25%) TASK 3
Let us consider the homogeneous system of three linear differential equations of the first
order with constant coefficients:
dx(t)
= Ax(t),
dt
where
   
x1 (t) 3 0 −1
x(t) =  x2 (t)  , A =  0 −3 −1  .
x3 (t) 0 2 −1
(a) Find a set of all linearly independent solutions of the considered system
of differential equations;
(b) Using Wronskian criterion prove that obtained solutions are linearly
independent. Write the formula for the general solution of the considered
homogeneous system.
 Solution
(a) The characteristic equation of the homogeneous system dx(t)
dt = Ax(t) is given by
 
3 − λ 0 −1   
  −3 − λ −1 
|A − λI| = 0 ⇐⇒  0 −3 − λ −1  = 0 ⇐⇒ (3 − λ)  
2 −1 − λ
 0 2 −1 − λ
= (3 − λ)[(3 + λ)(1 + λ) + 2] = 0;
λ1 = 3, λ2 = −2 + i, λ3 = −2 − i are roots of the characteristic equations.
Let λ = 3. We search a solution of the homogeneous system dx(t)
dt = Ax(t) in the form
   
x1 (t) u1
x(t) = ue3t ⇐⇒  x2 (t)  =  u2  e3t .
x3 (t) u3
dx(t)
Substituting x(t) = ue3t into = Ax(t) we
dt have
    
0 0 −1 u1 0
(A − 3I)u = 0 ⇐⇒  0 −6 −1   u2  =  0  .
0 2 −4 u3 0
u1 = 1, u2 = 0, u3 = 0 is a solution the last system of linear algebraic equations and
therefore  
1
x (t) =  0  e3t
(1)

0
is a solution of the homogeneous system dx(t)
dt = Ax(t).
Let λ2 = −2 + i. We seek the rest of solutions of the system dx(t)
dt = Ax(t) in the form
   
x1 (t) U1
x(t) = Ueλ2 t ⇐⇒  x2 (t)  =  U2  eλ2 t .
x3 (t) U3
dx(t)
Substituting x(t) = Ueλ2 t into= Ax(t) we have
dt
    
5−i 0 −1 U1 0
(A + (2 − i)I)U = 0 ⇐⇒  0 −1 − i −1   U2  =  0  .
0 2 1−i U3 0
U1 = 1, U2 = −2 + 3i, U3 = 5 − i is a complex valued solution the last system of linear
algebraic equations and therefore
 
1
X(t) =  −2 + 3i  e(−2+i)t
5−i
is a the complex valued solution of the homogeneous system dx(t) dt = Ax(t). According
to the theory of differential equations, real solutions of the system are given as the real
and imaginary parts of X(t):

x(2) (t) = Re {X(t)} , x(3) (t) = Im {X(t)} .

Hence
   
cos t sin t
x(2) (t) =  −2 cos t − 3 sin t  e−2t , x(3) (t) =  3 cos t − 2 sin t  e−2t
5 cos t + sin t − cos t + 5 sin t

are the second and third solutions of dx(t) dt = Ax(t).

(c)
Applying the Wronskian criterion of the linear independence we find
−2t −2t
 3t 
e cos te sin te 
 
W =  0 −e−2t (2 cos t + 3 sin t) e−2t (3 cos t − 2 sin t)
0 e−2t (5 cos t + sin t) e−2t (5 sin t − cos t) 
 −2t −2t

−e (2 cos t + 3 sin t) e (3 cos t − 2 sin t)
= e3t e−4t  −2t  = −13e−t 6= 0, ∀t ∈ (−∞, ∞).
 
−2t
e (5 cos t + sin t) e (5 sin t − cos t) 
Hence    
1 cos t
x(1) (t) =  0  e3t , x(2) (t) =  −2 cos t − 3 sin t  e−2t ,
0 5 cos t + sin t
 
sin t
x(2) (t) =  3 cos t − 2 sin t  e−2t
− cos t + 5 sin t
are three linearly independent solutions of dx(t)
dt = Ax(t).
dx(t)
The general solution of the considered homogeneous system dt = Ax(t) is given by

x(t) = C1 x(1) (t) + C2 x(2) (t) + C3 x(3) (t),

where C1 , C2 , C3 are arbitrary constants.

 (25%) TASK 4

Let us consider the inhomogeneous system of two linear differential equations of the
second order with constant coefficients:

y 00 (t) = −3y(t) + x(t), x00 (t) = 2y(t) − 2x(t) + g(t),

x(0) = 0, x0 (0) = 0, y(0) = 0, y 0 (0) = 0,

where Z t
g(t) = sin(3z) sin[5(t − z)]dz
0
(a) Find the Laplace transform of the function g(t);
(b) Use the Laplace transform to the considered system of differential
equations to find the image of the Laplace transform X(s), Y (s) of unknown
solution x(t) and y(t) of the considered initial value problem;
(c) Use the Laplace transform to X(s), Y (s) to find a solution x(t) and y(t)
of the considered initial value problem.

Solution. Rt
(a) The function g(t) = 0 sin(3z) sin[5(t − z)]dz is the convolution of two functions
sin 3t and sin 5t. Applying the property of the Laplace transform:

L[(f ∗ h)(t)](s) = L[f (t)](s)L[h(t)](s)

we find that
15
L[(sin 3t ∗ sin 5t)](s) = .
(s2 + 9)(s2 + 25)
(b)
Applying the Laplace transform to the considered equations and using initial data we
find
s2 X(s) = 2Y (s) − 2X(s) + G(s), s2 Y (s) = −3Y (s) + X(s),
where
15
G(s) = .
(s2 + 9)(s2 + 25)
The obtained equations can be considered as a system of two linear algebraic equations
with two unknowns X(s) and Y (s):

(s2 + 2)X(s) − 2Y (s) = G(s),

−X(s) + (3 + s2 )Y (s) = 0.
The determinant of this system is equal to
 2 
s + 2 −2  4 2 2 2
∆ =  2  = s + 5s + 4 = (s + 1)(s + 4) 6= 0.

−1 3 + s
Applying Cramer’s rule we find the solution of this sytem of algebraic equations in the
form
G(s)(3 + s2 )) 15(3 + s2 ))
 
1 G(s) −2 
X(s) =  = = ,
∆ 0 3 + s2  (s2 + 1)(s2 + 4) (s2 + 1)(s2 + 4)(s2 + 9)(s2 + 25)
 
1 s2 + 2 G(s) G(s) 15
Y (s) =  = = .
∆ −1 0  (s2 + 1)(s2 + 4) (s2 + 1)(s2 + 4)(s2 + 9)(s2 + 25)
(c)
We find now the suitable presentation of the right sides of the equalities for X(s) and
Y (s) to apply the inverse Laplace transform. For this we search the presentation for
15(3 + s2 )
(s2 + 1)(s2 + 4)(s2 + 9)(s2 + 25)
and
15
(s2 + 1)(s2 + 4)(s2 + 9)(s2 + 25)
in the form of partial fractions
15(3 + z) A B C D
= + + + , z = s2 ;
(z + 1)(z + 4)(z + 9)(z + 25) (z + 1) (z + 4) (z + 9) (z + 25)
15 A1 B1 C1 D1
= + + + , z = s2 ;
(z + 1)(z + 4)(z + 9)(z + 25) (z + 1) (z + 4) (z + 9) (z + 25)
where A, B, C, D, A1 , B1 , C1 , D1 are unknown (undetermined) constants. Applying the
standard procedure we find
15(3 + z) 15 · 2 30
A= |z=−1 = = ,
(z + 4)(z + 9)(z + 25) 3 · 8 · 24 (24)2
15(3 + z) −15 2
B= |z=−4 = = ,
(z + 1)(z + 9)(z + 25) (−3) · 5 · 21 42
15(3 + z) 15(−6) 3·3
C= |z=−9 = =− ,
(z + 1)(z + 4)(z + 25) (−8) · (−5) · 16 64
15(3 + z) 15 · (−22) (11) · (5)
D= |z=−25 = = ,
(z + 1)(z + 4)(z + 9) (−24) · (−21) · (−16) (24) · (7) · (8)
and
15 15 15
A1 = |z=−1 = = ,
(z + 4)(z + 9)(z + 25) 3 · 8 · 24 (24)2
 15 15 2
B1 = |z=−4 = =− ,
(z + 1)(z + 9)(z + 25) (−3) · 5 · 21 42
15 15 3
C1 = |z=−9 = = ,
(z + 1)(z + 4)(z + 25) (−8) · (−5) · 16 128
15 15 5
D1 = |z=−25 = =− .
(z + 1)(z + 4)(z + 9) (−24) · (−21) · (−16) 2688
Using these equalities we find that
30 1 1 2 3 3 11 5
X(s) = ( ) + ( ) − ( ) + ( ),
(24)2 s2 + 1 42 s2 + 4 64 s2 + 9 24 · 7 · 8 s2 + 25
15 1 1 2 1 3 1 5
Y (s) = 2
( 2 )− ( 2 )+ ( 2 )− ( 2 ).
(24) s + 1 42 s + 4 128 s + 9 24 · 7 · 16 s + 25
Applying the inverse Laplace transform to both sides of the last two equalities we find
the solution of the considered initial value problem
30 1 3 11
x(t) = sin t + sin 2t − sin 3t + sin 5t,
(24)2 42 64 24 · 7 · 8
15 1 1 1
y(t) = sin t − sin 2t + sin 3t − sin 5t.
(24)2 42 128 24 · 7 · 16