KOÇ UNIVERSITY

MATH 204
SECOND EXAM MAY 2, 2013
Duration of Exam: 120 minutes

Solutions by ALI ALP UZMAN

(Emre Alkan): —–
(Check One):
(Burak Özbağcı): —–

PROBLEM POINTS SCORE

1 20
2 20
3 20
4 20
5 20
Problem 1 (20 pts) Find a fundamental set of power series solutions of the differ-
ential equation (1 − x)y 00 + y = 0 around x0 = 0. Give the recursive formula satisfied
by the coefficients and find the first four nonzero terms of each solution.
Solution 1
P∞ n 0
P∞ n−1
P∞ n
Let y := n=0 an x . Then y = n=1 an (n)x = n=0 an+1 (n + 1)x and
y 00 = ∞ n−2
= ∞ n
P P
n=2 an (n)(n − 1)x n=0 an+2 (n + 2)(n + 1)x . Plugging these into the
equation, we obtain

∞
X ∞
X
n
(1 − x) an+2 (n + 2)(n + 1)x + an x n = 0
n=0 n=0
∞
X ∞
X ∞
X
n n+1
=⇒ an+2 (n + 2)(n + 1)x − an+2 (n + 2)(n + 1)x + an x n = 0
n=0 n=0 n=0
X∞ ∞
X
=⇒ (an+2 (n + 2)(n + 1) + an )xn − an+2 (n + 2)(n + 1)xn+1 = 0
n=0 n=0

To compile each summand into one series, we need to equate the powers of x:

∞
X ∞
X
n
(an+2 (n + 2)(n + 1) + an )x − an+2 (n + 2)(n + 1)xn+1 = 0
n=0 n=0
X∞
=⇒ (a0+2 (0 + 2)(0 + 1) + a0 )x0 + (an+2 (n + 2)(n + 1) + an )xn
n=1
∞
X
− an+1 (n + 1)(n)xn = 0
n=1
∞
X
=⇒ (2a2 + a0 ) + (an+2 (n + 2)(n + 1) + an − an+1 (n + 1)(n))xn = 0
n=1
⇐⇒ (2a2 + a0 ) = 0
and (an+2 (n + 2)(n + 1) + an − an+1 (n + 1)(n)) = 0 for any index n

−a0 an+1 (n + 1)(n) − an

So the recursive formula is a2 = and an+2 = , for n ≥ 0 .
2 (n + 2)(n + 1)

Solving for the first few coefficients an in terms of a0 and a1 , we have a3 =

2a2 − a1 −a0 − a1 −a0 −a1 6a3 − a2 −a0 − a1 + a0 /2 −a0 /2 − a1
= = + , a4 = = = =
6 6 6 6 12 12 12
−a0 −a1
+ etc.. Hence we get
24 12
 x2 x3 x4 x3 x4 7x5
   
y = a0 1 − − − + · · · + a1 x − − − + · · · and therefore
2 6 24 6 12 120
x2 x3 x4 x3 x4 7x5
y1 := 1 − − − + · · · and y2 := x − − − + · · · makes up a
2 6 24 6 12 120
fundamental set of solutions.

Problem 2 (20 pts) Using Laplace transform, solve the following initial value
problem. y 00 − 2y 0 + 2y = cos t, y(0) = 1, y 0 (0) = 0.
Solution 2

y 00 − 2y 0 + 2y = cos t =⇒ L{y 00 − 2y 0 + 2y} = L{cos t}

=⇒ L{y 00 } − 2L{y 0 } + 2L{y} = L{cos t}
s
=⇒ [s2 L{y} − sy(0) − y 0 (0)] − 2[sL{y} − y(0)] + 2L{y} = 2
s +1
s
=⇒ (s2 − 2s + 2)L{y} + (−s + 2) = 2 (since y(0) = 1 and y 0 (0) = 0)
  s +1 
s 1
=⇒ L{y} = 2 + (s − 2) 2
s +1 s − 2s + 2
s s−2
=⇒ L{y} = 2 +
(s + 1)(s2 − 2s + 2) s2 − 2s + 2

Now we use partial fractions for the first summand:

s As + B Cs + D
= +
(s2 + 1)(s2 − 2s + 2) s2 + 1 s2 − 2s + 2
=⇒ s = (As + B)(s2 − 2s + 2) + (Cs + D)(s2 + 1)
=⇒ s = (A + C)s3 + (−2A + B + D)s2 + (2A − 2B + C)s + (2B + D)
=⇒ (A + C)s3 + (−2A + B + D)s2 + (2A − 2B + C − 1)s + (2B + D) = 0
⇐⇒ (A + C) = (−2A + B + D) = (2A − 2B + C − 1) = (2B + D) = 0

Solving this system, we obtain A = 1/5, B = −2/5, C = −1/5, D = 4/5. Hence

we continue as follows:
s s−2
L{y} = +
(s2 + 1)(s2 − 2s + 2) s2 − 2s + 2
 
1 s−2 −s + 4 s−2
= + +
5 s2 + 1 s2 − 2s + 2 s2 − 2s + 2
1 s−2 2 2s − 3
= 2 + 2
5 s + 1 5 s − 2s + 2
1 s −2 1 4 (s − 1) −2 1
= 2 + + +
5 s + 12 5 s2 + 12 5 (s − 1)2 + 12 5 (s − 1)2 + 12
1 −2 4 −2
= L{cos t} + L{sin t} + L{et cos t} + L{et sin t}
5 5 5 5
1 −2 4 −2 t
=L cos t + sin t + et cos t + e sin t
5 5 5 5
Hence the solution for the IVP is
1 2 4 t 2
y = cos t − sin t + e cos t − et sin t
5 5 5 5

Problem 3 (20 pts) Using Laplace transform, solve the following initial value
problem. y 00 + 3y 0 + 2y = u2 (t), y(0) = 0, y 0 (0) = 1.
Solution 3

y 00 + 3y 0 + 2y = u2 (t) =⇒ L{y 00 + 3y 0 + 2y} = L{u2 (t)}

=⇒ L{y 00 } + 3L{y 0 } + 2L{y} = L{u2 (t)}
e−2s
=⇒ [s2 L{y} − sy(0) − y 0 (0)] + 3[sL{y} − y(0)] + 2L{y} =
s
2 e−2s
=⇒ (s + 3s + 2)L{y} − 1 = (since y(0) = 0 and y 0 (0) = 1)
 −2s  s 
e 1
=⇒ L{y} = +1
s s2 + 3s + 2
1 1
=⇒ L{y} = e−2s 2 + 2
s(s + 3s + 2) s + 3s + 2
Using partial fractions we have

1 1/2 −1 1/2 1 1 −1
= + + and 2 = +
s(s2 + 3s + 2) s s+1 s+2 s + 3s + 2 s + 1 s + 2
Hence the solution for the IVP is
y = u2 (t)(1/2 − e−(t−2) + 1/2 · e−2(t−2) ) + e−t − e−2t
Problem 4 (20 pts) Using Laplace transform, solve the following Volterra type
integral equation. Z t
φ(t) + 2 cos(t − u)φ(u) du = e−t .
0
Solution 4
By taking the Laplace transform of both sides we obtain:

L{φ(t)} + 2L{cos t}L{φ(t)} = L{e−t }

So we have

1 1
−t
L{e } s+1
L{φ(t)} = = s = s+12
1 + 2L{cos t} 1 + 2 (s + 1)
2
s +1 s2 + 1
s2 + 1 2 2 1
= 3
= 3
− 2
+
(s + 1) (s + 1) (s + 1) s+1

Thus φ(t) = e−t (t2 − 2t + 1)

Problem 5 (20 pts) Solve the following system of differential equations.

 
1 0 0
X 0 =  2 1 −2  X.
3 2 1
Solution 5
Let A be the given matrix. First we consider the characteristic equation to find
the eigenvalues:

 
1 − λ 0 0 
 = (1 − λ)(λ2 − 2λ + 5) = (1 − λ)(λ − (1 + 2i))(λ − (1 − 2i)) = 0
 
 2
 1 − λ −2 
 3 2 1 − λ
So the eigenvalues are λ1 = 1, λ2 = 1 + 2i, λ3 = 1 − 2i. The eigenvector corre-
h 2 i
sponding to λ1 = 1 is ξ = −3 and hence x(1) (t) = et ξ (1) is a solution.
(1)
2
 h 0
i
(2)
The eigenvector corresponding to λ2 = 1 + 2i is ξ = 1 and thus a complex
−i
solution is
0 0
h i h 0
i h i h i
(1+2i)t (2) t 0
e ξ = e (cos 2t + i sin 2t) 1 +i 0 = et cos 2t +i t
e sin 2t
0 −1 t
e sin 2t −et cos 2t

So the general real valued solution of the given system is

0 0
h 2
i h i h i
t
X(t) = c1 −3 e + c2 et cos 2t + c3 t
e sin 2t
2 t
e sin 2t −et cos 2t