MA 108 ODE Spring 2016 Endsem 19-04-2016
Time: 15:00 - 17:00.
Name: Division:
Roll No: Tutorial Batch:
(1) Give the final answer and briefly justify: [10]
(a) The Wronskian of the functions 1, x, x2 , · · · , x99 is .
0! · 1! · 2! · · · 98! · 99!
Justification: Direct computation leads to an upper triangular matrix with diago-
nal elements 0!, . . . , 99!. R∞
(b) True or False? If f : [0, ∞) → R is a continuous function such that 0 e−st f (t)dt =
0 then f ≡ 0.
True.
Justification: Lerch’s theorem.
(c) Write down a constant coefficient linear differential operator D that annihilates
y( x ) = x9 e− x sin x.
( D2 + 2D + 2)10
Justification: Observe that e− x sin x is annihilated by D2 + 2D + 2 and that xe− x sin x
is annihilated by ( D2 + 2D + 2)2 . Conclude the the answer by observing the pat-
tern or by induction.
(d) Given that the Laplace transform of a function y( x ) and its derivative exist and
−1/s
that L(y) = e s . Then y(0) is .
y (0) = 1
Justification: Take limit as s → ∞ in L(y0 ) = sL(y) − y(0) = e−1/s − y(0).
(e) The dimension of the solution space of x2 y00 − 4xy0 + 6y = 0 on (−1, 1) is .
Justification: Exhibit a basis. An obvious basis is { x2 , x3 , x2 | x |}.
Remark: In each question above:
• Two marks for the correct answer followed by the correct justification.
• One mark if the answer is correct but justification is wrong or incomplete.
• Zero if the answer is wrong.
If the answer is wrong, the justification is not looked at.
(2) Prove the following: [3+2]
(a) Let f ( x, y) be a real valued continuous function defined on the rectangle
{( x, y) : | x − x0 | ≤ a, |y − y0 | ≤ b, a, b > 0}.
Then y( x ) is a solution of the IVP
y00 = f ( x, y), y( x0 ) = y0 , y0 ( x0 ) = y1
on an interval I in | x − x0 | ≤ a if and only if y( x ) satisfies the integral equation
Z x
y ( x ) = y0 + ( x − x0 ) y1 + ( x − s) f (s, y(s))ds.
x0
Z x
y ( x ) = y0 + ( x − x0 ) y1 + ( x − s) f (s, y(s))ds
x0
m
Z x
y 0 ( x ) = y1 + f (s, y(s))ds
x0
m
00
y ( x ) = f ( x, y( x )).
Remark: Three marks if all the four implications are proved and two marks
if two or three implications are proved and one mark if just one implication
is correct.
(b) If f : [0,R ∞) → R is a piecewise continuous function of exponential order, then
x
g( x ) = 0 f (t)dt is of exponential order.
Since f is piecewise continuous and of exponential order there exists K, a
such that
| f (t)| ≤ Ke at
for t > 0. [1]
Now, Z x
K
| g( x )| ≤ Ke at dt = [e ax − 1] ≤ (some constant) e ax ,
0 a
for x >> 0. [1]
Remark: It is t > 0 and not t > M in Step I. If this observation is not made,
the rest of the proof is wrong and will result in zero marks.
(3) Consider the DE [4]
x3 y000 − 3x2 y00 + 6xy0 − 6y = x4 sin x.
Find the general solution for x > 0.
Solve the homogeneous equation to get
y1 = x, y2 = x2 , y3 = x3 .
[1]
Compute W = 2x3 . [1]
With r ( x ) = x sin x,
1 2 1
v10 = x sin x, v20 = − x sin x, v30 = sin x.
2 2
[1]
Thus,
y p = v1 y1 + v2 y2 + v3 y3 = x cos x.
[1]
Thus,
y = c1 x + c2 x2 + c3 x3 + x cos x.
(4) State and prove the convolution theorem for the Laplace transform. [3]
Statement. [1]
Start with L( f ) · L( g), club the two integrals, and the change of variable. [1]
Change of integrals with the correct limits and conclude. [1]
(5) Consider the DE [2+3]
ty00 + ty0 + y = e−t .
(a) Find a solution y = y(t) such that y(0) = 1.
By inspection, e−t solves the given DE. [2]
OR
Apply Laplace to get
1 1
Y (s) = − .
s + 1 ( s + 1)2
[1]
Thus,
y(t) = e−t − te−t .
[1]
(b) Find a function y = y(t) with y(0) = 0 which is a solution to the DE on (0, ∞).
By inspection y1 (t) = te−t solves the homogeneous part. [1]
By reduction of order, conclude that a second solution of the homogeneous
DE is given by
Z t x
e
y2 (t) = −1 + te−t dx.
0 x
[1]
Thus, Z t x
e
y(t) = −1 + e−t + te−t dx.
0 x
[1]
OR
Apply Laplace and get
ln s
Y (s) = − .
( s + 1)2
[1]
Therefore, Z t x
e
y(t) = −1 + e−t − αte−t + te−t dx,
0 x
where α = Γ0 (1) but full marks are given for any constant α including α = 0
(since all those are indeed solutions with the required condition). [2]
(6) Find f (t) such that [3]
ln s
L( f (t))(s) = − .
( s + 1)2
Γ0 (1)−ln s
[Hint: L(ln t)(s) = s ]
Observe
et − 1
Z
1 s
L dt = ln .
t s s−1
[1]
By the given hint,
et α − ln(s − 1)
Z
L dt = .
t s
[1]
Conclude Z t x
−t −t −t e
f ( t ) = −1 + e − αte + te dx.
0 x
[1]
OR
Observe
ln s ln s s
− 2
=−
( s + 1) s ( s + 1)2
[1]
= L(ln t − α) L(e−t − te−t )
[1]
Thus,
f (t) = (ln t − α) ∗ (e−t − te−t ) = ln t ∗ (e−t − te−t ) − αte−t .
[1]
Remark: There was some confusion regarding the constant Γ0 (1) (due to bad
xeroxing). This does not matter and what is checked is that the student has
carried over the constant in the hint (according to the student) in the remaining
calculations.