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Assignment 6

BMEG2410 Complex Analysis and Differential Equations

Please include all details of your derivation, no score will be given if only a final answer is provided.

Q1. (40 points) Test for exactness. If exact, solve. If not, skip the question. However, if an integrating factor F
is provided, use it to solve the ODE.
2 2 1
(1) 6𝑥𝑥𝑥𝑥𝑒𝑒 𝑥𝑥 𝑑𝑑𝑑𝑑 + �𝑒𝑒 𝑥𝑥 − � 𝑑𝑑𝑑𝑑 = 0
𝑦𝑦

2 2 1
Let M(𝑥𝑥, 𝑦𝑦) = 6xy𝑒𝑒𝑥𝑥 , N(𝑥𝑥, 𝑦𝑦) = 𝑒𝑒𝑥𝑥 −
𝑦𝑦

∂M 2
= 6x𝑒𝑒𝑥𝑥 ,
∂y

∂N 2
= 2x𝑒𝑒𝑥𝑥 ,
∂x

∂M ∂N
≠
∂y ∂x

It is not an exact equation

(2) (3𝑥𝑥 2 𝑦𝑦 − 3𝑥𝑥𝑦𝑦 2 + 𝑦𝑦 2 )𝑑𝑑𝑑𝑑 = −(5𝑥𝑥 4 + 3𝑥𝑥𝑦𝑦 2 − 𝑦𝑦 3 )𝑑𝑑𝑑𝑑.

Let P(𝑥𝑥, 𝑦𝑦) = 5𝑥𝑥4 + 3𝑥𝑥𝑦𝑦2 − 𝑦𝑦3 , Q(𝑥𝑥, 𝑦𝑦) = 3𝑥𝑥2 𝑦𝑦 − 3𝑥𝑥𝑦𝑦2 + 𝑦𝑦2
∂P(𝑥𝑥, 𝑦𝑦)F(𝑥𝑥, 𝑦𝑦) ∂Q(𝑥𝑥, 𝑦𝑦)F(𝑥𝑥, 𝑦𝑦)
= = 6xy − 3𝑦𝑦2
∂y ∂x
∂P(𝑥𝑥,𝑦𝑦)F(𝑥𝑥,𝑦𝑦) ∂Q(𝑥𝑥,𝑦𝑦)F(𝑥𝑥,𝑦𝑦)
Since =
∂y ∂x

Integrate P(𝑥𝑥, 𝑦𝑦) with respect to x and Q(𝑥𝑥, 𝑦𝑦) with respect to y:

� 𝑃𝑃(𝑥𝑥, 𝑦𝑦) = � (5𝑥𝑥4 + 3𝑥𝑥𝑦𝑦2 − 𝑦𝑦3 ) 𝑑𝑑𝑑𝑑

� 𝑄𝑄(𝑥𝑥, 𝑦𝑦) = � (3𝑥𝑥2 𝑦𝑦 − 3𝑥𝑥𝑦𝑦2 + 𝑦𝑦2 ) 𝑑𝑑𝑑𝑑

Then
3
� 𝑃𝑃(𝑥𝑥, 𝑦𝑦) 𝑑𝑑𝑑𝑑 = 𝑥𝑥5 + 𝑥𝑥2 𝑦𝑦2 − 𝑥𝑥𝑦𝑦3
2
3 2 2 1
� 𝑄𝑄(𝑥𝑥, 𝑦𝑦) 𝑑𝑑𝑦𝑦 = 𝑥𝑥 𝑦𝑦 + 𝑦𝑦3 ( − 𝑥𝑥)
2 3
Combine the results and eliminate overlapping terms:
 3 1
Φ(𝑥𝑥, 𝑦𝑦) = 𝑥𝑥 5 + 𝑥𝑥 2 𝑦𝑦 2 − 𝑥𝑥𝑦𝑦 3 + 𝑦𝑦 3 � − 𝑥𝑥� = 𝐶𝐶, where C' is the constant of integration.
2 3

The general solution of the equation is

3 1
𝑥𝑥 5 + 𝑥𝑥 2 𝑦𝑦 2 − 2𝑥𝑥𝑦𝑦 3 + 𝑦𝑦 3 = 𝐶𝐶
2 3

(3) (𝑥𝑥𝑦𝑦 2 + 4𝑥𝑥 2 𝑦𝑦)𝑑𝑑𝑑𝑑 + (3𝑥𝑥 2 𝑦𝑦 + 4𝑥𝑥 3 )𝑑𝑑𝑑𝑑 = 0, 𝐹𝐹(𝑥𝑥) = 𝑦𝑦/𝑥𝑥 is the integrating factor.

Let P(𝑥𝑥, 𝑦𝑦) = x𝑦𝑦2 + 4𝑥𝑥2 y, Q(𝑥𝑥, 𝑦𝑦) = 3𝑥𝑥2 y + 4𝑥𝑥3

P(𝑥𝑥, 𝑦𝑦)F(𝑥𝑥, 𝑦𝑦) = 𝑦𝑦3 + 4x𝑦𝑦2 , Q(𝑥𝑥, 𝑦𝑦)F(𝑥𝑥, 𝑦𝑦) = 3x𝑦𝑦2 + 4𝑥𝑥2 y
∂P(𝑥𝑥,𝑦𝑦)F(𝑥𝑥,𝑦𝑦) ∂Q(𝑥𝑥,𝑦𝑦)F(𝑥𝑥,𝑦𝑦)
= 3𝑦𝑦2 + 8xy =
∂y ∂x

It is an exact equation, the solution to the ODE is given by

𝑥𝑥 𝑦𝑦
∫0 𝑃𝑃(𝑢𝑢, 𝑦𝑦)𝐹𝐹(𝑢𝑢, 𝑦𝑦)𝑑𝑑𝑑𝑑 + ∫0 𝑄𝑄(0, 𝑣𝑣)𝐹𝐹(0, 𝑣𝑣)𝑑𝑑𝑑𝑑 = C

𝑥𝑥 𝑦𝑦
∫0 �𝑦𝑦3 + 4𝑢𝑢𝑦𝑦2 �𝑑𝑑𝑑𝑑 + ∫0 0 𝑑𝑑𝑑𝑑 = C

2𝑥𝑥 2 𝑦𝑦 2 + x𝑦𝑦 3 = C

(4) (𝑒𝑒 𝑥𝑥+𝑦𝑦 − 𝑒𝑒 𝑥𝑥 )𝑑𝑑𝑑𝑑 + (𝑒𝑒 𝑥𝑥+𝑦𝑦 + 𝑒𝑒 𝑦𝑦 )𝑑𝑑𝑑𝑑 = 0

𝑒𝑒 𝑦𝑦 𝑑𝑑𝑑𝑑 𝑒𝑒 𝑥𝑥 𝑑𝑑𝑑𝑑
Separating the y and x parts: 𝑒𝑒 𝑥𝑥 (1 − 𝑒𝑒 𝑦𝑦 )𝑑𝑑𝑑𝑑 = 𝑒𝑒 𝑦𝑦 (𝑒𝑒 𝑥𝑥 + 1)𝑑𝑑𝑑𝑑  = ,
1−𝑒𝑒 𝑦𝑦 1+𝑒𝑒 𝑥𝑥

𝑒𝑒 𝑦𝑦 𝑑𝑑𝑑𝑑 𝑒𝑒 𝑥𝑥 𝑑𝑑𝑑𝑑
Integrating both sides: ∫ =∫  − 𝑙𝑙𝑙𝑙|𝑒𝑒 𝑦𝑦 − 1| = 𝑙𝑙𝑙𝑙|𝑒𝑒 𝑥𝑥 + 1| − 𝑙𝑙𝑙𝑙𝐶𝐶1,
1−𝑒𝑒 𝑦𝑦 1+𝑒𝑒 𝑥𝑥

𝑙𝑙𝑙𝑙|𝑒𝑒 𝑦𝑦 − 1| + 𝑙𝑙𝑙𝑙|𝑒𝑒 𝑥𝑥 + 1| = 𝑙𝑙𝑙𝑙𝐶𝐶1|(𝑒𝑒 𝑦𝑦 − 1) ⋅ (𝑒𝑒 𝑥𝑥 + 1)| = 𝐶𝐶1,

The general solution of the ODE is: (𝑒𝑒 𝑦𝑦 − 1)(𝑒𝑒 𝑥𝑥 + 1) = 𝐶𝐶.

Q2. (40 points) Solve given ODEs and the initial value problems (IVP).

(1) 𝑦𝑦 ′ + y tanx = cosx.

It is a linear ODE and a(𝑥𝑥) = −tan x , b(𝑥𝑥) = cos x
The integrating factor F(𝑥𝑥) = 𝑒𝑒 − ∫ −𝑡𝑡𝑡𝑡𝑡𝑡 𝑥𝑥 𝑑𝑑𝑑𝑑 = sec x

(2) 𝑦𝑦 ′ + y tanx = cosx, 𝑦𝑦|𝑥𝑥=0 = 1

It is a linear ODE and a(𝑥𝑥) = −tan x , b(𝑥𝑥) = cos x

The integrating factor F(𝑥𝑥) = 𝑒𝑒 − ∫ −𝑡𝑡𝑡𝑡𝑡𝑡 𝑥𝑥 𝑑𝑑𝑑𝑑 = sec x
While 𝑦𝑦|𝑥𝑥=0 = 1
∫ 𝑏𝑏(𝑥𝑥)𝐹𝐹(𝑥𝑥)dx = ∫ 1 𝑑𝑑𝑑𝑑 = 𝑥𝑥
∫ 𝑏𝑏(𝑥𝑥)𝐹𝐹(𝑥𝑥)𝑑𝑑𝑑𝑑+𝐶𝐶 𝑥𝑥 + 𝐶𝐶
The general solution is y = 𝐹𝐹(𝑥𝑥)
= = (x + C) cos x
𝑠𝑠𝑠𝑠𝑠𝑠 𝑥𝑥

(3) 𝑥𝑥𝑥𝑥 ′ + 𝑦𝑦 ′ + 𝑥𝑥𝑦𝑦 2 = 0. 𝑦𝑦|𝑥𝑥=0 = 1

 Separate x and y:
𝑦𝑦 ′ 𝑥𝑥
− 𝑦𝑦 2 =
𝑥𝑥+1

Integrate both sides:

1 𝑥𝑥
∫ − 𝑦𝑦 2 𝑑𝑑𝑑𝑑 = ∫ 𝑥𝑥+1 𝑑𝑑𝑑𝑑

1 1
= ∫1 − 𝑑𝑑𝑑𝑑 = 𝑥𝑥 − ln|𝑥𝑥 + 1| +C
𝑦𝑦 𝑥𝑥+1

1
𝑦𝑦 =
𝑥𝑥−ln|𝑥𝑥+1| +C

Substitute initial value:

1
𝑦𝑦|𝑥𝑥=0 = = 1𝐶𝐶 = 1
𝐶𝐶

The final solution of the ODE is

1
𝑦𝑦 =
𝑥𝑥−ln|𝑥𝑥+1| +1

(4) 𝑦𝑦′ cos x + (y − 1) sec x = 0 , 𝑦𝑦|𝑥𝑥=0 = 2.

1 1
It is a linear ODE and a(𝑥𝑥) = − , b(𝑥𝑥) =
𝑐𝑐𝑐𝑐𝑠𝑠2 𝑥𝑥 𝑐𝑐𝑐𝑐𝑠𝑠2 𝑥𝑥

−1
−∫ 𝑑𝑑𝑑𝑑
The integrating factor F(𝑥𝑥) = 𝑒𝑒 𝑐𝑐𝑐𝑐𝑠𝑠2 𝑥𝑥 = 𝑒𝑒 𝑡𝑡𝑡𝑡𝑡𝑡 𝑥𝑥

𝑒𝑒 𝑡𝑡𝑡𝑡𝑡𝑡 𝑥𝑥
And ∫ 𝑏𝑏(𝑥𝑥)𝐹𝐹(𝑥𝑥)dx = ∫ 2 𝑑𝑑𝑑𝑑 = 𝑒𝑒 𝑡𝑡𝑡𝑡𝑡𝑡 𝑥𝑥
𝑐𝑐𝑐𝑐𝑠𝑠 𝑥𝑥

∫ 𝑏𝑏(𝑥𝑥)𝐹𝐹(𝑥𝑥)𝑑𝑑𝑑𝑑+𝐶𝐶 𝑒𝑒 𝑡𝑡𝑡𝑡𝑡𝑡 𝑥𝑥 +𝐶𝐶

The general solution is y = = = 1 + C 𝑒𝑒 − 𝑡𝑡𝑡𝑡𝑡𝑡 𝑥𝑥
𝐹𝐹(𝑥𝑥) 𝑒𝑒 𝑡𝑡𝑡𝑡𝑡𝑡 𝑥𝑥

𝑦𝑦(0) = 2 𝐶𝐶 = 1
The final solution of the ODE is
y = 1 + 𝑒𝑒 − 𝑡𝑡𝑡𝑡𝑡𝑡 𝑥𝑥

𝑑𝑑2 𝑥𝑥
Q3. (20 points) Verification: x = 𝐶𝐶1 cos 𝑘𝑘𝑘𝑘 + 𝐶𝐶2 sin 𝑘𝑘𝑘𝑘 is the general solution of ODE + 𝑘𝑘 2 x = 0. Please also
𝑑𝑑𝑡𝑡 2

find the specific solution with the initial condition: 𝑥𝑥|𝑡𝑡=0 = A, 𝑥𝑥′|𝑡𝑡=0 = 0.
Note: C 1 , C 2 and k are arbitrary constants.
If 𝑘𝑘 ≠ 0
𝑥𝑥 = 𝐶𝐶1 cos 𝑘𝑘𝑡𝑡 + 𝐶𝐶2 sin 𝑘𝑘𝑘𝑘
𝑥𝑥′ = −𝑘𝑘𝐶𝐶1 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 + 𝑘𝑘𝐶𝐶2 cos 𝑘𝑘𝑘𝑘
x ′′ = −𝑘𝑘 2 𝐶𝐶1coskt − 𝑘𝑘 2 𝐶𝐶2 sin 𝑘𝑘𝑘𝑘
Substitute x and x′′ to equation 𝑥𝑥′′ + 𝑘𝑘 2 x = 0, we have:
−𝑘𝑘 2 (𝐶𝐶1 𝑐𝑐𝑐𝑐𝑐𝑐 𝑘𝑘𝑘𝑘 + 𝐶𝐶2 𝑠𝑠𝑠𝑠𝑠𝑠 𝑘𝑘𝑘𝑘) + 𝑘𝑘 2 (𝐶𝐶1 𝑐𝑐𝑐𝑐𝑐𝑐 𝑘𝑘𝑘𝑘 + 𝐶𝐶2 𝑠𝑠𝑠𝑠𝑠𝑠 𝑘𝑘𝑘𝑘) ≡ 0
If 𝑘𝑘 = 0
𝑦𝑦 = 𝐶𝐶1 cos 0 + 𝐶𝐶2 sin 0 = 𝐶𝐶1
𝑥𝑥 ′ = 𝑥𝑥 ′′ = 0
Which will also satisfy the equation 𝑥𝑥′′ + 𝑘𝑘 2x = 0,
Therefore，x = 𝐶𝐶1 cos 𝑘𝑘𝑘𝑘 + 𝐶𝐶2 sin 𝑘𝑘𝑘𝑘 is the general solution of ODE 𝑥𝑥′′ + 𝑘𝑘 2 x = 0.

Let 𝑥𝑥|𝑡𝑡=0 = A, x′|𝑡𝑡=0 = 0

𝐶𝐶1 = 𝐴𝐴, 𝑘𝑘𝑘𝑘2 = 0
If 𝑘𝑘 ≠ 0
𝐶𝐶1 = 𝐴𝐴, 𝐶𝐶2 = 0
The specific solution of the ODE is: 𝑥𝑥 = 𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴.
If 𝑘𝑘 = 0, 𝐶𝐶2 is arbitrary, no specific solution with such initial condition.