BMA 501 Differential Equations

Assignment Questions

By

Prof. Dr. Gamal Mabrouk Abdel Hamid

2023/2024
 Syllabus for BMA 501 Differential Equations
Text books
Dennis G. Zill, Warren S. wright , “Advanced Engineering Mathematics”, Fifth Edition, 2014, Chapter
10&11.
Erwin Kreyszig, "Advanced Engineering Mathematics, 2006.
Reference Books:
1. Theory of ordinary differential equations by R.H. cole.
2. The Qualitative theory of ordinary differential equations, an introduction by Fred Brauer and john
A. Nohel. 1989, Dover publications, Inc., New York.
3. Theory of ordinary differential equations by E.A coddington -N. levinson.
4. Principle of Mathematical analysis by Rudin.
5. Differential equations and their applications by M. Braun.
Course Schedule (Week Schedule)
Lecture Hrs Assignment
1. Solution of ordinary differential equation.
Introduction to Differential equations 2 Sheet 1
First order Differential equations
st
Revision of 1 order differential equations, Separation of variables, Homogeneous equations, 2 Sheet 2
Exact equations, Integrating factors, Linear equations, Bernoulli's equation
Higher order Linear Differential equations
Theory of Linear nth order differential equations, Linear dependence, Wronskian,
Homogeneous nth order differential equations with constant coefficients, Nonhomogeneous 2 Sheet 3
nth order Linear differential equations, The operator method, undetermined coefficient.
Variation of parameters, Reduction of order, Euler - Cauchy equations
Systems of linear homogeneous and non-homogeneous differential equations, elimination
2 Sheet 4
method, Cramer’s Rule.
2. Stability of Linear and non-linear system of ordinary differential equations.
Phase portrait for Linear and non-linear system of ordinary differential equations.
Systems of 1st order Linear Differential Equations
Theory of Linear Systems, Homogeneous Linear Systems (Distinct Real Eigenvalues-Repeated
Eigenvalues-Complex Eigenvalues), Solution by Diagonalization, Nonhomogeneous Linear 4 Sheet 5
Systems (Undetermined Coefficients-Variation of Parameters), Diagonalization, Matrix
Exponential
Systems of 1st order Non-linear Differential Equations
Autonomous Systems, Stability of Linear Systems, Linearization and Local Stability,
4 Sheet 6
Autonomous Systems as Mathematical Models, Periodic Solutions, Limit Cycles, and Global
Stability
Mid Term Exam.
3. Liapunov function for the study of stability of non-linear system of ordinary
differential equations. 2 Sheet 7
4. Hopf Bifrcatiob.
5. Numerical solution of system of first order D.E. Sheet 8
6. Solution of Fredholm and Volterra integral equations. 2 Sheet 9
7. Solution of linear partial differential equation with constant coefficient.
8. Reduction of linear partial differential equation with constant coefficient to 4 Sheet 10
standard form.
Revision
Grading Determination
Daily attendance, Quizzes : 25
Mid Term Examination : 25
Final Examination : 70
Total : 100

2
 ASSIGNMENT 1
"Introduction to Differential equations"
In problems 1-12 give the type, the order and the degree of each differential
equation. State whether the equation linear or nonlinear.
1. y \  xy  x 2
2. y 
\ 3
 2 y  sin x
 u  2u  2u
2
3.  2   3u  e x cos y
x 2
y xy
 d 4 x  d 2 x   dx 
6

4.  4  2      e t 5 
 dt  dt   dt 
5. 1  x  y \ \  4 x y \  5 y  cos x
4
d 3 y  dy 
6. x 3     y  0
dx  dx 
7.  y  1dx  xdy  0
2

2
d2y  dy 
8.  1  
 dx 
2
dx
9. sin   y \ \ \  cos  y \ \  2
f f
10. x  y  kf
x y
11. y \ \  x 2 y \  6 y 2  e x
12. y \ \  x 2 y \  cos y
In problems 13-17 verify that the indicated function is a solution of the given D.E.
x
13. 2 y \  y  0, y e 2
14. y \ \  6 y \  13 y  0, y  e 3 x cos 2 x
15. y \ \  y  tan x, y  cos x  lnsec x  tan x 
16. 2 xy dx  x 2  y dy  0,  2 x 2 y  y 2  1
17. y \  25  y 2 , y  tan 5 x
18. Find values of m so that the function y  e mx is a solution of the given D.E.
a. y \  2 y  0 b. y \ \  5 y  6 y  0
19. Find values of m so that the function y  x m is a solution of the given D.E.
a. xy \ \  2 y \  0 b. x 2 y \ \  7 xy \  15 y  0
20 Verify that the given pair of functions is a solution of the given system of D.E. on the
interval  ,  
x  e 2t  3e 6t , y  e 2t  5e 6t
dx dt
 x  3 y,  5 x  3 y.
dt dt
21. Verify that the one parameter family
y  cx  c 2
is the general solution to
y  xy \   y \ 
2

1 2
Then, show that also y x is a singular solution.
4

3
22. Verify that the one parameter family
y  cx  1  c 2
is solution to
 
y  xy \  1  y \
2

then, show that also x 2  y 2  1 is a singular solution.

In problem 23-30 determine a region of the xy-plane for which the given D.E. would have
a unique solution whose graph passes through a point x0 , y 0  in the region.
dy 2
23. y 3
dx
dy
24.  xy
dx
dy
25. x y
dx
dy
26. yx
dx
27. 4  y 2  y \  x 2
 
28. 1  y 3 y \  x 2
29 x 2

 y2  y2
30.  y  x y \  yx

In problem 31-34 discuss the existence and uniqueness of the solutions of the
following I.V.P.
2
31. y \  1  y 3 , y(0)  0.
32. y  sin( xy) ,
\
y (0)  1.
33. y \  ( x  y ) x 2 y 2 , y (0)  1.
x
34. y \  e x  , y (0)  1.
y

4
 ASSIGNMENT 2
"First order Differential equations"
Separable Equations
In problems 1-10 solve the given differential equation by separation of variables
dy dy
1. x  y2  1 2. x  y  xy
dx dx

3. y 2 x 2  1
dy
dx

 x2 y2 1  0   
4. 1  x 2  dy
dx
 1  y  2
1
2
0

dy dy
5. cos2 y cos2 2 x  sin 2 y sin 2 2 x  0 6.  2 cosh x cosh y  0
dx dx
dy
7.  cos2 x. sin x 8. dx  xy dy  y 2 dx  y dy
dx
dy xy  3 x  y  3
9. tan x sin 2 y dx  cos2 x cot y dy  0 10. 
dx xy  2 x  4 y  8
In problems 11-15 solve the given initial - value problem.
11. xy 2  x  dx  x 2 y  y dy  0, y 0  1.
1 y2
12.
dy
 , y2  0. 13. 2 xy dy  (1  y) dx, y1  3.
dx x
y0  0. 15. 1  x 2 
1 dy
14. y \  e 3 x 2 y , 2
 x e y , given that y  0 for x  0.
dx
In problems 16-20 solve the given differential equations.
dy
 x  4 y   0
dy
16.
2
17. x  y  x 2  y 2 , by substituting z  x 2  y 2 .
dx dx
x  y 1
18. y \  8x  2 y  1 19. x \  tan 2 x  y  6
2
20. y \ 
x  y 1
Homogenous and Nearly Homogenous Equations
In problems 21-42 solve the given differential equations using an appropriate
substitution (Homogenous)
21. x  y  dy  x  y 22. x  y  dy  y  2 x 23. x 2
dy
 xy  y 2  0
dx dx dx

24. 2 x  y  dy  2 y  x
dx

25. x 2 y 4  x 4  dy
dx
 y y 4
 x4  26. 4 x  10 y  dy  2 x  5 y  2
dx
27. xy dy  y  x dx
2
 3 3
 28. y tan x  y  4
\ 2
29. y x  y dx  x 2 dy  0

 
2
 y y
31. x y 2 dy  x 3  y 3 dx  0
30. y \  1    
x x

32. x 4
 
 2 x y 3 dy  y 4  2 x 3 y dx  0 33. x 1  e  y
x  dy  e y x ( x  y) dx  0

 
34. x dy   y  4 x 2  y 2

  1
2  dx  0


35. 2x  3 y  1 dx  4x  6 y  5 dy  0
dy x  y dy 4 x  2 y  10 dy x  2 y  1
36.  37.  38. 
dx x  1 dx 2x  y  3 dx 2 x  4 y  1
dy 2 x  y  7
39.  40. 3x  y  5 dy  2 x  2 y  2
dx 6x  3y dx

41. x 2  y 2  2x  4 y  5
dy
dx
 xy  2 x  y  2  42. x  y  12 dy
dx
 x  y  2
2

Exact Differential Equations

In problems 43-46 show that the following equations are exact and find their
solutions.

5
43. 3x 2

 y 2 dx  2 x y dy  0 44. cosh x cosh y dx  sinh x sinh y dy  0
45. ln y dx  x y dy  0 1
46. 3x 2  2 y 2  dx  4 x y  2 y  dy  0
In problems 47-49 solve the given initial-value problem.
47. x  y  dx  2 x y  x 2  1 dy  0,
2
 y(1)  1. 
48. 4 y  2t  5 dt  6 y  4t  1  dy  0, y(1)  2.
49. y 
cos x  3x 2 y  2 x dx  2 y sin x  x 3  ln y dy  0,
2

y (0)  e. 
In problem 50-51 find the value of m so that the given differential equation is exact
50.  
y 2  mxy 4  2 x dx  3 x y 2  20x 2 y 3 dy  0  
51. 6 xy
 cos y dx  2m x y
3
  2 2
 x sin y  dy  0
52. Find the value of n so that the differential equation
x
 y 2   x y 2 dx  x 2 y dy   0
2 n

may be exact, and find the solution for this value of n.

Integrating Factors
53. using the integrating factor 1 2 , solve the equation
x  y 
x 
 2 xy  y dx  y  2 xy  x dy  0 .
2 2
 2

54. Find an integrating factor which is a function of x only and solve the equation
y 1  x dx  x dy  0
55. Show that x  y  is an integrating factor of the equation
2

x 2  2 xy  y 2 dx  x 2  2 xy  y 2 dy  0 and find the solution.

In problems 56-61 solve the given differential equation by finding an appropriate
integrating factor.
56. 2 y 2  3x  dx  2 xy dy  0 57. 6 xy dx  (4 y  9 x 2 ) dy  0
58. cos x dx  (1 
2
) sin x dy  0  
59. 10  6 y  e 3 x dx  2 dy  0
y

60. x dx  x 2 y  4 y dy  0, y (4)  0  2
 y 2  5 dx   y  xy  dy, y (0)  1. 61. x 
Linear First order Equations
In problems 62-68 solve the given differential equations
dy
64.  x  1  2 x  1 y  e  2 x .
dy
62.  x  1
dy
 2 y  x. 63. x  2y  ex.
dx dx dx
dy dy dy
65. x 2  3 xy  1. 66.  y cot x  cos ec x. 67.  y cos x  sin 2 x, y (0)  0.
dx dx dx

68. 1  x 2
dy
dx

 xy  x 1  x 2 .  
Bernoulli Equations
In problems 69-75 solve the given differential equations
dy
69. 1  3xy  dy  y 2  0. 70. 2x  y  4 y3.
dx dx
1 3
dy 1 dy
71. x2  2 xy  3 y 4 , y (1)  . 72. y2  y 2  1, y(0)  4.
dx 2 dx

73. 5 1  x 2  dy
dx
 xy  x1  x  y  0. 2 6

74.  y  xy  dx   x  x y  dy  0. (Hint:put xy  z)
2 2
  
75. 1  y 2 dx  2 xy  y 2  1 dy  0. 
76.  cos ec y  x cot y  y \  0. 77. y \  y  xy. 78. y \  2 y  xy  0.

6
79. Prove that y1=1-x is a particular solution of D.E. y \  x  y( x  y  2  , then finds the
general solution
In problems 80-83 find the general and the singular solution of the D.Es.
80.  xy \  y  2  y \2 1. 81.  x 2  2 x  y \2  1   1  0.

 xyy    x  y 2  y \  1  0.
2
82. \ 2 2  x  1
83. y     y \  \  .
2  y 
x2 1
84. y  xp  p 2  . 85. y  2 xy \  .
2 y\
86. p 2  4 x5 p  12 x 4 y  0. 87.  3 y  1 p 2  4 y.
2

2
 dy 
88.     sin x  x3   x3 sin x  0.
dy
 dx  dx
2
 dy  dy
89.    2  x3 sinh x  1  0.
 dx  dx
 dy  dy 3 
90.  y  x   y  1  0.
 dx  dx x 
91. y  3 px  p y .
2 2

92. x  4 p  4 p 2 . 93. x  y  2ap  ap 2 .

94. 3x 4 p 2  xp  y  0. 95. y   2  p  x  p 2 .
96. p 2  p  e y . 97. y  xp  p 2 .
98. y  xp  cos p. 99. y  2 xp  y 2 p.

7
 ASSIGNMENT 3
"Higher order Linear Differential equations"
Theory of Linear Homogenous Differential Equations
In problems 1-9 find the general solution of the given differential equation.
1. y  y \  6 y  0
\\
2. 12 y \ \  5 y \  2 y  0 3. y \ \  4 y \  5 y  0

5. D 3  9 D 2  31 D  39  y  0, D 
d
4. 3 y \ \  2 y \  y  0
dx
 3 2
 4
 
6. D  6 D  91 D y  0. 7. D  4 y  0. 8. D  2 D  2D  2 D  2 y  0.
2 2

9. D 4  6 D 2  25 y  0.
In problems 10-14 solve the given initial - value problem
d2y dy
10. y \ \  16 y  0, y (0)  2, y \ (0)  2. 11. 2
4  5 y  0, y (1)  0, y \ (1)  2.
dt dt
12. y \ \  2 y \  y  0, y (0)  5, y \ (0)  10.
13. D 3

 12 D 2  36D y  0, y(0)  0, y \ (0)  1, y \ \ (0)  7.
14. D 3 2

 2 D  5D  6 y  0, y (0)  y \ (0)  0, y \ \ (0)  1.
In problems 15-17 solve the given boundary value problem

15. y \ \  10 y \  25 y  0, y (0)  1, y (1)  0. 16. y \ \  y  0, y \ (0)  0, y \ ( )  2.
2
17. y \ \  2 y \  2 y  0, y (0)  1, y ( )  1.
Undetermined coefficients Method
In problems 18-29 solve the given differential equation by undetermined coefficients.
1 \\
18. y \ \  3 y \  2 y  6. 19. y \ \  y \  6 y  2 x. 20. y  y \  y  x 2  2 x.
4
21. y \ \  3 y   48x 2 e 3 x . 22. 4 y \ \  4 y \  3 y  cos 2 x. 23. y \ \  16 y  2e 4 x .
24. y \ \  y  2 x sin x. 25 y \ \  2 y \  5 y  e x cos 2 x.
26. y \ \  2 y \  y  sin x  3 cos 2 x. 27. y \ \ \  3 y \ \  3 y \  y  x  4e x .
28. 5 y \ \  y \  6 x, y (0)  0, y \ (0)  10.
29. y \ \  4 y \  5 y  35 e 4 x , y (0)  2, y \ (0)  5.
Inverse Operator Method
In problems 30-46 solve the given differential equation by the Inverse Operator Method
30. y \ \  6 y \  8 y  8 e 2 x . 31. y \ \  4 y 12 cosh 2 x. 32. y \ \  9 y 15 cos 2 x.
33. y \ \  4 y \  13 y  8 0 cos 3x. 34. y \ \  2 y \  2 y  650e 2 x cos3x.
1
35. y \ \  4 y \  195e 2 x sin 3x. 36. y \ \  4 y \  13 y  5 cos 3 x, y (0)  , y \ (0)  2.
4
37. y \ \  4 y  8 x 2 . 38. y \ \  6 y \  13 y  13x 2  x  22. 39. y  4 y \  3 y  x 2 e 2 x .
\\

40. y \ \  y  4 x sin x. 41. y \ \  4 y  96 x 2 cos 2 x.

42. y \ \  6 y \  18 y  10 8 x 2 e 3 x cos 3x. 43. y \ \  y \  2 y  2 e x 3x  1.
44. y \ \  4 y  8 x cos 2 x  2 sin 2 x. 45. y \ \ \  2 y \ \  6 y \  5 y  5 cos 2 x.
 
46. D 3  D 2  D  1 y  3 e 2 x sin 3x.
Variation of parameters Method
In problems 47-60 solve each differential equation by Variation of parameters
47. y \ \  y  Sec x. 48. y \ \  y  tan x. 49. y \ \  y  Cos 2 x.
e2x 9x
50. y  y  Sec x. 51. y  y  shin 2 x. 52. y  4 y 
\\ 2 \\
. 53. y \ \  9 y  3 x .
\\

x e
8
 ex 1
54. y \ \  2 y \  y  . 55. y \ \  2 y \  2 y  . 56. y \ \  3 y \  2 y  sin e t .
1 x 2
1 ex
57. y \ \  2 y \  y  e t tan 1 t. 58. y \ \  2 y \  y  e t ln t. 59. 3 y \ \  6 y \  6 y  e x sec x.
x
60. 4 y \ \  y  xe 2 , y(0)  1, y \ (0)  0.
Euler Equations
In problems 61-72 find the general solution of the following differential equations.
61. x y  xy \  y  0.
2 \\
62. 4 x 2 y \ \  24xy \  25 y  0.
63. x 2 y \ \  2 xy \  2 y 12 x 4 . 64. x 2 y \ \  xy \  2 y  x ln x.
65. x 3 y \ \  5 x 2 y \  4 xy  x 2  1. 66. x  1 y \ \  4x  1y \  4 y  x 2 .
2

67. x 4 y 4   6 x 3 y 3  2 x 2 y \ \  4 xy \  4 y  40 x 3 . 68. xy \ \  4 y \  x 4 .

69. x 2 y \ \  2 xy \  2 y  x 4 e x . 70. x 2 y \ \  4 xy \  6 y  ln x 2 .
71. x 3 y \ \ \  3x 2 y \ \  6 xy \  6 y  3  ln x 3 . 72. x  2 y \ \  x  1y \  y  0.
2

In problems 73-74 solve the given initial – value problem

73. 4 x 2 y \ \  y  0, y (1)  2, y \ (1)  4. .
74. x 2 y \ \  4 xy \  6 y  0, y (2)  8, y \ (2)  0.

Reduction of order
In problems 75-82 the indicated function y(x) is a solution of associated homogenous
equation. Use the method of reduction of order to find a general solution
75. y \ \  4 y  2, y ( x)  e 2 x
76. y \ \  3 y \  2 y  5e 3 x , y ( x)  e x
77. xy \ \  y \  0, y ( x)  ln x
78. x 2 y \ \  2 xy \  6 y  0, y ( x)  x 2
1
79. 4 x 2 y \ \  y  0, y( x)  x 2 ln x
80. x 2 y \ \  xy \  2 y  5e 3 x , y ( x)  x sin(ln x)
81. 1  x 2 y \ \  2 xy \  0, y( x)  1
82. y \ \  4 y \  3 y  x, y ( x )  e x
In problems 83-90 solve the following differential equations

83. x  1 D 3  3x  1 D 2  x  1D y  x
3 2

84. D 2  4 D  5 y 12  4e 2 x sin 2 x
 
85. xD 2  1  x D  21  x  y  1  6 x  e  x
86. D  4 D  3 y  1  e 
2  x 1

87. x 1y  4 x  3x  5y  4 x  6 x  5y  e

2 \\ 2 \ 2 2x
, y (0)  1, y \ (0)  1.
88. xy  x  1y  xy  0,
\\ 2 \
y (0)  2, y (0)  1. \

89. x  2 y \ \  2 x  51 y \  2 y  x  1 e x .
90. x  1 y \ \  x  1 y \  2 y  0.
91. Solve: y  2 y  8 y  f (t ), y (0)  1, y \ (0)  0
\\ \

Write the solution in terms of the function f (t). If f (t)=1 write down the solution in this
case.
92. Solve: a) y \\  w02 y  sin at , y(0)  y \ (0)  0 b) y \\  y  2sin t , y (0)  0, y \ (0)  1

9
 ASSIGNMENT 4
“System of differential equations”
In problems 1-9 solve the given system of differential equations by either systematic
elimination or determinants.

 
dx dx
1.  2x  y 2.  y t 3. D 2  5 x  2y 0
dt dt
dy
x
dy
 x t 
 2x D 2  2 y  0 
dt dt
2
d x
4. 2
 4y  et 5. D x  D 2 y  e 3t
dt
d 2y (D  1) x   D  1 y  4 e 3t
 4x  e t

dt 2
dx dy
 5x  e t
6.  D  1 x  y  0
2 7. 2
dt dt
 D  1 x  D y  0 dx
x
dy
 5 et
dt dt
8.  D  1 x   D 1 y  1 9. 2 D x   D  1  y  t
2

D  1 x   D  1 y D x  D y e t
2
2
2

In problems 10-11 solve the given system of differential equations subjected to the
indicated initial conditions
dx dx
10.  5x  y 11.  y 1
dt dt
dy dy
 4x  y , x (1)  0, y (1)  1  3x  2 y , x (0)  0, y (0)  0
dt dt

In problems 12-16. Use the Laplace transform to solve the given system of
differential equations subjected to the indicated initial conditions
dx dx dy d 2x d 2 y
12.  2x  e t
13.  3x  1 14. 2
 2 t2
dt dt dt dt dt
dy dx dy d x d 2y
2

 8x  t x   y e t
  4t
dt dt dt dt 2 dt 2
x (0)  1, y (0)  1 x (0)  0, y (0)  0 x (0)  8, x \ (0)  0,
y (0)  0, y \ (0)  0
d 2x dy dx
15. 2
3  3y  0 16.  4x  2 y  2u (t  1)
dt dt dt
d 2x dy
2
 3 y  t e t  3x  y  u (t  1)
dt dt
x (0)  0, x \ (0)  2, y (0)  0 1
x (0)  0, y (0)  .
2

10
 ASSIGNMENT 5
st
“System of 1 order Linear Differential equations”
st
System of 1 order Linear Homogenous Differential Equations
1. Prove that the set of all solutions of the system
X \  AX , t  a, b  , where A is an nxn matrix
Form an n-dimensional space (vector space) of dim n.
1. Prove that "A necessary and sufficient condition that a solution matrix of
X \  A t  X , t  a, b  be a fundamental matrix is that det  t   0, t  a, b  ".
2. Prove that "If  is a fundamental matrix of the system X \  AX and C a constant
nonsingular matrix. Then C is a gain a fundamental matrix of X \  AX . Every
fundamental matrix of X \  AX is of this type for some nonsingular C".
3. A necessary and sufficient condition that n solutions 1 , 2 ,..., n of L n x  0. On an
interval I be linearly independent (L/I) there is that W 1 , 2 ,..., n t   0, t I . Every
solution of L n x  0. is a linear combination of any linearly independent solutions.
4. Prove that: Any K eigenvectors K1 , K2 ,…,Kn of A with distinct eigenvalues λ1, λ2,…, λn
Respectively are Linearly independent. Where A is an nxn matrix.
5. Find the differential equation of order 2 with leading term one, with fundamental system
(t , t2).
6. Is et, e2t , e3t a fundamental set of : u \\\  6u \\  11u \  6u  0.
7. Find equations with unit coefficient for leading term, to correspond
with the following fundamental vectors:
a)  cos t , sin t  b ) e t , te t , t 2e t 
8. Solve the initial value problem: u \\\  0, u  0   1, u \  0   u \\  0   0. by solving its
associated system.
9. Solve the system
 3 2 4
X   2 0 2 X
\

 1 2 3
10. Show that the eigenvalues of A-1 are the reciprocals of A.
11. Show that the eigenvalues of An are the nth power of the eigenvalues of A.
n

det T AT    i ,where det T AT   det T 1A nT    in

k k
1 1

i 1 i 1

So  is an eigenvalue of A where λi is an eigenvalue of A.

i
n n

12. Cayley-Hamilton Theorem: Prove that if P     P0  P1  ...   1  n . be the

n

characteristic polynomial of A. Then P  A   P0I  P1A  ...   1 A n  0.n

13. Let x(t)=y(t)+iz(t) be a complex-valued solution of X \  AX . Then both y(t) and z(t) are
real-valued solutions of X \  AX , where A is real.
14. Prove that: A fundamental matrix  for X \  AX is given by  t   e A t C .
15. Prove that: If (t) be a fundamental matrix of X \  AX Then e At   t   1  0  .
16. Solve the system
1 1 1
X   2 1 1 X .
\

 3 2 4 

11
 1 0 0  e 1t 0 0 
 
17. Let A   0 2 0  . Show that e At   0 e 2t
0 
 
 0 0 3   0 0 e 3t 

18. Solve the system
1 5 0
X \  1 3 0 X .
0 0 1 
19. . Determine all vectors X0 such that the solution of the initial-value problem
1 0 2 
X  0 1 0  X , X  0   X 0
\

1 1 1
is periodic function of time.

System of 1st order Linear Non-Homogenous Differential Equations

20. Show that: If  is a fundamental matrix for X \  AX . Then  defined by
t
 t    t    1  s  F (s ) ds , t  a, b 


Is that a solution of X  A t  X  F t  , t  a, b  satisfying ()=0.

\

21. Solve the system

4 5  4e t cos t  t 0 
X  \
 X    e , X  0   0 
 2 2   0   
22. Solve the system
 1 1 2 1  0
X   1 1 1  X  0 e , X  2   0
\     t

 2 1 3  0  0
23. Solve the system
2 0 1 1  1
X  0 2 0 X  0 e 2t ,
\  X  0   1
0 1 3 1  1
d 3 y dy
24. Solve :   sec t tan t , y  0   y \  0   y \\  0   0
dt 3 dt
25. Solve the following initial value problem using Laplace transform
 1 3 0 
i. X \   X, X  0   
 2 2  5 
2 5  sin t   1
ii . X \   X  , X 0   
1 2   tan t  0
1 0 0  0  0
iii . X   2
\ 
1 2  X    0 
, X  0   1 
 3 2 1  e 2t c os 2t  1 

12
 ASSIGNMENT 6
st
“System of 1 order Non-Linear Differential equations”
1. For the system X \  AX define what is meant by:
Equilibrium point, Stable equilibrium point, and asymptotically stable equilibrium point.
2. Define what is meant by stability of Linear System
3. Prove that:
a. Every solution x=ϕ(t) of x \  Ax is stable if all the eigenvalues of A have negative real
parts.
b. Every solution x=ϕ(t) of x \  Ax is unstable if at least one eigenvalue of A has
positive real part.
c. Suppose that all the eigenvalues of A have real part ≤ 0and 1  i  1 ,..., l  i  l
have zero real part. Let  j  i  j have multiplicity kj. This means that the
characteristic polynomial of A can be factored unto the form
P        i 1  ...    i  l  q   
k1 kl
where all the roots of q(λ) have negative real part.
Then, every solution x=ϕ(t) of x \  Ax is stable if A has kj linearly independent
eigenvectors for each eigenvalue  j  i  j . Otherwise, every solution ϕ(t) is unstable.
4. Determine the stability or instability of all solutions of the following
3 2 4
1 1  
a) X  
\
X b) X  2 \
0 2 X
 2 2  4 2 3 

 2 1 1   1 0 1
   
c ) X   3 2 3  X
\
d) X  1
\
0 1 X ,    0, 0,  2
 1 1 2  1 0 1 
  
5. Determine whether the solutions x(t)≡0 and x(t)≡1 of the single scalar
equation x \  x 1  x  are stable or unstable.
6. Determine the stability or instability of all solutions x(t) of the following
 1 1 1
X \  X  
 2 1  5
7. Determine the stability or instability of all solutions x(t) of the following
 1 1 1
X \  X  
 2 1  5
8. Draw the phase portrait of the linear equation
2 1
X \  X .
 4 7 
9. Draw the phase portraits of each of the following system of diff. equation
 5 1   0 1 
a) X \   X b) X \   X
 1 5   8 6 
 5 1   x 12   5 1   5x 1 sin x 1 
c) X \    X    d) X \  X  
 1 5   x 1x 2   1 5   0 
10. Find and graph solutions of the system
 1 1 1
X \  X  
 2 1  5
11. Draw the phase portrait of the linear equation
3 1  y 1\  3y 1  y 2
y  Ay  
\
 y , thus .
 1 3 y 2\  y 1  3y 2
13
12. Determine whether the solutions x(t)≡0 of a nonlinear system
 2 1  x 1x 22 
X \   X   3 
 4 7   x1 
Is a stable node or unstable of this system.
13. Consider the system
dx dy
 y,  x  2x 3 (*)
dt dt
a) Show that the equilibrium solution x=y=0 of the linearized system is a saddle, and
draw the phase portrait of the linear zed system.
b) Find orbits of (*), and then draw its phase portrait.
11. Classify each critical point of the plane autonomous system as a stable node, a stable
spiral point, an unstable spiral point, an unstable node, or a saddle point.
a) x \  x 2  y 2  6 b ) x \  0.01x 100  x  y 
y\ x2y y \  0.05 y  60  y  0.2x 
12. Consider the systems of equations
dx 1
 2x 1  x 2  3x 3  9x 23
dt
dx 2
  6x 2  5x 3  7x 25
dt
dx 3
  x 3  x 12  2x 22
dt
Determine whether the equilibrium solution is x 1 t   0, x 2 t   0, x 3 t   0
stable or unstable.
13. Find all equilibrium solutions of the system
dx dy
 1  xy , x  y 3
dt dt
and determine whether they are stable or unstable.
14. Find all equilibrium solutions of the following systems and determine whether they are
stable or unstable.
a ) x \  x  x 3  xy 2 b) x \ e y x
y \  2 y  y 5  yx 4 y \ ex  y
c ) x \  tan(x  y ) d) x \  y2 y
y \ x x3 y\ x y2
e) x \  y 2  x f ) x 1\  sin x 2
y \  x 2 1 x 2\  cos x 1
15. Use the phase-plane method to classify the sole critical point (0, 0) of the plane
autonomous system
x\ y2
y\ x2
16. Use the phase-plane method to determine the nature of the solutions to
x \\  x  x 3  0
in a neighborhood of (0, 0).

14
 ASSIGNMENT 7
“Liapunov function for the study of stability of nonlinear system of ODE and Hopf
Bifurcation”
1. Prove that the function
V  y 1 , y 2   y 12  y 12 y 22  y 22 , y 1, y 2  R 2
Is a strong liapunov function for the system
.
x 1  1  3x 1  3x 12  2x 22  x 13  2x 1x 22
.
x 2  x 2  2x 1x 2  x 12 x 2  x 23
at the point (1, 0).
2. Investigate the stability of the origin for the system
.. . 3
x  x  x  0.
3. Show that the system
. .
x 1  x 12 , x 2  2x 22  x 1x 2
Is unstable at the origin by using the function
V (x 1 , x 2 )   x 13   x 12x 2   x 1x 22   x 23
For a suitable choice of constants α, β, γ, and δ.
4. Show that V  x 1 , x 2   x 12  x 22
is a strong liapunov function at the origin for each of the following systems and find
domains of stability
. .
a ) x 1  x 2  x 13 , x 2  x 1  x 23 .
. .
b ) x 1  x 13  x 2 sin x 1 , x 2   x 2  x 12 x 2  x 1 sin x 1 ,
. .
c ) x 1  x 1  2x 22 , x 2  2x 1x 2  x 23 .
5. Show that V  x 1 , x 2   x 12  x 22
is a weak liapunov function for the following systems at the origin for each
 
. . 2
a ) x 1  x 2 , x 2  x 1  x 23 1  x 13 .
. .
b ) x 1   x 1  x 22 , x 2   x 1x 2  x 12 ,
. .
c ) x 1   x 13 , x 2   x 12 x 2 .
.
6. Prove that if V is a strong Liapunov function for x  f (x ), in a neighbourhood of the
.
origin, then x  f (x ) has an unstable fixed point at the origin. Use this result to
show that the following systems are unstable at x≡0.
. .
a ) x 1  x 13 , x 2  x 23
. .
b ) x 1  sin x 1 , x 2  sin x 2
7. Prove that the D.E. Show that
.. . 3
x x x 3 0
has asymptotically stable zero solution x(t)≡0.
8. Find the domain of stability for the following system by using a suitable Liapunov
function

15
 . .
x 1  x 2 , x 2   x 2  x 23  x 15 .
9. Use the stability index to deduce that the following systems are asymptotically stable
at the origin
. .
a ) x 1  x 2  x 13  x 1x 22 , x 2   x 1  x 1x 22
. .
b ) x 1  x 2  x 12 sin x 1 , x 2   x 1  x 1x 2  2x 12
10. Prove that the system
 
. 2
x 1   x 1  2x 2  2x 1 x 12  x 22

 
. 2
x 2  2x 1   x 2  x 2 x 12  x 22
undergoes a Hopf bifurcation at the origin when μ=0.
11. Show that the equation

 
.. .
x  x 2   x  2x  x 3  0
Has a bifurcation point at μ=0 and is oscillatory for some μ>0.
12. Prove that the following system undergo a Hopf bifurcation at μ=0 such that a stable
limit cycle surrounds the origin for μ>0:
. .
x 1  x 2  x 13 , x 2   x 1   x 2  x 12 x 2
. .
13. x 1    x 1  x 2 , x 2  x 1  x 22
the same as problem (12 but to unstable limit cycles surrounding a stable focus for
μ>0.

16
 ASSIGNMENT 8
“Numerical Solution of System of 1st order Differential equations”
In problem 1-3, apply Euler's method to the following initial value problems. Solve the
problem exactly. Compute the errors
1. y \  0.1 y  0, y  0   2, h  0.1. 2. y \  5 x 4 y 2  0, y  0   1, h  0.2.
3. y \  y , y  0   1, h  0.04. Find y  0.04 
4. Use Euler's method to find the solution y  0.1 , y  0.2  , y  0.3 & y  0.4  of the initial
value problem y \  1  xy , y  0   1.
5. Find the first five terms of Taylor's series of the solution of the equation
y \  x  y , which passes through (0, 1) to get y(0.1).
6. Find the first four terms of Taylor's series of the solution of the equation
y \  xy  1, which passes through (1.5, 0) to get y(2).
7. Use Runge-Kutta-2 and Runge-Kutta-4 methods for the equation:
xy
y\  , and y 1  1, take h  0.1 to get y 1.3  .
3
8. Use Runge-Kutta-3 to get the solution of the differential equation:
y \  x  0.1 y 2 , and y  0   1, at x  0.3 .
9. By solving the initial value problem: y \  x 3  y , y  0  1. Find y(0.4) by using
i.Runge-Kutta-2 with h=0.2 ii. Runge-Kutta-4 with h=0.2 iii. Find y(0.3) by using Runge-
Kutta-3 with h=0.3.
10. Prove that Adams method for solving the I.V.P: y \  f  x , y  , f  x o   y 0 .
is given by y n 1  y n  h [23f n  16 f n-1  5 f n-2 ]  O  h 4 
12
11. For the initial value problem y \  x 2 y  2, y  0   1 . Find y(0.2), y(0.4) using Runge–
Kutta 4 (take h=0.2). Then obtain y(0.6) & y(0.8) using Adams method.
12. For the initial value problem y \  x  y , y  0   1 . If y(0.2)=1.243 and y(0.4)=1.584.
Find y(0.8) using Adams method.
13. For the initial value problem y \  x 2  3y 2 , y  0  1
i. Find y(0.2), y(0.4) using Runge–Kutta 4 (take h=0.2)
ii. Use Adams method with the pervious result to find y(0.6) & y(0.8).
14. Use both Euler’s method and the Runge-Kutta method to find the solution of the
system
dy
a)  2 y  3z y  0   2. b)
dy
 x  4y x  0   2.
dx dt
dz
 2 y  z, z  0   3. dy
 x  y, y  0   3.
dx dt
at x  1 with h  0.5. at t  0.3 with h  0.1.

15. Use both Euler’s method and the Runge-Kutta method to find the approximate solution
of the initial value problem
i. 2 y \\  x   5 y \  x   3 y  45e2 x , y (0)  2, y \  0   1 at x  0.1 and h  0.1.
ii. t 2 y \\  2t y \  2 y  t 3 ln t , 1  t  2, y (1)  1, y \ 1  0 with h  0.2.
7 1 3
Notice that the exact solution is: y  t   t  t 3 ln t  t 3 .
4 2 4

17
 ASSIGNMENT 9
“Integral Equations”
1. Solve the Fredholm integral equation
1
y  x      x 2  x  2  y   d   f  x 
0

2. Find u(x) for the integral equations

1 
a) u  x   e x    x t u  t  dt. b) u  x     sin  x  u (t ) dt.
0 0
 1
c) u  x     cos  x  u (t ) dt. d ) u  x   x     x  t  u  t  dt.
0 0
1
e) u  x     sin( x) sin(t ) u  t  dt  f  x  .
0

3. Use the method of Successive Approximations to solve the Integer Equations

x
  x   1    t  dt , with 0  x   0.
0

4. Solve the integral equations using the method of successive approximations

x x
a) y  x   x    x  t  y  t  dt , y0  x   0. b) y  x   1    x  t  y t  dt , y0  x   0.
0 0
x x
c) y  x   1    x  t  y  t  dt , y0  x   1. d ) y  x   x  1   y t  dt , i ) y0  x   1, ii ) y0  x   x  1.
0 0
2 x
x x2
e) y  x    x   y  t  dt , i ) y0  x   1, ii ) y0  x   x iii ) y0  x    x.
2 0
2
Solve the integral equations using the method of successive approximations
x
a) y  x   1  x    x  t  y  t  dt , y0  x   1.
0
x
b) y  x   2 x  2   y  t  dt , i ) y0  x   1, ii ) y0  x   2.
0
x
c) y  x   2 x  2   x y  t  dt ,
2
i ) y0  x   2, ii ) y0  x   2 x.
0
x x
x3
d ) y  x   2 x1   y  t  dt , y0  x   x 2 e) y  x    ty 2  t   1 dt. Find till y3  x  .
3 0 0

5. Solve the integral equation

x t
a) y  x   sin x  2 cos  x  t  y  t  dt . b) f (t )  3t 2  e t   f ( )et  d , for f (t ).
0 0
t
c) y (t )  et  2 e3 x y (t  x)dx.
0

6. Solve the integro-differential equation

x
a) y \\
 x    e 2 x t  y \ t  dt  e 2 x , y  0   y \  0   0.
0
t
b ) y \  2 y   y (t )dt  e t , y (0)  1.
0

18
7. Solve the Volterra integral equation
t
f (t )  e t  2  cos(t  u )f (u )du .
0

Use the Laplace Transform to solve the given integral equation or integro-differential
equation.
x x
9) y  x   e x   e x t y  t  dt. 10) y  x   x   et  x y  t  dt.
0 0
x x
11) y  x   e 2 x   et  x y  t  dt. 12) y  x   x    x  t  y  t  dt
0 0
x x
13) y  x   cos x    x  t  cos  x  t  y  t  dt 14) y  x   1  x   e 2 x t  y  t  dt
0 0
x x

15) y  x   x   sin  x  t  y t  dt . 16) y  x   sin x    x  t  y  t  dt.

0 0
x
17) y  x   x   sinh  x  t  y  t  dt.
0
x
18) y  x   1  2 x  4 x   3  6  x  t   4  x  t   y  t  dt
22
 
0
x x
19) y  x   sinh x   cosh  x  t  y  t  dt 20) y  x   1  2  cos  x  t  y  t  dt
0 0
x
21) y  x   cos x   y  t  dt [of convolutional type with first function equals one]
0

 x

 1 y  x   x  1  0 y3  t  dt.
 x

 1 
y x  sin x  0 y2 t  dt.
 
x
22)  x
23)  y2  x    x    x  t  y1  t  dt.
 y x  1  cos x  y t dt. 
 2   0 1   
0
x
  y3  x   cos x  1   y1  t  dt.
 0
x
24) y \\
 x    e 2 x  t  y \  t  dt  e 2 x , y  0   0, y \  0   1.
0
x x
25) y \  x   y  x     x  t  y \  t  dt   y  t  dt  x, y  0   1.
0 0
t t
26) f (t )   t    f   d   1 27) f (t )  t e t    f t    d 
0 0
t
28) f (t )  2 f   cos t    d   4 e t  sin t
0
t t
29) f (t )  cos t   e 
f t    d  30) y (t )  1  sin t   y   d  ,
\
y (0)  0
0 0
t
dy
31)  6 y (t )  9 y   d   1, y (0)  0
dt 0

19
 ASSIGNMENT 10
"Partial D.E."
Solve each of the following equations
1)  D x2  5D x D y  6D y2  z  e x  y
2)  D x2  6D y2  z  360 x 2 y 2
3)  D x3  3D x2 D y  4D y3  z  6e y  2 x
4)  D x3  2D x2 D y  D x D y2  2D y3  z  ( y  2)e x
5)  D x3  3D x D y2  2D y3  z  27 cos(x  2 y )  e y (3  2x )
6)  D x3  3D x2 D y  4D x D y2  12D y3  z  8sin( y  2x )
7)  D x3  7 D x D y2  6D y3  z  4 cos(  y )  x 2  xy 2  y 3
8)  D x3  3D x D y2  2D y3  z  x  2 y
e   e 
9)  D x2  D y2  z  sinh  2x  2 y  , Hint:  sinh 
2
1
10) .tan  3x  2 y 
 2D x  3D y   D x  5D y 
1
11) . 3x  4 y
D  2D x D y  5D y2
2
x

1
12) . 3x  4 y
 4D  3D y 
4
x

13) Solve each of the following equations by

i. Exponential substitution ii. Separation of variables
a) uxx  u yy  u y  0 b) uxxyy  uxx  u yy  0 c) uxy  u yz  uzx  u  0
14) Solve by Separating of variables
a) x 2uxx  y 2u yy  5xux  5 yu y  4u  0 b) uxx  1  y 2  uxy  0
15) Find the solution u(x, y) of u x  u y  u  1 satisfying u(x, 0)=sinx.
16) Find all functions u 0  x  for which the problem u x  2u  0, u  x , 0   u 0  x  has a
solution, and for such functions find all solutions of the problem.
 
17) The coefficient of a certain power series: P  s , t     am s m t n Satisfy
m 0 n 0

3  m  1 am 1,n   n  1 am ,n 1  am ,n  0 and it is known that P t , t   e 2t . Find p(s, t).

18) Find the solution u(x, y) of
2u x  5u y  u  3 satisfies u  x , 0   e x
3u x  4u y  2u  5 satisfies u  x , 0   tan x
5u x  4u y  3u  7 satisfies u  x , 0   x 2  9
19) Determine the type and transform to standard form the equation

20
 a ) 3u xx  4u yy  u  0
b ) 4u x  u xy  4u yy  u  0
c ) u xx  u yy  3u x  4u y  25u  0
d ) u xx  3u yy  2u x  u y  u  0
e ) u xx  2u xy  2u yy  3u  0
20) Show that the only second order linear homogenous equation with constant
coefficients in x and y whose form is unchanged by all rotations of axes is
u xx  u yy  ku  0.
 2u 1  2u
21) Solve the one-dimensional wave equation: 
x 2 c 2 t 2
For one infinite string with the following conditions
u
u  x, 0   f  x ,  x, 0   g  x 
t
i. f x   a 1  cos x , g x   a sin x
ii. f x   k sin 2 , g x   0
iii. f x   k x 1  x , g x   0
iv. f x   k sin x, g x   0
2

v. f x   sin x, g x   cos x
22) Solve the following Laplace equations: u xx  u yy  0 . With the following conditions
u  x,0   x, u  x,1  0, u  0, y   0, u  , y   0.
u  2 u
23) Solve the one-dimensional heat equation:  For the following cases
t x 2
i U(x, 0)

l
2

x
l
2
u0, t   ul , t   0
ii. U(x, 0)

l
4

x
l l
4 4

u0, t   ul , t   0
21
 Basic Trigonometric relations

cos2 x  sin 2 x  1
tan 2 x  sec2 x  1
cot 2 x  csc2 x  1

The compound angle formula

sin x cos y 
1
sin( x  y)  sin( x  y)
sin( x  y )  sin x cos y  cos x sin y 2
cosx  y   cos x cos y  sin x sin y sin x sin y  cos(x  y )  cos(x  y )
1
2
tan x  tan y
tan x  y  
cos x cos y  cos(x  y )  cos(x  y )
1
1  tan x tan y
2

Double Angle Formula

sin 2 x  2 sin x cos x
cos 2 x  cos2 x  sin 2 x cos2 x 
1
1  cos 2 x
 2 cos2 x  1 2
sin 2 x  1  cos 2 x
1
 1  2 sin 2 x
2
2 tan x
tan 2 x 
1  tan 2 x

The hyperbolic function relations

e x  ex e x  ex
cosh x  , sinh x  , cosh2 x  sinh 2 x  1.
2 2

22
 Basic Differentiation Formulas
d n
dx
 
x  n x n 1

d x
dx
 
e   e x
d x
dx
 
a   a x ln a

d
ln x   1 d
loga x   1
dx x dx x ln a
d
sin x   cos x d
sinh x   cosh x
dx dx
d
cos x   sin x
d
cosh x   sinh x
dx dx
d
tan x   sec2 x d
tanh x   sec h 2 x
dx dx
d
cot x    cos ec 2 x d
coth x    cos ech 2 x
dx dx
d
sec x   sec x tan x d
sec hx   sec hx tanh x
dx dx
d
csc x    csc x cot x d
csc hx  csc hx coth x
dx dx
d

sin 1 x  1
, x 1
d

sinh 1 x  1
dx 1 x2 dx 1 x2
1
d

cos1 x   , x 1
d

cosh1 x   1
, x 1
dx 1 x2 dx x2 1
d
 
tan 1 x 
1 d
tanh 1 x  
1
, x 1
dx 1 x2 dx 1 x2
1
d
 
cot 1 x 
d
coth 1 x  
1
, x 1
dx 1 x2 dx 1 x2
1
d

sec1 x   1
, x 1
d

sec h 1 x   , 0  x 1
dx x x2 1 dx x 1 x2
1
d

csc1 x   , x 1
d

csc h 1 x   1
dx x x2 1 dx x x2 1

23
 Basic Integration Formulas
n 1
x 1
x
n
dx 
n 1
 c, n  1  x dx  ln x  c
1 x 1
 e dx  e  c a
x x
dx  a x  c
  ln a
f ( x)
f \
( x)
dx  ln f ( x)  c  ln x dx  x ln x  x  c

 sin x dx   cos x  c  cos x dx  sin x  c

 tan x dx  ln sec x  c  cot x dx  ln sin x  c
 sec x dx  ln sec x  tan x  c  csc x dx  ln csc x  cot x  c
1 x 1 x
 a2  x2
dx  sin 1 ( )  c
a  a2  x2
dx  sinh 1 ( )  c
a
1 x
 dx  cosh1 ( )  c 1 1 1 x

x2  a2 a  a 2  x 2 dx  a tan ( a )  c
1 1 x
1  tanh ( )  c, if x  a
 a 2  x 2 dx   1 1 ax
a
 coth ( )  c, if x  a
a a
1 1 1 x 1 1 x
 x x 2  a 2 dx  a sec ( a )  c x a x
2 2
dx   sec h 1 ( )  c
a a
1 1 x
x x2  a2
dx   csc h 1 ( )  c
a a

24
 Laplace Transforms
Basic Rules
f t  L f (t )  F (s)
1 1
s
n!
tn , n a positive int eger
s n 1
  1
t ,   1
s  1
1
eat , sa
sa
w
sin wt
s  w2
2

s
cos wt
s  w2
2

w
sinh wt
s  w2
2

s
cosh kt
s  w2
2

e  as
u a (t ) ,s  0
s
f \ (t ) sF ( s )  f (0)
f ( n ) (t ) s n F ( s)  s n 1 f (0)  s n 2 f \ (0).......  f ( n 1) (0)
t
1
 f (r )dr
0 s
F (s)

e at f (t ) F (s  a)
u a (t ) f (t  a) e  as F (s )

dn
t n f (t ) (1) n
F (s)
ds n

f (t ) f (t )
t  F (r )dr Provided lim
0
t 0 t
exists

f *g F (s) . G(s)
 (t ) 1
 a (t ) e  as
 a (t ) f (t ) f (a )e  as
T
1
1  e  sT 0
f (t ) periodic with period T e  st f (t )dt

25