MAS 201 Differential Equations and Applications

Final Exam Solutions June 21, 2013 19:00 ∼ 22:00

Spring 2013 MAS 201

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Student Number:

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encouraged to write in English but some Korean is acceptable. You can use the back of each page as
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Problem Score Problem Score Problem Score
1 / 10 2 / 10 3 / 10

4 / 10 5 / 10 6 / 10

7 / 10 8 / 10 9 / 10

10 / 10 11 / 10 12 / 10

13 (a) / 10 13 (b) / 10 Total / 140

–1–
MAS 201 Name:

1. Without actually solving the equation

(1 − 2 sin2 x)y 00 + xy = 0
determine a lower bound for the radius of convergence of power series solutions about the point x = 0.

Solution. Answer is R = π/4.

By Theorem5.1, a series solution converges at least on some interval defined by |x| < R, where R is
the distance from x0 = 0 to the closest singular point. Here, R in Theorem5.1 is called lower bound
for the radius convergence.
First, singular points are points which satisfy
1
sin2 x =
2
which implies singular points are
nπ π
x= − , n ∈ Z. (5 pts)
2 4
Closest singular point to x0 = 0 is x = ± π4 , which implies that lower bound is given by
π
R= . (5 pts)
4
π
• If you write answer |x| ≤ 4 instead of R = π/4, you will get full credit.
• If you have mistakes in computing sin−1(±π/4), you lose 5 points.
• If you write R = −π/4, by misunderstanding the definition of lower bound for the radius conver-
gence you lose 2 point.

–2–
MAS 201 Name:

2. Find all the regular singular points of the differential equation

x2(1 − x)y 00 − (1 + x)y 0 + 2xy = 0,
and determine the indicial equation for each regular singular point.

Solution. (a) Find regular singular points. Since

(1 + x) 0 2x
y 00 − y + y = 0,
x2(1 − x) x2(1 − x)
we have
(1 + x) 2x
P (x) = − , Q(x) = + .
x2(1 − x) x2(1 − x)
Hence singular points are x = 0 and x = 1. At x = 0, we have
(1 + x) 2x
xP (x) = − , x2Q(x) = 2 .
x(1 − x) x (1 − x)
Then xP (x) is not analytic at x = 0. At x = 1, we have
1+x 2 (x − 1)
(x − 1)P (x) = , (x − 1) Q(x) = −2 ,
x2 x
and both of them are analytic at x = 1. (2 pts) Hence x = 0 is irregular singular point, and x = 1
is regular singular point. (1 pt)
(b) Find indicial equation
i. Method 1
Substituting y = ∞ n+r
P
n=0 cn (x − 1) , we have
∞
X
y0 = (n + r)cn(x − 1)n+r−1,
n=0
X∞
y 00 = (n + r)(n + r − 1)cn(x − 1)n+r−2.
n=0

Hence we get
x2(1 − x)y 00 = −((x − 1)2 + 2(x − 1) + 1)(x − 1)y 00
X ∞ ∞
X
n+r+1
=− (n + r)(n + r − 1)cn(x − 1) − 2(n + r)(n + r − 1)cn(x − 1)n+r
n=0 n=0
∞
X
− (n + r)(n + r − 1)cn(x − 1)n+r−1, (1 pt)
n=0

−(1 + x)y 0 = −((x − 1) + 2)y 0

X ∞ ∞
X
=− (n + r)cn(x − 1)n+r − 2(n + r)cn(x − 1)n+r−1, (1 pt)
n=0 n=0

2xy = 2((x − 1) + 1)y

X∞ ∞
X
n+r+1
= 2cn(x − 1) + 2cn(x − 1)n+r . (1 pt)
n=0 n=0

The indicial equation is quadratic equation in r that results from equating the total coefficient of
the lowest power of (x − 1) to zero. The lowest power of (x − 1) is r − 1. Since the coefficient of
(x − 1)r−1 is (−r(r − 1)c0 − 2rc0) = (−r2 − r)c0 (3 pts), the indicial equation is r(r + 1) (1
pt).
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MAS 201 Name:

ii. Method 2
The indicial equation is r(r−1)+a0r+b0, where a0 = (x−1)P (x)|x=1, and b0 = (x−1)2Q(x)|x=1.
(2 pts) We get
−(1 + x) 2 2x
a0 = (x − 1) |x=1 = 2 (2 pts), b0 = (x − 1) |x=1 = 0 (2 pts).
x2(1 − x) x2(1 − x)
Therefore r(r − 1) + a0r + b0 = r2 + r. (1 pt)

• Simple calculation mistake -2 points.

• In method 1, if you substitute y = ∞ n+r
P
n=0 cn x , you got at most 1 point.
• In method 2, if you use a0 as xP(x) and b0 as x2Q(x), you got at most 1 point.

3. Find the first three nonzero terms in each of two linearly independent power series solutions about x = 0
of the differential equation
y 00 + x(sin x)y = 0.
P∞ 00
P∞
Solution. Put y = k=0 ck x . (1 pt) Then, y = k=2 k(k − 1)ck xk−2. (2 pts)
k

∞ ∞
! ∞ !
k
X X (−1) X
y 00 + x(sin x)y = k(k − 1)ck xk−2 + x x2k+1 ck xk
(2k + 1)!
k=2 k=0 k=0
2 3 4 5
= (2c2 + 6c3x + 12c4x + 20c5x + 30c6x + 42c7x + · · · )+
 
1 3 1 5 1 7 2 3 4 5 6


x − x + x − x + ··· c0x + c1x + c2x + c3x + c4x + c5x + · · ·
3! 5! 7!
= 2c2 + 6c3x + (12c4 + c0)x2 + (20c5 + c1)x3+
   
1 1
30c6 + c2 − c0 x4 + 42c7 + c3 − c1 x5 + · · ·
6 6
=0
Hence, we have
1 1
2c2 = 6c3 = 12c4 + c0 = 20c5 + c1 = 30c6 + c2 − c0 = 42c7 + c3 − c1 = 0. (3 pts)
6 6
Finally, by substituting c0 = 1 and c1 = 0, we have
1 4 1 6
y1 = 1 − x + x + ··· , (2 pts)
12 180
by substituting c0 = 0 and c1 = 1, we get
1 5 1 7
y2 = x − x + x + ··· . (2 pts)
20 252

–4–
MAS 201 Name:
∞
X
4. Let y = xr cnxn be a series solution of the differential equation
n=0

x2y 00 + 3x2y 0 + (x − 2)y = 0, x > 0.

∞
X
Determine the recurrence relation cn = f (n, r)cn−1, n = 1, 2, . . . when y = xr cnxn is a series
n=0
solution.
P∞
Solution. From y = xr n=0 cn x
n
, we have
∞
X
y 0 = xr (n + r)cnxn−1,
n=0
X∞
y 00 = xr (n + r)(n + r − 1)cnxn−2. (1 pt)
n=0

Hence we have
∞ ∞
!
X X
x2y 00 + 3x2y 0 + (x − 2)y = xr ((n + r)(n + r − 1) − 2) cnxn + (3(n + r) + 1)cnxn+1
 n=0 n=0

= xr (r + 1)(r − 2)c0
∞
X 
n+1
+ (((n + r + 1)(n + r) − 2)cn+1 + (3(n + r) + 1)cn)x
n=0
= 0. (5 pts)
Therefore we get
3(n + r) + 1
cn+1 = − cn , (2 pts)
(n + r)(n + r + 1) − 2
3(n + r − 1) + 1 3n + 3r − 2
cn = − cn−1 = − cn−1. (2 pts)
(n + r)(n + r − 1) − 2 (n + r)(n + r − 1) − 2

–5–
MAS 201 Name:

(#5 ∼ #8) Consider the linear system  

0 −2
X0 = X + F.
1 −3
 
0
5. Find the general solution of the linear system when F = .
0
Solution. First, we consider the characteristic equation.
−λ −2
det(A − λI) = = λ2 + 3λ + 2 = 0.
1 −3 − λ
Hence we have two eigenvalues λ = −1, −2. (3 pts)
Find the corresponding eigenvectors. For λ = −1,
   
1 −2 0
K1 = .
1 −2 0
 
2
Hence K1 = . (3 pts) For λ = −2,
1
   
2 −2 0
K2 = .
1 −1 0
 
1
Hence K2 = . (3 pts) Therefore we have
1
   
2 1
X = c1 e−t + c2 e−2t. (1 pt)
1 1

 
0
6. Describe the behavior of the solution when F = as t → ∞ by plotting a few trajectories of the
0
system.

Solution. (1) Plot the line y = x and y = 12 x. (4 pts)

(2) Right direction on y = x and y = 21 x. (1 pt)
(3) Plot the arcs (at least two). (4 pts)
(4) Right direction on the arcs. (1 pt)

–6–
MAS 201 Name:
 
1
7. Use the method of undetermined coefficients to find the general solution of the system when F = .
1
 
a
Solution. Since F is a constant vector, we assume a constant particular solution vector Xp = .
b
 
0 0
(4 pts) Then we have Xp = . Since Xp must satisfy the nonhomogeneous equation
0
 
0 −2
X0 = X + F,
1 −3
we get       
0 0 −2 a 1
= + .
0 1 −3 b 1
Then we have −2b + 1 = 0, a − 3b + 1 = 0. Hence a = 21 , b = 12 . (3 pts) Therefore the general solution
is     1
2 1
c1 e−t + c2 e−2t + 21 ,
1 1 2
where c1 and c2 are constants. (3 pts)
• If you do not use the method of undetermined coefficients, you get at most 5 points.
• Wrong formula -2 points.
• Using wrong Xc -2 points.
• Simple mistake -1 point.

–7–
MAS 201 Name:

e−t
 
8. Use variation of parameters to find the general solution of the system when F = .
−2e−t
Solution. From problem 5, we get
2e−t e−2t
 
Φ(t) = , (2 pts)
e−t e−2t
and the inverse of Φ(t) is
−2t −2t t t
   
1 e −e e −e
Φ−1(t) = −t = . (2 pts)
e−3t −e 2e−t −e2t 2e2t
So particular solution Xp is
Z
Xp = Φ(t) Φ−1(t)F (t)dt (2 pts)
 −t −2t  Z  t t
  −t 
2e e e −e e
= dt
e−t e−2t −e2t 2e2t −2e−t
 −t −2t  Z  
2e e 3
= dt
e−t e−2t −5et
 −t −2t   
2e e 3t
=
e−t e−2t −5et
−t t
 
6te − 5e
= . (2 pts)
3te−t − 5et
Therefore the general solution is
2e−t e−2t 6te−t − 5et
   
C+ ,
e−t e−2t 3te−t − 5et
where C is a constant matrix. (2 pts)
• If you do not use variation of parameters, you get at most 5 points.
• Using wrong Xc -4 points.
• Wrong calculation -1, -2, -3 points.

–8–
MAS 201 Name:

9. Find the general solution of the system

 
−1 3
X0 = X.
−3 5
 
−1 3
Solution. Let A be a matrix . First we find eigenvalues.
−3 5

−1 − λ 3
A − λI = = λ2 − 4λ + 4 = (λ − 2)2 = 0.
−3 5 − λ
Hence we have λ = 2. We find the corresponding eigenvector. Let K be the eigenvector of the eigenvalue
2. By definition K satisfies the following equation.
   
−3 3 0
K= .
−3 3 0
 
1
Hence we have K = . Therefore we get
1
 
1 2t
X1 = e . (2 pts)
1

Since the repeated

 eigenvalue λ = 2 has no another linearly independent eigenvector, we have to find
a
the vector P = satisfying (A − λI)P = K, i.e.,
b
    
−3 3 a 1
= . (2 pts)
−3 3 b 1
This gives a − b = − 13 . (2 pts) Therefore, we have
   
1 a 2t
X2 = te2t + e . (2 pts)
1 b
Finally, the general solution is
     
1 2t 1 a
X = c1X1 + c2X2 = c1 e + c2 t+ e2t,
1 1 b
for constants a and b which satisfy a − b = − 13 . (2 pts)

–9–
MAS 201 Name:

10. Classify each critical point of the following plane autonomous system as a stable node, a stable spiral
point, an unstable spiral point, an unstable node, or a saddle point.
 0
x =y
y 0 = x + (1 − y 2)y − x3

Solution. We first find critical points. Since x0 = y, we have y = 0. With y = 0, y 0 = x − x3 = x(1 − x2)
and this becomes 0 when x = 0, 1, −1. Hence, the critical points are
(0, 0), (1, 0), (−1, 0). (2 pts)
For this system, the Jacobian matrix is
 
0 1
g0(X) = . (2 pts)
1 − 3x2 1 − 3y 2
For (0, 0), we have  
0 1
g0((0, 0)) = ,
1 1
so τ = 1 and ∆ = −1. Since ∆ < 0, (0, 0) is a saddle point. (3 pts)
For (1, 0) and (−1, 0), we have
 
0 1
g0((1, 0)) = g0((−1, 0)) = ,
−2 1
so τ = 1, ∆ = 2, and τ 2 − 4∆ = 1 − 8 = −7. Since τ > 0 and τ 2 − 4∆ < 0, (1, 0) and (−1, 0) are
unstable spiral points. (3 pts)

11. Show that the critical point (0, 0) is a stable spiral point of the plane autonomous system
( p
0 2 + y 2 )3
x = −y − x( p x
0
y = x − y( x2 + y 2)3

(Use polar coordinates.)

Solution. We need to change the given system into polar coordinates. From the formulas r2 = x2 + y 2
and θ = tan−1(y/x), we obtain
dr 1  dx dy  dθ 1  dy dx 
= x +y , = x −y . (1) (3 pts)
dt r dt dt dt r2 dt dt
Substituting dx/dt and dy/dt in the given system into the formulas above, we get
dr 1 h i
= r cos θ(−r sin θ − r cos θ) + r sin θ(r cos θ − r sin θ) = −r4
4 4
dt r h
dθ 1 4 4
i
= r cos θ(r cos θ − r sin θ) − r sin θ(−r sin θ − r cos θ) = 1. (3 pts)
dt r2
Using separation of variables, we see that the solution of the polar system is
1 1
r(t) = (3t + c1)− 3 = √
3
, θ(t) = t + c2, (1 pt)
3t + c1
where c1 and c2 are arbitrary constants.
Observe that the radius r(t) is decreasing in t and converges to 0 as t → ∞. Moreover, the angle θ(t) is
increasing in t, but we know that θ(t) is 2π-periodic. Using these observations, we can draw the spiral
as below and it implies that (0, 0) is the stable spiral point. (3 pts)

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MAS 201 Name:

Figure 1: Solution curve of the problem

Grading Criteria (Total 10 points)

• Each minor mistake deducts 1 point.
• If you write the definition of polar coordinates, that is, x = r cos θ and y = r sin θ, not deriving the
formula (1), you just get 1 point in the first step.
• You may not compute the explicit solution of r(t) and θ(t) or may not draw the solution curve at
the last step. But in both cases, you need to mention
(i) the radius r(t) decreases in t and converges to 0 as t → ∞ and
(ii) tha angle θ(t) is 2π-periodic.
to describe that (0, 0) is a stable spiral point. If not, I deduct 1 point each of them.
• (IMPORTANT) At the last step, people who use the linearization to determine the behavior of
(0, 0) have no point (In this problem, the linearization method fails since τ = 0 !!!!).

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MAS 201 Name:

12. Assume f (x, y) is continuously differentiable and f (0, 0) 6= 0. Use the phase-plane method to show that
(0, 0) is a center of the system  0
x = yf (x, y)
y 0 = −xf (x, y)
Solution. By phase-plane method,
dy dy/dt −xf (x, y) x
= = =− . (6 pts)
dx dx/dt yf (x, y) y
Hence we have −ydy = xdx. Therefore x2 + y 2 = c for some constant c. (3 pts)
√
This is a circle centered at (0, 0) with radius c, and also periodic. Therefore, (0, 0) is a center. (1 pt)
• If you do not use the phase plane method, you cannot get any points.

13. Consider the differential equation

 
1
x00 + ε (x0)3 − x0 + x = 0, ε 6= 0.
3
(a) Change the equation to a system of first-order differential equation and show that (0, 0) is the only
critical point of first-order differential equations.
Solution. Corresponding plane-autonomous system is
 0
x =y
0 1 3

(4 pts)
y = −ε 3 y − y − x
To find a critical point of above system, we should solve x0 = y 0 = 0.
x0 = 0 → y = 0 (3 pts)
y 0 = 0, y = 0 → x = 0 (3 pts)
Therefore (0, 0) is the only critical point.
(b) Determine the stability and type of the critical point (0, 0):
(i) when ε > 0;
(ii) when ε < 0.
Solution. We have
 
0 1
g 0((0, 0)) = (1 pt), τ = ε (1 pt), ∆ = 1 (1 pt), τ 2 − 4∆ = ε2 − 4 (1 pt).
−1 ε
(i) When ε > 0.

 ε > 2 : unstable node (1 pt)
ε = 2 : may be either a unstable spiral, unstable node, or degenerate unstable node (1 pt)
ε < 2 : unstable spiral (1 pt)


(ii) When ε < 0.


 ε < −2 : stable node (1 pt)
ε = −2 : may be either a stable spiral, stable node, or degenerate stable node (1 pt)
ε > −2 : stable spiral (1 pt)


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