UIODE01
UIODE01
Equation
Problems Given at the MAT 241 - Ordinary Differential Equation Test and
Examinations excluding numerical methods question
Department of Mathematics, University of Ibadan.
Jideofor Idika
Department of Mathematics
University of Ibadan, Ibadan, Oyo, Nigeria.
yn+1 + 16yn = 0.
Soluiton. (a)
yn+1 + 16yn = 0 ⇐⇒ (E + 16)yn = 0 (1)
We define the characteristic equation of (1),
m + 16 = 0 ⇐⇒ m = −16 (2)
(b)
Yn+2 − 4Yn+1 + 3Yn = 5.4n (1)
We first consider the homogeneous part of the difference equation in (1)
m2 − 4m + 3 = 0 (3)
Whose roots are 3 and 1, so that 3n and 1n = 1 are two linearly independent solutions of (2).
1
Therefore the complimentary function is
Where A and B are arbitrary constants. To obtain the particular solution of (1), we must see that
So that
1 5(4n ) 5.4n
Yn = · 5(4n ) = = (6)
(E − 1)(E − 3) (4 − 1)(4 − 3) 3
Combining 940 and (6) gives the general solution of (1)
5.4n
Yn = A(−3)n + B + (7)
3
(c)
Yn+2 − A.2n − B(−2)n = 0 (1)
Since (1) contains two arbitrary constant, we assume it is the solution of a second order difference
equation. From (1) we obtain
Problem 2. Compressed air is escaping from the container. The pressure of the air at time t is P and
the constant atmospheric pressure of the air outside the container is A. The rate of decrease of P is
proportional to the square root of the pressure difference (P − A).
(a) Obtain the differential equation connecting P and t,
2
(b) The differential equation described by (2) is a separable variable differential equation which we may
rewrite as, if P ̸= A
dP
√ = −kdt, P ̸= A (3)
P −A
So that Z Z
dP
√ = −k dt + c, P ̸= A (4)
P −A
Where c is an arbitrary constant. Evaluating (4) gives us
√
2 P − A = −kt + c (5)
(d) Substituting in (5) the value of c and k as given in (6) and (7). We obtain after simplification
√ √
2 P − A = (4 − t) A (8)
When P = A, we have √
0 = (4 − t) A (9)
since A ̸≡ 0, we have 4 − t = 0 =⇒ t = 4. Therefore at P = A we have t = 4.
And so,
1 2
P = t − 2t + 5 A (11)
4
Problem 3. (a) Solve the differential equation y ′′ +y = tan x with the method of variation of parameter.
(b) Consider the non-homogeneous differential equation with constant coefficient of the form
where (n), (n − 1), . . . e.t.c. represents derivatives. Use the method of variation of parameter to
derive the WRONSKIAN used in solving the differential equation.
Solution. (a)
y ′′ + y = tan x (1)
The auxiliary equation of the corresponding homogeneous linear differential equation is given by
m2 + 1 = 0 (2)
The roots of this equation are ±i, so that the complimentary function is
3
where A and B are arbitrary constants, so that the linearly independent solutions of (1) are sin x
and cos x. Our particular solution is of the form
Now substituting into (1) the values of yp and yp′′ in (4) and (6), we obtain
(C1′ sin x + C2′ cos x)′ + C1′ cos x − C2′ sin x = tan x (7)
Now let,
0 cos x
tan x − sin x − cos x tan x
C1′ = = = sin x (10)
sin x cos x − sin2 x − cos2 x
cos x − sin x
sin x 0
cos x tan x sin x tan x
C2′ = = (11)
sin x cos x − sin2 x − cos2 x
cos x − sin x
= − sec x sin2 x = − sec x(1 − cos2 x) (12)
= − sec x + cos x (13)
Substituting the values of C1 and C2 in (14) and (16) into (4), we obtain
y = C.F. + yp
(18)
= A sin x + B cos x − cos x log (tan x + sec x)
(b)
y (n) + a1 y (n−1) + a2 y (n−2) + . . . + an−1 y ′ + an y = f (x) (1)
Suppose we have gotten the n linearly independent solutions of the D.E. from the corresponding
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homogeneous linear differential equation, and let the linearly dependent solutions be y1 , y2 , . . . , yn .
So that
C.F. = A1 y1 + A2 y2 + A3 y3 + . . . + An yn (2)
where A1 , A2 , A3 , . . . , An are arbitrary constants. and the particular solution is
yp = C1 y1 + C2 y2 + C3 y3 + . . . + Cn yn (3)
Problem 4. If the auxiliary equation of a second order differential equation has complex conjugate
roots α + iβ and α − iβ. Show that the general solution of the differential equation is
where C1 and C2 are arbitrary constants. But from Trigonometry we have that
5
Hence Proved.
y ′′ − 6y ′ + 25y = 0 (1)
is
m2 − 6m + 25
whose roots are 3 ± 4i, now using (a) we have that the general solution, where α = 3 and β = 4, is
at y(0) = −3
−3 = e0 (A cos 0 + B sin 0) =⇒ A = −3 (3)
So that we have from (2) and (3) that
At y ′ (0) = −1
(a)
dy y
+ = xy 2
dx x
(b)
dy
+ y cot x = cos x
dx
Solution.
(a)
dy y
+ = xy 2 (1)
dx x
̸ 0, we may divide both sides of (2) by −y 2 to obtain
If y =
1 dy 1
− − = −x, y ̸= 0 (2)
y 2 dx xy
1 dr 1 dy
r= , =− 2 (3)
y dx y dx
we obtain after simplification,
dr r
− = −x (4)
dx x
6
Clearly,(4) is a first order linear differential equation. Therefore its solution is given by
Z Z Z
1 1
r exp − dx = − x exp − dx dx
x x
Z
r exp (− log x) = − x exp (− log x) dx
Z
r
= − dx
x
r
= −x + c
x
r = cx − x2
Problem 6. (a) The equation y (n) = f x, y, y ′ , . . . , y (n−1) is an ordinary differential equation of the
nth order. When is a function ϕ(x) said to be a solution of the differential equation on α < x < β?
(b) Obtain the differential equation of the form y ′′ = f (x, y, y ′ ) using the canonical conics
x2 y2
+ =1
a2 + λ b 2 + λ
with a and b fixed. (Hint eliminate λ),
(c) Given the differential equation y ′′ − y ′ − 6y = 0. Show that the function y = c1 e−2x + c2 e3x involving
two constants c1 and c2 is the general solution.
Solution.
(a) A function ϕ(x) defined on an interval α < x < β, is said to be an explicit solution or simply a
solution of an ordinary differential equation y (n) = f x, y, y ′ , . . . , y (n−1) on the interval α < x < β
is an identity in x.
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(b)
x2 y2
+ =1 (6.1)
a2 + λ b 2 + λ
Since (6.1) contains one arbitrary constant (λ) then we differentiate once to obtain after simplifi-
cation
x yy ′
+ =0 (6.2)
a2 + λ b 2 + λ
If x ̸= 0 we may multiplying (2) by (b2 + λ) x1 , we get
b2 + λ yy ′
+ = 0, x ̸= 0 (6.3)
a2 + λ x
And,
b2 + λ yy ′
= − , x ̸= 0 (6.4)
a2 + λ x
Differentiating (6.2), we obtain
1 (y ′ )2 + yy ′′
+ =0 (6.5)
a2 + λ b2 + λ
Which can be rewritten as
b2 + λ yy ′
(y ′ )2 + yy ′′ = − = , x ̸= 0 (6.6)
a2 + λ x
Which could also be rewritten as
yy ′
yy ′′ = − (y ′ )2 , x ̸= 0 (6.7)
x
If y ̸= 0 we can divide (6.7) by y to obtain
y ′ (y ′ )2
y ′′ = − , x ̸= 0, y ̸= 0 (6.8)
x y
(c)
y = c1 e−2x + c2 e3x (6.9)
Differentiating (6.9) twice, we obtain
4c1 e−2x + 9e3x − (−2c1 e−2x + 3e3x ) − 6(c1 e−2x + c2 e3x ) = 0 (6.11)
Problem 7. The radioactive isotope thorium 234 disintegrates at a rate proportional to the amount
present. If 100 milligrams of this material is reduced to 82.04 milligrams in one week. Let Q(t) be the
amount of thorium 234 present at any time t where Q is measured in milligrams and t in days.
(a) Find an expression for the amount of Q(t) present at any time t,
(b) find the time interval that must elapse in order for the mass to decay to one half of its original
value.
Solution
8
(a)
dQ(t)
= −kQ(t) (7.1)
dt
where k is the proportionality constant. Since Q(t) ̸≡ 0 we have
dQ(t)
= −kdt (7.2)
Q(t)
This implies,
82.04 1
exp t log = (7.9)
100 2
Which easily simplify to
log 2
t=− ≈ 3.5014weeks (7.10)
log 82.04
100
dy
Problem 8. (a) solve the differential equation 2x2 dx = x2 + y 2 .
(b) Verify whether the differential equation (cos 2y − 3x2 y 2 )dx + (cos 2y − 2x sin 2y − 2x3 y)dy = 0 is
exact or not. Hence or otherwise solve the differential equation.
(c) Write the differential equation y 2 dx + 3xydy = 0 in the form
dx
+ p(y)x = q(y)
dy
and determine the integrating factor. Solve the equation.
Solution.
9
(a) If dx ̸= 0 we can rewrite the given equation as,
We observe that, 2(tx)2 = t2 (2x2 ) and ((tx)2 + (ty)2 = t2 (x2 + y 2 ). Therefore the differential
equation (8.1) is a first order differential equation with homogeneous coefficient, so we make the
following substitutions in (8.1)
to obtain
2x2 (xdv + vdx) − (x2 + v 2 x2 )dx = 0 (8.3)
if x ̸= 0, we can divide (8.3) by x2 to obtain
2dv dx
2
− = 0, x ̸= 0, v ̸= 1 (8.6)
(v − 1) x
The differential equation expressed in (8.6) above is a separable variable differential equation and
so
Z Z
2dv dx
2
− = c, x≠ 0, v ̸= 1 (8.7)
(v − 1) x
2 2x
− − log |x| = c =⇒ − log |x| = c, x= ̸ 0, v ̸= 1 (8.8)
v−1 x − vx
substituting into (8.8) the value of v as given in (8.2), we have
2x
− log |x| = c, x ̸= 0, y/x ̸= 1 (8.9)
x−y
Now we have that (8.9) is a solution of the differential equation given, and y = x is also a solution.
with
M (x, y)dx + N (x, y)dy = 0 (8.11)
it is easily seen that
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∂f (x, y)
= M (x, y) = cos 2y − 3x2 y 2 (8.14)
∂x
Integrating with respect to x keeping y constant we have
Z
f (x, y) = cos 2y − 3x2 y 2 dx = x cos 2y − x3 y 2 + g(y) (8.15)
∂f (x, y)
N (x, y) = = −2x sin 2y − 2x3 y + g ′ (y) (8.16)
∂y
(c)
y 2 dx + 3xydy = 0 (8.19)
If y ̸= 0 and dy ̸= 0, we may divide (8.19) by y 2 dy to obtain
dx 3x
+ = 0, y ̸= 0 (8.20)
dy y
Which is of the form
dx
+ p(y)x = q(y) (8.21)
dy
3
where p(y) := y
and q(y) := 0
From class, it is easily seen that the integrating factor of the above first order linear differential equation
is Z Z
3
dy = exp log y 3 = y 3
I.F. = exp p(y)dy = exp (8.22)
y
Multiplying (8.20) by I.F. in (8.22), we obtain
dx
y3 + 3xy 2 = 0 (8.23)
dy
d 3
xy = 0 (8.24)
dy
So that
d(xy 3 )
Z
dy = c (8.25)
dy
xy 3 = c (8.26)
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Problem 9. (a) Solve using the operator technique the differential equation
y ′′ + 4y = csc 2x
y ′′ + 5y ′ + 6y = 50 sin 4x
Solution.
(a)
(D + 1)(D − 3)y = e3x + x2 (9.1)
The auxiliary equation of the corresponding homogeneous linear differential equation is given by,
(m + 1)(m − 3) = 0 (9.2)
whose roots are -1 and 3. There e−x and e3x are two linearly independent solutions of the corre-
sponding homogeneous linear differential equation, so that the complimentary function is
where C1 and C2 are arbitrary constants. And so the particular integral of (9.1) is given by
1
yp = (e3x + x2 ) (9.4)
(D + 1)(D − 3)
1 1
= e3x + x2
(D + 1)(D − 3) (D + 1)(D − 3)
x 1
= e3x + 2 x2
2(D − 1) D − 2D − 3
x 1 1
= e3x − · 2 1 2x
2
2(3 − 1) 3 1 + 3D − 3D
−1
x 3x 1 2 1 2
= e − · 1+ D− D x2
4 3 3 3
x 3x 1 2 1 2 4 2
= e − · 1 − D + D + D x2
4 3 3 3 9
x 3x 1 2 2 1 4
= e − · x − (2x) + (2) + (2)
4 3 3 3 9
x 3x 1 4x 14
yp = e − · x2 − + (9.5)
4 3 3 9
(b)
y ′′ + 4y = csc 2x (9.7)
12
The auxiliary equation of the corresponding homogeneous linear differential equation is
m2 + 4 = 0 (9.8)
Whose roots are ±2i. And therefore the two linearly independent solutions of the corresponding
homogeneous linear differential equation are sin 2x and cos 2x, so that the complimentary functions
is
C.F. = A sin 2x + B cos 2x (9.9)
Where A and B are arbitrary constants. And the particular integral of (9.7) is
0 sin 2x
csc 2x 2 cos 2x − csc 2x sin 2x
C1′ = =
cos 2x sin 2x 2 cos2 2x + 2 sin2 2x (9.12)
−2 sin 2x 2 cos 2x
1
=−
2
cos 2x 0
−2 sin 2x csc 2x csc 2x cos 2x
C2′ = =
cos 2x sin 2x 2 cos2 2x + 2 sin2 2x (9.13)
−2 sin 2x 2 cos 2x
cot 2x
=
2
We integrate this values to obtain the function C1 and C2 .
Z
1 x
C1 = − dx = − (9.14)
2 2
Z
1 1
C2 = cot 2xdx = log(sin 2x) (9.15)
2 4
Substituting this values of C1 and C2 in (9.14) and (9.15) into (9.10), we obtain
x cos 2x sin 2x
yp = − + log(sin 2x) (9.16)
2 4
And so combining (9.9) and (9.16) gives the general solution of the differential equation (9.7)
x cos 2x sin 2x
y = A sin 2x + B cos 2x − + log(sin 2x) (9.17)
2 4
(c)
y ′′ + 5y ′ + 6y = 50 sin 4x (9.18)
The auxiliary equation of the corresponding homogeneous linear differential equation is
m2 + 5m + 6 = 0 (9.19)
13
Whose roots are −2 and −3. So e−2x and e−3x are two linearly independent solution of the corre-
sponding homogeneous linear differential equation of (9.18). There the complimentary function
Since no term in 50 sin 4x is the same as any term in C.F. we have that the particular integral is of
the form
yp = C1 sin 4x + C2 cos 4x (9.21)
where C1 and C2 is some constant. and we have upon differentiating (9.21)
−16C1 sin 4x − 16C2 cos 4x + 5(4C1 cos 4x − 4C2 sin 4x) + 6(C1 sin 4x + C2 cos 4x) = 50 sin 4x (9.23)
which simplifies to
Combining (9.20) and (9.26) gives the general solution of the differential equation,
Problem 10.
Problem 11.
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