Tutorial-Sheets
Tutorial-Sheets
ex − 1,
x≥0
1. Let y(x) = . Check that the derivative of y is continuous. Verify that
1 − e−x , x < 0
y(x) is a solution of y ′ = |y| + 1 on (−∞, ∞).
2x
(a) y ′ − y=0
1 + x2
2
(b) e10x y ′ − xy = 0
(c) (1 + cos2 x) y ′ − sin 2x y = 0
(d) y ′ + e2x cos 3x y = 0
(a) xy ′ + 2y = 8x2
(b) (x − 2)(x − 1)y ′ − (4x − 3)y = (x − 2)3
(c) x2 y ′ + 3xy = ex
(a) y ′ = 2y − 10y 2
(b) 5x2 y ′ − 3xy + ex y 6 = 0
(c) xy ′ + 4y = 16x2 y 1/2
dy x + 3y
(a) =
dx x−y
x + y3
3
(b) y ′ =
xy 2
9. Find all initial conditions such that (x2 − x)y ′ = (2x − 1)y has no solution, precisely one
solution, and more than one solution.
12. In each of following problems determine (without solving the problem) an interval in which
the solution of the given initial value problem is certain to exist.
13. In each of following problems solve the given initial value problem and determine how the
interval in which the solution exists depends on the initial value y0 .
(a) y ′ + y 3 = 0, y(0) = y0
x2
(b) y ′ = , y(0) = y0
y(1 + x3 )
14. (a) Verify that both y1 (x) = 1 − x and y2 (x) = −x2 /4 are solutions of the initial value
problem
−x + (x2 + 4y)1/2
y′ = , y(2) = −1
2
Where are these solutions valid?
(b) Explain why the existence of two solutions of the given problem does not contradict
the uniqueness part of the existence uniqueness theorem for ODE.
Tutorial Sheet 2
3. Find all the functions M such that the following equation is exact.
dy
M (x, y) + 2xy sin x cos y =0
dx
5. Suppose M and N are continuous and have continuous partial derivatives My and Nx that
satisfy the exactness condition My = Nx on an open rectangle R around (x0 , y0 ). Show
that if (x, y) is in R and
Z x Z y
F (x, y) = M (s, y0 ) ds + N (x, t) dt.
x0 y0
then Fx = M and Fy = N . (HINT: Use Leibniz Rule for differentiation under the integral
sign)
dy
6. Solve using the previous exercise. (x2 + y 2 ) + 2xy dx = 0.
2 2xy
7. Solve the initial value problem y ′ + y=− 2 , y(1) = −2.
x x + 2x + 1
8. Solve the following after finding an integrating factor.
dy
(a) (27xy 2 + 8y 3 ) + (18x2 y + 12xy 2 ) dx = 0.
dy
(b) −y + (x4 − x) dx = 0.
dy
(c) y sin y + x(sin y − y cos y) dx = 0.
dy
(d) y(1 + 5 ln |x|) + 4x ln |x| dx = 0.
dy
(e) (3x2 y 3 − y 2 + y) + (xy − 2x) dx = 0.
dy
(f) y + (2x − yey ) dx = 0.
dy
(g) (a cos(xy) − y sin(xy)) + (b cos(xy) − x sin(xy)) dx = 0.
R
9. Let y ′ + p(x)y = f (x). Show that µ = ±e p(x) dx is an integrating factor. Find the explicit
solution using this integrating factor.
10. Show that if (Nx − My )/(xM − yN ) = R, where R depends on the quantity xy only, then
the differential equation M + N y ′ = 0 has an integrating factor of the form µ(xy). Find
a general formula for this integrating factor.
6 x2 y dy
11. Use the previous problem to solve (3x + ) + ( + 3 ) = 0.
y y x dx
(a) Is there a solution that passes through the point (1, 1)? If so, find it.
(b) Is there a solution that passes through the point (2, 1)? If so, find it.
13. Apply the Picard’s iteration method to the following initial value problems and get four
iterations:
(a) y ′ = x + y, y(0) = 0
(b) y ′ = 2y 2 , y(0) = 1
√
(c) y ′ = 2 y, y(1) = 0
Tutorial Sheet 3
3. Find the Wronskian of a given set of solutions of y ′′ + 3(x2 + 1)y ′ − 2y = 0, given that
W (π) = 0.
4. Find the Wronskian of a given set of solutions of (1 − x2 )y ′′ − 2xy ′ + a(a + 1)y = 0, given
that W (0) = 1.
6. Given one solution y1 , find other solution y2 s.t. {y1 , y2 } is linearly independent set.
(a) y ′′ − 6y ′ + 9y = 0; y1 = e3x ,
(b) x2 y ′′ − xy ′ + y = 0; y1 = x.
(c) (x2 − 4)y ′′ + 4xy ′ + 2y = 0; y1 = 1/(x − 2).
8. Find a linear homogeneous ODE for which the given functions form a fundamental set of
solutions on some interval.
(a) x2 y ′′ − 3xy ′ + 3y = x
(b) y ′′ − 3y ′ + 2y = 1/(1 + e−x )
(c) x2 y ′′ + xy ′ − 4y = −6x − 4
(d) x2 y ′′ − 2xy ′ + 2y = x9/2
(e) y ′′ − 2y ′ + y = 14x3/2 ex
2 2
(f) y ′′ + 4xy ′ + (4x2 + 2)y = 4e−x(x+2) , given that y1 = e−x , y2 = xe−x are solutions of
homogeneous part.
Tutorial Sheet 4
(a) y ′′′ − y = 0.
(b) y (4) + 64y = 0.
(c) y (5) + y (4) + y ′′′ + y ′′ + y ′ + y = 0.
(d) y ′′′ − 2y ′′ + 4y ′ − 8y = 0, y(0) = 0, y ′ (0) = −2, y ′′ (0) = 0
(e) y ′′′ − 6y ′′ + 12y ′ − 8y = 0, y(0) = 1, y ′ (0) = −1, y ′′ (0) = −4
(f) y (4) + 2y ′′′ − 2y ′′ − 8y ′ − 8y = 0, y(0) = 5, y ′ (0) = −2, y ′′ (0) = 6, y ′′′ (0) = 8.
(g) y (4) + 2y ′′ + y = 0.
3. Find a particular solution using Anhilator method. Write down the Anhilator explicitly.
Do not evaluate the coefficients.
4. Find the general solution using the annihilator method (method of undetermined coeffi-
cients).
5. Let P0 (x)y ′′ + P1 (x)y ′ + P2 (x)y = F (x). Let y1 be a solution to the corresponding ho-
mogeneous equation. Then making the substitution uy1 in the differential gives a second
order equation of the form Q0 (x)u′′ + Q1 (x)u′ = F . This is really a first order equation
in variable z = u′ and can be solved using the variation of parameters method. This is
called the method of reduction of order. Use the method of reduction of order to solve
(2 − x)y ′′′ + (2x − 3)y ′′ − xy ′ + y = 0 given that y1 (x) = ex is a solution.
Tutorial Sheet 5
3. (a) Prove that if L(f (t)) = F (s), then L(tk f (t)) = (−1)k F (k) (s).
R∞
[Hint. Assume that we can differentiate the integral 0 e−st f (t)dt with respect to s under
the integral sign.]
n!
(b) Using L(1) = 1/s, show that L(tn ) = n+1 , n an integer.
s
4. Show that if f is piecewise continuous and of exponential order, then lims→∞ F (s) = 0.
6. Suppose f is piecewise continuous and of exponential order, and limt→0+ f (t) exists. Show
that Z ∞
f (t)
L = F (r)dr.
t s
(b) Show that if L(f ) exists for s = s0 , then it exists for s > s0 .
8. Find the Laplace transform of the following functions.
sin ωt
(a) , ω > 0,
t
eat − ebt
(b)
t
cosh t − 1
(c) ,
t
sinh2 t
(d) .
t
9. Suppose f is continuous on [0, T ] and f (t + T ) = f (t) for all t ≥ 0. We say f is periodic
with period T .
(a) Show that the Laplace transform L(f ) is defined for s > 0.
(b) Show that
Z T
1
F (s) = e−st f (t)dt, s > 0
1 − e−sT 0
1. Find the Laplace transform of the following functions using the Laplace transform of step
functions.
t
te , 0 ≤ t < 1
(a) f (t) =
et , t≥1
t, 0≤t<1
(b) f (t) = 2
t , 1≤t<2
0, t≥2
4. Solve the IVP and find a formula in terms of f for the solution that does not involve any
step functions and represents y on each interval of continuity of f
1
(e) 2
s (s − 2)3
6. Find the Laplace transform
Rt
(a) 0 sin aτ cos b(t − τ ) dτ .
Rt
(b) 0 sinh aτ cosh b(t − τ ) dτ .
Rt
(c) et 0 sin ωτ cos ω(t − τ ) dτ .
Rt
(d) et 0 e2τ sinh(t − τ ) dτ .
Rt
(e) 0 (t − τ )4 sin 2τ dτ .
Rt
(f) 0 (t − τ )7 e−τ sin 2τ dτ .
Rt
(g) 0 (t − τ )7 τ 8 dτ
Rt
(h) 0 (t − τ )6 τ 7 dτ
Rt
(i) 0 e−τ sin(t − τ ) dτ
9. Show that f ∗ g = g ∗ f .
10. Show that if p(s) = as2 + bs + c has distinct real zeros r1 and r2 then the solution of
is
t
r2 er1 t − r2 er2 t er2 t − er1 t
Z
1
y(t) = k0 + k1 + (er2 τ − er1 τ )f (t − τ ) dτ
r2 − r1 r2 − r1 a(r2 − r1 ) 0
11. For the above problem find a formula for the solution if the roots of p(s) are repeated and
is given by r, and when the roots are complex λ ± iω.