0% found this document useful (0 votes)
0 views

Tutorial-Sheets

The document consists of a tutorial sheet containing various problems related to differential equations, including finding general solutions, initial value problems, and verifying properties of specific equations. It covers topics such as exact equations, integrating factors, and the existence and uniqueness of solutions. Additionally, it includes exercises on Wronskians and the principle of superposition in the context of linear differential equations.

Uploaded by

mpsc9cwtwj
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
0 views

Tutorial-Sheets

The document consists of a tutorial sheet containing various problems related to differential equations, including finding general solutions, initial value problems, and verifying properties of specific equations. It covers topics such as exact equations, integrating factors, and the existence and uniqueness of solutions. Additionally, it includes exercises on Wronskians and the principle of superposition in the context of linear differential equations.

Uploaded by

mpsc9cwtwj
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 15

Tutorial Sheet 11

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 (−∞, ∞).

2. Find the general solution for the following equations.

(a) y ′ + 3 y = cos 10x


(b) y ′ + 2 y = x2
(c) y ′ + y − sin2 x = 0
(d) y ′ + 2y − (1 + x3 ) = 0

3. Find the general solution for the following equations.

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

4. Find the general solution for the following equations.

(a) xy ′ + 2y = 8x2
(b) (x − 2)(x − 1)y ′ − (4x − 3)y = (x − 2)3
(c) x2 y ′ + 3xy = ex

5. Solve the following non-linear differential equations.

(a) y ′ = 2y − 10y 2
(b) 5x2 y ′ − 3xy + ex y 6 = 0
(c) xy ′ + 4y = 16x2 y 1/2

6. Solve the following differential equations.

dy x + 3y
(a) =
dx x−y
x + y3
3
(b) y ′ =
xy 2

7. Following may not be separable but can be made separable by substitution.


1
March 19, 2025
−6x + y − 3
(a) y ′ =
2x − y − 1
−x + 3y − 14
(b) y ′ = .
x+y−2
(c) (3x + 2y + 2)y ′ − (2x + 3y + 10) = 0
(d) (x + y − 2)y ′ − (2x − y − 3) = 0

8. Show that the initial value problem y ′ = y, y(0) = 0 has more than one solution by
finding at least two solutions explicitly.

9. Find all initial conditions such that (x2 − x)y ′ = (2x − 1)y has no solution, precisely one
solution, and more than one solution.

10. Let xy ′ − 2y = −1.

(a) Find a general solution to the above problem on R − {0}.


(b) Show that y is a general solution for the above ODE if and only if
 1
2
 2 + c1 x , x ≥ 0


y=
 1 + c x2 , x < 0


2
2
where c1 , c2 are arbitrary constants.
(c) Conclude that all solutions of the ODE on R are solutions of the initial value problem
1
xy ′ − 2y = −1, y(0) =
2
(d) Show that if x0 = 0 and y0 is arbitrary, then the initial value problem xy ′ − 2y =
−1, y(x0 ) = y0 has infinitely many solutions on R. Why does this not contradict
existence and uniqueness theorem for linear ODEs?

11. Solve the following IVP’s

(a) (1 + 2y)y ′ = 2x, y(0) = −2.


(1 + 3x2 )
(b) y ′ = , y(0) = 1.
3y 2 − 6y
(c) y ′ = 2 cos 2x/(3 + 2y), y(0) = −1.

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.

(a) y ′ + (tan x)y = sin x , y(π) = 0.


(b) (4 − x2 )y ′ + 2xy = 3x2 , y(1) = −3.

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

1. Determine if the following equations are exact and solve them.


dy
(a) (3y cos x + 4xex + 2x2 ex ) + (3 sin x + 3) dx = 0.
1 1 dy
(b) ( + 2x) + ( + 2y) dx = 0.
x y
dy
(c) (y sin(xy) + xy 2 cos(xy)) + (x sin(xy) + xy 2 cos(xy)) dx = 0.
dy
(d) (yexy cos 2x − 2exy sin 2x + 2x) + (xexy cos 2x − 3) dx = 0.
x y dy
(e) 2 2 3/2
+ 2 2 3/2 dx = 0.
(x + y ) (x + y )
2. Solve the following IVP.
dy
(a) (4x3 y 2 − 6x2 y − 2x − 3) + (2x4 y − 2x3 ) dx = 0 y(1) = 3.
dy
(b) (y 3 − 1)ex + 3y 2 (ex + 1) dx = 0, y(0) = 0.
dy
(c) (9x2 + y − 1) − (4y − x) dx = 0, y(1) = 0.

3. Find all the functions M such that the following equation is exact.
dy
M (x, y) + 2xy sin x cos y =0
dx

4. Find all the functions N such that the equation is exact.


dy
(ln(xy) + 2y sin x + N (x, 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

12. Consider the initial value problem y ′ = y 1/3 , y(0) = 0.

(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

1. Find the general solution of y ′′ − 2y ′ + 2y = 0. Solve it with initial conditions

(a) y(0) = 3, y ′ (0) = −2


(b) y(0) = k0 , y ′ (0) = k1 .

2. Compute the Wronskians of the given set of functions.

(a) {ex , ex sin x}


(b) {x1/2 , x−1/3 }
(c) {x ln |x|, x2 ln |x|}.

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.

5. Find the Wronskian of a given set of solutions of x2 y ′′ + xy ′ + (x2 − ν 2 )y = 0, given that


W (1) = 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).

7. Suppose p1 , p2 , q1 , q2 are continuous on (a, b) and the equations y ′′ + p1 (x)y ′ + q1 (x)y = 0


and y ′′ + p2 (x)y ′ + q2 (x)y = 0 have the same solutions on (a, b). Show that p1 = p2 and
q1 = q2 on (a, b). [Hint. Use Abel’s formula.]

8. Find a linear homogeneous ODE for which the given functions form a fundamental set of
solutions on some interval.

(a) ex cos 2x, ex sin 2x


(b) x, e2x
(c) cos(ln x), sin(ln x).

9. Solve the following IVPs.

(a) y ′′ + 14y ′ + 50y = 0, y(0) = 2, y ′ (0) = −17.


(b) 6y ′′ − y ′ − y = 0, y(0) = 10, y ′ (0) = 0.
13 23
(c) 4y ′′ − 4y ′ − 3y = 0, y(0) = , y ′ (0) =
12 24
5
(d) 4y ′′ − 12y ′ + 9y = 0, y(0) = 3, y ′ (0) =
2

10. Find a particular solution of x2 y ′′ + xy ′ − 4y = 2x4 .

11. (Principle of Superposition) Assume y1 is a solution of a(x)y ′′ + b(x)y ′ + c(x)y = f1 (x)


and y2 is a solution of a(x)y ′′ + b(x)y ′ + c(x)y = f2 (x). Show that y1 + y2 is a solution of
a(x)y ′′ + b(x)y ′ + c(x)y = f1 (x) + f2 (x).

12. Find the general solution of

(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

1. Solve the following differential equations

(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.

2. Find the fundamental set of solutions for the following equations.

(a) (D2 + 9)3 D2 y = 0.


(b) D3 (D − 2)2 (D2 + 4)2 y = 0.
(c) [(D − 1)4 − 16]y = 0

3. Find a particular solution using Anhilator method. Write down the Anhilator explicitly.
Do not evaluate the coefficients.

(a) y ′′′ − 2y ′′ + y ′ = t3 + 2et


(b) y (4) − y ′′′ − y ′′ + y ′ = t2 + 4 + t sin t.
(c) y (4) + 4y ′′ = sin 2t + tet + 4.
(d) y ′′′ − 2y ′′ + y ′ − 2y = −ex [(9 − 5x + 4x2 ) cos 2x − (6 − 5x − 3x2 ) sin 2x]
(e) y (4) − 7y ′′′ + 18y ′′ − 20y ′ + 8y = e2x (3 − 8x − 5x2 ).
(f) y (4) + 5y ′′′ + 9y ′′ + 7y ′ + 2y = e−x (30 + 24x) − e−2x .

4. Find the general solution using the annihilator method (method of undetermined coeffi-
cients).

(a) y ′′ − 2y ′ − 3y = ex (−8 + 3x).


(b) y ′′ + y = e−x (2 − 4x + 2x2 ) + e3x (8 − 12x − 10x2 ).
(c) y ′′ + 3y ′ − 2y = e−2x [(4 + 20x) cos 3x + (26 − 32x) sin 3x].
(d) y ′′ + 2y ′ + y = 8x2 cos x − 4x sin x.
(e) y ′′′ − y ′′ − y ′ + y = 2e−t + 3
(f) y (4) − 4y ′′ = 3t + cos t.
(g) y ′′′ − y ′′ − y ′ + y = ex (7 + 6x).
(h) 4y (4) − 11y ′′ − 9y ′ − 2y = −ex (1 − 6x).
(i) y ′′′ + 3y ′′ + 4y ′ + 12y = 8 cos 2x − 16 sin 2x.
(j) y (4) + 3y ′′′ + 2y ′′ − 2y ′ − 4y = −e−x (cos x − sin x)

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

1. Determine if the following improper integrals exist.


R∞ R∞
(a) 0 (t2 + 1)−1 dt, (b) 1 t−2 et dt

2. Find the Laplace transform of following functions.

(a) cosh t sin t


(b) cosh2 t
(c) t sinh 2t
π
(d) sin(t + )
4
 −t
e , 0≤t<1
(e) f (t) = −2t
e , t≥1

t, 0 ≤ t < 1
(f) f (t) =
1, t≥1

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.

5. Show that if f is continuous on [0, ∞) and of exponential order s0 > 0, then


Z t 
1
L f (τ )dτ = L(f ), s > s0 .
0 s

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

7. Suppose f is piecewise continuous on [0, ∞).


Rt
(a) If the integral g(t) = 0 e−s0 τ f (τ )dτ satisfies the inequality |g(t)| ≤ M, t ≥ 0, then
f has a Laplace transform F (s) defined for s > s0 .
[Hint. Use integration by parts to show that
Z T Z T
e−st f (t)dt = e−(s−s0 )T g(T ) + (s − s0 ) e−(s−s0 )t g(t)dt
0 0

(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

10. Find the Laplace transform of the following periodic functions.



t, 0≤t<1
(a) f (t) = , f (t + 2) = f (t), t ≥ 0.
2 − t, 1 ≤ t < 2

1, 0 ≤ t < 1/2
(b) f (t) = , f (t + 1) = f (t), t ≥ 0.
−1, 1/2 ≤ t < 1

sin t, 0 ≤ t < π
(c) f (t) = , f (t + 2π) = f (t), t ≥ 0.
0, π ≤ t < 2π
(d) f (t) = | sin t|.

11. Find the inverse Laplace transform of the following functions.


3
(a) ,
(s − 7)4
2s − 4
(b) 2 ,
s − 4s + 13
s2 − 1
(c) 2 ,
(s + 1)2
s2 − 4s + 3
(d) ,
(s2 − 4s + 5)2
s3 + 2s2 − s − 3
(e) ,
(s + 1)4
3 − (s + 1)(s − 2)
(f) ,
(s + 1)(s + 2)(s − 2)
3 + (s − 2)(10 − 2s − s2 )
(g) ,
(s − 2)(s + 2)(s − 1)(s + 3)
2 + 3s
(h) ,
(s2 + 1)(s + 2)(s + 1)
3s + 2
(i) 2 ,
(s + 4)(s2 + 9)
17s − 15
(j) 2 ,
(s − 2s + 5)(s2 + 2s + 10)
2s + 1
(k) 2 .
(s + 1)(s − 1)(s − 3)
12. Solve the following IVP’s using Laplace transforms.

(a) y ′′ + 3y ′ + 2y = et , y(0) = 1, y ′ (0) = −6,


(b) y ′′ − 3y ′ + 2y = 2e3t , y(0) = 1, y ′ (0) = −1
(c) y ′′ + y = sin 2t, y(0) = 0, y ′ (0) = 1,
(d) y ′′ + 4y = 3 sin t, y(0) = 1, y ′ (0) = −1.
(e) y ′′ + y = t, y(0) = 0, y ′ (0) = 2,
(f) y ′′ + 2y ′ + y = 6 sin t − 4 cos t, y(0) = −1, y ′ (0) = 1.
(g) y ′′ − 5y ′ + 6y = 10et cos t, y(0) = 2, y ′ (0) = 1,
(h) y ′′ + 4y ′ + 5y = e−t (cos t + 3 sin t), y(0) = 0, y ′ (0) = 4.
Tutorial Sheet 6

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

2. Find the inverse Laplace transform of the following functions.


e−πs (1 − 2s)
(a) H(s) = .
s2 + 4s + 5
   
1 2 −2s 3 1 −3s 4 3
(b) H(s) = − 3 + e − +e + .
s s s s2 s s2
3. Solve the following IVPs using Laplace transform.
 2t
′′ e , 0≤t<2
(a) y − y = . y(0) = 3, y ′ (0) = −1.
1, t≥2

 1, 0≤t<1
′′ ′
(b) y − 5y + 4y = −1, 1 ≤ t < 2 . y(0) = 3, y ′ (0) = −5.
0, t≥2

 3π
 cos t, 0 ≤ t < 2


(c) y ′′ + 9y = y(0) = 0, y ′ (0) = 0.

 3π
 sin t, t≥
 2
t, 0≤t<π
(d) y ′′ + y = . y(0) = 0, y ′ (0) = 0.
−t, t≥π

0, 0≤t<2
(e) y ′′ − 3y ′ + 2y = . y(0) = 0, y ′ (0) = 0.
2t − 4, t≥2
 t
′′ ′ e, 0≤t<1
(f) y + 2y + y = . y(0) = 3, y ′ (0) = −1.
et − 1, t≥1
 2
 t , 0≤t<1
′′ ′
(g) y + 2y + 2y = −t, 1≤t<2 . y(0) = 2, y ′ (0) = −1.
−1, t ≥ 3π

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

(a) y ′′ + y = f (t) y(0) = 0, y ′ (0) = 0;


f (t) = m + 1, mπ ≤ t < (m + 1)π, m = 0, 1, . . ..
(b) y ′′ + y = f (t) y(0) = 0, y ′ (0) = 0;
f (t) = (−1)m , mπ ≤ t < (m + 1)π, m = 0, 1, . . ..
(c) y ′′ − y = f (t) y(0) = 0, y ′ (0) = 0;
f (t) = m + 1, mπ ≤ t < (m + 1)π, m = 0, 1, . . ..
1 − rm+1
Hint: You will need the formula for 1 + r + . . . + rm = (r ̸= 1).
1−r
(d) y ′′ + 2y ′ + 2y = f (t) y(0) = 0, y ′ (0) = 0;
f (t) = (m + 1)(sin t + 2 cos t), 2mπ ≤ t < 2(m + 1)π, m = 0, 1, . . ..

5. Express the following inverse transform as an integral.


1
(a)
s2 (s2 + 4)
s
(b)
s2 (s2 + 4)
s
(c)
(s + 2)(s2 + 9)
1
(d)
(s + 1) (s2 + 4s + 5)
2

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

7. Find a formula for the solutions of the IVP.

(a) y ′′ + 3y ′ + y = f (t), y(0) = 0, y ′ (0) = 0.


(b) y ′′ + 4y = f (t), y(0) = 0, y ′ (0) = 0.
(c) y ′′ + 6y ′ + 9y = f (t), y(0) = 0, y ′ (0) = −2.
(d) y ′′ + ω 2 y = f (t), y(0) = a, y ′ (0) = b.
(e) y ′′ − 5y ′ + 6y = f (t), y(0) = 1, y ′ (0) = 3.
8. Solve the integral equation
Rt
(a) y(t) = t − 0 (t − τ )y(τ ) dτ .
Rt
(b) y(t) = 1 + 2 0 cos(t − τ )y(τ ) dτ .
Rt
(c) y(t) = t + 0 y(τ )e−(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

ay ′′ + by ′ + cy = f (t), y(0) = k0 , y ′ (0) = k1

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.

You might also like