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2021 Assignment 2

This document contains an assignment on differential equations from the Department of Mathematics at IIT Madras. It includes problems on solving systems of linear differential equations, finding general solutions to ordinary differential equations, using the method of variation of parameters, and applying the method of undetermined coefficients. Solutions to several of the problems are provided as examples.

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Saksham Tiwari
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84 views

2021 Assignment 2

This document contains an assignment on differential equations from the Department of Mathematics at IIT Madras. It includes problems on solving systems of linear differential equations, finding general solutions to ordinary differential equations, using the method of variation of parameters, and applying the method of undetermined coefficients. Solutions to several of the problems are provided as examples.

Uploaded by

Saksham Tiwari
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Department of Mathematics, IIT Madras

MA2020, Differential Equations


Assignment-2, 2021

1. Consider the first-order homogeneous system of linear equations with constant coefficients

y10 = a 11y1 + a 12y2 + · · · + a 1nyn


y20 = a 21y1 + a 22y2 + · · · + a 2nyn
..
.
yn = an1y1 + an2y2 + · · · + annyn .
0

We write this as y 0 = Ay with


a 11 a 12 . . . a 1n  y1 
   
a 21 a 22 . . . a 2n  y2 
A =  .. .. . .  , y =  ..  .
   
 . . .  .
an1 an2 . . . ann 
   
yn 
   
Theorem 1 . If A has n linearly independent eigen vectors v 1, v 2, · · · vn with associated
eigen values λ 1, λ 2, · · · λn , then the general solution of the matrix equation y 0 = Ay is given
by y = c 1e λ1x v 1 + c 2e λ2x v 2 + · · · + cne λn x vn , where c 1, c 2, · · · , cn are arbitrary constants.

Remark 2 . Suppose A has complex eigen value λ = a + ib corresponding to the eigen


vector v = w 1 + iw 2 . Then λ̄ is an eigen value with eigen vector v̄ = w 1 − iw 2 . To get
real valued solutions, we replace e λx v and e λ̄x v̄ by the following solutions e ax (w 1 cos bx −
w 2 sin bx) and e ax (w 1 sin bx + w 2 cos bx) which are real and imaginary parts of e λx v
respectively.

(a) Solve the system

y10 = y1 − 3y2 + 7y3


y20 = −y1 − y2 + y3
y30 = −y1 + y2 − 3y3 .
y1  −1 1 1 
Ans: y2  = c 1  2  + c 2 3 e + c 3 1 e −2x .
      −x  
     
y3  1 1 0 
       
(b) Solve the system

y10 = 3y1 − 7y2 − 3y3


y20 = y1 − 4y2 − 2y3
y30 = y1 + 2y2 + 2y3 .
y1  −1 − cos x − 3 sin x  − sin x + 3 cos x 
Ans: y2  = c 1 −1 e −x + c 2e x  −2 cos x − sin x  + c 3e x  −2 sin x + cos x  .
       
   
y3  1  5 cos x   5 sin x 
       

1
2. Find the general solution of the following ODEs:
(a) y 00 + 2y 0 = 0. Ans: y = c 1 + c 2e −2x .
(b) y 00 − 2ay 0 + a 2y = 0. Ans: y = (c 1 + c 2x)e ax .
(c) y 000 + y 00 − 6y 0 = 0. Ans: y = c 1 + c 2e 2x + c 3e −3x .
(d) y 000 − 6y 00 + 12y 0 − 8y = 0. Ans: y = (c 1 + c 2x + c 3x 2 )e 2x .
(e) y 00 − 2y 0 + 5y = 0. Ans: y = e x c 1 cos(2x) + c 2 sin(2x) .
√ √
y 000 + 8y = 0. Ans: y = c 1e −2x + e x c 2 cos( 3 x) + c 3 sin( 3 x) .
 
(f)
√ √
(g) y (4) + 4y 00 + 4y = 0. Ans: y = (c 1 + c 2x) cos( 2 x) + (c 3 + c 4x) sin( 2 x).
3. Show that y1 (x) = sin x − 13 sin(3x) and y2 (x) = sin3 x are solutions of the ODE
x 2y 00 + (tan x − 2 cot x)y 0 = 0 but z(x) = c 1y1 (x) + c 2y2 (x) is not the general solution
of the ODE.
4. Solve the following Euler-Cauchy equations:
(a) x 2y 00 + 2xy 0 − 12y = 0. Ans: y = c 1x 3 + c 2x −4 .
(b) 2x 2y 00 + 10xy 0 + 8y = 0. Ans: y = x −2 (c 1 + c 2 log x).
(c) x 2y 00 + 3xy 0 + 10y = 0. Ans: y = x −1 c 1 cos(3 log x) + c 2 sin(3 log x) .


5. Solve (x − 3)2y 00 + 3(x − 3)y 0 + y = 0, for x > 3. Ans: y = (x − 3)−1 c 1 + c 2 log(x − 3) .




6. Reduce each of the following ODEs to one with constant coefficients, and then find the
general solution.
(a) x 2 (x + 1)y 00 + xy 0 + (x + 1)3y = 0. Ans: y = c 1 cos(x + log x) + c 2 sin(x + log x).
2 √ √
(b) x 2y 00 + (x 2 − 1)y 0 + x 3y = 0. Ans: y = e −x /4 c 1 cos( 3 x 2 /4) + c 2 sin( 3 x 2 /4) .
 

7. Using the variation of parameters method, find the general solution of the following ODEs:

(a) y 00 + y = sec x. Ans: y = c 1 sin x + c 2 cos x + x sin x + cos x log(cos x).


(b) x y + xy − y = x e .
2 00 0 2 −x Ans: y = c 1x + c 2x −1 + e −x (1 + x −1 ).
(c) (x − 3)2y 00 + (x − 3)y 0 + y = x.
Ans: y = c 1 cos log(x − 3) + c 2 sin log(x − 3) + x2 + 32 .


8. If y1 and y2 are two solutions of a second order linear homogeneous ordinary differen-
tial equation which has been defined in an interval (a, b) ⊂ R, then W (y1, y2 ) is either
identically zero or non zero at any point of the interval (a, b).
9. Given one solution y1 (x) of the ODE, find its general solution.
(a) x 2y 00 − xy 0 + y = 0; y1 (x) = x. Ans: y = x(c 1 + c 2 log x).
(b) x 2y 00 + xy 0 − 4y = 0; y1 (x) = x 2 . Ans: y = c 1x 2 + c 2x −2 .
(c) x 2y 00 + xy 0 + (x 2 − 1/4)y = 0; y1 (x) = x −1/2 sin x.
Ans: y = x −1/2 (c 1 cos x + c 2 sin x).
(d) (1 − x 2 )y 00 − 2xy 0 + 2y = 0; y1 (x) = x.
Ans: y = c 1x + c 2 x log(1 + x) − log(1 − x) − 2 .
 

(e) xy 00 − (2x + 1)y 0 + (x + 1)y = 0; y1 (x) = e x . Ans: y = e x (c 1 + c 2x 2 ).

2
10. Solve the following equations by the method of undetermined coefficients:
(a) y 00 + 4y = sin 3x. Ans: A cos 2x + B sin 2x − 51 sin 3x .
(b) y 00 + 3y 0 = 28 cosh 4x. Ans: c 1e −3x + c 2 + 12 e 4x + 72 e −4x .
(c) y 00 + 2y 0 + 10y = 25x 2 + 3. Ans: e −x (A cos 3x + B sin 3x) + 52 x 2 − x.
(d) y 00 + y 0 − 6y = −6x 3 + 3x 2 + 6x. Ans: c 1e −3x + c 2e 2x + x 3 .
(e) y + 2y − 35y = 12e + 37 sin 5x.
00 0 5x

Ans: c 1e −7x + c 2e 5x + xe 5x − 0.1 cos 5x − 0.6 sin 5x.


(f) y 00 − 4y = e −2x − 2x, y(0) = 0, y 0(0) = 0. Ans: − 18 sinh 2x + 21 x − 14 xe −2x .
(g) y 00 + y 0 = 2 + 2x + x 2 , y(0) = 8, y 0(0) = −1. Ans: 3e −x + 5 + 2x + 13 x 3 .
11. Let y1 (x) and y2 (x) be solutions of the ODE y 00 + 2xy 0 + e x sin x y = 0 satisfying

y1 (0) = 2, y10 (0) = 1 and y2 (0) = −3, y20 (0) = 2. Compute W [y1, y2 ](x) and determine
whether y1 (x) and y2 (x) are linearly independent.
2
Ans: W [y1, y2 ](x) = 7e −x , linearly independent.

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