Differential Equations ’11 – Final

1/9/2012
Name: _____________________ ID: _____________

1. Use the Laplace transform to find the explicit solution of the following initial value
problem: y(4)+ 5y″ + 4y = 0 with y″(0) = 1 and y(k)(0) = 0, k = 0, 1, 3.
[Solution]
s4Y(s) – sy″(0) + 5s2Y(s) + 4Y(s) = 0.
s s 1
Y (s) = 4 2
= 2 2
⋅ 2
s + 5s + 4 s + 2 s + 1
t
y(t) = cos 2t * sin t = ∫0
cos 2 x sin(t − x)dx

t
= ∫
0
cos 2 x(sin t cos x − cos t sin x)dx

t t
= (sin t ) ∫ cos 2 x cos xdx − (cos t ) ∫ cos 2 x sin xdx
0 0

t t
= 1
2 (sin t ) ∫ (cos 3x + cos x)dx − 12 (cos t ) ∫ (sin 3x − sin x)dx
0 0

= 13 (cos t − cos 2t ) #

2. Use the variation of parameters to find the general solution of the following system of

 x ′ − 3x − 2 y = 2e −t
differential equations:  −t
.
 y′ + 2x + y = e

[Solution]

 x′   3 2  x   2e −t 
The equation in vector form is:   =    +  −t  .
 y ′   − 2 − 1 y   e 

Since the characteristic equation is (3 – λ) (–1 – λ) + 4 = 0, we have λ = 1, 1.

The eigenvector for λ = 1 is (c, –c)T, for c ∈ R.
Let v1 = (1, –1)T, solve (A – λI) v2 = v1 for v2, we obtain the complementary solution

1  1  0 
Xc = c1  e t + c 2  te t +  1 e t  .
 − 1  − 1 2 

 et te t   e −t − 2te −t − 2te −t 
Thus, Φ =  t  and Φ–1 = 
 2e −t
.
− e
1 t t 
2 e − te   2e −t 

 2e −2t − 6te −2t   12 e −2t + 3te −2t   1 

U = ∫ Φ −1Fdt = ∫  
 dt = 
 − 3e −2t
 →
 Xp = ΦU =  2 e −t .
 6e −2t     − 2

Therefore, X = Xc + Xp. #
 Differential Equations ’11 – Final
1/9/2012
3. Use the power series method to find the general solution y(x) of the differential equation,
x4y″ + y = 0. Hint: the equation has an irregular singular point at x = 0, which can be
transformed into a regular singular point at t = 0 using change of variable t = 1/x.
[Solution]
From t = 1/x, we have dt/dx = –1/x2 = – t2, then
dy dy dt dy d 2 y d  dy  2
2 d y dt  dt  dy
2
4 d y dy
= = −t 2 and 2
=   = − t 2
−  2t  = t 2
+ 2t 3 .
dx dt dx dt dx dx  dx  dt dx  dx  dt dt dt
The original equation now becomes
d2y dy
t 2 + 2 + ty = 0 .
dt dt
n+r
Substituting y = Σcnt into the differential equation, we have
∞
(r 2 + r )c0 t r −1 + (r 2 + 3r + 2)c1t r + ∑ [(k + r )(k + r − 1)c k + 2(k + r )c k + c k − 2 ]t k + r −1 = 0,
k =2

which implies
r2 + r = r(r + 1) = 0 → r = 0, –1,
(r2 + 3r + 2) c1 = 0 → c1 = 0,
and
(k + r)(k + r + 1)ck + ck–2 = 0, k ≥ 2.
Since the recurrence relation holds for k ≥ 2, and |r1 – r2| = 1, there will not be any
exceptional cases.

c0
For r1 = 0, we have c 2 n = (−1) n and c1 = c3 = c5 = … = 0.
(2n + 1)!
c0
For r2 = –1, we have c 2 n = (−1) n and c1 = c3 = c5 = … = 0.
(2n)!
∞
(−1) n 2 n ∞
(−1) n 2 n −1
Let c0 = 1, the general solution of y(t) is a ⋅ ∑ t +b⋅∑ t .
n = 0 ( 2 n + 1)! n = 0 (2 n )!

2n 2 n −1
∞
(−1) n  1  ∞
(−1) n  1 
The general solution of y(x) is then a ⋅ ∑   +b⋅∑   . #
n = 0 ( 2 n + 1)! x  n = 0 ( 2n )!  x 

1
4. Use the Fourier series method to solve the differential equation: 4 x″ + 12 x = f(t), where

f(t) = 2πt – t2, 0 < t < 2π, and f(t ± 2π) = f(t).
[Solution]
Since f(t) is an even function, we use the cosine series extension and obtain
2 π 4 2 π 4
π∫
a0 = (2πt − t 2 )dt = π 2 and a n = ∫ (2πt − t 2 ) cos nt dt = − 2 .
0 3 π 0 n
So that
 Differential Equations ’11 – Final
1/9/2012
2 ∞
2π 4
f (t ) = − ∑ 2 cos nt .
3 n =1 n

Substituting the assumption

A0 ∞
x p (t ) = + ∑ An cos nt .
2 n=1
Into the differential equation then gives
1 ″ ∞
 1  2π 2 ∞ 4
x p + 12 x p = 6 A0 + ∑ An  − n 2 + 12  cos nt = − ∑ 2 cos nt .
4 n =1  4  3 n =1 n

Therefore, A0 = π2/9, An = 16/n2(n2 – 48).

Thus,
π2 ∞
1
xp = + 16∑ 2 2
cos nt . #
18 n =1 n (n − 48)

5. Assume that a stretched string between x = 0 and x = L is picked in the middle as shown in
the following figure:
y

L/8 y = f(x)

L/2 L x

Let y(x, t) be the position function of the sting at time t, which can be modeled by the
second-order partial differential equation ytt = yxx, 0 < x < L, t > 0. The initial position
 x / 4, 0 ≤ x ≤ L/2
function y(x, 0) = f(x) of the string is f ( x) =  . The initial velocity
( L − x) / 4 L / 2 ≤ x ≤ L
function y′(x, 0) = g(x) of the string is g(x) = 1, 0 ≤ x ≤ L. If we assume that y(0, t) = y(L, t)
= 0, what is the solution of y(x, t)?
[Solution]
See the class slides on the 1-D wave equation for details.
L ∞
 1 nπ  nπt nπx
y1 ( x, t ) =
π 2 ∑  n
n =1
2
sin
2
 cos
 L
sin
L
,

 2L
] sin nLπt sin nLπx .
∞
y 2 ( x, t ) = ∑  2
[
1 − (−1) n
n =1  ( nπ ) 

The complete solution is y1(x, t) + y2(x, t). #