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    Ma147 QS7

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    kacperytvids
    The document provides solutions to exercises on solving linear second order ordinary differential equations, difference equations, and using Euler's method to discretize first order differential equations. It includes the steps to derive general and particular solutions for various linear ODEs and difference equations, and the formulas for Euler's method.

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    Ma147 QS7

    Uploaded by

    kacperytvids
    5 views3 pages
    The document provides solutions to exercises on solving linear second order ordinary differential equations, difference equations, and using Euler's method to discretize first order differential equations. It includes the steps to derive general and particular solutions for various linear ODEs and difference equations, and the formulas for Euler's method.

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    MA147_QS7

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    The document provides solutions to exercises on solving linear second order ordinary differential equations, difference equations, and using Euler's method to discretize first order differential equations. It includes the steps to derive general and particular solutions for various linear ODEs and difference equations, and the formulas for Euler's method.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    5 views3 pages

    Ma147 QS7

    Uploaded by

    kacperytvids
    The document provides solutions to exercises on solving linear second order ordinary differential equations, difference equations, and using Euler's method to discretize first order differential equations. It includes the steps to derive general and particular solutions for various linear ODEs and difference equations, and the formulas for Euler's method.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 3

    Dr Emma Davis

    MA147 Mathematical Methods & Modelling


    Week 7

    Note: These question sheets are not for credit and are provided with solutions. The intention
    is that you work through the questions in your own time to support the module teaching and
    use the solutions after attempting the questions to confirm understanding.

    Solving linear inhomogeneous second order ODEs


    1. Solve the linear homogeneous second order ODE given by
    d2 x dx
    −2 + 3x = 0 .
    dt2 dt
    Where x(0) = ẋ(0) = 1.
    2. Solve the linear inhomogeneous second order ODE given by
    d2 x dx
    −3 + 2x = t2 .
    dt2 dt
    Where x(0) = 7/4 and ẋ(0) = 5/2.

    Difference equations

    3. Use Euler’s Method to discretise the following first order differential equations for a small
    step-size h > 0.

    (a)
    dx
    = x2 + 2
    dt
    (b)
    dx
    = sin(x) + cos(t)
    dt
    (c)
    dx
    = xt + t2
    dt
    (d)
    dx
    = xe2t
    dt
    4. Solve the following first order difference equations. Where initial conditions are provided,
    calculate the particular solution to the initial value problem.

    (a)
    xn+1 = 2xn − 2 , x0 = 1
    (b) √
    xn+1 = xn + 13 , x0 = 0
    (c) √
    xn+1 = 2xn + 7 , x0 = 2
    Solutions: Solving linear inhomogeneous second order ODEs
    1. Auxiliary equation:
    λ2 − 2λ + 3 = 0
    √
    with solutions λ = 1 ± i 2, i.e. p = 1 and q = 0.
    Then the general solution is given by

    x(t) = ept (l1 cos qt + l2 sin qt) ,

    giving √ √
    x(t) = et (l1 cos 2t + l2 sin 2t) .
    Substitute initial conditions x(0) = 1 and ẋ(0) = 1 to get A = 1 and B = 0. Therefore
    particular solution is given by √
    x(t) = et cos 2t .

    2. Auxiliary equation:
    λ2 − 3λ + 2 = 0
    with solutions λ1 = 1 and λ2 = 2.
    Then the general solution to the homogeneous case is given by

    x(t) = l1 et + l2 e2t .

    As the equation is inhomogeneous (s(t) = t2 ), we also need to find the particular integral.
    As s(t) is a quadratic, we’ll try a generic quadratic function xp (t) = at2 + bt + c. Then

    ẋp (t) = 2at + b

    and
    ẍp (t) = 2a
    giving
    2at2 + (2b − 6a)t + (2a − 3b + 2c) = t2 .
    When we equate terms, we get a = 1/2, b = 3/2 and c = 7/4.
    Therefore the general solution to the equation is
    1 3 7
    x(t) = l1 et + l2 e2t + t2 + t + .
    2 2 4
    Substituting initial conditions into x(t) and ẋ(t) gives l1 = −1 and l2 = 1, so the particular
    solution to the initial value problem is
    1 3 7
    x(t) = −et + e2t + t2 + t + .
    2 2 4

    Solutions: Difference equations

    3. Recall Euler’s Method for a differential equation


    dx
    = f (x, t)
    dt
    says that we can approximate our solution for a small step-size h using the following
    formula:
    xn+1 = xn + hf (xn , nh) ,
    where nh = t – the time at the nth time-step.
    (a) We have f (x, t) = x2 + 2, giving f (xn , nh) = x2n + 2. Using our formula, we get
    xn+1 = xn + h(x2n + 2) .
    This rearranges to give the difference equation
    xn+1 = hx2n + xn + 2h .

    (b) We have f (x, t) = sin(x) + cos(t), giving f (xn , nh) = sin(xn ) + cos(nh). Using our
    formula, we get the difference equation
    xn+1 = xn + h(sin(xn ) + cos(nh)) .

    (c) We have f (x, t) = xt + t2 , giving f (xn , nh) = xn nh + n2 h2 . Using our formula, we


    get
    xn+1 = xn + h(xn nh + n2 h2 ) .
    This rearranges to get the difference equation
    xn+1 = (1 + nh2 )xn + n2 h3 .

    (d) We have f (x, t) = xe2t , giving f (xn , nh) = xn e2nh . Using our formula, we get
    xn+1 = xn + h(xn e2nh ) .
    This rearranges to get the difference equation
    xn+1 = (1 + he2nh )xn .

    4. Recall that if xn+1 = axn + b then


    b
    xn = Can + if a ̸= 1 ,
    1−a
    xn = x0 + bn if a = 1 .
    (a) a = 2 and b = −2:
    −2
    xn = c · 2n + = c · 2n + 2
    1−2
    Substituting in initial condition x0 = 1 gives
    1 = x0 = c + 2
    therefore c = −1 and we have solution
    xn = −(2n ) + 2 .
    √
    (b) a = 1 and b = 3, so we can use the second formula:
    √
    xn = x0 + bn = 13n .

    (c) a = 2 and b = 7, so we have


    7
    xn = c · 2n + = c · 2n − 7 .
    1−2
    √
    Substituting initial conditions x0 = 2 gives
    √
    2 = x0 = c − 7
    √
    therefore c = 2 + 7 and we have solution
    √
    xn = ( 2 + 7) · 2n − 7 .

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