MA 2930, Feb 16, 2011 Worksheet 4

1.
Well use the method of successive approximation to solve the following initial value problem: y = y + t, y(0) = 0 (1) Starting with 0 (t) = 0 determine n (t) for n = 1, 2, . . . . (2) Find limn n (t) = (t). This is the exact solution. (3) Verify your solution by solving the equation by another method. (1) The iterative formula for the successive approximations of the solution, n (x), of the dierential equation y = f (t, y) with initial condition y(t0 ) = y0 is
t

n+1 (t) = y0 +
t0

f (u, n (u))du

Applying it to our case with 0 (t) = 0 we get

t

1 (t) =
0 t

u du = t2 /2 t2 t3 + 32 2 0 t 4 t t3 t2 u3 /6 u2 /2 + u du = + 432 32 2 0 u2 /2 + u du =

2 (t) = 3 (t) =

etc. (2) It seems that as n increases we are getting more and more terms of the Taylor series of et except for the rst two terms 1 and t. So, seemingly
t

lim n (t) = et 1 + t

(3) Ours is a linear rst order equation so we can solve it using the integrating factor et : et y = tet dt = (t 1)et + c

So, y = t 1 + cet Upon applying the initial condition y(0) = 0 we get c = 1. So y = et t + 1, which veries the guess for the limit of the approximations.

2.
Write the complex numbers e2+i/3 and 2i+1 in the form a + ib. Well need to use Eulers formula (eia = cos a+i sin a) and that ab = eb ln a . e2 3 e2 +i e2+i/3 = e2 ei/3 = e2 (cos /3 + i sin /3) = 2 2 21+i = 2 2i = 2ei ln 2 = 2 cos(ln 2) + i2 sin(ln 2)

3.
Solve the (1) y (2) y (3) y (4) y following initial value problems assuming y(0) = 1 and y (0) = 0: + 4y = 0 4y = 0 + 8y 9y = 0 + 4y + 5y = 0

These are second order, linear, homogeneous, constant-coecient equations. So we assume that solutions are of the form y = erx where r is a real or complex number. Upon substituting it in the dierential equation we get the characteristic equation of the dierential equation which we solve for r. (1) The characteristic equation is r2 + 4 = 0 whose solutions are r = 2i, a complex conjugate pair. Thus, the general solution can be written in the complex form y(x) = c1 e2ix + c2 e2ix where c1 is an arbitrary complex number and c2 is its complex conjugate, or in the real form y(x) = c1 cos 2x + c2 sin 2x

where c1 and c2 are arbitrary real numbers. We prefer the real form and will always use that here on. Now apply the initial conditions: 1 = y(0) = c1 and 0 = y (0) = 2c2 Therefore, the solution of the IVP is y(x) = cos 2x (2) The charac. eq. is r2 4 = 0 whose solutions are r = 2, which are real and distinct, so the general solution is y(x) = c1 e2x + c2 e2x Now, 1 = y(0) = c1 + c2 and 0 = y (0) = 2c1 2c2 So, c1 = c2 = 0.5 and the solution of the IVP is y(x) = 0.5(e2x + e2x ) = cosh x (3) The charac. eq. is r2 + 8r 9 = 0 whose solutions are r = 1 and r = 9, which are real and distinct, so the general solution is y(x) = c1 ex + c2 e9x Now, 1 = y(0) = c1 + c2 and 0 = y (0) = c1 9c2 So, c1 = 0.9, c2 = 0.1 and the solution of the IVP is y(x) = 0.9ex + 0.1e9x

(4) The charac. eq. is r2 + 4r + 5 = 0 whose solutions are r = 2 i, which are complex conjugates, so the general solution is y(x) = e2x (c1 cos x + c2 sin x) Now, 1 = y(0) = c1 and 0 = y (0) = 2c1 + c2 So, c1 = 1, c2 = 2 and the solution of the IVP is y(x) = e2x (cos x + 2 sin x)

4.
Find the general solutions of the following dierential equations. How do they behave as x ? (1) y + 2y + y = 0 where = 1 (2) y + y + y = 0 where = 2 (1) The charac. eq. is r2 +2r+ = 0 whose solutions are r = 1 1 . Case 1: If < 1, the roots are real and distinct and the general solution is y(x) = c1 e(1+
1)x

+ c2 e(1

1)x

If 0 < < 1, both exponentials are negative and solutions decay to zero as x . If < 0, the rst exponential is positive, so the solution becomes unbounded as x . If = 0, the rst term is a constant c1 whereas the second decays to zero, so the solution approaches c1 as x . Case 2: If > 1, the roots are complex conjugates and the general solution is y(x) = ex (c1 cos 1x + c2 sin 1x) In this case the solution always decays to zero x . (2) The charac. eq. is r2 + r + 1 = 0 whose solutions are r = /2 (/2)2 1.

Case 1: If > 2 or < 2, the roots are real and distinct and the general solution is 2 2 y(x) = c1 e(/2+ (/2) 1)x + c2 e(/2 (/2) 1)x If > 2 both exponentials are negative and solutions decay to zero as x . If < 2, the solutions become unbounded as x . Case 2: If 2 < < 2, the roots are complex conjugates and the general solution is y(x) = e(/2)x (c1 cos (/2)2 1x + c2 sin (/2)2 1x)

If > 0 the solution decays to zero as x . If < 0 the solution becomes unbounded as x . If = 0, the solutions keeps oscillating and there is no limit unless c1 = c2 = 0.

5.
Using the substitution x = ln t solve the following second order, linear, homogeneous, but non-constant-coecient equation for t > 0: t2 y + ty + y = 0 Note that we are changing the independent variable, i.e., rewriting y and all its derivatives as functions of x. y = dy dx dy 1 dy = = dt dx dt dx t

Therefore, ty = dy/dx where . represents dierentiation w.r.t. x. y = (y ) =

2

d dy 1 dy d 1 d2 y 1 dy 1 ( ) + ( )= 2 2 + ( 2 ) dt dx t dx dt t dx t dx t

dy d Therefore, t2 y = dxy dx . 2 Our equation becomes

d2 y dy dy )+ +y =0 2 dx dx dx 5

i.e., d2 y +y =0 dx2 This is a second order, linear, homogeneous constant coecient eq. with characteristic eq. r2 + 1 = 0 whose roots are r = i. So the general solution is y(x) = c1 cos x + c2 sin x which as a function of t is y(t) = c1 cos(ln t) + c2 sin(ln t)