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Differential Equations - Solved Assignments - Semester Spring 2004

Differential Equations - Solved Assignments - Semester Spring 2004

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Published by Muhammad Umair
Differential Equations - Solved Assignments - Semester Spring 2004
Differential Equations - Solved Assignments - Semester Spring 2004

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Assignment 1

Maximum Marks 40
Due Date 3
rd
May, 2004
Assignment Weight age 2%

Solve the following Differential Equations.

Question 1
Solve
2 5 3
2 4 6
dy x y
dx x y
÷ +
=
+ ÷


Solution
,
2 5 3 0
2 4 6 0
1.
Let x X aand y Y b whereaand bobeytherelations
a b
a b
whichsolveto givea b
= + = +
÷ + =
+ ÷ =
= =

2 5
2 4
.
Making thesesubstitutions we find
dY X Y
dX X Y
whichis homogeneousODE
÷
=
+


Put Y = vX

( )( )
2
2
2 5
2 4
2 5
2 4
2 5 2 4
2 4
2 7 4
2 4
2 4 1
4 1 2
dv v
v X
dX v
dv v
X v
dX v
v v v
v
v v
v
v
dv dX
v v X
÷
+ =
+
÷
= ÷
+
÷ ÷ ÷
=
+
÷ ÷
=
+
+
÷ =
÷ +

By partial Fraction on left hand side we have,
( ) ( )
( ) ( )
4 2
3 4 1 3 2
4 2
3 4 1 3 2
dX
dv
v v X
dX
dv
v v X
| |
+ = ÷
|
|
÷ +
\ .
| |
+ = ÷
|
|
÷ +
\ .
í í

( )( )
( )( ) ( )
2 3
2
3 3
1 2
ln 4 1 ln 2 ln
3 3
ln 4 1 2 ln
4 1 2
v v Xc
v v Xc
v v X C C c
÷
÷ ÷
÷ + + = ÷
¬ ÷ + =
¬ ÷ + = =

But Y= vX, so

( )( )
( )( )
( ) ( ) ( ) ( ) ( ) ( )
( )( )
2
3
2
3
3
2
2
2
4 1 2
4 2
4 2
,
, .
4 2
4 4 2 2
Y Y
X C
X X
C
Y X Y X X
X
Y X Y X C
But x X a and y Y b
X x a Y y b So above become
x a y b y b x a C
x y a b y x a b C
÷
| || |
¬ ÷ + =
| |
\ .\ .
¬ ÷ + =
¬ ÷ + =
= + = +
¬ = ÷ = ÷
÷ ÷ ÷ ÷ + ÷ =
¬ ÷ ÷ + + ÷ ÷ =



Question 2
Solve
2 2
1
( )
2
xdy ydx x y dx ÷ = +

Solution
2
2
2 2
2
2
1
1
(1 )
2
1
(1 )
2
1
tan , .
2
Dividing bothsidesby x
xdy ydx y
dx
x x
y xdy ydx
Put t and dt
x x
dt t dx
y
t x c where t
x
÷
÷
= +
÷
= =
= +
¬ = + =

Question 3
Solve
2
dy y
x y
dx x
+ =

Solution
2
2
2 2
2
2
2
, ,
.
1
ln ln
dy xy y
Wehave
dx x
dy dv
Put y vx v x
dx dx
dv x vx v x
we get v x v v
dx x
dv
or x v
dx
x c
v
÷
=
= = +
÷
+ = = ÷
= ÷
¬ = +

Question 4
Solve
2 2
dy
x y x x y
dx
÷ = +

Solution
2 2
2 2 2
2
, , .
1
The givenequationis
y x x y dy
dx x
dy dv
Put y vx v x we get
dx dx
dv vx x x v x
v x v x v
dx x
+ +
=
= = +
+ +
+ = = + +

2
1
dv
or dx
v
=
+

1
:
sinh
sinh( )
Integrating
v x c
y x x c
÷
= +
¬ = +



Solution Assignment 2

Maximum Marks 40
Due Date 20th May, 2004
Assignment Weight age 2%


Question 1
Find the member of the orthogonal trajectories for
2
1
3 2 3 xy c x = + that passes through (0,10).


Here
2
1
3 2 3 xy c x = + --------------(1)

2
1
3 2
3
xy
c
x
÷
¬ = ------------- (2)
Differentiating (1) with respect to x, we get

( )
2
1
2
2
2
3 6 3
3 2
2 3 6 3
3
1
3
dy
y xy c
dx
dy xy
y xy
dx x
dy
dx x y
+ =
÷
¬ + =
¬ = ÷

So the Differential Equation of Orthogonal Trajectory is given by

( )
2
2
2
3
3
3
3
ln 3
dy
x y
dx
dy
x dx
y
dy
x dx
y
y x C
=
¬ =
¬ =
¬ = + ÷÷÷÷÷÷÷
í í

Now member of this passes through (0,10) is obtained by finding corresponding value of C, so putting
(0,10) in (3) we get

ln10 0
ln10
C
C
= +
¬ =

So the required curve is given by

3
10
x
y e =


Question 2
When interest is compounded continuously, the amount of money S increases at a rate proportional to
the amount present at any time: dS/dt = rS, where r is the annual rate of interest.
(a) Find the amount of money accrued at the end of 5 years when $ 5000 is deposited in a savings
account drawing
3
5 %
4
annual interest compounded continuously.
(b) In how many years will the initial sum deposited be doubled?


Here we have the equation

dS
rS
dt
=
Solving we get

rt
S Ce = --------------(1)
Since initially $ 5000 deposited, so we have ( ) 0 5000 S = . Here given r the annual interest equals to
3
5 %
4
i.e. 5.75 / 100 0.0575 r ¬ = . Moreover by first condition, C = 5000.
Thus (1) becomes

( ) 0.0575
5000
t
S e =
(a) Now after 5 years means, we have to calculate S when t = 5.

( ) 0.0575 5
5000 6665.45 S e ¬ = =
(b) we have to calculate t when sum = 2 (initial money) = 10000

( )
( )
0.0575
0.0575
10000 5000
2
1
ln 2 12.05
0.0575
t
t
e
e
t
¬ =
¬ =
¬ = =

So approximately after 12 years the initial sum deposited will be doubled.


Question 3
A thermometer is taken from an inside room to the outside where the air temperature is
0
5 F.
After 1 minute the thermometer reads
0
55 F, and after 5 minutes the reading is
0
30 F. What is the
initial temperature of the room?



By Newton’s Law of Cooling, we have
( )
0
dT
k T T
dt
= ÷
Where k is constant of proportionality and
0
T is temperature of surroundings.
Solving this equation we get

0
kt
T Ce T = + .
Here, temperature of the surroundings is given by
0
5 T F = ° , moreover when time is 1 then T is 55. So
( ) 1 55 T F = ° , similarly we have other boundary condition as ( ) 5 30 T F = ° . So using these conditions,
we have
59.4642 0.1733 C and k = = ÷ .
So the solution equation is
( )
( ) 0.1733
59.4642 5
t
T e
÷
= +
Now initial temperature is obtained by putting t = 0.
So we have
64.4642 T F = ° .

Question 4
Find a second solution of the following equation.
( )
( ) ( ) ( )
2 4
1
2
1
20 0;
1 2 2 1 2 0; 1
a x y y y x
b x x y x y y y x
÷
'' ÷ = =
'' ' ÷ ÷ + + ÷ = = +




(a)
Here
2
20 0 x y y '' ÷ =

2
20
0 y y
x
'' ¬ ÷ =
Comparing with
( ) ( ) 0 y P x y Q x y '' ' + + = ,
It gives
( ) 0 P x =
Since

( )
2 1 2
1
0
4
8
9 5
4
9 9
P x dx
dx
e
y y dx
y
e
x dx
x
x x
x
÷
÷
÷
÷
÷
í
=
í
¬ =
= =
í
í

(b)
Here
( ) ( )
2 2
20 0 1 2 2 1 2 0 x y y x x y x y y '' '' ' ÷ = ÷ ÷ + + ÷ =

( )
( ) ( )
2 2
2 1 2
0
1 2 1 2
x
y y y
x x x x
+
'' ' + ÷ =
÷ ÷ ÷ ÷

Comparing with
( ) ( ) 0 y P x y Q x y '' ' + + = ,
It gives

( )
( )
( )
2
2 1
1 2
x
P x
x x
+
=
÷ ÷

Since

( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
2
2
2
2 1 2
1
2 1
1 2
2
2 1
1 2
2
ln 2 1
2
2
2
2
1
1
1
1
1
1
2 1
1
1
2
1 1
1
2
1
1
1 2
P x dx
x
dx
x x
x
dx
x x
x x
e
y y dx
y
e
x dx
x
e
x dx
x
e
x dx
x
x x
x dx
x
x dx
x
x x
x
x x
÷
+
÷
÷ ÷
+
÷ + +
+ ÷
í
=
í
¬ = +
+
í
¬ = +
+
¬ = +
+
+ ÷
¬ = +
+
| |
¬ = + ÷ |
|
+
\ .
| |
¬ = + +
|
|
+
\ .
¬ = + +
í
í
í
í
í
í


- Assignment 3

Maximum Marks 50
Due Date 29th June, 2004
Assignment Weight age 2%


Question 1
The roots of an auxiliary equation are
1 2 3
1
, 3 , 3
2
m m i m i = ÷ = + = ÷ . What is the corresponding
differential equation?

Solution
Given that
1 2 3
1
3 3
2
1
0 ( 3) 0 ( 3) 0
2
m m i m i
m m i m i
= ÷ = + = ÷
¬ + = ÷ ÷ = ÷ + =

The corresponding auxiliary equation will be,
2
3 2
1
( )( ( 3) )( ( 3) ) 0
2
1
( )( 6 10) 0
2
2 11 14 10 0
m m i m i
m m m
m m m
+ ÷ ÷ ÷ + =
+ ÷ + =
÷ + + =

Finally the corresponding differential equation will be,

3 2
(2 11 14 10) 0 D D D y ¬ ÷ + + =
3 2
3 2
2 11 14 10 0
d y d y dy
dx dx dx
¬ ÷ + + =

Question 2
(c)
Use a trigonometric identity as an aid in finding a particular solution of the given differential equation.


sin cos2 y y x x '' + =

Solution

For complementary solution, consider the homogeneous part.
' '
0 y y + =
Auxiliary equation is

2
1 0 m
m i
+ =
¬ = ±

So, the complementary solution is given by

1 2
os in
c
y CC x C S x = +

For particular solution
Here we have
( ) sin cos2 g x x x =
Using trigonometric identities we can write.
1
( ) (2 2 )
2
1
( ) [ ( 2 ) ( 2 )]
2
1
( ) [ (3 ) ( )]
2
1
( ) [ 3 ]
2
g x SinxCos x
g x Sin x x Sin x x
g x Sin x Sin x
g x Sin x Sinx
=
= + + ÷
= + ÷
= ÷


1 1
( ) 3
2 2
g x Sin x Sinx = ÷
Thus we can divide particular integral into two parts i.e.
1 2
p p p
y y y = +
Let
1
3 3
p
y ASin x BCos x = +
And
2
p
y CSinx DCosx = +

Clearly, assumed function
2
p
y is already in complementary solution
So,

2
p
y Cx Sinx DxCosx = +

3 3
p
y ASin x BCos x Cx Sinx DxCosx = + + +
After simplification and comparing the co-efficient (students are required to make complete
calculations in their assignments), we get

1 1
3
16 4
p
y Sin x xCosx = ÷ +
So the general solution is


1 2
1 1
os in 3
16 4
y CC x C S x Sin x xCosx = + ÷ +


Question 3
Solve the given differential equations subject to the indicated initial conditions.

( ) ( ) ( )
( ) ( ) ( )
2
1 5 6 10 , 0 1, 0 1
2 8cos 2 4sin , / 2 1, / 2 0
x
y y y e y y
y y x x y y t t
'' ' ' + ÷ = = =
'' ' + = ÷ = ÷ =


Solution

(1)
2
5 6 10
x
y y y e '' ' + ÷ = ----------------------------(1)

For complementary solution
Consider 5 6 0 y y y '' ' + ÷ =
Auxiliary equation is
2
5 6 0 m m + ÷ =
Roots are m=1 and m=-6
So,
6
1 2
x x
c
y C e C e
÷
= +

Now for particular solution
Suppose
2x
p
y Ae =
Substituting in (1) and after simplification
We get
5
4
A =
So,
2
5
4
x
p
y e =
Thus, the general solution is
y=
6
1 2
x x
C e C e
÷
+ +
2
5
4
x
e ----------------(2)
and
' 6
1 2
6
x x
c
y C e C e
÷
= ÷ +
2
5
2
x
e ----------------(3)
By applying given initial condition to find out values of constants
1=y(0)=
1
C +
2
C +
5
4

1=y’(0)=
1
C -6
2
C +
5
2

After calculations
1
C =
3
7
÷
and
2
C =
5
28

Hence, the solution is

6 2
3 5 5
7 28 4
x x x
y e e e
÷
÷
= + +


Solution

(2) 8cos2 4sin y y x x '' + = ÷ ------------------(1)

For complementary solution
Consider y y '' + =0
Auxiliary equation is
2
1 0 m + =
Roots are
m=i and m=-i
So,

1 2 c
y CCosx C Sinx = +

For particular solution consider g(x)= 8cos2 4sin x x ÷
1 2
p p p
y y y = +
1
2 2
p
Let y ASin x BCos x = +
2
p
and y CSinx DCosx = +

Clearly, assumed function
2
p
y is already in complementary solution
So,
2
p
Let y Cx Sinx DxCosx = +
2 2
p
y ASin x BCos x Cx Sinx DxCosx = + + +

Putting in (1) and after simplification, we get
3 2 3 2 2 2 8 2 4 ACos x BSin x CSinx DCosx Cos x Sinx ÷ ÷ ÷ + = ÷

After comparing the co-efficient
We get,
A=
8
3
÷
, B=0, C=2, D=0
Thus, particular solution is
8
2 2
3
p
y Cos x xCosx
÷
= +
General solution is
y=
1 2
CCosx C Sinx + +
8
2 2
3
Cos x xCosx
÷
+
Now,
'
1 2
16
2 2 2
3
y C Sinx C Cosx Sin x Cosx xSinx = ÷ + + + ÷

By applying given initial condition to find out values of constants
2
8
1 ( )
2 3
y C
t
÷ = = +
'
1
0 ( )
2
y C
t
t = = ÷ ÷
So,
1
C t = ÷ And
2
11
3
C
÷
=
Hence, the solution is
11 8
2 2
3 3
y Cosx Sinx Cos x xCosx t = ÷ ÷ ÷ +


Question 4
Given that
2
1
y x = and
3
2
y x = , form a fundamental set of solutions of
2
4 6 0 x y xy y '' ' ÷ + = on ( ) 0, · .
Find the general solution of

2
1
4 6 x y xy y
x
'' ' ÷ + =

Solution

2 3
2 3
2
( , )
2 3
x x
W x x
x x
=
2 3 4 4 4
( , ) 3 2 0 W x x x x x = ÷ = =
i.e.,
1
y and
2
y are linearly independent on ( ) 0, · .
From the given equation
'
2 3
1
4 6
y y
y
x x x
'' ÷ + =
3
1
2
3
0
1
1
3
x
W
x
x
= = ÷


2
2
3
0
1
1
2
x
W
x x
x
= =


Now, we determine the derivatives of the unknown variables
1
u and
2
u through the relations

W
W
u
W
W
u
2
2
1
1
, = ' = '
'
1
4
1
u
x
= ÷ and
'
2 5
1
u
x
=

By integrating both sides, we get
1
3
1
3
u
x
= and
2
4
1
4
u
x
= ÷

Thus,
2 3
3 4
1 1
3 4
p
y x x
x x
= ÷

1 1
3 4
p
y
x x
¬ = ÷

1
12
p
y
x
¬ =

Hence, the general solution is

2 3
1 2
1
12
y C x C x
x
= + +
Assignment 4

Maximum Marks 50
Due Date 14th July, 2004
Assignment Weight age 2%


Question 1
A 1-kg mass is attached to a spring whose constants is 16 N/m and the entire system is then submerged
in a liquid that imparts a damping force numerically equal to 10 times the instantaneous velocity.
Determine the equations of motion if
a) the weight is released from rest 1 m below the equilibrium position; and
b) the weight is released 1 m below the equilibrium position with an upward velocity of 12 m/s.
Solution:
Here
1
. 16 /
10
10
mass m Kg
Spring cons k N m
dx dx
damping force
dt dt
|
|
= =
= =
=÷ = ÷
¬ =

But differential equation of Motion with damping is given by

2
2
2
2
2
2
16 10
10 16 0
d x dx
m kx
dt dt
d x dx
x
dt dt
d x dx
x
dt dt
| = ÷ ÷
¬ = ÷ ÷
¬ + + =

If we suppose solution of the form
mt
x e = , then the auxiliary equation is given by

( )( )
2
2
10 16 0
8 2 16 0
2 8 0
2, 8
m m
m m m
m m
m
+ + =
¬ + + + =
¬ + + =
¬ = ÷ ÷

The general solution is this given by

2 8
1 2
t t
x Ce C e
÷ ÷
= +
(a) Since when time is zero, then mass is one meter below so
( ) 0 1 x =
Also it starts from rest i.e. velocity is zero at time = 0, so
( ) 0 0 x' = .
These two conditions give us

1 2
2 8
2
4/ 3, 1/ 3
4 1
3 3
t t
C C
x e C e
÷ ÷
= = ÷
¬ = ÷

(b) Again here ( ) 0 1 x = , and in this case it starts with an upward velocity of 12 / m s so
( ) 0 12 x' = ÷
These conditions give us

1 2
2 8
2
2/ 3, 5/ 3
2 5
3 3
t t
C C
x e C e
÷ ÷
= ÷ =
¬ = ÷ +




Question 2
A mass m is attached to the end of a spring whose constant is k. After the mass reaches equilibrium, its
support begins to oscillate vertically about a horizontal line L according to a formula h(t). The value of
h represents the distance in feet measured from L. See Figure 5.26 ( page 240 Differential Equations
by Dennis G. Zill). Determine the differential equation of motion if the entire system moves through a
medium offering a damping force numerically equal to ( ) / dx dt | .
Solution:

The forces acting on the system are:
a) Weight of the body mg =
b) The restoring force = ( ) h x s k ÷ + ÷
c) The damping effect ) / ( dt dx | ÷ =
Hence h x ÷ denotes the distance of the mass m from the equilibrium position. Thus the total force
acting on the mass m is given by
( )
|
.
|

\
|
÷ ÷ + ÷ =
dt
dx
h x s k mg Force |
By the Newton’s 2
nd
law of motion, we have

2
2
dt
x d
m ma Force = =
Therefore
|
.
|

\
|
÷ + ÷ ÷ =
dt
dx
kh kx ks mg
dt
x d
m |
2
2

But 0 = ÷ ks mg
So that 0
2
2
= ÷ + |
.
|

\
|
+ h
m
k
x
m
k
dt
dx
m dt
x d |

or h x
dt
dx
dt
x d
2 2
2
2
2 e e ì = + +
Where,
2
2 and
k
m m
|
ì e = = .

Question 3
Solve the given differential equations subject to the indicated initial conditions.

( ) ( ) ( )
( ) ( ) ( )
2
2
1 0, 1 1, 1 1
2 3 4 0, 1 5, 1 3
x y xy y y y
x y xy y y y
'' ' ' + + = = =
'' ' ' ÷ + = = =

Solution:
(1) Here
2
0 x y xy y '' ' + + = , to convert this equations into second order differential equation
with constant coefficients, we put

( )
2 2
2
2 2
ln
1
1
1
,
t
x e x t
dt
dx x
dy dy dt dy
dx dt dx x dt
dy dy
x
dx dt
Similarly
d y d y dy
x
dx dt dt
¹ = ¬ =
¦
¦
¬ =
¦
¦
¦ ¬ = =
¦
÷ ÷ ÷
`
¦ ¬ =
¦
¦
¦
| |¦
= ÷

\ .)

So the equation becomes

2
2
2
2
0
0
d y dy dy
y
dt dt dt
d y
y
dt
÷ + + =
¬ + =

Its solutions is given by

1 2
cos sin y C t C t = +
But by (1) ln t x = , so

1 2
cosln sinln y C x C x = +
Now, the initial conditions yields,

( )
( )
1
2
1 1 1
1 1 1
y C
y C
= ¬ =
' = ¬ =

Thus
cosln sinln y x x = +
(2) Here
2
3 4 0 x y xy y '' ' ÷ + = , to convert this equations into second order differential equation
with constant coefficients, we put

( )
2 2
2
2 2
ln
1
1
1
,
t
x e x t
dt
dx x
dy dy dt dy
dx dt dx x dt
dy dy
x
dx dt
Similarly
d y d y dy
x
dx dt dt
¹ = ¬ =
¦
¦
¬ =
¦
¦
¦ ¬ = =
¦
÷ ÷ ÷
`
¦ ¬ =
¦
¦
¦
| |¦
= ÷

\ .)

So the given equation becomes

2
2
2
2
3 4 0
4 4 0
d y dy dy
y
dt dt dt
d y dy
y
dt dt
÷ ÷ + =
÷ + =

Its solutions is given by

2 2
1 2
t t
y Ce C te = +
But by (1) ln t x = , so

2ln 2ln
1 2
2 2
1 2
ln
ln
x x
y Ce C xe
C x C x x
= +
¬ = +

Now, the initial conditions yields,

( )
( )
1
1 2
2
1 5 5
1 3 2 3
3 10 7
y C
y C C
C
= ¬ =
' = ¬ + =
¬ = ÷ = ÷

Thus

2 2
5 7
t t
y e te = ÷


Question 4
Find two linearly independent power series solutions about the ordinary point x = 0 for the following
differential equation.

( )
2
1 0 x y xy y '' ' ÷ + ÷ =
Solution
Since the singular points are 1 x =± , 0 = x is the ordinary point, a power series will converge at least
for 1 < x . The assumption
¯
·
=
=
0 n
n
n
x c y leads to


2 2 1
2 1 0
( 1) ( 1)
n n n
n n n
n n n
x n n c x x nc x c x
· · ·
÷ ÷
÷
= = =
÷ + ÷
¯ ¯ ¯


2
2 2 1 0
( 1) ( 1)
n n n n
n n n n
n n n n
n n c x n n c x nc x c x
· · · ·
÷
÷
= = = =
= ÷ ÷ + ÷
¯ ¯ ¯ ¯



0 2 0
2 3 1 0 1
2 4 2 2
( 1) 2 6 ( 1)
n n n n
n n n n
n n n n
n n c x c x c x n n c x c x nc x c x c x c x
· · · ·
÷
= = = =
= ÷ ÷ ÷ ÷ ÷ + + ÷ ÷ ÷
¯ ¯ ¯ ¯
k=n k=n-2 k=n k=n



2 0 3 2
2
2 6 [ ( 1) ( 2)( 1) ] 0
k
k k k k
k
c c c x k k c k k c kc c x
·
÷ ÷
+
=
= ÷ ÷ + ÷ + + + ÷ =
¯

or
2 0 3 2
2
2 6 [( 1)( 1) ( 2)( 1) ] 0.
k
k k
k
c c c x k k c k k c x
·
÷ ÷
+
=
÷ ÷ + + ÷ + + =
¯

Thus 0 2
0 2
= ÷ ÷ c c
0
3
= c

2
( 1)( 1) ( 2)( 1) 0
k k
k k c k k c ÷
+
+ ÷ + + =

This implies
0 2
2
1
c c ÷ =
0
3
= c

2
( 1)
,
( 2)
k k
k
c c
k
+
÷
=
+
2, 3, k =


Iteration of the last formula gives

0
2
0 2 4
! 2 2
1
4 2
1
4
1
c c c c ÷ =
·
÷ = =
0
5
2
3 5
= = c c
0
3
0 4 6
! 3 2
3 1
6 4 2
3
6
3
c c c c
·
÷ =
· ·
÷ = =
0
7
4
5 7
= = c c

8 6 0 0 4
5 3 5 1 3 5
8 2 4 6 8 2 4!
c c c c
· · ·
= = ÷ = ÷
· · ·

0
9
6
7 9
= = c c

0
5
0 8 10
! 5 2
7 5 3 1
10 8 6 4 2
7 5 3
10
7
c c c c
· · ·
÷ =
· · · ·
· ·
÷ = = and so on.

Therefore


2 3 4 5 6 7 8
5 7 0 1 2 3 4 6 8
y c c x c x c x c x c x c x c x c x = + + + + + + + + +

2 4 6 8 10
1 0
5 2 3 4
1 1 1 3 1 3 5 1 3 5 7
[1 ]
2
2 5! 2 2! 2 3! 2 4!
y c x c x x x x x ÷ ÷
· · · · · ·
= + ÷ ÷ ÷ ÷

The solutions are

2
1 0
1
1 3 5 (2 3)
( ) [1 ],
2 !
n
n
n
n
n
y x c x
·
=
· · ÷
= ÷
¯
1 < x
2 1
( ) . y x c x =
Assignment 5

Maximum Marks 30
Due Date 30th July, 2004
Assignment Weight age 2%


Question 1
Show that the indicial roots differ by an integer. Use the method of Frobenius to obtain two linearly
independent series solutions about the regular singular point
0
0 x = . Form the general solution on
( ) 0, · .
0 xy xy y '' ' ÷ + =
solution
put

0
' 1
0
'' 2
0
( )
( )( 1)
n r
n
n
n r
n
n
n r
n
n
y C x
y C n r x
y C n r n r x
·
+
=
·
+ ÷
=
·
+ ÷
=
=
= +
= + + ÷
¯
¯
¯

then the equation becomes
2 1
0 0 0
( )( 1) -x ( ) +
n r n r n r
n n n
n n n
xy xy y x C n r n r x C n r x C x
· · ·
+ ÷ + ÷ +
= = =
'' ' ÷ + = + + ÷ +
¯ ¯ ¯


2
0 0 0
[ ( )( 1) - ( ) + ]=0
r n n n
n n n
n n n
x C n r n r x C n r x C x
· · ·
÷
= = =
¬ + + ÷ +
¯ ¯ ¯



1
0
C ( 1) 0 r r x
÷
¬ ÷ = and

1
( 1)( 1) - ( 1) =0
k k
k r k r C k r C
+
+ + + ÷ + ÷
1

=
( 1)
k
k
C
C
k r
+
¬
+ +

1 2
0 1 r r ¬ = =
and
but
2 1
1 r r ÷ = is an integer, then there exist two linearly independent solutions of the form

1
1 0
0
, 0
n r
n
n
y c x c
·
+
=
= =
¯
(3 ) a
2
2 1 0
0
( )ln , 0
n r
n
n
y Cy x x b x b
·
+
=
= + =
¯
(3 ) b
Where C is a constant that could be zero.

then
1 0
0
, 0
n
n
n
y c x c
·
=
= =
¯
and
1
2 1 0
0
( )ln , 0
n
n
n
y Cy x x b x b
·
+
=
= + =
¯



when
1
0 r =
1

=
( 1)
k
k
C
C
k
+
+

for 0,1, 2, 3, 4,... k =

1 0
0 1
2
0 2
3
3 0
4
0 4
5
5 0
6
6 0
7

C
C
2 2
C
3 3.2
C
4 4.3.2
C
5 5.4.3.2
C
6 6.5.4.3.2
C
7 7.6.5.4.3.2
C
C C
C C
C
C
C
C
C
C
C
C
=
= =
= =
= =
= =
= =
= =

----------------------------------
----------------------------------
----------------------------------

0
!
n
C
C
n
=

So,
0
1 0
0
, 0
!
n
n
C
y x c
n
·
=
= =
¯



when
2
1 r = then
1

=
1
k
k
C
C
k
+
+


for 0,1, 2, 3, 4,... k =

0
1
0 1
2
0 2
3
3 0
4
0 4
5
5 0
6
C
2
C
3 3.2
C
4 4.3.2
C
5 5.4.3.2
C
6 6.5.4.3.2
C
7 7.6.5.4.3.2
C
C C
C
C
C
C
C
C
C
C
=
= =
= =
= =
= =
= = ÷

------------------------------
------------------------------
------------------------------
0
( 1)!
n
C
C
n
=
+

So,
0
1 1
2 1
0
( )ln , 0
( 1)!
n
n
C
y Cy x x x C
n
·
+
=
= + =
+
¯


Question 2
Use the change of variable ( )
1/ 2
y x v x
÷
= to find the general solution of the equation

.
Solution
( )
1/ 2
y x v x
÷
=
( ) ( )
' 1/ 2 1/ 2 '
1
2
y x v x x v x
÷ ÷
= ÷ +
( ) ( )
1
'' 5/ 2 3/ 2 ' ''
2
3
( )
4
y x v x x v x x v x
÷
÷ ÷
= ÷ +
by substituting values in the given differential equation, we get
0=
2
x [ ( ) ( )
1
5/ 2 3/ 2 ' ''
2
3
( )
4
x v x x v x x v x
÷
÷ ÷
÷ + ]+2x[ ( ) ( )
1/ 2 1/ 2 '
1
2
x v x x v x
÷ ÷
÷ + ]+
2 2
x ì [ ( )
1/ 2
x v x
÷
]

3 3 1 1 1
' '' 2
2 2 2 2 2
3
( ) ( ) ( ) ( ) ( ) 0
4
x v x x v x x v x x v x x v x ì
÷ ÷
¬ + + ÷ + =
By multiplying the above equation by
1
2
x
÷
, we get
2 '' ' 2 2
1
( ) ( ) ( ) ( ) 0
4
x v x xv x x v x ì + + ÷ =
By comparing the equation with the general Bessel’s equation , which is
2 '' ' 2 2
( ) ( ) ( ) ( ) 0 x y x xy x x v y x + + ÷ =
we get
2 2
1 1
4 2
x x ì ì = ¬ = ±

So, the solution of our equation is

1 1 2 1
2 2
( ) ( ) v C J x C J x ì ì
÷
= +

By putting in ( )
1/ 2
y x v x
÷
= , we get
1 1
2 2
1 1 2 1
2 2
( ) ( ) y C x J x C x J x ì ì
÷ ÷
÷
= +

which is the required solution




Question 3
Solve the given differential equations subject to the indicated initial conditions.

( )
( ) ( )
( ) ( )
2
2
2
2
0 (1)
4 0 2
0 1, 0 0,
0 1, 0 5
d x dx dy
dt dt dt
d y dy dx
dt dt dt
x x
y y
+ + = ÷ ÷ ÷ ÷ ÷ ÷ ÷
+ ÷ = ÷ ÷ ÷ ÷ ÷ ÷ ÷
' = =
' = ÷ =



Solution:
First we write the differential equations of the system in the differential operator form:

2
2
( ) 0
( ) 4 0
D D x Dy
D D y Dx
+ + =
+ ÷ =

Then we eliminate one of the dependent variables, say x . Multiplying first equation with 4 and the
second equation with the operator D+1 and then adding, we obtain
( )
2
1 +4 0 [ ] D D y D + =
or
2
[( 1) 4 ] 0 D D D x + + =
The auxiliary equation of the differential equation found in the previous step is

2
[( 1) 4] 0 m m+ + =
Therefore, roots of the auxiliary equation are

1 2 3
0, 1 2 , 1 2 m m i m i = = ÷ + = ÷ ÷
So that the complementary function for the retained variable y is

4 5 6
( cos2 sin2 .)
t
y c e c t c t
÷
= + + ---------(3)
Next we eliminate the variable y from the given system. For this purpose we multiply second equation
with 1 while operate on the first equation with the operator D+1 and then subtracting, we obtain



2
[( 1) 4 ] 0 D D D x + + =

So,
1
2 3 4
0,
( cos 2 2sin 2 .)
1, 2, 5
t
c
y e t t
c c c
÷
=
= ÷ +
= ÷ = =

since we have given only four initial conditions but there are six constants to be determined, so some
of them must multiple of others, to find out we put x and y in (1) and after simplifying, we get
Coefficients of cos 2
t
e t
÷
are
5 6 3 2
2 2 4 0 c c c c ÷ + ÷ ÷ = ---------(5)
Coefficients of sin2
t
e t
÷
are
6 5 2 3
2 2 4 0 c c c c ÷ + + ÷ = ---------(6)
multiplying (5) by 2 and then subtracting (6)
we get
6 2
2 c c =
multiplying (5) by 2 and then adding (6)
we get
5 3
2 c c = ÷
by putting these values in (4) we get
4 3 2
( 2 cos2 2 sin2 .)
t
x c e c t c t
÷
= + ÷ + -------(7)
after substituting the given initial conditions in (3) and (7) we get the values of constants
1 2 3 4
0, 1, 2, 5 c c c c = = ÷ = =
then solution becomes
5 (4cos 2 2sin2 .)
t
x e t t
÷
= ÷ +
( cos 2 2sin2 .)
t
y e t t
÷
= ÷ +


Assignment 6

Maximum Marks 30
Due Date 6th August, 2004
Assignment Weight age 2%


Question 1
Use Gauss-Jordan elimination to demonstrate that the given system of equations has no solution.

3 1
4 0
2 2 6
4 7 7 9
x y z p
y z p
x y z p
x y z
+ ÷ + =
÷ ÷ =
+ ÷ ÷ =
+ ÷ =



Solution

(a) The augmented matrix of the system is


1 1 1 3 1
0 1 1 4 0
1 2 2 1 6
4 7 7 0 9
| ÷ |
|
÷ ÷
|
|
÷ ÷
|
|
÷
\ .

Multiplying first row with 1 ÷ and 4 ÷ and then adding to3rd and 4
th
row i.e. by
3 1
R R ÷ and
4 1
4 R R ÷ ,
we obtain

1 1 1 3 1
0 1 1 4 0
0 1 1 4 5
0 3 3 12 5
| ÷ |
|
÷ ÷
|
|
÷ ÷
|
|
÷ ÷
\ .

Multiplying second row with 1 ÷ ,-1 and 4 ÷ and then adding to 1
st
, 3rd and 4
th
row i.e. by
1 2
R R ÷ ,
3 2
R R ÷ and
4 2
3 R R ÷ , we obtain
1 0 0 7 1
0 1 1 4 0
0 0 0 0 5
0 0 0 0 5
| |
|
÷ ÷
|
|
|
|
\ .

7 1
4 0
0 5
0 5
x p
y z p
+ =
÷ ÷ =
=
=

This shows it has no solution.




Question 2
Find the eigenvalues and eigenvectors of the given matrix.

5 1 0
0 5 9
5 1 0
÷ | |
|
÷
|
|
÷
\ .
.

Solution

Eigenvalues

The characteristic equation of the matrix A is
( )
5 1 0
det 0 5 9 0
5 1
A I
ì
ì ì
ì
÷ ÷
÷ = ÷ ÷ =
÷ ÷


Expanding the determinant by the cofactors of the second row, we obtain
3
16 0 ì ì ÷ + =


( )
2
16 0 ì ì ÷ + =

Hence the eigenvalues of the matrix are

1 2 3
0 4 4 λ , λ , λ = = = ÷ .

Eigenvectors
For 0
1
= ì we have

( )
5 1 0 0
0 | 0 0 5 9 0
5 1 0 0
A
| | ÷
|
÷ = ÷
|
|
÷
\ .

By
1
5
R



1
1 0
0
5
0 5 9 0
5 1 0 0
| |
÷
|
|
÷
|
÷
|
\ .

By
3 1
5 R R ÷

1
1 0
0
5
0 5 9 0
0 0 0 0
| |
÷
|
|
÷
|
|
\ .



Thus we have the following equations in
1 2
, k k and
3
k . The number
3
k can be chosen arbitrarily

3 1
25
9
k k =
,
2 1
5 k k =
Choosing
1
9 k = , we get
2
45 k = and
3
25 k = . Hence, the eigenvector corresponding 0
1
= ì is


1
9
45
25
K
| |
|
=
|
|
\ .


For
2
4 ì = , we have

( )
1 1 0 0
4 0 0 9 9 0
5 1 4 0
A I
| | ÷
|
÷ = ÷
|
|
÷ ÷
\ .

By
3 1
5 R R ÷


1 1 0 0
0 9 9 0
0 4 4 0
| | ÷
|
÷
|
|
÷
\ .

By
2
1
9
R ÷


1 1 0 0
0 1 1 0
0 4 4 0
| | ÷
|
÷
|
|
÷
\ .

By
3 2
4 R R ÷

1 1 0 0
0 1 1 0
0 0 0 0
| | ÷
|
÷
|
|
\ .



Hence we obtain the following two equations involving
1 2
, k k and
3
k .

1 2
k k = ,
1 3
k k =
Choosing
1
1 k = , we have
2 3
1, 1 k k = = . Hence we have an eigenvector corresponding to the
eigenvalue
2
4 ì =


2
1
1
1
K
| |
|
=
|
|
\ .

Finally, for
3
4 ì = ÷ , we have

( )
0 9 1 1
4 | 0 0 1 9 0
5 1 4 0
A I
| | ÷
|
+ = ÷
|
|
÷
\ .


By
1
1
9
R


1
1 0
0
9
0 1 9 0
5 1 4 0
÷
| |
|
|
÷
|
÷
|
\ .

By
3 1 2
5 , ( 1) R R R ÷ ÷


1
1 0
0
9
0 1 9 0
4 0
5 4
9
÷ | |
|
|
÷
|
÷
|
\ .

By
3 2
4
9
R R +

1
1 0
0
9
0 1 9 0
0 0 0 0
÷
| |
|
|
÷
|
|
\ .





So that we obtain the equations


1 3 2 1
, 9 k k k k = =
The choice
1
1 k = leads to
2 3
9, 1 k k = = . Hence, we have the following eigenvector

3
1
9
1
K
| |
|
=
|
|
\ .




Question 3
Find the general solution of the given system.

1 4 2
4 1 2
0 0 6
X X
÷ | |
|
' = ÷ ÷
|
|
\ .

Solution
Here

( )( )( )
1 4 2
4 1 2
0 0 6
0
1 4 2
4 1 2 0
0 0 6
6 3 5 0
6, 3, 5.
A I
On simplification
ì
ì
ì
ì
ì ì ì
ì
÷ | |
|
÷ ÷
|
|
\ .
¬ ÷ =
÷ ÷
¬ ÷ ÷ ÷ =
÷
÷ ÷ + =
= ÷

Now for 6 ì =

Thus the characteristic equation has real and distinct roots and so are the eigenvalues of the coefficient
matrix A. To find the eigenvectors corresponding to these computed eigenvalues, we need to solve the
following system of linear algebraic equations for
1 2
, k k and
3
k when 6, 3, -5 ì = , successively.

1
2
3
1 4 2 0
det( ) 0 4 1 2 0
0 0 6 0
k
A I K k
k
ì
ì ì
ì
÷ ÷ | | | | | |
| | |
÷ = ¬ ÷ ÷ ÷ =
| | |
| | |
÷
\ . \ . \ .

For solving this system we use Gauss-Jordon elimination technique, which consists of reducing the
augmented matrix to the reduced echelon form by applying the elementary row operations. The
augmented matrix of the system of linear algebraic equations is

1 4 2 0
4 1 2 0
0 0 6 0
ì
ì
ì
| | ÷ ÷
|
÷ ÷ ÷
|
|
÷
\ .

For 6 = ì , the augmented matrix becomes:

7 4 2 0
4 7 2 0
0 0 0 0
| | ÷
|
÷ ÷
|
|
\ .

Appling the row operation
1 2 2 1 2 1 2
1
2 , 4 , , 10
33
R R R R R R R + ÷ +

in succession reduces the
augmented matrix in the reduced echelon form.

2
1 0
11 0
2
0 1 0
11
0
0 0 0
| ÷ |
|
|
|
|
|
\ .

So that we have the following equivalent system

|
|
|
.
|

\
|
=
|
|
|
.
|

\
|
|
|
|
|
|
|
.
|

\
|
÷
0
0
0
0 0 0
11
2
1 0
11
2
0 1
3
2
1
k
k
k


or
1 3 2 3
2 2
,
11 11
k k k k = = ÷
Therefore, the constant
3
k can be chosen arbitrarily. If we choose
3
11 k = , then
1 2
2, 2 k k = = ÷ , So
that the corresponding eigenvector is

1
2
2
11
K
| |
|
= ÷
|
|
\ .

For 3
2
= ì , the augmented matrix becomes

4 4 2 0
(( - 3 ) | 0) 4 4 2 0
0 0 3 0
A I
| | ÷
|
= ÷ ÷
|
|
\ .

We apply elementary row operations to transform the matrix to the following reduced echelon form:

1 1 0 0
0 0 0 0
0 0 1 0
| ÷ |
|
|
|
\ .


Thus
1 2 3
, 0 k k k = =
Again
2
k can be chosen arbitrarily, therefore choosing
2
1 k = we get
1
1 k = Hence, the second
eigenvector is


2
1
1
0
K
| |
|
=
|
|
\ .

Finally, when 5
3
÷ = ì the augmented matrix becomes


4 4 2 0
((A + 5 I) | 0) = 4 4 2 0
0 0 11 0
| |
|
÷
|
|
\ .

The application of the elementary row operation transforms the augmented matrix to the reduced
echelon form

1 1 0 0
0 0 0 0
0 0 1 0
| |
|
|
|
\ .


Thus
1 2 3
, 0 k k k = ÷ =

If we choose
2
1 k = , then
1
1 k = ÷ , thus the eigenvector corresponding to 5
3
= ì is


3
1
1
0
K
÷
| |
|
=
|
|
\ .

Thus we obtain three linearly independent solution vectors


6 3 5
1 2 3
2 1 1
= 2 , 1 , 1
11 0 0
t t t
X e X e X e
÷
÷
| | | | | |
| | |
÷ = =
| | |
| | |
\ . \ . \ .


Hence, the general solution of the given homogeneous system is


6 3 5
1 2 3
2 1 1
2 1 1
11 0 0
t t t
X c e c e c e
÷
÷
| | | | | |
| | |
= ÷ + +
| | |
| | |
\ . \ . \ .




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