286-E1, Spring 2010 Practice Final Exam - Solutions 1

1 (a) Find all a ∈ R so that the solution of the initial value problem x0 = x4 − 1, x(0) = a
satisfies limt→∞ x(t) = −1.

Solution. Since x4 − 1 = (x − 1)(x + 1)(x2 + 1), the autonomous equation x0 = x4 − 1 has equilib-
rium solutions x(t) = −1 and x(t) = 1. x4 − 1 is negative only on (−1, 1), so we conclude that x(t) = −1
is a stable equilibrium, while x(t) = 1 is unstable. (Sketch the phase diagram!) Therefore we have that
limt→∞ x(t) = −1 precisely when x(0) = a ∈ (−∞, 1).

(b) Classify the type of origin as a critical point of the system:

 
d 0 −k
~x = ~x
dt k 0
where k 6= 0 is an arbitrary nonzero real number. Describe geometrically the trajectories of
this system.

Solution. The characteristic polynomial is:

 
−λ −k
p(λ) = det = λ2 + k 2 = (λ + ik)(λ − ik)
k −λ
Since the egeinvalues λ = ±ik are purely imaginary, (0, 0) is a center. Solution trajectories are circles
centered at the origin, since for (x1 (t), x2 (t)) satisfying the system we get:
   
d x1 (t) −kx2 (t) d 2
= ⇒ (x + x22 ) = 2x1 x01 + 2x2 x02 = −2kx1 x2 + 2kx1 x2 = 0
dt x2 (t) kx1 (t) dt 1
2. Find the general solution of the equation:
dy
(x2 + 1) + xy = x
dx
Solution. The equation is linear, so we use the integrating factor method.
dy x x
+ y= 2
dx x2 +  1 x +1   Z   
Z
x 1 du 1 1
r(x) = exp 2
dx = exp = exp ln(x + 1) = (x2 + 1) 2
2
x +1 2 u 2
d  2 1
 x
(x + 1) 2 y = 1
dx (x2 + 1) 2
Z
1 x
(x2 + 1) 2 y = 1 dx
(x2 + 1) 2
Z
2 1 dv 1
(x + 1) 2 y = 1 = v
2 + C
2v 2
1 1
(x2 + 1) 2 y = (x2 + 1) 2 + C
1
y = 1 + C(x2 + 1)− 2
286-E1, Spring 2010 Practice Final Exam - Solutions 2

3. Find the general solution of the equation:

(2x sin y cos y)y 0 = 4x2 + sin2 y

Solution. After substitution v = sin y, the equation becomes homogeneous:

dv
2xv = 4x2 + v 2
dx
dv 4x2 + v 2 x 1v
= =2 +
dx 2xv v 2x
du 2 u v sin y
u+x = + where u = =
dx u 2 x x
du 2 u
x = −
dx u 2
2udu dx
2
=
4−u x
− ln |4 − u2 | = ln |x| + C
K
4 − u2 =
x
2
sin y K
4− =
x2 x
4. Compute the Fourier series of the 4π-periodic extension of the function:
(
0, 0 ≤ t ≤ 2π
f (t) =
2, −2π ≤ t ≤ 0

Solution. Fourier series with half-period L = 2π are of the form:

∞
a0 X nt nt
f (t) = + an cos + bn sin
2 2 2
n=1
Z 2π Z 0
1 1
a0 = f (t)dt = 2dt = 2
2π −2π 2π −2π
nt 0
Z 2π Z 0 
1 nt 1 nt 2
an = f (t) cos dt = 2 cos dt = sin  =0
2π −2π 2 2π −2π 2 nπ 2 −2π

nt 0
Z 2π Z 0 
1 nt 1 nt 2 2
bn = f (t) sin dt = 2 sin dt = − cos  = − (1 − (−1)n )
2π −2π 2 2π −2π 2 nπ 2 −2π nπ
∞
X 2 nt
f (t) = 1 + − (1 − (−1)n ) cos
nπ 2
n=1
286-E1, Spring 2010 Practice Final Exam - Solutions 3

5. Suppose that a mass m = 2kg is attached to a spring with spring constant k = 32N/m
whose other end is fixed to a wall.
(a) Find the value of damping coefficient c for which this system is critically damped. What
is the general solution for the position function x(t) of the mass at time t in this case?

Solution. We want to find c so that the characteristic polynomial 2r2 + cr + 32 of the equation
00
2x + cx0 + 32x = 0 has a repeated root. The condition for that is c2 = 4 · 2 · 32 = 162 so c = 16
corresponds to the critically damped case. In this situation, the characteristic polynomial:

2r2 + 16r + 32 = 2(r2 + 8r + 16) = 2(r + 4)2

has a double root r = −4 , so the general solution is x(t) = e−4t (c1 t + c2 ).

(b) Now disregard friction, but assume that a periodic force F (t) with period 2 seconds
is acting on the mass. In one period, F (t) is given by:
(
+5N if 0 < t < 1
F (t) =
−5N if 1 < t < 2

Find the general solution for the position x(t) of the mass at time t in this case.
00
Solution. The equation governing this oscillating system is 2x + 32x = F (t). The complementary
solution is of the form:
xc (t) = c1 cos 4t + c2 sin 4t
since the characteristic polynomials is 2r2 + 32 = 2(r + 4i)(r − 4i). We will compute Fourier series (with
half-period L = 1) of a particular solution xp (t). We first compute the Fourier series of F (t) with the
same half-period. Note that F (t) = −F (−t), so Fourier series of F equals its sine series. Coefficients cn
in the sine series of F (with L = 1) are given by:
Z 1 1 (
10  10 n 0 for n even
cn = 2 5 sin (nπt)dt = − cos (nπt) = − ((−1) − 1) = 20
0 nπ 0 nπ nπ for n odd

00
Substitute Fourier series of xp (t) and F (t) into the equation 2x + 32x = F (t), to get that the only
nonvanishing coefficients bn in the Fourier series of xp (t) satisfy:
( (
2 2 0 for n even 0 for n even
(−2n π + 32)bn = 20 ⇒ bn = 10
nπ for n odd nπ(16−n2 π 2 )
for n odd

We have found a particular solution:

X 10
xp (t) = sin (nπt)
nπ(16 − n2 π 2 )
n−odd

so the general solution is:

X 10
x(t) = xc (t) + xp (t) = c1 cos 4t + c2 sin 4t + sin (nπt)
nπ(16 − n2 π 2 )
n−odd
286-E1, Spring 2010 Practice Final Exam - Solutions 4

6 (a) Find the general solution of the equation:

00
y (4) + 2y + y = 0

Solution. The characteristic polynomials is r4 + 2r2 + 1 = (r2 + 1)2 = (r + i)2 (r − i)2 . The pair of
conjugate complex roots r = ±i has multiplicity two, so the general solution is:

y(x) = (c1 + c2 x) cos x + (c3 + c4 x) sin x

(b) Write down the form of one particular solution to the following equation (you can leave
undetermined coefficients undetermined - you don’t have to compute them):
00
y (4) + 2y + y = cos x + x sin x

Solution. The initial guess

yp (x) = (A + Bx) cos x + (C + Dx) sin x

overlaps with the complementary solution yc found in part (a), so we correct it to avoid the overlap:

yp (x) = x2 (A + Bx) cos x + x2 (C + Dx) sin x

7. Consider the following system:

 
d~x 1 −3
= A~x = ~x
dt 3 7

(a) Find all eigenvalues and eigenvectors of A.

Solution. The characteristic polynomial is:

 
1 − λ −3
p(λ) = det = (1 − λ)(7 − λ) + 9 = λ2 − 8λ + 16 = (λ − 4)2
3 7−λ

The matrix A has one eigenvalue λ = 4 of multiplicity 2. To find eigenvector(s):

   
−3 −3 ~ 1
(A − 4I)~v = ~v = 0 ⇒ ~v =
3 3 −1

Note the the geometric multiplicity of λ = 4 is one, and defect d = 1.

(b) Compute the matrix exponential etA .

Solution. Every matrix satisfies its characteristic polynomial, so if we let B = A − 4I we get B 2 =

(A − 4I)2 = 0.

etA = et(4I+B) = e4t etB = e4t (I + tB)

   
4t 1 0 −3 −3
= e +t
0 1 3 3
 
1 − 3t −3t
= e4t
3t 1 + 3t
286-E1, Spring 2010 Practice Final Exam - Solutions 5

(c) Find the general solution of this homogeneous system.

Solution. Using part (b), the general solution is:

 
1 − 3t −3t
~x(t) = etA~c = e4t ~c
3t 1 + 3t

(d) Use your work in parts (a)-(c) to solve the initial value problem:
     
d~x 1 −3 4t 0 1
= ~x + e , ~x(0) =
dt 3 7 1 1
Solution. First, we recall the solution formula using the integrating factor method:
d
~x − A~x = f~
dt
d −tA

e ~x = e−tA f~
dt
Z t
e−tA ~x(t) = e−sA f~(s)ds + ~x(0)
Z0 t 
tA −sA ~
~x(t) = e e f (s)ds + ~x(0)
0

Using part (b), we get that

  Z t      
1 − 3t −3t 1 + 3s 3s 0 1
~x(t) = e4t e−4s e4s ds +
3t 1 + 3t 0 −3s 1 − 3s 1 1
  Z t    
1 − 3t −3t 3s 1
= e4t ds +
3t 1 + 3t 0 1 − 3s 1
   3 2   
1 − 3t −3t 2t 1
= e4t 3 2 +
3t 1 + 3t t− t 1
   3 22 
1 − 3t −3t 2t + 1
= e4t 3 2
3t 1 + 3t − 2 t + t + 1
8. Find the general solution of the following system:
 
1 1 1
d~x 
= 0 2 1 ~x
dt
0 0 3
Solution. The characteristic polynomial is:
 
1−λ 1 1
p(λ) = det  0 2−λ 1  = (1 − λ)(2 − λ)(3 − λ)
0 0 3−λ
So the eigenvalues are λ1 = 1, λ2 = 2 and λ3 = 3. The corresponding eigenvectors are:
   
0 1 1 1
(A − I)v~1 = 0 1 1 v~1 = ~0 ⇒ v~1 = 0
0 0 2 0
286-E1, Spring 2010 Practice Final Exam - Solutions 6

   
−1 1 1 1
(A − 2I)v~2 =  0 0 1 v~2 = ~0 ⇒ v~2 = 1
0 0 1 0
   
−2 1 1 1
(A − 3I)v~3 =  0 −1 1 v~3 = ~0 ⇒ v~3 = 1
0 0 0 1
Therefore the general solution is given by:
   t
c1 e + c2 e2t + c3 e3t
    
1 1 1
~x(t) = c1 et 0 + c2 e2t 1 + c3 e3t 1 =  c2 e2t + c3 e3t 
0 0 1 c3 e3t

9. Solve the following boundary value problem:

d2 x dx dx
2
+ 10x = t, (0) = (2π) = 0
d t dt dt
Solution. The boundary value problem:
00
x + λx = 0, x0 (0) = x0 (2π) = 0
2 2 2
has eigenvalues λ0 = 0 and λn = n4ππ2 = n4 , with corresponding eigenfunctions x0 = 1 and xn = cos nt 2.
So we’ll compute the cosine series of x(t) with half-period L = 2π. First, we compute the cosine series of
f (t) = t with L = 2π:
2π
1 t2 2π
Z 
2
a0 = tdt = = 2π
2π 0 π 2 0
!
2π
nt 2π 2 2π
Z  Z
2 nt 1 2t nt
an = t cos dt = sin  − sin dt
2π 0 2 π n 2 0 n 0 2
(
nt 2π

4 4 0, for n even
= cos  = 2 ((−1)n − 1) =
n2 π 2 0 n π − n82 π for n odd

To find the coefficents cn of the cosine series of x(t):

∞
c0 X nt
x(t) = + cn cos
2 2
n=1

∞ 
n2

10c0 X nt X 8 nt
+ − + 10 cn cos =π+ − 2 cos
2 4 2 n π 2
n=1 n−odd
(
π 0, for n even
⇒ c0 = and cn = 32
5 − n2 π(40−n2 ) for n odd

π X 32 nt
⇒ x(t) = + − 2 2
cos
10 n π(40 − n ) 2
n−odd
286-E1, Spring 2010 Practice Final Exam - Solutions 7

10. A string of length 1 with fixed endpoints is set in motion by moving its midpoint x = 1/2
aside the distance k/2 and then releasing the string from rest at time t = 0. String vibrations
are governed by the wave equation ytt = a2 yxx .
(a) Set up a PDE boundary value problem governing this situation.

ytt = a2 yxx
y(0, t) = y(1, t) = 0
(
kx, for 0 ≤ x ≤ 21
y(x, 0) =
k(1 − x), for 12 ≤ x ≤ 1
yt (x, 0) = 0
P
(b) Find functions Xn (x) and Tn (t) so that y(x, t) = cn Xn (x)Tn (t) solves the wave equation
and satisfies all homogeneous conditions.
Solution. Plugging in y(x, t) = X(x)T (t) into all homogeneous conditions, we get:
00 00
XT = a2 X T
X(0) = X(1) = 0
T 0 (0) = 0
00 00
X T 00 00
= 2 = −λ ⇒ X + λX = 0 and T + λa2 T = 0
X a T
So X(x) solves Dirichlet eigenvalue problem with L = 1, and we get λn = n2 π 2 and Xn (x) = sin (nπx).
00
Tn + (nπa)2 Tn = 0 ⇒ Tn (t) = An cos (nπat) + Bn sin (nπat)

Since Tn0 (0) = 0, we get Bn = 0, so Tn (t) = cos (nπat).

(c) Use the nonhomogeneous condition to find coefficients cn . (Hint: Sine series for the
function that describes the initial position of the string should come up!)
Solution.
∞
X ∞
X
y(x, t) = cn cos (nπat) sin (nπx) ⇒ f (x) = y(x, 0) = cn sin (nπx)
n=1 n=1
so cn are coefficients of the sine series of f with half-period L = 1:
Z 1
cn = 2 f (x) sin (nπx)dx
0
1
Z
2
Z 1
= 2 kx sin (nπx)dx + 2 (k − kx) sin (nπx)dx
1
0 2
1 Z 1 ! 1 Z 1 !
x 2 1 2 1 − x  1
= 2k − cos (nπx) + cos (nπx)dx + 2k − cos (nπx) − cos (nπx)dx
nπ 0 nπ 0 nπ 1 nπ 1
2 2

cos nπ sin nπ cos nπ sin nπ

 
2 2 2 2 4k nπ
= 2k − + 2 2 + + 2 2 = 2 2 sin
2nπ n π 2nπ n π n π 2
The solution is therefore:
∞
X 4k nπ
y(x, t) = 2 2
sin cos (nπat) sin (nπx)
n π 2
n=1
286-E1, Spring 2010 Practice Final Exam - Solutions 8

11. Consider the square with vertices (0, 0), (0, π), (π, 0) and (π, π) in the xy-plane. Find a
harmonic function u(x, y) on this square so that it vanishes on all edges except the top one,
where it equals sin x + sin 5x. You may follow the steps below:

• Set up the boundary value problem.

• Find conditions on X(x) and Y (y) so that u(x, y) = X(x)Y (y) satisfies all homogeneous
conditions in this problem.

• Solve the eigenvalue problem for X(x).

• For each Xn (x) find the corresponding Yn (y) by solving an initial value problem.

• P
Use the nonhomogeneous condition to find coefficients cn in the expansion u(x, y) =
cn Xn (x)Yn (y).

Solution. The boundary value problem is:

uxx + uyy = 0
u(0, y) = u(π, y) = 0
u(x, o) = 0
u(x, π) = sin x + sin 5x

Substituting u(x, y) = X(x)Y (y) into all homogeneous conditions, we get:

00 00
X Y + XY = 0
X(0) = X(π) = 0
Y (0) = 0
00 00
X Y 00 00
=− = −λ ⇒ X + λX = 0 and y − λY = 0
X Y
So X(x) solves the Dirichlet eigenvalue problem with L = π, so we get λn = n2 and Xn (x) = sin (nx).
00
Yn − n2 Yn = 0 ⇒ Yn = An eny + Bn e−ny

Since Yn (0) = 0 we get An + Bn = 0, so Yn = Cn (eny − e−ny ) = 2Cn sinh (ny), and we take Yn =
sinh (ny)/ sinh (nπ) for convenience (which becomes clear in the following step).
∞ ∞
X sinh (ny) X
u(x, y) = cn sin (nx) ⇒ sin x + sin 5x = u(x, π) = cn sin (nx)
sinh (nπ)
n=1 n=1

We conclude that all coefficents cn vanish, except c1 = c5 = 1, so the solution is:

sinh y sinh (5y)

u(x, y) = sin x + sin 5x
sinh π sinh (5π)