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1/11/2016
1. Use the Laplace transform to find a nontrivial solution of the differential equation:
tx″ – (4t + 1)x′ + 2(2t + 1)x = 0, with the condition x(0) = 0.
[Solution]
–[s2X(s) – x′(0)]′ + 4[sX(s)]′ – [sX(s)] – 4[X(s)]′ + 2X(s) = 0
(s2 – 4s + 4)X ′(s) + (3s – 6) X(s) = 0
(s – 2)X ′(s) + 3 X(s) = 0, which is a separable D.E.
1 −3
ds → X ( s ) = −C ⋅ (s − 2 ) .
−3
Thus, dX ( s ) =
X ( s) s−2
Therefore, x(t) = –(C/2!)t2e2t. #
x ′ − 3x − 2 y = 2e −t
2. Use the variation of parameters to solve the IVP: −t
, x(0) = y(0) = 0.
y′ + 2x + y = e
x′ 3 2 x 2e −t
The equation in vector form is: = + −t .
y ′
− 2 − 1 y e
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
2 e − te t
2e −t
1 1 0 1
The general solution is xg(t) = xc + xp = c1 e t + c 2 te t + 1 e t + 2 e −t .
− 1 − 1 2 − 2
− 1 3 1
x(t ) = 2 e t + te t + 2 e −t .
1 − 3 − 2
Differential Equations ’15 – Final
1/11/2016
t
Note that if you use x(t ) = Φ(t )Φ −1 (0)x(0) + Φ(t ) ∫ Φ −1 (τ )f (τ ) dτ to compute the particular
0
solution, don’t forget that the lower bound of the intergral is 0, which makes x(t) ≠ xp(t). #
3. Use the Frobenius method to find the general solution of the differential equation:
x2y″ + (2x + 3x2)y′ – 2y = 0.
[Solution]
∞
The indicial exponents are r = –2, 1. Substitution of y = x–2 ∑ c n x n in the differential equation
n =0
3 x 3 3 2 x 4 33 x 5 ∞ (−1) n −1 3 n x n
−2
y 2 ( x) = x − + − L = ∑ .
3 ! 4! 5 ! n=1 (n + 2)!
Thus y(x) = α ⋅y1(x) + β ⋅y2(x), where α and β are two constant parameters. #
4. (a) Use the Fourier series method to find the solution x(t) of the end-point value problem:
x″ + 4x = 4t, x(0) = x(1) = 0.
(b) If you use the characteristic equation method you have learned for solving high-order constant
coefficient linear differential equations to solve the same end-point value problem in (a), you
sin 2t
get a different solution x(t) = t − . Please explain why you get two different solutions
sin 2
from two different methods?
[Solution]
(a) Using odd half-range extension with L = 1 to transform the D.E., we have
8 ∞
(−1) n+1 ∞
4t = ∑
π n =1 n
sin nπt and the solution has the form x (t ) = ∑
n =1
bn sin nπt.
∞
(−1) n +1 8 ∞
8 ⋅ (−1) n +1
Therefore, ∑ (−n π + 4)bn sin nπt = ∑
2 2
sin nπt → bn = .
n =1 π n =1 n nπ (4 − n 2π 2 )
8 ∞
(−1) n +1 sin nπt
x(t ) = ∑
π n =1 n(4 − n 2π 2 )
, 0 ≤ t ≤1.
(b) Fourier’s method always finds a periodic function as the solution while the characteristic
Differential Equations ’15 – Final
1/11/2016
equation technique finds a non-periodic solution when the external force is a non-periodic
function. However, for the interval of definition [0 , 1], both solutions are equivalent. #
∂2 y 2
2 ∂ y
5. Please solve the one-dimensional wave equation =L , 0 < x < L with the following
∂t 2 ∂x 2
constraints: the two end points of the string, x = 0 and x = L, are fixed to y = 0 at any given time t,
the initial offset y(x, 0) is zero for any x, and the initial velocity of the string is g(x) = x/(2L).
[Solution]
By separation of variables, substitution of y(x, t) = X(x)T(t) in ytt = L2yxx yields XT″ = L2X″T for all
X ′′ T ′′
x and t. Therefore, assume that = 2 = −λ , for some λ.
X LT
We have a system of ODE that must satisfy yt(x, 0) = x/2L:
X ′′ + λX = 0, X ( 0) = X ( L ) = 0
2
.
T ′′ + λL T = 0, T ( 0) = 0
n 2π 2
The first equation is an eigenvalue problem with non-trivial solution: λ n = , n = 1,2,3, ... and
L2
nπx
X n ( x ) = sin , n = 1,2,3, ... . Substitute λn into the 2nd eq. we have: Tn′′ + n 2π 2Tn = 0, Tn (0) = 0.
L
The solution for Tn (t ) = An sin(nπt ), n = 1,2,3, ... .
∞ ∞ ∞
nπx
Thus, we have y ( x, t ) = ∑ y n ( x, t ) = ∑ X n ( x)Tn (t ) = ∑ An sin(nπt ) sin .
n =1 n =1 n =1 L
The boundary condition says:
∞
nπx
y t ( x, 0) = ∑ An (nπ ) sin = x/2L, 0 < x < L.
n =1 L
The Fourier transform of yt(x, 0) = x/2L is
2 L nπx 1 nπ
L ∫0 L2 n 2π 2 ∫0
bn = ( x / 2 L ) sin dx = u sin udu
L
1 (−1) n +1
= 2 2 [− u cos u + sin u ]0 =
nπ
.
nπ nπ
Thus, An =
bn
=
(− 1)
n +1
and y ( x, t ) = ∑
∞
(−1) n +1
sin(nπt ) sin
nπx
. #
nπ (nπ ) 2
n =1 ( nπ )
2
L