Vv286 Honors Mathematics IV

Ordinary Differential Equations

Assignment 2
Date Due: 12:00 PM, Monday, the 30th of September 2018

This assignment has a total of (32 Marks).

Exercise 2.1 Duhamel’s principle

Prove the following version of Duhamel’s principle for ordinary differential equations of order n:
Let I ⊂ R be an open interval, x0 ∈ I, p ∈ N \ {0, 1} and a0 , . . . , ap , f continuous, real-valued
functions on I, where ap (x) ̸= 0 for all x ∈ I. Let yξ solve the homogeneous equation

ap (x)yξ + · · · + a1 (x)yξ′ + a0 (x)yξ = 0

(p)

with initial values

1
yξ′ (ξ) = 0,
(p−1) (p−2)
yξ (ξ) = , yξ (ξ) = 0, ..., yξ (ξ) = 0.
ap (ξ)

for x ∈ I. Then ∫ x
y(x) = f (ξ)yξ (x) dξ.
x0
solves
ap (x)y (p) + · · · + a1 (x)y ′ + a0 (x)y = f (x)
with initial values
y (p−1) (x0 ) = 0, y (p−2) (x0 ) = 0, ..., y ′ (x0 ) = 0, y(x0 ) = 0.

(6 Marks)

Exercise 2.2 Variation of Parameters

Another approach to obtaining a solution to an inhomogeneous, linear, first-order equation is as follows: If yhom
is a solution of
a1 (x)y ′ + a0 (x)y = 0,
then c·yhom will of course solve the same equation for any constant c ∈ R. The method of variation of parameters
states that a solution to
a1 (x)y ′ + a0 (x)y = f (x) (∗)
can be found by setting ypart (x) := c(x)yhom (x) for some function c(x), inserting into (∗) and obtaining a
differential equation for c. Solving this differential equation then yields the same solution formula as the
Duhamel principle. Verify this!
(3 Marks)

Exercise 2.3 Ricatti Equation

Show that the Ricatti differential equation
y ′ + g(x)y + h(x)y 2 = k(x) on an open interval I ⊂ R
with g, h ∈ C(I), h ∈ C 1 (I), h ̸= 0 on I, can be transformed into the linear differential equation of second order,
( )
h′
u′′ + g − u′ − khu = 0,
h
using the transformation ∫
h(x)y(x) dx
u(x) = e .
(3 Marks)
Exercise 2.4 Clairaut Equation
Show that the solution of the Clairaut differential equation,

y = xy ′ + g(y ′ ) with g ∈ C(R),

by slope parametrization is the envelope of the straight line solutions.

(3 Marks)

Exercise 2.5 The Clairaut Equation in Optics

Light strikes a plane curve C in such a manner that all beams L parallel to the y-axis are reflected to a single
point O (see the diagram below). The objective of this exercise is to determine the differential equation for the
function y = f (x) describing the curve C.
x
i) Show geometrically that ϕ = 2θ, tan ϕ = y and
tan(π/2 − θ) = dy
dx . (1.5 Marks)
ii) Use the identity tan(π/2 − x) = 1
tan x to show that
tan θ = dx
dy . (0.5 Marks)

iii) Use the identity tan(2x) = 2 tan x/(1 − tan2 x) to

derive the ODE
( )2
dx dx
x + 2y = x. (∗)
dy dy

(2 Marks)

iv) Substitute w = x2 in (∗) to obtain a differential

equation of Clairaut type. Solve this equation, and
resubstitute w = x2 to obtain a solution of (∗).
(2 Marks)
v) What do the above calculations tell you about the types of curves that can be used to focus rays into a
single point?
(2 Marks)

Exercise 2.6 Picard Iteration

Consider the initial value problem

y ′ = y 2 + x2 , y(0) = 0. (∗∗)

i) Use Picard iteration to find a succession of approximate solutions y1 , y2 , y3 , y4 , starting from y0 (x) = 0.
You may use Mathematica to help perform the integrations.
(2 Marks)

ii) Use Mathematica to obtain a numerical solution to (∗∗). Plot the numerical solution as well as y1 , y2 , y3 , y4
in a single graph.
(3 Marks)

Exercise 2.7 Picard Iteration for a System

Use Picard iteration to find approximate solutions for the system of equations

ẋ1 = x1 + 4x2 , ẋ2 = x1 + x2

with initial condition x1 (0) = x2 (0) = 1. Use at least six iterations. Plot the final solution curve in the x1 -x2
plane.
(4 Marks)