Exercises 4 More exercises are available in Elementary Differential Equations. If you have a problem to solve any of them, feel free to come to office hour. 1 Problem 1 Determine (without solving the problem) an interval in which the solution of the given initial value problem us certain to exist: 1. (t − 3)y 0 + (ln t)y = 2t, y(1) = 2 2. y 0 + (tan t)y = sin t, y(π) = 0 3. (4 − t2 )y 0 + 2ty = 3t2 , y(1) = −3 1.1 Solution 1. We need to rewrite: (t − 3)y 0 + (ln t)y = 2t, as y0 + 2t ln t y= . t−3 t−3 (1) (2) Thus, we have 0 < t < 3. 2. π 2 <t< 3π 2 . 3. We need to rewrite: (4 − t2 )y 0 + 2ty = 3t2 , (3) 32 2t y = . 4 − t2 4 − t2 (4) as y0 + Thus, we have −2 < t < 2. 2 Problem 2 State where in the ty-plane the hypotheses of Theorem 2 are satisfied: 1. y 0 = t−y 2t+5y 2. y 0 = ln |ty| 1−t2 +y 2 3. dy dt = 1+t2 3y−y 2 1 2.1 Solution • f and ∂f ∂y to be continuous ⇒ 2t + 5y < 0 or 2t + 5y > 0. • y 6= 0 and t 6= 0 because of ln |ty| and 1 − t2 + y 2 > 0 or 1 − t2 + y 2 < 0. • y 6= 0, y 6= 3. 3 Problem 3 Solve the given initial value problem and determine how the interval in which the solution exists depends on the initial value y0 : 1. y 0 = −4 yt , y(0) = y0 2. y 0 + y 3 = 0, y(0) = y0 3.1 Solution 1. We have successively, if y0 6= 0: t y 0 = −4 , y ydy = −4dt, (5) (6) 2 y = −2t2 + c. 2 (7) y02 c. = (8) q y = ± y02 − 2t2 , (9) Using the initial condition, we can find c: Thus, we finally get: with |t| < |y0 | 2 . 2. y = 0 if y0 = 0 ⇒ −∞ < t < ∞. If y0 6= 0, we have successively: dy + y 3 = 0, dt dy − 3 = dt, y 1 −2 − y = t + c, 2 1 y2 = . 2t + k (10) (11) (12) (13) Using the initial condition, we get: y02 = 1 . k (14) Thus, we finally have: y2 = 1 2t + 1 y02 , (15) y02 = , 2ty02 + 1 , y = ±p Therefore, we have − 2y12 < t < ∞ 0 2 y0 2ty02 + 1 . (16) 4 Problem 4 Show that if y = φ(t) is a solution of y 0 + p(t)y = 0, then y = cφ(t) is a also a solution for any value of the constant c. 4.1 Solution We have: (cφ(t))0 + p(t)(cφ(t)) = cφ(t)0 + cp(t)φ(t), = c (φ(t)0 + p(t)φ(t)) , (17) = 0. Thus, cφ(t) is a solution of y 0 + p(t)y = 0. 5 Problem 5 Solve the initial value problem: y 0 + p(t)y = 0, (18) y(0) = 1, (19) where ( p(t) = 5.1 2, 0 ≤ t ≤ 1, 1, t > 1. (20) Solution We have basically two initial value problems. The initial condition for the second problem is obtained by forcing the continuity of the solution. First, we need to solve: y 0 + 2y = 0, (21) y = c1 e−2t . (22) y = e−2t . (23) y 0 + y = 0, (24) Using the initial condition y(0) = 1, we get: Now, we need to solve: −t y = c2 e . (25) Using the continuity of the solution, we have the following condition: y(1) = e−2 . (26) c2 e−1 = e−2 , (27) c = e−1 . (28) y = e−(t+1) . (29) Thus, we get: Thus, we finally have: So the final solution is: ( y(t) = e−2t , y(t) = e 0 ≤ t ≤ 1, −(t+1) 3 , t > 1. (30) 6 Problem 6 The next equations involve equation of the form dy dt = f (y). Sketch the graph of f (y) versus y, determine the critical (equilibrium) points, and classify each one as asymptotically stable of unstable: 1. dy dt = y(y − 1)(y − 2), y0 ≥ 0 2. dy dt = e−y − 1, −∞ < y0 < ∞ 6.1 Solution 1. y = 1 is asymptotically stable, y = 0 and y = 2 are asymptotically unstable. 2. y = 0 is asymptotically stable. 7 Problem 7 Another equation that has been used to model population growth is the Gompertz equation: K dy = ry ln , dt y (31) where r and K are positive constants. 1. Sketch the graph of f (y) versus y, find the critical points, and determine whether each is asymptotically stable or unstable. 2. For 0 ≤ y ≤ K, determine where the graph of y versus t is concave up and where it is concave down. 3. For each y in 0 < y ≤ K, show that given by the logistic equation. 7.1 dy dt as given by the Gompertz equation is never less than dy dt as Solution 1. y = 0 is unstable, y = K is asymptotically stable. 2. Concave up for 0 < y ≤ K/e, concave down for K/e ≤ y < K. 3. We want to show that: K y y ≥r 1− y, K y K ≥ 1− , ln y K ry ln where 0 < y ≤ K. Let’s use x = y K, with 0 < x ≤ 1: 1 ln ≥ (1 − x), x − ln x ≥ (1 − x). (32) (33) (34) (35) We know that for |x − 1| ≤ 1, we have: ln x = (x − 1) − (x − 1)2 (x − 1)3 (x − 1)4 + − − ... 2 3 4 (36) Thus, we have: − ln x = (1 − x) + (x − 1)2 (x − 1)3 (x − 1)4 − + + . . . ≥ (1 − x). 2 3 4 4 (37) 8 Problem 8 Determine whether each of the equations is exact. If it is exact, find the solution. 1. (2x + 3) + (2y − 2)y 0 = 0 2. (3x2 − 2xy + 2)dx + (6y 2 − x2 + 3)dy = 0 3. (ex sin y − 2y sin x) dx + (ex cos y + 2 cos x) dy = 0 4. (yexy cos(2x) − 2exy sin(2x) + 2x) dx + (xexy cos(2x) − 3) dy = 0 8.1 Solution 1. We need to check that ∂(2x+3) ∂y = ∂(2y−2) : ∂x ∂(2x + 3) = 0, ∂y ∂(2y − 2) = 0. ∂x Thus, the equation is exact. Now, we can solve the problem: Z (2x + 3)dx = x2 + 3x + h(y), ∂(x2 + 3x + h(y)) = h0 (y) = 2y − 2, ∂y Z (2y − 2)dy = y 2 − 2y − c. (38) (39) (40) (41) (42) So the solution is: y 2 − 2y + x2 + 3x = c. (43) 2. We need to compute: ∂(3x2 − 2xy + 2) = −2x, ∂y ∂(6y 2 − x2 + 3) = −2x. ∂x Thus, the equation is exact. Now, we can solve the problem: Z 3x2 − 2xy + 2 dx = x3 − x2 y + 2x + h(y), ∂ x3 − x2 y + 2x + h(y) = −x2 + h0 (y) = 6y 2 − x2 + 3. ∂y Z 6y 2 + 3 dy = 2y 3 + 3y − c. (44) (45) (46) (47) (48) So, the solution is: 2y 3 + 3y + x3 − x2 y + 2x = c. 5 (49) 3. We need to compute: ∂ (ex sin y − 2y sin x) = ex cos y − 2 sin x, ∂y ∂ (ex cos y + 2 cos x) = ex cos y − 2 sin x. ∂x Thus, the equation is exact. Now, we can solve the problem: Z (ex sin y − 2y sin x) dx = ex sin y + 2y cos x + h(y), ∂ (ex sin y + 2y cos x + h(y)) = ex cos y + 2 cos x + h0 (y) = ex cos y + 2 cos x. ∂y Z 0dy = −c. (50) (51) (52) (53) (54) So, the solution is: ex sin y + 2y cos x = c. (55) 4. We need to compute: ∂ (yexy cos(2x) − 2exy sin(2x) + 2x) = exy cos(2x) + xyexy cos(2x) − 2xexy sin(2x), ∂y ∂ (xexy cos(2x) − 3) = exy cos(2x) + xyexy cos(2x) − 2xexy sin(2x). ∂x Thus, the equation is exact. Now, we can solve the problem: Z Z (yexy cos(2x) − 2exy sin(2x) + 2x) dx = (yexy cos(2x) − 2exy sin(2x)) dx + x2 , Z yexy cos(2x)dx = exy cos(2x) + Z 2 sin(2x)exy dx, (56) (57) (58) (59) Thus, we have: Z (yexy cos(2x) − 2exy sin(2x)) dx = exy cos(2x). (60) (yexy cos(2x) − 2exy sin(2x) + 2x) dx = exy cos(2x) + x2 + h(y). (61) So, we finally get: Z ∂(exy cos(2x) + x2 + h(y) = xexy cos(2x) + h0 (y) = xexy cos(2x) − 3. ∂y Z − 3dy = −3y − c. (62) (63) So, the solution is: exy cos(2x) + x2 − 3y = c. 9 (64) Problem 9 Show that the given equation is not exact but becomes exact when multiplied by the given integrating factor. Then, solve the equation. 1. x2 y 3 + x(1 + y 2 )y 0 = 0, µ(x, y) = xy1 3 −x 2. siny y − 2e−x sin x dx + cos y+2ey cos x dy = 0, µ(x, y) = yex 6 9.1 Solution 1. First, we should notice that y = 0 is a solution. If y 6= 0, we have: ∂ x 1 + y2 ∂ x2 y 3 2 2 = 3x y , = 1 + y2 . ∂y ∂x and thus, the equation is not exact. If we use 1 xy 3 (65) as integrating factor, we get: ∂ x2 y 3 = 0, ∂y xy 3 ∂ x(1 + y 2 ) = 0. ∂x xy 3 Thus, the new equation is exact. Now, we can solve the problem: Z 2 3 x y x2 dx = + h(y). xy 3 2 2 ∂ x2 + h(y) 1 + y2 = h0 (y) = . ∂y y3 Z 1 1 1 + dy = − 2 + ln y − C 3 y y 2y (66) (67) (68) (69) (70) So, the solution is: 1 x2 − 2 + ln y = c. 2 2y (71) 2. We have: ∂(y −1 sin y − 2e−x sin x) = −y −2 sin y + y −1 cos y, ∂y ∂ cos y + 2e−x cos x 2 −x e cos x − e−x sin x . = ∂x y y (72) (73) Thus, the equation is not exact. If we use yex as integrating factor, we get: ∂ y −1 sin y − 2e−x sin x yex = ex cos y − 2 sin x, ∂y ∂ (cos yex + 2 cos x) = ex cos y − 2 sin x. ∂x Thus, the new equation is exact. Now, we can solve the problem: Z (ex sin y − 2y sin x) dx = ex sin y + 2y cos x + h(y). ∂ x (e sin y + 2y cos x + h(y)) = ex cos y + 2 cos x + h0 (y) = ex cos y + 2 cos x. ∂y Z 0.dx = −c. (74) (75) (76) (77) (78) So, the solution is: ex sin y + 2y cos x = c. 7 (79) 10 Problem 10 Find an integrating factor and solve the given equation. 1. 3x2 y + 2xy + y 3 dx + x2 + y 2 dy = 0 2. dx + xy − sin y dy = 0 10.1 Solution 1. We look for µ such that µ only depends on x. Thus, we have: dµ M y − Nx = µ. dx N (80) dµ 3x2 + 2x + 3y 2 − 2x µ, = dx x2 + y 2 = 3µ. (81) Here, we get: Therefore, µ = e3x . Let’s check that the new equation is exact: ∂ ∂y ∂ ∂x 3x2 y + 2xy + y 3 e3x = 3x2 e3x + 2xe3x + 3y 2 e3x , (82) x2 + y 2 e3x = 3x2 e3x + 2xe3x + 3y 2 e3x . (83) Thus, the equation is exact. Now, we can solve the problem: Z y3 3x2 ye3x + 2xye3x + y 3 e3x dx = yx2 e3x + e3x + h(y), 3 where we have used: Z 1 3 3x y e , 3 Z Z 2ye3x 2y 3x 2xye3x dx = − e dx, 3 3 2y 3x 2y 3x = e − e , 3 9 Z y 3 e3x dx = (84) (85) (86) 3x2 ye3x dx = x2 ye3x − 2xye3x dx, = x2 ye3x − 2y 3x 2 3x e − ye . 3 9 Now, we can get h(y): y3 ∂ yx2 e3x + e3x + h(y) = x2 e3x + y 2 e3x + h0 (y) = x2 e3x + y 2 e3x . ∂y 3 Z 0dy = −c. (87) (88) (89) Thus, the solution of the problem is: y3 e3x x2 y + = c. 3 8 (90) 2. We look for µ such that µ only depends on y. Thus, we have: dµ Nx − M y = µ. dx M (91) dµ µ = . dy y (92) Here, we get: Therefore, µ = y. Let’s check that the new equation is exact: ∂ (x − y sin y) = 1. ∂x ∂y = 1, ∂y Thus, the equation is exact. Now, we can solve the problem: Z ydx = yx + h(y). ∂yx + h(y) = x + h0 (y) = x − y sin y. ∂y (93) (94) (95) Thus, h is given by: Z h(y) = − y sin ydy, Z = y cos y − cos ydy, (96) = y cos y − sin y − c. Thus, the solution of the problem is: yx + y cos y − sin y = c. 9 (97)
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