Math 431 Section 4 Solution of Midterm 1 Fall 1998

  1. (a) (15 points) The equation tex2html_wrap_inline297 is linear. Its normal form is tex2html_wrap_inline299 . The integrating factor is tex2html_wrap_inline301 . We then multiply by tex2html_wrap_inline303 and integrate both sides (using integration by parts on the right hand side):

    eqnarray29

    Thus, tex2html_wrap_inline305 .

    (b) (5 points) The behavior of y(t) for large t is dominated by the term tex2html_wrap_inline311 if C=0 and by the term tex2html_wrap_inline315 if tex2html_wrap_inline317 . Hence, if tex2html_wrap_inline319 , then C ;SPMgt; 0. The y-intercept is tex2html_wrap_inline325 . Thus, if C ;SPMgt; 0 then tex2html_wrap_inline329 .

  2. (a) (20 points) The equation tex2html_wrap_inline331 is equivalent to

      equation77

    Notice that it is linear in x. The tricky way to solve it would be to find x as a function of y. Below we present the more straight-forward method of finding an integrating factor making the equation exact. Set N(x,y)=x+y and tex2html_wrap_inline341 . Since tex2html_wrap_inline343 and tex2html_wrap_inline345 are not equal, the equation is not exact.

    Step I: An integrating factor tex2html_wrap_inline347 which is a function of y can be found by solving the equation tex2html_wrap_inline351 . The equation is equivalent to

      equation86

    Integration of both sides and exponentiation shows that tex2html_wrap_inline353 is a solution of (2).

    Step II: Set tex2html_wrap_inline355 and tex2html_wrap_inline357 . The equation

    displaymath269

    is an exact equation which is equivalent to (1). Indeed tex2html_wrap_inline359 . We are looking for a solution defined implicitly by tex2html_wrap_inline361 where

       eqnarray108

    Integrating (3) we get that tex2html_wrap_inline363 . Equation (4) implies that tex2html_wrap_inline365 . Integrating by parts we find that

    displaymath270

    Hence the general solution is given by tex2html_wrap_inline367 .

    (b) (5 bonus points) The original equation has the form y'=f(x,y) where tex2html_wrap_inline371 is discontinuous along the line y=-x. Both f and its partial tex2html_wrap_inline377 are continuous away from this line in tex2html_wrap_inline379 . Hence, by the existence and uniqueness Theorem for first order O.D.E's (Theorem 2.4.1 in the text) a point tex2html_wrap_inline381 with tex2html_wrap_inline383 lies on the graph of precisely one solution. If tex2html_wrap_inline385 and tex2html_wrap_inline387 then there is no solution through that point because the slope y'=f would be infinite. As for the origin (0,0) we may say that there is no solution because f is not defined at (0,0). Note: A more precise answer (which was not required in order to get the 5 point bonus) is that there is a unique differentiable solution of (1) through the origin given implicitly by choosing C=1. (Exercise: check that it is indeed differentiable!!!)

  3. The equation tex2html_wrap_inline399 is homogeneous. Using the substitution v=y/x (or y=vx) it is equivalent to

    displaymath271

    Assuming that tex2html_wrap_inline405 (i.e., tex2html_wrap_inline407 and tex2html_wrap_inline409 , each of which is a solution) we get the separable equation:

    displaymath272

    Integrating both sides (using partial fractions tex2html_wrap_inline411 ) and exponentiating we get

    displaymath273

    Substituting back v=y/x and simplifying we get that the general solution is:

    displaymath274

    Notice that the solution y=2x is obtained when C=0 but the solution y=-2x is not obtained for any value of C. (It can be obtained as the limit of solutions letting tex2html_wrap_inline423 .)

  4. (a) (16 points) The differential equation in

    displaymath275

    has characteristic equation tex2html_wrap_inline425 . The two roots are tex2html_wrap_inline427 and tex2html_wrap_inline429 . We get the two equations tex2html_wrap_inline431 and tex2html_wrap_inline433 . The general solution is

    eqnarray158

    The initial condition translates to the two equations:

    eqnarray169

    Solving for tex2html_wrap_inline435 and tex2html_wrap_inline437 we get the solution for the initial value problem

    displaymath276

    (b) (4 points) If tex2html_wrap_inline439 , then tex2html_wrap_inline441 must be negative. Thus, the slope tex2html_wrap_inline443 satisfies

    displaymath277

  5. (a) (5 points) We verify that f(x)=x and tex2html_wrap_inline447 are solutions of the second order linear equation

      equation185

    by plugging each into the equation.

    (b),(c) (4 points and 8 points) The solutions f and g are twice-differentiable on tex2html_wrap_inline453 and the equation (5) is linear. Hence, any linear combination with constant coefficients

    displaymath278

    is also a solution. In order to show that it is the general solution, we need to show that f and g are a fundamental set of solutions, i.e., that their Wronskian,

    displaymath279

    is not zero at some (and hence, by Abel's Theorem, at every) point in tex2html_wrap_inline453 . This is clearly the case.

    (d) (3 points) If y(x) is a twice differentiable solution on tex2html_wrap_inline463 then on tex2html_wrap_inline453 it must have the form tex2html_wrap_inline467 (by part (c)). Hence, by continuity,

    displaymath280

    It follows that there does not exist any solution satisfying the initial condition y(0)=1 and y'(0)=2. Note: this does not contradict the Uniqueness and Existence Theorem because if we normalize the equation to the form y'' + p(x)y' + q(x)y = 0 we would get that tex2html_wrap_inline475 and tex2html_wrap_inline477 are discontinuous at x=0.

  6. (a) (10 points) This question is similar to homework problem 9 in Section 2.5 page 55, which, in turn, is similar to Example 2 page 48-50. The differential equation tex2html_wrap_inline481 describes the amount in a saving account with tex2html_wrap_inline483 annual interest compounded continuously. In our case, in addition, we deposit continuously 2 thousands dollars per year. We get the linear (and separable) first order differential equation:

    displaymath281

    (b) (10 points) The general solution is tex2html_wrap_inline487 . The initial condition S(0)= 10 yields

    displaymath282

    Solve the equation tex2html_wrap_inline491 to get that tex2html_wrap_inline493 . The person would have a million dollars at age 25+60.67=85.67 (Too late to enjoy it!). Note: It is realistic to expect an investment in the stock market to yield an annual profit of tex2html_wrap_inline497 . The same person would have a million dollars at age tex2html_wrap_inline499 .