Differential equations

Showing 26-35 of 35 problems
1996 Paper 1 Q7
D: 1484.0 B: 1469.7

  1. At time \(t=0\) a tank contains one unit of water. Water flows out of the tank at a rate proportional to the amount of water in the tank. The amount of water in the tank at time \(t\) is \(y\). Show that there is a constant \(b < 1\) such that \(y=b^{t}.\)
  2. Suppose instead that the tank contains one unit of water at time \(t=0,\) but that in addition to water flowing out as described, water is added at a steady rate \(a>0.\) Show that \[ \frac{\mathrm{d}y}{\mathrm{d}t}-y\ln b=a, \] and hence find \(y\) in terms of \(a,b\) and \(t\).

Show Solution
  1. Since water flows out a rate proportional to the water in the tank we must have \(\dot{y} = -ky\), ie \(y = Ae^{-k t}\). Since \(t = 0, y = 1\) we have \(y = e^{-kt} = (e^{-k})^t\), so call \(b = e^{-k}\) and we have the result. (Since \(k > 0 \Rightarrow b < 1\)
  2. Notice that \begin{align*} && \dot{y} &= -\underbrace{ky}_{\text{flow out}} + \underbrace{a}_{\text{flow in}} \\ &&&= y\ln b + a \\ \Rightarrow && \dot{y} - y \ln b &= a \\ \\ \text{CF}: && y &= Ae^{\ln b t} = Ab^t\\ \text{PI}: && y &= -\frac{a}{\ln b} \\ t = 0, y = 1: && 1 &= A-\frac{a}{\ln b} \\ \Rightarrow && y &= \frac{a}{\ln b} \left ( b^t - 1 \right)+b^t \end{align*}
1995 Paper 1 Q6
D: 1500.0 B: 1500.0

  1. In the differential equation \[ \frac{1}{y^{2}}\frac{\mathrm{d}y}{\mathrm{d}x}+\frac{1}{y}=\mathrm{e}^{2x} \] make the substitution \(u=1/y,\) and hence show that the general solution of the original equation is \[ y=\frac{1}{A\mathrm{e}^{x}-\mathrm{e}^{2x}}\,. \]
  2. Use a similar method to solve the equation \[ \frac{1}{y^{3}}\frac{\mathrm{d}y}{\mathrm{d}x}+\frac{1}{y^{2}}=\mathrm{e}^{2x}. \]

Show Solution
  1. \(,\) \begin{align*} u = 1/y, \frac{\d u}{\d x} = -1/y^2 y': && -\frac{\d u}{\d x} + u &= e^{2x} \\ \Rightarrow && \frac{\d}{\d x} \left (e^{-x}u \right) = -e^{x} \\ \Rightarrow && e^{-x}u &= -e^x+C \\ \Rightarrow && u &= Ce^x-e^{2x} \\ \Rightarrow && y &= \frac{1}{Ce^x-e^{2x}} \end{align*}
  2. \(\,\) \begin{align*} u = 1/y^2, u' = -2/y^3 y': && -2u'+u &= e^{2x} \\ \Rightarrow && \frac{\d}{\d x} \left (e^{-1/2x}u\right) &= -\frac12e^{\frac32x} \\ \Rightarrow && e^{-\frac12x}u &= -\frac13e^{\frac32x}+C \\ \Rightarrow && u &= -\frac13e^{2x}+Ce^{\frac12x} \\ \Rightarrow && y &= \left ( \frac{1}{Ce^{\frac12x}-\frac13e^{2x}}\right)^{\frac12} \end{align*}
1994 Paper 3 Q4
D: 1700.0 B: 1484.7

Find the two solutions of the differential equation \[ \left(\frac{\mathrm{d}y}{\mathrm{d}x}\right)^{2}=4y \] which pass through the point \((a,b^{2}),\) where \(b\neq0.\) Find two distinct points \((a_{1},1)\) and \((a_{2},1)\) such that one of the solutions through each of them also passes through the origin. Show that the graphs of these two solutions coincide and sketch their common graph, together with the other solutions through \((a_{1},1)\) and \((a_{2},1)\). Now sketch sufficient members of the family of solutions (for varying \(a\) and \(b\)) to indicate the general behaviour. Use your sketch to identify a common tangent, and comment briefly on its relevance to the differential equation.

1993 Paper 1 Q9
D: 1500.0 B: 1484.0

In the manufacture of Grandma's Home Made Ice-cream, chemicals \(A\) and \(B\) pour at constant rates \(a\) and \(b-a\) litres per second (\(0 < a < b\)) into a mixing vat which mixes the chemicals rapidly and empties at a rate \(b\) litres per second into a second mixing vat. At time \(t=0\) the first vat contains \(K\) litres of chemical \(B\) only. Show that the volume \(V(t)\) (in litres) of the chemical \(A\) in the first vat is governed by the differential equation \[ \dot{V}(t)=-\frac{bV(t)}{K}+a, \] and that \[ V(t)=\frac{aK}{b}(1-\mathrm{e}^{-bt/K}) \] for \(t\geqslant0.\) The second vat also mixes chemicals rapidly and empties at the rate of \(b\) litres per second. If at time \(t=0\) it contains \(L\) litres of chemical \(C\) only (where \(L\neq K\)), how many litres of chemical \(A\) will it contain at a later time \(t\)?

Show Solution
The total volume in the first vat at time \(t\) is always \(K\), since \(b\) litres per second are coming in and \(b\) litres per second are going out. \begin{align*} &&\frac{\d V}{\d t} &= \underbrace{a}_{\text{incoming chemical }A} - \underbrace{b}_{\text{outgoing volume}} \cdot \underbrace{\frac{V(t)}{K}}_{\text{fraction of outgoing which is }A} \\ &&&= a - b \frac{V}{K} \\ \Rightarrow && \int \frac{1}{a-b\frac{V}{K}}\d V &= \int \d t \\ && - \frac{K}{b} \ln |a - b \frac{V}{K}| &= t +C\\ (t,V) = (0,0): && -\frac{K}{b} \ln a &= C \\ \Rightarrow && 1-\frac{b}{a} \frac{V}{K} &= e^{-bt/K} \\ \Rightarrow && V &= \frac{aK}{b} (1 - e^{-bt/K}) \end{align*} \begin{align*} &&\frac{\d W}{\d t} &= \underbrace{b}_{\text{incoming volume}} \cdot \underbrace{\frac{a}{b} (1 - e^{-bt/K})}_{\text{incoming fraction }A} - \underbrace{b}_{\text{outgoing volume}} \cdot \underbrace{ \frac{W(t)}{L}}_{\text{fraction of outgoing which is }A} \\ &&&= a (1 - e^{-bt/K}) - b \frac{W}{L} \\ \Rightarrow && \frac{\d W}{\d t} + \frac{b}{L} W &= a (1-e^{-bt/K}) \\ && \frac{\d}{\d t} \left ( e^{b/L t} W\right) &= ae^{b/L t}(1-e^{-bt/K}) \\ \Rightarrow && W &= e^{-bt/L} \left ( \frac{aL}{b}e^{b/Lt} - \frac{a}{\frac{b}{L} - \frac{b}{K}}e^{b/L t - b/K} \right) + Ce^{-bt/L} \\ &&&= \frac{aL}{b} \left (1 - \frac{K}{K-L}e^{-b/Kt} \right)+ Ce^{-bt/L} \\ (t,W) = (0,0): && 0 &= \frac{aL}{b} \frac{-L}{K-L} + C \\ \Rightarrow && C &= \frac{aL^2}{b(K-L)} \\ \Rightarrow && W &= \frac{aL}{b} \left (1 - \frac{K}{K-L} e^{-bt/K} + \frac{L}{K-L} e^{-bt/L} \right) \end{align*}
1992 Paper 2 Q2
D: 1600.0 B: 1516.0

Suppose that \(y\) satisfies the differential equation \[ y=x\frac{\mathrm{d}y}{\mathrm{d}x}-\cosh\left(\frac{\mathrm{d}y}{\mathrm{d}x}\right).\tag{*} \] By differentiating both sides of \((*)\) with respect to \(x\), show that either \[ \frac{\mathrm{d}^{2}y}{\mathrm{d}x^{2}}=0\qquad\mbox{ or }\qquad x-\sinh\left(\frac{\mathrm{d}y}{\mathrm{d}x}\right)=0. \] Find the general solutions of each of these two equations. Determine the solutions of \((*)\).

Show Solution
\begin{align*} && y & =x\frac{\mathrm{d}y}{\mathrm{d}x}-\cosh\left(\frac{\mathrm{d}y}{\mathrm{d}x}\right) \\ \Rightarrow && \frac{\d y}{\d x} &= \frac{\d y}{\d x} + x\frac{\d ^2 y}{\d x^2} - \sinh \left ( \frac{\d y}{\d x} \right) \frac{\d^2 y}{\d x^2} \\ \Rightarrow && 0 &= \frac{\d^2 y}{\d x^2} \left ( x - \sinh \left ( \frac{\d y}{\d x}\right)\right) \end{align*} Therefore \(\frac{\d^2y}{\d x^2} = 0\) or \( x - \sinh \left ( \frac{\d y}{\d x}\right) = 0\) as required. \begin{align*} && \frac{\d ^2 y}{\d x^2} &= 0 \\ \Rightarrow && y &= ax + b \\ \\ && 0 &= x - \sinh \left ( \frac{\d y}{\d x}\right) \\ \Rightarrow && \frac{\d y}{\d x} &= \sinh^{-1} (x) \\ \Rightarrow && y &= x \sinh^{-1} x - \sqrt{x^2+1} + C \end{align*} Since it is necessary the solution satisfies one of those equations, we just need to check if either of these types of solutions work for our differential equation, ie \begin{align*} && ax + b &\stackrel{?}{=} ax - \cosh(a) \\ \Rightarrow && b &= -\cosh(a) \\ \Rightarrow && y &= ax -\cosh(a) \\ \\ && x \sinh^{-1} x - \sqrt{x^2+1} + C &\stackrel{?}{=} x\sinh^{-1} x - \cosh ( \sinh^{-1} x) \\ &&&= \sinh^{-1} x -\sqrt{x^2+1} \\ \Rightarrow && C &= 0 \end{align*} Therefore the general solutions are, \(y = ax - \cosh(a)\) and \(y = x \sinh^{-1} x - \sqrt{x^2+1}\)
1992 Paper 3 Q4
D: 1700.0 B: 1500.0

A set of curves \(S_{1}\) is defined by the equation \[ y=\frac{x}{x-a}, \] where \(a\) is a constant which is different for different members of \(S_{1}.\) Sketch on the same axes the curves for which \(a=-2,-1,1\) and \(2\). A second of curves \(S_{2}\) is such that at each intersection between a member of \(S_{2}\) and a member of \(S_{1}\) the tangents of the intersecting curves are perpendicular. On the same axes as the already sketched members of \(S_{1},\) sketch the member of \(S_{2}\) that passes through the point \((1,-1)\). Obtain the first order differential equation for \(y\) satisfied at all points on all members of \(S_{1}\) (i.e. an equation connecting \(x,y\) and \(\mathrm{d}y/\mathrm{d}x\) which does not involve \(a\)). State the relationship between the values of \(\mathrm{d}y/\mathrm{d}x\) on two intersecting curves, one from \(S_{1}\) and one from \(S_{2},\) at their intersection. Hence show that the differential equation for the curves of \(S_{2}\) is \[ x=y(y-1)\dfrac{\mathrm{d}y}{\mathrm{d}x}. \] Find an equation for the member of \(S_{2}\) that you have sketched.

1990 Paper 2 Q7
D: 1600.0 B: 1484.0

A damped system with feedback is modelled by the equation \[ \mathrm{f}'(t)+\mathrm{f}(t)-k\mathrm{f}(t-1)=0,\mbox{ }\tag{\(\dagger\)} \] where \(k\) is a given non-zero constant. Show that (non-zero) solutions for \(\mathrm{f}\) of the form \(\mathrm{f}(t)=A\mathrm{e}^{pt},\) where \(A\) and \(p\) are constants, are possible provided \(p\) satisfies \[ p+1=k\mathrm{e}^{-p}.\mbox{ }\tag{*} \] Show also, by means of a sketch, or otherwise, that equation \((*)\) can have \(0,1\) or \(2\) real roots, depending on the value of \(k\), and find the set of values of \(k\) for which such solutions of \((\dagger)\) exist. For what set of values of \(k\) do such solutions tend to zero as \(t\rightarrow+\infty\)?

Show Solution
Suppose \(f(t) = Ae^{pt}\) is a solution, then \begin{align*} && 0 &= Ape^{pt} + Ae^{pt} - Ake^{p(t-1)} \\ \Leftrightarrow && 0 &= p +1 - ke^{-p} \\ \Leftrightarrow && p+1 &= ke^{-p} \end{align*}
TikZ diagram
If we sketch \(y = x+1\) and \(y = ke^{-x}\) we can see that when \(k \geq 0\) there will be exactly one solution. If \(k < 0\) there can be no solutions (if \(k\) is large and negative) and two solutions if \(k\) is small and negative. There will be exactly one real root if \(y = x+1\) is tangent to \(y = ke^{-x}\). The gradient of \(y = ke^{-x}\) is \(-ke^{-x}\) so to have a gradient \(1\) we must have \(x+1 = -1 \Rightarrow x = -2\), but also \(x = -\ln(-k) \Rightarrow k = -e^{-2}\). Therefore there will be so solution as long as \(k \geq -e^{-2}\). The solutions will tend to \(0\) as \(t \to + \infty\) as long as the intersection point is less than zero. For \(k \geq 0\) they intersect at \(0\) when \(k =1\), so we would want \(k < 1\). All negative values of k will work since the intersection has to happen for negative \(p\). Therefore the range is \(-e^{-2} \leq k < 1\)
1989 Paper 1 Q6
D: 1500.0 B: 1500.0

The normal to the curve \(y=\mathrm{f}(x)\) at the point \(P\) with coordinates \((x,\mathrm{f}(x))\) cuts the \(y\)-axis at the point \(Q\). Derive an expression in terms of \(x\), \(\mathrm{f}(x)\) and \(\mathrm{f}'(x)\) for the \(y\)-coordinate of \(Q\). If, for all \(x\), \(PQ=\sqrt{\mathrm{e}^{x^{2}}+x^{2}}\), find a differential equation satisfied by \(\mathrm{f}(x)\). If the curve also has a minimum point \((0,-2)\), find its equation.

Show Solution
The normal to the curve \(y = f(x)\) has gradient \(-\frac{1}{f'(x)}\) and so has equation: \begin{align*} && \frac{Y - f(x)}{X - x} &= -\frac{1}{f'(x)} \\ \Rightarrow && Y &= -\frac{1}{f'(x)}X + \frac{x}{f'(x)}+f(x) \end{align*} Hence the \(Q\) is \(\displaystyle \left (0, f(x) + \frac{x}{f'(x)} \right)\). \begin{align*} && |PQ|^2 &= x^2 + \frac{x^2}{(f'(x))^2} \\ \Rightarrow && x^2 + e^{x^2} &= x^2 + \frac{x^2}{(f'(x))^2} \\ \Rightarrow && (f'(x))^2 &=x^2 e^{-x^2} \end{align*} Therefore \(f'(x) = \pm x e^{-x^2/2}\). If \(f(x)\) has a minimum at \((0,-2)\) then \(f''(0) > 0\), and \(f''(x) = \pm (e^{-x^2/2} - x^2e^{-x^2/2}) = \pm e^{-x^2/2}(1-x^2)\) so we should take the positive branch of the solution, ie \(f'(x) = xe^{-x^2/2}\). Therefore \(f(x) = - e^{-x^2/2}+C\). Since \(f(0) = -2\) we must have \(-2 = -1 + C\), ie \(C = -1\). Therefore \(f(x) = -1 - e^{-x^2/2}\)
1989 Paper 3 Q8
D: 1700.0 B: 1484.0

Given that \[ \frac{\mathrm{d}x}{\mathrm{d}t}=4(x-y)\qquad\mbox{ and }\qquad\frac{\mathrm{d}y}{\mathrm{d}t}=x-12(\mathrm{e}^{2t}+\mathrm{e}^{-2t}), \] obtain a differential equation for \(x\) which does not contain \(y\). Hence, or otherwise, find \(x\) and \(y\) in terms of \(t\) given that \(x=y=0\) when \(t=0\).

Show Solution
\begin{align*} && \frac{\d x}{\d t} &= 4(x-y) \\ && \frac{\d y}{\d t} &= x - 12(e^{2t}+e^{-2t}) \\ \Rightarrow && \frac{\d^2 x}{\d t^2} &= 4 \frac{\d x}{\d t}-4\frac{\d y}{\d t} \\ &&&= 4 \frac{\d x}{\d t}-4 \left ( x - 12(e^{2t}+e^{-2t}) \right) \\ \Rightarrow && \frac{\d^2 x}{\d t^2} - 4 \frac{\d x}{\d t}+4x &= 48 (e^{2t}+e^{-2t}) \end{align*} This differential equation has characteristic polynomial \(\lambda^2 - 4\lambda + 4 = (\lambda-2)^2\). Therefore we should expect a general solution of \((At+B)e^{2t}\). For particular integrals we should try \(ke^{-2t}\) and \(Ct^2 e^{2t}\). For the former, we have: \begin{align*} && 48 &= 4k+8k+k \\ \Rightarrow && k &= \frac{48}{13} \end{align*} For the latter we have: \begin{align*} &&4Ct^2e^{2t} -4C(2te^{2t}+2t^2e^{2t})+2C((1+2t)e^{2t}+2t^2e^{2t}) &= 48e^{2t} \\ \Rightarrow && 2C &= 48 \\ \Rightarrow && C &= 24 \end{align*} Therefore the solution should be: \begin{align*} x = (At+B)e^{2t} + \frac{48}{13}e^{-2t} + 24t^2 e^{2t} \\ x(0) = B + \frac{48}{13} \\ x'(0) = 2B+A-\frac{96}{13} \\ x =\frac{48}{13}((4t-1)e^{2t}+e^{-2t})+24t^2e^{2t} \\ y = x - \frac{1}{4} \frac{\d x}{\d t} \end{align*}
1988 Paper 3 Q10
D: 1700.0 B: 1500.0

Four greyhounds \(A,B,C\) and \(D\) are held at positions such that \(ABCD\) is a large square. At a given instant, the dogs are released and \(A\) runs directly towards \(B\) at constant speed \(v\), \(B\) runs directly towards \(C\) at constant speed \(v\), and so on. Show that \(A\)'s path is given in polar coordinates (referred to an origin at the centre of the field and a suitable initial line) by \(r=\lambda\mathrm{e}^{-\theta},\) where \(\lambda\) is a constant. Generalise this result to the case of \(n\) dogs held at the vertices of a regular \(n\)-gon (\(n\geqslant3\)).

Show Solution
TikZ diagram
It's straightforward to see that \(\dot{r} = -\frac{v}{\sqrt{2}}\) and \(\tan (\theta(t + \delta t) - \theta(t)) = \frac{v\delta t/\sqrt{2}}{r - v \delta t/\sqrt{2}} = \frac{v}{r\sqrt{2}} \delta t + o(\delta t^2) \Rightarrow \dot{\theta} = \frac{v}{r \sqrt{2}}\) Solving this system, we can see that \(r(t) = \frac{l - vt}{\sqrt{2}}\) and \(\frac{\d r}{\d \theta} = -r \Rightarrow r = \lambda e^{-\theta}\) where \(\lambda = \frac{l}{\sqrt{2}}\) where \(l\) is the initial square side length.
TikZ diagram
By the cosine rule, we can see that \(r(t + \delta t)^2 = r^2+(v\delta t)^2 - 2rv\delta t \cos (\frac12 (\pi - \frac{2\pi}{n}))\), ie: \(\frac{r(t + \delta t)^2 - r^2}{\delta t} = - 2r v \sin(\frac{\pi}{n}) \Rightarrow \dot{r} = - v \sin (\frac{\pi}{n})\). We can also observe that \(\tan (\theta(t + \delta t) - \theta(t)) = \frac{v \delta t \sin (\frac{\pi}{2} - \frac{\pi}{n})}{r - v \delta t \cos (\frac{\pi}{2} - \frac{\pi}{n})} \Rightarrow \dot{\theta} = \frac{v}{r} \cos (\frac{\pi}{n})\). Combining these, we can see that \(\frac{\d r}{\d \theta} = - r \tan (\frac{\pi}{n}) \Rightarrow r = \lambda e^{-\tan(\frac{\pi}{n})t}\) where \(\lambda\) is the initial radius of the circumscribed circle.