5 problems found
Show that the second-order differential equation \[ x^2y''+(1-2p) x\, y' + (p^2-q^2) \, y= \f(x) \,, \] where \(p\) and \(q\) are constants, can be written in the form \[ x^a \big(x^b (x^cy)'\big)' = \f(x) \,, \tag{\(*\)} \] where \(a\), \(b\) and \(c\) are constants.
Solution: Consider $x^a \big(x^b (x^cy)'\big)'$ then \begin{align*} x^a \big(x^b (x^cy)'\big)' &= x^a \big (bx^{b-1}(x^c y)'+x^b(x^cy)'' \big ) \\ &= x^a \big (bx^{b-1} (cx^{c-1}y + x^c y') + x^b(c(c-1)x^{c-2}y + 2cx^{c-1}y' + x^cy'') \\ &= x^{a+b+c}y'' + (2cx^{c-1+b+a}+bx^{c+b-1+a})y'+(c(b+c-1))x^{a+b+c-2} y \end{align*} So we need: \begin{align*} &&& \begin{cases} a+b+c &= 2 \\ 2c+b &= 1-2p \\ c(b+c-1) &= p^2-q^2 \end{cases} \\ \Rightarrow && c((1-2p)-2c+c-1) &=p^2-q^2 \\ \Rightarrow && c^2+2pc &= q^2-p^2 \end{align*}
Suppose that \[{\rm f}''(x)+{\rm f}(-x)=x+3\cos 2x\] and \({\rm f}(0)=1\), \({\rm f}'(0)=-1\). If \({\rm g}(x)={\rm f}(x)+{\rm f}(-x)\), find \({\rm g}(0)\) and show that \({\rm g}'(0)=0\). Show that \[{\rm g}''(x)+{\rm g}(x)=6\cos 2x,\] and hence find \({\rm g}(x)\). Similarly, if \({\rm h}(x)={\rm f}(x)-{\rm f}(-x)\), find \({\rm h}(x)\) and show that \[{\rm f}(x)=2\cos x -\cos2x-x.\]
Solution: \begin{align*} && g(0) &= f(0)+f(-0) = 2f(0) = 2 \\ && g'(x) &= f'(x) - f'(-x) \\ && g'(0) &= f'(0) - f'(-0) = 0 \\ && g''(x) &= f''(x) +f''(-x) \\ \Rightarrow && g''(x) + g(x) &= f''(x) +f''(-x) + f(x) + f(-x) \\ &&&= f''(x)+ f(-x) +f''(-x) + f(x) \\ &&&= x + 3 \cos 2x + (-x + 3 \cos (-2x) ) \\ &&&= 6 \cos 2x \\ \end{align*} Considering the homogeneous part, we should expected a solution of the form \(g(x) = A \sin x + B \cos x\). Seeking an integrating factor of the form \(g(x) = C \cos 2x\) we see that \(-4C \cos 2x + C \cos 2x = 6 \cos 2x \Rightarrow -3C = 6 \Rightarrow C = -2\). Therefore the general solution is \begin{align*} && g(x) &= A\sin x + B \cos x - 2\cos 2x \\ && g(0) &= B - 2 = 2\\ && g'(0) &= A = 0 \\ \Rightarrow && g(x) &= 4\cos x - 2\cos 2x \\ \end{align*} \begin{align*} && h(0) &= f(0) - f(-0) = 0 \\ && h'(x) &= f'(x) + f'(-x) \\ && h'(0) &= f'(0) + f'(-0) = -2 \\ && h''(x) &= f''(x) - f''(-x) \\ \Rightarrow && h''(x) - h(x) &= f''(x) - f''(-x) -( f(x) - f(-x)) \\ &&&= f''(x) +f(-x)- (f''(-x) + f(x)) \\ &&&= x + 3\cos 2x - (-x + 3 \cos(-2x)) \\ &&&= 2x \end{align*} Considering the homogeneous part, we should expect a solution of the form \(Ae^x + Be^{-x}\). For a specific integral, we can take \(-2x\), ie \begin{align*} && h(x) &= Ae^x + Be^{-x} - 2x \\ && h(0) &= A+B =0 \\ && h'(0) &= A-B-2 =-2 \\ \Rightarrow && A &=B = 0 \\ \Rightarrow && h(x) &= -2x \end{align*} Therefore \(f(x) = \frac12(f(x) + f(-x)) + \frac12(f(x) -f(-x)) = 2\cos x - \cos 2x -x\)
Find functions \(\mathrm{f,g}\) and \(\mathrm{h}\) such that \[ \frac{\mathrm{d}^{2}y}{\mathrm{d}x^{2}}+\mathrm{f}(x)\frac{\mathrm{d}y}{\mathrm{d}x}+\mathrm{g}(x)y=\mathrm{h}(x)\tag{\ensuremath{*}} \] is satisfied by all three of the solutions \(y=x,y=1\) and \(y=x^{-1}\) for \(0 < x < 1.\) If \(\mathrm{f,g}\) and \(\mathrm{h}\) are the functions you have found in the first paragraph, what condition must the real numbers \(a,b\) and \(c\) satisfy in order that \[ y=ax+b+\frac{c}{x} \] should be a solution of \((*)\)?
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 \(t=0\).
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*}
The functions \(x(t)\) and \(y(t)\) satisfy the simultaneous differential equations \begin{alignat*}{1} \dfrac{\mathrm{d}x}{\mathrm{d}t}+2x-5y & =0\\ \frac{\mathrm{d}y}{\mathrm{d}t}+ax-2y & =2\cos t, \end{alignat*} subject to \(x=0,\) \(\dfrac{\mathrm{d}y}{\mathrm{d}t}=0\) at \(t=0.\) Solve these equations for \(x\) and \(y\) in the case when \(a=1\). Without solving the equations explicitly, state briefly how the form of the solutions for \(x\) and \(y\) if \(a>1\) would differ from the form when \(a=1.\)
Solution: Letting \(\mathbf{x} =\begin{pmatrix} x(t) \\ y(t) \end{pmatrix}\) and \(\mathbf{A} = \begin{pmatrix} -2 & 5 \\ -a & 2 \end{pmatrix}\) then our differential equation is \(\mathbf{x}' = \mathbf{Ax} + \begin{pmatrix} 0 \\2 \cos t \end{pmatrix}\). Looking at the eigenvalues of \(\mathbf{A}\), we find: \begin{align*} && \det \begin{pmatrix} -2-\lambda & 5 \\ -a & 2 -\lambda \end{pmatrix} &= (\lambda^2-4)+5a\\ &&&= \lambda^2 +5a-4 \end{align*} Therefore if \(a = 1\), \(\lambda = \pm i\). In which case we should expect the complementary solutions to be of the form \(\mathbf{x} = \begin{pmatrix} A \sin t + B \cos t \\ C \sin t + D \cos t \end{pmatrix}\). The first equation tells us that \((A-5D+B)\cos t + (-B+5C)\sin t=0\) so the complementary solution is:\(\mathbf{x} = \begin{pmatrix} 5(D-C) \sin t + 5C \cos t \\ C \sin t + D \cos t \end{pmatrix}\). Looking for a particular integral, we should expect to try something like \(\mathbf{x} = \begin{pmatrix} Et\cos t+Ft\sin t\\ Gt\cos t+Ht \sin t\end{pmatrix}\) and we find