Problems

1. Use the substitution \(y = (x - a)u\), where \(u\) is a function of \(x\), to solve the differential equation \[ (x - a)\frac{dy}{dx} = y - x, \] where \(a\) is a constant.
2. The curve \(C\) with equation \(y = f(x)\) has the property that, for all values of \(t\) except \(t = 1\), the tangent at the point \(\bigl(t,\, f(t)\bigr)\) passes through the point \((1, t)\).
   1. Given that \(f(0) = 0\), find \(f(x)\) for \(x < 1\). Sketch \(C\) for \(x < 1\). You should find the coordinates of any stationary points and consider the gradient of \(C\) as \(x \to 1\). You may assume that \(z\ln|z| \to 0\) as \(z \to 0\).
   2. Given that \(f(2) = 2\), sketch \(C\) for \(x > 1\), giving the coordinates of any stationary points.

A pain-killing drug is injected into the bloodstream. It then diffuses into the brain, where it is absorbed. The quantities at time \(t\) of the drug in the blood and the brain respectively are \(y(t)\) and \(z(t)\). These satisfy \[ \dot y = - 2(y-z)\,, \ \ \ \ \ \ \ \dot z = - \dot y -3z\, , \] where the dot denotes differentiation with respect to \(t\). Obtain a second order differential equation for \(y\) and hence derive the solution \[ y= A\e^{-t} + B\e ^{-6t}\,, \ \ \ \ \ \ \ z= \tfrac12 A \e^{-t} - 2 B \e^{-6t}\,, \] where \(A\) and \(B\) are arbitrary constants. \begin{questionparts} \item Obtain the solution that satisfies \(z(0)=0\) and \(y(0)= 5\). The quantity of the drug in the brain for this solution is denoted by \(z_1(t)\). \item Obtain the solution that satisfies $ z(0)=z(1)= c$, where \(c\) is a given constant. %\[ %C=2(1-\e^{-1})^{-1} - 2(1-\e^{-6})^{-1}\,. %\] The quantity of the drug in the brain for this solution is denoted by \(z_2(t)\). \item Show that for \(0\le t \le 1\), \[ z_2(t) = \sum _{n=-\infty}^{0} z_1(t-n)\,, \] provided \(c\) takes a particular value that you should find. \end {questionparts}

Show that if \[ {\mathrm{d}y \over \mathrm{d} x}=\f(x)y + {\g(x) \over y} \] then the substitution \(u = y^2\) gives a linear differential equation for \(u(x)\,\). Hence or otherwise solve the differential equation \[ {\mathrm{d}y \over \mathrm{d} x}={y \over x} - {1 \over y}\;. \] Determine the solution curves of this equation which pass through \((1 \,, 1)\,\), \((2\, , 2)\) and \((4 \, , 4)\) and sketch graphs of all three curves on the same axes.

Show Solution

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Solution: \begin{align*} && \frac{\d y}{\d x} &= f(x) y + \frac{g(x)}{y} \\ && y \frac{\d y}{\d x} &= f(x) y^2 + g(x) \\ u = y^2: && \frac12 \frac{\d u}{\d x} &= f(x) u + g(x) \end{align*} Which is a linear differential equation for \(u\). \begin{align*} && \frac12 u' &= \frac1x u -1 \\ \Rightarrow && u' - \frac2xu &= -1 \\ \Rightarrow && \frac{1}{x^2} u' - \frac{2}{x^3} u &= -\frac{1}{x^2} \\ \Rightarrow && (\frac{u}{x^2})' &= - \frac{1}{x^2} \\ \Rightarrow && \frac{u}{x^2} &= \frac1x + C \\ \Rightarrow && u &= Cx^2 + x \\ \Rightarrow && y^2 &= Cx^2 + x \end{align*} If \((1,1)\) is on the curve then \(1 = C + 1 \Rightarrow C = 0 \Rightarrow y^2 = x\). If \((2,2)\) is on the curve then \(4 = 4C + 2 \Rightarrow C = \frac12 \Rightarrow y^2 = x + \frac12 x^2\). If \((3,3)\) is on the curve then \(9 = 9C + 3 \Rightarrow C = \frac23 \Rightarrow y^2 = x + \frac23 x^2\)

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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.

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 \(a=1.\)