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2025 Paper 2 Q7
The differential equation \[\frac{d^2x}{dt^2} = 2x\frac{dx}{dt}\] describes the motion of a particle with position \(x(t)\) at time \(t\). At \(t = 0\), \(x = a\), where \(a > 0\).
- Solve the differential equation in the case where \(\frac{dx}{dt} = a^2\) when \(t = 0\). What happens to the particle as \(t\) increases from 0?
- Solve the differential equation in the case where \(\frac{dx}{dt} = a^2 + p\) when \(t = 0\), where \(p > 0\). What happens to the particle as \(t\) increases from 0?
- Solve the differential equation in the case where \(\frac{dx}{dt} = a^2 - q^2\) when \(t = 0\), where \(q > 0\). What happens to the particle as \(t\) increases from 0? Give conditions on \(a\) and \(q\) for the different cases which arise.
Solution: Let \(v = \frac{\d x}{\d t}\) and notice that \(\frac{\d}{\d t} \left ( \frac{\d x}{\d t} \right) = \frac{\d }{\d x} \left ( v \right) \frac{\d x}{\d t} = v \frac{\d v}{\d x}\). Also notice that: \begin{align*} && v \frac{\d v}{\d x} &= 2x v \\ \Rightarrow && \frac{\d v}{\d x} &= 2x \\ \Rightarrow && v &= x^2 + C \\ \Rightarrow && \frac{\d x}{\d t} &= x^2 + C \\ \end{align*}
- When \(t = 0, \frac{\d x}{\d t} = a^2\) so \(C = 0\), therefore \(\frac{\d x}{\d t} = x^2 \Rightarrow t = -x^{-1} + k\) and so \(k = a^{-1}\) and \(x = \frac{a}{1-at}\). As \(t\) increases from \(0\) the particle heads to infinity at an increasing rate, `reaching' infinity around \(t=\frac{1}{a}\)
- When \(t = 0, \frac{\d x}{\d t} = a^2 + p\) so \(C = p\). Therefore \(\frac{\d x}{\d t} = x^2 + p \Rightarrow t = \frac{1}{\sqrt{p}} \tan^{-1} \left ( \frac{x}{\sqrt{p}} \right) + c\). When \(c = - \frac{1}{\sqrt{p}} \tan^{-1} \left ( \frac{a}{\sqrt{p}} \right)\), so \begin{align*} && t &= \frac{1}{\sqrt{p}} \tan^{-1} \left ( \frac{x}{\sqrt{p}} \right) - \frac{1}{\sqrt{p}} \tan^{-1} \left ( \frac{a}{\sqrt{p}} \right) \\ &&&= \frac{1}{\sqrt{p}} \tan^{-1} \left ( \frac{\sqrt{p}(x-a)}{\sqrt{p}-ax} \right) \\ \Rightarrow && \frac{\sqrt{p}(x-a)}{\sqrt{p}-ax} &= \tan (\sqrt{p} t) \\ \Leftrightarrow && \sqrt{p}(x-a) &= \tan (\sqrt{p} t)(\sqrt{p}-ax) \\ \Leftrightarrow && x(\sqrt{p}+a\tan (\sqrt{p} t)) &= \sqrt{p} (\tan(\sqrt{p}t) + a) \\ \Leftrightarrow && x &= \frac{\sqrt{p} (\tan(\sqrt{p}t) + a)}{\sqrt{p}+a\tan (\sqrt{p} t)} \end{align*} The particle heads to \(\frac{\sqrt{p}}{a}\).
- When \(t = 0, \frac{\d x}{\d t} = a^2-q^2\) so \(C = -q^2\). Therefore \begin{align*} && \frac{\d x}{\d t} &= x^2 -q^2 \\ \Rightarrow && \int \d t &= \int \frac{1}{(x-q)(x+q)} \d x \\ &&&= \frac{1}{2q} \int \left ( \frac{1}{x-q}- \frac{1}{x+q} \right )\d x \\ &&&= \frac{1}{2q} \left ( \ln (x-q) - \ln(x+q) \right) \\ &&&= \frac{1}{2q} \ln \left ( \frac{x-q}{x+q} \right)\\ \Rightarrow && \frac{x-q}{x+q} &= Ae^{2qt} \\ \underbrace{\Rightarrow}_{t= 0} && A &= \frac{a-q}{a+q} \\ \Rightarrow && x-q &= \frac{a-q}{a+q}e^{2qt}(x+q) \\ \Leftrightarrow && x\left (1-\frac{a-q}{a+q}e^{2qt} \right) &= q\left (1 + \frac{a-q}{a+q}e^{2qt} \right) \\ \Leftrightarrow && x &= q \frac{1 + \frac{a-q}{a+q}e^{2qt}}{1-\frac{a-q}{a+q}e^{2qt}} \end{align*}
2019 Paper 3 Q1
The coordinates of a particle at time \(t\) are \(x\) and \(y\). For \(t \geq 0\), they satisfy the pair of coupled differential equations \[ \begin{cases} \dot{x} &= -x -ky \\ \dot{y} &= x - y \end{cases}\] where \(k\) is a constant. When \(t = 0\), \(x = 1\) and \(y = 0\).
- Let \(k = 1\). Find \(x\) and \(y\) in terms of \(t\) and sketch \(y\) as a function of \(t\). Sketch the path of the particle in the \(x\)-\(y\) plane, giving the coordinates of the point at which \(y\) is greatest and the coordinates of the point at which \(x\) is least.
- Instead, let \(k = 0\). Find \(x\) and \(y\) in terms of \(t\) and sketch the path of the particle in the \(x\)-\(y\) plane.
Solution:
- Let \(k = 1\), then
\begin{align*}
\dot{x} &= - x - y \\
\dot{y} &= x - y \\
\dot{x}-\dot{y} &= -2x \\
\ddot{x} &= -\dot{x}-\dot{y} \\
&= -\dot{x} - (\dot{x}+2x) \\
&= -2\dot{x}- 2x \\
\dot{x}+\dot{y} &= -2y \\
\ddot{y} &= \dot{x}-\dot{y} \\
&= -2y-2\dot{y}
\end{align*}
So we have an auxiliary equation for \(x\) and \(y\) which is \(\lambda^2 + 2 \lambda+2 = 0 \Rightarrow \lambda = -1 \pm i\).
Therefore \(x = Ae^{-t} \cos t + B e^{-t} \sin t, y = Ce^{-t}\cos t + De^{-t} \sin t\). We also must have that, \(A = 1, C = 0\), so \(x = e^{-t} \cos t + Be^{-t} \sin t\) and \(y = De^{-t} \sin x\).
\begin{align*}
\dot{y} &= -De^{-t} \sin t +De^{-t} \cos t \\
&= e^{-t} \cos x + Be^{-t} \sin t- De^{-t} \sin t \\
\end{align*}
therefore \(B = 0, D = 1\) and \(x = e^{-t} \cos t, y = e^{-t} \sin t\)
\begin{align*} y &= e^{-t} \sin t \\ \dot{y} &= -e^{-t} \sin t + e^{-t} \cos t \\ \dot{x} &= e^{-t} \cos t -e^{-t} \sin t \end{align*}
- \begin{align*}
\dot{x} = -x \\
\dot{y} = x-y
\end{align*}
So \(x = e^{-t}\). \(\dot{y} + y = e^{-t}\) so \(y = (t+B)e^{-t}\) and so \(y =te^{-t}\).
2018 Paper 3 Q3
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.
- Use \((*)\) to derive the general solution of the equation \[ x^{2}y''+(1-2p)xy'+(p^2-q^{2})y=0 \] in the different cases that arise according to the values of \(p\) and \(q\).
- Use \((*)\) to derive the general solution of the equation \[ x^{2}y''+(1-2p)xy'+p^2y=x^{n} \] in the different cases that arise according to the values of \(p\) and \(n\).
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*}
2013 Paper 3 Q7
- Let \(y(x)\) be a solution of the differential equation \( \dfrac {\d^2 y}{\d x^2}+y^3=0\) with \(y = 1\) and \(\dfrac{\d y}{\d x} =0\) at \(x=0\), and let \[ {\rm E} (x)= \left ( \frac {\d y}{\d x}\right)^{\!\!2} + \tfrac 12 y^4\,. \] Show by differentiation that \({\rm E}\) is constant and deduce that \( \vert y(x) \vert \le 1\) for all \(x\).
- Let \(v(x)\) be a solution of the differential equation \( \dfrac{\d^2 v}{\d x^2} + x \dfrac {\d v}{\d x} +\sinh v =0\) with \(v = \ln 3\) and \(\dfrac{\d v}{\d x} =0\) at \(x=0\), and let \[ {\rm E} (x)= \left ( \frac {\d v}{\d x}\right)^{\!\!2} + 2 \cosh v\,. \] Show that \(\dfrac{\d{\rm E}}{\d x}\le 0\) for \(x\ge0\) and deduce that \(\cosh v(x) \le \frac53\) for \(x\ge0\).
- Let \(w(x)\) be a solution of the differential equation \[ \frac{\d^2 w}{\d x^2} + (5\cosh x - 4 \sinh x -3) \frac{\d w}{\d x} + (w\cosh w + 2 \sinh w) =0 \] with \(\dfrac{\d w }{\d x}=\dfrac 1 { \sqrt 2 }\) and \(w=0\) at \(x=0\). Show that \(\cosh w(x) \le \frac54\) for \(x\ge0\).
Solution:
- \(\,\) \begin{align*} && E(x) &= \left ( \frac{\d y}{\d x} \right)^2 + \frac12 y^4 \\ \Rightarrow && E'(x) &= 2 \frac{\d y}{\d x} \frac{\d^2 y}{\d x^2} + 2y^3 \frac{\d y}{\d x} \\ &&&= 2\frac{\d y}{\d x} \left ( \frac{\d^2 y}{\d x^2} + y^3 \right) \\ &&&= 0 \end{align*} Therefore \(E\) is constant. \(E(0) = \frac12\) and \begin{align*} &&\frac12 &= \left ( \frac{\d y}{\d x} \right)^2 + \frac12 y^4 \\ &&&\geq \frac12 y^4 \\ \Rightarrow && |y| &\leq 1 \end{align*}
- \(\,\) \begin{align*} && E(x) &= \left ( \frac{\d v}{\d x} \right)^2 + 2 \cosh v \\ \Rightarrow && E'(x) &= 2 \frac{\d v}{\d x}\frac{\d^2 v}{\d^2 x} + 2 \sinh v \frac{\d v}{\d x} \\ &&&= 2 \frac{\d v}{\d x} \left ( \frac{\d^2 v}{\d^2 x} + \sinh v\right) \\ &&&= 2 \frac{\d v}{\d x} \left ( -x \frac{\d v}{\d x}\right) \\ &&&= -2x \left ( \frac{\d v}{\d x} \right)^2 \leq 0 \tag{\(x \geq 0\)} \\ \\ && E(0) &= 0^2 + 2 \cosh \ln 3 \\ &&&= 3 + \frac13 = \frac{10}{3} \\ \Rightarrow && \frac{10}{3} &\geq E(x) \\ &&&= \left ( \frac{\d v}{\d x} \right)^2 + 2 \cosh v \\ &&&\geq 2 \cosh v \\ \Rightarrow && \cosh v &\leq \frac53 \end{align*}
- \(\,\) \begin{align*} && E(x) &= \left ( \frac{\d w}{\d x} \right)^2 + 2(w \sinh w + \cosh w) \\ && E'(x) &= 2 \frac{\d w}{\d x}\frac{\d^2 w}{\d^2 x} + 2(w \cosh w + 2 \sinh w) \frac{\d w}{\d x} \\ &&&= 2 \frac{\d w}{\d x} \left ( \frac{\d^2 w}{\d^2 x}+(w \cosh w + 2 \sinh w)\right) \\ &&&= -2 \left ( \frac{\d w}{\d x} \right)^2 \left (\underbrace{5\cosh x - 4 \sinh x -3}_{\geq0} \right) \\ &&&\leq 0 \\ && E(0) &= \frac12 + 2 = \frac52 \\ \Rightarrow && \frac52 &\geq E(x) \\ &&&=\underbrace{ \left ( \frac{\d w}{\d x} \right)^2}_{\geq0} + 2(\underbrace{w \sinh w}_{\geq 0} + \cosh w) \\ &&&\geq2\cosh w \\ \Rightarrow && \cosh w &\leq \frac54 \end{align*}
2013 Paper 3 Q9
A sphere of radius \(R\) and uniform density \(\rho_{\text{s}}\) is floating in a large tank of liquid of uniform density \(\rho\). Given that the centre of the sphere is a distance \(x\) above the level of the liquid, where \(x < R\), show that the volume of liquid displaced is \[ \frac \pi 3 (2R^3-3R^2x +x^3)\,. \] The sphere is acted upon by two forces only: its weight and an upward force equal in magnitude to the weight of the liquid it has displaced. Show that \[ 4 R^3\rho_{\text{s}} (g+\ddot x) = (2R^3 -3R^2x +x^3)\rho g\,. \] Given that the sphere is in equilibrium when \(x=\frac12 R\), find \(\rho_{\text{s}}\) in terms of \(\rho\). Find, in terms of \(R\) and \(g\), the period of small oscillations about this equilibrium position.
2012 Paper 3 Q1
Given that \(\displaystyle z = y^n \left( \frac{\d y}{\d x}\right)^{\!2}\), show that \[ \frac{\d z}{\d x} = y^{n-1} \frac{\d y}{\d x} \left( n \left(\frac{\d y}{\d x}\right)^{\!2} + 2y \frac{\d^2y}{\d x^2}\right) . \]
- Use the above result to show that the solution to the equation \[ \left(\frac{\d y}{\d x}\right)^{\!2} + 2y \frac{\d^2y}{\d x^2} = \sqrt y \ \ \ \ \ \ \ \ \ \ (y>0) \] that satisfies \(y=1\) and \(\dfrac{\d y}{\d x}=0\) when \(x=0\) is \(y= \big ( \frac38 x^2+1\big)^{\frac23}\).
- Find the solution to the equation \[ \left(\frac{\d y}{\d x}\right)^{\!2} -y \frac{\d^2y}{\d x^2} + y^2=0 \] that satisfies \(y=1\) and \(\dfrac{\d y}{\d x}=0\) when \(x=0\).
Solution: \begin{align*} &&z &= y^n \left( \frac{\d y}{\d x}\right)^{2} \\ \Rightarrow && \frac{\d z}{\d x} &= ny^{n-1}\left( \frac{\d y}{\d x}\right)^{3} + y^{n} \cdot 2 \left( \frac{\d y}{\d x}\right) \left( \frac{\d^2 y}{\d x^2}\right) \\ &&&= y^{n-1} \left( \frac{\d y}{\d x}\right) \left (n \left( \frac{\d y}{\d x}\right)^2 + 2y \frac{\d^2 y}{\d x^2} \right) \end{align*}
- Let \(z = y (y')^2\), then \begin{align*} && \frac{\d z}{\d x} &= y' \sqrt{y} \\ &&&= \sqrt{z} \\ \Rightarrow && \int z^{-1/2} \d z &= x+C \\ \Rightarrow && 2\sqrt{z} &= x + C \\ x = 0, z=0: && C &= 0 \\ \Rightarrow && y(y')^2 &= \frac14 x^2 \\ \Rightarrow &&\sqrt{y} \frac{\d y}{\d x} &= \frac{1}{2}x\\ \Rightarrow && \int \sqrt{y} \d y &= \int \frac{1}{2}x\d x \\ \Rightarrow && \frac23y^{3/2} &=\frac14x^2 + K \\ x = 0, y = 1: && K &= \frac23 \\ \Rightarrow && y &= \left (\frac38 x^2 + 1 \right)^{2/3} \end{align*}
- Let \(z = y^{-2} (y')^2\) \begin{align*} && \frac{\d z}{\d x} &= y^{-3} \frac{\d y}{\d x} \left (-2 \left( \frac{\d y}{\d x}\right) + 2y \frac{\d^2 y}{\d x^2} \right) \\ &&&= y^{-3} \frac{\d y}{\d x} 2y^2 \\ &&&= 2y^{-1}(y') = 2 \sqrt{z} \\ \Rightarrow && 2\sqrt{z} &= 2x + C \\ x = 0, z = 0: && C&= 0 \\ \Rightarrow && z &= x^2 \\ \Rightarrow && \frac{\d y}{\d x} &= xy \\ \Rightarrow && \ln |y| &= \frac12 x^2 + K \\ x =0 , y =1; && K &= 0 \\ \Rightarrow && y &= e^{\frac12 x^2} \end{align*}
2012 Paper 3 Q7
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}
2011 Paper 3 Q1
- Find the general solution of the differential equation \[ \frac{\d u}{\d x} - \left(\frac { x +2}{x+1}\right)u =0\,. \]
- Show that substituting\(y=z\e^{-x}\) (where \(z\) is a function of \(x\)) into the second order differential equation \[ (x+1) \frac{\d ^2 y}{\d x^2} + x \frac{\d y}{\d x} -y = 0 \tag{\(*\)} \] leads to a first order differential equation for \(\dfrac{\d z}{\d x}\,\). Find \(z\) and hence show that the general solution of \((*)\) is \[ y= Ax + B\e^{-x}\,, \] where \(A\) and \(B\) are arbitrary constants.
- Find the general solution of the differential equation \[ (x+1) \frac{\d ^2 y}{\d x^2} + x \frac{\d y}{\d x} -y = (x+1)^2 . \]
Solution:
- \begin{align*} && 0 &= \frac{\d u}{\d x} - \left ( \frac{x+2}{x+1} \right)u \\ \Rightarrow && \int \frac1u \d u &= \int 1 + \frac1{x+1} \d x \\ \Rightarrow && \ln |u| &= x + \ln |x+1| + C \\ \Rightarrow && u &= A(x+1)e^x \end{align*}
- If \(y = ze^{-x}\), \(y' = (z'-z)e^{-x}\), \(y'' = (z''-2z'+z)e^{-x}\) \begin{align*} && 0 &= (x+1) \frac{\d ^2 y}{\d x^2} + x \frac{\d y}{\d x} -y \\ y = ze^{-x}: && 0 &= (x+1) \left ( \frac{\d^2 z}{\d x^2} - 2\frac{\d z}{\d x} +z\right)e^{-x} +x \left ( \frac{\d z}{\d x} -z\right)e^{-x} - ze^{-x} \\ &&&= (x+1) \frac{\d^2 z}{\d x^2} -(x+2)\frac{\d z}{\d x} \\ \Rightarrow && \frac{\d}{\d x} \left ( \frac{\d z}{\d x}\right) &= \left ( \frac{x+2}{x+1}\right) \frac{\d z}{\d x} \end{align*} Therefore \(\frac{\d z}{\d x} = A(x+1)e^x \) and so \begin{align*} z &= A \int (x+1)e^{x} \d x \\ &= A \left ( \left [ (x+1)e^x\right] - \int e^x \d x \right) \\ &= A(x+1)e^x - Ae^x + B \\ y &= Ax + Be^{-x} \end{align*}
- We have found the complementary solution. To find a particular integral consider \(y = ax^2 + bx + c\), then \(y' = 2ax+b, y'' = 2a\) and we have \begin{align*} && x^2+2x+1 &= 2a(x+1) + x(2ax+b) - (ax^2+bx+c) \\ \Rightarrow && x^2+2x+1 &= ax^2+ 2ax + 2a-c \\ \Rightarrow && a = 1, &c=1 \end{align*} so the general solution should be \[ y = Ax + Be^{-x} + x^2+1 \]
2010 Paper 1 Q6
Show that, if \(y=\e^x\), then \[ (x-1) \frac{\d^2 y}{\d x^2} -x \frac{\d y}{\d x} +y=0\,. \tag{\(*\)} \] In order to find other solutions of this differential equation, now let \(y=u\e^x\), where \(u\) is a function of \(x\). By substituting this into \((*)\), show that \[ (x-1) \frac{\d^2 u}{\d x^2} + (x-2) \frac{\d u}{\d x} =0\,. \tag{\(**\)} \] By setting \( \dfrac {\d u}{\d x}= v\) in \((**)\) and solving the resulting first order differential equation for \(v\), find \(u\) in terms of \(x\). Hence show that \(y=Ax + B\e^x\) satisfies \((*)\), where \(A\) and \(B\) are any constants.
Solution: \begin{align*} && y &= e^x \\ && y' &= e^x \\ && y'' &= e^x \\ \Rightarrow && (x-1)y'' - x y' + y &= (x-1)e^x - xe^x + e^x \\ &&&= 0 \end{align*} Suppose \(y = ue^x\) then \begin{align*} && y' &= u'e^x + ue^x \\ && y'' &= (u''+u')e^x + (u'+u)e^x \\ &&&= (u''+2u' +u)e^x \\ \\ && 0 &= (x-1)y'' - x y' + y \\ &&&= [(x-1)(u''+2u'+u) - x(u'+u)+u]e^x \\ &&&= [(x-1)u'' +(x-2)u']e^x \\ \Rightarrow && 0 &= (x-1)u'' + (x-2)u' \\ v = u': && 0 &= (x-1)v' + (x-2) v \\ \Rightarrow && \frac{v'}{v} &= -\frac{x-2}{x-1} \\ &&&= -1-\frac{1}{x-1} \\ \Rightarrow && \ln v &= -x - \ln(x-1) + C \\ \Rightarrow && v &= A(x-1)e^{-x} \\ && u &= \int Axe^{-x} - Ae^{-x} \d x \\ &&&= \left [-Axe^{-x} +Ae^{-x} \right] + \int Ae^{-x} \d x \\ &&&= -Axe^{-x} + D\\ \Rightarrow && y &= ue^x \\ &&&= -Ax + De^x \end{align*}
2007 Paper 3 Q8
- Find functions \({\rm a}(x)\) and \({\rm b}(x)\) such that \(u=x\) and \(u=\e^{-x}\) both satisfy the equation $$\dfrac{\d^2u}{\d x^2} +{\rm a}(x) \dfrac{\d u}{\d x} + {\rm b} (x)u=0\,.$$ For these functions \({\rm a}(x)\) and \({\rm b}(x)\), write down the general solution of the equation. Show that the substitution \(y= \dfrac 1 {3u} \dfrac {\d u}{\d x}\) transforms the equation \[ \frac{\d y}{\d x} +3y^2 + \frac {x} {1+x} y = \frac 1 {3(1+x)} \tag{\(*\)} \] into \[ \frac{\d^2 u}{\d x^2} +\frac x{1+x} \frac{\d u}{\d x} - \frac 1 {1+x} u=0 \] and hence show that the solution of equation (\(*\)) that satisfies \(y=0\) at \(x=0\) is given by \(y = \dfrac{1-\e^{-x}}{3(x+\e^{-x})}\).
- Find the solution of the equation $$ \frac{\d y}{\d x} +y^2 + \frac x {1-x} y = \frac 1 {1-x} $$ that satisfies \(y=2\) at \(x=0\).
2001 Paper 1 Q8
Given that \(y=x\) and \(y=1-x^2\) satisfy the differential equation $$ \frac{\d^2 {y}}{\d x^2} + \p(x) \frac{\d {y}}{\d x} + \q(x) {y}=0\;, \tag{*} $$ show that \(\p(x)= -2x(1+x^2)^{-1}\) and \(\q(x) = 2(1+x^2)^{-1}\). Show also that \(ax+b(1-x^2)\) satisfies the differential equation for any constants \(a\) and \(b\). Given instead that \(y=\cos^2(\frac{1}{2}x^2)\) and \(y=\sin^2(\frac{1}{2}x^2)\) satisfy the equation \((*)\), find \(\p(x)\) and \(\q(x)\).
Solution: \begin{align*} && y &= x \\ && y' &= 1 \\ && y'' &= 0 \\ \Rightarrow && 0 &= 0 + p(x) + xq(x) \tag{1} \\ \\ && y &= 1-x^2 \\ && y' &= -2x \\ && y'' &= -2 \\ \Rightarrow && 0 &= -2 -2x p(x)+(1-x^2)q(x) \tag{2}\\ \\ 2x*(1) +(2): && 2 &= (2x^2+1-x^2) q(x) \\ \Rightarrow && q(x) &= 2(1+x^2)^{-1} \\ \Rightarrow && p(x) &= -2x(1+x^2)^{-1} \tag{by (1)} \end{align*} \begin{align*} && \frac{\d^2}{\d x^2} \left (a x + b(1-x^2) \right) + p(x) \frac{\d}{\d x} \left (a x + b(1-x^2) \right)+q(x) \left (a x + b(1-x^2) \right) \\ &&= a \frac{\d^2 x}{\d x^2} + b \frac{\d^2}{\d x^2} \left ( 1- x^2 \right) + ap(x) \frac{\d x}{ \d x} + bp(x) \frac{\d }{\d x} \left ( 1- x^2 \right) + aq(x) x + bq(x)(1-x^2) \\ &&= a \left (\frac{\d^2 x}{\d x^2}+ p(x) \frac{\d x}{ \d x} +q(x)x\right)+b \left ( \frac{\d^2}{\d x^2} \left ( 1- x^2 \right)+ p(x) \frac{\d }{\d x} \left ( 1- x^2 \right)+q(x)(1-x^2)\right) &= 0 \end{align*} \begin{align*} && y &= \cos^2(\tfrac12 x^2) = \frac12 \left (1 + \cos(x^2) \right) \\ && y' &= -x \sin(x^2) \\ && y'' &= -2x^2 \cos(x^2)-\sin(x^2) \\ \Rightarrow && 0 &= -2x^2 \cos(x^2)-\sin(x^2)+p(x)(-x \sin(x^2)) +\frac12 \left (1 + \cos(x^2) \right)q(x) \\ \Rightarrow && 2x^2\cos(x^2)+\sin(x^2) &= -x \sin(x^2) p(x) + \frac12(1 + \cos(x^2)) q(x) \tag{3}\\ \\ && y &= \sin^2(\tfrac12 x^2) = \frac12 \left ( 1 - \cos (x^2) \right) \\ && y' &= x\sin(x^2) \\ && y'' &= 2x^2 \cos(x^2)+\sin(x^2) \\ \Rightarrow && 0 &= 2x^2 \cos(x^2)+\sin(x^2) +p(x) x \sin(x^2) + \frac12 \left ( 1 - \cos (x^2) \right)q(x)\\ \Rightarrow && -2x^2 \cos(x^2)-\sin(x^2) &= p(x) x \sin(x^2) + \frac12 \left ( 1 - \cos (x^2) \right)q(x) \tag{4}\\ (3)+(4): && 0 &= q(x) \\ \Rightarrow && p(x) &= -\frac{2x^2 \cos(x^2)+\sin(x^2)}{x \sin(x^2)} \end{align*}
1998 Paper 1 Q8
Fluid flows steadily under a constant pressure gradient along a straight tube of circular cross-section of radius \(a\). The velocity \(v\) of a particle of the fluid is parallel to the axis of the tube and depends only on the distance \(r\) from the axis. The equation satisfied by \(v\) is \[\frac{1}{r}\frac{{\mathrm d}\ }{{\mathrm d}r} \left(r\frac{{\mathrm d}v}{{\mathrm d}r}\right) =-k,\] where \(k\) is constant. Find the general solution for \(v\). Show that \(|v|\rightarrow\infty\) as \(r\rightarrow 0\) unless one of the constants in your solution is chosen to be~\(0\). Suppose that this constant is, in fact, \(0\) and that \(v=0\) when \(r=a\). Find \(v\) in terms of \(k\), \(a\) and \(r\). The volume \(F\) flowing through the tube per unit time is given by \[F=2\pi\int_{0}^{a}rv\,{\mathrm d}r. \] Find \(F\).
1997 Paper 3 Q6
Suppose that \(y_n\) satisfies the equations \[(1-x^2)\frac{{\rm d}^2y_n}{{\rm d}x^2}-x\frac{{\rm d}y_n}{{\rm d}x}+n^2y_n=0,\] \[y_n(1)=1,\quad y_n(x)=(-1)^ny_n(-x).\] If \(x=\cos\theta\), show that \[\frac{{\rm d}^2y_n}{{\rm d}\theta^2}+n^2y_n=0,\] and hence obtain \(y_n\) as a function of \(\theta\). Deduce that for \(|x|\leqslant1\) \[y_0=1,\quad y_1=x,\] \[y_{n+1}-2xy_n+y_{n-1}=0.\]
1995 Paper 3 Q3
What is the general solution of the differential equation \[ \frac{\mathrm{d}^{2}x}{\mathrm{d}t^{2}}+2k\frac{\mathrm{d}x}{\mathrm{d}t}+x=0 \] for each of the cases: (i) \(k>1;\) (ii) \(k=1\); (iii) \(0 < x < 1\)? In case (iii) the equation represents damped simple harmonic motion with damping factor \(k\). Let \(x(0)=0\) and let \(x_{1},x_{2},\ldots,x_{n},\ldots\) be the sequence of successive maxima and minima, so that if \(x_{n}\) is a maximum then \(x_{n+1}\) is the next minimum. Show that \(\left|x_{n+1}/x_{n}\right|\) takes a value \(\alpha\) which is independent of \(n\), and that \[ k^{2}=\frac{(\ln\alpha)^{2}}{\pi^{2}+(\ln\alpha)^{2}}. \]
Solution: The auxiliary equation is \(\lambda^2 + 2k\lambda + 1 = (\lambda + k)^2+1-k^2 = 0\) (i) If \(k > 1\) then the solution is \(A\exp \left ({(-k + \sqrt{k^2-1})t} \right)+B\exp\left((-k-\sqrt{k^2-1})t \right)\). (ii) If \(k = 1\) then the solution is \(x = (A+Bt)e^{-kt}\) (iii) If \(k < 1\) then the solution is \(x = Ae^{-kt} \sin \left ( \sqrt{1-k^2} t \right)+Be^{-kt} \cos \left ( \sqrt{1-k^2} t \right)\) If \(x(0) = 0\) then \begin{align*} && x &= Ae^{-kt} \sin(\sqrt{1-k^2}t)\\ && \dot{x} &= Ae^{-kt} \left (-k \sin(\sqrt{1-k^2}t)+\sqrt{1-k^2} \cos(\sqrt{1-k^2}t) \right) \\ (\dot{x} =0): && \tan (\sqrt{1-k^2}t) &= \frac{\sqrt{1-k^2}}{k}\\ \end{align*} Therefore maxima and minima occur every \(\frac{\pi}{\sqrt{1-k^2}}\), so \begin{align*} && \frac{x_{n+1}}{x_n} &= \exp\left ( -\frac{k\pi}{\sqrt{1-k^2}} \right) \frac{\sin\left (\sqrt{1-k^2}\left(t+\frac{\pi}{\sqrt{1-k^2}}\right)\right)}{\sin(\sqrt{1-k^2}t)} \\ &&&= \exp\left ( -\frac{k\pi}{\sqrt{1-k^2}} \right) \left (-1+0 \right)\\ &&&= -\exp\left ( -\frac{k\pi}{\sqrt{1-k^2}} \right) \\ \Rightarrow && \ln \alpha &= - \frac{k\pi}{\sqrt{1-k^2}} \\ \Rightarrow && (\ln \alpha)^2 &= \frac{k^2\pi^2}{1-k^2} \\ \Rightarrow && (1-k^2)(\ln \alpha)^2 &= k^2 \pi^2 \\ \Rightarrow && k^2(\pi^2+(\ln \alpha)^2) &= (\ln \alpha)^2 \\ \Rightarrow && k^2 &= \frac{(\ln \alpha)^2}{\pi^2 + (\ln \alpha)^2} \end{align*}
1995 Paper 3 Q5
Show that \(y=\sin^{2}(m\sin^{-1}x)\) satisfies the differential equation \[ (1-x^{2})y^{(2)}=xy^{(1)}+2m^{2}(1-2y), \] and deduce that, for all \(n\geqslant1,\) \[ (1-x^{2})y^{(n+2)}=(2n+1)xy^{(n+1)}+(n^{2}-4m^{2})y^{(n)}, \] where \(y^{(n)}\) denotes the \(n\)th derivative of \(y\). Derive the Maclaurin series for \(y\), making it clear what the general term is.
Solution: \begin{align*} && y &= \sin^2 (m \sin^{-1} x) \\ \Rightarrow && y' &= 2 \sin (m \sin^{-1} x) \cdot \cos (m \sin^{-1} x) \cdot m \cdot \frac1{\sqrt{1-x^2}} \\ \Rightarrow && y'' &= 2 \cos^2(m \sin^{-1} x) \cdot m^2 \cdot \frac{1}{1-x^2} + \\ &&&\quad\quad-2\sin^2(m \sin^{-1} x) m^2 \frac{1}{1-x^2} + \\ &&&\quad\quad\quad-\sin(m \sin^{-1} x) \cdot \cos(m \sin^{-1} x) \cdot m \cdot (1-x^2)^{-\frac32} \cdot (-2x) \\ \Rightarrow && (1-x^2)y^{(2)} &= 2m^2-4m^2y+xy' \\ &&&= xy^{(1)} + 2m^2(1-2y) \\ \\ \Rightarrow && (1-x^2)y^{(n+2)}-2nxy^{(n+1)}-2\binom{n}{2}y^{(n)} &= xy^{(n+1)}+ny^{(n)} -4m^2y^{(n)} \\ \Rightarrow && (1-x^2)y^{(n+2)} &= (2n+1)xy^{(n+1)}+(n(n-1)+n-4m^2)y^{(n)} \\ &&&= (2n+1)xy^{(n+1)}+(n^2-4m^2)y^{(n)} \\ \end{align*} \begin{align*} && y(0) &= \sin^2(m \sin^{-1} 0) \\ &&&= \sin^2 0 = 0 \\ \\ && y'(0) &= 0 \\ && (1-0^2)y^{(2)}(0) &= 2m^2(1-2y(0)) \\ \Rightarrow && y^{(2)}(0) &= 2m^2 \\ \\ && y^{(n+2)} (0) &= (2n+1) \cdot 0 \cdot y^{(n+1)} +(n^2-4m^2)y^{(n)}(0) \\ &&&= (n^2-4m^2)y^{(n)}(0) \\ \\ && y^{(2)}(0) &= 2m^2 \\ && y^{(4)}(0) &= (4-4m^2) \cdot 2m^2 \\ &&&= -8m(m+1)m(m-1) \\ && y^{(6)}(0) &= 32m(m+2)(m+1)m(m-1)(m-2) \\ && y^{(2k)}(0) &= (-1)^{k+1}2^{2k-1}m (m+k)\cdots(m-k) \text{ if }k < m \\ \\ && y &= m^2x^2 -2m\binom{m+1}{3} x^4 + \frac{16}{3}m\binom{m+2}{5}x^6 - \cdots \\ &&&+ (-1)^{k}\frac{2^{2k}}{k+1} m \binom{m+k}{2k+1}x^{2k+2}+\cdots \\ &&&= mx^2\sum_{k=0}^{m-1} \frac{(-1)^k2^{2k}}{k+1}\binom{m+k}{2k+1}x^{2k} \end{align*}