INDIAN INSTITUTE OF TECHNOLOGY INDORE

MA 104 Linear Algebra and Ordinary Dierential Equations-I

Assignment DE 1
1. State the order, and determine whether the equation under consideration is linear or
nonlinear.
(a)
dy
dx
+x
2
y = xe
x
.
(b)

d
4
y
dx
4

2
+ 3

d
2
y
dx
2

5
+ 5y = 0.
(c)
d
2
y
dx
2
+y sin x = 0.
(d)
d
6
y
dt
6
+

d
4
y
dt
4

d
3
y
dt
3

+x = t.
2. Show that every function f dened by f(x) = (x
3
+ c)e
3x
where c is an arbitrary
constant, is a solution of the dierential equation
dy
dx
+ 3 = 3
2
e
3x
.
3. For certain values of the constant n the function g dened by g(x) = x
n
is a solution of
the dierential equation
x
3
d
3
y
dx
3
+ 2x
2
d
2
y
dx
2
10x
dy
dx
8y = 0.
Determine all such values of n.
Answer: n = 1, 2, 4.
4. Consider the dierential equations
dy
dx
= y, x > 0, where is a constant. Show that
(a) if f(x) is any solution and g(x) = f(x)e
x
, then g(x) is a constant function.
(b) if < 0, then every solution tends to zero as x .
5. Every solution of the dierential equation
d
2
y
dx
2
+y = 0
may be written in the form y = c
1
sin x + c
2
cos x, for some choice of the arbitrary
constants c
1
and c
2
. Using this information, show that boundary problems (6a) and
(6b) possess solutions but that (6c) does not.
(a)
d
2
y
dx
2
+y = 0, y(0) = 0, y(

2
) = 1.
2
(b)
d
2
y
dx
2
+y = 0, y(0) = 1, y

2
) = 1.
(c)
d
2
y
dx
2
+y = 0, y(0) = 0, y() = 1.
6. Determine which of the following equations are exact, and solve the ones that are.
(a)

x +
2
y

dy +ydx = 0.
(b) (y x
3
)dx + (x +y
3
)dy = 0.
(c) (y +y cos(xy))dx + (x +xcos(xy))dy = 0.
(d) (1 +y)dx + (1 x)dy = 0.
(e) (sin xtan y + 1)dx + cos x sec
2
ydy = 0.
Answer: (6a) xy +ln y
2
= c, (6b) 4xy x
4
+y
4
= c (6c) xy +sin xy = c, (6d) Not exact,
(6e) Not exact.
7. In each of the following equations determine the most general function N(x, y) such
that the equation is exact:
(a) (x
3
+xy
2
)dx +N(x, y)dy = 0.
(b) (x
2
y
2
+xy
3
)dx +N(x, y)dy = 0.
Answer: (a) x
2
y +c, (b) 2x
1
y
3

3
2
x
2
y
4
+c.
8. Consider the dierential equation
(4x + 3y
2
)dx + 2xydy = 0.
(a) Show that this equation is not exact.
(b) Find an integrating factor of the form x
n
, where n is a positive integer.
(c) Multiply the given equation through by the integrating factor and solve the result-
ing exact equation.
Answer: (b) x
2
, (c) x
4
+x
3
y
2
= c.
9. Solve the following dierential equations for which the type of integrating factor has
been indicated:
(a) (x y
2
)dx + 2xydy = 0 [u(x)].
(b) ydx +x(1 3x
2
y
2
)dy = 0 [u(xy)].
Answer: (a) x
2
, y
2
+xln x = cx, (b) (xy)
3
, y
6
= ce
x
2
y
2
.
10. Solve y
2
dx + (3xy 1)dy = 0.
11. Solve
dy
dx
= |x|.
12. Find an integrating factor of the form (x
2
+y
2
) of the equation
(x +x
4
+ 2x
2
y
2
+y
4
) +y
dy
dx
= 0.

INDIAN INSTITUTE OF TECHNOLOGY INDORE
MA 104 Linear Algebra and Ordinary Dierential Equations-I
Spring Semester 2014
Assignment DE 2
(Separable Equations and Equations Reducible to this Form, Linear Equations)
1. Solve each of the dierential equations.
(a) y
2
dx + (3xy 1)dy = 0. (b) xsin

y
x

dy
dx
= y sin

y
x

+ x.
(c) 4xydx + (x
2
+ 1)dy = 0. (d) 2r(s
2
+ 1)dr + (r
4
+ 1)ds = 0.
(e) tan dr + 2rd = 0. (f) (x + 4)(y
2
+ 1)dx + y(x
2
+ 3x + 2)dy = 0.
(g) (2xy + 3y
2
)dx (2xy + x
2
)dy = 0. (h)

xtan
y
x
+ y

dx xdy = 0.
(i) (x
3
+ y
2

x
2
+ y
2
)dx xy

x
2
+ y
2
dy = 0.
2. Solve the dierential equation 3x
2
ye
y
+ x
3
e
y
(y + 1)
dy
dx
= 0 using the transformation
u = x
3
, v = ye
y
.
Answer: x
3
ye
y
= c.
3. Show that the transformation y(x) = xv(x) converts the dierential equation
y
n
f(x) + g(
y
x
)(yx
dy
dx
) = 0
into a separable equation.
4. Solve the following as linear equations:
(a) x
dy
dx
3y = x
4
. Ans: y = x
4
+ cx
3
(b)
dy
dx
+ y =
1
1 + e
2x
. Ans: y = e
x
tan
1
e
x
+ ce
x
(c) (1 + x
2
)dy + 2xydx = cot xdx. Ans: y = (1 + x
2
)
1
ln | sin x| + c(1 + x
2
)
1
(d)
dy
dx
+ y = 2xe
x
+ x
2
. Ans: y = x
2
e
x
+ x
2
2x + 2 + ce
x
(e)
dy
dx
+ y cot x = 2xcsc x. Ans: y = x
2
csc x + c csc x
(f) (2y x
3
)dx = xdy. Ans: y = x
3
+ cx
2
5. Solve
(x + 2)
dy
dx
+ y = f(x), where y(0) = 4, f(x) =

2x if 0 x 2
4 if x > 2
Answer: (x + 2)y =

x
2
+ 8 if 0 x 2
4x + 4 if x > 2
2
6. Solve the following equations:
(a) (e
y
2xy)
dy
dx
= y
2
; (b) y x
dy
dx
=
dy
dx
y
2
e
y
.
Answer: (a) xy
2
= e
y
+ c (B) x = ye
y
+ cy.
Hint: Consider x as the dependent variable, and y as the independent variable.
7. Solve the following equations:
x
dy
dx
+ y = x
4
y
3
; (b) xy
2
dy
dx
+ y
3
= xcos x.
Ans: (a)
1
y
2
= x
4
+cx
2
(b) y
3
= 3 sin x+9x
1
cos x18x
2
sin x18x
3
cos x+cx
3
.
8. Consider the dierential equation
df(y)
dy
dy
dx
+ P(x)f(y) = Q(x), (1)
where f is a known function of y. Determine a suitable function g(y) such that the
transformation v = g(y) transforms the equation (1) to a linear equation in v.
Hint: Bernoulli dierential equation is a special case of Equation (1).
9. Consider the dierential equation
dy
dx
+P(x)y = 0. Show that if f and g are two solutions
of this equation and C
1
and C
2
are arbitrary constants, then C
1
f +C
2
g is also a solution
of this equation.
10. The equation
dy
dx
= A(x)y
2
+ B(x)y + C(x) (2)
is called Riccatis equation.
(a) Show that if A(x) = 0 for all x, then Equation (2) is a linear equation, whereas if
C(x) = 0 for all x, then Equation (2) is a Bernoulli equation.
(b) Show that if f is any solution of Equation (2), then the transformation y = f +
1
v
reduces (2) to a linear equation in v.
Answer:
dV
dx
+ (2Af + B)V = A.
11. In each of following, use the result of Item (10b) and the given solution to nd a one-
parameter family of solutions of the given Riccati equation:
(a)
dy
dx
= (1 x)y
2
+ (2x 1)y x; given solution f(x) = 1.
Ans: y = (x 2 + ce
x
)
1
+ 1
(b)
dy
dx
= y
2
+ xy + 1; given solution f(x) = x.

INDIAN INSTITUTE OF TECHNOLOGY INDORE
MA 104 Linear Algebra and Ordinary Dierential Equations-I
Spring Semester 2014
Assignment DE 3
(Orthogonal Trajectories, Existence and Uniqueness Theorem)
1. Find the orthogonal trajectories of the following families of curves:
(a) xy = c. Answer: x
2
y
2
= C
(b) y = cx
2
. Answer: x
2
+ 2y
2
= C
2
(c) y = ce
x
. Answer: y
2
= 2x + C
2. Show that the circles x
2
+ y
2
= px intersect the circles x
2
+ y
2
= qy at right angles.
3. Find the curves that satisfy each of the following geometric conditions:
(a) The part of the tangent cut o by the axes is bisected by the point of tangency.
Answer: xy = c
(b) The projection on the x axis of the part of the tangent between (x, y) and the x
axis has length 1. Answer: y = Ce
x
4. Show that the dierential equation of a family of curves of the form y = cf(x) +g(x) is
linear.
5. Find the dierential equation for the family y
2
= 4c(x + c). Show that this dierential
equation is unaltered when
dy
dx
is replaced by
dx
dy
. What conclusion can be drawn
from this fact?
Answer: y
2
= 2xy
dy
dx
+ y
2

dy
dx

2
.
6. Find a family of oblique trajectories that intersect the family of circles x
2
+ y
2
= c
2
at
angle 45

.
Answer: ln(x
2
+ y
2
) + 2 tan
1
(
y
x
) = c.
7. Show that the following initial value problem possess a unique solution for all real x:
y

+ p(x)y = q(x), y(x

0
) = y
0
,
where p(x) and q(x) are continuous in R.
8. For the following initial-value problem show that there exists a unique solution of the
problem if y
0
= 0:
dy
dx
=

|y|, y(x
0
) = y
0
.
Discuss the existence and uniqueness of a solution if y
0
= 0.
2
9. For the following initial-value problem show that there exists a unique solution of the
problem if y
0
= 0:
dy
dx
= y
2
3
, y(x
0
) = y
0
.
Discuss the existence and uniqueness of a solution if y
0
= 0.
10. Prove the existence of a unique solution of the initial-value problem
dy
dx
= x
2
+ y
2
, y(0) = 0
on the interval |x|

2
2
.
11. Show that f(x, y) = x
2
|y| satises a Lipschitz condition on the rectangle |x| 1 and
|y| 1, but that
f
y
fails to exist at many points of this rectangle.
12. Show that f(x, y) = xy
2
(a) does satisfy a Lipschitz condition on any rectangle a x b and c y d;
(b) does not satisfy a Lipschitz condition on any strip a x b and < y < .
13. Show that f(x, y) = xy
(a) does satisfy a Lipschitz condition on any rectangle a x b and c y d;
(b) does satisfy a Lipschitz condition on any strip a x b and < y < ;
(c) does not satisfy a Lipschitz condition on the entire plane.
14. For what points (x
0
, y
0
) does the initial value problem
dy
dx
= y|y|, y(x
0
) = y
0
has a unique solution on some interval |x x
0
| h.
15. Show that the initial value problem x
dy
dx
= 4y, y(0) = 1 has no solution. Explain
why it does not contradict existence theorem. What happens if we replace the initial
condition y(0) = 1 by y(0) = 0.
16. Find all initial conditions such that the initial value problem
(x
2
2x)
dy
dx
= 2(x 1)y, y(x
0
) = y
0
has (a) no solution, (b) more than one solution, and (c) precisely one solution.
17. Let f(x, y) and its partial derivative
f
y
be continuous for all (x, y) in a closed rectangle
S. Then show that any two solution curves of this equation in S cannot have a point
in common in S.
18. Show that the function f(x, y) = xy
10
does satisfy a Lipschitz condition on the closed
and bounded rectangle |x| 1, |y| 2.

INDIAN INSTITUTE OF TECHNOLOGY INDORE
MA 104 Linear Algebra and Ordinary Dierential Equations-I
Spring Semester 2014
Assignment DE 4
(Linear Homogeneous Dierential Equations)
1. If f, g are linearly dependent on an interval I, show that this also holds for any interval
J I. Is the same true for linear independence? Give reasons and examples.
2. Show that the functions x
4
and x
3
|x| are linearly independent on [1, 1], but they are
linearly dependent on [1, 0] and [0, 1].
3. Show that the functions 1, x, x
2
, . . . , x
n
are linearly independent on (, ).
4. * Dene the functions f and g on [1, 1] by
f(x) =

0, x [1, 0];
sin x, x [0, 1]
; g(x) =

1, x [1, 0];
1 x, x [0, 1].
Prove that f and g are linearly independent on [1, 1].
5. Let f and g be linearly independent functions on an interval I. Prove that the functions
f + g and f g are also linearly independent on I.
6. Consider the 2nd-order linear dierential equation
d
2
y
dx
2
+ a
1
(x)
dy
dx
+ a
2
(x)y = 0, (1)
where a
1
, a
2
are continuous real functions on a real interval a x b. Let f
1
, f
2
are
linearly independent solutions of this dierential equation on [a, b].
(a) Prove that the functions f
1
, f
2
cannot have a maximum or minimum at the same
point.
(b) Prove that g
1
= a
11
f
1
+ a
12
f
2
, g
2
= a
21
y
1
+ a
22
y
2
is a basis if and only if

a
11
a
12
a
21
a
22

= 0.
7. Let sin 2x be a solution of an equation
a
d
2
y
dx
2
+ b
dy
dx
+ cy = 0, (2)
where a, b and c are real constants. Then nd a solution of (2) satisfying y(0) = 4.
8. The roots of the characteristics equation, corresponding to a certain 9th-order homoge-
neous linear dierential equation with constant coecients, are
1, 1, 1, 1, 3, 2 + i5, 2 i5, 2 + i5, 2 i5.
Write the general solution.
2
9. Let f be a solution of the nth-order homogeneous linear dierential equation
d
n
y
dx
n
+ a
1
(x)
d
n1
y
dx
n1
+ + a
n1
(x)
dy
dx
+ a
n
(x)y = 0,
such that
f(x
0
) = 0, f

(x
0
) = 0, . . . , f
(n1)
(x
0
) = 0,
where x
0
is a point of the interval a x b in which the coecients a
1
, . . . , a
n
are all
continuous for all x [a, b]. Then show that f(x) = 0 for all x on a x b.
10. (a) Determine the Wronskian W[x, x
2
, x
4
].
(b) Show that x, x
2
, x
4
cannot be the solutions of any linear homogeneous equation
d
3
y
dx
3
+ a(x)
d
2
y
dx
2
+ b(x)
dy
dx
+ c(x)y = 0,
where a(x), b(x), c(x) are continuous real functions on the interval [2, 2].
11. Consider the dierential equation
d
2
y
dx
2
2
dy
dx
+ y = 0
(a) Show that e
x
and xe
x
are linearly independent solutions of this equation on the
interval < x < .
(b) Write the general solution of the given equation.
(c) Find the solution that satises the condition y(0) = 1, y

(0) = 4. Explain why this

solution is unique. Over what interval is it dened?
12. Solve the initial value problems
(a)
d
2
y
dx
2

dy
dx
12y = 0, y(0) = 3, y

(0) = 5. Ans: y = 2e
4x
+ e
3x
(b)
d
2
y
dx
2
+ 6
dy
dx
+ 9y = 0, y(0) = 2, y

(0) = 3. Ans: y = (3x + 2)e

3x
(c)
d
2
y
dx
2
+ 6
dy
dx
+ 13y = 0, y(0) = 3, y

(0) = 1. Ans: y = (4 sin 2x + 3 cos 2x)e

3x
(d)
d
3
y
dx
3
6
d
2
y
dx
2
+ 11
dy
dx
6y = 0, y(0) = 0, y

(0) = 0, y

(0) = 2.
Ans: y = e
x
2e
2x
+ e
3x
13. Consider the linear homogeneous equation x
3
d
3
y
dx
3
4x
2
d
2
y
dx
2
= 8x
dy
dx
8y = 0.
(a) Verify that x, x
2
and x
4
are all solutions of this equation.
(b) Show that W(x, x
2
, x
4
) = 0 at x = 0, but W(x, x
2
, x
4
) = 0 at x = 1.
(c) Show that x, x
2
and x
4
are linearly independent on [0, 1].
(d) Explain why the Items 13a-13c does not contradicts Corollary 6.4 in the interval
[0, 1].

INDIAN INSTITUTE OF TECHNOLOGY INDORE
MA 104 Linear Algebra and Ordinary Dierential Equations-I
Spring Semester 2014
Assignment DE 4
(Linear Non-homogeneous Dierential Equations, Cauchy-Euler Equation, Reduction of Order)
1. Determine the UC sets of the following UC functions.
(a) x
n
.
(b) e
ax
.
(c) sin(bx).
(d) x
n
e
ax
.
(e) x
n
e
ax
cos bx.
2. Let 1, x, x
2
are linearly independent solutions of
y

+ a
1
(x)y

+ a
2
(x)y

+ a
3
(x)y = 0, (1)
where a
i
(x) are continuous on [5, 5]. Let f(x) be a solution of (1) such that f(2) =
9, f

(2) = 7, f

(2) = 4. Show that f(x) can be expressed as a linear combination of the

functions 1, x, x
2
. Hence nd f(x).
3. Let y
1
and y
2
be solutions of the nth-order linear dierential equation
d
n
y
dx
n
+ a
1
(x)
d
n1
y
dx
n1
+ + a
n1
(x)
dy
dx
+ a
n
(x)y = F(x), (2)
where a
1
, . . . , a
n
and F are continuous real functions on a real interval a x b. Then
using uniqueness theorem of the linear homogeneous equation, show that y
1
= y
2
.
4. Find the general solution of each of the dierential equations using the method of undeter-
mined coecients.
(a)
d
2
y
dx
2
2
dy
dx
3y = 2e
x
10 sin x.
Ans: y = C
1
e
3x
+ C
2
e
x

1
2
e
x
+ 2 sin x cos x.
(b)
d
2
y
dx
2
3
dy
dx
+ 2y = 2x
2
+ e
x
+ 2xe
x
+ 4e
3x
.
Ans: y = C
1
e
x
+ C
2
e
2x
+ x
2
+ 3x +
7
2
+ 2e
3x
x
2
e
x
3xe
x
.
(c)
d
4
y
dx
4
+
d
2
y
dx
2
= 3x
2
+ 4 sin x 2 cos x.
Ans: y = C
1
+ C
2
x + C
3
sin x + C
4
cos x +
1
4
x
4
3x
2
+ xsin x + 2xcos x.
5. Find the general solution of each of the dierential equations using the method of variation
of parameters.
(a)
d
2
y
dx
2
+ y = sec x.
Answer: y = C
1
sin x + C
2
cos x + (cos x)[ln | cos x|] + xsin x
(b)
d
2
y
dx
2
+ 6
dy
dx
+ 9y =
e
3x
x
3
.
Answer: y =

C
1
+ C
2
x +
1
2x

e
3x
.
2
6. Find the general solution of
(sin
2
x)
d
2
y
dx
2
2 sin xcos x
dy
dx
+ (cos
2
x + 1)y = sin
3
x,
given that y = sin x and y = xsin x are linearly independent solutions of the corresponding
homogeneous equation.
Answer: y = C
1
sin x + C
2
xsin x +
x
2
2
sin x
7. Find the general solution of each of the dierential equations. In each case assume x > 0.
(a) x
2
d
2
y
dx
2
3x
dy
dx
+ 3y = 0.
Ans: y = c
1
x + c
2
x
3
.
(b) 9x
2
d
2
y
dx
2
+ 3x
dy
dx
+ y = 0.
Ans: y = (c
1
+ c
2
ln x)x
1
3
.
(c) x
2
d
2
y
dx
2
+ x
dy
dx
+ 4y = 2xln x.
Ans: y = c
1
sin(ln x
2
) + c
2
cos(ln x
2
) +
x ln x
2
5

4x
25
.
(d) x
3
d
3
y
dx
3
x
2
d
2
y
dx
2
+ 2x
dy
dx
2y = x
3
.
Ans: y = (c
1
+ c
2
ln x)x + c
3
x
2
+
x
3
4
.
8. The dierential equation
(t
3
2t
2
)
d
2
x
dt
2
(t
3
+ 2t
2
6t)
dx
dt
+ (3t
2
6)x = 0
has a solution of the form t
n
, where n is an integer.
(a) Find this solution of the form t
n
.
(b) Using the solution, reduce the order and nd the general solution of the given dierential
equation.
Ans: x = c
1
t
3
+ c
2
te
t
.
9. Given that y = e
2x
is a solution of
(2x + 1)
d
2
y
dx
2
4(x + 1)
dy
dx
+ 4y = 0,
nd a linearly independent solution by reducing the order. Write the general solution.
Ans: y = c
1
e
2x
+ c
2
(x + 1).
10. Solve the following:
(a) 2y

= (y

)
3
sin 2x, y(0) = y

(0) = 1.
Ans: y = ln | sec x + tan x| + 1
(b) xy

(y

)
3
y

= 0.
Ans: x
2
+ (y c
2
)
2
= c
1
.
(c) 3yy

(y

)
3
+ 1 = 0.
Ans: 3(c
1
y + 1)
2
3
2c
1
x = c
2
.

INDIAN INSTITUTE OF TECHNOLOGY INDORE
MA 104 Linear Algebra and Ordinary Dierential Equations-I
Spring Semester 2014
Assignment DE 5
(The Laplace Transform)
1. Find the Laplace transformation of the following:
1, x, e
ax
, sin ax, cos ax.
2. Without integrating show that
(a) L{sin hax} =
a
s
2
a
2
, s > |a|
(b) L{cos hax} =
s
s
2
a
2
, s > |a|
(c) L{sin
2
ax} =
2a
2
s(s
2
+4a
2
)
, s > 0.
3. Find
(a) L{e
at
t},
(b) L{e
at
sin bt},
(c) L{t
2
sin bt}.
4. Find L{f(t)} if
f

(t) + 3f

(t) + 2f(t) = 0, f(0) = 1, and f

(0) = 2.
Ans:
s+5
s
2
+3s+2
5. Find L{f(t)} for each of the following functions:
(a) f(t) =

0 if 0 < t < 6
5 if t > 6
Ans:
5e
6s
s
(b) f(t) =

0 if 0 < t < 4
t 4 if 4 < t < 7
3 if t > 7
Ans:
e
4s
e
7s
s
2
(c) f(t) =

t if 0 < t < 3
3 if t > 3
Ans:
1e
3s
s
2
6. Use Table 2 to nd L
1
{F(s)}, when
(a) F(s) =
s+3
(s
2
+4)
2
Ans:
1
16
(4t sin 2t + 3 sin 2t 6t cos 2t)
(b) F(s) =
5s+6
s
2
+9
e
s
Ans: f(t) =

0 if 0 < t <
5 cos 3t 2 sin 3t if t >
7. Find L
1
{F(s)} using convolution and Table 2
2
(a) F(s) =
1
s(s
2
+1)
Ans: 1 cos t
(b) F(s) =
1
s(s
2
+9)
Ans:
1cos 3t
9
(c) F(s) =
1
s
2
(s+3)
Ans:
1+3t+e
3t
9
(d) F(s) =
1
s
2
+5s+6
Ans: e
2t
e
3t
8. Solve the following using Laplace Transform
(a) xy

+ (3x 1)y

(4x + 9)y = 0, y(0) = 0 y = cx

2
e
x
(b)
dy
dt
2y = e
5t
, y(0) = 3 Ans: y =
8
3
e
2t
+
1
3
e
5t
(c)
d
2
y
dt
2
2
dy
dt
8y = 0, y(0) = 3, y

(0) = 6 Ans: y = 2e
4t
+ e
2t
(d)
d
2
y
dt
2
+ y = e
2t
sin t, y(0) = 0, y

(0) = 0
Ans: y =
1
8
(sin t cos t) +
e
2t
8
(sin t + cos t)
(e)
d
3
y
dt
3
+ 4
d
2
y
dt
2
+ 5
dy
dt
+ 2y = 10 cos t, y(0) = 0, y

(0) = 0, y

(0) = 3
Ans: y = e
2t
+ 2e
t
2te
t
cos t + 2 sin t
(f)
d
2
y
dt
2
+ 2
dy
dt
+ 5y = h(t), where h(t) =

1 if 0 < t <
0 if t >
, y(0) = 0, y

(0) = 0.
Ans: y(t) =

1
5

1 e
t

cos 2t +
1
2
sin 2t

if 0 < t <
e
t
5

(e

1) cos 2t +

1
2

sin 2t

if t >