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04
x2 y = sin(x)
1st order, linear, ordinary
2
y t2 y = 2
22nd order, non-linear, partial
dy
dx
d y
dy
(c) x2 dx
2 + 3x dx + y = sin(xy)
d3 f
dx3
2. Consider the plot below of the direction field for the differential equation y = (y 1)(y + 1).
(b) (5 pts) Suppose y(x) is a solution satisfying y(0) = 2. What can you say about the asymptotic behavior
of y(x) as x ? Explain.
The derivative
y = (y 1)(y + 1)
is always negative so long as y > 1, and is equal to zero when y = 1. So a solution y(x) will be
decreasing whenever y > 1, but its graph will flatten out as it approaches the line y = 1. Therefore,
lim y(x) = 1
3. (10 pts.) Use a two-step numerical (Euler) method to find an approximate value for y(1.2) where y is
the solution of
dy
= x + y2
dx
y(1) = 1
(Use a step size of x = 0.1).
By virtue of the differential equation, the slope m of a solution curve passing through the point (x, y)
must be x + y2
x0
y0
x1
y1
x2
y2
So y2
=
=
=
=
=
=
1
1
x0 + x = 1 + 0.1 = 1.1
y1 + m (x0 , y0 ) x = 1 + (1 + 12 )(0.1) = 1.2
x1 + x = 1.1 + 0.1 = 1.2
y1 + m (x1 , y1 ) x = 1.2 + 1.1 + (1.2)2 (0.1) = 1, 454
y(1.2) = 1.454
4. (10 pts) Find the first three terms of the Taylor expansion (i.e., the terms to order (x 1)2 ) of the
solution of
df
= xf 2
dx
f (1) = 1
We have
f (1) = 1
df
2
f (1) =
=
x
(
f
(
x
))
= (1)(1)2 = 1
dx x=1
x=1
d2 f
d
d
2
2
f (1) =
=
=
+
x
2
f
(
x
)
f
(
x
)
= 12 + (1)(2)(1)(1) = 3
x
(
f
(
x
))
f
(
x
)
dx2 x=1 dx
dx
x=1
x=1
So
1
f (x) = f (1) + f (1)(x 1) + f (1)(x 1)2 +
2
3
= 1 + (x 1) + (x 1)2 +
2
xy 2y = x2
y(1) = 3 .
(x) = exp
p(x)dx
= exp
x2 dx = exp [2 ln |x|] = exp ln x
=x
x
x
x
dx
1
C
2
2
2
2
y (x ) =
(x)g (x)dx +
x (x) dx + Cx = x
=x
+ Cx2 = x2 ln |x| + Cx2
(x )
(x)
x
C=3
6. (10 pts) Find the (explicit) solution of the following initial value problem. (Hint: the differential equation
is separable.)
3x2 2yy = 1 , y(0) = 1 .
dy
2y dx
= 3x2 1 2ydy = 3x2 1 dx
y2 =
2ydy =
3x2 1 dx + C = x3 x + C
We can fix the constant C by demanding that the initial point (x, y) = (0, 1) lies on the solution curve
So
(1)2 = y2 = x3 x + C = (0)3 0 + C
y 2 = x3 x + 1
C=1
y = x3 x + 1
y (x ) =
x3 x + 1
dy
=0
dx
M = 2x + sin(y)
N = y + x cos(y)
M
y
N
x
= cos(y)
= cos(y)
M N
=
y
x
exact
(b) (10 pts) Find an implicit solution for this differential equation.
(x, y) =
Mx + H1 (y) =
1
(y + x cos(y)) y + H2 (x) = y2 + x sin(y) + H2 (x)
2
Comparing these two expressions for (x, y) we conclude that
1
(x, y) = x2 + x sin(y) + y2
2
and so the original differential equation is equivalent to the following algebraic equation (the implicit
solution)
1
x2 + x sin(y) + y2 = C
2
(x, y) =
Ny + H2 (x) =
8. (10 pts) Use a change of variable to solve the following differential equation.
dy xy y2
=
dx
x2
(Hint: this equation is homogeneous of degree 0.)
We have
y
dy xy y2
y
y 2
=F
= 2 2 =
if F (z) z z2
dx x
x
x
x
x
So the equation is homogeneous of degree 0. Therefore, we can make the substitution on the right
hand side and the substitution
d
y =
(xz ) = z + xz
dx
on the left hand side. We thus obtain the following equivalent differential equation
dz
dz dx
z + xz = F (z) = z z 2 x = z 2 2 =
dx
z
x
Integrating both sides of this last equation (which is obviously separable and separated), we obtain
1
= ln |x| + C
z = ln |x1| + C xy = ln |x1| + C
z
or
x
y (x ) =
ln |x| + C
9.
(a) (5 pts) Show that the following differential equation is not exact.
(1 y2 )dx + (1 + x y xy)dy = 0 .
M = 1 y2 M
y = 2y
N = 1 + x y xy N
x = 1 y
M N
= x
y
not exact
(b) (10 pts) Find an integrating factor. (Hint: look for an integrating factor that depends only on y.)
F2
1
1 N M
=
[(1 y) (2y)]
M x
y
1 y2
1+y
1+y
1
=
=
1 y2 (1 y)(1 + y) 1 y
(y) = exp
F2 (y)dy = exp
dy
1y
1
1
= exp [ ln [1 y]] = exp ln
=
1y
1y
should be an integrating factor. Sure enough
1
0 =
(1 y2 )dx + (1 + x y xy)dy
1y
1
=
[(1 y)(1 + y)dx + (1 + x)(1 y)dy]
1y
= (1 + y)dx + (1 + x)dy
is exact since
N
= (1 + y) = 1 =
(1 + x) =
y
y
x
x