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Final 2006

Introduction to Ordinary Differential Equations (Simon Fraser University)

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Math 310 — Introduction to Ordinary

Differential Equations
Final Examination
August 9, 2006

Instructor: John Stockie

Name: Student Number:

(Please Print)

Special Instructions Q Mark Max

1. Time: 3 hours. T/F 10

2. No notes, textbooks or calculators 1 10

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are permitted.
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3. Before you do anything else, read

through all the questions carefully! 3 12

4. There is a list of useful formulas at 4 6

the end of this exam (see page 15).
5 6
5. Answer all questions in the space
provided. If more space is needed, 6 14
use the extra pages provided (or the
back of the facing page) and clearly 7 10
indicate where you have continued 8 12
the question.
9 10
6. This exam is intended to test your
understanding of concepts, so be sure
to explain what you are doing in ev-
ery step. Total 100

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Math 310 – Final Exam Page 2 of 15

True-False Questions
For each of the questions in this section, circle the letter “T” or “F”,
indicating whether you think the answer is true or false. Each question is
worth 1 mark, and marks are given only for correct answers.
[10 marks]
A. Suppose that y1 (t) and y2 (t) are two solutions to the equation
T F
y ′′ + p(t)y ′ + q(t)y = g(t).

Then y(t) = 2y1 (t) − y2 (t) is also a solution.

B. There are infinitely many solutions to the differential equation y ′′ − y = 0 of
T F the form y(x) = aex , where a is a constant.

C. The function y(x) = 1 is the only solution to the IVP

T F
2y ′′′ − y ′ + 2y = 2, y(0) = 1, y ′(0) = 0, y ′′ (0) = 0.

D. The following first order equation is both separable and linear:

T F  
3 dy
x y− = y cos(x3 ).
dx

E. The following ODE governing a mass-spring system

T F
1
x′′ + x′ + x = te−t
3
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has a long-time solution (as t → ∞) that reaches an “equilibrium state,” where
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the mass eventually comes to rest.

F. All solutions of the equation ax′′ + bx′ + cx = 0 (with a, b and c constants) are
T F of the form ert , where r is some real number.

G. The function f (t) = t log(1 + t) has a Laplace transform.

T F
3
H. The inverse Laplace transform of is 3 sin 7t.
T F s2 + 49

I. Suppose that A is a constant coefficient, nonsingular, n × n matrix, and f~ is a

T F constant n-vector. Then the linear system of ODE’s
d~y
= A~y + f~
dt
will always have an equilibrium solution.
J. The linear system d~y /dt = A~y , with
T F  
−1 2
A= 
−3 3

has one equilibrium point that is a stable spiral.

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Math 310 – Final Exam Page 3 of 15

Long Answer Section

You must provide explanations to accompany your solutions to all
problems in this section. Even if an answer is correct, you will receive
NO marks unless it is appropriately justified. Show all your work, and if
you need extra space, then use the back of the facing page.

[10 marks] 1. (a) Show that the following differential equation is not exact:

dx
sin y − 2ye−x sin x + cos y + 2e−x cos x = 0.
dy

(b) Multiply the ODE from 1a by the function ex , and show that the resulting equation is
exact.
(c) Solve the equation, assuming that y = π when x = 0.

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[10 marks] 2. (a) Find values of the constants a and b such that x−1/2 is an integrating factor for the
following ODE:

axb y ′ + y = cos x

(b) For the values of a and b from part (a), find the solution y(x) of this equation as an
integral, but don’t try to evaluate the integral!
(c) Circle the plot below which best represents the direction field plot of y(x). Explain your
choice.

1.0 1.0 1.0

0.5 0.5 0.5

0.0 0.0 0.0

0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
x x x
−0.5 −0.5 −0.5
y(x) y(x) y(x)

−1.0 −1.0 −1.0

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[12 marks] 3. You are given the following ODE:

t2 y ′′ − 2y = 0.

(a) Verify that y1 (t) = t2 is a solution to this equation.

(b) Use y1 (t) to find a second solution to the problem (Hint: Use D’Alembert’s trick, and
substitute y(t) = y1 (t)u(t)). Show that your two solutions form a fundamental set.
(c) Use the method of variation of parameters to find the general solution to the following
nonhomogeneous problem:

t2 y ′′ − 2y = 3t2 − 1.

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[6 marks] 4. (a) State the existence–uniqueness theorem for a general second order linear initial value
problem.
(b) Use the theorem to justify whether or not the following problem has a unique solution:

d2 y t dy
t 2
+ − et y = ln t,
dt 4 − t2 dt
y(1/4) = −40, y ′(1/4) = 1,

and indicate the largest possible interval on which the solution exists.

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[6 marks] 5. Write a paragraph to explain the term “resonance” in the context of periodically forced
ODEs, and illustrate using a specific physical example.

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[14 marks] 6. (a) Solve the following linear ODE using the method of undetermined coefficients:

y ′′ + 3y ′ + 2y = 1 − 4e−t ,
y(0) = 2, y ′ (0) = −1

(b) Solve the same ODE using the method of Laplace transforms, and verify that your two
answers are the same.

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Math 310 – Final Exam Page 10 of 15

[10 marks] 7. Consider the following linear system of ODE’s:

 
d~x  −1 2 
=  ~x.
dt
α −1

(a) For what values of α is the equilibrium point (0, 0) a stable node?
(b) For the specific value of α = 81 , determine the general solution by finding the eigenval-
ues and eigenvectors of the matrix. Draw a plot of the phase plane, showing several
representative solution trajectories.

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[10 marks] 8. Consider the following nonlinear system of differential equations:

x′ = 1 − x − 3xy
y ′ = −y + 3xy

This system is actually a mathematical model for a laser, where y is proportional to the
number of photons emitted by the laser, and x is proportional to the number of atoms
excited by the photons.

(a) Find and classify all equilibrium points for this system.
(b) Draw a sketch of the phase plane, taking care to indicate the behaviour of solution
curves near each equilibrium point, and the direction of the trajectories for increasing
time.
(c) What can you say about the long–time behaviour (as t → ∞) of the solution (x(t), y(t))
for any initial values (xo , yo ) with xo , yo ≥ 0? What does this mean for the output (in
photons) of the laser?

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[10 marks] 9. Answer ONE of the following two questions – EITHER 9A OR 9B, but not both.

9A. A 9–volt battery is hooked up to an appliance

v(t)
that behaves as an LC (inductor–capacitor) series
circuit. The charge on the capacitor in coulombs,
9
q(t), obeys the following differential equation

d2 q q
L + = v(t),
dt2 C
where L = 1 henry, and C = 0.25 farads. The t
0 10 20
function v(t) is the voltage supplied by the bat-
time (hours)
tery, and initially q(0) = q ′ (0) = 0.
Unfortunately, this is not an Energizer brand battery (which we all know keeps going,
and going, and going, . . . ), but rather a cheap brand that begins to wear out shortly
after it goes into use. A graph of the voltage supplied by the battery is given above,
with time t measured in hours.
First, express the voltage applied by the battery in terms of Heaviside step functions,
and then solve the resulting initial value problem for the charge q(t) as a function of
time. Interpret the results physically.
9B. Solve the following ordinary differential equation by means of a power series about the
point x0 = 0:

y ′′ − xy ′ − 2y = 0.

Express each of the two linearly independent solutions as an infinite series. Write
down the first four non-zero terms in each solution, and give an explicit formula for the
coefficients an in terms of n. Finally, find the particular solution that satisfies the initial
conditions y(0) = 5, y ′(0) = −1.

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Math 310 – Final Exam Page 15 of 15

Useful Formulas

Laplace transform properties:

Z ∞
Definition: L {f (t)} = F (s) = e−st f (t) dt
0

Linearity: L {c1 f (t) + c2 g(t)} = c1 F (s) + c2 G(s)

Derivatives: L {f ′ (t)} = sF (s) − f (0)

L {f ′′ (t)} = s2 F (s) − sf (0) − f ′ (0)


L f (n) (t) = sn F (s) − sn−1 f (0) − · · · − sf (n−2) (0) − f (n−1) (0)

Heaviside: L {uc (t)f (t − c)} = e−cs F (s)

Shift rule: L {eat f (t)} = F (s − a)

s-derivative: L {tn f (t)} = (−1)n F (n) (s)

Common Laplace transforms:

f (t) F (s) f (t) F (s)

1
0 0 t
s2
1 n!
1 tn , n≥0
s sn+1
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1 s−a
 eat eat cos(bt)
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s−a (s − a)2 + b2
s b
cosh(bt) eat sin(bt)
s − b2
2 (s − a)2 + b2
b n!
sinh(bt) eat tn , n≥0
s2 − b2 (s − a)n+1
s e−cs
cos(bt) uc (t)
s + b2
2 s
b
sin(bt)
s + b2
2

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