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Math 202- Elements of Differential Equations Major Exam II- Semester 102 (2010-2011) King Fahd University of Petroleum and Minerals Department of Mathematics and Statistics Duration: 2h Instructors Solution Key All Sections Problem Mark Total 1 16 2 14 3 14 4 14 5 14 6 16 Total 88 1 Exercise 1 (16 points) a.) Find A, B and C such that y = Ax2 + Bx + C is a solution to the differential equation y 00 + 4y 0 − y = −x2 + 1. b.) Find D and E such that y = (Dx + E)e−x is a solution to the differential equation y 00 + 4y 0 − y = xe−x − e−x . c.) Find a particular to the following differential equation y 00 + 4y 0 − y = −x2 + 1 + xe−x − e−x . Solution a)y = Ax2 + Bx + C, y 0 = 2Ax + B, y 00 = 2A. ⇒ 1 point Then y 00 + 4y 0 − y = 2A + 4(2Ax + B) − (Ax2 + Bx + C) = −Ax2 + (8A − B)x + 2A + 4B − C . = −x2 + 1. ⇒ 2 points = −1 −A 8A − B = 0 Thus A = 1, B = 8 and C = 33. By identification we have 2A + 4B − C = 1 ⇒ 3 points 1.5 points if the system is correct but A, B and C are wrong. The maximum number of points here is 6. b) y = (Dx + E)e−x , y 0 = (−Dx − E + D)e−x , y 00 = (Dx + E − 2D)e−x . ⇒ 2 points Then y 00 + 4y 0 − y = (Dx + E − 2D + 4(−Dx − E + D) − (Dx + E))e−x ⇒ 2 points = (−4Dx − 4E + 2D)e−x . By identification we have −4D = 1 and 2D − 4E = −1. Thus D = − 41 and E = 81 . ⇒ 2 points The maximum number of points here is 6. c) From a) and b) we deduce that yp = x2 + 8x + 33 − 14 xe−x + 81 e−x . ⇒ 2 points for each part. Give 4 points if the student solves the equation without using a) and b) and gets the correct answer. The maximum number of points here is 4. 2 Exercise 2 (14 points) a) Verify that y1 = x is a solution of (1 + x2 )y 00 − 2xy 0 + 2y = 0. b) Find the general solution of the differential equation. Solution a) y1 = x, y10 = 1, y100 = 0. (1 + x2 )y100 − 2xy10 + 2y1 = −2x + 2x = 0. Give 0 or 4 for this question; No partial credit if the students did not get the correct answer. The maximum number of points here is 4. b) We first write the differential equation in its standard form y 00 − 2x y0 1+x2 + 2 y 1+x2 = 0. ⇒ 2 points Let y2 be the second solution, then R − R P (x)dx y2 = y1 e y2 dx ⇒ 2 points 1 R y2 = x R e 2x dx 1+x2 x2 dx = x R eln(1+x x2 2) dx = x R 1+x2 dx x2 ⇒ 2 points (1+1 for the two last steps, 0 if the student did not integrate.) R Thus y2 = x (1 + x12 )dx = x(x − x1 ) = x2 − 1. ⇒ 2 points (Penalize (-1) just in one place if the student writes y2 = x2 + 1.) The general solution is y = c1 y1 + c2 y2 = c1 x + c2 (x2 − 1), ⇒ 2 points with c arbitrary constants. If the student did not use the standard form: Give 2 points if he wrote the correct formula for y2 and add 1 point if he wrote the form of the general solution correctly. The maximum number of points here is 10. 3 Exercise 3 (14 points) What is the general solution of (D2 − 4)(D − 2)2 (8D2 + 4D + 1)y = 0 Solution First Approach: (D2 − 4) = (D + 2)(D − 2) Thus e2x and e−2x are solutions. ⇒ 3 points Since e2x was already found, (D − 2)2 suggests that xe2x and x2 e2x are solutions. ⇒ 4 points For 8D2 + 4D + 1 the roots of the auxiliary equation are − 14 ± 41 i. ⇒ 3 points x x Hence e− 4 cos( x4 ) and e− 4 sin( x4 ) are solutions. ⇒ 1 point The general solution is x x y = c1 e−2x + c2 e2x + c3 xe2x + c4 x2 e2x + c5 e− 4 cos( x4 ) + c6 e− 4 sin( x4 ), ⇒ 3 points with c arbitrary constants. The maximum number of points here is 14. Second Approach: The auxiliary equation is: (m2 − 4)(m − 2)2 (8m2 + 4m + 1) = 0 ⇒ 2 points The roots are −2, 2 repeated 3 times and − 41 ± 14 i ⇒ 3 points, subtract 1 point if the student did not give the conjugate complex root. x x The solutions are e−2x , e2x , xe2x , x2 e2x , e− 4 cos( x4 ) and e− 4 sin( x4 ). ⇒ 6 points, 1 point for each solution. The general solution is x x y = c1 e−2x + c2 e2x + c3 xe2x + c4 x2 e2x + c5 e− 4 cos( x4 ) + c6 e− 4 sin( x4 ), ⇒ 3 points with c arbitrary constants. The maximum number of points here is 14. Third Approach: If the student gives directly the general solution without details: give full mark if the answer is correct OR follow the point distribution for each solution if the answer is not correct. 4 Exercise 4 (14 points) Determine the form of a general solution for y 000 − 2y 00 = 5x − x3 e2x + x2 e−x sin(2x) (Do not find the constants values.) Solution The differential equation could be written: D2 (D − 2)y = 5x − x3 e2x + x2 e−x sin(2x). Thus yc (x) = a + bx + ce2x , a, b and c are arbitrary constants. ⇒ 3 points The annihilators of the right hand side are: 5x ⇒ D2 . ⇒ 1 point x3 e2x ⇒ (D − 2)4 .⇒ 2 points x2 e−x sin(2x) ⇒ (D2 + 2D + 5)3 . ⇒ 3 points Thus (D2 + 2D + 5)3 D3 (D − 2)5 y = 0. A particular solution would have the form: yp (x) = c1 x2 + c2 x3 + c3 xe2x + c4 x2 e2x + c5 x3 e2x + c6 x4 e2x + ⇒ 4 points c7 e−x cos(2x) + c8 e−x sin(2x) + c9 xe−x cos(2x) + c10 xe−x sin(2x)+ c11 x2 e−x cos(2x) + c12 x2 e−x sin(2x). Thus the general solution could be written y(x) = a + bx + ce2x + c1 x 2 + c2 x 3 + c3 xe2x + c4 x2 e2x + c5 x3 e2x + c6 x4 e2x + c7 e−x cos(2x) + c8 e−x sin(2x) + c9 xe−x cos(2x) + c10 xe−x sin(2x)+ c11 x2 e−x cos(2x) + c12 x2 e−x sin(2x). ⇒ 1 point (also give this 1 point if the students just writes y = yc + yp ). The maximum number of points here is 14. 5 Exercise 5 (14 points) Find a particular solution of the differential equation: 4y 00 + 16y = csc 2x. Solution We first write the standard form y 00 + 4y = 14 csc 2x. ⇒ 1 point The auxiliary equation of the homogeneous equation is m2 + 4 = 0. ⇒ 1 point Thus yc (x) = c1 cos(2x) + c2 sin(2x), ⇒ 2 point with c arbitrary constants. We use the variation of parameters method to find yp . cos(2x) sin(2x) = 2 6= 0. ⇒ 2 points w = −2sin(2x) 2cos(2x) Let yp = u1 y1 + u2 y2 , then 0 sin(2x) 1 0 u1 = 2 1 csc(2x) 2cos(2x) 4 1 = (−sin(2x)csx(2x)) = − 1 . 8 8 ⇒ 2 points, (1 point for w1 and 1 point for u01 ). And cos(2x) u02 = 21 −2sin(2x) 1 0 = (cos(2x)csc(2x)) = 1 8 csc(2x) 4 1 cos(2x) . 8 sin(2x) ⇒ 2 points, (1 point for w2 and 1 point for u02 ). Integrating u01 and u02 yields: u1 = − 81 x ⇒ 1 point and u2 = 1 16 ln |sin(2x)|. ⇒ 2 points Hence yp (x) = − 18 xcos(2x) + 1 sin(2x) ln |sin(2x)|. 16 ⇒ 1 point If the student did not write the standard form: Penalize 3 points; ⇒ 1 point for the standard form, 1 point for w1 and 1 point w2 . The maximum number of points here is 14. 6 Exercise 6 (16 points) a) Solve the Cauchy-Euler differential equation: x2 y 00 − xy 0 + 2y = 0, x ∈ (0, ∞). b) Convert the following equation to a Non-Homogeneous linear differential equation with constant coefficients x2 y 00 − 2xy 0 + 2y = ln(x), x ∈ (0, ∞). (Do not solve the differential equation.) Solution a) Let y(x) = xm , y 0 (x) = mxm−1 and y 00 = m(m − 1)xm−2 . The auxiliary equation is m2 − 2m + 2 = 0. ⇒ 4 points Thus ∆ = −4 and m = 1 ± i. ⇒ 2 points Hence y(x) = c1 xcos(ln x) + c2 xsin(ln x), ⇒ 2 points with c arbitrary constants. The maximum number of points here is 8. b) To convert the equation to a Non-Homogeneous linear differential equation with constant coefficients we assume that x = et or t = ln x. ⇒ 1 point It follows that dy dx = And dy dt dt dx d2 y dx2 = = 1 dy . x dt 1 d x dx ⇒ 2 points dy dy + dt − x12 = dt 1 x2 d2 y dt2 − dy dt . ⇒ 3 points Substitution yields 2 − 2x x1 dy + 2y = t. x2 x12 ddt2y − dy dt dt ⇒ d2 y dt2 − 3 dy + 2y = t, t ∈ (−∞, ∞). ⇒ 2 points dt Subtract 0.5 point if the student did not write the interval of t. The maximum number of points here is 8. 7