Sample Solutions of Assignment 2 for MATH3270A: 2.1-2.8 Note: Any problems about the sample solutions, please email Mr.Xiao Yao a math.cuhk.edu.hk) directly. (yxiao September,2013 1. A mass of 0.5kg is dropped from rest offering a resistance of 0.1|v|, where v is measured in m/sec. (a) If the mass is dropped from a height of 6m, find its velocity when it hits the ground. (b) If the mass is to attain a velocity of no more than 5m/sec, find the maximum height from which it can be dropped. (c) Suppose that the resistance force is k|v|, where v is measured in m/sec and k is a constant. If the mass is dropped from a height of 30m and must hit the ground with a velocity of no more that 10m/sec, determine the coeffcient of the resistance k that is required. Answer: Denote the mass m, the height of the mass x(t),the velocity v = x0 , the resistance force k|v|, , the initial height h, then, x0 (0) = 0, x(0) = h. By Newton’s 2nd Law, we have 00 = −mg − kx0 mx x0 (0) = 0 x(0) = h 1 2 Hence x00 + ⇒ ⇒ ⇒ ⇒ ⇒ k 0 x = −g m k k t t k e m (x00 + x0 ) = −ge m m k k t t 0 0 (e m x ) = −ge m k k t t m e m x0 = − g(e m − 1) k k t − mg 0 x =− (1 − e m ) k k mg m − t x=h− (t + (e m − 1)) k k Here g ' 9.8m/s2 . mg (t + (a). From h = 6, when it hits the ground,x = 0, i.e. k k m − t mg (e m − 1)) = 6, we have t ' 1.1489s.Then v = x0 = − (1 − k k k − t e m ) = −10.0593m/s. (b). ⇒ |x0 | ≤ 5 k − t mg (1 − e m ) ≤ 5 k t ≤ 0.53815s ⇒ h ≤ 1.3695m ⇒ 3 (c). According to the problem, k mg m − t x = h− (t + (e m − 1)) k k k − t mg 0 m) v = x = − (1 − e k x = 0 h = 30 v = −10 which gives t = 3.9523s and k = 0.239438Kg/s. Hence the coefficient of the resistance k must be 0.239438Kg/s. 2. State the region in the ty-plane where the (existence and uniqueness) hypotheses of Theorem 2.4.2 are satisfied. dy log|ty| dy 1 + t2 (a) = (b) = dt 1 − t2 + y 2 dt 3y − y 2 Answer: log |ty| 1 (a). By direct computing, f (t, y) = , ∂y f (t, y) = − 2 2 1−t +y y(1 − t2 + y 2 ) 2y log |ty| . Hence the region of ty-plan where f (t, y), ∂y f (t, y) are (1 − t2 + y 2 )2 both continuous is {(t, y)|t 6= 0, y 6= 0, t2 − y 2 6= 1}. 1 + t2 2y − 3 (b). Here f (t, y) = , ∂y f (t, y) = (1 + t2 ) . So 2 3y − y (y − 3)2 y 2 the region of ty-plan where f (t, y), ∂y f (t, y) are both continuous is {(t, y)|y 6= 0, y 6= 3}. 3. Solve the following ODE and state the Interval of Existence in terms of y0 t2 , y(1 + t2 ) Answer: (a). By separation variable method, we have (a)y 0 = 2ty 2 , y(0) = y0 ⇒ ⇒ (b)y 0 = dy = 2tdt y2 1 1 − + = t2 y y0 y0 y= 1 − t2 y0 y(0) = y0 4 So the Interval of Existence is (−∞, +∞) when y0 ≤ 0, the Interval of 1 1 Existence is (− √ , √ ) when y0 > 0. y0 y0 (b). By separation variable method, we have t2 dt 1 + t2 y 2 − y02 = 2(t − arctan t) p y = sign(y0 ) 2(t − arctan t) + y02 ydy = ⇒ ⇒ Denote t∗ the only root of equation t−arctan t = − of Existence is (t∗ , +∞). y02 ,then the Interval 2 4. Show that ( (t − C)2 y(t) = 0 for t ≥ C ≥ 0 for t ≤ C 1 satisfies y 0 = 2y 2 , y(0) = 0 for any constant C ≥ 0. So we don’t have uniqueness, why? Answer: By direct computing, 2(t − C) for t ≥ C ≥ 0 0 y (t) = 0 for t ≤ C and 1 (t − C) for t ≥ C ≥ 0 y 2 (t) = 0 for t ≤ C 1 We have y (t) = 2y 2 , y(0) = 0. On the Other hand, y(t) ≡ 0 is 1 another solution. So we don’t have uniqueness. Let f (t, y) = 2y 2 , it 0 is easy to check that f (t, y) is not local Lipschitz continuous in any neighbourhood of y = 0 respect to y, so we have no uniqueness. 5. Solve the following initial value problem and state the Interval of Existence y 0 = 2y − y 2 , y(0) = 1 5 Answer: By separate variable method, y 0 = 2y − y 2 dy ⇒ = dt 2y − y 2 dy dy + = 2dt ⇒ y 2−y y ⇒ ln = 2t 2−y y = e2t ⇒ 2−y 2e2t 2 ⇒ y = 2t = e +1 1 + e−2t So the Interval of Existence is (−∞, ∞). 6. In the following problems, sketch the graph of f (y) versus y, determine the critical points and classify each one as asymptotically stable or unstable Answer: 6 1.5 1 0.5 -1 1 2 3 -0.5 -1 -1.5 Figure 1. for problem 6 f (y) = y(y − 1)(y − 2) 2.5 2 1.5 1 0.5 -1 -0.5 0.5 1 1.5 2 Figure 2. for problem 6 f (y) = (y − 1)(ey − 1); (a). From the figure of f (y) = y(y − 1)(y − 2), there are 3 critical points y = 0, y = 1, y = 2 and y = 1 is stable, y = 0, y = 2 are unstable. (b).From the figure of f (y) = (y − 1)(ey − 1), there are 2 critical points y = 0, y = 1 and y = 0 is stable, y = 1 are unstable. 7 7. Consider the following bifurcation equation dy = x − x3 dt Show that for < 0, there exists only one critical point which is asymptotically stable; while for > 0, there are three critical points, of which one is unstable and the other two are stable. Answer: (a).If < 0, then x − x3 = −x(x2 + ||) = 0 has only one root,so there exist only one critical point x = 0. Since x > 0, x − x3 < 0 and x < 0, x − x3 > 0, the critical point x = 0 is stable. √ √ (b). If > 0, then x − x3 = −x(x − )(x − ) = 0 has 3 root,so √ √ there exist 3 critical points − , 0, . √ √ Since x < − , x − x3 > 0 and − < x < 0, x − x3 < 0, the critical √ point x = − is stable. √ √ Since − < x < 0, x − x3 < 0 and 0 < x < , x − x3 > 0, the critical point x = 0 is unstable. √ √ Since x > , x − x3 < 0 and 0 < x < , x − x3 > 0, the critical √ point x = is stable. √ i.e. the critical point x = 0 is unstable and the critical points x = ± is stable. 8. Solve the following Chemical Reactions equations dx = α(p − x)(q − x), dt x(0) = x0 Answer: By separate variable method, dx = αdt (p − x)(q − x) 8 Case 1: p = q ⇒ ⇒ dx = αdt (x − p)2 1 1 − = αdt x0 − p x − p x0 − p x=p+ α(x0 − p)t + 1 Case 2: p 6= q ⇒ ⇒ ⇒ ⇒ dx = αdt (p − x)(q − x) 1 1 − = (p − q)αdt x−p x−q x − p x0 − q ln( ) = (p − q)αt ∗ x − q x0 − p x−p x0 − p (p−q)αt = e x−q x0 − q qαe(p−q)αt (p − x0 ) − p(q − x0 ) x= αe(p−q)αt (p − x0 ) − (q − x0 ) Problem 1 on page 40 Answer: 1.By the graphics of direction field,the solutions will go to infinity for large t. Multiply e4t on both sides of the ODE. e4t y 0 + 4e4t y = te4t + e2t ⇒ (e4t y)0 ⇒ e4t y ⇒ y = te4t + e2t 1 1 1 = e2t + te4t − e4t + C 2 4 16 1 −2t 1 1 = e + t− + Ce−4t . 2 4 16 Thus by the general solution, y → ∞ when t → ∞. 9 y ’ = − 4 y + t + exp( − 2 t) 4 3 y 2 1 0 −1 −2 −2 0 2 4 t 6 8 10 Figure 3. for problem 1 on page 40 y 0 + 4y = t + 2e−2t 3.By the graphics of direction field, the solutions will go to 2 for large t. Mulitply et on both sides of the ODE: et y 0 + et y = t + 2et ⇒ (et y)0 ⇒ et y ⇒ y = t + 2et 1 = t2 + 2et + C 2 1 2 −t = t e + 2 + Ce−t . 2 Thus by the general solution, y → 2 when t → ∞. 10 y ’ = − y + 2 + t exp( − t) 4 3 y 2 1 0 −1 −2 −2 0 2 4 t 6 8 10 Figure 4. for problem 3 on page 40 y 0 + y = 2 + te−t 5.By the graphics of the direction field, the solutions will go to +∞ for large t if the initial value if large enough,while −∞ otherwise. Multiply x−et on both sides of the ODE: e−3t y 0 − 3e−3t y = 4e−2t (e−3t y)0 = 4e−2t ⇒ ⇒ e−3t y − e−3t0 y(t0 ) = −2e−2t + 2e−2t0 ⇒ y = −2et + (e−3t0 y(t0 ) + 2e−2t0 )e3t Thus by the general solution,y → ∞ if y(t0 ) > −2et0 ,y → −∞ if y(t0 ) ≤ −2et0 Problem 13 on page 40 11 y ’ = 3 y + 4 exp(t) 2 1.5 1 y 0.5 0 −0.5 −1 −1.5 −2 −5 −4 −3 −2 −1 t 0 1 2 Figure 5. for problem 5 on page 40 y 0 − 3y = 4et Answer: Multiply e−t on both sides: e−t y 0 − ye−t = 4tet ⇒ (e−t y)0 ⇒ e−t y − 1 ⇒ y Problem 20 on page 40 Answer: = 4tet = 4tet − 4et + 4 = 4te2t − 4e2t + 5et 3 12 Multiply et on both sides tet y 0 + (t + 1)et y = tet = tet ⇒ (tet y)0 ⇒ tet y − 2 ln 2 ⇒ y = tet − 2 ln 2 − et + 2 1 2 =1− + t t te Problem 31 on page 41 Answer: Multiply e−2t on both sides: (e−2t y)0 ⇒ e−2t y − y0 ⇒ y = 3te−2t + 2e−t 3 11 3 − 2e−t = − te−2t − e−2t + 2 4 4 3 3 11 = − t − − 2et + ( + y0 )e2t 2 4 4 11 The critical value is y0 = − ; 4 11 When y0 = − ,y → −∞ as t → ∞. 4 Problem 39 on page 42 Answer: Z A (t) = t e exp( −4dt) = t2 0 2 4t 1 A(t) = t3 + C 3 1 3 4t y = t e + Ce4t 3 13 Problem 41 on page 41 Answer: Z 2 2 A (t) = sin texp( dt) = 2t sin t t t A(t) = −2t cos t + 2 sin t + C 0 = (C − 2t cos t + 2 sin t)/t2 y Problem 25 on page 49 Answer: (3 + 2y)dy = 2 cos 2xdx 3y + y 2 + 2 = sin 2x Along with the intial value y= When x = kπ + −3 + √ 1 + 4 sin 2x 2 π , k ∈ Z, y attains its maximum. 4 Problem 27 on page 49 Answer: dy t = dt y(4 − y) 3 1 y 1 y0 1 2 ln | | − ln | | = t 4 4−y 4 4 − y0 6 14 Along with the intial condition: y =4− 4 (2/3)t2 e y0 4−y0 +1 (a) If y0 < 0,y → −∞ rapidly as t increases; If y0 > 0,y → 4 as t increases; If y0 = 0,y = 0. (b) 4 y = 4− 2 2 4 + e3t p T = 1.5 ln(199 × 7) ∼ = 3.29527 Problem3 on page 76 Answer: π π , 2kπ + ), sin t continous on the real 2 2 line, so the max interval including the initial point where the soulution 3 5 exist is ( π, π). 2 2 tan t continuous on (2kπ − Problem 5 on page 76 Answer: Consider the max interval including 1 where 2t 3t2 and are 16 − t2 16 − t2 continuous.i.e. (−4, 4). Problem 7 on page 76 Answer: f (t, y) continuous on R2 \{(t, y) : 2t + 5y = 0}; 15 ∂f ∂y continuous on R2 \{(t, y) : 2t + 5y = 0}; Hence the region is R2 \{(t, y) : 2t + 5y = 0} Problem 10 on page 76 Answer: Everywhere. Prohlem 15 on page 76 Answer: If y0 = 0, y ≡ 0,otherwise: dy = −dt y5 1 1 1 − ( 4 − ) = −t 4 y y0 y = y0 (1 + y0 4 t)1/4 Thus the interval is {t > − y10 4 } Problem 22 on page 77 Answer: (a)Trival. (b)Since the RHS of the ODE is not continuous on the whole t − y plane. (c) y0 =c −t + |t + 2c| RHS = = 2 (t ≥ −2) 2 Hence y 0 = RHS. There is no constant c s.t. y become a second order linear function of t. Problem 23 on page 77 (a) Show that φ(t) = exp3t is a solution of y 0 −3y = 0 and that y = cφ(t) 16 is also a solution of this equation for any value of the constant c. (b)show that φ(t) = 1/t is a solution of y 0 + y 2 = 0 for t > 0 but that y = cφ(t) is not a solution of this equation unless c = 0 or c = 1. Answer: (a) Let y = exp3t , then y 0 = 2 exp2t , thus y 0 − 3y = 0. Let y = cφ(t) = c exp3t =⇒ y 0 − 2y = 0 thus y = cφ(t) is also a solution of this equation. (b) Let y = φ(t) = 1/t, then y 0 = − t12 , and y 0 + y 2 = 0. Let y = cφ(t) = c/t, then y 0 = − tc2 . If we want y 0 + y 2 = − tc2 + c2 t2 to hold, then c = 0 or c = 1. Problem 24 on page 77 Answer: Suppse φ0 (t) + p(t)φ(t) = 0,then cφ0 (t) + cp(t)φ(t) = 0 for arbitrary constant c. Problem 25 on page 77 Answer: (y1 (t)+y2 (t))0 +p(t)(y1 (t)+y2 (t)) = (y10 (t)+p(t)y1 (t)+(y20 (t)+p(t)y2 (t)) = 0+g(t) = g(t) Hence y1 (t) + y2 (t) is a solution of Eq.(ii). Problem 26 on page 77 Answer: (a) For y 0 + p(t)y = g(t) y(0) = y0 the solution is Z t 1 y(t) = [ µ(s)g(s)ds + c]. µ(t) t0 1 1 Rt Hence y1 (t) = , y2 = µ(s)g(s)ds. µ(t) µ(t) t0 1 µ(t)0 (b) Since y1 (t) = , then y10 (t) = − . µ(t) µ(t)2 17 From µ(t)0 = µ(t)p(t), we get y10 + p(t)y1 = (c) From y2 = −µ(t)0 + µ(t)p(t) = 0. µ(t)2 1 Rt µ(s)g(s)ds, we obtain that µ(t) t0 Z p(t) t 0 y2 = g(t) − µ(s)g(s)ds. µ(t) t0 Then we get that y20 + p(t)y2 = g(t). Problem 27 on page 77 Answer: (a)n = 0 y 0 + p(t)y = q(t) R e p(t)dt y+e R p(t)dt (e R p(t)y = q(t)e R p(t)dt R y)0 = q(t)e p(t)dt Z R R p(t)dt e y = q(t)e p(t)dt + C Z R R R − p(t)dt y = e q(t)e p(t)dt + Ce− p(t)dt p(t)dt n=1 y 0 + (p(t) − q(t))y = 0 R (e (p(t)−q(t))dt R e y)0 = 0 (p(t)−q(t))dt y = C R y = Ce (q(t)−p(t))dt 18 (b) Multiply y −n on both sides: y −n y 0 + p(t)y 1−n = q(t) 1 v 0 + p(t)v = q(t) 1−n Problem 29 on page 78 Answer: n = 2,let v = y −1 ,Then: −v 0 − rv = −k (ert v)0 = kert k v = + Ce−rt r r y = k + Cre−rt Problem 2 on page 88 Answer: Since f (y) = ay + by 2 , the critical points are f (y) = 0. a Then we get y = 0 or y = − From the graph, we can see that b a y = 0 is stable; y = − is unstable. b Problem 4 on page 88 Answer: Since f (y) = y(y − 2)(y − 4), the critical points are f (y) = 0. Then we get y = 0 or y = 2 or y = 4 From the graph, we can see that y = 0 and y = 4 are unstable; y = 2 is stable. Problem 6 on page 88 Answer: Since f (y) = −4(arctan y)/(1 + y 2 ), the critical point is f (y) = 0. Then we get y = 0 or y = − y = 0 is unstable; a From the graph, we can see that b 19 Problem 8 on page 89 Answer: Since f (y) = −k(y − 2)2 ,the critical point is f (y) = 0. Then we get y = 2. From the graph,we can see that y = 2 is semistable. Problem 12 on page 89 Answer: Since f (y) = y 2 (9 − y 2 ), the critical points are f (y) = 0. Then we get y = 0 or y = ±3. From the graph, we can see that y = 0, semi-stable; y = 3, asymptotically stable; y = −3, unstable. Problem 14 on page89 Answer: Since f (y1 ) = 0, if f 0 (y1 ) < 0, then for sufficiently small , for dy > 0; for 0 < y − y1 < =⇒ − < y − y1 < 0 =⇒ f (y) > 0 =⇒ dt dy f (y) < 0 =⇒ < 0. dt Then we obtain that φ(t) = y1 is asymptotically stable if f 0 (y1 ) < 0. Use the same method, we can get that if f 0 (y1 ) > 0, then φ(t) = y1 is unstable. Problem 16 on page 90 K ,critical points are f (y) = 0.Then y the critical points are y = 0,y = K.From the graph,y = 0 is unstable,y = Answer: (a)Since f (y) = ry ln K is stable. (b) f 0 (y) = r(ln K − 1) y 20 Thus y concave up in (0, K K ),concave down in ( , e) e e (c)Suppose not,then: K 1 < ry(1 − y) y K 1 K y < 1 − ln K y y y < K ln(e ) < K K ry ln Since when y is in (0, K],y will finally approach K for large t.Thus contradiction. Answer: Problem 1 on page 101 My = 0 = Nx ,hence it’s exact; d(2x2 + 3x + 3y 2 − y) = 0 2x2 + 3x + 3y 2 − y = C Problem 4 on page 101 Answer: My = 8xy + 4 = Nx hence it’s exact. d(2x2 y 2 + 4xy) = 0 2x2 y 2 + 4xy = C Problem 11 on page 101 x y Answer: My = + x, Nx = + y,My 6= Nx ,hence it’s not exact. y x Problem 19 on page 101 Answer: My = 6x2 y 2 ,Nx = 1 + y 2 ,My 6= Nx ,hence it’s not exact. 21 (M µ)y = 0 = (N µ)x ,hence it’s exac now. 2xdx + 1 + y2 dy = 0 y3 1 1 + ln |y|) = 0 2 y2 1 1 x2 − + ln |y| = C 2 y2 d(x2 − Problem 22 on page 101 Answer: My = (x + 2) cos y,Nx = cos y,My 6= Nx so it’s not exact. (M µ)y = xex (x + 2) cos y = (N µ)x ,hence it’s exact now. d(sin yx2 ex ) = 0 x2 ex sin y = C Problem 24 on page 101 Answer: M µ(xy)dx + N µ(xy)dy = 0 (M µ(xy))y = My µ(xy) + xM µ0 (N µ(xy))x = Nx µ(xy) + yN µ0 (Nx − My )µ(xy) + (yN − xM )µ0 = (xM − yN )µ(xy)R(xy) + (yN − xM )µ0 = (xM − yN )(µ(xy)R(xy) − µ0 ) = 0 µ0 = µR(xy) µ = eR(xy) 22 Problem 27 on page 101 Answer: Multiply y on both sides: ydx + (x − y cos y)dy = 0 d(xy − y sin y − cos y) = 0 xy − y sin y − cos y = C Problem 2 on page120: dy/dt = 2t2 + y 2 , y(1) = 2 Answer: Set y1 (t) = y(t + 1) − 2, then y(t) = y1 (t − 1) + 2. We obtain, dy1 (t − 1) = 2t2 + (y1 (t − 1) + 2)2 dt =⇒ dy1 /dt = 2(t + 1)2 + (y1 (t) + 2)2 So the given problem are equivalent to the new problem: dy/dt = 2(t + 1)2 + (y + 2)2 , y(0) = 0 Problem 7 on page120 Let φ0 (t) = 0 and use the method of successive approximations to solve the given initial value problem. (a) Determine φn (t) for an arbitrary value of n. (b) Plot φn (t) for n = 1, · · ·, 4. Observe whether the iterates appear to be converging. 0 y = ty + 1, y(0) = 0 Answer: If y = φ(t), then the corresponding integral equation is Z φ(t) = t (sφ(s) + 1)ds 0 23 If the initial approximation is φ0 (t) = 0, then Z t φ1 (t) = 1ds = t 0 Z t 1 3 φ2 (t) = (s2 + 1)ds = t +t 1·3 0 Z t 1 t5 t3 (s( s3 + s) + 1)ds = + +t φ3 (t) = 3 1·3·5 1·3 0 Z t n X t2k−1 (sφn−1 (s) + 1)ds = φn (t) = 1 · 3 · 5 · · · (2k − 1) 0 k=1 By D’Alembert’s criterion,the series converges. Problem 9 on page 120 Let φ0 (t) = 0 and use the method of successive approximations to solve the given initial value problem. (a) Calculate φ1 (t), · · · , φ3 (t). (b) Plot φ1 (t), · · · , φ3 (t), and observe whether the iterates appear to be converging. y 0 = 2t2 + y 2 , y(0) = 0. Rt Answer: Since φ(t) = 0 (2s2 + φ(s)2 )ds, then Z t 2 φ1 (t) = (2s2 )ds = t3 , 3 0 Z t 4 2 4 7 φ2 (t) = (2s2 + s6 )ds = t3 + t, 9 3 9·7 0 Z t 2 4 7 2 2 4 7 16 16 φ3 (t) = (2s2 +( s3 + s ) )ds = t3 + t+ t11 + t15 . 2 · 15 3 9 · 7 3 9 · 7 3 · 7 · 9 · 11 (7 · 9) 0 Problem 19 on page 120 In this problem, we deal with the question of uniqueness of the solution of the integral equation (3), Z φ(t) = t f (s, φ(s))ds 0 24 (a) suppose that φ and ψ are two solutions of Eq.(3). Show that for t ≥ 0, t Z {f (s, φ(s)) − f (s, ψ(s))}ds. φ(t) − ψ(t) = 0 (b) show that Z t |f (s, φ(s)) − f (s, ψ(s))|ds. |φ(t) − ψ(t)| ≤ 0 (c) use the result of problem 15 to show that Z t |φ(t) − ψ(t)| ≤ K |φ(s)) − ψ(s)|ds, 0 ∂f where K is an upper bound for | | in D. Answer: (a) Since φ(t) = Rt R t ∂y f (s, φ(s))ds, and ψ(t) = 0 f (s, ψ(s))ds, then we get 0 Z t {f (s, φ(s)) − f (s, ψ(s))}ds. φ(t) − ψ(t) = 0 (b) Since |φ(t)−ψ(t)| = | Rt 0 (f (s, φ(s))−f (s, ψ(s)))ds| ≤ Rt 0 |f (s, φ(s))− f (s, ψ(s))|ds. ∂f ∂f (c) Since is continuous ⇒ ∃K, such that | | ≤ K. Hence, we can ∂y ∂y show that Z t |φ(s)) − ψ(s)|ds. |φ(t) − ψ(t)| ≤ K 0
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