Exam 3 Sol
Exam 3 Sol
(1) [6] Recast the ordinary differential equation y 0000 − ey y 000 + et y 00 − sin(t + y 0 ) = 0 as a
first-order system of ordinary differential equations.
Solution. The normal form of the equation is
y 0000 = ey y 000 − et y 00 + sin(t + y 0 ) .
Because this equation is fourth order, the first-order system must have dimension at
least four. The simplest such first-order system is
x1 x2 x1 y
d x2 0
x3 , where x2 = y00 .
=
dt x3 x4 x3 y
x4 x1 t
e x4 − e x3 + sin(t + x2 ) x4 y 000
Remark. There should be no y, y 0 , y 00 , or y 000 appearing in the first-order system.
The only place these should appear is in the dictionary on the right that shows their
relationship to the new variables. The first-order system should be expressed solely
in terms of the new variables, which are x1 , x2 , x3 , and x4 in the solution given above.
Any letter except y could have been used for the new variables.
2 t
t e
(2) [10] Consider the vector-valued functions x1 (t) = , x2 (t) = t .
−1 e
(a) [2] Compute the Wronskian Wr[x1 , x2 ](t).
(b) [3] Find C(t) such that x1 , x2 is a fundamental set of solutions to the system
x0 = C(t)x wherever Wr[x1 , x2 ](t) 6= 0.
(c) [2] Give a general solution to the system found in part (b).
(d) [3] Compute the Green matrix associated with the system found in part (b).
Solution (a). The Wronskian is
2
t et
Wr[x1 , x2 ](t) = det = t2 · et − (−1) · et = (t2 + 1)et .
−1 et
Solution (d). By using the fundamental matrix Ψ(t) from part (b) we find that the
Green matrix is
2 2 −1
−1 t et s es
G(t, s) = Ψ(t)Ψ(s) =
−1 et −1 es
2 s
1 t et e −es
= 2
(s + 1)es −1 et 1 s2
2 s
1 t e + et −t2 es + s2 et
= 2 .
(s + 1)es −es + et es + s2 et
Notice that G(s, s) = I.
(5) [8] Two interconnected tanks are filled with brine (salt water). At t = 0 the first tank
contains 17 liters and the second contains 28 liters. Brine with a salt concentration
of 8 grams per liter flows into the first tank at 6 liters per hour. Well-stirred brine
flows from the first tank into the second at 7 liters per hour, from the second into
the first at 5 liters per hour, from the first into a drain at 3 liter per hour, and from
the second into a drain at 4 liters per hour. At t = 0 there are 21 grams of salt in
the first tank and 14 grams in the second.
(a) [6] Give an initial-value problem that governs the amount of salt in each tank
as a function of time.
(b) [2] Give the interval of definition for the solution of this initial-value problem.
Solution (a). Let V1 (t) and V2 (t) be the volumes (lit) of brine in the first and second
tank at time t hours. Let S1 (t) and S2 (t) be the mass (gr) of salt in the first and
second tank at time t hours. Because the mixtures are assumed to be well-stirred,
the salt concentration of the brine in the tanks at time t are C1 (t) = S1 (t)/V1 (t) and
C2 (t) = S2 (t)/V2 (t) respectively. In particular, these are the salt concentrations of
the brine that flows out of these tanks. We have the following picture.
8 gr/lit C1 (t) gr/lit
→ → →
6 lit/hr 7 lit/hr
V1 (t) lit V2 (t) lit
S1 (t) gr S2 (t) gr
C1 (t) gr/lit C2 (t) gr/lit C2 (t) gr/lit
← ← ← →
3 lit/hr 5 lit/hr 4 lit/hr
V1 (0) = 17 lit V2 (0) = 28 lit
S1 (0) = 21 gr S2 (0) = 14 gr
We are asked to write down an initial-value problem that governs S1 (t) and S2 (t).
4
The rates work out so there will be V1 (t) = 17 + t liters of brine in the first tank
and V2 (t) = 28 − 2t liters in the second. Then S1 (t) and S2 (t) are governed by the
initial-value problem
dS1 S2 S1 S1
=8·6+ 5− 7− 3, S1 (0) = 21 ,
dt 28 − 2t 17 + t 17 + t
dS2 S1 S2 S2
= 7− 5− 4, S2 (0) = 14 .
dt 17 + t 28 − 2t 28 − 2t
Your answer could be left in the above form. However, it can be simplified to
dS1 5 10
= 48 + S2 − S1 , S1 (0) = 21 ,
dt 28 − 2t 17 + t
dS2 7 9
= S1 − S2 , S2 (0) = 14 .
dt 17 + t 28 − 2t
Solution (b). This first-order system of differential equations is linear. Its coeffi-
cients are undefined either at t = 14 or t = −17 and are continuous elsewhere. Its
forcing is constant, so is continuous everywhere. Therefore the natural interval of
definition for the solution of this initial-value problem is (−17, 14) because:
• the initial time t = 0 is in (−17, 14);
• all the coefficients and the forcing are continuous over (−17, 14);
• every coefficient of S1 is undefined at t = −17;
• every coefficient of S2 is undefined at t = 14.
However, it could also be argued that the interval of definition for the solution of this
initial-value problem is [0, 14) because the word problem starts at t = 0.
Alternative Solution (b). Given the V and D from part (a), a fundamental matrix
for the system is
1 1 1 1 1 0 0 0 1 et e4t e9t
1 1 −1 −1 0 et 0 0 1 et −e4t −e9t
Ψ(t) = VetD = 1 −1 1 −1 0 0 e4t 0 = 1 −et e4t −e9t .
1 −1 −1 1 0 0 0 e9t 1 −et −e4t e9t
After checking that the determinant of this matrix is zero, we can read off from its
first column that an eigenpair of A is
−1 + i
−5 + i2 , .
1
(Another eigenpair is the complex conjugate of this one, but we will not need it.)
This eigenpair yields the complex-valued eigensolution
(−5+i2)t −1 + i −5t
−1 + i
x(t) = e =e cos(2t) + i sin(2t)
1 1
cos(2t) + i sin(2t) (−1 + i)
= e−5t
cos(2t) + i sin(2t)
−5t − cos(2t) − sin(2t) + i cos(2t) − sin(2t)
=e .
cos(2t) + i sin(2t)
A fundamental set of real-valued solutions can be read off from the real and imaginary
parts of this complex-valued eigensolution as
−5t − cos(2t) − sin(2t) −5t cos(2t) − sin(2t)
x1 (t) = e , x2 (t) = e .
cos(2t) sin(2t)
Therefore a real general solution is
−5t − cos(2t) − sin(2t) −5t cos(2t) − sin(2t)
x(t) = c1 e + c2 e .
cos(2t) sin(2t)
(Check that tr(B − 2I) = 0!) Therefore a real general solution of the system is
1 5
cosh(4t) − 4 sinh(4t) 4
sinh(4t) c1
x(t) = etB c = e2t
3
4
sinh(4t) cosh(4t) + 14 sinh(4t) c2
1 5
cosh(4t) − 4
sinh(4t) 4
sinh(4t)
= c1 e2t + c2 e2t .
3 1
4
sinh(4t) cosh(4t) + 4
sinh(4t)
(9) [10] Find the natural fundamental set of solutions associated with the initial-time 0
for the operator D4 + 17D2 + 16.
Solution from Green Function. The operator D4 + 17D2 + 16 has characteristic
polynomial
p(s) = s4 + 17s2 + 16 = (s2 + 1)(s2 + 16) .
We have the partial-fraction identity
1 1
1 1 15
− 15
= 2 = + .
p(s) (s + 1)(s2 + 16) s2 + 1 s2 + 16
Referring to the table on the last page, item 2 with a = 0 and b = 1 and with a = 0
and b = 4 shows that
−1 1 −1 4
L (t) = sin(t) , L (t) = sin(4t) .
s2 + 1 s2 + 4 2
Therefore the Green function for the operator D4 + 17D2 + 16 is
−1 1 1 −1 1 1 −1 4
g(t) = L (t) = 15 L (t) − 60 L (t)
p(s) s2 + 1 s2 + 4 2
1 1
= 15 sin(t) − 60 sin(4t) .
the natural fundamental set of solutions associated with the initial-time 0 for the
operator D4 + 10D2 + 9 is given by
1 1
N3 (t) = g(t) = 15
sin(t) −
60
sin(4t) ,
N2 (t) = N30 (t) + 0 · g(t) = 1
15
1
cos(t) − 15 cos(4t) ,
N1 (t) = N20 (t) + 17 · g(t) = 1 4 1 1
− 15 sin(t) + 15 sin(4t) + 17 15
sin(t) − 60
sin(4t) ,
16 1
= 15
sin(t) − 60 sin(4t) ,
N0 (t) = N10 (t) + 0 · g(t) = 16
15
1
cos(t) − 15 cos(4t) .
We can read off from this that the natural fundamental set of solutions associated
with the initial-time 0 for the operator D4 + 10D2 + 9 is
16 1 16 1
N0 (t) = 15
cos(t) − 15
cos(4t) , N1 (t) = 15
sin(t) − 60
sin(4t) ,
1 1 1 1
N2 (t) = 15
cos(t) − 15
cos(4t) , N3 (t) = 15
sin(t) − 60
sin(4t) .
(10) [8] Compute the Laplace transform of f (t) = u(t − 5) e−3t from its definition.
(Here u is the unit step function.)
Solution. The definition of Laplace transform gives
Z T Z T
−st −3t
L[f ](s) = lim e u(t − 5) e dt = lim e−(s+3)t dt .
T →∞ 0 T →∞ 5
This simplifies to
(s2 + 4s + 20)X(s) − 2s − 5 = L[f ](s) ,
whereby
1
X(s) = 2s + 5 + L[f ](s) .
s2 + 4s + 20
To compute L[f ](s), we write f (t) as
f (t) = t2 + u(t − 2)(4 − t2 ) = t2 + u(t − 2)j(t − 2) ,
where upon setting j(t − 2) = 4 − t2 , we see by the shifty step method that
j(t) = 4 − (t + 2)2 = 4 − t2 − 4t − 4 = −t2 − 4t .
Referring to the table on the last page, item 1 with a = 0 and n = 1, and with a = 0
and n = 2 shows that
1 2
L[t](s) = 2 , L[t2 ](s) = 3 ,
s s
whereby item 6 with c = 2 and j(t) = −t2 − 4t shows that
L u(t − 2)j(t − 2) (s) = e−2s L[j](s) = −e−2s L[t2 + 4t](s)
−2s 2 4
= −e + .
s3 s2
11
Therefore
L[f ](s) = L t2 + u(t − 2)j(t − 2) (s)
2 −2s 2 4
= 3 −e + .
s s3 s2
Upon placing this result into the expression for X(s) found earlier, we obtain
1 2 −2s 2 4
X(s) = 2 2s + 5 + 3 − e + .
s + 4s + 20 s s3 s2
(12) [8] Find the inverse Laplace transform L−1 [Y (s)](t) of the function
s+8
Y (s) = e−2s .
s2
− 8s + 25
You may refer to the table on the last page.
Solution. Referring to the table on the last page, item 6 with c = 2 shows that
L−1 e−2s J(s) = u(t − 2)j(t − 2) , j(t) = L−1 [J(s)](t) .
where
We apply this formula to
s+8
J(s) = .
s2 − 8s + 25
Because s2 − 8s + 25 = (s − 4)2 + 32 , we have the partial fraction identity
s+8 (s − 4) + 12 s−4 12
J(s) = = = + .
s2 − 8s + 25 2
(s − 4) + 3 2 2
(s − 4) + 3 2 (s − 4)2 + 32
Referring to the table on the last page, items 2 and 3 with a = 4 and b = 3 show
that
−1 s−4 4t −1 3
L 2 2
= e cos(3t) , L 2 2
= e4t sin(3t) .
(s − 4) + 3 (s − 4) + 3
The above formulas and the linearity of the inverse Laplace transform yield
−1 −1 s+8
j(t) = L [J(s)](t) = L (t)
s2 − 8s + 25
−1 s−4 12
=L + (t)
(s − 4)2 + 32 (s − 4)2 + 32
−1 s−4 −1 3
=L (t) + 4L (t)
(s − 4)2 + 32 (s − 4)2 + 32
Therefore
L−1 Y (s) (t) = L−1 [e−2s J(s)](t)
= u(t − 2)j(t − 2)
4(t−2) 4(t−2)
= u(t − 2) e cos 3(t − 2) + 4e sin 3(t − 2) .
12
n!
L[tn eat ](s) = for s > a .
(s − a)n+1
s−a
L[eat cos(bt)](s) = for s > a .
(s − a)2 + b2
b
L[eat sin(bt)](s) = for s > a .
(s − a)2 + b2
L[j 0 (t)](s) = sJ(s) − j(0) where J(s) = L[j(t)](s) .
L[tn j(t)](s) = (−1)n J (n) (s) where J(s) = L[j(t)](s) .
L[eat j(t)](s) = J(s − a) where J(s) = L[j(t)](s) .
L[u(t − c)j(t − c)](s) = e−cs J(s) where J(s) = L[j(t)](s), c ≥ 0,
and u is the unit step function.
L[δ(t − c)j(t)](s) = e−cs j(c) where c ≥ 0 and δ is the unit impulse.