SECOND SEMESTER 2013-14

MTH102A END-SEMESTER EXAM

Maximum Marks: 90

Time: 3 HRS

Evaluation and marking Scheme

1. (a) For the initial value problem
y 0 (x) = 2x(1 + y(x)),

y(0) = 0

i. find the Picard iterates yk for k = 1, 2, . . . . . . and

ii. show that the the sequence (yk ) converges and find its limit.

[5 marks]

Solution: Solving the Requation y = 2x(1 + y) is equivalent to solving the integral

x
equation y(t) = y(0) + 0 2s(1 + y(s))ds and since y(0) = 0, this equation becomes
Rx
y(x) = 0 2s(1 + y(s))ds.
[1 mark]
Rs
Rx
2
The first Picard iterate y1 (x) = 0 2s(1 + y0 (s))ds = 0 2s = x and the second
Rx
2 2
4
[1 mark]
iterate y2 (x) = 0 2s(1 + s2 ) = x2 + x2 = x2 + (x2) .
2 2

2 k

Assume that yk (x) = x2 + (x2!) + + (xk!) .

[1 mark]
Rx
(x2 )2
(x2 )k
(x2 )2
(x2 )k+1
2
2
Then yk+1 (x) = 0 2s(1 + x + 2! + + k! = x + 2! + + (k+1)! .
2 k
Pk
We can write yk (x) = n=0 (xk!) 1 and this converges to the solution y(x) =
2
ex 1.
[1 +1 marks]

(b) Solve the differential equation

(x 1)y 0 + 3y =

1
sin x
+
,
(x 1)3 (x 1)2

y(0) = 1.

[4 marks]

Solution: The integrating factor for the equation is (x 1)3 .

0
1
Hence we may write the equation as (x 1)3 y = x1
+ sin x.
Integrating this equation, we get

[1 mark]

(x 1)3 y(x) = ln |x 1 + cos x + C.

[2 marks]

The initial condition y(0) = 1 means that 1 = (1) y(0) = ln |1| 1 + C. Thus
C = 0 and the solution is
ln |x 1| cos x
.
[1 mark]
y(x) =
(x 1)3
(This may be done using variation of parameters method too.)

(c) Transform the differential equation

2
2x(y + 2 x)y 0 (x) = y + x

for x > 0,

in to a separable equation and solve.

[5 marks]
0

Solution: We re-write the equation as y =

y(x) = u(x) x. Then

u
y 0 = u0 x +
2 x

u(x)
u0 (x) x +
2 x

2xu0 (x) + u(x)

(u + 2)u0

=
p

(y+ x)2

2x(y+2 x)

and make the substitution

[1 marks]
x(u + 1)2

,
2x x(u + 2)
(u + 1)2
and
(u + 2)
1
.
2x

Hence (u + 2)2 = ln |x|

u = 2 
ln |x| + C.
 + C and
p

This proves that y = 2 ln |x| + C

x is the solution.

[2 marks]
[1 mark]
[1 mark]

2. (a) Find an integrating factor (x, y) for the differential equation

x2 y + 4xy + 2y + x2 + x y 0 = 0
and find a function F (x, y) such that F (x, y) = c, where c is a constant, is a solution
for the differential equation.
[5 marks]
Solution: Let M = x2 y + 4xy + 2y and N = x2 + x. Then My = x2 + 4x + 2,
M N
(x+1)2
Nx = 2x + 1, My Nx = x2 + 4x + 2 2x 1 = (x + 1)2 and yN x = x(x+1)
= x+1
x .
R x+1
If P (x) =
x = x + ln |x|, then the integrating factor is
(x, y) = ex+ln |x| = xex .

[2 marks]

Therefore the equation

xex x2 y + 4xy + 2y + x2 + x y 0 = 0
is exact.
Let F (x, y) be a function such that Fx = xex (x2 y + 4xy + 2y) and Fy = xex (x2 + x).
Integrating
the equation Fy = xex (x2 + x) with respect to y, we get F (x, y) =
ex x3 + x2 y + (x). Now we differentiate this equation with respect to x, we get
Fx = ex (x3 +x2 )y +ex (3x2 +2x)y + 0 (x).

[2 marks]

A comparison of this equation with Fx = xex (x2 y + 4xy + 2y) shows that 0 (x) = 0
and we can take (x) = 0. Hence
F (x, y) = x2 ex (x+1)y = c,

[1 mark]

a constant is a solution.

(b) Given that y1 (x) =

x is a solution of the differential equation

4x2 sin xy 00 4x(x cos x + sin x)y 0 + (2x cos x + 3 sin x)y = 0
find a second solution y2 , using reduction of order, such that y1 and y2 are linearly
independent.
[3 marks]
Solution: First we rewrite the equation as
y 00

(x cos x + sin x) 0 (2x cos x + 3 sin x)

y +
y = 0.
x sin x
4x2 sin x

x+sin x)
Let y2 = uy1 be a second solution of the equation and
let p = (x cosx sin
.
x
R
R
p(x)dx
Integrating this, we get p(x)dx = ln |x sin x| and e
= x sin x. [1 mark]
Then
Z
Z
Z
x sin x
x sin x
u(x) =
=
= sin x = cos x
[1 mark]
y12
x

and y2 = (cos x) x is a second solution such that the functions y1 and y2 are linearly
independent.
[1 mark]

(c) Using method of undetermined coefficients find the solution of

y 00 + 2y 0 + 5y = ex [(6 16x) cos 2x (8 + 8x) sin 2x] .

[7 marks]

Solution: Let y = ex y1 . Then y 0 = ex y1 + ex y10 and y 00 = ex y100 2ex y10 +

ex y1 . Hence y 00 + 2y 0 + 5y = ex y100 2ex y10 + ex y1 + 2(ex y1 + ex y10 ) + 5ex y1
becomes y 00 + 2y 0 + 5y = ex (y100 + 4y1 ). Thus the function y1 satisfies the differential
equation
y100 +4y1 = (616x) cos 2x(8+8x) sin 2x.

[1 mark]

The functions cos 2x and sin 2x are solutions of the homogeneous equation y100 +4y1 =
0. Hence we need to look for the solution of the form
yp = x(A0 +A1 x) cos 2x+x(B0 +B1 x) sin 2x.

[2 marks]

In this case
yp0

yp00

yp00 + 4yp



A0 + 2(A1 + B1 )x + 2B1 x2 cos 2x


+ B0 + 2(B1 A0 )x 2A1 x2 sin 2x,


2A1 + 4B0 4(A0 2B1 )x 4A1 x2 cos 2x


+ 2B1 4A0 4(B0 + 2A1 )x 4B1 x2 sin 2x

and

[2A1 + 4B0 + 8B1 x] cos 2x + [2B1 4A0 8A1 x] sin 2x.

Equating the coefficients of cos 2x, x cos 2x, sin 2x and x sin 2x, we get
8B1 = 16, 8A1 = 8, 4B0 + 2A1 = 6 and 4A0 + 2B1 = 8
and hence
A1 = 1, B1 = 2, and A0 = B0 = 1.

[1+1+1+1 marks]

(One mark each for each constant).

Therefore the solution yp = x [(1 + x) cos 2x + (1 2x) sin 2x] and
y = xex [(1 + x) cos 2x + (1 2x) sin 2x].

3. (a) Solve the initial value problem

(3x 1)y 00 (3x + 2)y 0 (6x 8)y = (3x 1)2 e2x , y(0) = 1 and y 0 (0) = 2
using the method variation of parameters- the functions y1 (x) = e2x and y2 (x) = xex
are two linearly independent solutions of the homogeneous equation.
[8 marks]
Solution: First we rewrite the equation as
y 00

3x + 2 0 6x 8
y
y = (3x 1)e2x .
3x 1
3x 1

Let y = u1 y1 + u2 y2 be a solution satisfying

u01 y1 + u02 y2

u01 y10 + u02 y20

(3x 1)e2x .

and
[2 marks]

The wronskian of the solutions y1 and y2 is


 

y y2   e2x
xex 


= ex (1 3x).
=
W (y1 , y2 ) =  10
y1 y20  2e2x (1 x)ex 

[1 mark]

Therefore
u02 =

(3x 1)e2 x xex

= e3x
ex (1 3x)

u2 =

and

e3x
3

[1 mark]

and
u01 =

(3x 1)e2x xex

=x
ex (3x 1)

and

u1 =

x2
2

[1 mark]

This shows that

x2 2x e3x x
y=
e
xe = e2x
2
3

x2
x

2
3

and the general solution is

x2 2x e3x x
y=
e
xe = e2x
2
3

x2
x

2
3

+ C1 e2x + C2 xex .

[1 mark]

If we use y(0) = 1 and y 0 (0) = 2, we see that

1 = y(0) = C1

1
2 = y 0 (0) = + 2 + C2 .
3

and

Thus
C1 = 1

and

C2 =

1
.
3

[1+1 marks]

(b) Let p and q be continuous functions on R and let y1 and y2 be two linearly independent
solutions of y 00 + p(x)y 0 + q(x)y = 0. Show that y2 has exactly one zero between two
consecutive zeroes of y1 .
[5 marks]
Solution: Let W (y1 , y2 ) be the wronskian of the solutions y1 and y2 . Since the
solutions y1 and y2 are linearly independent, W (x) 6= 0 for all x R.
[1 mark]
By assumption x1 < x2 are two consecutive zeros of y1 . Hence y1 (x) 6= 0 in (x1 , x2 )
and we may assume that y1 (x) > 0 in (x1 , x2 ). Therefore
y10 (x1 ) > 0 > y10 (x2 ).

[1 mark]

If possible, let y2 (x) 6= 0 in [x1 , x2 ]. We assume that

y2 (x) > 0 in [x1 , x2 ].

[1 mark]

Now
W (x1 ) = y1 (x1 )y20 (x1 ) y2 (x1 )y10 (x1 ) < 0
and
W (x2 ) = y1 (x2 )y20 (x2 )y2 (x2 )y10 (x2 ) > 0.

[1 mark]

Hence by intermediate value theorem there exists x0 (x1 , x2 ) such that W (x0 ) = 0,
a contradiction. Thus there exists an element
(x1 , x2 ) such that y2 () = 0.

[1 mark]

(c) Let L(f (t)) = F (s) := 0 est f (t)dt be the Laplace transform of function f of
exponential order. Show that
 Z

f (t)
=
F (u)du.
L
t
s


Using this formula find L sint t .
[3 marks]
Solution: Let F1 (s) = L

f (t)
t

. We differentiate F1 (s) with respect to s to get

F10 (s) =

est f (t)dt = F (s).

We integrate the equation F10 (s) = F (s) from 0 to and use the fact that
lims F1 (s) = 0 to conclude
Z
F1 (s) =
F (u)du.
[2 marks]
s

Let f (t) = sin t. Then L(sin t) = s21+1 and hence

 Z

1

sin t
L
=
du = tan1 (u)|
tan1 s.
s =
2
t
u +1
2
s

[1 mark]

4. (a) By a suitable change of variable, transform the Eulers equation

2x2 y 00 + 10xy 0 + 9y = 0
in to a constant coefficient differential equation and find the general solution of the
above equation.
[5 marks]

Solution: The transformation Y (t) = y(et ) transforms the Eulers equation ax2 y 00 +
bxy 0 + cy = 0 in to the constant coefficient equation aY 00 + (b a)Y 0 + cY = 0.
Hence the equation 2x2 y 00 + 10xy 0 + 9y = 0 is transformed in to
2Y 00 +8Y 0 +9Y = 0

[2 marks]

and the indicial equation is 2r2 + 8r + 9 = 2r2 + 6r + 9 = 2(r + 2)2 + 1 = 0. The

roots of the equation are
1
r = 2 i .
2

[2 marks]



i
h

Hence the general solution for 2Y 00 +8Y 0 +9Y = 0 is Y (t) = e2t C1 cos 12 t + C2 sin 12 t
and the general solution for 2x2 y 00 + 10xy 0 + 9y = 0 is





1
1
1
y(x) = 2 C1 cos ln x + C2 sin ln x .
x
2
2

[1 mark]

(b) Let p 0 and Jp (x) denote the Bessels function of first kind of order p. If 6= are
two positive zeros of Jp , show that
Z

xJp ( x)Jp ( x) = 0.

[5 marks]

Solution: Let and be two zeros of Jp (x), the Bessels function of first kind of
order p. Let u(x) := Jp ( x and v(x) = Jp ( x) for 0 x 1.
Then u0 (x) = Jp0 ( x) and u00 (x) = 2 Jp00 (x). Therefore
1 00
u (x) +
2

1
x



1 0
p2
u (x) + 1 2 2 u(x)

1 0
J ( x)
= Jp00 ( x) +
x p


p2
+ 1 2 2 Jp ( x)
x
= 0.

This shows that



p2
1 0
2
[2 marks]
u (x)+ u (x)+ 2 u(x) = 0.
x
x


2
Similarly v 00 (x) + x1 v 0 (x) + 2 xp2 u(x) = 0. Now we mulitply the first equation
by the function v, the second equation by the function u, and subtract to get
00

(u00 v v 00 u) +

1 0
(u v uv 0 ) + 2 2 uv = 0.
x

By clearing the factor x from the denominator, we can write the equation as


x (u00 v v 00 u)+(u0 v uv 0 )+ 2 2 xuv = 0.

[2 marks]

0
This can be written as [x(u0 v uv 0 )] = 2 2 xuv. We integrate this equation
from 0 to 1 to get
Z

1
0
0
2
2
0 = (u (1)v(1) u(1)v (1)) =
xu(x)v(x)dx.
[1 mark]
0

If 6= , then

R1
0

xu(x)v(x)dx = 0.

(c) Using second shifting theorem find the inverse Laplace transformation of the function


3(s 3)
s+1
2s
F (s) = e

.
[5 marks]
(s + 1)(s 2) (s 1)(s 2)

Solution: If u is the unit step function and g is a function, then the second shifting
s
theorem says
g(t).
h that L (u(t )g(t i )) = e
3(s3)
(s+1)(s2)

Let F (s) =

s+1
(s1)(s2)

F (s)

=
=
=
=

. Then

3(s 3)
s+1

(s + 1)(s 2) (s 1)(s 2)
 


1
3
2
4

s+1 s2
s2 s1


4
4
2

+
s+1 s2 s1


L 4et 4e2t + 2et .

[2 marks]

Hence by second shifting theorem



i

h
3(s 3)
s+1
e2s

= L u(t 2) 4e(t2) 4e2(t2) + 2et2 [2 marks]

(s + 1)(s 2) (s 1)(s 2)
and
i
h
f (t) = u(t2) 4e(t2) 4e2(t2) + 2et2 .

[1 mark]

5. (a) Consider the Laguerre differential equation

xy 00 + (1 x)y 0 + ny = 0
where n is a constant. Show that
i. x = 0 is a regular singular point and
P
ii. if n is a natural number
then it hasi a polynomial solution y1 (x) = nk=0 ak xk ,
h
where ak = (1)k

n(n1)(nk+1)
(k!)2

a0 .

[5 marks]

2 00

Solution: We multiply the Laguerre equation by x and write it as x y + x(1

x)y 0 + n xy = 0. Then x(1x)
= x1 (1 x) and nx2x = x12 (n x). Since the functions
x2
1 x and nP
x are continuous at 0, it follows that 0 is a regular singular point.

Let y(x) = k=0 ak xk+r for x > 0. Then

y0 =

(k + r)ak xk+r1

y 00 =

and

k=0

(k + r)(k + r 1)ak xk+r2 .

k=0

Therefore
0

= x2 y 00 + x(1 x)y 0 + n xy

X
X
X
ak xk+r+1
(k + r)ak xk+r +
=
(k + r)(k + r 1)ak xk+r + (1 x)
=
=

k=0

[(k + r)(k + r 1) + (k + r)] ak xk+r +

k=0

[n (k + r)] ak xk+r+1

k=0

(k + r)2 ak xk+r +

k=0
2

k=0

k=0

[n (k + r)] ak xk+r+1

k=0
r

= r a0 x +
= r2 a0 xr +

(k + r) ak x

k=1

k+r

[n (k + r)] ak xk+r+1

k=0

(k + r + 1)2 ak+1 + [n (k + r)] ak xk+r+1 .

[2 marks]

k=0
2
Hence the indicial equation
P is rk = 0 and the roots are 0, 0. Therefore we find
one
y1 (x) = k=0 ak x for r = 0. Equating each of the coefficients in

Psolution
2
(k
+
1)
ak+1 + [n k] ak xk+1 to zero, we get
k=0

(k + 1)2 ak+1
ak+1

(k n)ak
(k n)
=
ak
(k + 1)2

[1 mark]

for k = 0, 1, 2, . If n is a natural number, then an+1 = 0 and hence

an+m = 0 for m 1.
Thus the solution becomes a polynomial of degree n.
[1 mark]
nk
Now for k <, we have ak+1 = (k+1)
2 ak . Therefore
(n 0)
a0 = na0
(0 + 1)2
n1
a2 = 2 a1
2
n(n 1)
= (1)2 2 2 a0
1 2
..
..
. = .
n(n 1)(n 2) (n k + 1)
a0
ak = (1)k
12 22 k 2
..
.
. = ..
n(n 1)(n 2) 2 1
a0
an = (1)n
12 22 n2
n!
= (1)n
a0
(n!)2
1
= (1)n a0
n!

a1 = a0+1

and
y1 (x) =

n
X

(1)k

k=0


n(n 1) (n k + 1)
a0 xk .
(k!)2

[1 mark]

(b) Solve the integral equation

Z

y( ) cos(t )d

y(t) = 1 + 2
0

using the property of Laplace transform of convolution of two functions.

[5 marks]

Solution: Let Y (s) = L(y(t)). Then



Z t
Y (s) = L 1 + 2
y( ) cos(t )d
0

=
=

1
+ 2L(cos t)Y (s)
s
1
s
+2 2
Y (s)
s
s +1

[2 marks]

and therefore
Y (s) =

s2 + 1
1
2
= +
= L(1+2tet ).
2
s(s 1)
s (s 1)2

[2 marks]

This shows that

y(t) = 1+2tet .

[1 mark]

(c) Let u be a solution of the differential equation

y 00 + (ln x)y = 0

for x > 0.

Show that the function u has infinitely many positive zeros.

00

[5 marks]

Solution: Let u be a solution of y + (ln x)y = for x > 0.

If x e, then ln x 1.
[1 mark]
So we compare the solution u of y 00 + (ln x)y = with a solution z of z 00 + z = 0 for
x e.
[2 marks]

In any interval of length the solution z has a zero.

By Sturms theorem, between any two consectuive zeros of the function z, there is a
zero of the function u. If x0 > 0 is the first zero of z for x0 e, then xk := x0 + k
for k = 1, 2, are the zeros of z and hence there exists
k (xk , xk+1 ) such that u(k ) = 0 for k = 0, 1, 2, .

[2 marks]

This proves that u has infinitely many positive zeros.

6. (a) Find all the values of real number a so that the quadratic form Q(x, y, z) = 2x2 +
y 2 + 4z 2 2xy + 6xz + 2ayz is positive definite.
[5 marks]
Solution: The symmetric matrix associated to the quadratic form Q(x, y, z) is

2 1 3
[2 marks]
A = 1 1 a
3
a 4
and the deterinant of its principal minors are
2, 1 and (2a2 +6a+5)

[2 marks]

But 2a2 + 6a + 5 = 2(a + 23 )2 + 21 > 0. This proves that the determinant of all the
principal minors are not positive.
Hence A is not positive definite for any value of a.
[1 mark]

(b) Show that the system

x1 + x2 + x3 = 7, 2x1 + 5x2 + x3 = 16, 4x1 + 2x2 + x3 = 12
has a unique solution.
method.

Find its solution by Gauss Elimination (row reduction)

[5 marks]

Solution: The augment matrix for the system of equation is

1 1 1 7
2 5 1 16
4 2 1 12
The row operations R2 = R2 2R1
in to

1
0
0
Apply the row operation R3 =

and R3 = (R3 4R2 ) transforms the matrix

1 1
7
3 1 2 .
2 3 16

3
11 (R3

23 R2 ) to get

1 1 1 7
0 3 1 2 .
0 0 1 4

Finally the row operations R2 = 31 R2 followed by R1 = R1 R2 R3 yields the

matrix

1 0 0 1
0 1 0 2 .
[ 3 marks]
0 0 1 4
This proves that the coefficient matrix is invertible and the system has unique solution, namely (x1 , x2 , x3 ) = (1, 2, 4).
[2 marks]

(c) Construct a 3 3 real matrix A such that (1) A is is not diagonal (2) One of its
eigenvalues is 2 and sum of its eigenvalues is 9 (3) |A| = 12.
[5 marks]

Solution: Let and be other two eigenvalues of A. Then by assumption

+ = 7

and 2 = 12.

Therefore = 6 and = 1 and the matrix A is given by

2 ? ?
A = 0 6 ? .
0 0 1
If the matrix A is written without proof award just 2 marks.

[2 marks]

[ 3 marks]