-- 2021

Jim Denier

Note answers to parts ii-iv are

examples of terms. Other terms may
also satisfy properties
Lecture 2 Questions

Solve the following

d2y dy
(i) 2
 4  5 y  x 2  x  1 …(*)
dx dx

This is 2nd order non-homogeneous ODE with constant coefficients

A solution exists : y = y h + y p
Determine homogeneous solution y h

Auxilary : 2  4  5  0      i  2  i Complex Roots.

Has a solution of the form :

yh  ex ( A cos x  B sin x)  e 2 x ( A cos x  B sin x)

Use Method of Undetermined coefficients to determine y p

r ( x)  x 2  x  1 which is of the form : kx n

First try a solution : y p  a0  a1 x  a2 x 2 … (1)

None of these terms appear in y h . Therefore, y p is a valid solution.

Diff. (1) twice w.r.t.x
.
.
.
2

dy p
 a1  2a2 x ︵ ︶
dx
.
.
.
3

d 2 yp
 2 a2 ︵ ︶
dx 2

Subst (1),(2) & (3) in (*)

2 a 2  4 ( a1  2 a 2 x )  5( a 0  a1 x  a 2 x 2 )  x 2  x  1
5 a 2 x 2  (5 a1  8 a 2 ) x  5 a 0  4 a1  2 a 2  x 2  x  1

Equate coefficients
For x 2 terms : 5a2  1
67 13 1
For x terms : 5a1  8a2  1  a0  , a1  , a2 
125 25 5
For const. terms : 5a0  4a1  2a2  1

67 13 1
 y p  a0  a1 x  a2 x 2   x  x2
125 25 5
67 13 1
 Complete solution : y  yh  y p  e 2 x ( A cos x  B sin x)   x  x2
125 25 5
(ii).
d2y dy
2
 12  36 y  5e 6 x  x 2 ... 1)
dx dx

Determine homogeneous solution (y H )

Auxiliary : m 2  12m  36  0  (m  6)(m  6)  0
m1  m2  6 (Real  Equal)

 Assume Solution : y H  ( Ax  B )e m1x  Axe 6 x  Be 6 x ... 2)

Determine particular solution (y P ) using method of undetermined coefficients

Term : 5e 6 x is of form ke  x
 Try y1  Ce 6 x but in y H & and equal root  use ' modification rule'
2 6x
 Try y1  Cx e
Term : x 2 is of form kx n
 Try y 2  a0  a1 x  a 2 x 2

Using the ' sum rule' : y p  y1  y 2

y p  Cx 2 e 6 x  a 0  a1 x  a 2 x 2 ... 3)
Diff. 3) twice w.r.t.x
dy p
 6Cx 2 e 6 x  2Cxe 6 x  a1  2a 2 x ... 4)
dx
d 2yp
 36Cx 2 e 6 x  24Cxe 6 x  2Ce 6 x  2a 2 ... 5)
dx 2

Subst 3),4) & 5) in 1)

36Cx e  24Cxe  2Ce  2a 
2 6x 6x 6x
2

 126Cx e  2Cxe  a  2a x 
2 6x 6x
1 2

 36Cx e  a  a x  a x   5e  x
2 6x
0 1 2
2 6x 2

 2Ce 6 x  36a0  36a1 x  36a 2 x 2  12a1  24a 2 x  2a 2  5e 6 x  x 2

Equate e 6 x : 2C  5  C  5/ 2 ... 6)
Equate consts : 36a0  12a1  2a 2  0 ... 7)
Equate x terms : 36a1  24a 2  0 ... 8)
Equate x 2 terms : 36a 2  1  a 2  1 / 36 ... 9)
Subst 9) in 8)  a1  1 / 54 ... 10)
Subst 10) in 7)  a 0  1 / 216 ... 11)
5 2 6x 1 1 1 2
 y  y H  y P  Axe 6 x  Be 6 x  x e   x x ... 12)
2 216 54 36
Lecture 3 & 4 Questions
Find the solution to the ODE :

d2y dy
2
 4  5y  0 …(1)
dt dt

(a)
Write (1) as two 1st order ODE’s
dy
y1  y ...(2) and y2  ...(3)
dt
dy1 dy2 d 2 y dy
  y' from(3)  y2 ...(4) and  2 from(1)  4 5y
dt dt dt dt
from(3)  4y2 5y1 ...(5)
Thus,
dy1 dy2
 y2 and  4y2 5y1
dt dt

 dy1 
  0 1   y1 
 y '  A y   dt     
 2   5  4  y 2 
dy
 dt 
(b)
0   1 
Now solutions(eigenvalues) exist for : det( A   I ) x  0  det 0
 5  4   
(0   )(4   )  (1)(5)  0
E
i
g
e
n
v
a
l
u
e
s

2  4  5  0  1  2  i, 2  2  i

(c)
An Eigenvector exists for each eigenvalue
When  1   2  i
 0  (2  i ) 1  x1   0 
      
 5  4  (2  i )  x2   0 
S
e
t

 1 
(2  i) x1  x2  0  x1  1  x2  2  i  x (1)   
  2  i 
S
e
t

 5 x1  (2  i ) x2  0  x1  1  x2  2  i

Similarly, when 2  2  i
  0  (2  i) 1  x1   0 
      
 5  4  (2  i )  x2   0 

S
e
t
 1 
(2  i ) x1  x2  0  x1  1  x2  2  i  x ( 2)   
 2  i

S
e
t
 5 x1  (2  i ) x2  0  x1  1  x2  2  i

(1) ( 2)
A basisof solutionsexistsuch that: y  c1 x e At  c2 x eBt

 1  (2i)t  1  (2i)t
y  c1  e  c2  e
  2  i    2  i 
OR
y1  c1e(2i )t  c2e(2i)t
y2  c1 (2  i)e(2i)t  c2 (2  i)e(2i )t

(d)
GET A REAL SOLUTION:
 1   cos t   sin t 
y (1)  e 2t   cos t  i sin t   e 2t    i 
 2  i   2 cos t  sin t  cos t  2 sin t  
 1   cos t sin t 
y (1)  e 2t   cos t  i sin t   e 2t   
  i 
 2  i   2 cos t  sin t  cos t  2 sin t  
To get a real solution we use Euler's formula:

A new basis can be formed from a linear combination of original eigenvectors

Use Euler’s Inverse to create a real new basis solution :

1 (1)
y (1) NEW 
2

y  y (2)  
 1 / 2cos t  cos t    1 / 2sin t  sin t  
1 / 2(2 cos t  sin t  2 cos t  sin t )  i 1 / 2(cos t  2 sin t  (cos t  2 sin t ))
   
 cos t   0
   i 
 2 cos t  sin t  0

1 (1) 0   1 / 2i 2 sin t )    sin t 

y (2) NEW   
y  y (2)     i    
2i 0 1 / 2i(2 cos t  4 sin t ))) cos t  2 sin t 
Thus, General real solution is :
y  c1y (1) NEW  c2 y ( 2) NEW

 y1  2t
  cost   sint 
 y   e c1 - 2cost - sint   c2 cost - 2sint  
 2     
Lecture 5 & 6 Questions
1. (a)

-- A t

-:::. (\J

:::, 0

�
 D

Cl I

0 0

�o i
2. (ENGSCI 314 Exam 2013)
3. (ENGSCI 314 Exam 2012)

Solution
The lower loop gives
L1 I 1′ + R1 ( I 1 − I 2 ) = E
Similarly, the upper loop gives
L2 I 2′ + R2 I 2 + R1 ( I 2 − I 1 ) = 0
Rearranging gives the system
⎛ R ⎞ ⎛R ⎞ E
I 1′ = ⎜⎜ − 1 ⎟⎟ I 1 + ⎜⎜ 1 ⎟⎟ I 2 +
⎝ L1 ⎠ ⎝ L1 ⎠ L1
⎛R ⎞ ⎛ R + R2 ⎞
I 2′ = ⎜⎜ 1 ⎟⎟ I 1 + ⎜⎜ − 1 ⎟⎟ I 2
⎝ 2⎠
L ⎝ L 2 ⎠
Substituting in the values gives the system
⎛ 3⎞ ⎛ 3⎞
I 1′ = ⎜ − ⎟ I 1 + ⎜ ⎟ I 2 + 6
⎝ 2⎠ ⎝ 2⎠
⎛ 3⎞ ⎛ 11 ⎞
I 2′ = ⎜ ⎟ I 1 + ⎜ − ⎟ I 2
⎝ 2⎠ ⎝ 2⎠
The characteristic equation for the homogeneous equation is

− 3/ 2 − λ 3/ 2
= λ2 + 7λ + 6 = 0 → λ = −1,−6
3/ 2 − 11 / 2 − λ
The eigenvectors are obtained from (−3 / 2 − λ ) x1 + (3 / 2) x 2 = 0 , and we get
⎡3⎤ ⎡1⎤
x (1) = ⎢ ⎥, x ( 2 ) = ⎢ ⎥
⎣1⎦ ⎣− 3⎦
For the particular solution, try the constant vector
⎡ A⎤
Ip = ⎢ ⎥
⎣B⎦
so that, substituting into the original system,
⎛ 3⎞ ⎛ 3⎞
0 = ⎜ − ⎟ A + ⎜ ⎟B + 6
⎝ 2⎠ ⎝ 2⎠
⎛ 3⎞ ⎛ 11 ⎞
0 = ⎜ ⎟ A + ⎜ − ⎟B
⎝ 2⎠ ⎝ 2⎠
which can be solved to get A = 11 / 2, B = 3 / 2 . The general solution is thus
⎡ I1 ⎤ ⎡3⎤ −t ⎡ 1 ⎤ −6t ⎡11 / 2⎤
⎢ I ⎥ = c1 ⎢1⎥ e + c 2 ⎢− 3⎥ e + ⎢ 3 / 2 ⎥
⎣ 2⎦ ⎣ ⎦ ⎣ ⎦ ⎣ ⎦
Using the initial conditions, I 1 (0) = I 2 (0) = 0 , so that
⎡0 ⎤ ⎡3⎤ ⎡ 1 ⎤ ⎡11 / 2⎤
⎢0⎥ = c1 ⎢1⎥ + c 2 ⎢− 3⎥ + ⎢ 3 / 2 ⎥
⎣ ⎦ ⎣ ⎦ ⎣ ⎦ ⎣ ⎦
which can be solved to get c1 = −18 / 10, c 2 = −1 / 10 . The solution is thus
⎡ I 1 ⎤ ⎡− 5.4⎤ −t ⎡ − 0.1⎤ −6t ⎡5.5⎤
⎢ I ⎥ = ⎢ − 1.8 ⎥ e + ⎢+ 0.3⎥ e + ⎢1.5 ⎥
⎣ 2⎦ ⎣ ⎦ ⎣ ⎦ ⎣ ⎦
The steady state is obviously I 1 = 5.5, I 2 = 1.5 .
Lecture 7 Questions
(i) Let m1  10,000, m2  5,000 and k1  400,000, k 2  200,000 . Our system of
equations is (dividing across by 1000 )
10 y1  400 y1  200( y1  y 2 )
5 y 2  200( y 2  y1 )
(ii) or, in matrix form,
10 0  y1  600 200   y1 
 0 5  y     200  200  y 
  2    2 
(iii) Guess that y  x cos(t   ) ,
(iv) Differentiate twice to get y    2 x cos(t   ) , and substitute into the system to get
10 0  x1   600 200   x1 
2     cos(t   )      cos(t   )
 0 5  x 2   200  200  x 2 

Dividing out the cosine term, we end up with

 600  10 2 200   x1 
 2  0
 200  200  5   x 2 

The characteristic equation is

 600  10 2 200
 50 2   5000 2  80000  0
2

200  200  5 2

(v) so that eigenvalues

 2  80, 20

Next we look for the eigenvectors:

 2  80 :  600  10 y
2 1
 200 y 2  200 y1  200 y 2  0  x (1)   
1
  1

 2  20 :   1 
 600  10 2 y1  200 y 2  400 y1  200 y 2  0  x ( 2 )   
2

(vi) Thus the general solution is

 y1  1 1 
 y   C1  1 cos( 80t  1 )  C 2 2 cos( 20t   2 )
 2    
 (b)For a sinusoidal Force F  Fo sin 4t applied to m1 .
(i) The system to solve is therefore
10 0  y1  600  200  y1   Fo sin 4t 
 0 5  y     200 200   y    0 
  2    2   

(ii) Assuming a particular solution of the form

y1  A cos 4t  B sin 4t and y 2  C cos 4t  D sin 4t

 A cos 4t  B sin 4t 
 
C cos 4t  D sin 4t 

(iii) Differentiating and substituting into the system gives

 10(4) 2  600  200   A cos 4t  B sin 4t   Fo sin 4t 
 2   
  200  5(4)  200 C cos 4t  D sin 4t   0 

which can be solved (equating coefficients) to get

440 A  200C  0
440 B  200 D  Fo
 A  C  0, B  3Fo / 320, D  Fo / 64
 200 A  120C  0
 200 B  120 D  0

(iv) and the general solution is

 y1  1 1  (3 / 320) sin 4t 
 y   C1  1 cos( 80t  1 )  C 2 2 cos( 20t   2 )  Fo  (1 / 64) sin 4t 
 2      

Lecture 8 Questions

(a) x   2 x, y    x  y
2 0
(i) The eigenvalues are the roots of  0 ,    1, 2 .
1 1 
(ii) Node
(iv) Unstable

(b) x   2 x  y, y   y
2 1
(ii) The eigenvalues are the roots of  0 ,    1, 2 .
0 1 
(iii) Saddle Point
(iv) Unstable
Lecture 9 Questions

(i)
Determine the equilibrium points

At equilibrium, x’=y’=x’’=y’’ = 0

0  2 x  2 y  xy  x  2 y /( 2  y ) ...(1)
0  2 x  y  xy  Subst .in(1)  y (2  3 y )  0 …(2)

 y  (0,2 / 3), x  (0,1 / 2)

Equilibrium points at : (0,0) and (1/2, -2/3)

(ii) For the non-zero equilibrium point the transformation is:

u  x  1 / 2  x  u  1 / 2 …(3)
v  y  2 / 3  z  y  2 / 3 …(4)

Subst (3) and (4) into original ODE’s

(u  1 / 2)  2(u  1 / 2)  2(v  2 / 3)
 (u  1 / 2)(v  2 / 3)
(v  2 / 3)  2(u  1 / 2)  (v  2 / 3)
 (u  1 / 2)(v  2 / 3)

u   (8 / 3)u  (3 / 2)v  uv …(5)

v   (4 / 3)u  (3 / 2)v  uv …(6)
(iii) Close to equilibrium can linearise the (u,v) system of ODE’s (5) & (6)

 u   (8 / 3)u  (3 / 2)v …(7)

 v   ( 4 / 3)u  (3 / 2)v …(8)

(iv)Put in matrix form,

8 / 3 3 / 2 u  0
 4 / 3 3 / 2   v   0
    

From the determinant. The characteristic equation and eigenvalues are:

(8 / 3)   3 / 2  u  0
 4/3 
 (3 / 2)     v  0

(8 / 3)   3/ 2
 62  25  12  0
4/3 (3 / 2)  
25  337
 
12
Hence, the eigenvalues are Real & both positive  An Unstable node