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Applied Mathematics Revision
Applied Mathematics Revision
1
Week 2: System of linear equations and Matrices
3 −5]
𝐴=[
−2 9
4 9 −1 5]
𝐴=[ ] 𝐵=[
−2 3 7 0
2 2
𝐴=[ ]
5 3
2
Week 2: System of linear equations and Matrices Part 2
−𝑥 + 5𝑦 = 4
4𝑥 + 10𝑦 = −4
3 2 𝑥 11
2. Solve [ ] [ ] = [ ] for x and y
2 1 𝑦 8
3
3. Solve:
4x + 6y = 14
2x–5y= -9
1 3 −1 3 −2 2
4. A=[0 2 4] B=[0 0 −1]
0 0 5 0 0 1
4
Matrix Eigen-Value Problems
1 2
5. 𝐴 = [ ] 𝜆1 = −5 , 𝜆2 = 2
3 −4
6. Find the eigenvalues of A, that is, find 𝜆 such that det (A- 𝜆1) =0
1 2
𝐴=[ ]
3 −4
5
7. Finding eigenvalues and eigenvectors
2 −12
𝐴=[ ]
1 −5
6
Week 4: Introduction
2
2. Solve this simple differential equation: 2y'=x
Example:
2𝑥 ′
3. 𝑦 = 𝑒 is the solution for the ODE 𝑦 = 2𝑦 for the range 𝑥 ∈ (−∞, ∞).
7
2 ′′ ′ 3
4. sin𝑥 is a solution for the ODE 𝑥𝑦 −𝑦 +4𝑥 𝑦 = 0 for the range 𝑥 ∈ (−∞, ∞).
Exercises:
𝑑𝑦
5. 𝑦(𝑥 ) = 𝑥 2 − 5𝑥 is a general solution of the differential equation 𝑥 − 𝑦 = 𝑥2
𝑑𝑥
𝑑2 𝑦 2
6. 𝑦(𝑥 ) = 𝑥 2 − 𝑥 −1 is a general solution of the differential equation 𝑥 − 𝑥2 𝑦 = 0
𝑑𝑥
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Initial Value Problem – IVP
𝑑2𝑦
+𝑦=0 𝑦(0) = −1, 𝑦 ′ (0) = 1
𝑑𝑥
𝑑 2 𝑦 𝑑𝑦
− − 2𝑦 = 0 𝑦(0) = 2, 𝑦 ′ (0) = −3
𝑑𝑥 𝑑𝑥
9
Week 4: Separation of Variables
𝑑𝑦 𝑥2
a) = 𝑦2
𝑑𝑥
b) Find the solution of this equation that satisfies the initial condition y(0) = 2.
𝑑𝑦
= 𝑥 2𝑦
𝑑𝑥
10
3. We modeled the current I(t) in this electric circuit by the differential equation
𝑑𝐼
𝐿 + 𝑅𝐼 = 𝐸(𝑡)
𝑑𝑡
The inductance is 4 H.
11
Exercise: Solve the following(separable) differential equations
y2
4. 𝑦 ′ = x3 𝑦(1) = 1
1+3x2
5. 3𝑦𝑦 ′ = 𝑦(0) = 1
y−2
12
6. The Newton’s law of cooling for an object is given by the differential equation. where T is
the
𝑑𝑇
= 0.8(90 − 𝑇)
𝑑𝑡
13
7. (3𝑥 + 𝑥y 2 )𝑑𝑥 − (y + x 2 𝑦)𝑑𝑦 = 0 𝑦 (1) = 3
𝑑𝑦
8. 𝑒 𝑥 𝑦 𝑑𝑥 = 𝑒 −𝑦 (1 + 𝑒 −2𝑥 )
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9. The amount 𝜃 (in g) remaining of a radioactive substance after time(in y’s) is found by
solving the equation
𝑑𝜃 + 0.024𝜃𝑑t = 0
If there are 300 grams of the substance initially. Solve for 𝜃 as a function of t .
10. The growth rate of population of a city is known to be equal to 20% of the current
population.
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Week 5: Linear Differential Equations
𝟏
𝝁(𝒙) = 𝒆∫ 𝒑(𝒙)𝒅𝒙 ; 𝒚 = [∫ 𝝁(𝒙)𝒒(𝒙)𝒅𝒙 + 𝒄]
𝝁(𝒙)
𝑦′ + 𝑦 = 𝑥 𝑦(0) = −2
𝑥𝑦 ′ − 2𝑦 = 𝑥 3 𝑒 𝑥 𝑥≻0
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3. Solve the linear differential equation
𝑑𝑦
𝑥2 − 𝑥 3 + 𝑥𝑦 = 0
𝑑𝑥
Exercise:
1 𝑑𝑦 2𝑦
4. − 𝑥 2 = 𝑥cos𝑥 𝑥 ≻ 0
𝑥 𝑑𝑥
𝑑𝑦
5. cos𝑥 𝑑𝑥 + 𝑦sin𝑥 = cos 2 𝑥
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6. 𝑦′ = 𝑦 + 𝑥2 𝑦(0) = 1
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8. If two 9-volt batteries are connected to a series in which the inductance is ¼ henry and the
resistance is 8 ohms, find the equation for the current (𝑖) that flows through the circuit as a
function of time if the initial current is zero.
Find: 𝒊(𝒕)
𝒅𝒊 𝑹 𝑬
Hint: 𝒅𝒕 + 𝑳 𝒊 = 𝑳
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9. The rate of charge of a battery is equal to half of its current charge plus a constant of 10. If
the initial charge is 40%,
Find the time it takes for the charge to double.
10. The volume of gas in an experiment was found to be equal to the ratio of rate of change of
volume (dv/dp) and pressure (p), plus a constant of 10. If the volume at 1 Pascal was 20
cubic meters, find the volume at 2 Pascal.
20
Week 5: Applications of separation of variables and linear
1. The growth rate of population of a city is known to be equal to 20% of the current
population. Express the problem as a differential equation and find the time it takes for the
population to double. The initial population of the city was 200,000. Time is measured in
years.
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2. The rate of decay of the amplitude of an oscillating pendulum is known to be equal to the
ratio of cos(2t) and the exponential of time. If the initial amplitude is 100 cm what will be the
amplitude after 10 sec.
22
3. The rate of charge of battery is equal to half of its current charge plus a constant of 10. If the
initial charge is 40%, find the time it takes for the charge to double.
23
4. The volume of gas in an experiment was found to be equal to the ratio of rate of change of
volume (dv/dp) and pressure(p), plus a constant of 10. If the volume at 1 pascal was 20 cubic
meters. Meter. Find the volume at 2 pascals.
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5. The rate of change of concentration in a chemical reaction, 𝑆′(𝑡) is the sum of the following
two functions: Z(t) and W(t). If the initial concentration S (1) = 0.
Find the general solution for the concentration. The functions Z(t) and W(t) are given below:
−𝑆(𝑡)
𝑍(𝑡) = √𝑆 (𝑡) 𝑊 (𝑡 ) = 𝑡
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6. A particle moves on a 2D surface such that the sum of the
velocity along the x-axis (dx/dt) and its current position in x is equal to
−2𝑡
a) adecaying function u(t), where 𝑢(𝑡) = 𝑒 𝑡
b) Express the problem as a differential equation. b) Show that after a long time
x(t)= −x(t)
c) Find the position of particle at t=2 if x (1) = e2
26
Week 6: Bernoulli Differential Equations with it is applications
𝒅𝒚 𝒚
1. Solve the ODE + = 𝒚𝟐
𝒅𝒙 𝒙
1
2. y ′ − 𝑦 = 𝑥𝑦 2
x
1 −5
3. y ′ − 𝑦 = 𝑥2𝑦2
x 2
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1
4. y ′ + 𝑦 = 𝑒 𝑥 𝑦 4
3
𝒅𝒚
5. 𝒙 + 𝒚 = 𝑥𝑦 3
𝒅𝒙
𝒅𝒚 𝟐
6. + 𝒚 = −𝒙𝟐 𝒄𝒐𝒔𝒙𝒚𝟐
𝒅𝒙 𝒙
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Week 7: Exact Differential Equations with it is Applications
2 3
1. (3xy+ y )+(2xy+x )y′=0
𝑑𝑦 𝑥+4𝑦
2. = − 4𝑥−𝑦
𝑑𝑥
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4. (2𝑥 + 𝑒 𝑦 )𝑑𝑥 + (𝑥𝑒 𝑦 )𝑑𝑦 = 0
5. (1 + 3𝑥 2 𝑠𝑖𝑛𝑦)𝑑𝑥 + (𝑥 3 𝑐𝑜𝑠𝑦)𝑑𝑦 = 0
30
𝑑𝑦
6. (3𝑥 2 𝑦 2 + 𝑒 𝑦 ) = −2(𝑥𝑦 3 − 2)
𝑑𝑥
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y 2 y
8. (ycosx+2xe )+(sinx+x e −1)y′=0
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9. A particle moves on a 2D surface such that the sum of the velocity along the x-axis
−2𝑡
(dx/dt) and its current position in x is equal to a decaying function u(t), where 𝑢(𝑡) = 𝑒 𝑡
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After Midterm
a. 𝑦 ′′ − 2𝑦 ′ − 3𝑦 = 0
b. 𝑦 ′′ + 𝑦 ′ − 6𝑦 = 0 𝑦(0) = 1, 𝑦 ′ (0) = 0
c. 𝑦 ′′ − 𝑦 = 0 𝑦(0) = 3 , 𝑦 ′ (0) = 1
34
2. Solve the following differential equations (case 2)
𝑑2 𝑦 𝑑𝑦
a. − 4 𝑑𝑥 + 4𝑦 = 0
𝑑𝑥 2
𝑑2 𝑦 𝑑𝑦
b. − 6 𝑑𝑥 + 9𝑦 = 0
𝑑𝑥 2
c. 4𝑦 ′′ + 12𝑦 ′ + 9𝑦 = 0
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3. Solve the following differential equations (case 3)
𝑑2 𝑦
a. +𝑦 =0
𝑑𝑥 2
b. 𝑦 ′′ − 6𝑦 ′ + 12𝑦 = 0
36
Solving Non-homogeneous 2nd order equations
a. 𝑦 ′′ + 3𝑦 ′ + 3𝑦 = 2𝑥 2 + 4𝑥 + 5 𝐴𝑠𝑠𝑢𝑚𝑒 𝑦𝑝 = 𝐴𝑥 2 + 𝑏𝑥 + 𝑐
b. 𝑦 ′′ − 𝑦 = 𝑒 𝑡 𝐴𝑠𝑠𝑢𝑚𝑒 𝑦𝑝 = 𝐴𝑡𝑒 𝑡
𝑒𝑡
a. 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 𝑡
37
𝑡
b. 𝑦 ′′ − 9𝑦 = 𝑒 3𝑡
c. 2𝑦 ′′ − 2𝑦 ′ = 4
𝑒𝑡
d. 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 𝑡 4
e. 2𝑦 ′′ − 2𝑦 = 4𝑡 𝑦(0) = 0, 𝑦(1) = 0
38
Week 11: Laplace Transform Part 1
a. 𝑓(𝑡) = 1 + 5𝑡
b. 𝑓(𝑡) = 11 + 5𝑒 4𝑡 − 6𝑠𝑖𝑛2𝑡
a. ℒ [𝑒 5𝑡 𝑡 3 ]
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b. ℒ [𝑒 −2𝑡 𝑐𝑜𝑠4𝑡]
Multiplication by time
a. 𝑓 (𝑡) = 1
c. 𝑓 (𝑡) = 𝑒 𝑡
d. ℒ [𝑡. 𝑒 𝑡 ]
e. 𝑓 (𝑡) = 𝑐𝑜𝑠3𝑡
f. ℒ [𝑡 2 𝑐𝑜𝑠3𝑡]
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g. 𝑓 (𝑡) = 𝑒 2𝑡 𝑐𝑜𝑠3𝑡
h. ℒ [𝑡𝑒 2𝑡 𝑐𝑜𝑠3𝑡]
i. A voltage in volts (v) starting at t=0 is given by 𝑣(𝑡) = 5𝑒 −2𝑡 𝑠𝑖𝑛4𝑡. Determine the
LaPlace transform
j. A pressure in pascal (p) starting at t=0 is given by 𝑝(𝑡) = 5𝑐𝑜𝑠2𝑡 + 3𝑒 −4𝑡 Determine the
Laplace transform
k. f(t)= [𝑡 3 − 𝑡𝑒 𝑡 + 𝑒 4𝑡 𝑐𝑜𝑠2𝑡]
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Week 12: Inverse Laplace Transform -Part 2
5
a. ℒ −1 {𝑠 }
4
b. ℒ −1 {𝑠 2}
8
c. ℒ −1 {𝑠 3}
3
d. ℒ −1 {𝑠 4}
7
e. ℒ −1 {𝑠−3}
42
7
f. ℒ −1 {3𝑠+1}
3𝑠
g. ℒ −1 { }
𝑠 2+5
1
h. ℒ −1 {𝑠 2+7}
4𝑠+2
i. ℒ −1 {𝑠 2+9 }
2𝑠
j. ℒ −1 {𝑠 2−3}
2
k. ℒ −1 {𝑠 2−9}
43
1. Determine the I.L.T
200
𝑉(𝑠) = 𝑠 2+100
2
a. 𝑌(𝑠) = 𝑠
3
b. 𝑌(𝑠) = 𝑠−5
6
c. 𝑌(𝑠) = 𝑠 4
2
d. ℒ −1 {𝑠 6}
44
1
e. ℒ −1 {𝑠 2+36}
8
f. 𝑌(𝑠) = 𝑠 3
−3𝑠+4
g. ℒ −1 { 𝑠 2+4 }
4𝑠+1
h. 𝑌(𝑠) = 𝑠 2−9
10
i. 𝑌(𝑠) = − (𝑠+1)3
45
6 1 4
j. 𝐹(𝑠) = 𝑠 − 𝑠−8 + 𝑠+3
19 1 7
k. 𝐻 (𝑠) = 𝑠+2 − 3𝑠−5 + 𝑠 5
6𝑠 3
l. 𝐹(𝑠) = (𝑠 2+25) + (𝑠 2+25)
4𝑠−10
m. 𝑌(𝑆) = 𝑠 2 −6𝑠+10
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Week 13: Partial Fractions -Laplace Transform
1. For the function Y(s) below, we find y(t)= ℒ −1 T(s) by using a partial fraction expression
3𝑠+1
a. 𝑌(𝑠) = 𝑠 2+𝑠−12
1
b. ℒ −1 { }
(𝑠−1)(𝑠−2)
𝑠+5
c. 𝑌(𝑠) = 𝑠(𝑠+1)(𝑠+4)
2𝑠+5
d. ℒ −1 {(𝑠−3)2}
47
𝑠 2+9𝑠+2
e. ℒ −1 {(𝑠−1)2(𝑠+3)}
𝑠 2−5𝑠+7
2. Find the inverse L.T of 𝐹(𝑠) = (𝑠+2)3
48
3. Case 3
a. 𝑦 ′′ + 4𝑦 ′ + 6𝑦 = 1 + 𝑒 −𝑡 𝑦(0) = 0, 𝑦 ′ (0) = 0
49
c. Recall that the ODE, 𝑦 ′′′ + 6𝑦 ′′ + 11𝑦 ′ + 6𝑦 = 1 , with zero initial conditions resulted
in the expression.
1
𝑌 (𝑠 ) =
𝑠(𝑠 3 + 6𝑠 2 + 11𝑠 + 6)
𝑠+3
4. Find the inverse Laplace transform of 𝐹 (𝑠) = (𝑠+1)(𝑠+2)
50
𝑑𝑦
a. Solve the ODE 5 𝑑𝑡 + 4𝑦 = 2 y (0) =1
(𝑠+1) 1
b. 𝑌(𝑠) = (𝑠 2−1) + 𝑠 2(𝑠 2−1)
51
𝑑2 𝑦(𝑡) 𝑑𝑦(𝑡)
c. +3 + 2𝑦(𝑡) = 5𝑢𝑠 (𝑡) 𝑦(0) = −1 , 𝑦 ′ (0) = 2
𝑑𝑡 2 𝑑𝑡
52
e. 𝑦 ′′ (𝑡) + 3𝑦 ′ (𝑡) + 2𝑦(𝑡) = 𝑓(𝑡) 𝑦(0) = 𝑦 ′ (0)0
f. 𝑦 ′′ + 4𝑦 = 0 𝑦 (0) = 1 , 𝑦 ′ (0) = 6
53
𝑑𝑦
g. 2 𝑑𝑡 + 𝑦 = 0 𝑦(0) = −3
h. 𝑦 ′′ + 5𝑦 ′ + 6𝑦 = 0 𝑦 (0) = 2 , 𝑦 ′ ( 0) = 3
54
i. 𝑦 ′′ − 8𝑦 ′ + 25𝑦 = 0 𝑦 (0) = 0 , 𝑦 ′ (0) = 6
a. 𝑦 ′′ + 4𝑦 ′ + 6𝑦 = 1 + 𝑒 −𝑡 𝑦(0) = 0, 𝑦 ′ (0) = 0
55
b. 𝑦 ′′ + 𝑦 = sin 2𝑡 𝑦 (0) = 2 , 𝑦 ′ (0) = 1
56
Week 14: Partial Differential Equations
57
𝑥 𝜕𝑓 𝜕𝑓
b. 𝑓(𝑥, 𝑦) = sin(1+𝑦 ) find 𝜕𝑥 𝑎𝑛𝑑 𝜕𝑦
58