Department of Mathematics, IIT Madras
MA2020, Differential Equations
Assignment-2, 2021
1. Consider the first-order homogeneous system of linear equations with constant coefficients
y10 = a 11y1 + a 12y2 + · · · + a 1nyn
y20 = a 21y1 + a 22y2 + · · · + a 2nyn
..
.
yn = an1y1 + an2y2 + · · · + annyn .
0
We write this as y 0 = Ay with
a 11 a 12 . . . a 1n y1
a 21 a 22 . . . a 2n y2
A = .. .. . . , y = .. .
. . . .
an1 an2 . . . ann
yn
Theorem 1 . If A has n linearly independent eigen vectors v 1, v 2, · · · vn with associated
eigen values λ 1, λ 2, · · · λn , then the general solution of the matrix equation y 0 = Ay is given
by y = c 1e λ1x v 1 + c 2e λ2x v 2 + · · · + cne λn x vn , where c 1, c 2, · · · , cn are arbitrary constants.
Remark 2 . Suppose A has complex eigen value λ = a + ib corresponding to the eigen
vector v = w 1 + iw 2 . Then λ̄ is an eigen value with eigen vector v̄ = w 1 − iw 2 . To get
real valued solutions, we replace e λx v and e λ̄x v̄ by the following solutions e ax (w 1 cos bx −
w 2 sin bx) and e ax (w 1 sin bx + w 2 cos bx) which are real and imaginary parts of e λx v
respectively.
(a) Solve the system
y10 = y1 − 3y2 + 7y3
y20 = −y1 − y2 + y3
y30 = −y1 + y2 − 3y3 .
y1 −1 1 1
Ans: y2 = c 1 2 + c 2 3 e + c 3 1 e −2x .
−x
y3 1 1 0
(b) Solve the system
y10 = 3y1 − 7y2 − 3y3
y20 = y1 − 4y2 − 2y3
y30 = y1 + 2y2 + 2y3 .
y1 −1 − cos x − 3 sin x − sin x + 3 cos x
Ans: y2 = c 1 −1 e −x + c 2e x −2 cos x − sin x + c 3e x −2 sin x + cos x .
y3 1 5 cos x 5 sin x
1
2. Find the general solution of the following ODEs:
(a) y 00 + 2y 0 = 0. Ans: y = c 1 + c 2e −2x .
(b) y 00 − 2ay 0 + a 2y = 0. Ans: y = (c 1 + c 2x)e ax .
(c) y 000 + y 00 − 6y 0 = 0. Ans: y = c 1 + c 2e 2x + c 3e −3x .
(d) y 000 − 6y 00 + 12y 0 − 8y = 0. Ans: y = (c 1 + c 2x + c 3x 2 )e 2x .
(e) y 00 − 2y 0 + 5y = 0. Ans: y = e x c 1 cos(2x) + c 2 sin(2x) .
√ √
y 000 + 8y = 0. Ans: y = c 1e −2x + e x c 2 cos( 3 x) + c 3 sin( 3 x) .
(f)
√ √
(g) y (4) + 4y 00 + 4y = 0. Ans: y = (c 1 + c 2x) cos( 2 x) + (c 3 + c 4x) sin( 2 x).
3. Show that y1 (x) = sin x − 13 sin(3x) and y2 (x) = sin3 x are solutions of the ODE
x 2y 00 + (tan x − 2 cot x)y 0 = 0 but z(x) = c 1y1 (x) + c 2y2 (x) is not the general solution
of the ODE.
4. Solve the following Euler-Cauchy equations:
(a) x 2y 00 + 2xy 0 − 12y = 0. Ans: y = c 1x 3 + c 2x −4 .
(b) 2x 2y 00 + 10xy 0 + 8y = 0. Ans: y = x −2 (c 1 + c 2 log x).
(c) x 2y 00 + 3xy 0 + 10y = 0. Ans: y = x −1 c 1 cos(3 log x) + c 2 sin(3 log x) .
5. Solve (x − 3)2y 00 + 3(x − 3)y 0 + y = 0, for x > 3. Ans: y = (x − 3)−1 c 1 + c 2 log(x − 3) .
6. Reduce each of the following ODEs to one with constant coefficients, and then find the
general solution.
(a) x 2 (x + 1)y 00 + xy 0 + (x + 1)3y = 0. Ans: y = c 1 cos(x + log x) + c 2 sin(x + log x).
2 √ √
(b) x 2y 00 + (x 2 − 1)y 0 + x 3y = 0. Ans: y = e −x /4 c 1 cos( 3 x 2 /4) + c 2 sin( 3 x 2 /4) .
7. Using the variation of parameters method, find the general solution of the following ODEs:
(a) y 00 + y = sec x. Ans: y = c 1 sin x + c 2 cos x + x sin x + cos x log(cos x).
(b) x y + xy − y = x e .
2 00 0 2 −x Ans: y = c 1x + c 2x −1 + e −x (1 + x −1 ).
(c) (x − 3)2y 00 + (x − 3)y 0 + y = x.
Ans: y = c 1 cos log(x − 3) + c 2 sin log(x − 3) + x2 + 32 .
8. If y1 and y2 are two solutions of a second order linear homogeneous ordinary differen-
tial equation which has been defined in an interval (a, b) ⊂ R, then W (y1, y2 ) is either
identically zero or non zero at any point of the interval (a, b).
9. Given one solution y1 (x) of the ODE, find its general solution.
(a) x 2y 00 − xy 0 + y = 0; y1 (x) = x. Ans: y = x(c 1 + c 2 log x).
(b) x 2y 00 + xy 0 − 4y = 0; y1 (x) = x 2 . Ans: y = c 1x 2 + c 2x −2 .
(c) x 2y 00 + xy 0 + (x 2 − 1/4)y = 0; y1 (x) = x −1/2 sin x.
Ans: y = x −1/2 (c 1 cos x + c 2 sin x).
(d) (1 − x 2 )y 00 − 2xy 0 + 2y = 0; y1 (x) = x.
Ans: y = c 1x + c 2 x log(1 + x) − log(1 − x) − 2 .
(e) xy 00 − (2x + 1)y 0 + (x + 1)y = 0; y1 (x) = e x . Ans: y = e x (c 1 + c 2x 2 ).
2
10. Solve the following equations by the method of undetermined coefficients:
(a) y 00 + 4y = sin 3x. Ans: A cos 2x + B sin 2x − 51 sin 3x .
(b) y 00 + 3y 0 = 28 cosh 4x. Ans: c 1e −3x + c 2 + 12 e 4x + 72 e −4x .
(c) y 00 + 2y 0 + 10y = 25x 2 + 3. Ans: e −x (A cos 3x + B sin 3x) + 52 x 2 − x.
(d) y 00 + y 0 − 6y = −6x 3 + 3x 2 + 6x. Ans: c 1e −3x + c 2e 2x + x 3 .
(e) y + 2y − 35y = 12e + 37 sin 5x.
00 0 5x
Ans: c 1e −7x + c 2e 5x + xe 5x − 0.1 cos 5x − 0.6 sin 5x.
(f) y 00 − 4y = e −2x − 2x, y(0) = 0, y 0(0) = 0. Ans: − 18 sinh 2x + 21 x − 14 xe −2x .
(g) y 00 + y 0 = 2 + 2x + x 2 , y(0) = 8, y 0(0) = −1. Ans: 3e −x + 5 + 2x + 13 x 3 .
11. Let y1 (x) and y2 (x) be solutions of the ODE y 00 + 2xy 0 + e x sin x y = 0 satisfying
y1 (0) = 2, y10 (0) = 1 and y2 (0) = −3, y20 (0) = 2. Compute W [y1, y2 ](x) and determine
whether y1 (x) and y2 (x) are linearly independent.
2
Ans: W [y1, y2 ](x) = 7e −x , linearly independent.
