Note on plots: Some of these problems requires plotting. These were done both by hand and also by the computer but only the computer version of the plot was included.
Solve each of the following and plot the solution for different y_{0} values.
\frac{dy}{dt}=-y+5,y\left ( 0\right ) =y_{0} \frac{dy}{dt}+y=5
The Integrating factor is e^{\int dt}=e^{t}. Multiplying both sides by e^{t} gives \frac{d}{dt}\left ( ye^{t}\right ) =5e^{t}
Hence\begin{equation} y\left ( t\right ) =5+ce^{-t}\tag{1} \end{equation}
The complete solution from (1) becomes y\left ( t\right ) =5+\left ( y_{0}-5\right ) e^{-t}\qquad t\in \Re
As t\rightarrow \infty the solution approaches y\left ( t\right ) =5.The following plot gives the solution y\left ( t\right ) for few values of y_{0}
\frac{dy}{dt}=-2y+5,y\left ( 0\right ) =y_{0} \frac{dy}{dt}+2y=5
Integrating factor is e^{2\int dt}=e^{2t}. Multiplying both sides by e^{2t} gives \frac{d}{dt}\left ( ye^{2t}\right ) =5e^{2t}
Hence\begin{equation} y\left ( t\right ) =\frac{5}{2}+ce^{-2t}\tag{1} \end{equation}
The complete solution from (1) becomes y\left ( t\right ) =2.5+\left ( y_{0}-2.5\right ) e^{-2t}\qquad t\in \Re
\frac{dy}{dt}=-2y+10,y\left ( 0\right ) =y_{0} \frac{dy}{dt}+2y=10
Integrating factor is e^{2\int dt}=e^{2t}. Multiplying both sides by e^{2t} gives \frac{d}{dt}\left ( ye^{2t}\right ) =10e^{2t}
Hence\begin{equation} y\left ( t\right ) =5+ce^{-2t}\tag{1} \end{equation}
The complete solution from (1) becomes y\left ( t\right ) =5+\left ( y_{0}-5\right ) e^{-2t}\qquad t\in \Re
Discussion of differences In all solutions the term with e^{-t} and e^{-2t} in it will vanish as t\rightarrow +\infty . Hence for t>0 all solution approach a constant value as t\rightarrow \infty , which is 5 for part (a) and (c) and 2.5 for part (b). Since part(b,c) has e^{-2t} term, these will approach the asymptote faster (converges faster) than part (a) which has e^{-t} term.
\frac{dy}{dt}=y-5,y\left ( 0\right ) =y_{0} \frac{dy}{dt}-y=-5
Integrating factor is e^{-\int dt}=e^{-t}. Multiplying both sides by e^{-t} gives \frac{d}{dt}\left ( ye^{-t}\right ) =-5e^{-t}
Hence\begin{equation} y\left ( t\right ) =5+ce^{t}\tag{1} \end{equation}
The complete solution from (1) becomes y\left ( t\right ) =5+\left ( y_{0}-5\right ) e^{t}\qquad t\in \Re
\frac{dy}{dt}=2y-5,y\left ( 0\right ) =y_{0} \frac{dy}{dt}-2y=-5
Integrating factor is e^{-2\int dt}=e^{-2t}. Multiplying both sides by e^{-2t} gives \frac{d}{dt}\left ( ye^{-2t}\right ) =-5e^{-2t}
Hence\begin{equation} y\left ( t\right ) =2.5+ce^{2t}\tag{1} \end{equation}
The complete solution from (1) becomes y\left ( t\right ) =2.5+\left ( y_{0}-2.5\right ) e^{2t}\qquad t\in \Re
\frac{dy}{dt}=2y-10,y\left ( 0\right ) =y_{0} \frac{dy}{dt}-2y=-10
This is first order, linear ODE of the form y^{\prime }+p\left ( t\right ) y=g\left ( t\right ) where p\left ( t\right ) =-2,g\left ( t\right ) =-10. Since both p\left ( t\right ) ,g\left ( t\right ) are continuous on the real line, then by theorem 1, a solution exists and is unique. Now the ODE is solved.
Integrating factor is e^{-2\int dt}=e^{-2t}. Multiplying both sides by e^{-2t} gives \frac{d}{dt}\left ( ye^{-2t}\right ) =-10e^{-2t}
Hence\begin{equation} y\left ( t\right ) =5+ce^{2t}\tag{1} \end{equation}
The complete solution from (1) becomes y\left ( t\right ) =5+\left ( y_{0}-5\right ) e^{2t}\qquad t\in \Re
Discussion of differences In all solutions the term with e^{t} and e^{2t} in it will vanish as t\rightarrow -\infty . Hence for t<0 all solution approach a constant value as t\rightarrow -\infty , which is 5 for part (a) and (c) and 2.5 for part (b). Since part(b,c) has e^{2t} term, these will diverge faster for large t than part (a) which has e^{t} term.
In each of the problems below, verify that each given function is the solution to the ODE
y^{\prime \prime }-y=0;y_{1}\left ( t\right ) =e^{t};y_{2}\left ( t\right ) =\cosh (t).
For y_{1}\left ( t\right ) , taking derivatives of y_{1} gives y_{1}^{\prime }=e^{t},y_{1}^{\prime \prime }=e^{t}. Substituting into the ODE gives e^{t}-e^{t}=0
For y_{2}\left ( t\right ) , taking derivatives of y_{2} gives y_{2}^{\prime }=\sinh \left ( t\right ) ,y_{2}^{\prime \prime }=\cosh \left ( t\right ) . Substituting into the ODE gives \cosh \left ( t\right ) -\cosh (t)=0
y^{\prime \prime }+2y^{\prime }-3y=0;y_{1}\left ( t\right ) =e^{-3t};y_{2}\left ( t\right ) =e^{t}.
For y_{1}\left ( t\right ) : Taking derivatives of y_{1} gives y_{1}^{\prime }=-3e^{-3t},y_{1}^{\prime \prime }=9e^{-3t}. Substituting into the ODE gives\begin{align*} 9e^{-3t}+2\left ( -3e^{-3t}\right ) -3\left ( e^{-3t}\right ) & =9e^{-3t}-6e^{-3t}-3e^{-3t}\\ & =0 \end{align*}
Which is the RHS in the original ODE. Hence y_{1}\left ( t\right ) is solution to the ODE.
For y_{2}\left ( t\right ) : Taking derivatives of y_{2} gives y_{2}^{\prime }=e^{t},y_{2}^{\prime \prime }=e^{t}. Substituting into the ODE gives e^{t}+2e^{t}-3e^{t}=0
ty^{\prime }-y=t^{2};y_{1}\left ( t\right ) =3t+t^{2}
Taking derivative of y_{1} gives y_{1}^{\prime }=3+2t. Substituting into the ODE gives\begin{align*} t\left ( 3+2t\right ) -\left ( 3t+t^{2}\right ) & =3t+2t^{2}-3t-t^{2}\\ & =t^{2} \end{align*}
Which is the RHS in the original ODE. Hence y_{1}\left ( t\right ) is solution to the ODE.
y^{\left ( 4\right ) }+4y^{\prime \prime \prime }+3y=t;y_{1}\left ( t\right ) =\frac{t}{3};y_{2}\left ( t\right ) =e^{-t}+\frac{t}{3}
For y_{1}: Taking derivative of y_{1} gives y_{1}^{\prime }=\frac{1}{3},y_{1}^{\prime \prime }=0,y_{1}^{\prime \prime \prime }=0,y_{1}^{\left ( 4\right ) }=0. Substituting into the ODE gives 0+0+3\left ( \frac{t}{3}\right ) =t
For y_{2}: Taking derivatives of y_{2} gives y_{2}^{\prime }=-e^{-t}+\frac{1}{3},y_{2}^{\prime \prime }=e^{-t},y_{2}^{\prime \prime \prime }=-e^{-t},y_{2}^{\left ( 4\right ) }=e^{-t}\,.Substituting into the ODE gives\begin{align*} e^{-t}-4e^{-t}+3\left ( e^{-t}+\frac{t}{3}\right ) & =e^{-t}-4e^{-t}+3e^{-t}+t\\ & =t \end{align*}
Which is the RHS in the original ODE. Hence y_{2}\left ( t\right ) is solution to the ODE.
Determine the value of r for which the given ODE has solution in the form y=e^{rt} y^{\prime }+2y=0
Determine the value of r for which the given ODE has solution in the form y=e^{rt} y^{\prime \prime }-y=0
draw direction field for the given ODE. Based on inspection, describe how the solutions behave for large t. Find general solution to the ODE and use to determine how solution behaves as t\rightarrow \infty
y^{\prime }+3y=t+e^{-2t}
This is first order, linear ODE of the form y^{\prime }+p\left ( t\right ) y=g\left ( t\right ) where p\left ( t\right ) =3,g\left ( t\right ) =t+e^{-2t}. Since both p\left ( t\right ) ,g\left ( t\right ) are continuous on the real line, then by theorem 1, a solution exists and is unique.
First the ODE is written such that y^{\prime } is on one side, and everything else on the other side.\begin{align*} y^{\prime } & =-3y+t+e^{-2t}\\ & =f\left ( t,y\right ) \end{align*}
Global view: For fixed y, as t\rightarrow \infty ,y^{\prime }\rightarrow \infty and for t\rightarrow -\infty ,y^{\prime }\rightarrow \infty . At t=0,y^{\prime }=-3y+1.
For each value of y=\left \{ -1,0,1\right \} and for each t=\left \{ -1,0,1\right \} the RHS is calculated and the slope y^{\prime } is drawn as tangent at that point.
t=-1 | t=0 | t=1 | |
y=-1 | y^{\prime }=3-1+e^{2}\approx 9 | y^{\prime }=3+0+e^{0}=4 | y^{\prime }=3+1+e^{-2} \approx 4 |
y=0 | y^{\prime }=-1+e^{2}\approx 6 | y^{\prime }=0+e^{0}=1 | y^{\prime }=0+1+e^{-2} \approx 1 |
y=1 | y^{\prime }=-3-1+e^{2}\approx 3 | y^{\prime }=-3+0+e^{0}=-2 | y^{\prime }=-3+1+e^{-2}\approx -2 |
The above data gives y^{\prime } at at coordinates \left \{ \left \{ -1,-1\right \} ,\left \{ 0,-1\right \} ,\left \{ 1,-1\right \} ,\left \{ -1,0\right \} ,\left \{ 0,0\right \} ,\left \{ 1,0\right \} ,\left \{ -1,1\right \} ,\left \{ 0,1\right \} ,\left \{ 1,1\right \} \right \}
The solutions for large positive t appear to approach an asymptote straight line with positive slope. This is confirmed by next part.
y^{\prime }+3y=t+e^{-2t}
Integrating factor is e^{3t}, and multiplying both sides by this results in \frac{d}{dt}\left ( e^{3t}y\right ) =te^{3t}+e^{t}
Therefore y=\left ( \frac{t}{3}-\frac{1}{9}\right ) +e^{-2t}+ce^{-3t}\qquad t\in \Re
draw direction field for the given ODE. Based on inspection, describe how the solutions behave for large t. Find general solution to the ODE and use to determine how solution behaves as t\rightarrow \infty
y^{\prime }-2y=te^{-2t}
First the ODE is written such that y^{\prime } is on one side, and everything else on the other side. y^{\prime }=2y+te^{-2t}
For each value of y=\left \{ -1,0,1\right \} and for each t=\left \{ -1,0,1\right \} the RHS is calculated and the slope y^{\prime } is drawn as tangent at that point.
t=-1 | t=0 | t=1 | |
y=-1 | y^{\prime }=-2-e^{2}\approx -9 | y^{\prime }=-2+0=-2 | y^{\prime }=-2+e^{-2} \approx -1.8 |
y=0 | y^{\prime }=-e^{2t}\approx -7 | y^{\prime }=0 | y^{\prime }=0+e^{-2}\approx 0.1 |
y=1 | y^{\prime }=2-e^{2}\approx -5 | y^{\prime }=2 | y^{\prime }=2+e^{-2}\approx 2.1 |
The above data gives y^{\prime } at at coordinates \left \{ \left \{ -1,-1\right \} ,\left \{ 0,-1\right \} ,\left \{ 1,-1\right \} ,\left \{ -1,0\right \} ,\left \{ 0,0\right \} ,\left \{ 1,0\right \} ,\left \{ -1,1\right \} ,\left \{ 0,1\right \} ,\left \{ 1,1\right \} \right \}
The solutions for large positive t appear to grow exponentially. This is confirmed by next part.
y^{\prime }-2y=te^{-2t}
Integrating factor is e^{-2t}, and multiplying both sides by this results in \frac{d}{dt}\left ( e^{-2t}y\right ) =te^{-4t}
Hence y=e^{-2t}\left ( -\frac{t}{4}-\frac{1}{16}\right ) +ce^{2t}
draw direction field for the given ODE. Based on inspection, describe how the solutions behave for large t. Find general solution to the ODE and use to determine how solution behaves as t\rightarrow \infty
y^{\prime }+y=te^{-t}+1
First the ODE is written such that y^{\prime } is on one side, and everything else on the other side. y^{\prime }=-y+te^{-t}+1
t=-1 | t=0 | t=1 | |
y=-1 | y^{\prime }=1-e^{t}+1\approx -0.7 | y^{\prime }=1+1=2 | y^{\prime }=1+e^{-1}+1 \approx 2.3 |
y=0 | y^{\prime }=0-e^{t}+1\approx -1.7 | y^{\prime }=1 | y^{\prime }=0+e^{-1}+1\approx 1.3 |
y=1 | y^{\prime }=-1-e^{1}+1\approx -0.7 | y^{\prime }=-1+1=0 | y^{\prime }=1+e^{-1}+1\approx 0.3 |
The above data gives y^{\prime } at at coordinates \left \{ \left \{ -1,-1\right \} ,\left \{ 0,-1\right \} ,\left \{ 1,-1\right \} ,\left \{ -1,0\right \} ,\left \{ 0,0\right \} ,\left \{ 1,0\right \} ,\left \{ -1,1\right \} ,\left \{ 0,1\right \} ,\left \{ 1,1\right \} \right \}
The solutions for large positive t appear to approach an asymptote line y\left ( t\right ) =1. This is confirmed by next part.
y^{\prime }+y=te^{-t}+1
Integrating factor is e^{t}, and multiplying both sides by this results in \frac{d}{dt}\left ( e^{t}y\right ) =t+e^{t}
Hence\begin{align*} y & =\frac{1}{2}t^{2}e^{-t}+1+ce^{-t}\\ & =e^{-t}\left ( \frac{1}{2}t^{2}+c\right ) +1 \end{align*}
For large positive t, the term e^{-t}\left ( \frac{1}{2}t^{2}+c\right ) \rightarrow 0 and what is left is 1. Hence the solution as t\rightarrow \infty approaches asymptote line y\left ( t\right ) =1. \lim _{t\rightarrow \infty }y\left ( t\right ) =1
draw direction field for the given ODE. Based on inspection, describe how the solutions behave for large t. Find general solution to the ODE and use to determine how solution behaves as t\rightarrow \infty
y^{\prime }+\frac{y}{t}=3\cos 2t for t>0
First the ODE is written such that y^{\prime } is on one side, and everything else on the other side. y^{\prime }=-\frac{y}{t}+3\cos 2t
t=1 | t=2 | t=3 | |
y=-1 | y^{\prime }=1+3\cos 2\approx -0.25 | y^{\prime }=\frac{1}{2}+3\cos 4\approx -1.5 | y^{\prime }=\frac{1}{3}+3\cos 6 \approx 3.2 |
y=0 | y^{\prime }=3\cos 2\approx -1.25 | y^{\prime }=0+3\cos 4\approx -2 | y^{\prime }=0+3\cos 6\approx 2.9 |
y=1 | y^{\prime }=-1+3\cos 2\approx -2.25 | y^{\prime }=-\frac{1}{2}+3\cos 4=-2.5 | y^{\prime }=-\frac{1}{3}+3\cos 2t\approx 2.5 |
A sketch was now made by hand as well using the computer. The computer version is given below.
The solutions for large positive t appear to oscillate, but it is hard to see that from the few points above, as more points is needed and only after using the computer plot and solving it did this become more clear.
y^{\prime }+\frac{y}{t}=3\cos 2t
Integrating factor is e^{\int \frac{1}{t}dt}=e^{\ln t}=t, and multiplying both sides by this results in \frac{d}{dt}\left ( ty\right ) =3t\cos 2t
Equation (1) becomes\begin{align*} ty & =3\left ( \frac{1}{2}t\sin \left ( 2t\right ) +\frac{1}{4}\cos \left ( 2t\right ) \right ) +c\\ y & =\frac{3}{2}\sin \left ( 2t\right ) +\frac{3}{4}\frac{\cos \left ( 2t\right ) }{t}+\frac{c}{t}\qquad t>0 \end{align*}
In the limit as t\rightarrow \infty the terms \frac{c}{t}\rightarrow 0 and \frac{\cos \left ( 2t\right ) }{t}\rightarrow 0, therefore \lim _{t\rightarrow \infty }y\left ( t\right ) =\frac{3}{2}\sin \left ( 2t\right )
Find the solution to the given initial value problem. y^{\prime }-y=2te^{2t} with y\left ( 0\right ) =1
This is first order, linear ODE of the form y^{\prime }+p\left ( t\right ) y=g\left ( t\right ) where p\left ( t\right ) =-1,g\left ( t\right ) =2te^{2t}. Since p\left ( t\right ) ,g\left ( t\right ) are continuous on the real line, then by theorem 1, a solution exists and is unique.
Integrating factor is e^{\int -dt}=e^{-t}. Multiplying both sides by this results in \frac{d}{dt}\left ( ye^{-t}\right ) =2te^{t}
Therefore (1) becomes\begin{align*} ye^{-t} & =2\left ( te^{t}-e^{t}\right ) +c\\ y & =2\left ( te^{2t}-e^{2t}\right ) +ce^{t}\\ & =2e^{2t}\left ( t-1\right ) +ce^{t} \end{align*}
Applying initial conditions gives\begin{align*} 1 & =2e^{0}\left ( 0-1\right ) +ce^{0}\\ 1 & =-2+c\\ c & =3 \end{align*}
Hence the general solution is y=2e^{2t}\left ( t-1\right ) +3e^{t}\qquad t\in \Re
Find the solution to the given initial value problem. y^{\prime }+2y=te^{-2t} with y\left ( 1\right ) =0
This is first order, linear ODE of the form y^{\prime }+p\left ( t\right ) y=g\left ( t\right ) where p\left ( t\right ) =2,g\left ( t\right ) =te^{2t}. Since p\left ( t\right ) ,g\left ( t\right ) are continuous on the real line, then by theorem 1 a solution exists and is unique.
Integrating factor is e^{2\int dt}=e^{2t}. Multiplying both sides by e^{2t} gives \frac{d}{dt}\left ( ye^{2t}\right ) =t
Applying initial conditions\begin{align*} 0 & =\frac{1}{2}e^{-2}+ce^{-2}\\ c & =-\frac{1}{2} \end{align*}
Hence the solution (1) becomes\begin{align*} y & =\frac{1}{2}t^{2}e^{-2t}-\frac{1}{2}e^{-2t}\\ & =\frac{1}{2}e^{-2t}\left ( t^{2}-1\right ) \qquad t\in \Re \end{align*}
Here is a plot of the solution
Consider y^{\prime }+\frac{1}{4}y=3+2\cos \left ( 2t\right ) with y\left ( 0\right ) =0. (a) find the solution and describe its behavior for large t. (b) Determine t for which the solution first intersects the line y=12.
This is first order, linear ODE of the form y^{\prime }+p\left ( t\right ) y=g\left ( t\right ) where p\left ( t\right ) =\frac{1}{4},g\left ( t\right ) =3+2\cos \left ( 2t\right ) . Since p\left ( t\right ) ,g\left ( t\right ) are continuous on the real line, then by theorem 1 a solution exists and is unique.
Integrating factor is e^{\frac{1}{4}\int dt}=e^{\frac{t}{4}}. Multiplying both sides by e^{\frac{1}{4}t} gives \frac{d}{dt}\left ( ye^{\frac{t}{4}}\right ) =3e^{\frac{t}{4}}+2e^{\frac{t}{4}}\cos 2t
Applying integration by parts again on \int \sin \left ( 2t\right ) e^{\frac{t}{4}}dt. Let u=\sin \left ( 2t\right ) ,dv=e^{\frac{t}{4}}, hence du=2\cos \left ( 2t\right ) ,v=4e^{\frac{t}{4}}. Therefore the above becomes\begin{align*} I & =4\cos \left ( 2t\right ) e^{\frac{t}{4}}+8\left ( 4\sin \left ( 2t\right ) e^{\frac{t}{4}}-\int 2\cos \left ( 2t\right ) 4e^{\frac{t}{4}}dt\right ) \\ & =4\cos \left ( 2t\right ) e^{\frac{t}{4}}+32\sin \left ( 2t\right ) e^{\frac{t}{4}}-64\int \cos \left ( 2t\right ) e^{\frac{t}{4}}dt \end{align*}
But I=\int e^{\frac{t}{4}}\cos \left ( 2t\right ) dt, hence the above is I=4\cos \left ( 2t\right ) e^{\frac{t}{4}}+32\sin \left ( 2t\right ) e^{\frac{t}{4}}-64I
Putting these results back into (1) gives\begin{align*} ye^{\frac{t}{4}} & =3\int e^{\frac{t}{4}}dt+2\int e^{\frac{t}{4}}\cos \left ( 2t\right ) dt+c\\ & =3\left ( 4e^{\frac{t}{4}}\right ) +2\left ( \frac{4}{65}\cos \left ( 2t\right ) e^{\frac{t}{4}}+\frac{32}{65}\sin \left ( 2t\right ) e^{\frac{t}{4}}\right ) +c \end{align*}
Hence\begin{align*} y & =12+2\left ( \frac{4}{65}\cos \left ( 2t\right ) +\frac{32}{65}\sin \left ( 2t\right ) \right ) +ce^{-4t}\\ & =12+\frac{8}{65}\cos \left ( 2t\right ) +\frac{64}{65}\sin \left ( 2t\right ) +ce^{-4t} \end{align*}
Applying initial conditions\begin{align*} 0 & =12+\frac{8}{65}\cos \left ( 0\right ) +\frac{64}{65}\sin \left ( 0\right ) +ce^{0}\\ & =12+\frac{8}{65}+c\\ c & =-12-\frac{8}{65}\\ & =-\frac{788}{65} \end{align*}
Hence the general solution is\begin{equation} y\left ( t\right ) =12+\frac{8}{65}\cos \left ( 2t\right ) +\frac{64}{65}\sin \left ( 2t\right ) -\frac{788}{65}e^{-4t}\qquad t\in \Re \tag{2} \end{equation}
Solving for t when y=12 results in\begin{align*} 12 & =12+\frac{8}{65}\cos \left ( 2t\right ) +\frac{64}{65}\sin \left ( 2t\right ) -\frac{788}{65}e^{-4t}\\ 0 & =\frac{8}{65}\cos \left ( 2t\right ) +\frac{64}{65}\sin \left ( 2t\right ) -\frac{788}{65}e^{-4t} \end{align*}
It is not clear what method is supposed to be used to solve the above for t since it is non-linear. So y\left ( t\right ) was first plotted and by inspection y\left ( t\right ) cross the line y=12 at about t=10. Then using computer root finding with search starting at t=10 the required value of t was found to be \fbox{$t=10.0658$}