Be sure this exam has 8 pages including the cover The University of British Columbia MATH 215/255-103/104 Midterm Exam II – November 2014 Name Signature Student Number Section Number This exam consists of 4 questions worth 10 marks each. No notes nor calculators. Question Points 1 10 2 10 3 10 4 10 Total: 40 Score 1. Each candidate should be prepared to produce his library/AMS card upon request. 2. Read and observe the following rules: No candidate shall be permitted to enter the examination room after the expiration of one half hour, or to leave during the first half hour of the examination. Candidates are not permitted to ask questions of the invigilators, except in cases of supposed errors or ambiguities in examination questions. CAUTION - Candidates guilty of any of the following or similar practices shall be immediately dismissed from the examination and shall be liable to disciplinary action. (a) Making use of any books, papers or memoranda, other than those authorized by the examiners. (b) Speaking or communicating with other candidates. (c) Purposely exposing written papers to the view of other candidates. The plea of accident or forgetfulness shall not be received. 3. Smoking is not permitted during examinations. November 2014 Math 215/255 Midterm Exam II Page 2 of 8 (4 points) 1. (a) Find all values of α for which the solution of the equation y 00 + y 0 + αy = 0 has oscillatory nature. Write down the general solution. Answer. The characteristic equation is r2 + r + α = 0, so that the roots are √ 1 − 4α (1 pt.). 2 To have an oscillatory nature, solution should consist of functions sin(·) or cos(·). This is only possible when the roots are complex. To make sure that the roots are complex, the discriminant should be negative, i.e. 1 − 4α < 0, or α > 1/4 (1 pt.). Using the computed roots, the general solution is √ √ 1 1 y = C1 e− 2 t cos 21 4α−1 t + C2 e− 2 t sin 21 4α−1 t , (1 pt.) r1,2 = (6 points) −1 ± (1 pt.) where C1 and C2 are constants. (b) Find a particular solution of the equation y 00 + y 0 + y = 2te2t . Hint: method of undetermined coefficients is less tedious. Answer. We are going to use the hint and use method of undetermined coefficients. First, the characteristic equation for the given equation is r2 + r + 1 = 0, so that the roots are √ 3 1 r1,2 = =− ±i . (1 pt.) 2 2 2 Applying the method of undetermined coefficients, the particular solution has the following form yp = (A + Bt)e2t (2 pts.), where A and B are constants. The derivatives of yp can be computed as −1 ± √ 1−4 yp0 = Be2t + (2A + 2Bt)e2t , yp00 = 4Be2t + (4A + 4Bt)e2t . Substituting yp into the original differential equation, we obtain 4Be2t + (4A + 4Bt)e2t + Be2t + (2A + 2Bt)e2t + (A + Bt)e2t = 2te2t , or, after some simplifications, (5B + 7A)e2t + 7Bte2t = 2te2t . Since e2t and te2t are linearly independent, then 5B + 7A = 0, 7B = 2, so that A = −10/49 and B = 2/7 (2 pts.). Finally, the solution is yp = 2 (−5 + 7t)e2t . (1 pt.) 49 November 2014 Math 215/255 Midterm Exam II Page 3 of 8 (6 points) 2. (a) A student made a frictionless (i.e. damping is c = 0) oscillator by connecting a mass to a wall by a spring. Unfortunately, he forgot to measure the mass, m, and the spring stiffness constant k. He decided to use the material he learned at the ODE course about resonance to find these parameters. He applied the periodic force F = cos(ωt−π/4) to the system and found that ω = 1 corresponds to pure resonance. In particular, the amplitude of the oscillations grows linearly with time for some initial conditions, i.e. C = αt, where α = 2. Use this information to help the student to determine m and k. Answer. Since there is no damping in the system, the governing equation is mx00 + kx = cos(t−π/4), or x00 + ω02 x = 1 cos(t−π/4), m (1 pt.) p where ω0 = k/m is the natural frequency. Since the system is in the state of pure resonance (so that the amplitude of the solution grows linearly), then the frequency of the force is equal to the natural frequency, i.e. ω0 = 1 (1 pt.). Method 1. We search for a particular solution in the form xp = At sin(t−π/4) + Bt cos(t−π/4). Substituting it into the differential equation 1 x00 + x = m cos(t−π/4) gives − At sin(t−π/4) − Bt cos(t−π/4) + 2A cos(t−π/4) − 2B sin(t−π/4) 1 + At sin(t−π/4) + Bt cos(t−π/4) = cos(t−π/4). m Clearly, A = 1/(2m) and B = 0, so that the particular solution is xp = t sin(t−π/4). (3 pt.) 2m Method 2. We search for a particular solution in the form xp = At sin(t) + Bt cos(t). 1 Substituting it into the differential equation x00 + x = m cos(t−π/4) gives − At sin(t) − Bt cos(t) + 2A cos(t) − 2B sin(t) √ √ 1 2 2 + At sin(t) + Bt cos(t) = cos(t−π/4) = cos(t) + sin(t). m 2m 2m √ √ In this case, A = 2/(4m) and B = − 2/(4m), so that the particular solution √ √ 2 2 xp = t sin(t) − t cos(t), (3 pt.) 4m 4m which is equivalent to the solution obtained by method 1. √ The amplitude of the particular solutionp is C = A2 + B 2 = t/(2m) = 2t. This implies that m = 1/4. Using the fact that ω0 = k/m = 1, we obtain k = 1/4 (1 pt.). November 2014 (4 points) Math 215/255 Midterm Exam II Page 4 of 8 (b) Then, the student decided to add damping and tried to measure it (mass m and spring constant k are the same as in part (a)). He applied the same force F = cos(ωt−π/4) to the system and examined the steady periodic solution. The measurements for ω = 1 revealed that the amplitude of the response no longer grows linearly, but instead is constant, C = 5. Use this information to find damping coefficient c. Answer. Using the fact that m = 1/4 and k = 1/4, the governing equation becomes 1 00 1 x + cx0 + x = cos(t−π/4), 4 4 or x00 + 4cx0 + x = 4 cos(t−π/4). (1 pt.) Since the student examined steady periodic solution, we need to find a particular solution to the above equation. Method 1. Using method of undetermined coefficients, we search for a particular solution in the following form xp = C cos(t − γ) (1 pt.), where C = 5. Substituting it into the equation gives −5 cos(t − γ) − 20c sin(t − γ) + 5 cos(t − γ) = 4 cos(t−π/4). This allows us to find c = 1/5 and γ = 3π/4 (2 pts.). Method 2. Using method of undetermined coefficients, we search for a particular solution √ in the following form xp = A sin(t−π/4) + B cos(t−π/4) (1 pt.), where A2 + B 2 = 5. Substituting it into the equation gives − A sin(t−π/4) − B cos(t−π/4) − 4c A cos(t−π/4) − B sin(t−π/4) + A sin(t−π/4) + B cos(t−π/4) = 4 cos(t−π/4). It is clear that B = 0, and thus A = 5. Moreover, 20c = 4, which gives c = 1/5 (2 pts.). Method 3. Using method of undetermined coefficients, we search √ for a particular solution in the following form xp = A sin(t) + B cos(t) (1 pt.), where A2 + B 2 = 5. Substituting it into the equation gives − A sin(t) − B cos(t) − 4c A cos(t) − B sin(t) √ + A sin(t) + B cos(t) = 4 cos(t−π/4) = 2 2 cos(t) + sin(t) . √ √ As a result, we have −4Ac = 2 2 and 4Bc = 2 2. Since s √ 2 √ 2 2 1 p 2 5 = C = A2 + B 2 = − + = , 2c 2c c we obtain c = 1/5 (2 pts.). November 2014 Math 215/255 Midterm Exam II Page 5 of 8 (10 points) 3. Solve the following initial value problem for ODEs with the Laplace transform: x000 (t) + 2x0 (t) = 0, x(0) = 0, x0 (0) = 3, x00 (0) = 2. Answer. Applying the Laplace transform to the equation and use the initial condition, we obtain s3 X(s) − 3s − 2 + 2sX(s) = 0. (2points) Thus, X(s) = = = 3s + 2 s3 + 2s 1 −s + 3 + 2 s s +2 1 s 3 − + . (4points) s s2 + 2 s2 + 2 x(t) = L−1 {X(s)} 1 s 1 = L−1 { } − L−1 { 2 } + 3L−1 { 2 } s s +2 s +2 √ √ 3 = 1 − cos( 2t) + √ sin( 2t). (4points) 2 November 2014 Math 215/255 Midterm Exam II Page 6 of 8 (3 points) 4. (a) Find the impulse response for L(x) = x00 (t) + 2x0 (t) − 2x, x(0) = 0, x0 (0) = 0. (2 points) (b) Find the solution of x00 (t) + 2x0 (t) − 2x = f (t), x(0) = 0, x0 (0) = 0, for a general function f (t). Express the solution by a definite integral. Hint: can make use of the impulse response in (a). (5 points) (c) Find the solution in b) if f is the Heaviside function f (t) = u(t − 2), i.e., f (t) = 1, if t ≥ 2, and zero otherwise. Hint: you can use any method you know. Answer. a) Consider x00 (t) + 2x0 (t) − 2x = δ(t), x(0) = 0, x0 (0) = 0. Taking the Laplace transform to the equation, we obtain s2 X(s) + 2sX(s) − 2X(s) = 1. (1 point) Thus, X(s) = = 1 + 2s − 2 1 . (1 point) (s + 1)2 − 3 s2 Taking the inverse Laplace transform x(t) = L−1 {X(s)} √ e−t = √ sinh( 3t). (1 point) 3 b) The solution is given by (x ∗ f )(t) and √ e−τ √ sinh( 3τ )f (t − τ )dτ 3 0 Z t √ 1 √ f (τ )e−(t−τ ) sinh( 3(t − τ ))dτ. (2 points) 3 0 Z (x ∗ f )(t) = = t c) Method 1: Using the formula in (b), (x ∗ f )(t) = = Z t √ 1 √ u(τ − 2)e−(t−τ ) sinh( 3(t − τ ))dτ 3 0 Z t √ 1 √ u(t − 2) e−(t−τ ) sinh( 3(t − τ ))dτ, (1 point) 3 2 November 2014 Math 215/255 Midterm Exam II Page 7 of 8 where the Heaviside function outside of the integral appears since the integral is equal to zero for t < 2. Then, Z t √ 1 √ u(t − 2) e−(t−τ ) sinh( 3(t − τ ))dτ 3 2 Z t √ 1 √ 1 e−(t−τ ) [e 3(t−τ ) − e− 3(t−τ ) ]dτ (1 point) = √ u(t − 2) 2 3 2 Z t √ √ 1 √ u(t − 2) {e( 3−1)(t−τ ) − e−(1+ 3)(t−τ ) }dτ = 2 3 2 √ √ 1 1 1 √ u(t − 2){− √ e( 3−1)(t−τ ) − √ e−(1+ 3)(t−τ ) }|t2 = 2 3 3−1 3+1 √ √ 1 1 1 √ u(t − 2){ √ [e( 3−1)(t−2) − 1] + √ [e−(1+ 3)(t−2) − 1]} = 2 3 3−1 3+1 √ √ √ 1 3 + 1 3(t−2) 3 − 1 −√3(t−2) 1 √ u(t − 2)e−(t−2) { = e + e } − u(t − 2) 2 2 2 2 3 √ √ √ 1 1 √ u(t − 2)e−(t−2) { 3 cosh( 3(t − 2)) + sinh( 3(t − 2))} − u(t − 2) (3 points) = 2 2 3 Method 2: Taking the Laplace transform to the equation, we obtain s2 X(s) + 2sX(s) − 2X(s) = e−2s . (1 point) s Thus, 1 e−2s + 2s − 2) 1 1 s+1 1 1 = e−2s [− + + ]. (2 points) 2s 2 s2 + 2s − 2 2 s2 + 2s − 2 X(s) = s(s2 Note that L−1 { and L−1 { s2 √ s+1 s+1 } = L−1 { } = e−t cosh( 3t), 2 + 2s − 2 (s + 1) − 3 √ 1 1 −1 −t 1 √ } = L { } = e sinh( 3t). s2 + 2s − 2 (s + 1)2 − 3 3 Taking the inverse Laplace transform, x(t) = L−1 {X(s)} √ √ 1 1 1 = u(t − 2)[− + e−(t−2) cosh( 3(t − 2)) + √ e−(t−2) sinh( 3(t − 2))]. (2 points) 2 2 2 3 November 2014 Math 215/255 Midterm Exam II Page 8 of 8 Table of Laplace transforms f (t) = L−1 {F (s)} F (s) = L{f (t)} 1. 1 2. e−at 3. tn , n positive integer 4. sin(at) 5. cos(at) 6. sinh(at) 7. cosh(at) 8. u(t − a) 1 , s>0 s 1 , s > −a s+a n! , s>0 n+1 s a , s>0 2 s + a2 s , s>0 2 s + a2 a , s > |a| s2 − a2 s , s > |a| 2 s − a2 e−as , s>0 s 9. u(t − a)f (t − a) e−as F (s) 10. e−at f (t) Z t 11. f (t − τ )g(τ )dτ F (s + a) F (s)G(s) 0 Z t 0 F (s) s 13. δ(t − a) e−as 14. f (n) (t) sn F (s) − sn−1 f (0) − ... − f (n−1) (0) 12. f (τ )dτ Variation of parameters If y1 (x) and y2 (x) are two solutions of Ly = 0, then the particular solution of Ly = f (x) is yp (x) = u1 (x)y1 (x) + u2 (x)y2 (x), y1 u01 + y2 u02 = 0, y10 u01 + y20 u02 = f (x).