Be sure this exam has 6 pages including the cover The University of British Columbia MATH 215/255 Midterm Exam II – November 2015 Signature Name Student Number Circle Section: Course Number 101 Zhao 102 Tsai 103 Kolokolnikov 104 Zhao This exam consists of 4 questions worth 40 marks. No notes nor calculators. Problem 1 2 3 4 Total Points: 13 7 10 10 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 2015 Math 215/255 Midterm 2 Page 2 of 6 (6 points) 1. (a) Use the method of undetermined coefficients to find a particular solution to the differential equation: y 00 + 2y 0 + 2y = 5 sin(x). Answer. The characteristic equation of y 00 + 2y 0 + 2y = 0 is r2 + 2r + 2 = 0, then r1 = −1 + i and r2 = −1 − i. Let yp (x) = A cos(x) + B sin(x) be a particular solution to y 00 + 2y 0 + 2y = 5 sin(x), then yp0 (x) = −A sin(x) + B cos(x), and yp00 (x) = −A cos(x) − B sin(x). Then we have yp00 + 2yp0 + 2yp = −A cos(x) − B sin(x) + 2(−A sin(x) + B cos(x)) + 2(A cos(x) + B sin(x)) = −A cos(x) − B sin(x) − 2A sin(x) + 2B cos(x) + 2A cos(x) + 2B sin(x) = (A + 2B) cos(x) + (B − 2A) sin(x) = 5 sin(x). So we have A + 2B = 0, and B − 2A = 5. Hence A = −2 and B = 1. Then we have yp (x) = −2 cos(x) + sin(x). (7 points) (b) Use the method of variation of parameters to find a particular solution to problem: y 00 − y = 2e−x . Answer. The characteristic equation of y 00 − y = 0 is r2 − 1 = 0, then r1 = 1 and r2 = −1. So the general solution to y 00 − y = 0 is yc (x) = C1 ex + C2 e−x . Now let yp (x) = u1 (x)ex + u2 (x)e−x be a particular solution to y 00 − y = 2e−x for some functions. By the method of variation of parameters, we have u01 (x)ex + u02 (x)e−x = 0 u01 (x)ex − u02 (x)e−x = 2e−x . So we get u01 (x) = e−2x , and u02 (x) = −1. So we can take Z u1 (x) = −2x e 1 dx = − e−2x , 2 Z and u2 (x) = − 1 dx = −x. Hence we know that 1 1 yp (x) = u1 (x)ex + u2 (x)e−x = − e−2x · ex − xe−x = − e−x − xe−x . 2 2 November 2015 Math 215/255 Midterm 2 Page 3 of 6 (7 points) 2. Find a particular solution to the problem: y 00 − 3y 0 = 2ex − 6x. Hint: You can use either method of undetermined coefficients or variation of parameters. Answer. Method I: The characteristic equation of y 00 − 3y 0 = 0 is r2 − 3r = 0, then r1 = 0 and r2 = 3. Let yp (x) = Aex + x(Bx + C) = Aex + Bx2 + Cx be a solution to y 00 − 3y 0 = 2ex − 6x, then yp0 (x) = Aex + 2Bx + C, and yp00 (x) = Aex + 2B So we get yp00 − 3yp0 = Aex + 2B − 3(Aex + 2Bx + C) = Aex + 2B − 3Aex − 6Bx − 3C = −2Aex − 6Bx + 2B − 3C = 2ex − 6x. So we get −2A = 2, 6B = 6, 2B − 3C = 0. So A = −1, B = 1 and C = 23 . Hence the solution is: 2 yp (x) = −ex + x2 + x. 3 Method II: The characteristic equation of y 00 − 3y 0 = 0 is r2 − 3r = 0, then r1 = 0 and r2 = 3. So the general solution to y 00 − 3y 0 = 0 is yc (x) = C1 + C2 e3x . Now let yp (x) = u1 (x) + u2 (x)e3x be a particular solution to y 00 − 3y 0 = 2ex−6 for some functions. By the method of variation of parameters, we have u01 (x) + u02 (x)e3x = 0 3u02 (x)e3x = 2ex − 6x. So we get 2 u01 (x) = − ex + 2x, 3 2 and u02 (x) = e−2x − 2xe−3x . 3 So we can take 2 x u1 (x) = − e + 2x 3 Z 2 −2x 1 u2 (x) = e − 2xe−3x dx = − e−2x + 3 3 Z 2 dx = − ex + x2 3 2 −3x 2 −3x xe + e . 3 9 Hence we know that yp (x) = u1 (x) + u2 (x)e3x 2 x 1 −2x 2 −3x 2 −3x 2 3x − e + xe + e = − e +x +e 3 3 3 9 2 2 = −ex + x2 + x + . 3 9 November 2015 Math 215/255 Midterm 2 Page 4 of 6 (10 points) 3. Use the Laplace transform to solve the following initial value problem: y 00 + 2y 0 + 2y = δ(t − 1), y(0) = 1, y 0 (0) = 2. Answer. Let Y (s) = L[y(t)](s), apply the Laplace transform on the both sides of y 00 + 2y 0 + 2y = δ(t − 1), then L[y 00 ] + 2L[y 0 ] + 2L[y] = L[δ(t − 1)]. By the transform of derivatives, since y(0) = 1 and y 0 (0) = 0, then L[y 00 ] = s2 L[y] − sy(0) − y 0 (0) = s2 Y (s) − s − 2, and L[y 0 ] = sL[y] − y(0) = sY (s) − 1. By looking up the table, we know that L[δ(t − 1)] = e−s . So we get s2 Y (s) − s − 2 + 2sY (s) − 2 + 2Y (s) = e−s . So we get Y (s) = s + 4 + e−s s+4 e−s = + . s2 + 2s + 2 s2 + 2s + 2 s2 + 2s + 2 Notice that s2 + 2s + 2 = (s + 1)2 + 1, by the first and second shifting properties, we have y(t) = L−1 [Y (s)](t) s+1+3 e−s −1 −1 = L (t) + L (t) (s + 1)2 + 1 (s + 1)2 + 1 1 −t −1 s + 3 −1 = e L (t) + u(t − 1)L (t − 1) s2 + 1 (s + 1)2 + 1 s 3 −t −1 −1 = e L (t) + L (t) + u(t − 1)e−(t−1) sin(t − 1) s2 + 1 s2 + 1 = e−t [cos(t) + 3 sin(t)] + u(t − 1)e−(t−1) sin(t − 1). November 2015 Math 215/255 Midterm 2 Page 5 of 6 (5 points) 4. (a) Use the Laplace transform and convolution to find the solution to x00 + x = f (t) subject to initial value conditions x(0) = 0 and x0 (0) = 3. Here f (t) is any function and your solution should be in terms of certain integrals of f (t). Answer. Let X(s) = L[x(t)](s) and F (s) = L[f (t)](s), apply the Laplace transform on the both sides of x00 + x = f (t), then L[x00 ] + L[x] = L[f (t)](s) = F (s). By the transform of derivative, then L[x00 ] = s2 L[x] − sx(0) − x0 (0) = s2 X(s) − 3, and L[x0 ] = sL[x] − x(0) = sX(s). Hence we get s2 X(s) − 3 + X(s) = F (s), which implies that F (s) + 3 F (s) 3 = 2 + . s2 + 1 s + 1 s2 + 1 1 −1 By looking up the table, we know that L (t) = sin(t). By the transform of s2 + 1 convolution, we know that 1 3 −1 −1 x(t) = L [X(s)](t) = L F (s) · 2 + (t) s + 1 s2 + 1 1 −1 −1 = L [F (s)] ∗ L (t) + 3 sin(t) s2 + 1 Z t = f (τ ) sin(t − τ ) dτ + 3 sin(t). X(s) = 0 (5 points) (b) Find the Laplace transform of f (t) = Answer. t, if 0 ≤ t < 1, . 2 − t, if t ≥ 1. It’s easy to see that f (t) = t[u(t − 0) − u(t − 1)] + (2 − t)[u(t − 1) − u(t − ∞)] = t − tu(t − 1) + (2 − t)u(t − 1) = t + (2 − 2t)u(t − 1) = t − 2(t − 1)u(t − 1). By the second shifting property, we have L[f (t)](s) = L[t] − 2L[(t − 1)u(t − 1)] 1 = 2 − 2e−s L[t](s) s 1 2e−s = 2− 2 . s s November 2015 Math 215/255 Midterm 2 Page 6 of 6 Table of Laplace transforms f (t) = L−1 {F (s)} F (s) = L{f (t)} 1 , s>0 s 1 e−at , s > −a s+a n! tn , n positive integer , s>0 n+1 s a sin(at) , s>0 s 2 + a2 s cos(at) , s>0 2 s + a2 a sinh(at) , s > |a| 2 s − a2 s cosh(at) , s > |a| 2 s − a2 e−as u(t − a) , s>0 s u(t − a)f (t − a) e−as F (s) 1. 1 2. 3. 4. 5. 6. 7. 8. 9. 10. e−at f (t) Z t f (t − τ )g(τ )dτ 11. Z0 t f (τ )dτ 12. F (s + a) F (s)G(s) 13. δ(t − a) F (s) s e−as 14. f (n) (t) sn F (s) − sn−1 f (0) − ... − f (n−1) (0) 0 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).