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Biffeiential Equations with Bounuaiy

value Pioblems
Authois: Bennis u. Zill, Nichael R. Cullen
Exercise 1.1
In Problems 18 state the order of the given ordinary differential equation. Determine whether
the equation is linear or nonlinear.
1. (1 - x)y
ii
- 4xy
i
+ Sy = cos x
A differential equation is linear if it is in the form o
n
(x)
d
n

dx
n
+o
n-1
(x)
d
n-1

dx
n
-1
+ +
o
1
(x)
d
dx
+ o
0
(x)y = g(x).
If we compare given differential equation with the standard form a linear differential
equation, we see that it is linear.
2. x
d
3

dx
3
- [
d
dx

4
+ y = u
It is non-linear because of 4
th
power of
d
dx
.
3. t
5
y
(4)
- t
3
y
ii
+ 6y = u
It is linear. Note that y
(4)
denotes fourth derivative and not y raised to power 4.
4.
d
2
u
d
2
+
du
d
+ u = cos (r + u)
It is non-linear due to the term cos (r + u).
5.
d
2

dx
2
=
_
1 + [
d
dx

2

It is non-linear because of two things. (1) Presence of dependent variable under radical sign.
(2) Square term of derivative
6.
d
2
R
dt
2
= -
k
R

It is non-linear. It was going to be linear if -
k
R
was -
R
k

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7. (sin0)y
iii
- (cos 0)y
i
= 2
It is linear.
8. x - [1 -
x
2
3
+x = u
It is non-linear due to square term of a derivative which is x
2
. Note that in this question x
denotes second derivative while x
2
denotes square of first derivative. For better
understanding, we can write given differential equation as x - [1 -
(x
|
)
2
3
+ x = u
In Problems 9 and 10 determine whether the given first-order differential equation is linear in the
indicated dependent variable.
9. (y
2
- 1)Jx + x Jy = u; in y; in x
Solution:
(y
2
- 1)Jx = -x Jy
Jy
Jx
= -
y
2
- 1
x

Clearly it in not linear in y.
Write
d
dx
= -

2
-1
x
as
dx
d
= -
x

2
-1
or
dx
d
+
x

2
-1
= u or or
dx
d
+
1

2
-1
x = u
We see that it is linear in x.
10. u J: + (: + u: -uc
u
)Ju = u; in :; in u
Solution:
u J: = -(: + u: - uc
u
)Ju
J:
Ju
= -
: + u: - uc
u
u

J:
Ju
= -
(1 + u): - uc
u
u

J:
Ju
= -
(1 + u):
u
+ c
u

J:
Ju
+
(1 + u):
u
= c
u

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J:
Ju
+
1 + u
u
: = c
u

Clearly it is linear in :.
Write u J: = -(: + u: - uc
u
)Ju as
d
du
= -
(1+u)-uc
u
u
or
du
d
= -
u
(1+u)-uc
u
.
We see that it is clearly not linear in u.
In Problems 11 14 verify that the indicated function is an explicit solution of the given
differential equation. Assume an appropriate interval I of definition for each solution.
11. 2y
i
+ y = u ; y = c
-x2

L. B. S = 2
J
Jx
(c
-x2
) +c
-x2
= 2 _-
1
2
c
-x2
] + c
-x2
= -c
-x2
+ c
-x2
= u = R. B. S
Since L.H.S. =R.H.S., therefore y = c
-x2
is a solution of 2y
i
+ y = u
12.
20
6 6
20 24 ;
5 5
t
dy
y y e
dt

+ = =
20 20
20 20
20 20
6 6 6 6
L.H.S. 20
5 5 5 5
6
( 20 ) 24 24
5
24 24 24
24 R.H.S.
t t
t t
t t
d
e e
dt
e e
e e



| | | |
= +
| |
\ . \ .
= +
= +
= =

Since L.H.S. =R.H.S., therefore
20
6 6
5 5
t
y e

= is a solution of 20 24
dy
y
dt
+ = .
13.
// / 3
6 13 0 ; cos2
x
y y y y e x + = =
( ) ( )
( ) ( )
// /
2
3 3 3
2
3 3 3 3 3
3 3 3 3 3 3 3
L.H.S. 6 13
cos2 6 cos2 13 cos2
3 cos2 2 sin2 6 3 cos2 2 sin2 13 cos2
9 cos2 6 sin2 6 sin2 4 cos2 18 cos2 12 sin2 13 cos2
0 R.H.S.
x x x
x x x x x
x x x x x x x
y y y
d d
e x e x e x
dx dx
d
e x e x e x e x e x
dx
e x e x e x e x e x e x e x
= +
= +
= +
= + +
= =

Since L.H.S. =R.H.S., therefore
3
cos2
x
y e x = is a solution of
// /
6 13 0 y y y + = .
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In Problems 33 36 use the concept that y = c , - < x < is a constant function if and only
if y = u to determine whether the given differential equation possesses constant solutions.
33. Sxy
i
+ Sy = 1u
Substitute y
i
= u in given differential equation, we get Sx(u) + Sy = 1u or Sy = 1u. Solving
for y, we get y = 2. Therefore, given differential equation has one constant solution y = 2.
34. y
i
= y
2
+ 2y - S
Substitute y
i
= u in given differential equation, we get u = y
2
+ 2y - S. Now, if we solve
given equation for y, then we get two real solutions y = -S and y = 1 which are the constant
solutions of given differential equation.
35. (y - 1)y
i
= 1
If we substitute y
i
= u, we get u = 1, which is not true. Therefore, given differential equation
has no constant solution.
35. y
ii
+ 4y
i
+ 6y = 1u
Substitute y
i
= u and y
ii
= u since derivatives of constant equals zero. Doing so, we get
6y = 1u. Solving for y, we get the constant solution y =
5
3
.
Exercise 1.2
In problems 1 and 2, y = 1(1 +c
1
c
-x
) is a one parameter family of solutions of the first-order
DE y
i
= y - y
2
. Find a solution of the first-order IVP consisting of this differential equation and
the given initial condition.
1. y(u) = -
1
3

i.e. y = -
1
3
when x = u. Substitute in y = 1(1 + c
1
c
-x
), we get
-
1
S
=
1
1 + c
1
c
0

-
1
S
=
1
1 + c
1

1 + c
1
= -S c
1
= 4 . Therefore, solution of given IVP is y = 1(1 + 4c
-x
)
2. y(-1) = 2
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i.e. y = 2 at x = -1. Substitute in y = 1(1 + c
1
c
-x
), we get
2 = 1(1 + c
1
c
-(-1)
)
2 =
1
1 + c
1
c
1

2 =
1
1 + c
1
c

2 + 2c
1
c = 1
2c
1
c = -1
c
1
= -12c
Therefore, solution of given IVP is y = 1 [1 -
1
2c
c
-x

Exercise 2.1
In Problems 1-22 solve the given differential equation by separation of variables.
1. sin5
dy
x
dx
=
sin5
sin5
cos5
5
dy xdx
dy xdx
x
y C
=
=
= +
} }

2. ( )
2
1
dy
x
dx
= +
( )
( )
( )
2
2
3
1
1
1
3
dy x dx
dy x dx
x
y C
= +
= +
+
= +
} }

3.
3
0
x
dx e dy + =
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3
3
3
3
3
1
3
x
x
x
x
x
e dy dx
dy dx
e
dy e dx
dy e dx
e
y C
=
=
=
=
= +
} }

4.
2
( 1) 0 dy y dx =
2
2
2
( 1)
1
( 1)
1
( 1)
1
1
1
1
1
1
1
1
dy y dx
dy dx
y
dy dx
y
x C
y
y
x C
y
x C
y
x C
=
=

= +

=
+
=
+
=
+
} }

5. 4
dy
x y
dx
=
1
1
4
1
1
1
4ln
4ln
ln
4
1 4
1 4
ln 4ln
x C
C x
C x
C
dy dx
y x
dy dx
y x
y x C
y e
y e e
y e e
y Cx e C
+
=
=
= +
=
=
=
= =
} }

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6.
2
2 0
dy
xy
dx
+ =
2
2
2
2
2
2
1
2
1
2
1
1
dy
xy
dx
dy xdx
y
dy xdx
y
x C
y
y
x C
=
=
=
= +
=
+
} }

7.
3 2 x y
dy
e
dx
+
=
3 2
3
2
2 3
2 3
2 3
1
3
2
1
2 3
1
2 3
1
3
3
1
2 3
2
3
2
2
3
2
2
3
2
2 ln
3
1 2
ln
2 3
x y
x
y
y x
y x
y x
x
y
y x
y x
x
x
dy
e e
dx
dy e dx
e
e dy e dx
e dy e dx
e e
C
e
e C
e e C
e e C C C
y e C
y e C

=
=
=
=
= +
| |
= +
|
\ .
=
= + =
| |
= +
|
\ .
| |
= +
|
\ .
} }

8.
2 x y x y
dy
e y e e
dx

= +
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( )
( )
( )
2
2
2
3
3
3
1
1
1
3
x y x y
x y x
x
y x
y x x
y x x
y y x x
dy
e y e e e
dx
dy
e y e e
dx
y e
dy dx
e e
ye dy e e dx
ye dy e e dx
ye e e e C

= +
= +
+
=
= +
= +
= +
} }

9.
2
1
ln
dx y
y x
dy x
+ | |
=
|
\ .

2
2
2
2
2
2
2
2
2
3 3
( 1)
ln
( 1)
ln
2 1
ln
1
ln 2
1
ln 2
1 1
ln 2 ln
3 9 2
dx y
y x
dy x
y
x xdx dy
y
y y
x xdx dy
y
x xdx y dy
y
x xdx y dy
y
y
x x x y y C
+
=
+
=
+ +
=
| |
= + +
|
\ .
| |
= + +
|
\ .
= + + +
} }

10.
2
2 3
4 5
dy y
dx x
+ | |
=
|
+
\ .

2
2
2 2
(2 3)
(4 5)
1 1
(2 3) (4 5)
dy y
dx x
dy dx
y x
+
=
+
=
+ +

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2 2
1
1
1
1
1
2(4 5)
1
2(4 5)
1
2(4 5)
1 1
(2 3) (4 5)
1 1
2(2 3) 4(4 5)
1 1
2
2 3 4(4 5)
1 1
2
2 3 2(4 5)
1 1
2
2 3 2(4 5)
1
2 3
1
2 3
1 1
3
2
x
x
x
dy dx
y x
C
y x
C
y x
C
y x
C C C
y x
y
C
y
C
y
C
+
+
+
=
+ +
= +
+ +
| |
= +
|
+ +
\ .
=
+ +
= + =
+ +
= +
+
=
+
| |
= |
|
+
\ .
} }

11.
2
csc sec 0 y dx x dy + =
2
2
2
1
sec csc
1 1
cos sin
sin cos
1 1
sin cos2
2 2
1 1
sin cos2
2 2
1 1
cos sin4
2 4
1 1
cos sin4
2 4
x dy y dx
dy dx
x y
y dy xdx
y dy x dx
y dy x dx
y x x C
y x x C

=
=
=
| |
= +
|
\ .
| |
= +
|
\ .
= + +
| |
= + +
|
\ .
} }

12.