MAT 2384 3X

DIFFERENTIAL EQUATIONS
AND NUMERICAL METHODS
Final Exam
July 25, 2012

Instructor: Dr. Steve Desjardins

Duration: 3 hours

Name:

Student Number:

Instructions:
- Print your name and student number on this page.
- Verify that your copy of the exam has all 11 pages.
- You must answer all questions. There are 8 questions worth a total of 60 marks.
- Write your answers in the spaces below the questions. You may use the backs of the
pages if necessary. Use the backs of the formula pages for rough work if needed.
- There are 2 pages of formulas (which may be detached) at the end of the exam.
- No Notes or Books.
- Basic scientific calculators only - graphing and/or programmable calculators
are NOT permitted.

MAT 2384 3X S12 Final Exam

Question 1 (7 marks)
Solve the initial value problem:
(y 2 + y sin x cos y) dx + (xy + y cos x sin y) dy = 0,

y(0) = /2 .

MAT 2384 3X S12 Final Exam

Question 2 (8 marks)
Solve the initial value problem:
y 000 9y 0 = 54x 9 20e2x ,

y(0) = 8, y 0 (0) = 5, y 00 (0) = 38 .

MAT 2384 3X S12 Final Exam

Question 3 (8 marks)
Solve the initial value problem:
x2 y 00 4xy 0 + 6y = x3 ,

x > 0, y(1) = 3, y 0 (1) = 9 .

MAT 2384 3X S12 Final Exam

Question 4 (8 marks)
Find the general solution of the nonhomogeneous system:
y10 = y2 + 4
y20 = 9y1 + 6y2 + 9x

MAT 2384 3X S12 Final Exam

Question 5 (8 marks)
Find the following:
(a) L{tet sin(2t)}
(b) L{e3t sin(2t)}
(c) L{u(t 1) (t2 + 3t)}


2s + 5
1
(d) L
s2 + 2s + 10

MAT 2384 3X S12 Final Exam

Question 6 (7 marks)
Use the Laplace Transform to solve the initial value problem:
y 00 + 4y 0 + 3y = (t 3),

y(0) = 4, y 0 (0) = 6 .

MAT 2384 3X S12 Final Exam

Question 7 (7 marks)
Z

2
dx to 6 decimal places.
2
1 1 + x
Compare the approximation with the true value by calculating the simple error,
ie |true - approx| .
Use Gaussian Quadrature with 4 steps to approximate

MAT 2384 3X S12 Final Exam

Question 8 (7 marks)
Use the Runge-Kutta Method of order 4 with h = 0.2 to calculate (to 4 decimal places)
the first two steps (ie y1 and y2 ) of the numerical solution of y 0 = 2xy , y(0) = 4 .
Compare the approximations with the true values by calculating the simple errors,
ie |true - approx| .

MAT 2384 3X S12 Final Exam

10

Formulas
f (t)
F (s) = L{f (t)}
n
t
n!/sn+1
at
1/(s a)
e
sin(kt)
k/(s2 + k 2 )
s/(s2 + k 2 )
cos(kt)
k/(s2 k 2 )
sinh(kt)
cosh(kt)
s/(s2 k 2 )
eas
(t a)
eas
u(t a)
s
Z

;
;
;
;
;
;
;
;

n = 0, 1, 2, . . . and s > 0
s>a
s>0
s>0
s>k
s>k
s>0
s>0

L{f (t)}(s) =

est f (t)dt

0
at

L{e f (t)} = F (s a)
L{u(t a)f (t a)} = eas F (s)
dn
L{tn f (t)} = (1)n n F (s)
ds

Z t
1
f (x)dx
=
F (s)
L
s
0


Z
f (t)
L
F (x)dx
=
t
s
 n

d
L
f (t)
= sn F (s) sn1 f (0) sn2 f 0 (0) . . . f (n1) (0)
dtn
Z t
f (x)g(t x)dx
(f g)(t) =
0

L{(f g)(t)} = F (s) G(s)

f (x)dx = h
a

f (x)dx =
a

f (x)dx =
a

h
2

n
X

f (xj ) ,

j=1
n
X

||

1
M (b a) h2 ,
24

(f (xj1 ) + f (xj )) ,

j=1

||

1
M (b a) h2 ,
12

n1
h X
(f (x2j ) + 4f (x2j+1 ) + f (x2j+2 )) ,
3 j=0

M = maxaxb |f (4) (x)|

M = maxaxb |f 00 (x)|

||

M = maxaxb |f 00 (x)|

1
M (b a) h4 ,
180

MAT 2384 3X S12 Final Exam

11

P
= ynC + h f (xn , ynC )
yn+1


1
C
P
yn+1
= ynC + h f (xn , ynC ) + f (xn+1 , yn+1
)
2

k1 = h f (xn , yn )
1
1
k2 = h f (xn + h, yn + k1 )
2
2
1
1
k3 = h f (xn + h, yn + k2 )
2
2
k4 = h f (xn + h, yn + k3 )
1
yn+1 = yn + (k1 + 2 k2 + 2 k3 + k4 )
6

Order
n
2
3

Nodes
ti
-0.5773502692
0.5773502692
-0.7745966692
0.0
0.7745966692
-0.8611363116
-0.3399810436
0.3399810436
0.8611363116
-0.9061798459
-0.5384693101
0.0
0.5384693101
0.9061798459

Coefficients
Ai
1.0
1.0
0.555555556
0.888888889
0.555555556
0.3478548451
0.6521451549
0.6521451549
0.3478548451
0.2369268850
0.4786286705
0.5688888889
0.4786286705
0.2369268850