Final Exam Study Guide

December 7, 2009

Introduction

Objective 1. Be able to derive the general solution of the dierential equation y = ay + b where a and b are constants. Do not forget the equilibrium solution! Problem 1.1. A falling object satises the initial value problem dv = 9.8 (v /5), v (0) = 0 dt where v denotes velocity. Find the time that must elapse for the object to reach 98% of its limiting velocity. How far does the object fall in that time?

Objective 2. Be able to classify dierential equations with respect to Ordinary versus Partial Linear versus Nonlinear Order Problem 2.1. Classify the following equations. 1. t 2 d y + t dy + 2y = sin t dt 2 dt 2. 3.
d2 y dt 2 d3 y dt 3
2

+ sin(t + y ) = sin t + t dy + (cos2 t)y = t 3 dt

First Order Dierential Equations

Objective 3. Solve rst order linear equations by the method of integrating factors. Problem 3.1. Find the general solutions to the following equations. 1. y y = 2te 2t 2. y 2y = 3e t 3. y + y = 5 sin 2t Problem 3.2. Find the value for y0 for which the solution to the initial value problem 1 2 y + y = 1 t, y (0) = y0 3 2 touches but does not cross the t-axis.

Objective 4. Recognize and solve separable dierential equations. Problem 4.1. Find the solutions of the following separable equations. 1.
dy dx

xe x y +e y

2. xy = (1 y 2 )1/2 3. sin 2x dx + cos 3y dy = 0 Problem 4.2. Solve the initial value problem y = (1 + 3x 2 )/(3y 2 6y ), y (0) = 1 and determine the interval in which the solution is valid.

Objective 5. Recognize and solve exact equations, and be able to use integrating factors to make an equation exact. Problem 5.1. Solve the following dierential equations, if they are exact. 1. 2x + y 2 + 2xy y = 0

2. (2x + 4y ) + (2x 2y )y = 0 3. (2x + 3) + (2y 2)y = 0 4.

x dx (x 2 +y 2 )3/2

y dy (x 2 +y 2 )3/2

= 0.

Problem 5.2. Find an integrating factor for the equation (3xy + y 2 ) + (x 2 + xy )y = 0 and solve it.

Objective 6. Understand the existence and uniqueness of solutions to rst order equations.

Second Order Linear Equations

Objective 7. Solve second order homogeneous equations with constant coecients by interpreting the characteristic polynomial. Problem 7.1. Find the general solution of the following dierential equations. 1. y + 5y + 6y = 0 2. 4y y = 0 3. y + 5y = 0 4. y 2y + 2y = 0 5. y + 6y + 9 = 0

Objective 8. Understand the existence and uniqueness of solutions to second order linear initial value problems and the principle of superposition. Problem 8.1. Show that any linear combination of sin(x) and cos(x) can be written as sin(x + ) for some and .

Objective 9. Understand linear independence of functions and the Wronskian. Also, understand how the Wronskian bears on solutions of initial value problems.

Objective 10. Be able to apply the method of undetermined coecients to solve second order non-homogeneous problems whose homogeneous part has constant coecients. Objective 11. Be able to apply variation of parameters to solve second order nonhomogeneous problems whose homogeneous part has constant coecients. Problem 11.1. Using each of these methods, nd a particular solution of y 3y 4y = 3e 2t and y 3y 4y = 2 sin t.

Series Solutions of Second Order Linear Equations

Objective 12. Given a second order dierential equation, be able to classify points as ordinary, regular singular, or irregular singular. Objective 13. Be able to nd a series solution in the neighborhood of an ordinary point and nd its radius of convergence. Objective 14. Know how to solve the Euler equation. Objective 15. Be able to nd series-type solutions near an irregular singular point.

The Laplace Transform

Objective 16. Be able to take the Laplace transform of common functions. Objective 17. Be able to solve initial value problems via Laplace transforms. Objective 18. Understand step functions and impulse functions, and apply them in solving initial value problems.

Partial Dierential Equations and Fourier Series

Objective 19. Be able to solve eigenvalue problems. 4

Objective 20. Be able to express periodic functions as a Fourier series. Objective 21. Understand the subtleties of convergence of Fourier series (i.e., Gibbs phenomenon and convergence at points of discontinuity). Objective 22. Be able to express a function on an interval [0, L] as a series in sine or cosine. Objective 23. Be able to solve boundary value problems based on the heat equation, wave equation, or potential equation by separation of variables.