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MA 1506 Mathematics II Tutorials Ngo Quoc Anh Question 1 Question 2 Question 3 Question 4 Question 5 1/14 MA 1506 Mathematics II Tutorial 1 First order differential equations Groups: B03 & B08 January 25, 2012 Ngo Quoc Anh Department of Mathematics National University of Singapore

MA 1506 Mathematics II Tutorial 1 - First order ... · MA 1506 Mathematics II Tutorial 1 First order di erential equations Groups: B03 & B08 January 25, 2012 Ngo Quoc Anh Department

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Page 1: MA 1506 Mathematics II Tutorial 1 - First order ... · MA 1506 Mathematics II Tutorial 1 First order di erential equations Groups: B03 & B08 January 25, 2012 Ngo Quoc Anh Department

MA 1506Mathematics II

Tutorials

Ngo Quoc Anh

Question 1

Question 2

Question 3

Question 4

Question 5

1/14

MA 1506 Mathematics II

Tutorial 1First order differential equations

Groups: B03 & B08January 25, 2012

Ngo Quoc AnhDepartment of Mathematics

National University of Singapore

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MA 1506Mathematics II

Tutorials

Ngo Quoc Anh

Question 1

Question 2

Question 3

Question 4

Question 5

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Outline

First of all, HAPPY LUNAR NEW YEAR.

About me:

My name? Well, just call me NGO (family name).

I am a 4th year graduate student from Mathematicsdepartment (FoS). My office is located at S17.

My current interests are mathematical physics andconformal geometry, such as,

The Einstein field equations in general relativity,The Chern-Simons theories in quantum field theory.

All emails to g0800876@nus are welcome.

About the tutorial:

This is a 45-minute-tutorial, so please be punctual.

Checking attendance: YES.

My slot for consultation: 4-5pm, Wed @ E1-05-32.

Slides will be uploaded to my blog atanhngq.wordpress.com.

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MA 1506Mathematics II

Tutorials

Ngo Quoc Anh

Question 1

Question 2

Question 3

Question 4

Question 5

3/14

Outline of Chapter 1 - Differential equations

Definition of DEs:

y′ = f(x, y),dy

dx= g(x, y), y′′ = h(x, y), ...

What differences between DEs and algebraic equations?What differences between DEs and PDEs?

1st order separable equations:

Definition: M(x)−N(y)y′ = 0,Reduction to separable form,Linear change of variable to y′ = f(ax+ by + c).

1st order linear ODEs:

Definition: dydx + P (x)y = Q(x),

Methods of solving - integrating factor

R(x) = e∫P (s)ds,

Reduction to linear form from y′ + P (x)y = Q(x)yn bysetting y1−n = z.

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MA 1506Mathematics II

Tutorials

Ngo Quoc Anh

Question 1

Question 2

Question 3

Question 4

Question 5

4/14

Outline of Chapter 1 - Differential equations

2nd order linear ODEs:

Definition: y′′ + p(x)y′ + q(x)y = F (x), homogeneousand nonhomogeneous ODEs,Methods of solving homogeneous ODEs with constantcoefficients y′′ + py′ + qy = 0,Methods of solving nonhomogeneous ODEs:

Finding yh(x), a solution of the homogeneousequation,Finding yp(x), a particular of the given equation, byusing the method of undetermined coefficients and themethod of variation of parameters.

EqWorld - The World of Mathematical Equations: Byusinghttp://eqworld.ipmnet.ru/en/solutions/ode.htm,you can find formulas for lots of DEs such as

First-Order Ordinary Differential EquationsSecond-Order Linear Ordinary Differential EquationsSecond-Order Nonlinear Ordinary Differential EquationsHigher-Order Linear Ordinary Differential Equations

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MA 1506Mathematics II

Tutorials

Ngo Quoc Anh

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Question 1: Separable equations

Recall that a 1st order DE is separable if it can be written inthe form

M(x)−N(y)y′ = 0 or M(x)dx = N(y)dy.

(a) The equation x(x+ 1)y′ = 1 can be rewritten as

y′ =1

x(x+ 1).

By integrating w.r.t x, there holds

y =

∫1

x(x+ 1)dx,

i.e.,

y = ln

∣∣∣∣ x

x+ 1

∣∣∣∣+ c.

Notice that1

x(x+ 1)=

1

x− 1

x+ 1.

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MA 1506Mathematics II

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Question 1: Separable equations

(b) The equation (secx)y′ = cos(5x) is just

y′ =cos(5x)

secx=

cos(5x)1

cosx

= cosx cos(5x).

Therefore,

y =

∫cosx cos(5x)dx

=1

2

(1

6sin(6x) +

1

4sin(4x)

)+ c,

where we have just used the following formula

2 cosx cos(5x) = cos(x+ 5x) + cos(x− 5x).

(c) The equation y′ = ex−3y can be rewritten as e3yy′ = ex.By integrating w.r.t. x, we get that

1

3e3y = ex + c.

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MA 1506Mathematics II

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Question 1: Separable equations

(d) Obviously, the equation (1 + y)y′ + (1− 2x)y2 = 0always admits y ≡ 0 as a solution. We know assume thaty 6≡ 0. In addition, we further assume that y 6= 0 at anypoint. Otherwise, by the continuity of solution of ODEs, inour case, there holds y ≡ 0. Notice that the equation is just

1 + y

y2y′ = 2x− 1.

By integrating w.r.t. x, one gets∫1 + y

y2dy︸ ︷︷ ︸∫ dy

y2+∫ dy

y

=

∫(2x− 1)dx.

Thus, − 1y + ln |y| = x2 − x+ c. Notice that there is one

thing left in the previous argument, i.e., either y ≡ 0 ory 6= 0 at all points. A full proof will be put in my blog.

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MA 1506Mathematics II

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Question 2

The unknown - the temperature - T (t) which follows somerule. Basically, we need to

Write down an equation describing the situation.Show that Tenv is an obvious solution.

300 200 81.6

?1/2 hour

time

75

The equation describing the situation can be given as follows

dT

dt= −k(T − Tenv)

for some constant k > 0 (since T decreases becauseT > Tenv). The sign of k plays some role as you can seefrom my blog. This ODE can be solved to get

ln |T − Tenv| = −kt+ c.

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MA 1506Mathematics II

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Question 3: Virga

Let’s denote by V and A the volume and the surface area ofraindrops. Keep in mind that both V and A are functions oftime t. There are two conditions:

the volume V

3/2 power of the surface area A= constant1

and

the rate of reduction of the volume V

the surface area A= constant2.

Mathematically, there exist two positive constants a and bsuch that

V = aA32 ,

dV

dt= −bA.

Notice that since V decreases, dVdt < 0. Therefore, there

holdsA′√A

= − 2b

3a, or

dA√A

= − 2b

3adt.

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MA 1506Mathematics II

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Question 3: Virga

By integrating w.r.t. t, one gets

2√A = − 2b

3at+ c.

Suppose that at the time t = 0, the (initial) surface area isA0, then we have

2√A0 = c, 2

√0 = − 2b

3at+ c.

By solving, we obtain t = 3a√A0

b . If dVdt = −bA2, then we get

A′

A32

= − 2b

3a.

By integrating both sides w.r.t. t, one arrives at

− 2√A

= − 2b

3at+ c.

From here, one easily see that we cannot put A = 0.

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MA 1506Mathematics II

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Question 4: Trajectories of moths

Since the moonis too far way,the moth tends tofly straightforward(light beams fromthe moon are par-allel, why?).

Velocity vector

Radius vector Radius vector

If there is a can-dle, the trajectoryof the moth couldbe changed. Moreprecise, it could bea curve.

Velocity vector

Radius vectorRadius vector

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Question 4: Trajectories of moths

Let us denote by ψ the angle between the velocity vectorand the radius vector (the direction vector). It is known thatψ is fixed at all time.

In polar coordinates (r, θ) with the origin located at thecandle, there holds

tanψ = rdθ

dr, or

dr

r=

tanψ.

For a proof, see wiki. By solving, one gets that

r = Reθ

tanψ ,

where R is initial distance to the candle corresponding toθ = 0.

Since the location of the moth depends on the distancefunction r which obviously depends on the sign of tanψ, theasymptotic behavior of the moth therefore depends on ψ.

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Question 4: Trajectories of moths

In order to fully understand the solution, we should considerthe following picture regarding to how big the angle ψ is.

Velocity vector

Radius vector

Velocity vector

The final answer can be summarized as follows

If ψ > 900, the moth will spiral into the candle.

If ψ = 900, the moth will fly along a circle until it dropsdead.

If ψ < 900, the moth will spiral outward.

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MA 1506Mathematics II

Tutorials

Ngo Quoc Anh

Question 1

Question 2

Question 3

Question 4

Question 5

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Question 5: Using a change of variable

As can easily be seen, both

y′ =1− 2y − 4x

1 + y + 2x, y′ =

(x+ y + 1

x+ y + 3

)2

cannot be solved using the method used in Q1. Fortunately,there is a clue; there are some repeated expressions.

y′ =1− 2(y + 2x)

1 + y + 2x, y′ =

(x+ y + 1

x+ y + 3

)2

.

By denoting these repeated expressions, one can solve theseequations to get

y + 2x+1

2(y + 2x)2 = 3x+ c

and

x+ y + ln |(x+ y)2 + 4(x+ y) + 5| = 2x+ c.