Differential Equations

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Lesson 88 of 112 · Module 6: Series Solutions & Special Functions

Module 0 — What an ODE Is (10/10)

L1. Equations whose unknowns are functions

Module 0  2026-08-05  ·  9:29  ·  practice PDF

Practice problems (3)
Problem 1. Determine the order and whether the following equation is linear or non-linear: $y'' + 3y' + 2y = f(t)$.
Reveal solution
  1. The highest derivative present is the second derivative $y''$, so the order is 2.
  2. The function $y$ and its derivatives $y'$ and $y''$ all appear to the first power and are not multiplied by each other.
  3. The term $f(t)$ depends only on the independent variable $t$, which does not affect linearity.

Answer: Order 2, Linear

Problem 2. Verify if the function $y(t) = e^{-5t}$ is a solution to the differential equation $y' + 5y = 0$.
Reveal solution
  1. First, compute the derivative of the proposed solution: $y' = -5 e^{-5t}$.
  2. Substitute $y$ and $y'$ into the equation: $(-5 e^{-5t}) + 5(e^{-5t})$.
  3. Simplify the expression: $-5 e^{-5t} + 5 e^{-5t} = 0$.
  4. Since the result is 0, the equation is satisfied.

Answer: Yes, it is a solution.

Problem 3. Identify the order and linearity of the equation $y' = \frac{t}{y}$.
Reveal solution
  1. The highest derivative is $y'$, so the order is 1.
  2. Rewrite the equation as $y y' = t$.
  3. Because the unknown function $y$ is multiplied by its derivative $y'$, the equation is non-linear.

Answer: Order 1, Non-linear

L2. Order, linearity, solutions — the vocabulary

Module 0  2026-08-06  ·  11:20  ·  practice PDF

Practice problems (3)
Problem 1. Determine the order and linearity of the differential equation $y'' + y' y = \sin t$.
Reveal solution
  1. Identify the highest derivative: the second derivative $y''$ is present, so the order is 2.
  2. Check for linearity: the term $y' y$ is a product of the unknown function and its derivative.
  3. Since a product of $y$ and its derivatives is present, the equation is non-linear.

Answer: Order 2, Non-linear

Problem 2. Verify if $y = e^{3t}$ is a solution to the ODE $y' - 3y = 0$.
Reveal solution
  1. Compute the derivative of the candidate function: $y' = \frac{d}{dt}(e^{3t}) = 3e^{3t}$.
  2. Substitute $y$ and $y'$ into the ODE: $3e^{3t} - 3(e^{3t})$.
  3. Simplify the expression: $3e^{3t} - 3e^{3t} = 0$.
  4. Since the result is $0 = 0$, the function is a solution.

Answer: Yes, it is a solution

Problem 3. Classify the ODE $y''' + t^2 y'' - e^t y' + \cos(t) y = 0$ by order and linearity.
Reveal solution
  1. Identify the highest derivative: $y'''$ is the third derivative, so the order is 3.
  2. Check for linearity: $y'''$, $y''$, $y'$, and $y$ all appear to the first power.
  3. Check coefficients: $1$, $t^2$, $-e^t$, and $\cos(t)$ depend only on the independent variable $t$.
  4. Since all conditions for linearity are met, the equation is linear.

Answer: Order 3, Linear

L3. Verifying solutions; general vs particular; initial conditions

Module 0  2026-08-07  ·  10:45  ·  practice PDF

Practice problems (3)
Problem 1. Verify that $y = 5e^{3t}$ is a solution to the differential equation $y' - 3y = 0$.
Reveal solution
  1. Compute the derivative: $y' = 15e^{3t}$.
  2. Substitute $y$ and $y'$ into the equation: $15e^{3t} - 3(5e^{3t})$.
  3. Simplify: $15e^{3t} - 15e^{3t} = 0$.
  4. The identity $0 = 0$ holds.

Answer: It is a solution.

Problem 2. Given the general solution $y = Ce^{t/2}$, find the particular solution that satisfies the initial condition $y(0) = 10$.
Reveal solution
  1. Substitute $t = 0$ and $y = 10$ into the general solution: $10 = Ce^{0/2}$.
  2. Since $e^0 = 1$, we have $10 = C(1)$.
  3. Thus, $C = 10$.
  4. Substitute $C$ back into the general solution.

Answer: $y = 10e^{t/2}$

Problem 3. Determine if $y = t^2 + 1$ is a solution to the ODE $y' = 2t$. If so, find the initial condition $y(0) = y_0$ that makes it a particular solution.
Reveal solution
  1. Compute the derivative: $y' = 2t$.
  2. Substitute into the ODE: $2t = 2t$. This is an identity, so it is a solution.
  3. To find the initial condition, evaluate $y$ at $t = 0$: $y(0) = 0^2 + 1 = 1$.
  4. The initial condition is $y(0) = 1$.

Answer: Yes; $y(0) = 1$

L4. Slope fields — seeing every solution at once

Module 0  2026-08-08  ·  10:02  ·  practice PDF

Practice problems (3)
Problem 1. Find the equilibrium solutions for the differential equation $y' = y(y - 3)$ and determine if they are stable (attractors) or unstable (repellers) by considering the sign of $y'$ between them.
Reveal solution
  1. Set $y' = 0$, which gives $y(y - 3) = 0$.
  2. The equilibrium solutions are $y = 0$ and $y = 3$.
  3. For $y > 3$, $y'$ is positive, so solutions move away from $y = 3$.
  4. For $0 < y < 3$, $y'$ is negative, so solutions move away from $y = 3$ and toward $y = 0$.
  5. For $y < 0$, $y'$ is positive, so solutions move toward $y = 0$.
  6. Therefore, $y = 3$ is unstable and $y = 0$ is stable.

Answer: $y = 0$ (stable), $y = 3$ (unstable)

Problem 2. Given the slope field for $y' = t - y$, sketch the behavior of a solution that starts at the initial condition $y(0) = 2$. Does the solution approach a specific line as $t$ increases?
Reveal solution
  1. At $(0, 2)$, the slope is $0 - 2 = -2$, so the curve starts by decreasing.
  2. As $t$ increases and $y$ decreases, the slope $t - y$ becomes less negative.
  3. We check the line $y = t - 1$. Its slope is $1$.
  4. Plugging $y = t - 1$ into the ODE gives $t - (t - 1) = 1$.
  5. Since the slopes match, $y = t - 1$ is a solution.
  6. The solution starting at $(0, 2)$ will be attracted to the line $y = t - 1$.

Answer: The solution decreases and asymptotically approaches the line $y = t - 1$.

Problem 3. Determine if the differential equation $y' = \frac{t^2}{y}$ is autonomous. If not, find the slope of the solution curve at the point $(2, 1)$ and describe the concavity of the solution at that point using the formula $y'' = \frac{d}{dt} f(t, y)$.
Reveal solution
  1. The equation is not autonomous because the slope depends on $t$.
  2. At $(2, 1)$, the slope is $y' = \frac{2^2}{1} = 4$.
  3. To find concavity, we differentiate $y' = t^2 y^{-1}$ with respect to $t$ using the product and chain rules: $y'' = 2t y^{-1} + t^2 (-y^{-2} y')$.
  4. Substitute $t = 2, y = 1, y' = 4$: $y'' = 2(2)(1)^{-1} + (2^2)(-(1)^{-2})(4)$.
  5. Compute: $y'' = 4 - 16 = -12$.
  6. Since $y'' < 0$, the solution is concave down at this point.

Answer: Not autonomous; slope is $4$; concave down.

L5. Existence and uniqueness — when is the future determined?

Module 0  2026-08-09  ·  10:32  ·  practice PDF

Practice problems (3)
Problem 1. Does the initial value problem $y' = y^2 + t$ with $y(0) = 0$ have a guaranteed unique solution near the origin? Explain why.
Reveal solution
  1. Identify $f(t, y) = y^2 + t$. This is a polynomial, so it is continuous everywhere, including $(0, 0)$.
  2. Compute the partial derivative with respect to $y$: $\frac{\partial f}{\partial y} = 2y$.
  3. Check continuity of the partial derivative: $2y$ is a polynomial and is continuous everywhere, including $(0, 0)$.
  4. Since both $f$ and $\frac{\partial f}{\partial y}$ are continuous, a unique solution is guaranteed.

Answer: Yes, because both $f(t, y) = y^2 + t$ and $\frac{\partial f}{\partial y} = 2y$ are continuous at $(0, 0)$.

Problem 2. Consider $y' = 2\sqrt{|y|}$ with $y(0) = 0$. Show that $y(t) = 0$ is a solution and check if the uniqueness condition is satisfied at the origin.
Reveal solution
  1. Substitute $y(t) = 0$ into the ODE: $y' = 0$ and $2\sqrt{|0|} = 0$. Since $0 = 0$, it is a solution.
  2. Identify $f(t, y) = 2\sqrt{|y|}$.
  3. Compute the partial derivative: $\frac{\partial f}{\partial y} = \frac{1}{\sqrt{|y|}}$ (for $y \neq 0$).
  4. Evaluate at the initial point $y = 0$: the expression $\frac{1}{\sqrt{0}}$ is undefined (approaches infinity).
  5. The uniqueness condition is not satisfied.

Answer: The uniqueness condition is not satisfied because $\frac{\partial f}{\partial y}$ is undefined at $y=0$.

Problem 3. For the ODE $y' = \frac{1}{t-1} y$, does a unique solution exist for the initial condition $y(1) = 2$? Why or why not?
Reveal solution
  1. Identify $f(t, y) = \frac{y}{t-1}$.
  2. Check continuity of $f$ at the point $(1, 2)$.
  3. The denominator $t-1$ becomes $1-1 = 0$ at $t=1$.
  4. Since the function $f$ is undefined at $t=1$, it is not continuous at the initial point.
  5. Therefore, the existence of a solution is not guaranteed by the Picard theorem.

Answer: No, because $f(t, y)$ is not continuous at $t=1$.

L6. Separable equations

Module 0  2026-08-10  ·  10:50  ·  practice PDF

Practice problems (3)
Problem 1. Find the general solution to the differential equation $y' = t^2 y$.
Reveal solution
  1. Separate the variables: $\frac{1}{y} dy = t^2 dt$.
  2. Integrate both sides: $\int \frac{1}{y} dy = \int t^2 dt$.
  3. Compute integrals: $\ln|y| = \frac{1}{3}t^3 + C$.
  4. Exponentiate: $|y| = e^{\frac{1}{3}t^3 + C} = e^C e^{\frac{1}{3}t^3}$.
  5. Simplify constant: $y(t) = A e^{\frac{1}{3}t^3}$.

Answer: $y(t) = A e^{\frac{1}{3}t^3}$

Problem 2. Solve the initial value problem $y' = 2ty^2$ with $y(0) = 1$.
Reveal solution
  1. Separate variables: $\frac{1}{y^2} dy = 2t dt$.
  2. Integrate: $\int y^{-2} dy = \int 2t dt \implies -\frac{1}{y} = t^2 + C$.
  3. Apply initial condition $y(0)=1$: $-\frac{1}{1} = 0^2 + C \implies C = -1$.
  4. Substitute $C$ back: $-\frac{1}{y} = t^2 - 1$.
  5. Solve for $y$: $\frac{1}{y} = 1 - t^2 \implies y = \frac{1}{1-t^2}$.

Answer: $y(t) = \frac{1}{1-t^2}$

Problem 3. Find the general solution to $y' = y \cos(t)$. Identify any equilibrium solutions.
Reveal solution
  1. Check for equilibrium: $h(y) = y = 0 \implies y(t) = 0$ is a solution.
  2. Separate variables: $\frac{1}{y} dy = \cos(t) dt$.
  3. Integrate: $\ln|y| = \sin(t) + C$.
  4. Exponentiate: $y = A e^{\sin(t)}$.

Answer: $y(t) = A e^{\sin(t)}$ and $y(t) = 0$

L7. First-order linear equations and integrating factors

Module 0  2026-08-11  ·  11:51  ·  practice PDF

Practice problems (3)
Problem 1. Solve the initial value problem $y' + 2y = e^{-t}$ with $y(0) = 1$.
Reveal solution
  1. Identify $P(t) = 2$ and $Q(t) = e^{-t}$.
  2. Compute the integrating factor $\mu(t) = e^{\int 2 dt} = e^{2t}$.
  3. Multiply the ODE by $e^{2t}$ to get $\frac{d}{dt}(e^{2t}y) = e^{2t}e^{-t} = e^t$.
  4. Integrate both sides: $e^{2t}y = e^t + C$.
  5. Solve for $y$: $y = e^{-t} + Ce^{-2t}$.
  6. Use $y(0) = 1$: $1 = 1 + C \implies C = 0$.
  7. The particular solution is $y = e^{-t}$.

Answer: $y = e^{-t}$

Problem 2. Find the general solution for $y' - \frac{1}{t}y = t^2$ for $t > 0$.
Reveal solution
  1. Identify $P(t) = -1/t$ and $Q(t) = t^2$.
  2. Compute $\mu(t) = e^{\int -1/t dt} = e^{-\ln t} = e^{\ln(1/t)} = 1/t$.
  3. Multiply the ODE by $1/t$: $\frac{d}{dt}(\frac{1}{t}y) = \frac{1}{t}t^2 = t$.
  4. Integrate both sides: $\frac{1}{t}y = \frac{1}{2}t^2 + C$.
  5. Solve for $y$: $y = \frac{1}{2}t^3 + Ct$.

Answer: $y = \frac{1}{2}t^3 + Ct$

Problem 3. Solve $y' + ty = t e^{-t^2/2}$.
Reveal solution
  1. Identify $P(t) = t$ and $Q(t) = t e^{-t^2/2}$.
  2. Compute $\mu(t) = e^{\int t dt} = e^{t^2/2}$.
  3. Multiply the ODE by $e^{t^2/2}$: $\frac{d}{dt}(e^{t^2/2}y) = e^{t^2/2} t e^{-t^2/2} = t$.
  4. Integrate both sides: $e^{t^2/2}y = \frac{1}{2}t^2 + C$.
  5. Solve for $y$: $y = (\frac{1}{2}t^2 + C)e^{-t^2/2}$.

Answer: $y = (\frac{1}{2}t^2 + C)e^{-t^2/2}$

L8. Exact equations

Module 0  2026-08-12  ·  10:02  ·  practice PDF

Practice problems (3)
Problem 1. Solve the exact equation $(3t^2 + 2ty) dt + t^2 dy = 0$.
Reveal solution
  1. Identify $M = 3t^2 + 2ty$ and $N = t^2$.
  2. Check exactness: $\frac{\partial M}{\partial y} = 2t$ and $\frac{\partial N}{\partial t} = 2t$. It is exact.
  3. Integrate $M$ with respect to $t$: $\psi = \int (3t^2 + 2ty) dt = t^3 + t^2 y + g(y)$.
  4. Differentiate $\psi$ with respect to $y$: $\frac{\partial \psi}{\partial y} = t^2 + g'(y)$.
  5. Set equal to $N$: $t^2 + g'(y) = t^2 \implies g'(y) = 0 \implies g(y) = C_1$.
  6. The general solution is $t^3 + t^2 y = C$.

Answer: t^3 + t^2 y = C

Problem 2. Find the particular solution to $(2t + y) dt + (t + 2y) dy = 0$ passing through $(1, 1)$.
Reveal solution
  1. Check exactness: $\frac{\partial M}{\partial y} = 1$ and $\frac{\partial N}{\partial t} = 1$. Exact.
  2. Integrate $M$: $\psi = \int (2t + y) dt = t^2 + ty + g(y)$.
  3. Differentiate $\psi$ wrt $y$: $t + g'(y) = t + 2y \implies g'(y) = 2y \implies g(y) = y^2$.
  4. General solution: $t^2 + ty + y^2 = C$.
  5. Apply $(1, 1)$: $1^2 + (1)(1) + 1^2 = 3$, so $C = 3$.

Answer: t^2 + ty + y^2 = 3

Problem 3. Solve the equation $\cos(t) e^y dt + \sin(t) e^y dy = 0$.
Reveal solution
  1. Check exactness: $\frac{\partial M}{\partial y} = \cos(t) e^y$ and $\frac{\partial N}{\partial t} = \cos(t) e^y$. Exact.
  2. Integrate $M$: $\psi = \int \cos(t) e^y dt = \sin(t) e^y + g(y)$.
  3. Differentiate $\psi$ wrt $y$: $\sin(t) e^y + g'(y) = \sin(t) e^y \implies g'(y) = 0$.
  4. General solution: $\sin(t) e^y = C$.

Answer: \sin(t) e^y = C

L9. Substitution methods: Bernoulli and homogeneous equations

Module 0  2026-08-13  ·  9:17  ·  practice PDF

Practice problems (3)
Problem 1. Solve the Bernoulli equation $y' + \frac{1}{t}y = ty^3$ for $t > 0$.
Reveal solution
  1. Identify $n = 3$, so use substitution $v = y^{1-3} = y^{-2}$.
  2. Compute $v' = -2y^{-3}y'$.
  3. Multiply the ODE by $-2y^{-3}$ to get $-2y^{-3}y' - \frac{2}{t}y^{-2} = -2t$.
  4. Substitute $v$ and $v'$ to get $v' - \frac{2}{t}v = -2t$.
  5. Use integrating factor $\mu(t) = e^{\int -2/t dt} = t^{-2}$.
  6. Solve $t^{-2}v = \int -2t(t^{-2}) dt = -2\ln|t| + C$.
  7. Find $v = t^2(-2\ln|t| + C)$ and substitute back $y = \pm 1/\sqrt{v}$.

Answer: $y = \pm \frac{1}{\sqrt{t^2(C - 2\ln|t|)}}$

Problem 2. Solve the homogeneous equation $y' = \frac{y^2 + t^2}{ty}$.
Reveal solution
  1. Rewrite as $y' = \frac{y}{t} + \frac{t}{y}$, which is $f(v) = v + 1/v$ where $v = y/t$.
  2. Substitute $y' = v + tv'$, so $v + tv' = v + 1/v$.
  3. Simplify to $tv' = 1/v$.
  4. Separate variables: $v dv = \frac{1}{t} dt$.
  5. Integrate: $\frac{1}{2}v^2 = \ln|t| + C$.
  6. Substitute $v = y/t$: $\frac{y^2}{2t^2} = \ln|t| + C$.

Answer: $y^2 = 2t^2(\ln|t| + C)$

Problem 3. Solve $y' = \frac{y}{t} + t^2 y^2$ with $y(1) = 1$.
Reveal solution
  1. This is a Bernoulli equation with $n = 2$. Use $v = y^{1-2} = y^{-1}$.
  2. Then $v' = -y^{-2}y'$.
  3. Multiply ODE by $-y^{-2}$: $-y^{-2}y' = -y^{-2}(y/t) - t^2$.
  4. Substitute: $v' = -v/t - t^2$, or $v' + \frac{1}{t}v = -t^2$.
  5. Integrating factor $\mu(t) = e^{\int 1/t dt} = t$.
  6. Solve $tv = \int -t^3 dt = -\frac{1}{4}t^4 + C$.
  7. Find $v = -\frac{1}{4}t^3 + C/t$.
  8. Substitute $y = 1/v$: $y = \frac{1}{C/t - t^3/4}$.
  9. Use $y(1) = 1$: $1 = \frac{1}{C - 1/4} \implies C = 5/4$.

Answer: $y = \frac{4t}{5 - t^4}$

L10. Module 0 review + self-test

Module 0  2026-08-14  ·  9:29  ·  practice PDF

Practice problems (3)
Problem 1. Solve the initial value problem $y' + 2y = 4$ with $y(0) = 3$.
Reveal solution
  1. Identify the equation as first order linear with $P(t) = 2$ and $Q(t) = 4$.
  2. Compute the integrating factor $\mu(t) = e^{\int 2 dt} = e^{2t}$.
  3. Multiply the ODE by $\mu(t)$ to get $(e^{2t}y)' = 4e^{2t}$.
  4. Integrate both sides: $e^{2t}y = 2e^{2t} + C$.
  5. Solve for $y$: $y = 2 + Ce^{-2t}$.
  6. Apply $y(0) = 3$: $3 = 2 + C \implies C = 1$.

Answer: $y(t) = 2 + e^{-2t}$

Problem 2. Solve the differential equation $y' = \frac{y^2}{t^2}$.
Reveal solution
  1. Identify the equation as homogeneous since the right side depends only on $y/t$.
  2. Substitute $v = y/t$, so $y = vt$ and $y' = v + tv'$.
  3. Rewrite the ODE: $v + tv' = v^2$.
  4. Separate variables: $tv' = v^2 - v \implies \frac{dv}{v(v-1)} = \frac{dt}{t}$.
  5. Integrate using partial fractions: $\ln|v-1| - \ln|v| = \ln|t| + C$.
  6. Simplify: $\frac{v-1}{v} = Ct \implies 1 - \frac{1}{v} = Ct$.
  7. Substitute back $v = y/t$: $1 - \frac{t}{y} = Ct$.

Answer: $y(t) = \frac{t}{1 - Ct}$

Problem 3. Solve the Bernoulli equation $y' + \frac{1}{t}y = ty^2$ for $t > 0$.
Reveal solution
  1. Identify as Bernoulli with $n = 2$.
  2. Substitute $v = y^{1-2} = y^{-1}$, so $v' = -y^{-2}y'$.
  3. Divide the original ODE by $y^2$: $y^{-2}y' + \frac{1}{t}y^{-1} = t$.
  4. Substitute $v$: $-v' + \frac{1}{t}v = t \implies v' - \frac{1}{t}v = -t$.
  5. Find integrating factor $\mu(t) = e^{\int -1/t dt} = e^{-\ln t} = 1/t$.
  6. Multiply: $(v/t)' = -1$.
  7. Integrate: $v/t = -t + C \implies v = -t^2 + Ct$.
  8. Substitute back $y = 1/v$.

Answer: $y(t) = \frac{1}{Ct - t^2}$

Module 1 — First-Order Modelling (12/12)

L11. The modelling loop: world -> equation -> solution -> world

Module 1  2026-08-15  ·  12:50  ·  practice PDF

Practice problems (3)
Problem 1. A metal sphere is heated to $100$ degrees Celsius and then placed in a room with a constant temperature of $20$ degrees Celsius. The rate of change of the sphere's temperature $T$ is proportional to the difference between $T$ and the room temperature. Write the ODE and find the particular solution $T(t)$ if the temperature after $10$ minutes is $60$ degrees Celsius.
Reveal solution
  1. Step 1: Translate the rule to an ODE. The rate of change is $dT/dt$. The difference is $(T - 20)$. Since it is cooling, the rate is negative: $dT/dt = -k(T - 20)$.
  2. Step 2: Solve the separable ODE. $\int \frac{1}{T-20} dT = \int -k dt$, which gives $\ln(T-20) = -kt + C$, or $T(t) = 20 + Ce^{-kt}$.
  3. Step 3: Use initial condition $T(0) = 100$. $100 = 20 + C e^0$, so $C = 80$. The solution is $T(t) = 20 + 80e^{-kt}$.
  4. Step 4: Use $T(10) = 60$ to find $k$. $60 = 20 + 80e^{-10k} \implies 40 = 80e^{-10k} \implies 0.5 = e^{-10k}$. Thus $-10k = \ln(0.5)$, so $k = \frac{\ln(2)}{10} \approx 0.0693$.

Answer: $T(t) = 20 + 80e^{-0.0693t}$

Problem 2. A population of fish in a pond grows at a rate proportional to the current population $P$, but fish are harvested at a constant rate of $500$ fish per year. If the pond starts with $2000$ fish and the growth constant is $k = 0.1$ per year, find the equation for $P(t)$ and determine if the population will eventually go extinct.
Reveal solution
  1. Step 1: Write the ODE. Growth is $0.1P$ and harvest is $-500$. So $dP/dt = 0.1P - 500$.
  2. Step 2: Solve the linear ODE. This is separable: $dP/(0.1P - 500) = dt$. Integrating gives $10 \ln(0.1P - 500) = t + C$, or $0.1P - 500 = Ae^{0.1t}$.
  3. Step 3: Use $P(0) = 2000$. $0.1(2000) - 500 = A e^0 \implies 200 - 500 = A \implies A = -300$.
  4. Step 4: Solve for $P$. $0.1P = 500 - 300e^{0.1t} \implies P(t) = 5000 - 3000e^{0.1t}$.
  5. Step 5: Analyze long term behavior. As $t \to \infty$, $e^{0.1t} \to \infty$, so $P(t) \to -\infty$. The population will hit zero and go extinct.

Answer: $P(t) = 5000 - 3000e^{0.1t}$; Yes, it goes extinct.

Problem 3. A tank contains $500$ liters of brine with $20$ kg of salt. Brine containing $0.1$ kg of salt per liter flows in at $5$ L/min. The mixture flows out at $5$ L/min. Find the amount of salt $y(t)$ in the tank at any time $t$ and find the steady state amount of salt as $t \to \infty$.
Reveal solution
  1. Step 1: Write the ODE. Rate in is $0.1 \text{ kg/L} \times 5 \text{ L/min} = 0.5 \text{ kg/min}$. Rate out is $(y/500) \text{ kg/L} \times 5 \text{ L/min} = 0.01y \text{ kg/min}$.
  2. Step 2: The ODE is $dy/dt = 0.5 - 0.01y$.
  3. Step 3: Solve the ODE. $\int \frac{1}{0.5 - 0.01y} dy = \int dt \implies -100 \ln(0.5 - 0.01y) = t + C$.
  4. Step 4: $0.5 - 0.01y = Ae^{-0.01t} \implies 0.01y = 0.5 - Ae^{-0.01t} \implies y(t) = 50 - 100Ae^{-0.01t}$.
  5. Step 5: Use $y(0) = 20$. $20 = 50 - 100A \implies 100A = 30$. So $y(t) = 50 - 30e^{-0.01t}$.
  6. Step 6: Steady state is $\lim_{t \to \infty} (50 - 30e^{-0.01t}) = 50$ kg.

Answer: $y(t) = 50 - 30e^{-0.01t}$; Steady state is $50$ kg.

L12. Exponential growth and decay; radiocarbon dating

Module 1  2026-08-16  ·  10:44  ·  practice PDF

Practice problems (3)
Problem 1. A sample of organic material is found to have $40\%$ of the carbon-14 found in living organisms. Using a half-life of $5730$ years, determine the age of the sample.
Reveal solution
  1. Identify the ratio $y/y_0 = 0.40$.
  2. Calculate the decay constant $k = \ln(0.5)/5730 \approx -0.00012097$.
  3. Set up the equation $0.40 = e^{kt}$.
  4. Solve for $t$ by taking the natural log: $\ln(0.40) = kt$.
  5. Compute $t = \ln(0.40)/(-0.00012097) \approx 7575$ years.

Answer: 7575 \text{ years}

Problem 2. A population of insects grows at a rate proportional to its size. If the population doubles every $12$ days, how long will it take for the population to triple in size?
Reveal solution
  1. Use the doubling time to find $k$: $2y_0 = y_0 e^{12k} \implies k = \ln(2)/12$.
  2. Set up the equation for tripling: $3y_0 = y_0 e^{kt}$.
  3. Simplify to $3 = e^{(\ln(2)/12)t}$.
  4. Take the natural log: $\ln(3) = (\ln(2)/12)t$.
  5. Solve for $t = 12 \ln(3)/\ln(2) \approx 19.02$ days.

Answer: 19.02 \text{ days}

Problem 3. A radioactive substance has a half-life of $150$ years. If you start with $500$ mg, how many years will it take for the substance to decay to $50$ mg?
Reveal solution
  1. Find $k = \ln(0.5)/150 \approx -0.004621$.
  2. Set up the equation $50 = 500 e^{kt}$.
  3. Divide by $500$: $0.1 = e^{kt}$.
  4. Take the natural log: $\ln(0.1) = kt$.
  5. Solve for $t = \ln(0.1)/-0.004621 \approx 498.29$ years.

Answer: 498.29 \text{ years}

L13. Newton's law of cooling

Module 1  2026-08-17  ·  11:43  ·  practice PDF

Practice problems (3)
Problem 1. A metal rod is placed in a room at $20^{\circ}C$. The rod's initial temperature is $100^{\circ}C$. After $1$ hour, the temperature is $80^{\circ}C$. Find the temperature of the rod after $2$ hours.
Reveal solution
  1. Use the model $T(t) = 20 + (100 - 20)e^{-kt} = 20 + 80e^{-kt}$.
  2. Use $T(1) = 80$ to find $k$: $80 = 20 + 80e^{-k} \implies 60 = 80e^{-k} \implies e^{-k} = 0.75$.
  3. Find $k = -\ln(0.75) \approx 0.2877$.
  4. Calculate $T(2) = 20 + 80(e^{-k})^2 = 20 + 80(0.75)^2$.
  5. Compute $T(2) = 20 + 80(0.5625) = 20 + 45 = 65$.

Answer: 65^{\circ}C

Problem 2. A cake is removed from an oven at $180^{\circ}C$ and placed in a room at $22^{\circ}C$. After $10$ minutes, the cake is $150^{\circ}C$. How many minutes will it take for the cake to reach $100^{\circ}C$?
Reveal solution
  1. Model: $T(t) = 22 + (180 - 22)e^{-kt} = 22 + 158e^{-kt}$.
  2. Find $k$ using $T(10) = 150$: $150 = 22 + 158e^{-10k} \implies 128 = 158e^{-10k} \implies e^{-10k} = 128/158 \approx 0.8101$.
  3. $-10k = \ln(0.8101) \implies k \approx 0.02106$.
  4. Set $T(t) = 100$: $100 = 22 + 158e^{-0.02106t} \implies 78 = 158e^{-0.02106t}$.
  5. Divide by $158$: $e^{-0.02106t} \approx 0.4937$.
  6. Take log: $-0.02106t = \ln(0.4937) \approx -0.7058 \implies t \approx 33.5$.

Answer: \approx 33.5 \text{ minutes}

Problem 3. An object is cooling in a room at $T_s$. Its temperature $T(t)$ is observed to follow $T(t) = T_s + 50e^{-0.05t}$. If the object's temperature is $40^{\circ}C$ at $t=0$ and the room is $T_s$, find $T_s$ and the temperature after $20$ minutes.
Reveal solution
  1. At $t=0$, $T(0) = T_s + 50e^0 = T_s + 50$.
  2. Given $T(0) = 40$, we have $40 = T_s + 50 \implies T_s = -10^{\circ}C$.
  3. The model is $T(t) = -10 + 50e^{-0.05t}$.
  4. For $t=20$: $T(20) = -10 + 50e^{-0.05(20)} = -10 + 50e^{-1}$.
  5. Using $e^{-1} \approx 0.3679$, $T(20) = -10 + 50(0.3679) = -10 + 18.395 = 8.395$.

Answer: T_s = -10^{\circ}C, T(20) \approx 8.4^{\circ}C

L14. Mixing problems — tanks and pollutants

Module 1  2026-08-18  ·  10:28  ·  practice PDF

Practice problems (3)
Problem 1. A $500$ L tank initially contains $10$ kg of salt. Brine containing $1$ kg/L of salt flows in at $5$ L/min, and the well-mixed solution flows out at $5$ L/min. Find the amount of salt $x(t)$ at any time $t$.
Reveal solution
  1. Identify parameters: $V = 500$, $r_{in} = 5$, $c_{in} = 1$, $r_{out} = 5$.
  2. Set up the ODE: $x' = (5 \times 1) - (5 \times x/500)$, which simplifies to $x' = 5 - x/100$.
  3. Solve using integrating factor $e^{t/100}$: $x(t) = 500 + Ce^{-t/100}$.
  4. Apply initial condition $x(0) = 10$: $10 = 500 + C \implies C = -490$.
  5. Final solution: $x(t) = 500 - 490e^{-t/100}$.

Answer: x(t) = 500 - 490e^{-t/100}

Problem 2. A $200$ L tank is filled with pure water. Brine with $0.5$ kg/L flows in at $3$ L/min and flows out at $3$ L/min. How long does it take for the salt amount to reach $50$ kg?
Reveal solution
  1. Set up ODE: $x' = (3 \times 0.5) - (3 \times x/200) = 1.5 - 0.015x$.
  2. Solve the ODE: $x(t) = 100(1 - e^{-0.015t})$.
  3. Set $x(t) = 50$: $50 = 100(1 - e^{-0.015t}) \implies 0.5 = 1 - e^{-0.015t}$.
  4. Solve for $t$: $e^{-0.015t} = 0.5 \implies -0.015t = \ln(0.5)$.
  5. Calculate $t$: $t = \ln(0.5) / -0.015 \approx 46.21$ minutes.

Answer: t \approx 46.21 \text{ minutes}

Problem 3. A $100$ L tank contains pure water. Brine with $2$ g/L flows in at $5$ L/min, but flows out at $3$ L/min. Find the amount of salt $x(t)$ in the tank after $10$ minutes.
Reveal solution
  1. Volume function: $V(t) = 100 + (5-3)t = 100 + 2t$.
  2. Set up ODE: $x' = (5 \times 2) - (3 \times x/(100 + 2t)) = 10 - 3x/(100 + 2t)$.
  3. Integrating factor: $\int \frac{3}{100+2t} dt = \frac{3}{2} \ln(100+2t)$, so $\mu(t) = (100+2t)^{1.5}$.
  4. Integrate: $x(100+2t)^{1.5} = \int 10(100+2t)^{1.5} dt = \frac{10}{2 \times 2.5} (100+2t)^{2.5} + C = 2(100+2t)^{2.5} + C$.
  5. General solution: $x(t) = 2(100+2t) + C(100+2t)^{-1.5}$.
  6. Initial condition $x(0)=0$: $0 = 200 + C(100)^{-1.5} \implies C = -200 \times 1000 = -200,000$.
  7. At $t=10$: $x(10) = 2(120) - 200,000(120)^{-1.5} \approx 240 - 152.1 = 87.9$ g.

Answer: x(10) \approx 87.9 \text{ g}

L15. The logistic equation — growth with limits

Module 1  2026-08-19  ·  11:01  ·  practice PDF

Practice problems (3)
Problem 1. A bacteria colony grows according to the logistic equation with a carrying capacity of $K = 5000$ and an intrinsic growth rate of $r = 0.2$ per hour. If the initial population is $y(0) = 500$, find the population after $t = 5$ hours.
Reveal solution
  1. Identify constants: $K = 5000$, $r = 0.2$, $y_0 = 500$.
  2. Solve for $C$: $500 = 5000 / (1 + C) \implies 1 + C = 10 \implies C = 9$.
  3. Write the solution: $y(t) = 5000 / (1 + 9 e^{-0.2t})$.
  4. Calculate $y(5) = 5000 / (1 + 9 e^{-0.2 \cdot 5}) = 5000 / (1 + 9 e^{-1}) \approx 5000 / (1 + 3.31) \approx 1160$.

Answer: $y(5) \approx 1160$

Problem 2. A population of deer in a forest is modeled by $y' = 0.05y(1 - y/2000)$. If the current population is $2500$, will the population increase or decrease? Find the population after $10$ years.
Reveal solution
  1. Since $y(0) = 2500$ is greater than $K = 2000$, the term $(1 - y/K)$ is negative, so $y'$ is negative and the population decreases.
  2. Solve for $C$: $2500 = 2000 / (1 + C) \implies 1 + C = 0.8 \implies C = -0.2$.
  3. Use the formula $y(t) = 2000 / (1 - 0.2 e^{-0.05t})$.
  4. For $t = 10$: $y(10) = 2000 / (1 - 0.2 e^{-0.5}) \approx 2000 / (1 - 0.2 \cdot 0.6065) \approx 2000 / 0.8787 \approx 2275$.

Answer: Decreases; $y(10) \approx 2275$

Problem 3. A species of plant is introduced to an island. The population grows logistically. After $1$ year, the population is $100$. After $2$ years, it is $400$. If the carrying capacity is $1000$, find the intrinsic growth rate $r$.
Reveal solution
  1. Use $y(t) = 1000 / (1 + C e^{-rt})$.
  2. At $t=1$: $100 = 1000 / (1 + C e^{-r}) \implies 1 + C e^{-r} = 10 \implies C e^{-r} = 9$.
  3. At $t=2$: $400 = 1000 / (1 + C e^{-2r}) \implies 1 + C e^{-2r} = 2.5 \implies C e^{-2r} = 1.5$.
  4. Divide the two equations: $(C e^{-r}) / (C e^{-2r}) = 9 / 1.5 \implies e^r = 6$.
  5. Solve for $r$: $r = \ln(6) \approx 1.79$.

Answer: $r = \ln(6) \approx 1.79$

L16. Harvesting and critical thresholds

Module 1  2026-08-20  ·  11:02  ·  practice PDF

Practice problems (3)
Problem 1. A population follows the model $y' = 0.5y (1 - y/800) - 50$. Find the two equilibrium populations and identify which is stable and which is the collapse threshold.
Reveal solution
  1. Set $0.5y (1 - y/800) - 50 = 0$.
  2. Multiply by $2$ to simplify: $y (1 - y/800) - 100 = 0$.
  3. Expand: $y - y^2/800 - 100 = 0$.
  4. Multiply by $-800$: $y^2 - 800y + 80000 = 0$.
  5. Use quadratic formula: $y = [800 \pm \sqrt{640000 - 320000}] / 2 = [800 \pm \sqrt{320000}] / 2$.
  6. Calculate: $y = 400 \pm 200\sqrt{2}$, so $y \approx 682.8$ and $y \approx 117.2$.

Answer: Stable equilibrium at $y \approx 682.8$, collapse threshold at $y \approx 117.2$.

Problem 2. For a population with $r = 0.2$ and $K = 5000$, what is the maximum sustainable harvest rate $H_{max}$? What happens if $H = 260$?
Reveal solution
  1. Use the formula $H_{max} = rK/4$.
  2. Substitute values: $H_{max} = (0.2 \cdot 5000) / 4 = 1000 / 4 = 250$.
  3. Compare $H = 260$ to $H_{max} = 250$.
  4. Since $260 > 250$, the harvest rate exceeds the maximum growth rate of the population.

Answer: $H_{max} = 250$; if $H = 260$, the population will collapse regardless of the initial size.

Problem 3. A manager wants to maintain a population at exactly $y = 400$ with $r = 1$ and $K = 1000$. What constant harvest rate $H$ should be set, and is this equilibrium stable?
Reveal solution
  1. Set $y' = 0$ at $y = 400$: $1(400)(1 - 400/1000) - H = 0$.
  2. Calculate: $400(1 - 0.4) - H = 400(0.6) - H = 240 - H = 0$.
  3. Solve for $H$: $H = 240$.
  4. Check stability: The growth parabola $y(1-y/1000)$ peaks at $y=500$. Since $400 < 500$, this is the lower equilibrium point.

Answer: $H = 240$; the equilibrium is unstable (it is the collapse threshold).

L17. Falling with air resistance; terminal velocity

Module 1  2026-08-21  ·  10:56  ·  practice PDF

Practice problems (3)
Problem 1. A spherical bead with mass $m = 0.001$ kg falls through oil with a drag coefficient $c = 0.0002$ kg/s. Using $g = 9.8$ m/s$^2$, find the terminal velocity and the expression for $v(t)$ if the bead is dropped from rest.
Reveal solution
  1. Calculate $k = c/m = 0.0002 / 0.001 = 0.2$ s$^{-1}$.
  2. Calculate $v_{term} = g/k = 9.8 / 0.2 = 49$ m/s.
  3. Use the formula $v(t) = v_{term}(1 - e^{-kt})$ for an object dropped from rest.
  4. Substitute the values: $v(t) = 49(1 - e^{-0.2t})$.

Answer: v_{term} = 49 \text{ m/s}, v(t) = 49(1 - e^{-0.2t})

Problem 2. An object reaches $90\%$ of its terminal velocity in $10$ seconds. Find the value of the constant $k = c/m$.
Reveal solution
  1. The velocity for an object dropped from rest is $v(t) = v_{term}(1 - e^{-kt})$.
  2. Set $v(10) = 0.9 v_{term}$, so $0.9 v_{term} = v_{term}(1 - e^{-10k})$.
  3. Divide by $v_{term}$ to get $0.9 = 1 - e^{-10k}$, which simplifies to $e^{-10k} = 0.1$.
  4. Take the natural logarithm of both sides: $-10k = \ln(0.1)$.
  5. Solve for $k$: $k = -\ln(0.1)/10 \approx 2.303/10 = 0.2303$ s$^{-1}$.

Answer: k \approx 0.2303 \text{ s}^{-1}

Problem 3. A projectile of mass $m$ is thrown downwards with an initial velocity $v_0$ that is exactly twice its terminal velocity $v_{term}$. Show that the velocity at any time $t$ is given by $v(t) = v_{term}(1 + e^{-kt})$.
Reveal solution
  1. The general solution to $v' = g - kv$ is $v(t) = v_{term} + C e^{-kt}$.
  2. We are given $v(0) = 2 v_{term}$.
  3. Substitute $t=0$ into the general solution: $2 v_{term} = v_{term} + C e^{0}$.
  4. Solve for $C$: $C = 2 v_{term} - v_{term} = v_{term}$.
  5. Substitute $C$ back into the general solution: $v(t) = v_{term} + v_{term} e^{-kt}$.
  6. Factor out $v_{term}$ to get $v(t) = v_{term}(1 + e^{-kt})$.

Answer: v(t) = v_{term}(1 + e^{-kt})

L18. RC circuits

Module 1  2026-08-22  ·  10:25  ·  practice PDF

Practice problems (3)
Problem 1. A circuit consists of a $12\text{ V}$ battery, a $200\Omega$ resistor, and a $0.01\text{ F}$ capacitor. Find the time constant $\tau$ and the charge $q(t)$ at $t = 3\text{ s}$ if the capacitor starts empty.
Reveal solution
  1. Calculate $\tau = RC = 200 \times 0.01 = 2\text{ s}$.
  2. Calculate $Q_{max} = CV = 0.01 \times 12 = 0.12\text{ C}$.
  3. Use the charging formula $q(t) = 0.12(1 - e^{-t/2})$.
  4. Substitute $t = 3$: $q(3) = 0.12(1 - e^{-1.5}) \approx 0.12(1 - 0.223) \approx 0.0932\text{ C}$.

Answer: $\tau = 2\text{ s}, q(3) \approx 0.0932\text{ C}$

Problem 2. A capacitor with an initial charge of $0.8\text{ C}$ is discharged through a resistor of $100\Omega$ and a capacitor of $0.05\text{ F}$. How long does it take for the charge to drop to $0.2\text{ C}$?
Reveal solution
  1. Calculate $\tau = RC = 100 \times 0.05 = 5\text{ s}$.
  2. Set up the discharge equation: $0.2 = 0.8 e^{-t/5}$.
  3. Divide by $0.8$: $0.25 = e^{-t/5}$.
  4. Take the natural log: $\ln(0.25) = -t/5$.
  5. Solve for $t$: $t = -5 \ln(0.25) = 5 \ln(4) \approx 6.93\text{ s}$.

Answer: $t \approx 6.93\text{ s}$

Problem 3. In a charging RC circuit, the charge reaches $0.05\text{ C}$ at $t = 1\text{ s}$ and $0.08\text{ C}$ at $t = 2\text{ s}$, starting from $q(0) = 0$. Find the time constant $\tau$ and the source voltage $V$ if $R = 100\Omega$.
Reveal solution
  1. Use the ratio $q(2)/q(1) = (1 - e^{-2/\tau}) / (1 - e^{-1/\tau})$.
  2. Let $u = e^{-1/\tau}$. Then $0.08/0.05 = (1 - u^2) / (1 - u) = 1 + u$.
  3. Solve for $u$: $1.6 = 1 + u \implies u = 0.6$.
  4. Solve for $\tau$: $e^{-1/\tau} = 0.6 \implies -1/\tau = \ln(0.6) \implies \tau = -1/\ln(0.6) \approx 2.23\text{ s}$.
  5. Find $C$: $C = \tau / R = 2.23 / 100 = 0.0223\text{ F}$.
  6. Find $Q_{max}$: $0.05 = Q_{max}(1 - 0.6) \implies Q_{max} = 0.05 / 0.4 = 0.125\text{ C}$.
  7. Find $V$: $V = Q_{max} / C = 0.125 / 0.0223 \approx 5.61\text{ V}$.

Answer: $\tau \approx 2.23\text{ s}, V \approx 5.61\text{ V}$

L19. Compound interest, loans, and mortgages as ODEs

Module 1  2026-08-23  ·  10:49  ·  practice PDF

Practice problems (3)
Problem 1. A loan of $15,000$ is taken at an annual interest rate of $6\%$ with a constant repayment of $2,000$ per year. Find the balance after $5$ years.
Reveal solution
  1. Identify constants: $B_0 = 15000$, $r = 0.06$, $P = 2000$.
  2. Calculate equilibrium: $P/r = 2000 / 0.06 = 33333.33$.
  3. Use formula: $B(t) = 33333.33 + (15000 - 33333.33)e^{0.06t}$.
  4. Substitute $t=5$: $B(5) = 33333.33 - 18333.33 e^{0.3}$.
  5. Compute: $B(5) \approx 33333.33 - 18333.33(1.3498) \approx 8586.33$.

Answer: $8,586.33$

Problem 2. How long will it take to pay off a $50,000$ loan at $4\%$ interest if the annual repayment is $6,000$?
Reveal solution
  1. Identify constants: $B_0 = 50000$, $r = 0.04$, $P = 6000$.
  2. Use the payoff time formula: $T = \frac{1}{0.04} \ln \left( \frac{6000}{6000 - 0.04(50000)} \right)$.
  3. Simplify denominator: $6000 - 2000 = 4000$.
  4. Calculate ratio: $6000 / 4000 = 1.5$.
  5. Compute $T = 25 \ln(1.5) \approx 25(0.4055) \approx 10.14$.

Answer: 10.14 years

Problem 3. You start a savings account with $5,000$ at $3\%$ interest and deposit $1,200$ per year. What is the balance after $20$ years?
Reveal solution
  1. Identify constants: $B_0 = 5000$, $r = 0.03$, $P = -1200$ (since it is a deposit).
  2. The ODE is $B' = 0.03B + 1200$.
  3. Equilibrium $P/r = -1200 / 0.03 = -40000$.
  4. Use formula: $B(t) = -40000 + (5000 - (-40000))e^{0.03t} = -40000 + 45000e^{0.03t}$.
  5. Substitute $t=20$: $B(20) = -40000 + 45000e^{0.6} \approx -40000 + 45000(1.8221) \approx 41994.50$.

Answer: $41,994.50$

L20. Autonomous equations and equilibria — the phase line

Module 1  2026-08-24  ·  10:53  ·  practice PDF

Practice problems (3)
Problem 1. Find the equilibrium solutions of $y' = y^3 - y$ and classify each as stable, unstable, or semi-stable.
Reveal solution
  1. Set $y^3 - y = 0$, which factors as $y(y-1)(y+1) = 0$.
  2. The equilibria are $y = -1, 0, 1$.
  3. For $y > 1$, $y' > 0$ (up). For $0 < y < 1$, $y' < 0$ (down). For $-1 < y < 0$, $y' > 0$ (up). For $y < -1$, $y' < 0$ (down).
  4. At $y = 1$, arrows point away (source). At $y = 0$, arrows point toward (sink). At $y = -1$, arrows point away (source).

Answer: $y = 0$ is stable; $y = 1$ and $y = -1$ are unstable.

Problem 2. Consider the autonomous equation $y' = y(2 - y)$. Determine the long-term behavior of the solution $y(t)$ if the initial condition is $y(0) = 3$.
Reveal solution
  1. Find equilibria: $y(2 - y) = 0$ gives $y = 0$ and $y = 2$.
  2. Check the sign for $y > 2$: if $y = 3$, $y' = 3(2 - 3) = -3$, which is negative.
  3. Since the derivative is negative for $y > 2$, the solution $y(t)$ will decrease toward the equilibrium at $y = 2$.
  4. Because $y = 2$ is a sink (arrows from above point down, arrows from below point up), the solution converges to 2.

Answer: $y(t) \to 2$ as $t \to \infty$.

Problem 3. For what values of the constant $k$ does the equation $y' = y^2 - k$ have exactly one semi-stable equilibrium?
Reveal solution
  1. Equilibria occur where $y^2 - k = 0$, so $y^2 = k$.
  2. If $k > 0$, there are two distinct equilibria $y = \pm \sqrt{k}$, which are typically a sink and a source.
  3. If $k < 0$, there are no real equilibria.
  4. If $k = 0$, the equation is $y' = y^2$. We found in the lesson that $y = 0$ is a semi-stable equilibrium because $y^2 \ge 0$ for all $y$.

Answer: $k = 0$

L21. Stability on the phase line; bifurcation teaser

Module 1  2026-08-25  ·  10:29  ·  practice PDF

Practice problems (3)
Problem 1. Find all equilibrium solutions for the autonomous ODE $y' = y^3 - 4y$ and classify each as stable, unstable, or semi-stable.
Reveal solution
  1. Set $f(y) = y^3 - 4y = 0$. Factoring gives $y(y-2)(y+2) = 0$, so equilibria are $y = -2, 0, 2$.
  2. Compute the derivative $f'(y) = 3y^2 - 4$.
  3. At $y = -2$, $f'(-2) = 3(4) - 4 = 8 > 0$, so it is unstable.
  4. At $y = 0$, $f'(0) = -4 < 0$, so it is stable.
  5. At $y = 2$, $f'(2) = 3(4) - 4 = 8 > 0$, so it is unstable.

Answer: y = -2 (unstable), y = 0 (stable), y = 2 (unstable)

Problem 2. Consider the ODE $y' = y^2 - 3y + 2$. Determine the stability of its equilibria.
Reveal solution
  1. Set $y^2 - 3y + 2 = 0$. Factoring gives $(y-1)(y-2) = 0$, so equilibria are $y = 1$ and $y = 2$.
  2. Compute $f'(y) = 2y - 3$.
  3. At $y = 1$, $f'(1) = 2(1) - 3 = -1 < 0$, so it is stable.
  4. At $y = 2$, $f'(2) = 2(2) - 3 = 1 > 0$, so it is unstable.

Answer: y = 1 (stable), y = 2 (unstable)

Problem 3. Analyze the stability of the equilibrium at $y = 0$ for the equation $y' = y^3$. Is it stable, unstable, or semi-stable?
Reveal solution
  1. The equilibrium is at $y = 0$ since $f(0) = 0^3 = 0$.
  2. Compute $f'(y) = 3y^2$. At $y = 0$, $f'(0) = 0$, so the derivative test is inconclusive.
  3. Check the sign of $f(y) = y^3$. For $y > 0$, $f(y) > 0$ (flow is away from 0).
  4. For $y < 0$, $f(y) < 0$ (flow is away from 0).
  5. Since the flow is away from the equilibrium on both sides, it is unstable.

Answer: unstable

L22. Module 1 review + self-test

Module 1  2026-08-26  ·  11:36  ·  practice PDF

Practice problems (3)
Problem 1. Solve the initial value problem $y' = y \tan(t)$ with $y(0) = 5$.
Reveal solution
  1. Separate the variables: $\frac{1}{y} dy = \tan(t) dt$.
  2. Integrate both sides: $\ln|y| = -\ln|\cos(t)| + C$.
  3. Simplify using log laws: $\ln|y| = \ln|\sec(t)| + C$.
  4. Exponentiate: $y = A \sec(t)$.
  5. Apply initial condition $y(0) = 5$: $5 = A \sec(0) \implies A = 5$.

Answer: $y(t) = 5 \sec(t)$

Problem 2. A tank contains 50 liters of water with 100 grams of salt. Brine with 2 grams per liter flows in at 3 liters per minute, and the mixture flows out at 3 liters per minute. Find the ODE for the salt $y(t)$ and the equilibrium value.
Reveal solution
  1. Rate in: $3 \text{ L/min} \times 2 \text{ g/L} = 6 \text{ g/min}$.
  2. Rate out: $3 \text{ L/min} \times \frac{y}{50} \text{ g/L} = \frac{3y}{50} \text{ g/min}$.
  3. ODE: $\frac{dy}{dt} = 6 - \frac{3y}{50}$.
  4. Equilibrium: Set $\frac{dy}{dt} = 0 \implies 6 = \frac{3y}{50} \implies 300 = 3y \implies y = 100$.

Answer: $\frac{dy}{dt} = 6 - \frac{3y}{50}, \quad y^* = 100$

Problem 3. Consider the autonomous equation $y' = y(y-2)(y-4)$. Identify all equilibria and classify their stability.
Reveal solution
  1. Equilibria are the roots of $f(y) = y(y-2)(y-4)$, which are $y=0, 2, 4$.
  2. Compute $f'(y) = (y-2)(y-4) + y(y-4) + y(y-2)$.
  3. At $y=0$: $f'(0) = (-2)(-4) = 8 > 0 \implies$ Unstable.
  4. At $y=2$: $f'(2) = 2(2-4) = -4 < 0 \implies$ Stable.
  5. At $y=4$: $f'(4) = 4(4-2) = 8 > 0 \implies$ Unstable.

Answer: $y=0 \text{ (Unstable)}, y=2 \text{ (Stable)}, y=4 \text{ (Unstable)}$

Module 2 — Second-Order Linear ODEs (16/16)

L23. Why second order rules physics: F = ma as an ODE

Module 2  2026-08-27  ·  11:17  ·  practice PDF

Practice problems (3)
Problem 1. A mass of $5\text{ kg}$ is attached to a spring with a constant $k = 20\text{ N/m}$. The system experiences a damping force proportional to velocity with $c = 3\text{ kg/s}$ and is driven by an external force $f(t) = 5\cos(2t)$. Write the second order ODE for the position $x(t)$.
Reveal solution
  1. Identify constants: $m = 5$, $c = 3$, $k = 20$.
  2. Apply Newton's second law: $m x'' = -c x' - k x + f(t)$.
  3. Substitute values: $5 x'' = -3 x' - 20 x + 5\cos(2t)$.
  4. Rearrange to standard form: $5 x'' + 3 x' + 20 x = 5\cos(2t)$.

Answer: 5 x'' + 3 x' + 20 x = 5\cos(2t)

Problem 2. A $2\text{ kg}$ mass is on a frictionless surface attached to a spring with $k = 18\text{ N/m}$. There is no external force. Write the ODE and verify if $x(t) = \sin(3t)$ is a solution.
Reveal solution
  1. Equation: $2 x'' = -18 x \implies x'' + 9 x = 0$.
  2. First derivative: $x'(t) = 3\cos(3t)$.
  3. Second derivative: $x''(t) = -9\sin(3t)$.
  4. Substitute into ODE: $-9\sin(3t) + 9\sin(3t) = 0$.
  5. The equation holds.

Answer: x'' + 9 x = 0; Yes, it is a solution.

Problem 3. A system is described by the ODE $x'' + 4 x' + 4 x = 0$. Describe the physical components of this system in terms of mass, damping, and spring constant, assuming $m = 1\text{ kg}$.
Reveal solution
  1. Compare $x'' + 4 x' + 4 x = 0$ to $m x'' + c x' + k x = 0$.
  2. Given $m = 1$, we see $c = 4$ and $k = 4$.
  3. The system consists of a $1\text{ kg}$ mass, a damping coefficient of $4\text{ kg/s}$, and a spring constant of $4\text{ N/m}$.

Answer: m = 1\text{ kg}, c = 4\text{ kg/s}, k = 4\text{ N/m}

L24. Linear independence of solutions; the Wronskian

Module 2  2026-08-28  ·  10:39  ·  practice PDF

Practice problems (3)
Problem 1. Determine if $y_1 = e^{2t}$ and $y_2 = e^{-2t}$ are linearly independent by computing their Wronskian.
Reveal solution
  1. Find the derivatives: $y_1' = 2e^{2t}$ and $y_2' = -2e^{-2t}$.
  2. Set up the Wronskian: $W = (e^{2t})(-2e^{-2t}) - (e^{-2t})(2e^{2t})$.
  3. Simplify the terms: $W = -2(e^0) - 2(e^0) = -2 - 2 = -4$.
  4. Since $W = -4$, which is never zero, the functions are linearly independent.

Answer: Linearly independent, W = -4

Problem 2. Given the ODE $y'' - 4y = 0$, verify that $y_1 = e^{2t}$ and $y_2 = e^{-2t}$ form a fundamental set of solutions.
Reveal solution
  1. Verify $y_1$: $y_1'' = 4e^{2t}$, so $4e^{2t} - 4(e^{2t}) = 0$. Correct.
  2. Verify $y_2$: $y_2'' = 4e^{-2t}$, so $4e^{-2t} - 4(e^{-2t}) = 0$. Correct.
  3. Compute Wronskian: $W = (e^{2t})(-2e^{-2t}) - (e^{-2t})(2e^{2t}) = -4$.
  4. Since both are solutions and $W \neq 0$, they form a fundamental set.

Answer: They form a fundamental set because both solve the ODE and $W = -4 \neq 0$.

Problem 3. Find the general solution to $y'' + 9y = 0$ given that $y_1 = \sin(3t)$ and $y_2 = \cos(3t)$ are solutions.
Reveal solution
  1. Compute the Wronskian to ensure independence: $W = (\sin 3t)(-3\sin 3t) - (\cos 3t)(3\cos 3t)$.
  2. Simplify: $W = -3(\sin^2 3t + \cos^2 3t) = -3(1) = -3$.
  3. Since $W \neq 0$, the solutions are linearly independent.
  4. The general solution is the linear combination $y(t) = c_1 \sin(3t) + c_2 \cos(3t)$.

Answer: $y(t) = c_1 \sin(3t) + c_2 \cos(3t)$

L25. Homogeneous constant-coefficient equations: the characteristic equation

Module 2  2026-08-29  ·  11:38  ·  practice PDF

Practice problems (3)
Problem 1. Find the general solution to the differential equation $y'' + 7y' + 10y = 0$.
Reveal solution
  1. Write the characteristic equation: $r^2 + 7r + 10 = 0$.
  2. Factor the quadratic: $(r + 2)(r + 5) = 0$.
  3. Identify the roots: $r_1 = -2$ and $r_2 = -5$.
  4. Construct the general solution using the linear combination of exponentials.

Answer: $y(t) = c_1 e^{-2t} + c_2 e^{-5t}$

Problem 2. Solve the initial value problem $y'' - 4y' + 3y = 0$ with $y(0) = 2$ and $y'(0) = 5$.
Reveal solution
  1. Characteristic equation: $r^2 - 4r + 3 = 0$, which factors to $(r-1)(r-3)=0$.
  2. General solution: $y(t) = c_1 e^t + c_2 e^{3t}$.
  3. Use $y(0)=2$: $c_1 + c_2 = 2$.
  4. Find $y'(t) = c_1 e^t + 3c_2 e^{3t}$ and use $y'(0)=5$: $c_1 + 3c_2 = 5$.
  5. Subtract the first equation from the second: $2c_2 = 3$, so $c_2 = 1.5$.
  6. Substitute back: $c_1 + 1.5 = 2$, so $c_1 = 0.5$.

Answer: $y(t) = 0.5 e^t + 1.5 e^{3t}$

Problem 3. Determine the values of $k$ for which the general solution of $y'' + ky' + 4y = 0$ consists of two distinct real exponential terms.
Reveal solution
  1. The characteristic equation is $r^2 + kr + 4 = 0$.
  2. For the roots to be distinct and real, the discriminant must be strictly positive: $b^2 - 4ac > 0$.
  3. Substitute the coefficients: $k^2 - 4(1)(4) > 0$.
  4. Solve the inequality: $k^2 - 16 > 0$.
  5. This means $k^2 > 16$, which implies $k > 4$ or $k < -4$.

Answer: $k \text{ must be in the interval } (-\infty, -4) \cup (4, \infty)$

L26. Distinct real roots — overdamped worlds

Module 2  2026-08-30  ·  12:41  ·  practice PDF

Practice problems (3)
Problem 1. Solve the initial value problem $y'' + 5y' + 6y = 0$ with $y(0) = 2$ and $y'(0) = 1$.
Reveal solution
  1. The characteristic equation is $r^2 + 5r + 6 = 0$, which factors as $(r+2)(r+3) = 0$.
  2. The roots are $r_1 = -2$ and $r_2 = -3$, so the general solution is $y(t) = c_1 e^{-2t} + c_2 e^{-3t}$.
  3. Using $y(0) = 2$, we get $c_1 + c_2 = 2$.
  4. The derivative is $y'(t) = -2c_1 e^{-2t} - 3c_2 e^{-3t}$. Using $y'(0) = 1$, we get $-2c_1 - 3c_2 = 1$.
  5. Solving the system: $2(c_1 + c_2) = 4$, so $(-2c_1 - 3c_2) + (2c_1 + 2c_2) = 1 + 4$, which gives $-c_2 = 5$, so $c_2 = -5$.
  6. Then $c_1 = 2 - (-5) = 7$.

Answer: $y(t) = 7e^{-2t} - 5e^{-3t}$

Problem 2. Find the general solution for $y'' - 4y = 0$ and describe the behavior as $t$ approaches infinity.
Reveal solution
  1. The characteristic equation is $r^2 - 4 = 0$, so $r^2 = 4$.
  2. The roots are $r = 2$ and $r = -2$.
  3. The general solution is $y(t) = c_1 e^{2t} + c_2 e^{-2t}$.
  4. As $t$ approaches infinity, the $e^{2t}$ term grows without bound (unless $c_1 = 0$), so the solution is unstable.

Answer: $y(t) = c_1 e^{2t} + c_2 e^{-2t}$; unstable growth

Problem 3. A system is described by $y'' + 2y' = 0$ with $y(0) = 1$ and $y'(0) = -1$. Solve for $y(t)$.
Reveal solution
  1. The characteristic equation is $r^2 + 2r = 0$, which factors as $r(r+2) = 0$.
  2. The roots are $r_1 = 0$ and $r_2 = -2$.
  3. The general solution is $y(t) = c_1 e^{0t} + c_2 e^{-2t} = c_1 + c_2 e^{-2t}$.
  4. Using $y(0) = 1$, we get $c_1 + c_2 = 1$.
  5. The derivative is $y'(t) = -2c_2 e^{-2t}$. Using $y'(0) = -1$, we get $-2c_2 = -1$, so $c_2 = 1/2$.
  6. Then $c_1 = 1 - 1/2 = 1/2$.

Answer: $y(t) = \frac{1}{2} + \frac{1}{2}e^{-2t}$

L27. Repeated roots — critical damping

Module 2  2026-08-31  ·  10:57  ·  practice PDF

Practice problems (3)
Problem 1. Find the general solution for the differential equation $y'' + 10y' + 25y = 0$.
Reveal solution
  1. Write the characteristic equation: $r^2 + 10r + 25 = 0$.
  2. Factor the quadratic: $(r + 5)^2 = 0$.
  3. Identify the repeated root: $r = -5$.
  4. Apply the general form for repeated roots: $y(t) = (c_1 + c_2 t) e^{-5t}$.

Answer: $y(t) = (c_1 + c_2 t) e^{-5t}$

Problem 2. Solve the initial value problem $y'' + 4y' + 4y = 0$ with $y(0) = 3$ and $y'(0) = 1$.
Reveal solution
  1. Characteristic equation: $r^2 + 4r + 4 = (r+2)^2 = 0$, so $r = -2$.
  2. General solution: $y(t) = (c_1 + c_2 t) e^{-2t}$.
  3. Use $y(0) = 3$: $c_1 e^0 = 3 \implies c_1 = 3$.
  4. Find derivative: $y'(t) = c_2 e^{-2t} - 2(c_1 + c_2 t) e^{-2t}$.
  5. Use $y'(0) = 1$: $c_2 - 2c_1 = 1 \implies c_2 - 6 = 1 \implies c_2 = 7$.
  6. Final solution: $y(t) = (3 + 7t) e^{-2t}$.

Answer: $y(t) = (3 + 7t) e^{-2t}$

Problem 3. A system is described by $y'' + 2\beta y' + \beta^2 y = 0$. If the system is released from $y(0) = y_0$ with zero initial velocity $y'(0) = 0$, show that the solution is $y(t) = y_0(1 + \beta t) e^{-\beta t}$.
Reveal solution
  1. Characteristic equation: $r^2 + 2\beta r + \beta^2 = (r + \beta)^2 = 0$, so $r = -\beta$.
  2. General solution: $y(t) = (c_1 + c_2 t) e^{-\beta t}$.
  3. Apply $y(0) = y_0$: $c_1 e^0 = y_0 \implies c_1 = y_0$.
  4. Find derivative: $y'(t) = c_2 e^{-\beta t} - \beta(c_1 + c_2 t) e^{-\beta t}$.
  5. Apply $y'(0) = 0$: $c_2 - \beta c_1 = 0 \implies c_2 = \beta y_0$.
  6. Substitute constants: $y(t) = (y_0 + \beta y_0 t) e^{-\beta t} = y_0(1 + \beta t) e^{-\beta t}$.

Answer: $y(t) = y_0(1 + \beta t) e^{-\beta t}$

L28. Complex roots — oscillation emerges

Module 2  2026-09-01  ·  12:07  ·  practice PDF

Practice problems (3)
Problem 1. Find the general solution to the differential equation $y'' + 6y' + 25y = 0$.
Reveal solution
  1. Write the characteristic equation: $r^2 + 6r + 25 = 0$.
  2. Use the quadratic formula: $r = \frac{-6 \pm \sqrt{36 - 100}}{2} = \frac{-6 \pm \sqrt{-64}}{2}$.
  3. Simplify the roots: $r = \frac{-6 \pm 8i}{2} = -3 \pm 4i$.
  4. Identify $\alpha = -3$ and $\beta = 4$.
  5. Substitute into the general form: $y(t) = e^{-3t}(c_1 \cos(4t) + c_2 \sin(4t))$.

Answer: $y(t) = e^{-3t}(c_1 \cos(4t) + c_2 \sin(4t))$

Problem 2. Solve the initial value problem $y'' + 9y = 0$ with $y(0) = 2$ and $y'(0) = 3$.
Reveal solution
  1. Characteristic equation: $r^2 + 9 = 0$, so $r = \pm 3i$.
  2. Here $\alpha = 0$ and $\beta = 3$, so $y(t) = c_1 \cos(3t) + c_2 \sin(3t)$.
  3. Apply $y(0) = 2$: $c_1 \cos(0) + c_2 \sin(0) = 2 \implies c_1 = 2$.
  4. Find the derivative: $y'(t) = -3c_1 \sin(3t) + 3c_2 \cos(3t)$.
  5. Apply $y'(0) = 3$: $-3(2)(0) + 3c_2(1) = 3 \implies 3c_2 = 3 \implies c_2 = 1$.

Answer: $y(t) = 2 \cos(3t) + \sin(3t)$

Problem 3. A system is described by $y'' + 2y' + 2y = 0$. If the solution is $y(t) = e^{-t} \sin(t)$, verify that it satisfies the ODE.
Reveal solution
  1. Compute $y'(t)$: Using product rule, $y' = -e^{-t} \sin(t) + e^{-t} \cos(t)$.
  2. Compute $y''(t)$: $y'' = (e^{-t} \sin(t) - e^{-t} \cos(t)) + (-e^{-t} \cos(t) - e^{-t} \sin(t)) = -2e^{-t} \cos(t)$.
  3. Substitute into $y'' + 2y' + 2y$: $(-2e^{-t} \cos(t)) + 2(-e^{-t} \sin(t) + e^{-t} \cos(t)) + 2(e^{-t} \sin(t))$.
  4. Simplify: $-2e^{-t} \cos(t) - 2e^{-t} \sin(t) + 2e^{-t} \cos(t) + 2e^{-t} \sin(t) = 0$.

Answer: The expression simplifies to $0$, so the solution is verified.

L29. The harmonic oscillator I — mass on a spring

Module 2  2026-09-02  ·  11:02  ·  practice PDF

Practice problems (3)
Problem 1. A mass of $m=2$ kg is attached to a spring with $k=8$ N/m. The mass is pulled $3$ units from equilibrium and released from rest. Find the equation of motion $y(t)$ and the period $T$.
Reveal solution
  1. Calculate $\omega = \sqrt{k/m} = \sqrt{8/2} = 2$.
  2. General solution: $y(t) = c_1 \cos(2t) + c_2 \sin(2t)$.
  3. Apply $y(0)=3$: $c_1(1) + c_2(0) = 3 \implies c_1 = 3$.
  4. Apply $y'(0)=0$: $y'(t) = -2c_1 \sin(2t) + 2c_2 \cos(2t) \implies 2c_2 = 0 \implies c_2 = 0$.
  5. Calculate $T = 2\pi/\omega = 2\pi/2 = \pi$.

Answer: $y(t) = 3 \cos(2t), T = \pi$

Problem 2. A mass of $m=1$ kg and spring constant $k=25$ N/m is pushed from equilibrium with an initial velocity of $10$ units/s. Find the equation of motion $y(t)$ and the period $T$.
Reveal solution
  1. Calculate $\omega = \sqrt{25/1} = 5$.
  2. General solution: $y(t) = c_1 \cos(5t) + c_2 \sin(5t)$.
  3. Apply $y(0)=0$: $c_1 = 0$.
  4. Apply $y'(0)=10$: $5c_2 \cos(0) = 10 \implies c_2 = 2$.
  5. Calculate $T = 2\pi/\omega = 2\pi/5$.

Answer: $y(t) = 2 \sin(5t), T = 0.4\pi$

Problem 3. A mass of $m=1$ kg and $k=16$ N/m is pulled $2$ units and pushed with a velocity of $4$ units/s. Find the equation of motion $y(t)$.
Reveal solution
  1. Calculate $\omega = \sqrt{16/1} = 4$.
  2. General solution: $y(t) = c_1 \cos(4t) + c_2 \sin(4t)$.
  3. Apply $y(0)=2$: $c_1 = 2$.
  4. Apply $y'(0)=4$: $y'(t) = -4c_1 \sin(4t) + 4c_2 \cos(4t) \implies 4c_2 = 4 \implies c_2 = 1$.

Answer: $y(t) = 2 \cos(4t) + \sin(4t)$

L30. The harmonic oscillator II — damping regimes side by side

Module 2  2026-09-03  ·  10:11  ·  practice PDF

Practice problems (3)
Problem 1. A system is described by the ODE $2y'' + 8y' + 8y = 0$. Determine the damping regime and find the general solution.
Reveal solution
  1. Divide by 2 to get $y'' + 4y' + 4y = 0$.
  2. The characteristic equation is $r^2 + 4r + 4 = 0$.
  3. Factor as $(r+2)^2 = 0$, giving a repeated root $r = -2$.
  4. Since the discriminant $4^2 - 4(1)(4) = 0$, the system is critically damped.
  5. The general solution is $y(t) = (c_1 + c_2 t) e^{-2t}$.

Answer: Critically damped; $y(t) = (c_1 + c_2 t) e^{-2t}$

Problem 2. For a mass $m=1$ and spring constant $k=9$, what value of the damping coefficient $b$ results in critical damping?
Reveal solution
  1. Critical damping occurs when the discriminant $b^2 - 4mk = 0$.
  2. Substitute $m=1$ and $k=9$: $b^2 - 4(1)(9) = 0$.
  3. Solve for $b$: $b^2 = 36$.
  4. Since $b$ must be positive, $b = 6$.

Answer: $b = 6$

Problem 3. Solve the IVP $y'' + 2y' + 5y = 0$ with $y(0)=1$ and $y'(0)=0$. Identify the regime.
Reveal solution
  1. Characteristic equation: $r^2 + 2r + 5 = 0$.
  2. Roots: $r = \frac{-2 \pm \sqrt{4 - 20}}{2} = -1 \pm 2i$.
  3. Discriminant is $-16 < 0$, so it is under-damped.
  4. General solution: $y(t) = e^{-t}(c_1 \cos(2t) + c_2 \sin(2t))$.
  5. Apply $y(0)=1$: $1 = e^0(c_1(1) + c_2(0)) \implies c_1 = 1$.
  6. Derivative: $y'(t) = -e^{-t}(c_1 \cos(2t) + c_2 \sin(2t)) + e^{-t}(-2c_1 \sin(2t) + 2c_2 \cos(2t))$.
  7. Apply $y'(0)=0$: $0 = -1(c_1) + 1(2c_2) \implies 0 = -1 + 2c_2 \implies c_2 = 1/2$.
  8. Final solution: $y(t) = e^{-t}(\cos(2t) + \frac{1}{2}\sin(2t))$.

Answer: Under-damped; $y(t) = e^{-t}(\cos(2t) + \frac{1}{2}\sin(2t))$

L31. Nonhomogeneous equations: undetermined coefficients I

Module 2  2026-09-04  ·  12:18  ·  practice PDF

Practice problems (3)
Problem 1. Find the general solution to the differential equation $y'' - 4y' + 3y = 6t$.
Reveal solution
  1. Solve the homogeneous equation $y'' - 4y' + 3y = 0$. The characteristic equation is $r^2 - 4r + 3 = 0$, which factors to $(r-1)(r-3) = 0$, giving $y_h = c_1 e^t + c_2 e^{3t}$.
  2. Guess a particular solution of the form $y_p = At + B$.
  3. Compute derivatives: $y_p' = A$ and $y_p'' = 0$.
  4. Substitute into the ODE: $0 - 4(A) + 3(At + B) = 6t$.
  5. Group terms: $3At + (3B - 4A) = 6t$.
  6. Match coefficients: $3A = 6 \rightarrow A = 2$. Then $3B - 4(2) = 0 \rightarrow 3B = 8 \rightarrow B = 8/3$.
  7. Combine: $y(t) = c_1 e^t + c_2 e^{3t} + 2t + 8/3$.

Answer: $y(t) = c_1 e^t + c_2 e^{3t} + 2t + \frac{8}{3}$

Problem 2. Find the general solution to $y'' - 5y' + 6y = 2e^{4t}$.
Reveal solution
  1. Solve the homogeneous equation $y'' - 5y' + 6y = 0$. The characteristic equation is $r^2 - 5r + 6 = 0$, which factors to $(r-2)(r-3) = 0$, giving $y_h = c_1 e^{2t} + c_2 e^{3t}$.
  2. The forcing function is $2e^{4t}$. Since $e^{4t}$ is not in $y_h$, guess $y_p = Ae^{4t}$.
  3. Compute derivatives: $y_p' = 4Ae^{4t}$ and $y_p'' = 16Ae^{4t}$.
  4. Substitute into the ODE: $16Ae^{4t} - 5(4Ae^{4t}) + 6(Ae^{4t}) = 2e^{4t}$.
  5. Simplify: $(16 - 20 + 6)Ae^{4t} = 2e^{4t} \rightarrow 2Ae^{4t} = 2e^{4t}$.
  6. Solve for A: $2A = 2 \rightarrow A = 1$.
  7. Combine: $y(t) = c_1 e^{2t} + c_2 e^{3t} + e^{4t}$.

Answer: $y(t) = c_1 e^{2t} + c_2 e^{3t} + e^{4t}$

Problem 3. Find the general solution to $y'' - 3y' + 2y = e^{2t}$.
Reveal solution
  1. Solve the homogeneous equation $y'' - 3y' + 2y = 0$. The characteristic equation is $r^2 - 3r + 2 = 0$, which factors to $(r-1)(r-2) = 0$, giving $y_h = c_1 e^t + c_2 e^{2t}$.
  2. The forcing function is $e^{2t}$. Since $e^{2t}$ is already in $y_h$, the guess $Ae^{2t}$ will fail. Multiply by $t$ and guess $y_p = Ate^{2t}$.
  3. Compute derivatives: $y_p' = Ae^{2t} + 2Ate^{2t}$ and $y_p'' = 2Ae^{2t} + 2Ae^{2t} + 4Ate^{2t} = 4Ae^{2t} + 4Ate^{2t}$.
  4. Substitute into the ODE: $(4Ae^{2t} + 4Ate^{2t}) - 3(Ae^{2t} + 2Ate^{2t}) + 2(Ate^{2t}) = e^{2t}$.
  5. Simplify: $(4A - 3A)e^{2t} + (4At - 6At + 2At)e^{2t} = e^{2t} \rightarrow Ae^{2t} = e^{2t}$.
  6. Solve for A: $A = 1$.
  7. Combine: $y(t) = c_1 e^t + c_2 e^{2t} + te^{2t}$.

Answer: $y(t) = c_1 e^t + c_2 e^{2t} + te^{2t}$

L32. Undetermined coefficients II — trickier right-hand sides

Module 2  2026-09-05  ·  13:46  ·  practice PDF

Practice problems (3)
Problem 1. Find the general solution to $y'' + 9y = \cos(3t)$.
Reveal solution
  1. The homogeneous equation $y'' + 9y = 0$ has characteristic roots $r = \pm 3i$, so $y_h = c_1 \cos(3t) + c_2 \sin(3t)$.
  2. The forcing function $\cos(3t)$ is a solution to the homogeneous equation, indicating resonance.
  3. The guess for the particular solution is $y_p = t(A \cos(3t) + B \sin(3t))$.
  4. Computing derivatives: $y_p' = (A \cos(3t) + B \sin(3t)) + t(-3A \sin(3t) + 3B \cos(3t))$.
  5. Computing $y_p''$ and substituting into $y'' + 9y = \cos(3t)$ leads to $-6A \sin(3t) + 6B \cos(3t) = \cos(3t)$.
  6. Matching coefficients: $-6A = 0 \implies A = 0$ and $6B = 1 \implies B = 1/6$.

Answer: y(t) = c_1 \cos(3t) + c_2 \sin(3t) + \frac{1}{6}t \sin(3t)

Problem 2. Find the particular solution $y_p$ for $y'' - 4y' + 4y = t e^{2t}$.
Reveal solution
  1. The homogeneous equation $y'' - 4y' + 4y = 0$ has a repeated root $r = 2$, so $y_h = c_1 e^{2t} + c_2 t e^{2t}$.
  2. The forcing function $t e^{2t}$ is already part of the homogeneous solution.
  3. The standard guess for $t e^{2t}$ would be $(At + B)e^{2t}$.
  4. Because both $e^{2t}$ and $t e^{2t}$ are in $y_h$, we must multiply the guess by $t^2$.
  5. The correct guess is $y_p = t^2(At + B)e^{2t} = (At^3 + Bt^2)e^{2t}$.
  6. Substituting into the ODE and solving for coefficients yields $A = 1/6$ and $B = 0$.

Answer: y_p(t) = \frac{1}{6}t^3 e^{2t}

Problem 3. Solve $y'' + y = 2 \cos(t) + e^t$.
Reveal solution
  1. Homogeneous solution: $y_h = c_1 \cos(t) + c_2 \sin(t)$.
  2. For $f_1(t) = 2 \cos(t)$, resonance occurs. Guess $y_{p1} = t(A \cos(t) + B \sin(t))$. Substituting gives $y_{p1} = t \sin(t)$.
  3. For $f_2(t) = e^t$, no resonance. Guess $y_{p2} = C e^t$. Substituting gives $C + C = 1 \implies C = 1/2$.
  4. The total particular solution is $y_p = t \sin(t) + \frac{1}{2}e^t$.

Answer: y(t) = c_1 \cos(t) + c_2 \sin(t) + t \sin(t) + \frac{1}{2}e^t

L33. Variation of parameters

Module 2  2026-09-06  ·  10:43  ·  practice PDF

Practice problems (3)
Problem 1. Find a particular solution $y_{p}(t)$ for the differential equation $y'' + 4y = \sec(2t)$.
Reveal solution
  1. The homogeneous solutions are $y_{1} = \cos(2t)$ and $y_{2} = \sin(2t)$.
  2. The Wronskian is $W = \cos(2t)(2\cos(2t)) - \sin(2t)(-2\sin(2t)) = 2(\cos^2(2t) + \sin^2(2t)) = 2$.
  3. Compute $u_{1}' = \frac{-\sin(2t)\sec(2t)}{2} = -\frac{1}{2}\tan(2t)$.
  4. Integrate $u_{1} = \int -\frac{1}{2}\tan(2t) dt = \frac{1}{4}\ln|\cos(2t)|$.
  5. Compute $u_{2}' = \frac{\cos(2t)\sec(2t)}{2} = \frac{1}{2}$.
  6. Integrate $u_{2} = \int \frac{1}{2} dt = \frac{1}{2}t$.
  7. Assemble $y_{p} = \frac{1}{4}\ln|\cos(2t)|\cos(2t) + \frac{1}{2}t\sin(2t)$.

Answer: y_{p}(t) = \frac{1}{4}\cos(2t)\ln|\cos(2t)| + \frac{1}{2}t\sin(2t)

Problem 2. Solve the nonhomogeneous equation $y'' - y = \frac{e^t}{t}$ for $t > 0$.
Reveal solution
  1. Homogeneous solutions are $y_{1} = e^t$ and $y_{2} = e^{-t}$.
  2. Wronskian $W = e^t(-e^{-t}) - e^{-t}(e^t) = -1 - 1 = -2$.
  3. Compute $u_{1}' = \frac{-e^{-t}(e^t/t)}{-2} = \frac{1}{2t}$.
  4. Integrate $u_{1} = \frac{1}{2}\ln(t)$.
  5. Compute $u_{2}' = \frac{e^t(e^t/t)}{-2} = -\frac{e^{2t}}{2t}$.
  6. The integral for $u_{2}$ cannot be expressed in elementary functions, so we leave it as $u_{2} = -\int \frac{e^{2t}}{2t} dt$.
  7. Assemble $y_{p} = \frac{1}{2}e^t\ln(t) - e^{-t}\int \frac{e^{2t}}{2t} dt$.

Answer: y_{p}(t) = \frac{1}{2}e^t\ln(t) - e^{-t}\int \frac{e^{2t}}{2t} dt

Problem 3. Find the general solution to $y'' + y = \tan(t)$ given the initial conditions $y(0) = 0$ and $y'(0) = 1$.
Reveal solution
  1. From the lesson example, the general solution is $y(t) = c_{1}\cos(t) + c_{2}\sin(t) - \cos(t)\ln|\sec(t) + \tan(t)|$.
  2. Apply $y(0) = 0$: $0 = c_{1}(1) + c_{2}(0) - (1)\ln|1 + 0| \implies c_{1} = 0$.
  3. Find $y'(t) = c_{2}\cos(t) + \sin(t)\ln|\sec(t) + \tan(t)| - \cos(t)\frac{\sec(t)\tan(t) + \sec^2(t)}{\sec(t) + \tan(t)}$.
  4. Simplify the fraction: $\frac{\sec(t)(\tan(t) + \sec(t))}{\sec(t) + \tan(t)} = \sec(t)$.
  5. So $y'(t) = c_{2}\cos(t) + \sin(t)\ln|\sec(t) + \tan(t)| - \cos(t)\sec(t) = c_{2}\cos(t) + \sin(t)\ln|\sec(t) + \tan(t)| - 1$.
  6. Apply $y'(0) = 1$: $1 = c_{2}(1) + 0 - 1 \implies c_{2} = 2$.
  7. The final solution is $y(t) = 2\sin(t) - \cos(t)\ln|\sec(t) + \tan(t)|$.

Answer: y(t) = 2\sin(t) - \cos(t)\ln|\sec(t) + \tan(t)|

L34. Forced oscillations and resonance I — the phenomenon

Module 2  2026-09-07  ·  11:52  ·  practice PDF

Practice problems (3)
Problem 1. Find the particular solution $y_p(t)$ for the differential equation $y'' + y = \cos(t)$.
Reveal solution
  1. The homogeneous equation $y'' + y = 0$ has natural frequency $\omega_0 = 1$.
  2. The forcing function $\cos(t)$ has frequency $\omega = 1$. Since $\omega = \omega_0$, resonance occurs.
  3. Guess $y_p(t) = t(A \cos(t) + B \sin(t))$.
  4. Compute $y_p' = A \cos(t) + B \sin(t) + t(-A \sin(t) + B \cos(t))$.
  5. Compute $y_p'' = -2A \sin(t) + 2B \cos(t) - t(A \cos(t) + B \sin(t))$.
  6. Substitute into $y'' + y = \cos(t)$: $-2A \sin(t) + 2B \cos(t) = \cos(t)$.
  7. Match coefficients: $-2A = 0 \implies A = 0$ and $2B = 1 \implies B = 1/2$.

Answer: y_p(t) = \frac{1}{2}t \sin(t)

Problem 2. Determine if the equation $y'' + 16y = 5 \sin(3t)$ exhibits resonance. If not, find the particular solution $y_p(t)$.
Reveal solution
  1. Natural frequency $\omega_0 = \sqrt{16} = 4$.
  2. Forcing frequency $\omega = 3$. Since $3 \neq 4$, there is no resonance.
  3. Guess $y_p(t) = A \cos(3t) + B \sin(3t)$.
  4. Substitute into ODE: $(-9A + 16A) \cos(3t) + (-9B + 16B) \sin(3t) = 5 \sin(3t)$.
  5. Simplify: $7A \cos(3t) + 7B \sin(3t) = 5 \sin(3t)$.
  6. Solve: $7A = 0 \implies A = 0$ and $7B = 5 \implies B = 5/7$.

Answer: y_p(t) = \frac{5}{7} \sin(3t)

Problem 3. A system is described by $y'' + 25y = 20 \cos(5t)$. Find the general solution $y(t)$ given initial conditions $y(0) = 0$ and $y'(0) = 0$.
Reveal solution
  1. Homogeneous solution: $y_h(t) = C_1 \cos(5t) + C_2 \sin(5t)$.
  2. Resonance occurs since $\omega = \omega_0 = 5$. Guess $y_p(t) = t(A \cos(5t) + B \sin(5t))$.
  3. Substitute into ODE: $y_p'' + 25y_p = -10A \sin(5t) + 10B \cos(5t) = 20 \cos(5t)$.
  4. Solve: $-10A = 0 \implies A = 0$ and $10B = 20 \implies B = 2$. So $y_p(t) = 2t \sin(5t)$.
  5. General solution: $y(t) = C_1 \cos(5t) + C_2 \sin(5t) + 2t \sin(5t)$.
  6. Apply $y(0) = 0$: $C_1(1) + C_2(0) + 0 = 0 \implies C_1 = 0$.
  7. Apply $y'(0) = 0$: $y'(t) = 5C_2 \cos(5t) + 2 \sin(5t) + 10t \cos(5t)$. $5C_2(1) + 0 + 0 = 0 \implies C_2 = 0$.

Answer: y(t) = 2t \sin(5t)

L35. Forced oscillations and resonance II — beats and the resonance curve

Module 2  2026-09-08  ·  10:36  ·  practice PDF

Practice problems (3)
Problem 1. A system has a natural frequency of $\omega_{0} = 5$ rad/s. It is driven by a force with frequency $\omega = 4.8$ rad/s. Calculate the beat period $T_{beat}$.
Reveal solution
  1. Identify the frequency difference: $|\omega_{0} - \omega| = |5 - 4.8| = 0.2$ rad/s.
  2. Use the beat period formula: $T_{beat} = \frac{2\pi}{|\omega_{0} - \omega|}$.
  3. Compute the value: $T_{beat} = \frac{2\pi}{0.2} = 10\pi$.

Answer: 10\pi \approx 31.42 \text{ s}

Problem 2. For the ODE $y'' + 9y = \sin(2.9t)$, find the amplitude of the steady-state (particular) solution.
Reveal solution
  1. Identify $\omega_{0}^2 = 9$ and $\omega = 2.9$.
  2. The particular solution is $y_p(t) = \frac{1}{9 - 2.9^2} \sin(2.9t)$.
  3. Calculate the denominator: $9 - 8.41 = 0.59$.
  4. The amplitude is $A = |1 / 0.59|$.

Answer: \approx 1.695

Problem 3. A system with $\omega_{0} = 2$ is driven by $F_0 \sin(\omega t)$. If the desired steady-state amplitude is $A = 10$, what forcing frequency $\omega$ (where $\omega < \omega_0$) should be used, assuming $F_0 = 0.1$?
Reveal solution
  1. Set up the amplitude equation: $10 = \frac{0.1}{4 - \omega^2}$.
  2. Rearrange to solve for the denominator: $4 - \omega^2 = \frac{0.1}{10} = 0.01$.
  3. Solve for $\omega^2$: $\omega^2 = 4 - 0.01 = 3.99$.
  4. Take the square root: $\omega = \sqrt{3.99}$.

Answer: \approx 1.997 \text{ rad/s}

L36. RLC circuits — the mechanical-electrical analogy

Module 2  2026-09-09  ·  11:01  ·  practice PDF

Practice problems (3)
Problem 1. An RLC circuit has $L = 2$ H, $R = 10$ $\Omega$, and $C = 0.1$ F. Write the homogeneous differential equation for the charge $q(t)$ and determine if the system is underdamped, overdamped, or critically damped.
Reveal solution
  1. The equation is $L q'' + R q' + \frac{1}{C} q = 0$.
  2. Substitute values: $2 q'' + 10 q' + \frac{1}{0.1} q = 0$, which simplifies to $2 q'' + 10 q' + 10 q = 0$.
  3. The characteristic equation is $2r^2 + 10r + 10 = 0$, or $r^2 + 5r + 5 = 0$.
  4. The discriminant is $D = 5^2 - 4(1)(5) = 25 - 20 = 5$.
  5. Since $D > 0$, the roots are real and distinct, meaning the system is overdamped.

Answer: 2q'' + 10q' + 10q = 0; overdamped

Problem 2. Find the resonant frequency $\omega_0$ for a circuit with $L = 0.5$ H and $C = 2 \times 10^{-6}$ F.
Reveal solution
  1. Use the formula $\omega_0 = \frac{1}{\sqrt{LC}}$.
  2. Calculate $LC = 0.5 \times 2 \times 10^{-6} = 1 \times 10^{-6}$.
  3. Take the square root: $\sqrt{10^{-6}} = 10^{-3}$.
  4. Compute the reciprocal: $\omega_0 = \frac{1}{10^{-3}} = 1000$.

Answer: 1000 \text{ rad/s}

Problem 3. A circuit is critically damped with $L = 1$ H and $C = 0.25$ F. What is the value of the resistance $R$?
Reveal solution
  1. For critical damping, the discriminant of $Lr^2 + Rr + \frac{1}{C} = 0$ must be zero.
  2. This requires $R^2 - 4L\frac{1}{C} = 0$.
  3. Substitute $L = 1$ and $C = 0.25$: $R^2 - 4(1)(\frac{1}{0.25}) = 0$.
  4. Simplify: $R^2 - 4(4) = 0 \implies R^2 = 16$.
  5. Since resistance must be positive, $R = 4$.

Answer: 4 \Omega

L37. Higher-order linear equations

Module 2  2026-09-10  ·  11:52  ·  practice PDF

Practice problems (3)
Problem 1. Find the general solution to the third-order linear ODE $y''' - 5y'' + 8y' - 4y = 0$.
Reveal solution
  1. Write the characteristic equation: $r^3 - 5r^2 + 8r - 4 = 0$.
  2. Test for roots: $r=1$ gives $1 - 5 + 8 - 4 = 0$, so $(r-1)$ is a factor.
  3. Divide to get $(r-1)(r^2 - 4r + 4) = 0$, which is $(r-1)(r-2)^2 = 0$.
  4. The roots are $r=1$ (distinct) and $r=2$ (multiplicity 2).
  5. Construct the general solution using the repeated root rule.

Answer: $y(t) = C_1 e^t + (C_2 + C_3 t) e^{2t}$

Problem 2. Solve the ODE $y''' + 3y'' + 3y' + y = 0$ with initial conditions $y(0)=1, y'(0)=0, y''(0)=0$.
Reveal solution
  1. The characteristic equation is $r^3 + 3r^2 + 3r + 1 = 0$, which is $(r+1)^3 = 0$.
  2. The root $r=-1$ has multiplicity 3, so $y(t) = (C_1 + C_2 t + C_3 t^2) e^{-t}$.
  3. Use $y(0)=1$ implies $C_1 = 1$.
  4. Differentiate: $y'(t) = (C_2 + 2C_3 t) e^{-t} - (C_1 + C_2 t + C_3 t^2) e^{-t}$.
  5. Use $y'(0)=0$ implies $C_2 - C_1 = 0$ so $C_2 = 1$.
  6. Differentiate again and use $y''(0)=0$ implies $2C_3 - 2C_2 + C_1 = 0$ so $2C_3 - 2 + 1 = 0$ so $C_3 = 1/2$.

Answer: $y(t) = (1 + t + \frac{1}{2}t^2) e^{-t}$

Problem 3. Find the general solution to the fourth-order ODE $y'''' + 2y'' + y = 0$.
Reveal solution
  1. The characteristic equation is $r^4 + 2r^2 + 1 = 0$.
  2. This is a perfect square: $(r^2 + 1)^2 = 0$.
  3. The roots are $r = i$ and $r = -i$, each with multiplicity 2.
  4. For the first pair of complex roots, we have $\cos(t)$ and $\sin(t)$.
  5. Because they are repeated, we multiply by $t$ for the second pair: $t \cos(t)$ and $t \sin(t)$.

Answer: $y(t) = C_1 \cos(t) + C_2 \sin(t) + C_3 t \cos(t) + C_4 t \sin(t)$

L38. Module 2 review + self-test

Module 2  2026-09-11  ·  10:42  ·  practice PDF

Practice problems (3)
Problem 1. Find the general solution to the differential equation $y'' - 3y' + 2y = 4t^{2}$.
Reveal solution
  1. Solve the homogeneous equation $y'' - 3y' + 2y = 0$. The characteristic equation is $r^{2} - 3r + 2 = 0$, which factors to $(r-1)(r-2)=0$. Thus $y_{h} = c_{1}e^{t} + c_{2}e^{2t}$.
  2. Guess a particular solution of the form $y_{p} = At^{2} + Bt + C$.
  3. Compute derivatives: $y_{p}' = 2At + B$ and $y_{p}'' = 2A$.
  4. Substitute into the ODE: $2A - 3(2At + B) + 2(At^{2} + Bt + C) = 4t^{2}$.
  5. Group terms: $2At^{2} + (2B - 6A)t + (2A - 3B + 2C) = 4t^{2}$.
  6. Solve the system: $2A = 4 \implies A = 2$; $2B - 6(2) = 0 \implies B = 6$; $2(2) - 3(6) + 2C = 0 \implies 2C = 14 \implies C = 7$.
  7. Combine: $y = c_{1}e^{t} + c_{2}e^{2t} + 2t^{2} + 6t + 7$.

Answer: $y = c_{1}e^{t} + c_{2}e^{2t} + 2t^{2} + 6t + 7$

Problem 2. Solve the initial value problem $y'' + 4y = 0$ with $y(0) = 3$ and $y'(0) = 2$.
Reveal solution
  1. The characteristic equation is $r^{2} + 4 = 0$, so $r = \pm 2i$.
  2. The general solution is $y = c_{1}\cos(2t) + c_{2}\sin(2t)$.
  3. Apply $y(0) = 3$: $c_{1}\cos(0) + c_{2}\sin(0) = 3 \implies c_{1} = 3$.
  4. Compute $y' = -2c_{1}\sin(2t) + 2c_{2}\cos(2t)$.
  5. Apply $y'(0) = 2$: $-2(3)\sin(0) + 2c_{2}\cos(0) = 2 \implies 2c_{2} = 2 \implies c_{2} = 1$.
  6. The solution is $y = 3\cos(2t) + \sin(2t)$.

Answer: $y = 3\cos(2t) + \sin(2t)$

Problem 3. Use variation of parameters to find a particular solution for $y'' + y = \sec(t)$.
Reveal solution
  1. Homogeneous solutions are $y_{1} = \cos(t)$ and $y_{2} = \sin(t)$.
  2. The Wronskian is $W = \cos(t)\cos(t) - \sin(t)(-\sin(t)) = 1$.
  3. The particular solution is $y_{p} = -\cos(t) \int \sin(t)\sec(t) dt + \sin(t) \int \cos(t)\sec(t) dt$.
  4. Simplify the integrals: $\int \sin(t)\sec(t) dt = \int \tan(t) dt = -\ln|\cos(t)|$.
  5. And $\int \cos(t)\sec(t) dt = \int 1 dt = t$.
  6. Combine: $y_{p} = -\cos(t)(-\ln|\cos(t)|) + \sin(t)(t) = \cos(t)\ln|\cos(t)| + t\sin(t)$.

Answer: $y_{p} = \cos(t)\ln|\cos(t)| + t\sin(t)$

Module 3 — Laplace Transforms (12/12)

L39. The Laplace transform: turning calculus into algebra

Module 3  2026-09-12  ·  11:37  ·  practice PDF

Practice problems (3)
Problem 1. Find the Laplace transform of $f(t) = 3 e^{-4t} + 2t$.
Reveal solution
  1. Use linearity: $\mathcal{L}\{3 e^{-4t} + 2t\} = 3 \mathcal{L}\{e^{-4t}\} + 2 \mathcal{L}\{t\}$.
  2. Apply the exponential rule with $a = -4$: $\mathcal{L}\{e^{-4t}\} = \frac{1}{s - (-4)} = \frac{1}{s+4}$.
  3. Apply the power rule: $\mathcal{L}\{t\} = \frac{1}{s^2}$.
  4. Combine the results: $3(\frac{1}{s+4}) + 2(\frac{1}{s^2})$.

Answer: $\frac{3}{s+4} + \frac{2}{s^2}$

Problem 2. Given that $\mathcal{L}\{f(t)\} = F(s)$, find the expression for $\mathcal{L}\{f'(t)\}$ if $f(0) = 5$.
Reveal solution
  1. Recall the derivative formula: $\mathcal{L}\{f'(t)\} = s F(s) - f(0)$.
  2. Substitute the given initial value $f(0) = 5$ into the formula.
  3. The expression becomes $s F(s) - 5$.

Answer: $s F(s) - 5$

Problem 3. Find the Laplace transform of $f(t) = t e^{2t}$. (Hint: Use the integral definition $\int_{0}^{\infty} e^{-st} f(t) dt$ and integration by parts).
Reveal solution
  1. Set up the integral: $\int_{0}^{\infty} e^{-st} (t e^{2t}) dt = \int_{0}^{\infty} t e^{-(s-2)t} dt$.
  2. Use integration by parts with $u = t$ and $dv = e^{-(s-2)t} dt$.
  3. Then $du = dt$ and $v = \frac{-1}{s-2} e^{-(s-2)t}$.
  4. The boundary term $[uv]_0^{\infty}$ is $0$ for $s > 2$.
  5. The remaining integral is $\int_{0}^{\infty} \frac{1}{s-2} e^{-(s-2)t} dt$.
  6. Integrating again gives $\frac{1}{s-2} [\frac{-1}{s-2} e^{-(s-2)t}]_0^{\infty} = \frac{1}{(s-2)^2}$.

Answer: $\frac{1}{(s-2)^2}$

L40. Transform rules and the essential table

Module 3  2026-09-13  ·  11:41  ·  practice PDF

Practice problems (3)
Problem 1. Compute the Laplace transform of $f(t) = 3e^{2t} + 4\sin(3t)$.
Reveal solution
  1. Apply linearity: $\mathcal{L}\{3e^{2t} + 4\sin(3t)\} = 3\mathcal{L}\{e^{2t}\} + 4\mathcal{L}\{\sin(3t)\}$.
  2. Use the table for $e^{at}$ with $a=2$: $\mathcal{L}\{e^{2t}\} = \frac{1}{s-2}$.
  3. Use the table for $\sin(at)$ with $a=3$: $\mathcal{L}\{\sin(3t)\} = \frac{3}{s^2+9}$.
  4. Combine the results: $3\frac{1}{s-2} + 4\frac{3}{s^2+9}$.

Answer: \frac{3}{s-2} + \frac{12}{s^2+9}

Problem 2. Given $y' - 2y = 0$ with $y(0) = 5$, find the algebraic expression for $Y(s)$.
Reveal solution
  1. Transform both sides: $\mathcal{L}\{y'\} - 2\mathcal{L}\{y\} = \mathcal{L}\{0\}$.
  2. Substitute the derivative rule: $(sY - y(0)) - 2Y = 0$.
  3. Plug in the initial condition $y(0)=5$: $sY - 5 - 2Y = 0$.
  4. Factor out $Y$: $Y(s-2) = 5$.
  5. Solve for $Y$: $Y(s) = \frac{5}{s-2}$.

Answer: Y(s) = \frac{5}{s-2}

Problem 3. Transform the ODE $y'' + 4y = 0$ with $y(0) = 0$ and $y'(0) = 2$ into an equation for $Y(s)$ and solve for $Y(s)$.
Reveal solution
  1. Transform the equation: $\mathcal{L}\{y''\} + 4\mathcal{L}\{y\} = 0$.
  2. Apply the second derivative rule: $(s^2 Y - sy(0) - y'(0)) + 4Y = 0$.
  3. Substitute $y(0)=0$ and $y'(0)=2$: $s^2 Y - s(0) - 2 + 4Y = 0$.
  4. Simplify: $s^2 Y + 4Y = 2$.
  5. Factor $Y$: $Y(s^2 + 4) = 2$.
  6. Solve for $Y$: $Y(s) = \frac{2}{s^2+4}$.

Answer: Y(s) = \frac{2}{s^2+4}

L41. Inverse transforms; partial fractions reborn

Module 3  2026-09-14  ·  10:56  ·  practice PDF

Practice problems (3)
Problem 1. Find the inverse Laplace transform of $Y(s) = \frac{2}{s^2 - 9}$.
Reveal solution
  1. Factor the denominator: $s^2 - 9 = (s-3)(s+3)$.
  2. Set up partial fractions: $\frac{2}{(s-3)(s+3)} = \frac{A}{s-3} + \frac{B}{s+3}$.
  3. Solve for constants: $2 = A(s+3) + B(s-3)$. For $s=3$, $2=6A \implies A=1/3$. For $s=-3$, $2=-6B \implies B=-1/3$.
  4. Rewrite $Y(s) = \frac{1/3}{s-3} - \frac{1/3}{s+3}$.
  5. Apply inverse transforms: $y(t) = \frac{1}{3} e^{3t} - \frac{1}{3} e^{-3t}$.

Answer: y(t) = \frac{1}{3}(e^{3t} - e^{-3t})

Problem 2. Find the inverse Laplace transform of $Y(s) = \frac{s+5}{(s-1)^2}$.
Reveal solution
  1. Set up partial fractions for repeated root: $\frac{s+5}{(s-1)^2} = \frac{A}{s-1} + \frac{B}{(s-1)^2}$.
  2. Solve for constants: $s+5 = A(s-1) + B$.
  3. For $s=1$, $6 = B$.
  4. Comparing coefficients of $s$: $1 = A$.
  5. Rewrite $Y(s) = \frac{1}{s-1} + \frac{6}{(s-1)^2}$.
  6. Apply inverse transforms: $y(t) = e^t + 6t e^t$.

Answer: y(t) = (1 + 6t)e^t

Problem 3. Find the inverse Laplace transform of $Y(s) = \frac{1}{(s-2)(s^2+1)}$.
Reveal solution
  1. Set up partial fractions: $\frac{1}{(s-2)(s^2+1)} = \frac{A}{s-2} + \frac{Bs+C}{s^2+1}$.
  2. Solve for constants: $1 = A(s^2+1) + (Bs+C)(s-2)$.
  3. For $s=2$, $1 = 5A \implies A=1/5$.
  4. For $s=0$, $1 = A - 2C \implies 1 = 1/5 - 2C \implies 2C = -4/5 \implies C=-2/5$.
  5. Comparing $s^2$ coefficients: $0 = A + B \implies B = -1/5$.
  6. Rewrite $Y(s) = \frac{1/5}{s-2} + \frac{-1/5 s - 2/5}{s^2+1}$.
  7. Split the quadratic term: $Y(s) = \frac{1}{5} \frac{1}{s-2} - \frac{1}{5} \frac{s}{s^2+1} - \frac{2}{5} \frac{1}{s^2+1}$.
  8. Apply inverse transforms: $y(t) = \frac{1}{5} e^{2t} - \frac{1}{5} \cos(t) - \frac{2}{5} \sin(t)$.

Answer: y(t) = \frac{1}{5}(e^{2t} - \cos(t) - 2\sin(t))

L42. Solving IVPs with Laplace — the full workflow

Module 3  2026-09-15  ·  11:02  ·  practice PDF

Practice problems (3)
Problem 1. Solve the initial value problem $y' + 3y = 0$ with $y(0) = 5$ using the Laplace transform workflow.
Reveal solution
  1. Transform the equation: $s Y(s) - y(0) + 3 Y(s) = 0$.
  2. Substitute $y(0) = 5$: $s Y(s) - 5 + 3 Y(s) = 0$.
  3. Solve for $Y(s)$: $(s + 3) Y(s) = 5$, so $Y(s) = \frac{5}{s+3}$.
  4. Invert using the table: $\mathcal{L}^{-1} \{ \frac{5}{s+3} \} = 5 e^{-3t}$.

Answer: y(t) = 5 e^{-3t}

Problem 2. Solve the initial value problem $y' - 2y = 4$ with $y(0) = 1$ using the Laplace transform workflow.
Reveal solution
  1. Transform the equation: $s Y(s) - y(0) - 2 Y(s) = \frac{4}{s}$.
  2. Substitute $y(0) = 1$: $(s - 2) Y(s) - 1 = \frac{4}{s}$.
  3. Isolate $Y(s)$: $(s - 2) Y(s) = \frac{4}{s} + 1 = \frac{s+4}{s}$, so $Y(s) = \frac{s+4}{s(s-2)}$.
  4. Partial fractions: $\frac{s+4}{s(s-2)} = \frac{A}{s} + \frac{B}{s-2}$. Solving gives $A = -2$ and $B = 3$.
  5. Invert: $y(t) = -2(1) + 3 e^{2t}$.

Answer: y(t) = 3 e^{2t} - 2

Problem 3. Solve the initial value problem $y'' + 4y = 0$ with $y(0) = 0$ and $y'(0) = 2$ using the Laplace transform workflow.
Reveal solution
  1. Transform the equation: $s^2 Y(s) - s y(0) - y'(0) + 4 Y(s) = 0$.
  2. Substitute $y(0) = 0$ and $y'(0) = 2$: $s^2 Y(s) - 2 + 4 Y(s) = 0$.
  3. Solve for $Y(s)$: $(s^2 + 4) Y(s) = 2$, so $Y(s) = \frac{2}{s^2 + 4}$.
  4. Recognize the form $\frac{a}{s^2 + a^2}$ where $a = 2$.
  5. Invert: $y(t) = \sin(2t)$.

Answer: y(t) = \sin(2t)

L43. Discontinuous forcing: step functions

Module 3  2026-09-16  ·  9:06  ·  practice PDF

Practice problems (3)
Problem 1. Find the Laplace transform of the function $f(t) = 0$ for $t < 3$ and $f(t) = e^{2t}$ for $t \ge 3$.
Reveal solution
  1. Express the function using the Heaviside step function: $f(t) = u(t-3) e^{2t}$.
  2. To use the second shifting theorem, we need the form $u(t-a)g(t-a)$. We rewrite $e^{2t}$ as $e^{2(t-3+3)} = e^{2(t-3)} e^6$.
  3. Now we have $f(t) = e^6 u(t-3) e^{2(t-3)}$.
  4. The transform of $e^{2t}$ is $1/(s-2)$.
  5. Applying the theorem: $\mathcal{L}\{f(t)\} = e^6 e^{-3s} \frac{1}{s-2}$.

Answer: \frac{e^{6-3s}}{s-2}

Problem 2. Solve the IVP $y' + 2y = u(t-1)$ with $y(0) = 0$.
Reveal solution
  1. Transform the equation: $(s+2)Y(s) = e^{-s}/s$.
  2. Solve for $Y(s)$: $Y(s) = e^{-s} \frac{1}{s(s+2)}$.
  3. Partial fraction decomposition of $G(s) = \frac{1}{s(s+2)} = \frac{1}{2}(\frac{1}{s} - \frac{1}{s+2})$.
  4. Inverse transform of $G(s)$ is $g(t) = \frac{1}{2}(1 - e^{-2t})$.
  5. Apply the shift: $y(t) = u(t-1) g(t-1) = \frac{1}{2} u(t-1) (1 - e^{-2(t-1)})$.

Answer: \frac{1}{2} u(t-1) (1 - e^{-2(t-1)})

Problem 3. Find the inverse Laplace transform of $H(s) = \frac{e^{-2s}}{s^2 + 9}$.
Reveal solution
  1. Identify $G(s) = \frac{1}{s^2 + 9}$.
  2. The inverse transform of $G(s)$ is $g(t) = \frac{1}{3} \sin(3t)$.
  3. The factor $e^{-2s}$ indicates a shift of $a=2$.
  4. Apply the second shifting theorem: $h(t) = u(t-2) g(t-2)$.
  5. Substitute $t-2$ into $g(t)$: $h(t) = \frac{1}{3} u(t-2) \sin(3(t-2))$.

Answer: \frac{1}{3} u(t-2) \sin(3(t-2))

L44. Shifting theorems

Module 3  2026-09-17  ·  9:29  ·  practice PDF

Practice problems (3)
Problem 1. Find the Laplace transform of $f(t) = e^{-5t}\cos(2t)$.
Reveal solution
  1. Identify the base function $f_0(t) = \cos(2t)$.
  2. Find its transform $F_0(s) = \frac{s}{s^2 + 4}$.
  3. Apply the first shifting theorem with $a = -5$, replacing $s$ with $s - (-5) = s + 5$.
  4. The result is $F(s) = \frac{s+5}{(s+5)^2 + 4}$.

Answer: \frac{s+5}{(s+5)^2 + 4}

Problem 2. Find the inverse Laplace transform of $G(s) = \frac{e^{-3s}}{s-2}$.
Reveal solution
  1. Identify the part without the exponential: $H(s) = \frac{1}{s-2}$.
  2. Find the inverse transform of $H(s)$, which is $h(t) = e^{2t}$.
  3. Apply the second shifting theorem for $a = 3$.
  4. The result is $g(t) = u(t-3)h(t-3) = u(t-3)e^{2(t-3)}$.

Answer: u(t-3)e^{2(t-3)}

Problem 3. Find the Laplace transform of $f(t) = u(t-1)e^{t-1}$.
Reveal solution
  1. Identify the base function $f_0(t) = e^t$.
  2. Find its transform $F_0(s) = \frac{1}{s-1}$.
  3. The function is given as $u(t-1)f_0(t-1)$, which fits the second shifting theorem exactly with $a = 1$.
  4. The transform is $e^{-1s}F_0(s) = \frac{e^{-s}}{s-1}$.

Answer: \frac{e^{-s}}{s-1}

L45. The Dirac delta — hitting a system with a hammer

Module 3  2026-09-18  ·  10:29  ·  practice PDF

Practice problems (3)
Problem 1. Solve the IVP $y'' + 16y = \delta(t-3)$ with $y(0)=0$ and $y'(0)=0$.
Reveal solution
  1. Transform the equation: $(s^2 + 16)Y(s) = e^{-3s}$.
  2. Solve for $Y(s)$: $Y(s) = e^{-3s} \frac{1}{s^2 + 16}$.
  3. Identify the inverse transform of $\frac{1}{s^2 + 16}$ as $\frac{1}{4}\sin(4t)$.
  4. Apply the second shifting theorem to account for $e^{-3s}$.

Answer: y(t) = \frac{1}{4}\sin(4(t-3))u(t-3)

Problem 2. Find the solution to $y'' + 2y' + 2y = \delta(t-2)$ with $y(0)=0$ and $y'(0)=0$.
Reveal solution
  1. Transform: $(s^2 + 2s + 2)Y(s) = e^{-2s}$.
  2. Complete the square: $Y(s) = \frac{e^{-2s}}{(s+1)^2 + 1}$.
  3. The inverse transform of $\frac{1}{(s+1)^2 + 1}$ is $e^{-t}\sin(t)$.
  4. Apply the shift $t \to t-2$ and multiply by $u(t-2)$.

Answer: y(t) = e^{-(t-2)}\sin(t-2)u(t-2)

Problem 3. A system is described by $y'' + 25y = 2\delta(t-1)$ with $y(0)=0, y'(0)=0$. Find $y(t)$.
Reveal solution
  1. Transform: $(s^2 + 25)Y(s) = 2e^{-s}$.
  2. Solve for $Y(s)$: $Y(s) = 2e^{-s} \frac{1}{s^2 + 25}$.
  3. The inverse transform of $\frac{1}{s^2 + 25}$ is $\frac{1}{5}\sin(5t)$.
  4. Multiply by the constant 2 and apply the shift $t \to t-1$.

Answer: y(t) = \frac{2}{5}\sin(5(t-1))u(t-1)

L46. Impulse response and why engineers love it

Module 3  2026-09-19  ·  10:32  ·  practice PDF

Practice problems (3)
Problem 1. Find the impulse response $h(t)$ for the system $y'' + 4y' + 3y = \delta(t)$ with $y(0)=0$ and $y'(0)=0$.
Reveal solution
  1. Take the Laplace transform: $s^2 Y + 4s Y + 3Y = 1$.
  2. Solve for $Y(s)$: $H(s) = \frac{1}{s^2 + 4s + 3}$.
  3. Factor the denominator: $H(s) = \frac{1}{(s+1)(s+3)}$.
  4. Use partial fractions: $\frac{1}{(s+1)(s+3)} = \frac{1}{2} \frac{1}{s+1} - \frac{1}{2} \frac{1}{s+3}$.
  5. Invert the transform: $h(t) = \frac{1}{2}(e^{-t} - e^{-3t})u(t)$.

Answer: h(t) = \frac{1}{2}(e^{-t} - e^{-3t})u(t)

Problem 2. A system has a transfer function $H(s) = \frac{s}{s^2 + 16}$. Find the impulse response $h(t)$.
Reveal solution
  1. The impulse response is the inverse Laplace transform of the transfer function: $h(t) = \mathcal{L}^{-1}\{\frac{s}{s^2 + 16}\}$.
  2. Recognize the form $\frac{s}{s^2 + \omega^2}$ as the transform of $\cos(\omega t)$.
  3. Here $\omega = 4$.
  4. Therefore, $h(t) = \cos(4t)u(t)$.

Answer: h(t) = \cos(4t)u(t)

Problem 3. Find the impulse response for the system $y' + 2y = \delta(t)$ and use it to find the response to a constant unit step input $f(t) = u(t)$.
Reveal solution
  1. Find $h(t)$: $sY + 2Y = 1 \implies H(s) = \frac{1}{s+2} \implies h(t) = e^{-2t}u(t)$.
  2. For input $f(t) = u(t)$, the transform is $F(s) = \frac{1}{s}$.
  3. The output is $Y(s) = H(s)F(s) = \frac{1}{s(s+2)}$.
  4. Partial fractions: $\frac{1}{s(s+2)} = \frac{1}{2} \frac{1}{s} - \frac{1}{2} \frac{1}{s+2}$.
  5. Invert: $y(t) = \frac{1}{2}(1 - e^{-2t})u(t)$.

Answer: h(t) = e^{-2t}u(t), y(t) = \frac{1}{2}(1 - e^{-2t})u(t)

L47. Convolution I — the meaning

Module 3  2026-09-20  ·  10:25  ·  practice PDF

Practice problems (3)
Problem 1. Compute the convolution $y(t) = (f * h)(t)$ where $f(t) = e^{-t}$ and $h(t) = e^{-3t}$ for $t \ge 0$.
Reveal solution
  1. Set up the integral: $y(t) = \int_{0}^{t} e^{-\tau} e^{-3(t-\tau)} d\tau$.
  2. Simplify the exponent: $y(t) = \int_{0}^{t} e^{-\tau} e^{-3t} e^{3\tau} d\tau = e^{-3t} \int_{0}^{t} e^{2\tau} d\tau$.
  3. Integrate: $y(t) = e^{-3t} [\frac{1}{2} e^{2\tau}]_{0}^{t}$.
  4. Evaluate limits: $y(t) = e^{-3t} (\frac{1}{2} e^{2t} - \frac{1}{2})$.
  5. Distribute: $y(t) = \frac{1}{2} e^{-t} - \frac{1}{2} e^{-3t}$.

Answer: y(t) = \frac{1}{2}(e^{-t} - e^{-3t})

Problem 2. A system has an impulse response $h(t) = t$. Find the output $y(t)$ when the input is a constant $f(t) = 5$.
Reveal solution
  1. Set up the integral: $y(t) = \int_{0}^{t} 5 \cdot (t - \tau) d\tau$.
  2. Split the integral: $y(t) = 5 \int_{0}^{t} t d\tau - 5 \int_{0}^{t} \tau d\tau$.
  3. Integrate with respect to $\tau$: $y(t) = 5 [t\tau]_{0}^{t} - 5 [\frac{1}{2}\tau^2]_{0}^{t}$.
  4. Evaluate: $y(t) = 5t^2 - \frac{5}{2}t^2$.
  5. Simplify: $y(t) = \frac{5}{2}t^2$.

Answer: y(t) = \frac{5}{2}t^2

Problem 3. Find the convolution of $f(t) = \sin(t)$ and $h(t) = 1$. Interpret the result in terms of the area under the sine curve.
Reveal solution
  1. Set up the integral: $y(t) = \int_{0}^{t} \sin(\tau) \cdot 1 d\tau$.
  2. Integrate: $y(t) = [-\cos(\tau)]_{0}^{t}$.
  3. Evaluate: $y(t) = -\cos(t) - (-\cos(0))$.
  4. Simplify: $y(t) = 1 - \cos(t)$.
  5. Interpretation: The output is the running integral (accumulated area) of the input signal.

Answer: y(t) = 1 - \cos(t)

L48. Convolution II — the convolution theorem

Module 3  2026-09-21  ·  10:44  ·  practice PDF

Practice problems (3)
Problem 1. Use the convolution theorem to find the inverse Laplace transform of $Y(s) = \frac{1}{(s-2)(s-3)}$.
Reveal solution
  1. Identify $F(s) = \frac{1}{s-2}$ and $G(s) = \frac{1}{s-3}$, so $f(t) = e^{2t}$ and $g(t) = e^{3t}$.
  2. Set up the convolution integral: $y(t) = \int_{0}^{t} e^{2\tau} e^{3(t-\tau)} d\tau$.
  3. Simplify the integrand: $y(t) = e^{3t} \int_{0}^{t} e^{2\tau} e^{-3\tau} d\tau = e^{3t} \int_{0}^{t} e^{-\tau} d\tau$.
  4. Integrate: $y(t) = e^{3t} [ -e^{-\tau} ]_{0}^{t} = e^{3t} (-e^{-t} + 1)$.
  5. Distribute: $y(t) = -e^{2t} + e^{3t}$.

Answer: y(t) = e^{3t} - e^{2t}

Problem 2. Find the inverse Laplace transform of $Y(s) = \frac{1}{s^2(s-1)}$ using the convolution theorem.
Reveal solution
  1. Identify $F(s) = \frac{1}{s^2}$ and $G(s) = \frac{1}{s-1}$, so $f(t) = t$ and $g(t) = e^t$.
  2. Set up the integral: $y(t) = \int_{0}^{t} \tau e^{t-\tau} d\tau$.
  3. Pull out $e^t$: $y(t) = e^t \int_{0}^{t} \tau e^{-\tau} d\tau$.
  4. Use integration by parts on $\int \tau e^{-\tau} d\tau$: $u=\tau, dv=e^{-\tau}d\tau \implies du=d\tau, v=-e^{-\tau}$.
  5. The integral is $[-\tau e^{-\tau}]_0^t + \int_0^t e^{-\tau} d\tau = -te^{-t} + [-e^{-\tau}]_0^t = -te^{-t} - e^{-t} + 1$.
  6. Multiply by $e^t$: $y(t) = e^t(1 - e^{-t} - te^{-t}) = e^t - 1 - t$.

Answer: y(t) = e^t - t - 1

Problem 3. A system has a transfer function $H(s) = \frac{1}{s^2+4}$ and is given an input $f(t) = \sin(2t)$. Find the output $y(t)$ using the convolution theorem.
Reveal solution
  1. The output in s-domain is $Y(s) = H(s)F(s) = \frac{1}{s^2+4} \cdot \frac{2}{s^2+4} = \frac{2}{(s^2+4)^2}$.
  2. Identify $h(t) = \frac{1}{2}\sin(2t)$ and $f(t) = \sin(2t)$.
  3. Set up convolution: $y(t) = \int_{0}^{t} \frac{1}{2}\sin(2\tau) \sin(2(t-\tau)) d\tau$.
  4. Use the product-to-sum identity $\sin(A)\sin(B) = \frac{1}{2}(\cos(A-B) - \cos(A+B))$.
  5. Here $A=2\tau$ and $B=2t-2\tau$, so $A-B = 4\tau-2t$ and $A+B = 2t$.
  6. The integral becomes $\frac{1}{4} \int_{0}^{t} (\cos(4\tau-2t) - \cos(2t)) d\tau$.
  7. Integrate: $\frac{1}{4} [ \frac{1}{4}\sin(4\tau-2t) - \tau\cos(2t) ]_{0}^{t}$.
  8. Evaluate: $\frac{1}{4} ( \frac{1}{4}\sin(2t) - t\cos(2t) - (\frac{1}{4}\sin(-2t) - 0) )$.
  9. Since $\sin(-2t) = -\sin(2t)$, we get $\frac{1}{4} ( \frac{1}{2}\sin(2t) - t\cos(2t) )$.

Answer: y(t) = \frac{1}{8}\sin(2t) - \frac{1}{4}t\cos(2t)

L49. Transfer functions — a systems-theory doorway

Module 3  2026-09-22  ·  10:46  ·  practice PDF

Practice problems (3)
Problem 1. Find the transfer function $H(s)$ for the system $y'' + 4y' + 13y = x(t)$ with zero initial conditions. Identify the poles and state whether the system is stable, unstable, or purely oscillatory.
Reveal solution
  1. Take the Laplace transform: $s^2 Y(s) + 4s Y(s) + 13 Y(s) = X(s)$.
  2. Factor out $Y(s)$: $(s^2 + 4s + 13) Y(s) = X(s)$.
  3. Form the ratio: $H(s) = \frac{1}{s^2 + 4s + 13}$.
  4. Find poles using the quadratic formula: $s = \frac{-4 \pm \sqrt{16 - 52}}{2} = -2 \pm 3i$.
  5. Since the real part is $-2$ (negative), the system is stable and exhibits decaying oscillations.

Answer: H(s) = \frac{1}{s^2 + 4s + 13}, \text{ poles at } s = -2 \pm 3i, \text{ stable decaying oscillation.}

Problem 2. A system has a transfer function $H(s) = \frac{s+2}{(s-1)(s+3)}$. If the input is a unit step $x(t) = 1$, find the output $y(t)$.
Reveal solution
  1. Input transform is $X(s) = \frac{1}{s}$.
  2. Output transform is $Y(s) = \frac{s+2}{s(s-1)(s+3)}$.
  3. Partial fraction decomposition: $\frac{s+2}{s(s-1)(s+3)} = \frac{A}{s} + \frac{B}{s-1} + \frac{C}{s+3}$.
  4. Solving for constants: $A = \frac{2}{(-1)(3)} = -\frac{2}{3}$, $B = \frac{3}{(1)(4)} = \frac{3}{4}$, $C = \frac{-1}{(-3)(-4)} = -\frac{1}{12}$.
  5. Inverse transform: $y(t) = -\frac{2}{3} + \frac{3}{4}e^t - \frac{1}{12}e^{-3t}$.

Answer: y(t) = -\frac{2}{3} + \frac{3}{4}e^t - \frac{1}{12}e^{-3t}

Problem 3. Explain why a system with poles at $s = 0$ and $s = -5$ is considered 'marginally stable' compared to a system with poles at $s = -1$ and $s = -5$.
Reveal solution
  1. A pole at $s = -5$ gives a term $e^{-5t}$, which decays to zero.
  2. A pole at $s = -1$ gives a term $e^{-t}$, which also decays to zero.
  3. A pole at $s = 0$ gives a term $e^{0t} = 1$, which is a constant.
  4. In the first system, the output does not return to zero but stays at a constant value (the steady-state response).
  5. In the second system, the output returns completely to zero. Thus, the first is marginally stable.

Answer: The pole at $s=0$ creates a constant non-decaying term, preventing the system from returning to the zero equilibrium.

L50. Module 3 review + self-test

Module 3  2026-09-23  ·  11:07  ·  practice PDF

Practice problems (3)
Problem 1. Solve the initial value problem $y' + 3y = 4$ with $y(0) = 0$.
Reveal solution
  1. Transform the equation: $(s+3)Y(s) = 4/s$.
  2. Solve for $Y(s)$: $Y(s) = 4 / (s(s+3))$.
  3. Partial fraction decomposition: $Y(s) = (4/3)/s - (4/3)/(s+3)$.
  4. Inverse transform: $y(t) = 4/3 - (4/3)e^{-3t}$.

Answer: y(t) = \frac{4}{3}(1 - e^{-3t})

Problem 2. Find the solution to $y'' + 4y = \delta(t-2)$ with $y(0)=0, y'(0)=0$.
Reveal solution
  1. Transform the equation: $(s^2 + 4)Y(s) = e^{-2s}$.
  2. Solve for $Y(s)$: $Y(s) = e^{-2s} / (s^2 + 4)$.
  3. Identify the base transform: $\mathcal{L}^{-1} \{ 1/(s^2+4) \} = 0.5 \sin(2t)$.
  4. Apply the t-shift: $y(t) = 0.5 \sin(2(t-2)) u(t-2)$.

Answer: y(t) = 0.5 \sin(2(t-2)) u(t-2)

Problem 3. Solve $y'' - 4y' + 4y = 0$ with $y(0)=1, y'(0)=2$.
Reveal solution
  1. Transform the equation: $(s^2 - 4s + 4)Y(s) - sy(0) - y'(0) + 4y(0) = 0$.
  2. Substitute ICs: $(s-2)^2 Y(s) - s - 2 + 4 = 0$.
  3. Solve for $Y(s)$: $Y(s) = (s-2) / (s-2)^2 = 1/(s-2)$.
  4. Inverse transform: $y(t) = e^{2t}$.

Answer: y(t) = e^{2t}

Module 4 — Systems of ODEs (14/14)

L51. From one equation to many

Module 4  2026-09-24  ·  10:10  ·  practice PDF

Practice problems (3)
Problem 1. Find all equilibrium points for the competition system: $\frac{dx}{dt} = x(2 - x - y)$ and $\frac{dy}{dt} = y(3 - 2x - y)$.
Reveal solution
  1. Set $x(2 - x - y) = 0$. This implies $x = 0$ or $x + y = 2$.
  2. Set $y(3 - 2x - y) = 0$. This implies $y = 0$ or $2x + y = 3$.
  3. Case 1: $x = 0$ and $y = 0$. Point $(0, 0)$.
  4. Case 2: $x = 0$ and $2x + y = 3 \implies y = 3$. Point $(0, 3)$.
  5. Case 3: $x + y = 2$ and $y = 0 \implies x = 2$. Point $(2, 0)$.
  6. Case 4: $x + y = 2$ and $2x + y = 3$. Subtracting the first from the second gives $x = 1$, then $y = 1$. Point $(1, 1)$.

Answer: (0, 0), (0, 3), (2, 0), (1, 1)

Problem 2. A system is given by $x' = -x + 2y$ and $y' = 3x - 2y$. Write this in matrix form $\mathbf{x}' = A\mathbf{x}$.
Reveal solution
  1. Identify the coefficients of $x$ and $y$ for the first equation: $-1$ and $2$.
  2. Identify the coefficients of $x$ and $y$ for the second equation: $3$ and $-2$.
  3. Place these into a $2 \times 2$ matrix $A$.

Answer: \begin{pmatrix} x' \\ y' \end{pmatrix} = \begin{pmatrix} -1 & 2 \\ 3 & -2 \end{pmatrix} \begin{pmatrix} x \\ y \end{pmatrix}

Problem 3. For the system $x' = y$ and $y' = -x$, determine if the point $(0, 0)$ is an equilibrium and describe the trajectories qualitatively.
Reveal solution
  1. Check equilibrium: $f(0, 0) = 0$ and $g(0, 0) = -0 = 0$. Yes, it is an equilibrium.
  2. Look at the velocity vector: $\vec{v} = (y, -x)$.
  3. At $(1, 0)$, $\vec{v} = (0, -1)$ (down). At $(0, 1)$, $\vec{v} = (1, 0)$ (right). At $(-1, 0)$, $\vec{v} = (0, 1)$ (up). At $(0, -1)$, $\vec{v} = (-1, 0)$ (left).
  4. The vectors point in a clockwise circle around the origin.

Answer: The point $(0, 0)$ is an equilibrium; trajectories are clockwise circles.

L52. Linear systems in matrix form

Module 4  2026-09-25  ·  10:35  ·  practice PDF

Practice problems (3)
Problem 1. Find the general solution to the system $\begin{pmatrix} x' \\ y' \end{pmatrix} = \begin{pmatrix} 1 & 2 \\ 3 & 2 \end{pmatrix} \begin{pmatrix} x \\ y \end{pmatrix}$.
Reveal solution
  1. Find eigenvalues: $\det(A - \lambda I) = (1-\lambda)(2-\lambda) - 6 = \lambda^2 - 3\lambda - 4 = 0$.
  2. Solve for $\lambda$: $(\lambda-4)(\lambda+1) = 0$, so $\lambda_1 = 4, \lambda_2 = -1$.
  3. For $\lambda=4$: $\begin{pmatrix} -3 & 2 \\ 3 & -2 \end{pmatrix} \mathbf{v} = 0 \implies 3v_1 = 2v_2$, so $\mathbf{v}_1 = \begin{pmatrix} 2 \\ 3 \end{pmatrix}$.
  4. For $\lambda=-1$: $\begin{pmatrix} 2 & 2 \\ 3 & 3 \end{pmatrix} \mathbf{v} = 0 \implies v_1 = -v_2$, so $\mathbf{v}_2 = \begin{pmatrix} 1 \\ -1 \end{pmatrix}$.

Answer: $\mathbf{x}(t) = c_1 e^{4t} \begin{pmatrix} 2 \\ 3 \end{pmatrix} + c_2 e^{-t} \begin{pmatrix} 1 \\ -1 \end{pmatrix}$

Problem 2. For the system $x' = 2x + y, y' = x + 2y$, find the eigenvalues and eigenvectors, and describe the stability of the origin.
Reveal solution
  1. Characteristic equation: $(2-\lambda)^2 - 1 = 0$, so $\lambda^2 - 4\lambda + 3 = 0$.
  2. Eigenvalues: $(\lambda-3)(\lambda-1) = 0$, so $\lambda_1 = 3, \lambda_2 = 1$.
  3. For $\lambda=3$: $\begin{pmatrix} -1 & 1 \\ 1 & -1 \end{pmatrix} \mathbf{v} = 0 \implies \mathbf{v}_1 = \begin{pmatrix} 1 \\ 1 \end{pmatrix}$.
  4. For $\lambda=1$: $\begin{pmatrix} 1 & 1 \\ 1 & 1 \end{pmatrix} \mathbf{v} = 0 \implies \mathbf{v}_2 = \begin{pmatrix} 1 \\ -1 \end{pmatrix}$.
  5. Since both eigenvalues are positive, the origin is an unstable source.

Answer: $\lambda_1=3, \mathbf{v}_1=\begin{pmatrix} 1 \\ 1 \end{pmatrix}; \lambda_2=1, \mathbf{v}_2=\begin{pmatrix} 1 \\ -1 \end{pmatrix}; \text{Unstable Source}$

Problem 3. Solve the IVP $x' = x + 3y, y' = 3x + y$ with $x(0) = 1, y(0) = 1$.
Reveal solution
  1. From the lesson, eigenvalues are $4$ and $-2$ with eigenvectors $\begin{pmatrix} 1 \\ 1 \end{pmatrix}$ and $\begin{pmatrix} 1 \\ -1 \end{pmatrix}$.
  2. General solution: $\mathbf{x}(t) = c_1 e^{4t} \begin{pmatrix} 1 \\ 1 \end{pmatrix} + c_2 e^{-2t} \begin{pmatrix} 1 \\ -1 \end{pmatrix}$.
  3. Initial conditions: $\begin{pmatrix} 1 \\ 1 \end{pmatrix} = c_1 \begin{pmatrix} 1 \\ 1 \end{pmatrix} + c_2 \begin{pmatrix} 1 \\ -1 \end{pmatrix}$.
  4. This gives $c_1 + c_2 = 1$ and $c_1 - c_2 = 1$. Adding them gives $2c_1 = 2 \implies c_1 = 1$, so $c_2 = 0$.

Answer: $x(t) = e^{4t}, y(t) = e^{4t}$

L53. Solving by eigenvalues I — real distinct eigenvalues

Module 4  2026-09-26  ·  9:42  ·  practice PDF

Practice problems (3)
Problem 1. Find the general solution to the system $\mathbf{x}' = A \mathbf{x}$ where $A = \begin{pmatrix} 0 & 1 \\ -2 & 3 \end{pmatrix}$.
Reveal solution
  1. Find eigenvalues: $\det(A - \lambda I) = \lambda^2 - 3\lambda + 2 = 0$, so $\lambda_1 = 1, \lambda_2 = 2$.
  2. Find eigenvector for $\lambda = 1$: $\begin{pmatrix} -1 & 1 \\ -2 & 2 \end{pmatrix} \mathbf{v} = 0 \implies \mathbf{v}_1 = \begin{pmatrix} 1 \\ 1 \end{pmatrix}$.
  3. Find eigenvector for $\lambda = 2$: $\begin{pmatrix} -2 & 1 \\ -2 & 1 \end{pmatrix} \mathbf{v} = 0 \implies \mathbf{v}_2 = \begin{pmatrix} 1 \\ 2 \end{pmatrix}$.
  4. Assemble general solution: $\mathbf{x}(t) = c_1 e^t \begin{pmatrix} 1 \\ 1 \end{pmatrix} + c_2 e^{2t} \begin{pmatrix} 1 \\ 2 \end{pmatrix}$.

Answer: \mathbf{x}(t) = c_1 e^t \begin{pmatrix} 1 \\ 1 \end{pmatrix} + c_2 e^{2t} \begin{pmatrix} 1 \\ 2 \end{pmatrix}

Problem 2. Solve the IVP $\mathbf{x}' = \begin{pmatrix} 1 & 2 \\ 2 & 1 \end{pmatrix} \mathbf{x}$ with $\mathbf{x}(0) = \begin{pmatrix} 3 \\ 1 \end{pmatrix}$.
Reveal solution
  1. Eigenvalues: $(1-\lambda)^2 - 4 = 0 \implies \lambda = 3, -1$.
  2. Eigenvectors: For $\lambda=3, \mathbf{v}_1 = \begin{pmatrix} 1 \\ 1 \end{pmatrix}$. For $\lambda=-1, \mathbf{v}_2 = \begin{pmatrix} 1 \\ -1 \end{pmatrix}$.
  3. General solution: $\mathbf{x}(t) = c_1 e^{3t} \begin{pmatrix} 1 \\ 1 \end{pmatrix} + c_2 e^{-t} \begin{pmatrix} 1 \\ -1 \end{pmatrix}$.
  4. Initial conditions: $c_1 + c_2 = 3$ and $c_1 - c_2 = 1$. Solving gives $c_1 = 2, c_2 = 1$.

Answer: \mathbf{x}(t) = 2 e^{3t} \begin{pmatrix} 1 \\ 1 \end{pmatrix} + e^{-t} \begin{pmatrix} 1 \\ -1 \end{pmatrix}

Problem 3. A system has eigenvalues $\lambda_1 = 5, \lambda_2 = -3$ and eigenvectors $\mathbf{v}_1 = \begin{pmatrix} 2 \\ 1 \end{pmatrix}, \mathbf{v}_2 = \begin{pmatrix} 0 \\ 1 \end{pmatrix}$. Find the solution that satisfies $\mathbf{x}(0) = \begin{pmatrix} 4 \\ 5 \end{pmatrix}$.
Reveal solution
  1. General solution: $\mathbf{x}(t) = c_1 e^{5t} \begin{pmatrix} 2 \\ 1 \end{pmatrix} + c_2 e^{-3t} \begin{pmatrix} 0 \\ 1 \end{pmatrix}$.
  2. At $t=0$: $2c_1 + 0c_2 = 4 \implies c_1 = 2$.
  3. At $t=0$: $1c_1 + 1c_2 = 5 \implies 2 + c_2 = 5 \implies c_2 = 3$.
  4. Substitute constants back into the general solution.

Answer: \mathbf{x}(t) = 2 e^{5t} \begin{pmatrix} 2 \\ 1 \end{pmatrix} + 3 e^{-3t} \begin{pmatrix} 0 \\ 1 \end{pmatrix}

L54. Solving by eigenvalues II — saddles and nodes

Module 4  2026-09-27  ·  9:53  ·  practice PDF

Practice problems (3)
Problem 1. Classify the equilibrium point at the origin and sketch the phase portrait for the system $\begin{pmatrix} x' \\ y' \end{pmatrix} = \begin{pmatrix} -3 & 2 \\ 2 & -3 \end{pmatrix} \begin{pmatrix} x \\ y \end{pmatrix}$.
Reveal solution
  1. Find eigenvalues: $\det(A - \lambda I) = (-3-\lambda)^2 - 4 = \lambda^2 + 6\lambda + 5 = 0$.
  2. Solve for $\lambda$: $(\lambda + 1)(\lambda + 5) = 0$, so $\lambda_1 = -1, \lambda_2 = -5$.
  3. Since both are negative, the origin is a stable node.
  4. Find eigenvectors: For $\lambda = -1$, $\mathbf{v}_1 = \begin{pmatrix} 1 \\ 1 \end{pmatrix}$. For $\lambda = -5$, $\mathbf{v}_2 = \begin{pmatrix} 1 \\ -1 \end{pmatrix}$.
  5. Trajectories enter the origin tangent to $\mathbf{v}_1$ because $-1$ is closer to zero than $-5$.

Answer: Stable Node; trajectories approach along the line $y=x$.

Problem 2. Determine the type of equilibrium point for the system $x' = 2x + 3y, y' = 2x + y$.
Reveal solution
  1. Matrix $A = \begin{pmatrix} 2 & 3 \\ 2 & 1 \end{pmatrix}$.
  2. Characteristic equation: $(2-\lambda)(1-\lambda) - 6 = \lambda^2 - 3\lambda - 4 = 0$.
  3. Solve for $\lambda$: $(\lambda - 4)(\lambda + 1) = 0$, so $\lambda_1 = 4, \lambda_2 = -1$.
  4. Since the eigenvalues have opposite signs, the origin is a saddle point.

Answer: Saddle Point

Problem 3. A system has eigenvalues $\lambda_1 = 0.1$ and $\lambda_2 = 10$. Describe the behavior of trajectories far from the origin compared to trajectories very close to the origin.
Reveal solution
  1. Both eigenvalues are positive, so the origin is an unstable node (source).
  2. The general solution is $\mathbf{x}(t) = c_1 e^{0.1t} \mathbf{v}_1 + c_2 e^{10t} \mathbf{v}_2$.
  3. Close to the origin (t is very negative), the $e^{10t}$ term is negligible, so trajectories emerge tangent to $\mathbf{v}_1$.
  4. Far from the origin (large $t$), the $e^{10t}$ term completely dominates the $e^{0.1t}$ term, so all trajectories eventually become parallel to the $\mathbf{v}_2$ axis.

Answer: Unstable node; trajectories emerge tangent to $\mathbf{v}_1$ and eventually align with $\mathbf{v}_2$.

L55. Complex eigenvalues — spirals and centres

Module 4  2026-09-28  ·  11:00  ·  practice PDF

Practice problems (3)
Problem 1. Classify the equilibrium point at the origin for the system $x' = -x + y, y' = -x - y$. Is it a stable spiral, unstable spiral, or a centre?
Reveal solution
  1. Write the matrix $A = \begin{pmatrix} -1 & 1 \\ -1 & -1 \end{pmatrix}$.
  2. Find the characteristic equation: $\det(A - \lambda I) = (-1 - \lambda)^2 + 1 = 0$.
  3. Solve for $\lambda$: $(-1 - \lambda)^2 = -1 \implies -1 - \lambda = \pm i \implies \lambda = -1 \pm i$.
  4. Identify the real part $\alpha = -1$.
  5. Since $\alpha < 0$, the origin is a stable spiral.

Answer: Stable Spiral

Problem 2. For the system $x' = 3x - 4y, y' = 4x + 3y$, what is the classification of the origin?
Reveal solution
  1. Write the matrix $A = \begin{pmatrix} 3 & -4 \\ 4 & 3 \end{pmatrix}$.
  2. Find the characteristic equation: $(3 - \lambda)^2 + 16 = 0$.
  3. Solve for $\lambda$: $(3 - \lambda)^2 = -16 \implies 3 - \lambda = \pm 4i \implies \lambda = 3 \pm 4i$.
  4. Identify the real part $\alpha = 3$.
  5. Since $\alpha > 0$, the origin is an unstable spiral.

Answer: Unstable Spiral

Problem 3. A system has a matrix $A$ with $\text{Trace}(A) = 0$ and $\det(A) = 9$. Classify the equilibrium point and find the period of the orbits.
Reveal solution
  1. Since $\text{Trace}(A) = 0$, the real part $\alpha = 0$.
  2. The characteristic equation is $\lambda^2 - \text{Trace}(A)\lambda + \det(A) = 0$, so $\lambda^2 + 9 = 0$.
  3. The eigenvalues are $\lambda = \pm 3i$.
  4. Since the eigenvalues are purely imaginary, the origin is a centre.
  5. The imaginary part is $\beta = 3$. The period is $T = 2\pi / \beta = 2\pi / 3$.

Answer: Centre with period $2\pi/3$

L56. Repeated eigenvalues and defective matrices

Module 4  2026-09-29  ·  11:17  ·  practice PDF

Practice problems (3)
Problem 1. Find the general solution to the system $\mathbf{x}' = A\mathbf{x}$ where $A = \begin{pmatrix} 2 & 1 \\ 0 & 2 \end{pmatrix}$.
Reveal solution
  1. Find eigenvalues: $\det(A - \lambda I) = (2-\lambda)^2 = 0$, so $\lambda = 2$ repeated.
  2. Find eigenvector $\mathbf{v}$: $(A - 2I)\mathbf{v} = \begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix} \begin{pmatrix} v_1 \\ v_2 \end{pmatrix} = \begin{pmatrix} 0 \\ 0 \end{pmatrix}$, which implies $v_2 = 0$. Let $\mathbf{v} = \begin{pmatrix} 1 \\ 0 \end{pmatrix}$.
  3. Find generalised eigenvector $\mathbf{w}$: $(A - 2I)\mathbf{w} = \mathbf{v} \implies \begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix} \begin{pmatrix} w_1 \\ w_2 \end{pmatrix} = \begin{pmatrix} 1 \\ 0 \end{pmatrix}$, which implies $w_2 = 1$. Let $\mathbf{w} = \begin{pmatrix} 0 \\ 1 \end{pmatrix}$.
  4. Construct general solution: $\mathbf{x}(t) = c_1 e^{2t} \begin{pmatrix} 1 \\ 0 \end{pmatrix} + c_2 e^{2t} (t \begin{pmatrix} 1 \\ 0 \end{pmatrix} + \begin{pmatrix} 0 \\ 1 \end{pmatrix})$.

Answer: \mathbf{x}(t) = c_1 e^{2t} \begin{pmatrix} 1 \\ 0 \end{pmatrix} + c_2 e^{2t} \begin{pmatrix} t \\ 1 \end{pmatrix}

Problem 2. Given a system with a repeated eigenvalue $\lambda = -5$ and eigenvector $\mathbf{v} = \begin{pmatrix} 1 \\ -2 \end{pmatrix}$, find the general solution if the generalised eigenvector is $\mathbf{w} = \begin{pmatrix} 1 \\ 0 \end{pmatrix}$.
Reveal solution
  1. The first solution is $\mathbf{x}_1(t) = e^{-5t} \begin{pmatrix} 1 \\ -2 \end{pmatrix}$.
  2. The second solution is $\mathbf{x}_2(t) = t e^{-5t} \begin{pmatrix} 1 \\ -2 \end{pmatrix} + e^{-5t} \begin{pmatrix} 1 \\ 0 \end{pmatrix}$.
  3. The general solution is the linear combination of these two.

Answer: \mathbf{x}(t) = c_1 e^{-5t} \begin{pmatrix} 1 \\ -2 \end{pmatrix} + c_2 e^{-5t} \begin{pmatrix} t+1 \\ -2t \end{pmatrix}

Problem 3. Determine if the system $\mathbf{x}' = \begin{pmatrix} 4 & 0 \\ 0 & 4 \end{pmatrix} \mathbf{x}$ is defective and describe the resulting phase portrait.
Reveal solution
  1. Find eigenvalues: $\det(A - \lambda I) = (4-\lambda)^2 = 0$, so $\lambda = 4$ repeated.
  2. Find eigenvectors: $(A - 4I)\mathbf{v} = \begin{pmatrix} 0 & 0 \\ 0 & 0 \end{pmatrix} \mathbf{v} = \begin{pmatrix} 0 \\ 0 \end{pmatrix}$. Any vector in $\mathbb{R}^2$ is an eigenvector.
  3. Since we have two linearly independent eigenvectors (e.g., $\begin{pmatrix} 1 \\ 0 \end{pmatrix}$ and $\begin{pmatrix} 0 \\ 1 \end{pmatrix}$), the matrix is NOT defective.
  4. Because $\lambda = 4 > 0$ and it is a non-defective repeated eigenvalue, the origin is an unstable star node.

Answer: Not defective; unstable star node.

L57. The phase portrait gallery

Module 4  2026-09-30  ·  10:23  ·  practice PDF

Practice problems (3)
Problem 1. Classify the equilibrium point of a system with eigenvalues $\lambda = -3 \pm 4i$. Is it stable or unstable?
Reveal solution
  1. The eigenvalues are complex, which indicates rotation.
  2. The real part is $-3$, which is negative.
  3. A negative real part with complex eigenvalues corresponds to a stable spiral.

Answer: Stable Spiral

Problem 2. A system has eigenvalues $\lambda_1 = 5$ and $\lambda_2 = -2$. What is the type of equilibrium point at the origin?
Reveal solution
  1. The eigenvalues are real.
  2. The eigenvalues have opposite signs (one positive, one negative).
  3. This configuration defines a saddle point.

Answer: Saddle Point

Problem 3. A system has eigenvalues $\lambda_1 = -2$ and $\lambda_2 = -5$. Classify the equilibrium point.
Reveal solution
  1. The eigenvalues are real.
  2. Both eigenvalues are negative.
  3. This configuration defines a stable node.

Answer: Stable Node

L58. The trace-determinant plane — one diagram to rule them all

Module 4  2026-10-01  ·  10:37  ·  practice PDF

Practice problems (3)
Problem 1. Classify the equilibrium point of the system $\mathbf{x}' = A\mathbf{x}$ where $A = \begin{pmatrix} 2 & -1 \\ 3 & -4 \end{pmatrix}$ using the trace-determinant plane.
Reveal solution
  1. Compute the trace: $\text{tr}(A) = 2 + (-4) = -2$.
  2. Compute the determinant: $\det(A) = (2)(-4) - (-1)(3) = -8 + 3 = -5$.
  3. Since $\det(A) < 0$, the equilibrium is a saddle point.

Answer: Saddle point

Problem 2. Determine the type and stability of the equilibrium for $A = \begin{pmatrix} -3 & 1 \\ 2 & -3 \end{pmatrix}$.
Reveal solution
  1. Compute the trace: $\text{tr}(A) = -3 + (-3) = -6$.
  2. Compute the determinant: $\det(A) = (-3)(-3) - (1)(2) = 9 - 2 = 7$.
  3. Since $\det(A) > 0$ and $\text{tr}(A) < 0$, the system is stable.
  4. Compute the discriminant: $\Delta = (-6)^2 - 4(7) = 36 - 28 = 8$.
  5. Since $\Delta > 0$, the equilibrium is a node.

Answer: Stable node

Problem 3. Find the range of values for $k$ such that the system with $A = \begin{pmatrix} k & 1 \\ -1 & k \end{pmatrix}$ is a stable spiral.
Reveal solution
  1. Compute the trace: $\text{tr}(A) = k + k = 2k$.
  2. Compute the determinant: $\det(A) = (k)(k) - (1)(-1) = k^2 + 1$.
  3. For a spiral, we need $\Delta < 0$: $(2k)^2 - 4(k^2 + 1) = 4k^2 - 4k^2 - 4 = -4$. This is always negative, so it is always a spiral.
  4. For stability, we need $\text{tr}(A) < 0$: $2k < 0$, which means $k < 0$.
  5. Also need $\det(A) > 0$: $k^2 + 1 > 0$, which is always true.

Answer: k < 0

L59. The matrix exponential e^{At}

Module 4  2026-10-02  ·  10:30  ·  practice PDF

Practice problems (3)
Problem 1. Compute the matrix exponential $e^{At}$ for the diagonal matrix $A = \begin{bmatrix} 2 & 0 \\ 0 & -3 \end{bmatrix}$.
Reveal solution
  1. Since $A$ is diagonal, $A^k$ is simply the matrix with entries $2^k$ and $(-3)^k$ on the diagonal.
  2. The series definition $e^{At} = \sum \frac{(At)^k}{k!}$ applies to each diagonal entry independently.
  3. The top-left entry is $\sum \frac{(2t)^k}{k!} = e^{2t}$.
  4. The bottom-right entry is $\sum \frac{(-3t)^k}{k!} = e^{-3t}$.

Answer: e^{At} = \begin{bmatrix} e^{2t} & 0 \\ 0 & e^{-3t} \end{bmatrix}

Problem 2. Given $A = \begin{bmatrix} 0 & 1 \\ 1 & 0 \end{bmatrix}$, find $e^{At}$ using the diagonalisation method.
Reveal solution
  1. Find eigenvalues: $\det(A-\lambda I) = \lambda^2 - 1 = 0$, so $\lambda = 1, -1$.
  2. Find eigenvectors: for $\lambda=1$, $v_1 = [1, 1]^T$; for $\lambda=-1$, $v_2 = [1, -1]^T$.
  3. Construct $P = \begin{bmatrix} 1 & 1 \\ 1 & -1 \end{bmatrix}$ and $P^{-1} = \frac{1}{2} \begin{bmatrix} 1 & 1 \\ 1 & -1 \end{bmatrix}$.
  4. Compute $e^{At} = P \begin{bmatrix} e^t & 0 \\ 0 & e^{-t} \end{bmatrix} P^{-1}$.
  5. Multiply: $e^{At} = \frac{1}{2} \begin{bmatrix} e^t+e^{-t} & e^t-e^{-t} \\ e^t-e^{-t} & e^t+e^{-t} \end{bmatrix}$.

Answer: e^{At} = \begin{bmatrix} \cosh(t) & \sinh(t) \\ \sinh(t) & \cosh(t) \end{bmatrix}

Problem 3. Solve the system $\mathbf{x}' = A\mathbf{x}$ with $A = \begin{bmatrix} 1 & 0 \\ 0 & 2 \end{bmatrix}$ and initial conditions $x(0) = 3, y(0) = 5$.
Reveal solution
  1. The matrix $A$ is diagonal, so $e^{At} = \begin{bmatrix} e^t & 0 \\ 0 & e^{2t} \end{bmatrix}$.
  2. The solution is $\mathbf{x}(t) = e^{At} \mathbf{x}(0)$.
  3. Substitute the values: $\begin{bmatrix} x(t) \\ y(t) \end{bmatrix} = \begin{bmatrix} e^t & 0 \\ 0 & e^{2t} \end{bmatrix} \begin{bmatrix} 3 \\ 5 \end{bmatrix}$.
  4. Perform the multiplication: $x(t) = 3e^t$ and $y(t) = 5e^{2t}$.

Answer: \mathbf{x}(t) = \begin{bmatrix} 3e^t \\ 5e^{2t} \end{bmatrix}

L60. Nonhomogeneous systems

Module 4  2026-10-03  ·  12:23  ·  practice PDF

Practice problems (3)
Problem 1. Find the particular solution $\mathbf{x}_p$ for the system $\mathbf{x}' = \begin{pmatrix} -1 & 2 \\ 0 & -3 \end{pmatrix} \mathbf{x} + \begin{pmatrix} 5 \\ 2 \end{pmatrix}$.
Reveal solution
  1. Set $\mathbf{x}' = \mathbf{0}$ for the particular solution: $\begin{pmatrix} -1 & 2 \\ 0 & -3 \end{pmatrix} \begin{pmatrix} x \\ y \end{pmatrix} = \begin{pmatrix} -5 \\ -2 \end{pmatrix}$.
  2. From the second row: $-3y = -2 \implies y = 2/3$.
  3. From the first row: $-x + 2(2/3) = -5 \implies -x + 4/3 = -15/3 \implies -x = -19/3 \implies x = 19/3$.

Answer: \mathbf{x}_p = \begin{pmatrix} 19/3 \\ 2/3 \end{pmatrix}

Problem 2. Given the system $\mathbf{x}' = \begin{pmatrix} 0 & 1 \\ -1 & 0 \end{pmatrix} \mathbf{x} + \begin{pmatrix} 0 \\ 2\cos(2t) \end{pmatrix}$, find a particular solution using the form $\mathbf{x}_p = \begin{pmatrix} a \sin(2t) + b \cos(2t) \\ c \sin(2t) + d \cos(2t) \end{pmatrix}$.
Reveal solution
  1. Substitute $x = a \sin(2t) + b \cos(2t)$ and $y = c \sin(2t) + d \cos(2t)$ into the system.
  2. From $x' = y$, we have $2a \cos(2t) - 2b \sin(2t) = c \sin(2t) + d \cos(2t)$, so $d = 2a$ and $c = -2b$.
  3. From $y' = -x + 2\cos(2t)$, we have $2c \cos(2t) - 2d \sin(2t) = -a \sin(2t) - b \cos(2t) + 2\cos(2t)$.
  4. Substitute $c = -2b$ and $d = 2a$: $-4b \cos(2t) - 4a \sin(2t) = -a \sin(2t) - b \cos(2t) + 2\cos(2t)$.
  5. Matching $\sin(2t)$: $-4a = -a \implies a = 0$.
  6. Matching $\cos(2t)$: $-4b = -b + 2 \implies -3b = 2 \implies b = -2/3$.
  7. Then $d = 2(0) = 0$ and $c = -2(-2/3) = 4/3$.

Answer: \mathbf{x}_p(t) = \begin{pmatrix} -\frac{2}{3}\cos(2t) \\ \frac{4}{3}\sin(2t) \end{pmatrix}

Problem 3. Solve the IVP $\mathbf{x}' = \begin{pmatrix} -2 & 0 \\ 0 & -1 \end{pmatrix} \mathbf{x} + \begin{pmatrix} 1 \\ 1 \end{pmatrix}$ with $\mathbf{x}(0) = \begin{pmatrix} 0 \\ 0 \end{pmatrix}$.
Reveal solution
  1. Find $\mathbf{x}_p$: $-2x + 1 = 0 \implies x = 1/2$ and $-y + 1 = 0 \implies y = 1$. So $\mathbf{x}_p = \begin{pmatrix} 1/2 \\ 1 \end{pmatrix}$.
  2. Homogeneous solution: $\mathbf{x}_h = c_1 e^{-2t} \begin{pmatrix} 1 \\ 0 \end{pmatrix} + c_2 e^{-t} \begin{pmatrix} 0 \\ 1 \end{pmatrix}$.
  3. General solution: $\mathbf{x}(t) = c_1 e^{-2t} \begin{pmatrix} 1 \\ 0 \end{pmatrix} + c_2 e^{-t} \begin{pmatrix} 0 \\ 1 \end{pmatrix} + \begin{pmatrix} 1/2 \\ 1 \end{pmatrix}$.
  4. Apply ICs: $\begin{pmatrix} 0 \\ 0 \end{pmatrix} = \begin{pmatrix} c_1 + 1/2 \\ c_2 + 1 \end{pmatrix} \implies c_1 = -1/2, c_2 = -1$.

Answer: \mathbf{x}(t) = \begin{pmatrix} \frac{1}{2}(1 - e^{-2t}) \\ 1 - e^{-t} \end{pmatrix}

L61. Coupled oscillators and normal modes

Module 4  2026-10-04  ·  9:40  ·  practice PDF

Practice problems (3)
Problem 1. Two masses of $1\text{ kg}$ are connected by springs such that the stiffness matrix is $K = \begin{pmatrix} 3 & -1 \\ -1 & 2 \end{pmatrix}$. Find the natural frequencies $\omega_1, \omega_2$ and the corresponding normal mode eigenvectors $\mathbf{v}_1, \mathbf{v}_2$.
Reveal solution
  1. Solve $\det(K - \lambda I) = (3-\lambda)(2-\lambda) - 1 = \lambda^2 - 5\lambda + 5 = 0$.
  2. Use the quadratic formula: $\lambda = \frac{5 \pm \sqrt{25 - 20}}{2} = \frac{5 \pm \sqrt{5}}{2}$.
  3. The frequencies are $\omega_1 = \sqrt{\frac{5 - \sqrt{5}}{2}}$ and $\omega_2 = \sqrt{\frac{5 + \sqrt{5}}{2}}$.
  4. Find eigenvectors by solving $(K - \lambda I)\mathbf{v} = 0$ for each $\lambda$.

Answer: \omega_1 = \sqrt{1.38}, \omega_2 = \sqrt{3.62}, \mathbf{v}_1 \approx \begin{pmatrix} 1 \\ 1.62 \end{pmatrix}, \mathbf{v}_2 \approx \begin{pmatrix} 1 \\ -0.62 \end{pmatrix}

Problem 2. For a system with $M = I$ and $K = \begin{pmatrix} 2 & -1 \\ -1 & 2 \end{pmatrix}$, find the general solution $\mathbf{x}(t)$ given the initial conditions $\mathbf{x}(0) = \begin{pmatrix} 0 \\ 1 \end{pmatrix}$ and $\mathbf{x}'(0) = \begin{pmatrix} 0 \\ 0 \end{pmatrix}$.
Reveal solution
  1. From the lesson, eigenvalues are $\lambda_1=1, \lambda_2=3$ with $\mathbf{v}_1 = \begin{pmatrix} 1 \\ 1 \end{pmatrix}, \mathbf{v}_2 = \begin{pmatrix} 1 \\ -1 \end{pmatrix}$.
  2. Set $\begin{pmatrix} 0 \\ 1 \end{pmatrix} = c_1 \begin{pmatrix} 1 \\ 1 \end{pmatrix} + c_2 \begin{pmatrix} 1 \\ -1 \end{pmatrix}$.
  3. Solving the system: $c_1 + c_2 = 0$ and $c_1 - c_2 = 1$ gives $c_1 = 1/2, c_2 = -1/2$.
  4. The general solution is $\mathbf{x}(t) = \frac{1}{2} \begin{pmatrix} 1 \\ 1 \end{pmatrix} \cos(t) - \frac{1}{2} \begin{pmatrix} 1 \\ -1 \end{pmatrix} \cos(\sqrt{3}t)$.

Answer: \mathbf{x}(t) = \frac{1}{2} \begin{pmatrix} \cos(t) - \cos(\sqrt{3}t) \\ \cos(t) + \cos(\sqrt{3}t) \end{pmatrix}

Problem 3. Consider three identical masses $m$ connected by four identical springs $k$ (fixed at both ends). The stiffness matrix is $K = \frac{k}{m} \begin{pmatrix} 2 & -1 & 0 \\ -1 & 2 & -1 \\ 0 & -1 & 2 \end{pmatrix}$. Find the three natural frequencies of this system.
Reveal solution
  1. Solve $\det(K - \lambda I) = 0$ where $K$ is the matrix above (setting $k/m = 1$ for simplicity).
  2. The determinant is $(2-\lambda)((2-\lambda)^2 - 1) - (-1)(-(2-\lambda)) = (2-\lambda)((2-\lambda)^2 - 2) = 0$.
  3. The roots are $\lambda_1 = 2$, $\lambda_2 = 2 - \sqrt{2}$, and $\lambda_3 = 2 + \sqrt{2}$.
  4. The frequencies are $\omega_1 = \sqrt{2k/m}$, $\omega_2 = \sqrt{(2-\sqrt{2})k/m}$, and $\omega_3 = \sqrt{(2+\sqrt{2})k/m}$.

Answer: \omega = \sqrt{\frac{k}{m}(2-\sqrt{2})}, \sqrt{\frac{2k}{m}}, \sqrt{\frac{k}{m}(2+\sqrt{2})}

L62. Compartment models: drug dosing

Module 4  2026-10-05  ·  11:06  ·  practice PDF

Practice problems (3)
Problem 1. A drug is modeled by the system $x' = -4x + 2y$ and $y' = 3x - 3y$. Find the eigenvalues of the system and determine the half-life of the slow mode.
Reveal solution
  1. The matrix is $A = \begin{pmatrix} -4 & 2 \\ 3 & -3 \end{pmatrix}$.
  2. The characteristic equation is $(-4-\lambda)(-3-\lambda) - 6 = 0$, which is $\lambda^2 + 7\lambda + 12 - 6 = \lambda^2 + 7\lambda + 6 = 0$.
  3. Factoring gives $(\lambda + 1)(\lambda + 6) = 0$, so $\lambda_1 = -1$ and $\lambda_2 = -6$.
  4. The slow eigenvalue is $\lambda_{\text{slow}} = -1$.
  5. The half-life is $t_{1/2} = \ln 2 / |-1| \approx 0.693$.

Answer: t_{1/2} \approx 0.693

Problem 2. For the system $x' = -3x + y, y' = 2x - 2y$ with initial conditions $x(0) = 1, y(0) = 0$, find the amount of drug in the tissue $y(t)$ at time $t$.
Reveal solution
  1. Eigenvalues are $\lambda_1 = -1, \lambda_2 = -4$ with eigenvectors $\mathbf{v}_1 = (1, 2)^T, \mathbf{v}_2 = (1, -1)^T$.
  2. General solution: $\begin{pmatrix} x \\ y \end{pmatrix} = c_1 e^{-t} \begin{pmatrix} 1 \\ 2 \end{pmatrix} + c_2 e^{-4t} \begin{pmatrix} 1 \\ -1 \end{pmatrix}$.
  3. Initial conditions: $c_1 + c_2 = 1$ and $2c_1 - c_2 = 0$.
  4. Adding equations: $3c_1 = 1 \implies c_1 = 1/3$. Then $c_2 = 2/3$.
  5. The tissue amount is $y(t) = 2(1/3)e^{-t} - (2/3)e^{-4t} = \frac{2}{3}(e^{-t} - e^{-4t})$.

Answer: y(t) = \frac{2}{3}(e^{-t} - e^{-4t})

Problem 3. A patient requires a drug to be maintained at a level where the slow-mode component does not drop below $50\%$ of its initial value. If the system eigenvalues are $-0.2$ and $-1.5$, what is the maximum allowable time between doses?
Reveal solution
  1. The slow eigenvalue is $\lambda_{\text{slow}} = -0.2$.
  2. The slow-mode component decays as $e^{-0.2t}$.
  3. We want $e^{-0.2t} = 0.5$.
  4. Taking the natural log: $-0.2t = \ln(0.5) = -\ln 2$.
  5. Solving for $t$: $t = \ln 2 / 0.2 = 0.693 / 0.2 = 3.465$.

Answer: t \approx 3.465

L63. Systems clinic — full worked analyses

Module 4  2026-10-06  ·  11:48  ·  practice PDF

Practice problems (3)
Problem 1. Perform a full analysis of the system $\begin{pmatrix} x' \\ y' \end{pmatrix} = \begin{pmatrix} -1 & 2 \\ -1 & -3 \end{pmatrix} \begin{pmatrix} x \\ y \end{pmatrix}$. Classify the equilibrium, find the general solution, and describe the phase portrait.
Reveal solution
  1. Compute trace and determinant: $\text{tr}(A) = -4$, $\text{det}(A) = (-1)(-3) - (2)(-1) = 3 + 2 = 5$.
  2. Solve characteristic equation: $\lambda^2 + 4\lambda + 5 = 0$. Using quadratic formula, $\lambda = \frac{-4 \pm \sqrt{16 - 20}}{2} = -2 \pm i$.
  3. Since the real part is $-2$ and the imaginary part is $1$, the equilibrium is a stable spiral.
  4. The general solution takes the form $\mathbf{x}(t) = e^{-2t} (c_1 \mathbf{u}(t) + c_2 \mathbf{w}(t))$ where $\mathbf{u}$ and $\mathbf{w}$ are trigonometric vectors.

Answer: Stable spiral with eigenvalues $\lambda = -2 \pm i$.

Problem 2. Given the system $x' = 2x + 3y$ and $y' = 2x + y$, find the eigenvalues and eigenvectors, and determine the type of equilibrium at the origin.
Reveal solution
  1. Matrix $A = \begin{pmatrix} 2 & 3 \\ 2 & 1 \end{pmatrix}$.
  2. Characteristic equation: $\text{det}\begin{pmatrix} 2-\lambda & 3 \\ 2 & 1-\lambda \end{pmatrix} = (2-\lambda)(1-\lambda) - 6 = \lambda^2 - 3\lambda - 4 = 0$.
  3. Factoring gives $(\lambda - 4)(\lambda + 1) = 0$, so $\lambda_1 = 4, \lambda_2 = -1$.
  4. For $\lambda = 4$: $-2x + 3y = 0 \implies \mathbf{v}_1 = \begin{pmatrix} 3 \\ 2 \end{pmatrix}$.
  5. For $\lambda = -1$: $3x + 3y = 0 \implies \mathbf{v}_2 = \begin{pmatrix} 1 \\ -1 \end{pmatrix}$.
  6. Since eigenvalues are real and opposite, the origin is a saddle point.

Answer: Saddle point with $\lambda = 4, -1$ and eigenvectors $\begin{pmatrix} 3 \\ 2 \end{pmatrix}, \begin{pmatrix} 1 \\ -1 \end{pmatrix}$.

Problem 3. A system has a matrix $A$ with $\text{tr}(A) = 0$ and $\text{det}(A) = 9$. Find the eigenvalues and describe the motion of a trajectory starting at $(1, 0)$.
Reveal solution
  1. Characteristic equation: $\lambda^2 - \text{tr}(A)\lambda + \text{det}(A) = 0 \implies \lambda^2 + 9 = 0$.
  2. Eigenvalues are $\lambda = \pm 3i$.
  3. This is a center. The trajectories are ellipses centered at the origin.
  4. The motion is a periodic orbit with frequency $\omega = 3$ and period $T = 2\pi/3$.

Answer: Center with eigenvalues $\lambda = \pm 3i$; the trajectory is a periodic elliptical orbit.

L64. Module 4 review + self-test

Module 4  2026-10-07  ·  11:34  ·  practice PDF

Practice problems (3)
Problem 1. Find the general solution and classify the equilibrium point at the origin for the system $\begin{cases} x' = 2x + 3y \\ y' = 4x - y \end{cases}$.
Reveal solution
  1. Write the matrix $A = \begin{pmatrix} 2 & 3 \\ 4 & -1 \end{pmatrix}$.
  2. Find the characteristic equation: $\det(A - \lambda I) = (2-\lambda)(-1-\lambda) - 12 = \lambda^2 - \lambda - 14 = 0$.
  3. Solve for $\lambda$: $\lambda = \frac{1 \pm \sqrt{1 + 56}}{2} = \frac{1 \pm \sqrt{57}}{2}$.
  4. Since the eigenvalues are real and have opposite signs ($\sqrt{57} > 1$), the equilibrium is a saddle point.
  5. Find eigenvectors $\mathbf{v}_1, \mathbf{v}_2$ and write $\mathbf{x}(t) = c_1 e^{\lambda_1 t} \mathbf{v}_1 + c_2 e^{\lambda_2 t} \mathbf{v}_2$.

Answer: Saddle point; $\lambda = \frac{1 \pm \sqrt{57}}{2}$

Problem 2. Determine the stability and type of the equilibrium for the system $\begin{cases} x' = -x + y \\ y' = -x - y \end{cases}$.
Reveal solution
  1. Matrix $A = \begin{pmatrix} -1 & 1 \\ -1 & -1 \end{pmatrix}$.
  2. Trace $\text{tr}(A) = -2$, Determinant $\det(A) = (-1)(-1) - (1)(-1) = 2$.
  3. Characteristic equation: $\lambda^2 + 2\lambda + 2 = 0$.
  4. Eigenvalues: $\lambda = \frac{-2 \pm \sqrt{4 - 8}}{2} = -1 \pm i$.
  5. Since the real part is negative and the imaginary part is non-zero, it is a stable spiral.

Answer: Stable spiral

Problem 3. Find the steady-state solution (particular solution) for the non-homogeneous system $\begin{pmatrix} x' \\ y' \end{pmatrix} = \begin{pmatrix} -2 & 1 \\ 1 & -2 \end{pmatrix} \begin{pmatrix} x \\ y \end{pmatrix} + \begin{pmatrix} 3 \\ 3 \end{pmatrix}$.
Reveal solution
  1. Set $\mathbf{x}' = 0$ for the steady state: $0 = A \mathbf{x}_p + \mathbf{b}$.
  2. Solve the system: $-2x + y = -3$ and $x - 2y = -3$.
  3. From the first eq, $y = 2x - 3$. Substitute into second: $x - 2(2x - 3) = -3$.
  4. Simplify: $x - 4x + 6 = -3 \implies -3x = -9 \implies x = 3$.
  5. Find $y$: $y = 2(3) - 3 = 3$.

Answer: $\mathbf{x}_p = \begin{pmatrix} 3 \\ 3 \end{pmatrix}$

Module 5 — Nonlinear Dynamics & Chaos (14/14)

L65. Nonlinear systems: where formulas end and geometry begins

Module 5  2026-10-08  ·  12:13  ·  practice PDF

Practice problems (3)
Problem 1. Given the nonlinear ODE $y' = y^3$, and two solutions $y_1(t) = ( -2t )^{-1/2}$ and $y_2(t) = ( -2(t-1) )^{-1/2}$, show that $y_{\text{sum}} = y_1 + y_2$ is not a solution by comparing $(y_{\text{sum}})'$ and $(y_{\text{sum}})^3$.
Reveal solution
  1. Compute the derivative: $(y_{\text{sum}})' = y_1' + y_2' = y_1^3 + y_2^3$.
  2. Compute the cube of the sum: $(y_{\text{sum}})^3 = (y_1 + y_2)^3 = y_1^3 + 3y_1^2 y_2 + 3y_1 y_2^2 + y_2^3$.
  3. Observe that $(y_{\text{sum}})' - (y_{\text{sum}})^3 = -3y_1^2 y_2 - 3y_1 y_2^2$, which is not zero.

Answer: The sum is not a solution because the cross-terms in the binomial expansion of $(y_1 + y_2)^3$ prevent the equation from being satisfied.

Problem 2. Find all equilibrium points for the nonlinear system $\begin{cases} x' = x(1-x) \\ y' = y(2-x) \end{cases}$.
Reveal solution
  1. Set $x' = 0$: $x(1-x) = 0$ implies $x = 0$ or $x = 1$.
  2. Case $x = 0$: Substitute into $y' = 0 \implies y(2-0) = 0 \implies y = 0$. Point: $(0, 0)$.
  3. Case $x = 1$: Substitute into $y' = 0 \implies y(2-1) = 0 \implies y = 0$. Point: $(1, 0)$.

Answer: The equilibrium points are $(0, 0)$ and $(1, 0)$.

Problem 3. Explain why a linear system $\mathbf{x}' = A\mathbf{x}$ cannot have a limit cycle, whereas a nonlinear system can.
Reveal solution
  1. In a linear system, the only possible closed trajectories are centers, where eigenvalues are purely imaginary.
  2. Centers are not isolated; every nearby trajectory is also a closed loop of a different size.
  3. A limit cycle must be isolated, meaning nearby trajectories must spiral toward or away from it.
  4. Linear systems lack the 'saturation' or 'feedback' terms (like $x^3$ or $xy$) needed to push trajectories toward a specific closed loop.

Answer: Linear systems only have non-isolated centers; limit cycles require nonlinearity to create isolated, attracting or repelling closed orbits.

L66. Linearisation near equilibria; the Jacobian

Module 5  2026-10-09  ·  10:10  ·  practice PDF

Practice problems (3)
Problem 1. Find the Jacobian matrix for the system $x' = x - x^2 - y$ and $y' = x^2 + y$, and classify the equilibrium point at $(0,0)$.
Reveal solution
  1. Compute partials: $f_x = 1 - 2x$, $f_y = -1$, $g_x = 2x$, $g_y = 1$.
  2. Evaluate at $(0,0)$: $A = \begin{pmatrix} 1 & -1 \\ 0 & 1 \end{pmatrix}$.
  3. Find eigenvalues: $\det(A - \lambda I) = (1 - \lambda)^2 = 0$, so $\lambda = 1, 1$.
  4. Since both eigenvalues are positive, the origin is an unstable node (source).

Answer: Unstable node (source)

Problem 2. For the system $x' = y$, $y' = -x - x^3$, find the equilibrium point and determine if the linearisation at that point is conclusive.
Reveal solution
  1. Equilibria: $y = 0$ and $-x - x^3 = 0 \implies x(1 + x^2) = 0 \implies x = 0$. Point is $(0,0)$.
  2. Jacobian: $J = \begin{pmatrix} 0 & 1 \\ -1 - 3x^2 & 0 \end{pmatrix}$.
  3. Evaluate at $(0,0)$: $A = \begin{pmatrix} 0 & 1 \\ -1 & 0 \end{pmatrix}$.
  4. Eigenvalues: $\lambda^2 + 1 = 0 \implies \lambda = \pm i$.
  5. Since $\text{Re}(\lambda) = 0$, the linearisation is inconclusive.

Answer: Inconclusive

Problem 3. Consider the system $x' = 2x - y$, $y' = x + 2y - x^2$. Find the equilibrium point in the first quadrant and classify it using the Jacobian.
Reveal solution
  1. Equilibria: $y = 2x$ and $x + 2(2x) - x^2 = 0 \implies 5x - x^2 = 0 \implies x = 0, 5$. First quadrant point is $(5, 10)$.
  2. Jacobian: $J = \begin{pmatrix} 2 & -1 \\ 1 - 2x & 2 \end{pmatrix}$.
  3. Evaluate at $(5, 10)$: $A = \begin{pmatrix} 2 & -1 \\ -9 & 2 \end{pmatrix}$.
  4. Eigenvalues: $(2 - \lambda)^2 - 9 = 0 \implies 2 - \lambda = \pm 3 \implies \lambda = 5, -1$.
  5. Opposite signs indicate a saddle point.

Answer: Saddle point

L67. Predator-prey (Lotka-Volterra) — full analysis

Module 5  2026-10-10  ·  10:45  ·  practice PDF

Practice problems (3)
Problem 1. For the system $\frac{dx}{dt} = 2x - xy$ and $\frac{dy}{dt} = 0.5xy - 3y$, find the non-zero equilibrium point $(x^*, y^*)$ and compute the Jacobian matrix at this point.
Reveal solution
  1. Set $2x - xy = 0 \implies x(2 - y) = 0$. Since $x \neq 0$, $y^* = 2$.
  2. Set $0.5xy - 3y = 0 \implies y(0.5x - 3) = 0$. Since $y \neq 0$, $0.5x = 3 \implies x^* = 6$.
  3. The Jacobian is $J = \begin{pmatrix} 2-y & -x \\ 0.5y & 0.5x-3 \end{pmatrix}$.
  4. At $(6, 2)$, $J = \begin{pmatrix} 2-2 & -6 \\ 0.5(2) & 0.5(6)-3 \end{pmatrix} = \begin{pmatrix} 0 & -6 \\ 1 & 0 \end{pmatrix}$.

Answer: (x^*, y^*) = (6, 2), J = \begin{pmatrix} 0 & -6 \\ 1 & 0 \end{pmatrix}

Problem 2. Using the Jacobian from the previous problem, find the eigenvalues of the coexistence equilibrium and describe the linearised behavior.
Reveal solution
  1. The characteristic equation is $\det(J - \lambda I) = \det\begin{pmatrix} -\lambda & -6 \\ 1 & -\lambda \end{pmatrix} = 0$.
  2. This gives $\lambda^2 - (-6)(1) = 0 \implies \lambda^2 + 6 = 0$.
  3. The eigenvalues are $\lambda = \pm i\sqrt{6}$.
  4. Since the eigenvalues are purely imaginary, the linearised system is a center.

Answer: \lambda = \pm i\sqrt{6}, \text{ linear centre}

Problem 3. Show that the function $V(x, y) = 0.5x - 3\ln x + y - 2\ln y$ is constant along trajectories of the system $\frac{dx}{dt} = 2x - xy$ and $\frac{dy}{dt} = 0.5xy - 3y$.
Reveal solution
  1. Compute the total derivative $\frac{dV}{dt} = \frac{\partial V}{\partial x}\frac{dx}{dt} + \frac{\partial V}{\partial y}\frac{dy}{dt}$.
  2. $\frac{\partial V}{\partial x} = 0.5 - \frac{3}{x}$ and $\frac{\partial V}{\partial y} = 1 - \frac{2}{y}$.
  3. $\frac{dV}{dt} = (0.5 - \frac{3}{x})(2x - xy) + (1 - \frac{2}{y})(0.5xy - 3y)$.
  4. $\frac{dV}{dt} = (0.5 - \frac{3}{x})x(2-y) + (1 - \frac{2}{y})y(0.5x-3)$.
  5. $\frac{dV}{dt} = (0.5x-3)(2-y) + (y-2)(0.5x-3)$.
  6. $\frac{dV}{dt} = (0.5x-3)(2-y) - (2-y)(0.5x-3) = 0$.

Answer: \frac{dV}{dt} = 0

L68. Competing species; coexistence vs exclusion

Module 5  2026-10-11  ·  10:58  ·  practice PDF

Practice problems (3)
Problem 1. Given the system $x' = x(1 - \frac{x + 0.4y}{50})$ and $y' = y(1 - \frac{y + 0.3x}{100})$, find the x and y intercepts of both nullclines and determine if the species coexist stably.
Reveal solution
  1. The x-nullcline is $x + 0.4y = 50$. Intercepts are $(50, 0)$ and $(0, 125)$.
  2. The y-nullcline is $y + 0.3x = 100$. Intercepts are $(333.33, 0)$ and $(0, 100)$.
  3. The carrying capacities are $K_1 = 50$ and $K_2 = 100$.
  4. Comparing intercepts: $50 < 333.33$ and $100 < 125$.
  5. Since the carrying capacities are the inner intercepts of the nullcline system, the interior equilibrium is stable.

Answer: Stable coexistence; equilibrium at $(30, 50)$.

Problem 2. For a system with $K_1 = 10, K_2 = 10, a_{12} = 2, a_{21} = 2$, sketch the nullclines and describe the stability of the interior equilibrium.
Reveal solution
  1. x-nullcline: $x + 2y = 10$. Intercepts: $(10, 0), (0, 5)$.
  2. y-nullcline: $y + 2x = 10$. Intercepts: $(5, 0), (0, 10)$.
  3. The carrying capacities $(10, 0)$ and $(0, 10)$ are the outer intercepts.
  4. Checking the condition: $K_1 > K_2/a_{21} \implies 10 > 10/2 = 5$ and $K_2 > K_1/a_{12} \implies 10 > 10/2 = 5$.
  5. Both conditions for unstable coexistence are met, making the interior point a saddle.

Answer: Unstable coexistence (saddle point); competitive exclusion occurs.

Problem 3. If species x is a 'super-competitor' such that $a_{12} = 0.1$ and $a_{21} = 5$ with $K_1 = K_2 = 10$, which species will survive regardless of initial populations?
Reveal solution
  1. x-nullcline: $x + 0.1y = 10$. Intercepts: $(10, 0), (0, 100)$.
  2. y-nullcline: $y + 5x = 10$. Intercepts: $(2, 0), (0, 10)$.
  3. The x-nullcline is entirely above and to the right of the y-nullcline in the first quadrant.
  4. Therefore, $x' > 0$ whenever $y' > 0$ is possible, and $x$ will always drive $y$ to zero.

Answer: Species x will always survive; species y is excluded.

L69. The nonlinear pendulum — beyond small angles

Module 5  2026-10-12  ·  10:51  ·  practice PDF

Practice problems (3)
Problem 1. For a pendulum where $\frac{g}{L} = 2$, given the initial conditions $y(0) = 0$ and $v(0) = 2$, determine if the motion is libration or rotation.
Reveal solution
  1. Calculate the energy constant $C = \frac{1}{2}v^2 - \frac{g}{L}\cos(y)$.
  2. Substitute the values: $C = \frac{1}{2}(2)^2 - 2\cos(0) = 2 - 2(1) = 0$.
  3. The critical energy for the separatrix is $C_{crit} = \frac{g}{L} = 2$.
  4. Since $0 < 2$, the energy is below the critical threshold.

Answer: Libration

Problem 2. Find the energy constant $C$ for a pendulum with $\frac{g}{L} = 1$ that starts at the unstable equilibrium $y = \pi$ with a small nudge of $v = 0.1$. Is this motion libration or rotation?
Reveal solution
  1. Use the formula $C = \frac{1}{2}v^2 - \frac{g}{L}\cos(y)$.
  2. Substitute the values: $C = \frac{1}{2}(0.1)^2 - 1\cos(\pi) = 0.005 - (-1) = 1.005$.
  3. The critical energy is $C_{crit} = \frac{g}{L} = 1$.
  4. Since $1.005 > 1$, the energy is slightly above the separatrix.

Answer: Rotation

Problem 3. A pendulum with $\frac{g}{L} = 3$ is released from rest at an angle $y = \frac{\pi}{2}$. Determine if it will reach the top position $y = \pi$.
Reveal solution
  1. Calculate the energy constant: $C = \frac{1}{2}(0)^2 - 3\cos(\frac{\pi}{2}) = 0 - 3(0) = 0$.
  2. The critical energy required to reach the top is $C_{crit} = \frac{g}{L} = 3$.
  3. Since $0 < 3$, the pendulum does not have enough energy to reach the top.
  4. The maximum angle $y_{max}$ occurs when $v = 0$, so $0 - 3\cos(y_{max}) = 0$, meaning $\cos(y_{max}) = 0$, so $y_{max} = \frac{\pi}{2}$.

Answer: No, it will not reach the top.

L70. Energy methods and conserved quantities

Module 5  2026-10-13  ·  11:10  ·  practice PDF

Practice problems (3)
Problem 1. Find the conserved quantity $H(x, y)$ for the system $x' = xy$ and $y' = -x^2$.
Reveal solution
  1. Set up the condition for a conserved quantity: $\frac{\partial H}{\partial x}(xy) + \frac{\partial H}{\partial y}(-x^2) = 0$.
  2. Divide by $x$ (assuming $x \neq 0$): $y \frac{\partial H}{\partial x} - x \frac{\partial H}{\partial y} = 0$.
  3. This implies the ratio of partials is $\frac{\partial H}{\partial x} / \frac{\partial H}{\partial y} = x/y$.
  4. Integrating $\frac{\partial H}{\partial x} = x$ gives $H = \frac{1}{2}x^2 + g(y)$.
  5. Integrating $\frac{\partial H}{\partial y} = y$ gives $H = \frac{1}{2}y^2 + f(x)$.
  6. Combining these, we find $H(x, y) = \frac{1}{2}(x^2 + y^2)$.

Answer: H(x, y) = \frac{1}{2}(x^2 + y^2)

Problem 2. Given the Hamiltonian $H(x, y) = e^x + \frac{1}{2}y^2$, write the corresponding system of first-order ODEs.
Reveal solution
  1. Use the Hamiltonian rules: $x' = \frac{\partial H}{\partial y}$ and $y' = -\frac{\partial H}{\partial x}$.
  2. Compute the partial derivative with respect to $y$: $\frac{\partial H}{\partial y} = y$.
  3. Compute the partial derivative with respect to $x$: $\frac{\partial H}{\partial x} = e^x$.
  4. Substitute these into the rules to get the system.

Answer: x' = y, \quad y' = -e^x

Problem 3. For the system $x' = y$ and $y' = -x - x^3$, find the conserved quantity $H(x, y)$ and determine if the origin is a center or a saddle.
Reveal solution
  1. The condition is $\frac{\partial H}{\partial x}(y) + \frac{\partial H}{\partial y}(-x - x^3) = 0$.
  2. Rearrange to $\frac{\partial H}{\partial x} = x + x^3$ and $\frac{\partial H}{\partial y} = y$.
  3. Integrate $\frac{\partial H}{\partial x}$ with respect to $x$: $H = \frac{1}{2}x^2 + \frac{1}{4}x^4 + g(y)$.
  4. Integrate $\frac{\partial H}{\partial y}$ with respect to $y$: $H = \frac{1}{2}y^2 + f(x)$.
  5. The conserved quantity is $H(x, y) = \frac{1}{2}y^2 + \frac{1}{2}x^2 + \frac{1}{4}x^4$.
  6. Since $H$ has a strict local minimum at $(0,0)$, the level sets are closed loops around the origin, making it a center.

Answer: H(x, y) = \frac{1}{2}y^2 + \frac{1}{2}x^2 + \frac{1}{4}x^4; \text{ the origin is a center.}

L71. Limit cycles; the van der Pol oscillator

Module 5  2026-10-14  ·  10:00  ·  practice PDF

Practice problems (3)
Problem 1. Consider the system $x' = y$ and $y' = (1 - x^2)y - x$. If the system starts at $(0.01, 0)$, will it converge to the origin or spiral outward? Explain using the concept of damping.
Reveal solution
  1. Identify the damping term as $(1 - x^2)y$.
  2. At the starting point $x = 0.01$, the term $(1 - x^2)$ is approximately $1 - 0.0001 = 0.9999$.
  3. Since the coefficient of $y$ is positive in the $y'$ equation (which corresponds to negative damping in the standard $y'' + cy' + ky = 0$ form), energy is added to the system.
  4. Therefore, the trajectory will spiral outward away from the origin.

Answer: It will spiral outward because the damping is negative for small $x$.

Problem 2. For the van der Pol oscillator $y'' - \mu (1 - y^2) y' + y = 0$, what happens to the limit cycle as $\mu \to 0$? Describe the shape in the phase plane.
Reveal solution
  1. As $\mu \to 0$, the nonlinear damping term $\mu (1 - y^2) y'$ vanishes.
  2. The equation approaches the linear harmonic oscillator $y'' + y = 0$.
  3. The trajectories of a linear harmonic oscillator are circles in the phase plane (when scaled).
  4. Thus, the limit cycle becomes nearly circular and the attraction to it becomes very slow.

Answer: The limit cycle becomes nearly circular, resembling a linear harmonic oscillator.

Problem 3. A system is described by $x' = y$ and $y' = -x + y(x^2 - 1)$. Is the limit cycle in this system stable or unstable? Justify your answer by checking the behavior near the origin.
Reveal solution
  1. Look at the damping term $y(x^2 - 1)$.
  2. Near the origin ($x \approx 0$), the term is approximately $-y$.
  3. In the equation $y' = -x - y$, the damping is positive, meaning energy is removed.
  4. Since the origin is stable (trajectories spiral inward), the limit cycle (which exists at $x \approx 1$) must repel trajectories from the inside.
  5. Therefore, the limit cycle is unstable.

Answer: The limit cycle is unstable because the origin is a stable spiral.

L72. The Poincare-Bendixson theorem

Module 5  2026-10-15  ·  10:24  ·  practice PDF

Practice problems (3)
Problem 1. Given a system where $\frac{dr}{dt} = r(1 - r^2)$ and $\frac{d\theta}{dt} = 1$, show that the region $R = \{ (r, \theta) : 0.5 \le r \le 2 \}$ is a trapping region and use the Poincare-Bendixson theorem to conclude a limit cycle exists.
Reveal solution
  1. Check the inner boundary $r = 0.5$: $\frac{dr}{dt} = 0.5(1 - 0.25) = 0.375 > 0$, so the flow points outward into $R$.
  2. Check the outer boundary $r = 2$: $\frac{dr}{dt} = 2(1 - 4) = -6 < 0$, so the flow points inward into $R$.
  3. Identify fixed points: $\frac{dr}{dt} = 0$ at $r=0$ and $r=1$. $\frac{d\theta}{dt} = 1$ means there are no fixed points since $\frac{d\theta}{dt}$ is never zero.
  4. Since $R$ is a bounded trapping region with no fixed points, a limit cycle must exist by Poincare-Bendixson.

Answer: The region is trapping and contains no fixed points, thus a limit cycle exists at $r=1$.

Problem 2. Consider a 2D system with a trapping region $D$. If $D$ contains exactly one fixed point which is an unstable spiral, does the Poincare-Bendixson theorem guarantee a limit cycle?
Reveal solution
  1. The theorem requires the region to have no fixed points.
  2. However, we can create a smaller trapping region by removing a small disk around the unstable spiral.
  3. Since the spiral is unstable, trajectories near it move away from it, meaning the boundary of this small disk acts as an 'outward' boundary.
  4. The resulting annular region is now a trapping region with no fixed points.

Answer: Yes, by excluding the unstable fixed point, we create a trapping region without fixed points, guaranteeing a limit cycle.

Problem 3. Explain why the Poincare-Bendixson theorem does not apply to the Lorenz system $\begin{cases} x' = \sigma(y-x) \\ y' = x(\rho-z)-y \\ z' = xy-\beta z \end{cases}$.
Reveal solution
  1. The Poincare-Bendixson theorem specifically applies to systems of two first-order ODEs (2D flows).
  2. The Lorenz system consists of three first-order ODEs, meaning it is a 3D flow.
  3. In 3D, trajectories can avoid crossing without being forced into a point or a loop.

Answer: The theorem only applies to 2D systems; the Lorenz system is 3D.

L73. Bifurcations I — saddle-node and transcritical

Module 5  2026-10-16  ·  11:09  ·  practice PDF

Practice problems (3)
Problem 1. Find the bifurcation point $r_c$ and sketch the bifurcation diagram for the system $y' = r + 2y - y^2$. Identify which branch is stable.
Reveal solution
  1. Set $r + 2y - y^2 = 0$ and solve for $y$ using the quadratic formula: $y = \frac{-2 \pm \sqrt{4 - 4(-1)(r)}}{-2} = 1 \pm \sqrt{1+r}$.
  2. The bifurcation occurs when the discriminant is zero: $1+r = 0 \implies r_c = -1$.
  3. For $r > -1$, there are two equilibria: $y = 1 + \sqrt{1+r}$ and $y = 1 - \sqrt{1+r}$.
  4. Check stability using $f'(y) = 2 - 2y$. For the upper branch $y = 1 + \sqrt{1+r}$, $f'(y) = -2\sqrt{1+r} < 0$, so it is stable.
  5. For the lower branch $y = 1 - \sqrt{1+r}$, $f'(y) = 2\sqrt{1+r} > 0$, so it is unstable.

Answer: Bifurcation point $r_c = -1$; stable branch $y = 1 + \sqrt{1+r}$, unstable branch $y = 1 - \sqrt{1+r}$.

Problem 2. Analyze the system $y' = ry - 2y^3$. Does this exhibit a transcritical bifurcation at $r=0$? Explain why or why not.
Reveal solution
  1. Find equilibria: $y(r - 2y^2) = 0$. This gives $y = 0$ and $y = \pm \sqrt{r/2}$.
  2. For $r < 0$, only $y=0$ exists.
  3. For $r > 0$, three equilibria exist: $y=0, y=\sqrt{r/2}, y=-\sqrt{r/2}$.
  4. A transcritical bifurcation requires two equilibria to exist on both sides of the bifurcation point and exchange stability.
  5. Here, the number of equilibria changes from 1 to 3, which is characteristic of a pitchfork bifurcation, not a transcritical one.

Answer: No, it is a pitchfork bifurcation because the number of equilibria changes from 1 to 3.

Problem 3. A population model is given by $y' = ry(1 - y/K) - H$, where $H$ is a constant harvesting rate. For a fixed $K=100$ and $H=10$, find the value of $r$ at which a saddle-node bifurcation occurs.
Reveal solution
  1. The equation is $y' = ry - \frac{r}{100}y^2 - 10$.
  2. Equilibria occur at $-\frac{r}{100}y^2 + ry - 10 = 0$.
  3. This is a quadratic in $y$. A saddle-node bifurcation occurs when the discriminant is zero: $D = r^2 - 4(-\frac{r}{100})(-10) = 0$.
  4. Simplify: $r^2 - \frac{40r}{100} = 0 \implies r^2 - 0.4r = 0$.
  5. Solving for $r$ (excluding $r=0$ as it would make the equation $y' = -10$): $r = 0.4$.

Answer: The saddle-node bifurcation occurs at $r = 0.4$.

L74. Bifurcations II — pitchfork and Hopf

Module 5  2026-10-17  ·  10:22  ·  practice PDF

Practice problems (3)
Problem 1. For the system $y' = 3y - 2y^3$, find all equilibrium points and determine their stability.
Reveal solution
  1. Set $3y - 2y^3 = 0$, which factors as $y(3 - 2y^2) = 0$.
  2. The equilibria are $y = 0$ and $y = \pm\sqrt{3/2}$.
  3. The derivative of the right hand side is $f'(y) = 3 - 6y^2$.
  4. At $y = 0$, $f'(0) = 3 > 0$, so it is unstable.
  5. At $y = \pm\sqrt{3/2}$, $f'(\pm\sqrt{3/2}) = 3 - 6(3/2) = 3 - 9 = -6 < 0$, so they are stable.

Answer: y = 0 \text{ (unstable)}, y = \pm\sqrt{1.5} \text{ (stable)}

Problem 2. In the Hopf normal form with $\mu = 4$, what is the radius of the stable limit cycle, and what is the period of the oscillation?
Reveal solution
  1. The radius of the limit cycle is given by $R = \sqrt{\mu}$.
  2. Substituting $\mu = 4$ gives $R = \sqrt{4} = 2$.
  3. The angular velocity is $\theta' = 1$.
  4. The period $T$ is $2\pi / \theta' = 2\pi / 1 = 2\pi$.

Answer: R = 2, T = 2\pi

Problem 3. Consider the system $x' = \mu x - y - x(x^2+y^2)$ and $y' = x + \mu y - y(x^2+y^2)$. Show that for $\mu = 1$, the trajectory $x = \cos(t), y = \sin(t)$ is a solution.
Reveal solution
  1. Compute $x' = -\sin(t)$ and $y' = \cos(t)$.
  2. Substitute into $x'$ equation: $1 \cos(t) - \sin(t) - \cos(t)( \cos^2(t) + \sin^2(t)) = \cos(t) - \sin(t) - \cos(t) = -\sin(t)$.
  3. Substitute into $y'$ equation: $\cos(t) + 1 \sin(t) - \sin(t)( \cos^2(t) + \sin^2(t)) = \cos(t) + \sin(t) - \sin(t) = \cos(t)$.
  4. Both equations are satisfied.

Answer: The trajectory satisfies both ODEs exactly.

L75. The Lorenz system I — the butterfly discovered

Module 5  2026-10-18  ·  10:38  ·  practice PDF

Practice problems (3)
Problem 1. For a Lorenz system with $\sigma = 10$, $\beta = 8/3$, and $\rho = 15$, verify that the origin $(0, 0, 0)$ is an equilibrium point.
Reveal solution
  1. Substitute $x=0, y=0, z=0$ into the first equation: $x' = 10(0 - 0) = 0$.
  2. Substitute into the second equation: $y' = 0(15 - 0) - 0 = 0$.
  3. Substitute into the third equation: $z' = (0)(0) - (8/3)(0) = 0$.
  4. Since all derivatives are zero, the origin is an equilibrium.

Answer: Yes, $(0,0,0)$ is an equilibrium.

Problem 2. Find the non-zero equilibrium points for the Lorenz system when $\sigma = 10$, $\beta = 2$, and $\rho = 3$.
Reveal solution
  1. Set $x' = 0 \implies x = y$.
  2. Set $z' = 0 \implies z = x^2/\beta = x^2/2$.
  3. Substitute into $y' = 0$: $x(3 - x^2/2) - x = 0$.
  4. Factor: $x(2 - x^2/2) = 0$.
  5. Solve $x^2/2 = 2 \implies x^2 = 4 \implies x = \pm 2$.
  6. For $x=2$, $y=2$ and $z=2^2/2 = 2$. For $x=-2$, $y=-2$ and $z=(-2)^2/2 = 2$.

Answer: $(2, 2, 2)$ and $(-2, -2, 2)$

Problem 3. Explain why the Poincare-Bendixson theorem implies that the Lorenz system must have at least three variables to exhibit chaos.
Reveal solution
  1. The Poincare-Bendixson theorem states that in a bounded 2D region, any trajectory that does not approach a fixed point must approach a limit cycle.
  2. Chaos is characterized by non-periodic, non-convergent trajectories that never intersect.
  3. In 2D, a trajectory cannot 'dodge' another trajectory or a limit cycle without crossing it, which is forbidden by uniqueness of solutions.
  4. Therefore, the complex folding and weaving required for a strange attractor requires a third dimension to avoid self-intersection.

Answer: Because 2D bounded trajectories are limited to fixed points or limit cycles; a third dimension is needed to allow non-intersecting, non-periodic paths.

L76. The Lorenz system II — sensitive dependence

Module 5  2026-10-19  ·  9:52  ·  practice PDF

Practice problems (3)
Problem 1. A chaotic system has a Lyapunov exponent of $\lambda = 0.5$. If the initial uncertainty in the state is $\delta(0) = 10^{-6}$, how long does it take for the uncertainty to grow to $\delta(t) = 1$? Give your answer to two decimal places.
Reveal solution
  1. Use the formula $\delta(t) = \delta(0) e^{\lambda t}$.
  2. Substitute the values: $1 = 10^{-6} e^{0.5 t}$.
  3. Divide by $10^{-6}$: $10^6 = e^{0.5 t}$.
  4. Take the natural logarithm of both sides: $\ln(10^6) = 0.5 t$.
  5. Solve for $t$: $t = \frac{6 \ln(10)}{0.5} = 12 \ln(10) \approx 12 \times 2.3025$.
  6. Calculate the final value: $t \approx 27.63$.

Answer: 27.63

Problem 2. Suppose you increase the precision of your initial measurement by a factor of $100$ (reducing $\delta(0)$ by $100$). For a system with $\lambda = 0.8$, by how much additional time $\Delta t$ is the predictability horizon extended?
Reveal solution
  1. The time to reach a certain error $\epsilon$ is $t = \frac{1}{\lambda} \ln(\epsilon / \delta(0))$.
  2. The extension is $\Delta t = t_{\text{new}} - t_{\text{old}} = \frac{1}{\lambda} \ln(\epsilon / (\delta(0)/100)) - \frac{1}{\lambda} \ln(\epsilon / \delta(0))$.
  3. Simplify using log laws: $\Delta t = \frac{1}{\lambda} \ln(100)$.
  4. Substitute $\lambda = 0.8$: $\Delta t = \frac{\ln(100)}{0.8}$.
  5. Calculate: $\Delta t \approx \frac{4.605}{0.8} \approx 5.76$.

Answer: 5.76

Problem 3. Explain why a system with a negative Lyapunov exponent cannot be chaotic, and relate this to the concept of an attractor.
Reveal solution
  1. A negative Lyapunov exponent $\lambda < 0$ implies that $\delta(t) = \delta(0) e^{\lambda t}$ decays toward zero as $t \to \infty$.
  2. This means nearby trajectories converge rather than diverge, which is the opposite of sensitive dependence.
  3. In terms of attractors, this indicates that the system is attracted to a stable fixed point or a stable limit cycle.
  4. Since chaos requires the trajectories to diverge while remaining bounded (stretching and folding), a negative $\lambda$ precludes the possibility of chaos.

Answer: Nearby trajectories converge exponentially, meaning the system is stable and lacks the sensitive dependence required for chaos.

L77. The logistic map — chaos in one line

Module 5  2026-10-20  ·  11:03  ·  practice PDF

Practice problems (3)
Problem 1. Given the logistic map $x_{n+1} = 2.5 x_n (1 - x_n)$ with $x_0 = 0.2$, compute the values of $x_1, x_2, x_3$, and $x_4$. Does the sequence appear to be converging to a fixed point?
Reveal solution
  1. Step 1: $x_1 = 2.5(0.2)(1 - 0.2) = 2.5(0.2)(0.8) = 0.4$.
  2. Step 2: $x_2 = 2.5(0.4)(1 - 0.4) = 2.5(0.4)(0.6) = 0.6$.
  3. Step 3: $x_3 = 2.5(0.6)(1 - 0.6) = 2.5(0.6)(0.4) = 0.6$.
  4. Step 4: $x_4 = 2.5(0.6)(1 - 0.6) = 0.6$.
  5. The sequence converges to the fixed point $0.6$.

Answer: x_1=0.4, x_2=0.6, x_3=0.6, x_4=0.6; yes, it converges to 0.6.

Problem 2. For the logistic map $x_{n+1} = r x_n (1 - x_n)$, find the non-zero fixed point $x^*$ in terms of $r$. For what value of $r$ does this fixed point equal $0.75$?
Reveal solution
  1. Step 1: Set $x_{n+1} = x_n = x^*$.
  2. Step 2: $x^* = r x^* (1 - x^*)$.
  3. Step 3: Divide by $x^*$ (assuming $x^* \neq 0$): $1 = r(1 - x^*)$.
  4. Step 4: Solve for $x^*$: $1/r = 1 - x^* \implies x^* = 1 - 1/r$.
  5. Step 5: Set $0.75 = 1 - 1/r \implies 1/r = 0.25 \implies r = 4$.

Answer: x^* = 1 - 1/r; r = 4.

Problem 3. Explain why the logistic map can exhibit chaos while the continuous logistic differential equation $y' = ry(1-y)$ cannot. Mention the role of dimensionality and time.
Reveal solution
  1. Step 1: The continuous logistic equation is a first-order ODE in one dimension. In 1D continuous systems, trajectories cannot cross and must move monotonically toward an equilibrium or infinity, preventing oscillation or chaos.
  2. Step 2: The logistic map is a discrete-time system. This allows the state to 'jump' over the equilibrium point, creating oscillations.
  3. Step 3: For continuous systems to be chaotic, the Poincare-Bendixson theorem implies they need at least three dimensions (like the Lorenz system).
  4. Step 4: Therefore, the discrete nature of the map effectively adds the complexity needed for chaos in a single variable.

Answer: Continuous 1D systems are monotonic and cannot oscillate; discrete maps can jump over equilibria, allowing for period doubling and chaos.

L78. Module 5 review + self-test

Module 5  2026-10-21  ·  11:05  ·  practice PDF

Practice problems (3)
Problem 1. Find the equilibrium points of the system $x' = 2x - xy$ and $y' = xy - 3y$, and determine the stability of each using the Jacobian matrix.
Reveal solution
  1. Set $2x - xy = 0$ and $xy - 3y = 0$.
  2. From the second equation, $y(x - 3) = 0$, so $y = 0$ or $x = 3$.
  3. If $y = 0$, then $2x = 0$, so $(0,0)$ is an equilibrium.
  4. If $x = 3$, then $6 - 3y = 0$, so $y = 2$, giving $(3,2)$ as an equilibrium.
  5. Compute Jacobian $J = \begin{pmatrix} 2-y & -x \\ y & x-3 \end{pmatrix}$.
  6. At $(0,0)$, $J = \begin{pmatrix} 2 & 0 \\ 0 & -3 \end{pmatrix}$, eigenvalues $2, -3$ (Saddle).
  7. At $(3,2)$, $J = \begin{pmatrix} 0 & -3 \\ 2 & 0 \end{pmatrix}$, eigenvalues $\pm i\sqrt{6}$ (Center/Spiral).

Answer: Equilibria at $(0,0)$ (Saddle) and $(3,2)$ (Center/Spiral).

Problem 2. For the logistic map $x_{n+1} = r x_n (1 - x_n)$, find the non-zero fixed point $x^*$ in terms of $r$ and determine the value of $r$ at which this fixed point becomes unstable.
Reveal solution
  1. Set $x = r x (1 - x)$.
  2. Divide by $x$ (assuming $x \neq 0$): $1 = r(1 - x)$.
  3. Solve for $x$: $1/r = 1 - x \implies x^* = 1 - 1/r$.
  4. Stability requires $|f'(x^*)| < 1$.
  5. Compute $f'(x) = r - 2rx$.
  6. Evaluate at $x^*$: $f'(1 - 1/r) = r - 2r(1 - 1/r) = r - 2r + 2 = 2 - r$.
  7. Instability occurs when $|2 - r| > 1$, which means $r > 3$ (since $r$ is positive).

Answer: Fixed point $x^* = 1 - 1/r$; becomes unstable at $r = 3$.

Problem 3. A chaotic system has a Lyapunov exponent of $\lambda = 0.12$. If the initial uncertainty in the state is $\epsilon_0 = 10^{-6}$ and the maximum tolerable error is $\epsilon_{max} = 0.1$, calculate the horizon of predictability $t_{horizon}$.
Reveal solution
  1. Use the formula $\epsilon_{max} = \epsilon_0 e^{\lambda t}$.
  2. Substitute values: $0.1 = 10^{-6} e^{0.12 t}$.
  3. Divide by $10^{-6}$: $10^5 = e^{0.12 t}$.
  4. Take natural log: $\ln(10^5) = 0.12 t$.
  5. Calculate $\ln(10^5) \approx 11.513$.
  6. Solve for $t$: $t = 11.513 / 0.12 \approx 95.94$.

Answer: $t_{horizon} \approx 95.94$ time units.

Module 6 — Series Solutions & Special Functions (10/10)

L79. Power series solutions I — the method

Module 6  2026-10-22  ·  11:21  ·  practice PDF

Practice problems (3)
Problem 1. Find the first four non-zero coefficients of the power series solution for $y'' - y = 0$ given the initial conditions $y(0) = 1$ and $y'(0) = 1$.
Reveal solution
  1. Assume $y = \sum a_k x^k$, then $y'' = \sum k(k-1)a_k x^{k-2}$.
  2. Substitute into $y'' - y = 0$: $\sum (k+2)(k+1)a_{k+2} x^k - \sum a_k x^k = 0$.
  3. Recurrence relation: $a_{k+2} = a_k / ((k+2)(k+1))$.
  4. Given $a_0 = 1, a_1 = 1$.
  5. Compute $a_2 = a_0 / (2 \cdot 1) = 1/2$.
  6. Compute $a_3 = a_1 / (3 \cdot 2) = 1/6$.

Answer: $a_0 = 1, a_1 = 1, a_2 = 1/2, a_3 = 1/6$

Problem 2. For the equation $y'' + 4y = 0$, derive the recurrence relation for the coefficients $a_k$.
Reveal solution
  1. Substitute $y = \sum a_k x^k$ and $y'' = \sum (k+2)(k+1)a_{k+2} x^k$.
  2. The equation becomes $\sum [(k+2)(k+1)a_{k+2} + 4a_k] x^k = 0$.
  3. Set the coefficient to zero: $(k+2)(k+1)a_{k+2} + 4a_k = 0$.

Answer: $a_{k+2} = \frac{-4a_k}{(k+2)(k+1)}$

Problem 3. Using the recurrence relation $a_{k+2} = \frac{-a_k}{(k+2)(k+1)}$ and initial conditions $y(0) = 1, y'(0) = 0$, find the first three non-zero terms of the series solution.
Reveal solution
  1. Initial conditions give $a_0 = 1$ and $a_1 = 0$.
  2. Since $a_1 = 0$, all odd coefficients $a_3, a_5, \dots$ are zero.
  3. Compute $a_2 = -a_0 / (2 \cdot 1) = -1/2$.
  4. Compute $a_4 = -a_2 / (4 \cdot 3) = -(-1/2) / 12 = 1/24$.
  5. The terms are $a_0 x^0$, $a_2 x^2$, and $a_4 x^4$.

Answer: $y = 1 - \frac{x^2}{2} + \frac{x^4}{24} - \dots$

L80. Power series solutions II — Airy's equation

Module 6  2026-10-23  ·  10:17  ·  practice PDF

Practice problems (3)
Problem 1. Find the first four non-zero terms of the power series solution to $y'' = ty$ with initial conditions $y(0) = 0$ and $y'(0) = 1$.
Reveal solution
  1. Given $y(0)=0$ and $y'(0)=1$, we have $a_0 = 0$ and $a_1 = 1$.
  2. From the $k=0$ term of the ODE, $2 a_2 = 0$, so $a_2 = 0$.
  3. Using the recurrence $a_{k+2} = a_{k-1} / ((k+2)(k+1))$, the non-zero terms depend on $a_1$.
  4. For $k=2$, $a_4 = a_1 / (4 \cdot 3) = 1/12$.
  5. For $k=5$, $a_7 = a_4 / (7 \cdot 6) = (1/12) / 42 = 1/504$.
  6. For $k=8$, $a_{10} = a_7 / (10 \cdot 9) = (1/504) / 90 = 1/45360$.

Answer: $y(t) = t + \frac{1}{12}t^4 + \frac{1}{504}t^7 + \frac{1}{45360}t^{10} + \dots$

Problem 2. For the solution to $y'' = ty$ with $y(0)=1$ and $y'(0)=0$, determine the value of the coefficient $a_6$.
Reveal solution
  1. Given $a_0 = 1$ and $a_1 = 0$.
  2. The recurrence is $a_{k+2} = a_{k-1} / ((k+2)(k+1))$.
  3. First non-zero term after $a_0$ is $a_3 = a_0 / (3 \cdot 2) = 1/6$.
  4. The next non-zero term is $a_6 = a_3 / (6 \cdot 5) = (1/6) / 30 = 1/180$.

Answer: $a_6 = \frac{1}{180}$

Problem 3. Show that if $y(t)$ is a solution to $y'' = ty$, then $u(t) = y(-t)$ is a solution to $u'' = -tu$.
Reveal solution
  1. Let $u(t) = y(-t)$.
  2. By the chain rule, $u'(t) = -y'(-t)$ and $u''(t) = (-1)^2 y''(-t) = y''(-t)$.
  3. Since $y$ satisfies $y''(t) = t y(t)$, then $y''(-t) = (-t) y(-t)$.
  4. Substituting these into the expression for $u$, we get $u''(t) = -t u(t)$.

Answer: The substitution $u(t) = y(-t)$ transforms the equation $y'' = ty$ into $u'' = -tu$.

L81. Ordinary vs singular points; Cauchy-Euler equations

Module 6  2026-10-24  ·  10:46  ·  practice PDF

Practice problems (3)
Problem 1. Determine if $t = 0$ is an ordinary point or a singular point for the equation $t y'' + 2y' + ty = 0$. If it is singular, determine if it is a regular singular point.
Reveal solution
  1. Divide by $t$ to get standard form: $y'' + \frac{2}{t}y' + y = 0$.
  2. The coefficient $p(t) = \frac{2}{t}$ is discontinuous at $t=0$, so $t=0$ is a singular point.
  3. Check for regularity: $\lim_{t \to 0} t p(t) = \lim_{t \to 0} t(\frac{2}{t}) = 2$.
  4. Check the second coefficient: $\lim_{t \to 0} t^2 q(t) = \lim_{t \to 0} t^2(1) = 0$.
  5. Since both limits are finite, $t=0$ is a regular singular point.

Answer: Regular singular point

Problem 2. Solve the Cauchy-Euler equation $t^2 y'' - 2ty' + 2y = 0$ for $t > 0$.
Reveal solution
  1. Assume $y = t^r$, leading to the indicial equation $r(r-1) - 2r + 2 = 0$.
  2. Simplify: $r^2 - r - 2r + 2 = r^2 - 3r + 2 = 0$.
  3. Factor: $(r-1)(r-2) = 0$, so $r_1 = 1$ and $r_2 = 2$.
  4. The general solution is $y(t) = C_1 t^1 + C_2 t^2$.

Answer: $y(t) = C_1 t + C_2 t^2$

Problem 3. Solve the Cauchy-Euler equation $t^2 y'' + 3ty' + 2.25y = 0$ for $t > 0$.
Reveal solution
  1. Assume $y = t^r$, leading to the indicial equation $r(r-1) + 3r + 2.25 = 0$.
  2. Simplify: $r^2 + 2r + 2.25 = 0$.
  3. Use the quadratic formula: $r = \frac{-2 \pm \sqrt{4 - 4(2.25)}}{2} = \frac{-2 \pm \sqrt{4 - 9}}{2} = \frac{-2 \pm \sqrt{-5}}{2}$.
  4. The roots are $r = -1 \pm i \frac{\sqrt{5}}{2}$.
  5. Using the complex root formula with $\alpha = -1$ and $\beta = \frac{\sqrt{5}}{2}$, the solution is $y(t) = t^{-1} [C_1 \cos(\frac{\sqrt{5}}{2} \ln t) + C_2 \sin(\frac{\sqrt{5}}{2} \ln t)]$.

Answer: $y(t) = t^{-1} [C_1 \cos(\frac{\sqrt{5}}{2} \ln t) + C_2 \sin(\frac{\sqrt{5}}{2} \ln t)]$

L82. The method of Frobenius

Module 6  2026-10-25  ·  11:27  ·  practice PDF

Practice problems (3)
Problem 1. For the equation $2x^2 y'' + 3x y' + (x^2 - 1)y = 0$, determine if $x=0$ is a regular singular point and find the roots of the indicial equation.
Reveal solution
  1. Divide by $2x^2$ to get $y'' + \frac{3}{2x}y' + \frac{x^2-1}{2x^2}y = 0$.
  2. Compute $p_0 = \lim_{x \to 0} x(\frac{3}{2x}) = 1.5$.
  3. Compute $q_0 = \lim_{x \to 0} x^2(\frac{x^2-1}{2x^2}) = -0.5$.
  4. Set up the indicial equation: $r(r-1) + 1.5r - 0.5 = 0$.
  5. Simplify to $r^2 + 0.5r - 0.5 = 0$.
  6. Solve using the quadratic formula: $r = \frac{-0.5 \pm \sqrt{0.25 + 2}}{2} = \frac{-0.5 \pm 1.5}{2}$.

Answer: x=0 is a regular singular point; roots are $r_1 = 0.5, r_2 = -1$.

Problem 2. Find the first three non-zero terms of the Frobenius solution for $x y'' + 2y' + x y = 0$ corresponding to the larger root of the indicial equation.
Reveal solution
  1. Normalize: $y'' + \frac{2}{x}y' + y = 0$, so $p_0 = 2, q_0 = 0$.
  2. Indicial equation: $r(r-1) + 2r + 0 = 0 \implies r^2 + r = 0$. Roots are $r=0, r=-1$.
  3. Use $r=0$. The equation is $x y'' + 2y' + x y = 0$.
  4. Substitute $y = \sum a_k x^k$: $\sum k(k-1)a_k x^{k-1} + \sum 2k a_k x^{k-1} + \sum a_k x^{k+1} = 0$.
  5. Combine first two: $\sum k(k+1)a_k x^{k-1}$.
  6. Recurrence: $(k+2)(k+3)a_{k+2} = -a_k$.
  7. For $a_0=1$: $a_1=0$, $a_2 = -1/(2 \cdot 3) = -1/6$, $a_3=0$, $a_4 = -a_2/(4 \cdot 5) = 1/120$.

Answer: $y(x) = 1 - \frac{1}{6}x^2 + \frac{1}{120}x^4 - \dots$

Problem 3. Explain why the standard power series method fails for the equation $x^2 y'' + y = 0$ at $x=0$, and find the Frobenius exponents.
Reveal solution
  1. Normalize: $y'' + \frac{1}{x^2}y = 0$.
  2. Check $p_0 = \lim x(0) = 0$ (finite).
  3. Check $q_0 = \lim x^2(\frac{1}{x^2}) = 1$ (finite).
  4. It is a regular singular point, but the solution is not a polynomial because the indicial equation is $r(r-1) + 0r + 1 = 0$.
  5. Simplify: $r^2 - r + 1 = 0$.
  6. Solve: $r = \frac{1 \pm \sqrt{1-4}}{2} = \frac{1}{2} \pm i\frac{\sqrt{3}}{2}$.

Answer: Standard power series fail because the exponents are complex; the Frobenius exponents are $r = \frac{1}{2} \pm i\frac{\sqrt{3}}{2}$.

L83. Bessel's equation and Bessel functions

Module 6  2026-10-26  ·  10:09  ·  practice PDF

Practice problems (3)
Problem 1. Identify the order $n$ of the differential equation $x^2 y'' + x y' + (x^2 - 9) y = 0$ and state the general solution in terms of Bessel functions.
Reveal solution
  1. Compare the equation to the standard form $x^2 y'' + x y' + (x^2 - n^2) y = 0$.
  2. Observe that $n^2 = 9$, which means $n = 3$.
  3. The general solution is a linear combination of the first and second kind functions of order 3.

Answer: n = 3, y(x) = C_1 J_3(x) + C_2 Y_3(x)

Problem 2. A circular membrane of radius $R = 1$ is vibrating in its fundamental mode (order $n=0$). Given that the first zero of $J_0(x)$ is approximately $2.4048$, what is the value of the scaling factor $k$ if the radial solution is $y(r) = J_0(kr)$ and the boundary condition is $y(1) = 0$?
Reveal solution
  1. The boundary condition requires $J_0(k \cdot 1) = 0$.
  2. This means $k$ must be a zero of the Bessel function $J_0$.
  3. For the fundamental mode, we use the first zero.

Answer: k \approx 2.4048

Problem 3. Determine if the equation $y'' + \frac{1}{x} y' + (1 - \frac{1}{4x^2}) y = 0$ is a Bessel equation. If so, find its order $n$.
Reveal solution
  1. Multiply the entire equation by $x^2$ to bring it to standard form.
  2. The equation becomes $x^2 y'' + x y' + (x^2 - \frac{1}{4}) y = 0$.
  3. Compare this to $x^2 y'' + x y' + (x^2 - n^2) y = 0$.
  4. We find $n^2 = 1/4$, so $n = 1/2$.

Answer: Yes, it is a Bessel equation of order n = 1/2

L84. Legendre's equation and Legendre polynomials

Module 6  2026-10-27  ·  10:59  ·  practice PDF

Practice problems (3)
Problem 1. Verify that $P_2(x) = \frac{1}{2}(3x^2 - 1)$ satisfies Legendre's equation for $n=2$.
Reveal solution
  1. Compute $P_2'(x) = 3x$ and $P_2''(x) = 3$.
  2. Substitute into $(1-x^2)y'' - 2xy' + 6y$.
  3. $(1-x^2)(3) - 2x(3x) + 6(\frac{3}{2}x^2 - \frac{1}{2}) = 3 - 3x^2 - 6x^2 + 9x^2 - 3$.
  4. The terms cancel to $0$.

Answer: The equation is satisfied as the result is $0$.

Problem 2. Using the recurrence relation $a_{k+2} = \frac{k(k+1) - n(n+1)}{(k+1)(k+2)} a_k$, find the ratio $a_2/a_0$ for the case $n=4$.
Reveal solution
  1. Set $n=4$ and $k=0$ in the recurrence relation.
  2. $a_2 = \frac{0(1) - 4(5)}{(1)(2)} a_0$.
  3. $a_2 = \frac{-20}{2} a_0 = -10 a_0$.
  4. The ratio $a_2/a_0$ is $-10$.

Answer: -10

Problem 3. Determine the value of $a_1$ for $P_1(x)$ given the normalization $P_1(1) = 1$.
Reveal solution
  1. For $n=1$, the recurrence relation gives $a_3 = \frac{1(2) - 1(2)}{6} a_1 = 0$.
  2. Thus $P_1(x) = a_0 + a_1 x$. However, for $n=1$, the even series $a_0$ must be zero for the solution to be a polynomial of degree 1.
  3. So $P_1(x) = a_1 x$.
  4. Apply normalization: $P_1(1) = a_1(1) = 1$.
  5. Therefore $a_1 = 1$.

Answer: 1

L85. Orthogonal function families

Module 6  2026-10-28  ·  11:20  ·  practice PDF

Practice problems (3)
Problem 1. Determine if the functions $f(x) = x$ and $g(x) = x - 1$ are orthogonal on the interval $[0, 1]$ with weight function $w(x) = 1$.
Reveal solution
  1. Set up the inner product integral: $\int_{0}^{1} (1)(x)(x-1) dx$.
  2. Expand the integrand: $\int_{0}^{1} (x^2 - x) dx$.
  3. Integrate term by term: $[\frac{1}{3}x^3 - \frac{1}{2}x^2]_{0}^{1}$.
  4. Evaluate at the boundaries: $(\frac{1}{3} - \frac{1}{2}) - (0 - 0) = -\frac{1}{6}$.
  5. Since the result is not zero, the functions are not orthogonal.

Answer: Not orthogonal

Problem 2. Check if $f(x) = 1$ and $g(x) = x$ are orthogonal on the interval $[-1, 1]$ with weight function $w(x) = 1$.
Reveal solution
  1. Set up the inner product integral: $\int_{-1}^{1} (1)(1)(x) dx$.
  2. Integrate $x$: $[\frac{1}{2}x^2]_{-1}^{1}$.
  3. Evaluate: $\frac{1}{2}(1)^2 - \frac{1}{2}(-1)^2 = \frac{1}{2} - \frac{1}{2} = 0$.
  4. Since the result is zero, the functions are orthogonal.

Answer: Orthogonal

Problem 3. Given the functions $f(x) = 1$ and $g(x) = 2x - 1$ on the interval $[0, 1]$, find the weight function $w(x) = c$ (a constant) that makes them orthogonal. If no such constant exists, explain why.
Reveal solution
  1. Set up the weighted inner product: $\int_{0}^{1} c(1)(2x - 1) dx = 0$.
  2. Factor out the constant: $c \int_{0}^{1} (2x - 1) dx = 0$.
  3. Integrate: $c [x^2 - x]_{0}^{1} = 0$.
  4. Evaluate: $c ((1^2 - 1) - (0^2 - 0)) = c(0) = 0$.
  5. The integral is zero regardless of the value of $c$. Therefore, any constant $c > 0$ works.

Answer: Any constant $c > 0$

L86. The Gamma function returns

Module 6  2026-10-29  ·  11:24  ·  practice PDF

Practice problems (3)
Problem 1. Given the recurrence relation $a_k = \frac{a_{k-1}}{k+2}$ with $a_0 = 1$, find a closed form expression for $a_k$ using the Gamma function.
Reveal solution
  1. Write out the first few terms: $a_1 = \frac{1}{3}$, $a_2 = \frac{1}{3 \cdot 4}$, $a_3 = \frac{1}{3 \cdot 4 \cdot 5}$.
  2. Observe the pattern: $a_k = \frac{1}{3 \cdot 4 \cdot \dots \cdot (k+2)}$.
  3. Multiply top and bottom by $2!$ to complete the factorial: $a_k = \frac{2}{ (k+2)! }$.
  4. Replace the factorial with the Gamma function: $a_k = \frac{2}{\Gamma(k+3)}$.

Answer: $a_k = \frac{2}{\Gamma(k+3)}$

Problem 2. Use the general formula for $J_n(x)$ to write the first two terms of the series for $J_{3/2}(x)$.
Reveal solution
  1. For $k=0$, the term is $\frac{(-1)^0}{0! \Gamma(3/2+1)} (x/2)^{3/2} = \frac{1}{\Gamma(5/2)} (x/2)^{3/2}$.
  2. Calculate $\Gamma(5/2) = \frac{3}{2} \cdot \frac{1}{2} \cdot \sqrt{\pi} = \frac{3\sqrt{\pi}}{4}$.
  3. The first term is $\frac{4}{3\sqrt{\pi}} (x/2)^{3/2}$.
  4. For $k=1$, the term is $\frac{(-1)^1}{1! \Gamma(3/2+2)} (x/2)^{3/2+2} = \frac{-1}{\Gamma(7/2)} (x/2)^{7/2}$.
  5. Calculate $\Gamma(7/2) = \frac{5}{2} \cdot \frac{3}{2} \cdot \frac{1}{2} \cdot \sqrt{\pi} = \frac{15\sqrt{\pi}}{8}$.
  6. The second term is $-\frac{8}{15\sqrt{\pi}} (x/2)^{7/2}$.

Answer: $J_{3/2}(x) \approx \frac{4}{3\sqrt{\pi}} (x/2)^{3/2} - \frac{8}{15\sqrt{\pi}} (x/2)^{7/2}$

Problem 3. Show that for integer $n$, the general formula $J_n(x) = \sum_{k=0}^{\infty} \frac{(-1)^k}{k! \Gamma(n+k+1)} (x/2)^{n+2k}$ simplifies to the form using $(n+k)!$ in the denominator.
Reveal solution
  1. Identify the term $\Gamma(n+k+1)$ in the denominator.
  2. Since $n$ and $k$ are non-negative integers, $n+k$ is also a non-negative integer.
  3. Apply the identity $\Gamma(m+1) = m!$ where $m = n+k$.
  4. Substitute $\Gamma(n+k+1) = (n+k)!$ into the summation.
  5. The formula becomes $J_n(x) = \sum_{k=0}^{\infty} \frac{(-1)^k}{k! (n+k)!} (x/2)^{n+2k}$.

Answer: $J_n(x) = \sum_{k=0}^{\infty} \frac{(-1)^k}{k! (n+k)!} \left( \frac{x}{2} \right)^{n+2k}$

L87. Special functions in physics — where they all live

Module 6  2026-10-30  ·  10:38  ·  practice PDF

Practice problems (3)
Problem 1. A vibrating circular membrane of radius $R=1$ is fixed at the edges. Which special function describes the radial displacement $u(r)$, and what is the condition on the order $n=0$ for the first mode of vibration?
Reveal solution
  1. The system has cylindrical symmetry, so the radial part satisfies Bessel's equation of order zero.
  2. The solution is $u(r) = A J_0(kr)$.
  3. The boundary condition is $u(1) = 0$, which means $J_0(k) = 0$.
  4. For the first mode, $k$ must be the first positive zero of $J_0$.

Answer: Bessel function $J_0(kr)$ with $J_0(k) = 0$.

Problem 2. A physical quantity $V$ on the surface of a sphere depends only on the colatitude $\theta$. If the solution is a polynomial of degree $n=2$, write the form of the solution using the known Legendre polynomials.
Reveal solution
  1. Spherical symmetry with angular dependence leads to Legendre's equation.
  2. The solutions are Legendre polynomials $P_n(x)$ where $x = \cos(\theta)$.
  3. For $n=2$, the solution is $V(\theta) = C P_2(\cos(\theta))$.
  4. Using the formula $P_2(x) = \frac{1}{2}(3x^2 - 1)$, we have $V(\theta) = \frac{C}{2}(3 \cos^2(\theta) - 1)$.

Answer: $V(\theta) = C P_2(\cos(\theta))$

Problem 3. Explain why the Gamma function is necessary to define the Bessel function $J_n(x)$ for a non-integer order, such as $n = 1/2$.
Reveal solution
  1. The power series for $J_n(x)$ contains a factorial term $(k+n)!$ in the denominator.
  2. Factorials are only defined for non-negative integers.
  3. The Gamma function extends the factorial such that $\Gamma(k+n+1)$ is defined for any real $k+n$.
  4. This allows the series to converge and define a valid function for fractional orders.

Answer: It generalizes the factorial in the series denominator to non-integer values.

L88. Module 6 review + self-test

Module 6  2026-10-31  ·  11:16  ·  practice PDF

Practice problems (3)
Problem 1. Find the indicial equation and the roots $r_1, r_2$ for the differential equation $2x^2 y'' + x y' - (x+1) y = 0$ at the singular point $x=0$.
Reveal solution
  1. Divide by $2x^2$ to get $y'' + \frac{1}{2x} y' - \frac{x+1}{2x^2} y = 0$.
  2. Identify $P(x) = \frac{1}{2x}$ and $Q(x) = -\frac{x+1}{2x^2}$.
  3. Compute $p_0 = \lim_{x \to 0} x P(x) = \frac{1}{2}$ and $q_0 = \lim_{x \to 0} x^2 Q(x) = -\frac{1}{2}$.
  4. The indicial equation is $r(r-1) + \frac{1}{2}r - \frac{1}{2} = 0$.
  5. Simplify to $r^2 - \frac{1}{2}r - \frac{1}{2} = 0$, or $2r^2 - r - 1 = 0$.
  6. Factor as $(2r+1)(r-1) = 0$, giving $r_1 = 1$ and $r_2 = -1/2$.

Answer: r_1 = 1, r_2 = -1/2

Problem 2. Determine if the function $y(x) = J_1(x)$ is a solution to the equation $x^2 y'' + x y' + (x^2 - 1) y = 0$. Justify using the general form of the Bessel equation.
Reveal solution
  1. The general Bessel equation is $x^2 y'' + x y' + (x^2 - n^2) y = 0$.
  2. Compare the given equation $x^2 y'' + x y' + (x^2 - 1) y = 0$ to the general form.
  3. We see that $n^2 = 1$, which implies $n = 1$ or $n = -1$.
  4. By definition, $J_n(x)$ is a solution to the Bessel equation of order $n$.
  5. Since $n=1$ satisfies the equation, $J_1(x)$ is indeed a solution.

Answer: Yes, it is a solution because it matches the Bessel equation of order n=1.

Problem 3. Given a function $f(x)$ on $[-1, 1]$, write the integral formula for the coefficient $c_2$ in the Legendre expansion $f(x) = \sum c_n P_n(x)$, and state the value of the norm squared $\int_{-1}^{1} [P_2(x)]^2 dx$.
Reveal solution
  1. The coefficient formula is $c_n = \frac{\int_{-1}^{1} f(x) P_n(x) dx}{\int_{-1}^{1} [P_n(x)]^2 dx}$.
  2. For $n=2$, $c_2 = \frac{\int_{-1}^{1} f(x) P_2(x) dx}{\int_{-1}^{1} [P_2(x)]^2 dx}$.
  3. The general formula for the norm of Legendre polynomials is $\int_{-1}^{1} [P_n(x)]^2 dx = \frac{2}{2n+1}$.
  4. Substitute $n=2$ into the norm formula: $\frac{2}{2(2)+1} = \frac{2}{5}$.

Answer: c_2 = \frac{5}{2} \int_{-1}^{1} f(x) P_2(x) dx; \text{ norm squared } = 2/5

Module 7 — Fourier Series & PDEs (0/16)
L89. From ODEs to PDEs: functions of space and time tomorrow 08:15
L90. Fourier series I — sines and cosines as a basis
L91. Fourier series II — computing coefficients; convergence and Gibbs
L92. Even/odd extensions; sine and cosine series
L93. The heat equation I — deriving it from physics
L94. Separation of variables — the master technique
L95. The heat equation II — full solution, animated diffusion
L96. Boundary conditions and their meanings
L97. The wave equation I — derivation; the vibrating string
L98. The wave equation II — d'Alembert and travelling waves
L99. Standing waves, harmonics, and why instruments sound different
L100. Laplace's equation — steady states and potential theory
L101. The 2D drumhead — Bessel functions in action
L102. The heat kernel and the normal distribution
L103. PDE clinic — separation of variables gauntlet
L104. Module 7 review + self-test
Module 8 — Numerical Methods & Epilogue (0/8)
L105. Why numerics: most ODEs have no formula
L106. Euler's method — the idea and its failure modes
L107. Improved Euler and the idea of order
L108. Runge-Kutta 4 — the workhorse
L109. Stiffness — when good methods go bad
L110. Numerical PDEs — a finite-difference glimpse
L111. Stochastic differential equations — a 15-minute teaser
L112. Grand review & epilogue