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Unit D3 · Solutions第D3单元 · 解析

Second-Order Linear ODEs: Homogeneous · Solutions二阶线性常微分方程:齐次方程 · 解析

Companion to the University-Style Practice Set大学风格练习题配套解析

MEDIUM HARD CORE PROOF APPLIED

Sections 1 to 6: superposition, characteristic equation (distinct real, complex, repeated roots), Wronskian and fundamental sets, reduction of orderCALC IV1 至 6 节:叠加原理、特征方程(不同实根、复数根、重复根)、朗斯基行列式与基本解组、降阶法CALC IV



PART I  ·  CORE TECHNIQUESComputational fluency · 28 marks计算能力 · 28分

Worked Solutions解题过程

Q1MEDIUMCOREcharacteristic equation: distinct real roots特征方程:不同实根[8 marks]

(a) $y''-5y'+6y=0$, $y(0)=2$, $y'(0)=5$. (b) $y''+y'-12y=0$, $y(0)=1$, $y'(0)=-1$.(a)$y''-5y'+6y=0$,$y(0)=2$,$y'(0)=5$。(b)$y''+y'-12y=0$,$y(0)=1$,$y'(0)=-1$。

Answers:答案:  (a) $y = e^{2t} + e^{3t}$  ·  (b) $y = \tfrac{3}{7}e^{3t} + \tfrac{4}{7}e^{-4t}$

(a) Distinct real roots, IVP(a)不同实根,初值问题 M1·A1·M1·A1

Characteristic equation: $r^{2} - 5r + 6 = 0$. Discriminant: $25 - 24 = 1 > 0$, so two distinct real roots. (M1)特征方程:$r^{2} - 5r + 6 = 0$。判别式:$25 - 24 = 1 > 0$,故有两个不同实根。(M1)

Factor: $(r-2)(r-3) = 0$, giving $r_1 = 2$, $r_2 = 3$. General solution: $y = c_1 e^{2t} + c_2 e^{3t}$.分解:$(r-2)(r-3) = 0$,得 $r_1 = 2$,$r_2 = 3$。通解:$y = c_1 e^{2t} + c_2 e^{3t}$。

Verification: $y'' - 5y' + 6y = (4c_1 e^{2t}+9c_2 e^{3t}) - 5(2c_1 e^{2t}+3c_2 e^{3t}) + 6(c_1 e^{2t}+c_2 e^{3t}) = 0$. (A1)验证:$y'' - 5y' + 6y = (4c_1 e^{2t}+9c_2 e^{3t}) - 5(2c_1 e^{2t}+3c_2 e^{3t}) + 6(c_1 e^{2t}+c_2 e^{3t}) = 0$。(A1)

Apply ICs. $y(0) = c_1 + c_2 = 2$. Then $y' = 2c_1 e^{2t} + 3c_2 e^{3t}$, so $y'(0) = 2c_1 + 3c_2 = 5$. (M1)代入初始条件:$y(0) = c_1 + c_2 = 2$。又 $y' = 2c_1 e^{2t} + 3c_2 e^{3t}$,故 $y'(0) = 2c_1 + 3c_2 = 5$。(M1)

Subtract twice the first equation from the second: $(2c_1+3c_2)-2(c_1+c_2)=5-4$, giving $c_2 = 1$, hence $c_1 = 1$. Particular solution: $y = e^{2t} + e^{3t}$. (A1)用第二式减去第一式的两倍:$(2c_1+3c_2)-2(c_1+c_2)=5-4$,得 $c_2 = 1$,故 $c_1 = 1$。特解:$y = e^{2t} + e^{3t}$。(A1)

(b) Distinct real roots, one negative(b)不同实根,其中一根为负 M1·A1·M1·A1

Characteristic equation: $r^{2} + r - 12 = 0$. Discriminant: $1 + 48 = 49 > 0$. Factor: $(r-3)(r+4) = 0$, so $r_1 = 3$, $r_2 = -4$. (M1)特征方程:$r^{2} + r - 12 = 0$。判别式:$1 + 48 = 49 > 0$。分解:$(r-3)(r+4) = 0$,得 $r_1 = 3$,$r_2 = -4$。(M1)

General solution: $y = c_1 e^{3t} + c_2 e^{-4t}$. Substitution confirms it satisfies the ODE. (A1)通解:$y = c_1 e^{3t} + c_2 e^{-4t}$。代入验证满足方程。(A1)

$y(0) = c_1 + c_2 = 1$; $y' = 3c_1 e^{3t} - 4c_2 e^{-4t}$, so $y'(0) = 3c_1 - 4c_2 = -1$. (M1)$y(0) = c_1 + c_2 = 1$;$y' = 3c_1 e^{3t} - 4c_2 e^{-4t}$,故 $y'(0) = 3c_1 - 4c_2 = -1$。(M1)

System: $c_1 + c_2 = 1$ and $3c_1 - 4c_2 = -1$. Multiply the first by $4$ and add: $7c_1 = 3$, so $c_1 = \tfrac{3}{7}$ and $c_2 = 1 - \tfrac{3}{7} = \tfrac{4}{7}$. Check: $y'(0) = 3\cdot\tfrac{3}{7} - 4\cdot\tfrac{4}{7} = \tfrac{9-16}{7} = -1$. Particular solution: $y = \tfrac{3}{7}e^{3t} + \tfrac{4}{7}e^{-4t}$. (A1)方程组:$c_1 + c_2 = 1$ 且 $3c_1 - 4c_2 = -1$。第一式乘以 $4$ 后相加:$7c_1 = 3$,故 $c_1 = \tfrac{3}{7}$,$c_2 = 1 - \tfrac{3}{7} = \tfrac{4}{7}$。验证:$y'(0) = 3\cdot\tfrac{3}{7} - 4\cdot\tfrac{4}{7} = \tfrac{9-16}{7} = -1$。特解:$y = \tfrac{3}{7}e^{3t} + \tfrac{4}{7}e^{-4t}$。(A1)

Insight. When the discriminant $b^{2}-4ac > 0$, the two exponential solutions $e^{r_1 t}$ and $e^{r_2 t}$ are automatically linearly independent (their Wronskian equals $(r_2-r_1)e^{(r_1+r_2)t} \ne 0$), so the general solution always spans the full two-dimensional solution space. Always verify your particular solution satisfies both ODE and ICs before reporting it.当判别式 $b^{2}-4ac > 0$ 时,两个指数解 $e^{r_1 t}$ 和 $e^{r_2 t}$ 自动线性无关(其朗斯基行列式等于 $(r_2-r_1)e^{(r_1+r_2)t} \ne 0$),故通解始终张成完整的二维解空间。在最终报告前,务必验证特解同时满足方程和初始条件。
Q2MEDIUMCOREcharacteristic equation: complex conjugate roots特征方程:复共轭根[8 marks]

(a) $y''+2y'+5y=0$, $y(0)=3$, $y'(0)=1$. (b) $y''-4y'+13y=0$, $y(0)=0$, $y'(0)=6$.(a)$y''+2y'+5y=0$,$y(0)=3$,$y'(0)=1$。(b)$y''-4y'+13y=0$,$y(0)=0$,$y'(0)=6$。

Answers:答案:  (a) $y = e^{-t}(3\cos 2t + 2\sin 2t)$  ·  (b) $y = 2e^{2t}\sin 3t$

(a) Complex roots $\lambda = -1$, $\mu = 2$(a)复数根 $\lambda = -1$,$\mu = 2$ M1·A1·M1·A1

Characteristic equation: $r^{2}+2r+5=0$. Discriminant: $4 - 20 = -16 < 0$, so complex roots. (M1)特征方程:$r^{2}+2r+5=0$。判别式:$4 - 20 = -16 < 0$,故为复数根。(M1)

Roots: $r = \tfrac{-2 \pm \sqrt{-16}}{2} = -1 \pm 2i$, so $\lambda = -1$, $\mu = 2$. General solution: $y = e^{-t}(c_1\cos 2t + c_2\sin 2t)$. (A1)根:$r = \tfrac{-2 \pm \sqrt{-16}}{2} = -1 \pm 2i$,故 $\lambda = -1$,$\mu = 2$。通解:$y = e^{-t}(c_1\cos 2t + c_2\sin 2t)$。(A1)

The ODE is satisfied by structure (Euler's formula). Apply ICs: $y(0)=c_1=3$. (M1)方程由结构满足(欧拉公式)。代入初始条件:$y(0)=c_1=3$。(M1)

Differentiate: $y' = -e^{-t}(c_1\cos 2t + c_2\sin 2t) + e^{-t}(-2c_1\sin 2t + 2c_2\cos 2t)$. At $t=0$: $y'(0) = -c_1 + 2c_2 = -3 + 2c_2 = 1$, so $c_2 = 2$. Particular solution: $y = e^{-t}(3\cos 2t + 2\sin 2t)$. Verify: $y(0)=3$, $y'(0)=-3+4=1$. (A1)求导:$y' = -e^{-t}(c_1\cos 2t + c_2\sin 2t) + e^{-t}(-2c_1\sin 2t + 2c_2\cos 2t)$。在 $t=0$ 处:$y'(0) = -c_1 + 2c_2 = -3 + 2c_2 = 1$,故 $c_2 = 2$。特解:$y = e^{-t}(3\cos 2t + 2\sin 2t)$。验证:$y(0)=3$,$y'(0)=-3+4=1$。(A1)

(b) Complex roots $\lambda = 2$, $\mu = 3$(b)复数根 $\lambda = 2$,$\mu = 3$ M1·A1·M1·A1

Characteristic equation: $r^{2}-4r+13=0$. Discriminant: $16-52=-36<0$. Roots: $r = 2\pm 3i$, so $\lambda=2$, $\mu=3$. (M1)特征方程:$r^{2}-4r+13=0$。判别式:$16-52=-36<0$。根:$r = 2\pm 3i$,故 $\lambda=2$,$\mu=3$。(M1)

General solution: $y = e^{2t}(c_1\cos 3t + c_2\sin 3t)$. (A1)通解:$y = e^{2t}(c_1\cos 3t + c_2\sin 3t)$。(A1)

$y(0) = c_1 = 0$. $y' = 2e^{2t}(c_1\cos 3t + c_2\sin 3t) + e^{2t}(-3c_1\sin 3t + 3c_2\cos 3t)$. At $t=0$: $y'(0) = 2c_1 + 3c_2 = 0 + 3c_2 = 6$, so $c_2 = 2$. (M1)$y(0) = c_1 = 0$。$y' = 2e^{2t}(c_1\cos 3t + c_2\sin 3t) + e^{2t}(-3c_1\sin 3t + 3c_2\cos 3t)$。在 $t=0$ 处:$y'(0) = 2c_1 + 3c_2 = 0 + 3c_2 = 6$,故 $c_2 = 2$。(M1)

Particular solution: $y = 2e^{2t}\sin 3t$. Verify: $y(0)=0$, $y'(0)=2\cdot 3=6$. (A1)特解:$y = 2e^{2t}\sin 3t$。验证:$y(0)=0$,$y'(0)=2\cdot 3=6$。(A1)

Insight. When the discriminant is negative, the characteristic roots are $\lambda \pm i\mu$ (never write $\pm i\beta$ without identifying the real part $\lambda$ first). The real pair $e^{\lambda t}\cos\mu t$ and $e^{\lambda t}\sin\mu t$ comes from Euler's formula applied to $e^{(\lambda\pm i\mu)t}$; both are real solutions because the ODE has real coefficients. An imaginary $\lambda$ (pure imaginary roots) gives undamped oscillation; a negative real $\lambda$ gives a decaying envelope.当判别式为负时,特征根为 $\lambda \pm i\mu$(在确定实部 $\lambda$ 之前,切勿仅写 $\pm i\beta$)。实数对 $e^{\lambda t}\cos\mu t$ 和 $e^{\lambda t}\sin\mu t$ 来自对 $e^{(\lambda\pm i\mu)t}$ 应用欧拉公式;由于方程系数为实数,两者均为实数解。纯虚数根($\lambda=0$)对应无阻尼振荡;负实部 $\lambda$ 对应衰减包络。
Q3MEDIUMCOREWronskian and fundamental sets朗斯基行列式与基本解组[6 marks]

(a) $y_1 = e^{-t}\cos 2t$, $y_2 = e^{-t}\sin 2t$ for $y''+2y'+5y=0$. (b) $y_1 = e^{3t}$, $y_2 = te^{3t}$ for $y''-6y'+9y=0$.(a)$y_1 = e^{-t}\cos 2t$,$y_2 = e^{-t}\sin 2t$,对应 $y''+2y'+5y=0$。(b)$y_1 = e^{3t}$,$y_2 = te^{3t}$,对应 $y''-6y'+9y=0$。

Answers:答案:  (a) $W = 2e^{-2t} \ne 0$, fundamental set基本解组  ·  (b) $W = e^{6t} \ne 0$, fundamental set基本解组

(a) Complex-root pair(a)复数根解对 M1·A1·R1

Compute $y_1' = -e^{-t}\cos 2t - 2e^{-t}\sin 2t = e^{-t}(-\cos 2t - 2\sin 2t)$ and $y_2' = -e^{-t}\sin 2t + 2e^{-t}\cos 2t = e^{-t}(-\sin 2t + 2\cos 2t)$. (M1)计算 $y_1' = -e^{-t}\cos 2t - 2e^{-t}\sin 2t = e^{-t}(-\cos 2t - 2\sin 2t)$ 和 $y_2' = -e^{-t}\sin 2t + 2e^{-t}\cos 2t = e^{-t}(-\sin 2t + 2\cos 2t)$。(M1)

$$ W = y_1 y_2' - y_2 y_1' = e^{-t}\cos 2t \cdot e^{-t}(-\sin 2t+2\cos 2t) - e^{-t}\sin 2t \cdot e^{-t}(-\cos 2t-2\sin 2t). $$

Expand: $e^{-2t}[-\cos 2t\sin 2t + 2\cos^{2}2t + \sin 2t\cos 2t + 2\sin^{2}2t] = e^{-2t}\cdot 2(\cos^{2}2t+\sin^{2}2t) = 2e^{-2t}$. (A1)展开:$e^{-2t}[-\cos 2t\sin 2t + 2\cos^{2}2t + \sin 2t\cos 2t + 2\sin^{2}2t] = e^{-2t}\cdot 2(\cos^{2}2t+\sin^{2}2t) = 2e^{-2t}$。(A1)

Since $W = 2e^{-2t} \ne 0$ for all $t$, the pair is linearly independent and forms a fundamental set for $y''+2y'+5y=0$. (R1)由于对所有 $t$ 都有 $W = 2e^{-2t} \ne 0$,故该解对线性无关,构成 $y''+2y'+5y=0$ 的基本解组。(R1)

(b) Repeated-root pair(b)重根解对 M1·A1·R1

$y_1 = e^{3t}$, $y_1' = 3e^{3t}$; $y_2 = te^{3t}$, $y_2' = e^{3t} + 3te^{3t}$. (M1)$y_1 = e^{3t}$,$y_1' = 3e^{3t}$;$y_2 = te^{3t}$,$y_2' = e^{3t} + 3te^{3t}$。(M1)

$$ W = e^{3t}(e^{3t}+3te^{3t}) - te^{3t}\cdot 3e^{3t} = e^{6t} + 3te^{6t} - 3te^{6t} = e^{6t}. $$

(A1) Since $W = e^{6t} > 0$ for all $t$, the pair is linearly independent and forms a fundamental set. (R1)(A1) 由于对所有 $t$ 都有 $W = e^{6t} > 0$,故该解对线性无关,构成基本解组。(R1)

Insight. The Wronskian is the determinant of the matrix whose columns are a solution and its derivative. Abel's identity tells us $W(t) = W(0)e^{-\int p(s)\,ds}$, so checking $W$ at one convenient point settles independence everywhere on the interval. For the repeated-root pair, students often fear the pair is dependent because both involve $e^{3t}$, but the extra factor of $t$ makes $te^{3t}$ a genuinely different function, and the Wronskian $e^{6t}$ is never zero.朗斯基行列式是以解及其导数为列所构成矩阵的行列式。阿贝尔恒等式告诉我们 $W(t) = W(0)e^{-\int p(s)\,ds}$,因此只需在一个方便的点检验 $W$,即可确定整个区间上的线性无关性。对于重根解对,学生常担心两个函数都含 $e^{3t}$ 而线性相关,但多出的因子 $t$ 使 $te^{3t}$ 成为真正不同的函数,朗斯基行列式 $e^{6t}$ 从不为零。
Q4HARDCORErepeated-root IVP and critical damping重根初值问题与临界阻尼[6 marks]

$y''+6y'+9y=0$, $y(0)=4$, $y'(0)=-6$. (a) General solution and Wronskian. (b) Particular solution verified by substitution.$y''+6y'+9y=0$,$y(0)=4$,$y'(0)=-6$。(a)通解与朗斯基行列式。(b)代入验证特解。

Answers:答案:  (a) $y=(c_1+c_2 t)e^{-3t}$, $W=e^{-6t}$  ·  (b) $y=(4+6t)e^{-3t}$

(a) Characteristic equation, general solution, Wronskian(a)特征方程、通解、朗斯基行列式 M1·A1·A1

Characteristic equation: $r^{2}+6r+9=0$. Discriminant: $36-36=0$, a repeated root. Factor: $(r+3)^{2}=0$, so $r=-3$ (double). (M1)特征方程:$r^{2}+6r+9=0$。判别式:$36-36=0$,为重根。分解:$(r+3)^{2}=0$,故 $r=-3$(二重根)。(M1)

The two independent solutions are $y_1 = e^{-3t}$ and $y_2 = te^{-3t}$. General solution: $y = (c_1+c_2 t)e^{-3t}$. (A1)两个线性无关解为 $y_1 = e^{-3t}$ 和 $y_2 = te^{-3t}$。通解:$y = (c_1+c_2 t)e^{-3t}$。(A1)

Wronskian: $y_1' = -3e^{-3t}$, $y_2' = e^{-3t} - 3te^{-3t}$. $W = e^{-3t}(e^{-3t}-3te^{-3t}) - te^{-3t}(-3e^{-3t}) = e^{-6t} - 3te^{-6t} + 3te^{-6t} = e^{-6t} \ne 0$. (A1)朗斯基行列式:$y_1' = -3e^{-3t}$,$y_2' = e^{-3t} - 3te^{-3t}$。$W = e^{-3t}(e^{-3t}-3te^{-3t}) - te^{-3t}(-3e^{-3t}) = e^{-6t} - 3te^{-6t} + 3te^{-6t} = e^{-6t} \ne 0$。(A1)

(b) Apply ICs and verify(b)代入初始条件并验证 M1·A1·B1

$y(0) = c_1 = 4$. Differentiate: $y' = c_2 e^{-3t} + (c_1+c_2 t)(-3)e^{-3t}$. At $t=0$: $y'(0) = c_2 - 3c_1 = c_2 - 12 = -6$, so $c_2 = 6$. (M1)$y(0) = c_1 = 4$。求导:$y' = c_2 e^{-3t} + (c_1+c_2 t)(-3)e^{-3t}$。在 $t=0$ 处:$y'(0) = c_2 - 3c_1 = c_2 - 12 = -6$,故 $c_2 = 6$。(M1)

Particular solution: $y = (4+6t)e^{-3t}$. (A1)特解:$y = (4+6t)e^{-3t}$。(A1)

Verification: $y' = 6e^{-3t} - 3(4+6t)e^{-3t} = (6-12-18t)e^{-3t} = (-6-18t)e^{-3t}$. $y'' = (-18)e^{-3t} - (-6-18t)(3)e^{-3t} = (-18+18+54t)e^{-3t} = 54te^{-3t}$. Then $y''+6y'+9y = 54te^{-3t} + 6(-6-18t)e^{-3t} + 9(4+6t)e^{-3t} = (54t - 36 - 108t + 36 + 54t)e^{-3t} = 0$. (B1) Also $y(0)=4$ and $y'(0)=-6$ confirmed.验证:$y' = 6e^{-3t} - 3(4+6t)e^{-3t} = (6-12-18t)e^{-3t} = (-6-18t)e^{-3t}$。$y'' = (-18)e^{-3t} - (-6-18t)(3)e^{-3t} = (-18+18+54t)e^{-3t} = 54te^{-3t}$。则 $y''+6y'+9y = 54te^{-3t} + 6(-6-18t)e^{-3t} + 9(4+6t)e^{-3t} = (54t - 36 - 108t + 36 + 54t)e^{-3t} = 0$。(B1) 同时确认 $y(0)=4$,$y'(0)=-6$。

Insight. The repeated-root case corresponds to critical damping in a mass-spring system: the fastest possible return to equilibrium without oscillation. The extra factor of $t$ in the second solution is not a guess; it is forced by the fact that the characteristic polynomial has $(r+3)^{2}$ as a double factor, meaning the operator $(D+3)^{2}$ annihilates both $e^{-3t}$ and $te^{-3t}$. Never write the general solution as $c_1 e^{-3t} + c_2 e^{-3t} = (c_1+c_2)e^{-3t}$: that is only one arbitrary constant, not two.重根情形对应弹簧质量系统中的临界阻尼:在不发生振荡的前提下,以最快速度回到平衡位置。第二个解中多出的因子 $t$ 并非猜测,而是由特征多项式含 $(r+3)^{2}$ 这一二重因子所决定,即算子 $(D+3)^{2}$ 同时零化 $e^{-3t}$ 和 $te^{-3t}$。切勿将通解写成 $c_1 e^{-3t} + c_2 e^{-3t} = (c_1+c_2)e^{-3t}$:那只有一个任意常数,而非两个。
PART II  ·  DEFINITIONS AND PROOFRigorous arguments · 26 marks严格论证 · 26分

Worked Solutions解题过程

Q5MEDIUMPROOFprinciple of superposition叠加原理[6 marks]

$L[y]=y''+p(t)y'+q(t)y$. (a) Prove $L[c_1 y_1+c_2 y_2]=c_1 L[y_1]+c_2 L[y_2]$. (b) Deduce the superposition principle and explain why it fails for $y''+(y')^{2}=0$.$L[y]=y''+p(t)y'+q(t)y$。(a)证明 $L[c_1 y_1+c_2 y_2]=c_1 L[y_1]+c_2 L[y_2]$。(b)由此推导叠加原理,并说明为何对 $y''+(y')^{2}=0$ 该原理不成立。

Answers:答案:  (a) linearity of differentiation微分的线性性  ·  (b) $(y')^{2}$ is not linear in $y'$$(y')^{2}$ 对 $y'$ 非线性

(a) Linearity of $L$(a)$L$ 的线性性 M1·A1·R1

Let $u = c_1 y_1 + c_2 y_2$. Since differentiation is linear, $u' = c_1 y_1' + c_2 y_2'$ and $u'' = c_1 y_1'' + c_2 y_2''$. (M1)令 $u = c_1 y_1 + c_2 y_2$。由于微分运算是线性的,$u' = c_1 y_1' + c_2 y_2'$,$u'' = c_1 y_1'' + c_2 y_2''$。(M1)

$$ L[u] = u'' + p(t)u' + q(t)u = (c_1 y_1'' + c_2 y_2'') + p(t)(c_1 y_1' + c_2 y_2') + q(t)(c_1 y_1 + c_2 y_2). $$

Collecting by subscript: $= c_1(y_1''+p(t)y_1'+q(t)y_1) + c_2(y_2''+p(t)y_2'+q(t)y_2) = c_1 L[y_1] + c_2 L[y_2]$. (A1) The key step is that multiplication by $p(t)$ and $q(t)$ distributes across the linear combination, which is why we require these coefficients to be functions of $t$ only, not of $y$. (R1)按下标合并:$= c_1(y_1''+p(t)y_1'+q(t)y_1) + c_2(y_2''+p(t)y_2'+q(t)y_2) = c_1 L[y_1] + c_2 L[y_2]$。(A1) 关键步骤在于 $p(t)$ 和 $q(t)$ 的乘法可分配到线性组合中,这正是要求这些系数仅为 $t$ 的函数而非 $y$ 的函数的原因。(R1)

(b) Superposition and failure for nonlinear ODEs(b)叠加原理及其对非线性方程的失效 M1·A1·R1

If $L[y_1]=0$ and $L[y_2]=0$, then by part (a): $L[c_1 y_1+c_2 y_2] = c_1 \cdot 0 + c_2 \cdot 0 = 0$. (M1) So $c_1 y_1 + c_2 y_2$ is also a solution. (A1)若 $L[y_1]=0$ 且 $L[y_2]=0$,由(a)得:$L[c_1 y_1+c_2 y_2] = c_1 \cdot 0 + c_2 \cdot 0 = 0$。(M1) 故 $c_1 y_1 + c_2 y_2$ 也是解。(A1)

For $y'' + (y')^{2} = 0$, the analogous operator $N[y]=y''+(y')^{2}$ satisfies $N[c_1 y_1 + c_2 y_2] = c_1 y_1'' + c_2 y_2'' + (c_1 y_1' + c_2 y_2')^{2}$. The squared term expands to $c_1^{2}(y_1')^{2} + 2c_1 c_2 y_1' y_2' + c_2^{2}(y_2')^{2}$, which is not $c_1 N[y_1] + c_2 N[y_2] = c_1\bigl(y_1''+(y_1')^{2}\bigr) + c_2\bigl(y_2''+(y_2')^{2}\bigr)$: the extraneous cross term $2c_1 c_2 y_1' y_2'$ cannot be absorbed. Hence $N$ is not linear, and superposition fails. (R1)对于 $y'' + (y')^{2} = 0$,类比算子 $N[y]=y''+(y')^{2}$ 满足 $N[c_1 y_1 + c_2 y_2] = c_1 y_1'' + c_2 y_2'' + (c_1 y_1' + c_2 y_2')^{2}$。平方项展开为 $c_1^{2}(y_1')^{2} + 2c_1 c_2 y_1' y_2' + c_2^{2}(y_2')^{2}$,这不等于 $c_1 N[y_1] + c_2 N[y_2] = c_1\bigl(y_1''+(y_1')^{2}\bigr) + c_2\bigl(y_2''+(y_2')^{2}\bigr)$:多余的交叉项 $2c_1 c_2 y_1' y_2'$ 无法被吸收。故 $N$ 非线性,叠加原理失效。(R1)

Insight. Linearity of the operator $L$ is the single axiom that the entire theory of homogeneous second-order ODEs rests on: it gives a vector space of solutions, and the dimension of that space (exactly 2) then tells us how many free constants the general solution carries. Every structural result, from fundamental sets to the Wronskian test, is a consequence of this linearity. Once the ODE is nonlinear, none of this machinery applies.算子 $L$ 的线性性是整个二阶齐次常微分方程理论所依赖的唯一公理:它赋予解空间向量空间的结构,而该空间的维数(恰好为2)决定了通解中任意常数的个数。从基本解组到朗斯基行列式检验,所有结构性结果均是线性性的推论。一旦方程非线性,这些理论工具全部失效。
Q6HARDPROOFWronskian, linear independence, and Abel's identity朗斯基行列式、线性无关性与阿贝尔恒等式[10 marks]

(a) Dependent pair implies $W=0$. (b) Derive Abel's identity $W'=-p(t)W$. (c) Apply to $y''+4y'+4y=0$ and verify.(a)线性相关解对意味着 $W=0$。(b)推导阿贝尔恒等式 $W'=-p(t)W$。(c)应用于 $y''+4y'+4y=0$ 并验证。

Answers:答案:  (a) $W=0$ when $y_2=ky_1$当 $y_2=ky_1$ 时 $W=0$  ·  (b) $W(t)=Ce^{-\int p\,ds}$  ·  (c) $W=Ce^{-4t}$; confirmed $W=e^{-4t}$ for $y_1=e^{-2t}, y_2=te^{-2t}$$W=Ce^{-4t}$;对 $y_1=e^{-2t}, y_2=te^{-2t}$ 验证 $W=e^{-4t}$

(a) Dependence implies $W=0$(a)线性相关意味着 $W=0$ M1·A1

Suppose $y_2 = k y_1$ for a constant $k$. Then $y_2' = k y_1'$. (M1)设 $y_2 = k y_1$,$k$ 为常数。则 $y_2' = k y_1'$。(M1)

$$ W(y_1,y_2) = y_1 y_2' - y_2 y_1' = y_1(ky_1') - (ky_1)y_1' = ky_1 y_1' - ky_1 y_1' = 0. $$

(A1) Since $W=0$ at every $t$, in particular $W$ is identically zero.(A1) 由于对每个 $t$ 都有 $W=0$,特别地,$W$ 恒为零。

(b) Abel's identity(b)阿贝尔恒等式 M1·M1·A1·M1·A1

Differentiate $W = y_1 y_2' - y_2 y_1'$: (M1)对 $W = y_1 y_2' - y_2 y_1'$ 求导:(M1)

$$ W' = y_1' y_2' + y_1 y_2'' - y_2' y_1' - y_2 y_1'' = y_1 y_2'' - y_2 y_1''. $$

Since $y_1$ and $y_2$ both solve $y'' + p(t)y' + q(t)y = 0$, we have $y_1'' = -p y_1' - q y_1$ and $y_2'' = -p y_2' - q y_2$. (M1) Substituting: (A1)由于 $y_1$ 和 $y_2$ 都满足 $y'' + p(t)y' + q(t)y = 0$,有 $y_1'' = -p y_1' - q y_1$ 和 $y_2'' = -p y_2' - q y_2$。(M1) 代入:(A1)

$$ W' = y_1(-py_2'-qy_2) - y_2(-py_1'-qy_1) = -p(y_1 y_2' - y_2 y_1') - q(y_1 y_2 - y_2 y_1) = -pW. $$

The ODE $W' = -p(t)W$ is separable: $\dfrac{dW}{W} = -p(t)\,dt$. Integrating from $t_0$ to $t$: (M1)常微分方程 $W' = -p(t)W$ 是可分离的:$\dfrac{dW}{W} = -p(t)\,dt$。从 $t_0$ 到 $t$ 积分:(M1)

$$ W(t) = W(t_0)\,e^{-\int_{t_0}^{t}p(s)\,ds}. $$

Since the exponential factor is never zero, $W(t)$ has the same sign as $W(t_0)$ everywhere on $I$. Hence $W$ is either identically zero (if $W(t_0)=0$) or never zero. (A1)由于指数因子从不为零,$W(t)$ 在 $I$ 上处处与 $W(t_0)$ 同号。故 $W$ 在 $I$ 上恒为零(当 $W(t_0)=0$ 时)或处处不为零。(A1)

(c) Application to $y''+4y'+4y=0$(c)应用于 $y''+4y'+4y=0$ M1·A1·B1

Here $p(t)=4$, so Abel's identity gives $W(t) = Ce^{-4t}$ for some constant $C$. (M1)此处 $p(t)=4$,由阿贝尔恒等式得 $W(t) = Ce^{-4t}$,$C$ 为某常数。(M1)

The characteristic equation is $r^{2}+4r+4=(r+2)^{2}=0$, so $r=-2$ (double). The fundamental pair is $y_1=e^{-2t}$, $y_2=te^{-2t}$. (A1)特征方程为 $r^{2}+4r+4=(r+2)^{2}=0$,故 $r=-2$(二重根)。基本解对为 $y_1=e^{-2t}$,$y_2=te^{-2t}$。(A1)

Direct computation: $y_1'=-2e^{-2t}$, $y_2'=e^{-2t}-2te^{-2t}$. $W = e^{-2t}(e^{-2t}-2te^{-2t}) - te^{-2t}(-2e^{-2t}) = e^{-4t} - 2te^{-4t}+2te^{-4t} = e^{-4t}$. So $C=1$ in this case. (B1)直接计算:$y_1'=-2e^{-2t}$,$y_2'=e^{-2t}-2te^{-2t}$。$W = e^{-2t}(e^{-2t}-2te^{-2t}) - te^{-2t}(-2e^{-2t}) = e^{-4t} - 2te^{-4t}+2te^{-4t} = e^{-4t}$。故此情形下 $C=1$。(B1)

Insight. Abel's identity is the key reason we only need to check the Wronskian at one convenient point: the exponential formula $W(t)=W(t_0)e^{-\int p}$ shows $W$ cannot change sign. This makes independence an all-or-nothing property on any interval where $p$ is continuous. Notice that Abel's formula involves only $p$, not $q$; you can find the Wronskian shape without solving the ODE at all.阿贝尔恒等式是只需在一个方便的点检验朗斯基行列式的根本原因:指数公式 $W(t)=W(t_0)e^{-\int p}$ 表明 $W$ 不能变号。这使线性无关性在 $p$ 连续的任意区间上成为"全有或全无"的性质。注意阿贝尔公式只涉及 $p$,不涉及 $q$;无需求解方程即可确定朗斯基行列式的形式。
Q7HARDPROOFreduction of order: second solution from a known one降阶法:从已知解求第二个解[10 marks]

$t^{2}y''-3ty'+4y=0$ ($t>0$), $y_1=t^{2}$. (a) Verify $y_1$. (b) Substitute $y_2=v(t)t^{2}$ and reduce. (c) Solve for $v$ and confirm $\{y_1,y_2\}$ is a fundamental set.$t^{2}y''-3ty'+4y=0$($t>0$),$y_1=t^{2}$。(a)验证 $y_1$。(b)代入 $y_2=v(t)t^{2}$ 并化简。(c)求解 $v$,确认 $\{y_1,y_2\}$ 为基本解组。

Answers:答案:  (a) verified已验证  ·  (b) $tw'' + w' = 0$  ·  (c) $y_2 = t^{2}\ln t$, $W = t^{3} \ne 0$

(a) Verify $y_1 = t^{2}$(a)验证 $y_1 = t^{2}$ M1·A1

$y_1 = t^{2}$, $y_1' = 2t$, $y_1'' = 2$. Substituting: (M1)$y_1 = t^{2}$,$y_1' = 2t$,$y_1'' = 2$。代入:(M1)

$$ t^{2}(2) - 3t(2t) + 4t^{2} = 2t^{2} - 6t^{2} + 4t^{2} = 0. $$

(A1) Confirmed.(A1) 验证成立。

(b) Reduction of order(b)降阶法 M1·M1·A1·A1

Set $y_2 = v(t)t^{2}$. Then $y_2' = v't^{2} + 2tv$ and $y_2'' = v''t^{2} + 4tv' + 2v$. (M1)令 $y_2 = v(t)t^{2}$。则 $y_2' = v't^{2} + 2tv$,$y_2'' = v''t^{2} + 4tv' + 2v$。(M1)

Substitute into $t^{2}y''-3ty'+4y=0$: (M1)代入 $t^{2}y''-3ty'+4y=0$:(M1)

$$ t^{2}(v''t^{2}+4tv'+2v) - 3t(v't^{2}+2tv) + 4vt^{2} = 0. $$ $$ t^{4}v'' + 4t^{3}v' + 2t^{2}v - 3t^{3}v' - 6t^{2}v + 4t^{2}v = 0. $$ $$ t^{4}v'' + t^{3}v' + (2-6+4)t^{2}v = 0 \implies t^{4}v'' + t^{3}v' = 0. $$

Divide by $t^{3}$ (valid for $t>0$): $tv'' + v' = 0$. (A1) Setting $w = v'$ gives the first-order ODE $tw' + w = 0$. (A1)除以 $t^{3}$($t>0$ 时有效):$tv'' + v' = 0$。(A1) 令 $w = v'$ 得一阶常微分方程 $tw' + w = 0$。(A1)

(c) Solve and confirm fundamental set(c)求解并确认基本解组 M1·A1·M1·A1

The equation $tw' + w = 0$ is separable: $\dfrac{dw}{w} = -\dfrac{dt}{t}$, so $\ln|w| = -\ln t + C_0$, giving $w = \dfrac{A}{t}$. (M1)方程 $tw' + w = 0$ 是可分离的:$\dfrac{dw}{w} = -\dfrac{dt}{t}$,故 $\ln|w| = -\ln t + C_0$,得 $w = \dfrac{A}{t}$。(M1)

Integrate: $v = A\ln t + B$. Taking $A=1$, $B=0$ (we need only one new $v$), $v = \ln t$, so $y_2 = t^{2}\ln t$. (A1)积分:$v = A\ln t + B$。取 $A=1$,$B=0$(只需一个新的 $v$),$v = \ln t$,故 $y_2 = t^{2}\ln t$。(A1)

Wronskian: $y_1=t^{2}$, $y_2=t^{2}\ln t$, $y_1'=2t$, $y_2'=2t\ln t+t$. (M1)朗斯基行列式:$y_1=t^{2}$,$y_2=t^{2}\ln t$,$y_1'=2t$,$y_2'=2t\ln t+t$。(M1)

$$ W = t^{2}(2t\ln t+t) - t^{2}\ln t\cdot 2t = 2t^{3}\ln t + t^{3} - 2t^{3}\ln t = t^{3}. $$

Since $W = t^{3} > 0$ for $t>0$, the pair $\{t^{2},\, t^{2}\ln t\}$ is linearly independent and forms a fundamental set. (A1)由于 $t>0$ 时 $W = t^{3} > 0$,解对 $\{t^{2},\, t^{2}\ln t\}$ 线性无关,构成基本解组。(A1)

Insight. Reduction of order is a completely general method: given any one nonzero solution $y_1$, the ansatz $y_2=v y_1$ turns the second-order ODE into a first-order ODE for $v'$, with no $v$ term (since $y_1$ itself satisfies the homogeneous equation, the $v$ terms cancel exactly). This is the mechanism behind the repeated-root second solution $te^{rt}$: setting $y_2 = v(t)e^{rt}$ reduces to $v''=0$, giving $v=At+B$, and taking $v=t$ produces the new solution.降阶法是一种完全通用的方法:给定任意一个非零解 $y_1$,设 $y_2=v y_1$ 将二阶常微分方程转化为关于 $v'$ 的一阶方程,且不含 $v$ 项(因为 $y_1$ 本身满足齐次方程,$v$ 的各项恰好相消)。这正是重根情形第二个解 $te^{rt}$ 的机制:令 $y_2 = v(t)e^{rt}$ 化简为 $v''=0$,得 $v=At+B$,取 $v=t$ 即得新解。
PART III  ·  APPLICATIONS AND SYNTHESISExtended problems · 28 marks综合应用题 · 28分

Worked Solutions解题过程

Q8HARDAPPLIEDcomplex-root IVP rewritten in amplitude-phase form复数根初值问题改写为振幅相位形式[10 marks]

$y''+2y'+10y=0$, $y(0)=4$, $y'(0)=-2$. (a) Roots and general solution. (b) Apply ICs. (c) Amplitude-phase form. (d) Damping classification.$y''+2y'+10y=0$,$y(0)=4$,$y'(0)=-2$。(a)特征根与通解。(b)代入初始条件。(c)振幅相位形式。(d)阻尼分类。

Answers:答案:  (a) $r=-1\pm 3i$, $y=e^{-t}(c_1\cos 3t+c_2\sin 3t)$  ·  (b) $c_1=4$, $c_2=\tfrac{2}{3}$  ·  (c) $R=\tfrac{2\sqrt{37}}{3}$, $\phi=\arctan\tfrac{1}{6}$, quasi-period准周期 $\tfrac{2\pi}{3}$  ·  (d) underdamped, $y\to 0$欠阻尼,$y\to 0$

(a) Characteristic roots and general solution(a)特征根与通解 M1·A1

Characteristic equation: $r^{2}+2r+10=0$. Discriminant: $4-40=-36<0$. Roots: $r = \dfrac{-2\pm\sqrt{-36}}{2} = -1\pm 3i$, so $\lambda=-1$, $\mu=3$. (M1)特征方程:$r^{2}+2r+10=0$。判别式:$4-40=-36<0$。根:$r = \dfrac{-2\pm\sqrt{-36}}{2} = -1\pm 3i$,故 $\lambda=-1$,$\mu=3$。(M1)

General solution: $y = e^{-t}(c_1\cos 3t + c_2\sin 3t)$. (A1)通解:$y = e^{-t}(c_1\cos 3t + c_2\sin 3t)$。(A1)

(b) Apply initial conditions(b)代入初始条件 M1·A1·A1

$y(0) = c_1 = 4$. Differentiate using the product rule: $y' = -e^{-t}(c_1\cos 3t+c_2\sin 3t) + e^{-t}(-3c_1\sin 3t+3c_2\cos 3t)$. (M1)$y(0) = c_1 = 4$。用乘积法则求导:$y' = -e^{-t}(c_1\cos 3t+c_2\sin 3t) + e^{-t}(-3c_1\sin 3t+3c_2\cos 3t)$。(M1)

At $t=0$: $y'(0) = -c_1 + 3c_2 = -4 + 3c_2 = -2$, so $3c_2 = 2$, giving $c_2 = \tfrac{2}{3}$. (A1) Particular solution: $y = e^{-t}\!\left(4\cos 3t + \tfrac{2}{3}\sin 3t\right)$. Verify: $y(0)=4$, $y'(0)=-4+3\cdot\tfrac{2}{3}=-4+2=-2$. (A1)在 $t=0$ 处:$y'(0) = -c_1 + 3c_2 = -4 + 3c_2 = -2$,故 $3c_2 = 2$,$c_2 = \tfrac{2}{3}$。(A1) 特解:$y = e^{-t}\!\left(4\cos 3t + \tfrac{2}{3}\sin 3t\right)$。验证:$y(0)=4$,$y'(0)=-4+3\cdot\tfrac{2}{3}=-4+2=-2$。(A1)

(c) Amplitude-phase form(c)振幅相位形式 M1·A1·A1

Write $4\cos 3t + \tfrac{2}{3}\sin 3t = R\cos(3t-\phi)$ where $R = \sqrt{4^{2}+(\tfrac{2}{3})^{2}} = \sqrt{16+\tfrac{4}{9}} = \sqrt{\tfrac{148}{9}} = \tfrac{2\sqrt{37}}{3}$ and $\tan\phi = \dfrac{2/3}{4} = \dfrac{1}{6}$, so $\phi = \arctan\tfrac{1}{6}$. (M1)将 $4\cos 3t + \tfrac{2}{3}\sin 3t = R\cos(3t-\phi)$,其中 $R = \sqrt{4^{2}+(\tfrac{2}{3})^{2}} = \sqrt{16+\tfrac{4}{9}} = \sqrt{\tfrac{148}{9}} = \tfrac{2\sqrt{37}}{3}$,$\tan\phi = \dfrac{2/3}{4} = \dfrac{1}{6}$,故 $\phi = \arctan\tfrac{1}{6}$。(M1)

The particular solution in amplitude-phase form is $y = \dfrac{2\sqrt{37}}{3}\,e^{-t}\cos\!\left(3t-\arctan\tfrac{1}{6}\right)$. (A1)振幅相位形式的特解为 $y = \dfrac{2\sqrt{37}}{3}\,e^{-t}\cos\!\left(3t-\arctan\tfrac{1}{6}\right)$。(A1)

The quasi-period (period of the oscillatory factor) is $T = \dfrac{2\pi}{\mu} = \dfrac{2\pi}{3}$. (A1)准周期(振荡因子的周期)为 $T = \dfrac{2\pi}{\mu} = \dfrac{2\pi}{3}$。(A1)

(d) Damping classification(d)阻尼分类 M1·A1

Since the discriminant $b^{2}-4mk = 4-40 < 0$ (or equivalently, the characteristic roots are complex with nonzero imaginary part), the system is underdamped. (M1) The factor $e^{-t}$ is a decaying envelope, so $y(t)\to 0$ as $t\to\infty$, while the $\cos$ factor produces oscillation with decreasing amplitude. (A1)由于判别式 $b^{2}-4mk = 4-40 < 0$(等价地,特征根为虚部非零的复数),系统为欠阻尼。(M1) 因子 $e^{-t}$ 是衰减包络,故 $y(t)\to 0$(当 $t\to\infty$),而 $\cos$ 因子产生振幅不断减小的振荡。(A1)

Insight. The amplitude-phase form $Re^{\lambda t}\cos(\mu t-\phi)$ isolates the physical content: $R$ is the initial amplitude, $\phi$ is the phase lag, and $e^{\lambda t}$ is the damping envelope. Reading these off requires decomposing $c_1\cos\mu t + c_2\sin\mu t$ via the identity $R\cos(\mu t-\phi)=R\cos\phi\cos\mu t + R\sin\phi\sin\mu t$, giving $c_1=R\cos\phi$ and $c_2=R\sin\phi$. The quasi-period $2\pi/\mu$ differs from the natural period $2\pi/\omega_0$ of the undamped system; damping slows the oscillation.振幅相位形式 $Re^{\lambda t}\cos(\mu t-\phi)$ 分离出了物理内容:$R$ 为初始振幅,$\phi$ 为相位滞后,$e^{\lambda t}$ 为阻尼包络。提取这些量需要利用恒等式 $R\cos(\mu t-\phi)=R\cos\phi\cos\mu t + R\sin\phi\sin\mu t$,将 $c_1\cos\mu t + c_2\sin\mu t$ 分解,得 $c_1=R\cos\phi$,$c_2=R\sin\phi$。准周期 $2\pi/\mu$ 与无阻尼系统的固有周期 $2\pi/\omega_0$ 不同;阻尼会使振荡减慢。
Q9HARDAPPLIEDfree-vibration model: overdamped and critically damped cases自由振动模型:过阻尼与临界阻尼情形[10 marks]

(a) $y''+5y'+4y=0$, $y(0)=2$, $y'(0)=0$ (overdamped). (b) $y''+4y'+4y=0$, $y(0)=1$, $y'(0)=-5$ (critically damped).(a)$y''+5y'+4y=0$,$y(0)=2$,$y'(0)=0$(过阻尼)。(b)$y''+4y'+4y=0$,$y(0)=1$,$y'(0)=-5$(临界阻尼)。

Answers:答案:  (a) $y=\tfrac{8}{3}e^{-t}-\tfrac{2}{3}e^{-4t}$, $y(t)\to 0$ monotonically$y(t)$ 单调趋向 $0$  ·  (b) $y=(1-3t)e^{-2t}$, zero crossing at $t=\tfrac{1}{3}$过零点在 $t=\tfrac{1}{3}$

(a) Overdamped: distinct negative real roots(a)过阻尼:两个不同负实根 M1·A1·M1·A1·R1

Characteristic equation: $r^{2}+5r+4=0$. Discriminant: $25-16=9>0$, two distinct real roots. Factor: $(r+1)(r+4)=0$, so $r_1=-1$, $r_2=-4$. (M1)特征方程:$r^{2}+5r+4=0$。判别式:$25-16=9>0$,两个不同实根。分解:$(r+1)(r+4)=0$,故 $r_1=-1$,$r_2=-4$。(M1)

General solution: $y = c_1 e^{-t} + c_2 e^{-4t}$. (A1)通解:$y = c_1 e^{-t} + c_2 e^{-4t}$。(A1)

Apply ICs: $y(0)=c_1+c_2=2$. $y'=-c_1 e^{-t}-4c_2 e^{-4t}$, so $y'(0)=-c_1-4c_2=0$, giving $c_1=-4c_2$. (M1) Substituting: $-4c_2+c_2=2 \Rightarrow -3c_2=2 \Rightarrow c_2=-\tfrac{2}{3}$, $c_1=\tfrac{8}{3}$. (A1)代入初始条件:$y(0)=c_1+c_2=2$。$y'=-c_1 e^{-t}-4c_2 e^{-4t}$,故 $y'(0)=-c_1-4c_2=0$,得 $c_1=-4c_2$。(M1) 代入:$-4c_2+c_2=2 \Rightarrow -3c_2=2 \Rightarrow c_2=-\tfrac{2}{3}$,$c_1=\tfrac{8}{3}$。(A1)

Particular solution: $y=\tfrac{8}{3}e^{-t}-\tfrac{2}{3}e^{-4t}$. Both exponentials decay to zero, and since $c_1>0$ and $c_2<0$, $y$ starts at $2$, and $y(t) > 0$ for all $t>0$ (check $y=\tfrac{2}{3}(4e^{-t}-e^{-4t})$; the factor is $4e^{-t}-e^{-4t}=e^{-t}(4-e^{-3t})$, which is positive for all $t>0$ since $e^{-3t}<4$). Hence $y\to 0$ monotonically. (R1)特解:$y=\tfrac{8}{3}e^{-t}-\tfrac{2}{3}e^{-4t}$。两个指数项均衰减至零,由于 $c_1>0$ 且 $c_2<0$,$y$ 从 $2$ 出发,对所有 $t>0$ 均有 $y(t) > 0$(验证:$y=\tfrac{2}{3}(4e^{-t}-e^{-4t})$,因子为 $4e^{-t}-e^{-4t}=e^{-t}(4-e^{-3t})$,由于 $e^{-3t}<4$ 对所有 $t>0$ 成立,故为正)。因此 $y$ 单调趋向 $0$。(R1)

(b) Critically damped: repeated root(b)临界阻尼:重根 M1·A1·M1·A1·R1

Characteristic equation: $r^{2}+4r+4=(r+2)^{2}=0$, repeated root $r=-2$. General solution: $y=(c_1+c_2 t)e^{-2t}$. (M1)特征方程:$r^{2}+4r+4=(r+2)^{2}=0$,重根 $r=-2$。通解:$y=(c_1+c_2 t)e^{-2t}$。(M1)

$y(0)=c_1=1$. Differentiate: $y'=c_2 e^{-2t}+(c_1+c_2 t)(-2)e^{-2t}$. At $t=0$: $y'(0)=c_2-2c_1=c_2-2=-5$, so $c_2=-3$. (M1) Particular solution: $y=(1-3t)e^{-2t}$. (A1)$y(0)=c_1=1$。求导:$y'=c_2 e^{-2t}+(c_1+c_2 t)(-2)e^{-2t}$。在 $t=0$ 处:$y'(0)=c_2-2c_1=c_2-2=-5$,故 $c_2=-3$。(M1) 特解:$y=(1-3t)e^{-2t}$。(A1)

Verify: $y(0)=1$, $y'(0)=-3-2(1)=-5$. To find the zero crossing: set $1-3t=0$, giving $t=\tfrac{1}{3}>0$. (R1) For $00$; for $t>\tfrac{1}{3}$, $y<0$, so $y$ crosses zero exactly once at $t=\tfrac{1}{3}$ and then decays to $0$ from below. (A1)验证:$y(0)=1$,$y'(0)=-3-2(1)=-5$。求过零点:令 $1-3t=0$,得 $t=\tfrac{1}{3}>0$。(R1) 当 $00$;当 $t>\tfrac{1}{3}$ 时 $y<0$,故 $y$ 恰好在 $t=\tfrac{1}{3}$ 处过零一次,此后从下方衰减至 $0$。(A1)

Insight. The three discriminant cases for $my''+by'+ky=0$ map directly to damping regimes: $b^{2}>4mk$ gives overdamping (two negative real roots, exponential decay, no oscillation); $b^{2}=4mk$ gives critical damping (repeated negative real root, fastest non-oscillatory return to equilibrium); $b^{2}<4mk$ gives underdamping (complex roots, decaying oscillation). Critical damping is the boundary: any less damping and the system oscillates. Engineers design door closers and shock absorbers near this boundary.$my''+by'+ky=0$ 的三种判别式情形直接对应阻尼状态:$b^{2}>4mk$ 为过阻尼(两个负实根,指数衰减,无振荡);$b^{2}=4mk$ 为临界阻尼(重负实根,以最快速度无振荡地回到平衡);$b^{2}<4mk$ 为欠阻尼(复数根,衰减振荡)。临界阻尼是分界线:阻尼稍小则系统振荡。工程师在设计门闭合器和减震器时会接近这一边界进行调整。
Q10HARDAPPLIEDboundary-value problem and the role of the Wronskian边值问题与朗斯基行列式的作用[8 marks]

$y''+4y=0$ on $[0,L]$. (a) General solution. (b) BCs $y(0)=y(L)=0$: nontrivial solutions iff $L=n\pi/2$. (c) Contrast IVP uniqueness with BVP.$[0,L]$ 上的 $y''+4y=0$。(a)通解。(b)边界条件 $y(0)=y(L)=0$:当且仅当 $L=n\pi/2$ 时有非平凡解。(c)对比初值问题的唯一性与边值问题的情况。

Answers:答案:  (a) $y=c_1\cos 2x+c_2\sin 2x$  ·  (b) $L=n\pi/2$, $y_n=\sin 2x$ family  ·  (c) BVP imposes conditions at two endpoints, not at one; the Wronskian argument applies only to initial data at a single point边值问题在两个端点施加条件,而非一个点;朗斯基行列式论证仅适用于单点处的初始数据

(a) General solution(a)通解 M1·A1

Characteristic equation: $r^{2}+4=0$, so $r=\pm 2i$, giving $\lambda=0$, $\mu=2$. (M1) General solution: $y = c_1\cos 2x + c_2\sin 2x$. (A1)特征方程:$r^{2}+4=0$,故 $r=\pm 2i$,得 $\lambda=0$,$\mu=2$。(M1) 通解:$y = c_1\cos 2x + c_2\sin 2x$。(A1)

(b) Boundary conditions and eigenvalues(b)边界条件与特征值 M1·M1·A1·A1

Apply $y(0)=0$: $c_1\cos 0 + c_2\sin 0 = c_1 = 0$. (M1) So $y = c_2\sin 2x$. Apply $y(L)=0$: $c_2\sin 2L = 0$. (M1)代入 $y(0)=0$:$c_1\cos 0 + c_2\sin 0 = c_1 = 0$。(M1) 故 $y = c_2\sin 2x$。代入 $y(L)=0$:$c_2\sin 2L = 0$。(M1)

For a nontrivial solution we need $c_2\ne 0$, so $\sin 2L = 0$, i.e. $2L = n\pi$ for positive integers $n$, i.e. $L = \tfrac{n\pi}{2}$. (A1)要得到非平凡解,需 $c_2\ne 0$,故 $\sin 2L = 0$,即对正整数 $n$ 有 $2L = n\pi$,即 $L = \tfrac{n\pi}{2}$。(A1)

The corresponding nontrivial solutions are $y_n = \sin 2x$ (with $c_2$ arbitrary and nonzero) for each $n$; equivalently $y = A\sin\!\left(\tfrac{n\pi x}{L}\right)$. These are the eigenfunctions (modes) of the BVP. (A1)对应的非平凡解为 $y_n = \sin 2x$($c_2$ 为任意非零值),对每个 $n$;等价地 $y = A\sin\!\left(\tfrac{n\pi x}{L}\right)$。这些是边值问题的特征函数(振型)。(A1)

(c) IVP uniqueness versus BVP non-uniqueness(c)初值问题的唯一性与边值问题的非唯一性对比 M1·A1

For an IVP, both conditions $y(t_0)=\alpha$ and $y'(t_0)=\beta$ are imposed at the same point $t_0$. The system of equations for $c_1, c_2$ has coefficient determinant exactly $W(t_0)$, which is nonzero when $\{y_1,y_2\}$ is a fundamental set, guaranteeing a unique solution. (M1)对于初值问题,条件 $y(t_0)=\alpha$ 和 $y'(t_0)=\beta$ 均在同一点 $t_0$ 处施加。关于 $c_1, c_2$ 的方程组的系数行列式恰为 $W(t_0)$,当 $\{y_1,y_2\}$ 为基本解组时不为零,保证唯一解。(M1)

For a BVP, the two conditions are at different points: $y(0)=0$ and $y(L)=0$. After applying $y(0)=0$ to get $c_1=0$, the remaining equation $c_2\sin 2L=0$ may have the trivial solution $c_2=0$ only (when $\sin 2L\ne 0$, giving only the zero solution) or infinitely many solutions (when $\sin 2L=0$). The Wronskian at $t_0$ controls the initial-data system at one point; it says nothing about whether conditions at a remote second point are compatible. (A1)对于边值问题,两个条件在不同点处:$y(0)=0$ 和 $y(L)=0$。由 $y(0)=0$ 得 $c_1=0$ 后,剩余方程 $c_2\sin 2L=0$ 可能只有平凡解 $c_2=0$(当 $\sin 2L\ne 0$ 时,仅有零解),也可能有无穷多解(当 $\sin 2L=0$ 时)。$t_0$ 处的朗斯基行列式控制的是单点处的初始数据方程组,对于远端第二点处的条件是否相容,它什么也说明不了。(A1)

Insight. The existence and uniqueness theorem for IVPs requires initial data at a single point and uses the invertibility of the $2\times 2$ Wronskian matrix there. BVPs split the data across two points: the result can be no solution, exactly one solution, or infinitely many, depending on whether the boundary conditions are "resonant" with the equation. The values $L=n\pi/2$ where nontrivial solutions appear are exactly the eigenvalues of the operator $-d^{2}/dx^{2}$ with Dirichlet boundary conditions, the prototype of Sturm-Liouville theory.初值问题的存在唯一性定理要求初始数据在单个点处给出,并利用该点处 $2\times 2$ 朗斯基矩阵的可逆性。边值问题将数据分散在两个点:结果可能无解、恰好一解或无穷多解,取决于边界条件是否与方程"共振"。出现非平凡解的 $L=n\pi/2$ 恰好是带狄利克雷边界条件的算子 $-d^{2}/dx^{2}$ 的特征值,是施图姆-刘维尔理论的原型。