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Unit D3 · Calculus IV第D3单元 · 微积分IV

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

University-Style Practice Problems大学风格练习题

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



Name:姓名:Date:日期:
PART I  ·  CORE TECHNIQUESComputational fluency · 28 marks计算能力 · 28分

The Characteristic Equation特征方程

For each ODE, write the characteristic equation, identify which root case applies, and state the general solution. Show the discriminant $b^{2}-4ac$ explicitly. Verify your solution by substituting back into the ODE before applying initial conditions.对每个常微分方程,写出特征方程,判断适用的根的情形,并写出通解。明确展示判别式 $b^{2}-4ac$。在代入初始条件前,将解代回方程进行验证。

Q1MEDIUM CORE characteristic equation: distinct real roots特征方程:不同实根 [8 marks]

Solve each initial-value problem (IVP). State the characteristic equation and both roots in each case.求解下列各初值问题(IVP)。写出每种情形的特征方程及两个根。

(a) $y'' - 5y' + 6y = 0$, $\quad y(0)=2$, $\;y'(0)=5$. [4]
(b) $y'' + y' - 12y = 0$, $\quad y(0)=1$, $\;y'(0)=-1$. [4]
Q2MEDIUM CORE characteristic equation: complex conjugate roots特征方程:复共轭根 [8 marks]

In each part, identify $\lambda$ and $\mu$ from $r = \lambda \pm i\mu$, write the real general solution using $e^{\lambda t}\cos\mu t$ and $e^{\lambda t}\sin\mu t$, then apply the given initial conditions.在每部分中,从 $r = \lambda \pm i\mu$ 中确定 $\lambda$ 和 $\mu$,用 $e^{\lambda t}\cos\mu t$ 和 $e^{\lambda t}\sin\mu t$ 写出实数形式的通解,然后代入给定的初始条件。

(a) $y'' + 2y' + 5y = 0$, $\quad y(0)=3$, $\;y'(0)=1$. [4]
(b) $y'' - 4y' + 13y = 0$, $\quad y(0)=0$, $\;y'(0)=6$. [4]
Q3MEDIUM CORE Wronskian and fundamental sets朗斯基行列式与基本解组 [6 marks]

Compute the Wronskian $W(y_1,y_2)=y_1 y_2'-y_2 y_1'$ for each pair and state whether the pair forms a fundamental set for the given equation.计算每对函数的朗斯基行列式 $W(y_1,y_2)=y_1 y_2'-y_2 y_1'$,并判断该对函数是否构成给定方程的基本解组。

(a) $y_1 = e^{-t}\cos 2t$, $y_2 = e^{-t}\sin 2t$ for $y'' + 2y' + 5y = 0$. [3]
(b) $y_1 = e^{3t}$, $y_2 = te^{3t}$ for $y'' - 6y' + 9y = 0$. [3]
Q4HARD CORE repeated-root IVP and critical damping重根初值问题与临界阻尼 [6 marks]

Consider the IVP $y'' + 6y' + 9y = 0$, $\quad y(0) = 4$, $\;y'(0) = -6$.考虑初值问题 $y'' + 6y' + 9y = 0$,$\quad y(0) = 4$,$\;y'(0) = -6$。

(a) Find the general solution by solving the characteristic equation. Confirm that the second solution $te^{rt}$ is not a scalar multiple of $e^{rt}$ by computing the Wronskian of the pair.通过求解特征方程得到通解。通过计算这对函数的朗斯基行列式,确认第二个解 $te^{rt}$ 不是 $e^{rt}$ 的数量倍。 [3]
(b) Apply the initial conditions to determine $c_1$ and $c_2$, and write the particular solution. Verify by substitution that your answer satisfies the IVP.代入初始条件确定 $c_1$ 和 $c_2$,写出特解。通过代入验证你的答案满足该初值问题。 [3]
PART II  ·  DEFINITIONS AND PROOFRigorous arguments · 26 marks严格论证 · 26分

Superposition, the Wronskian, and Reduction of Order叠加原理、朗斯基行列式与降阶法

These items are graded on the logic of the argument. State every hypothesis you invoke. In derivations, show each algebraic step; a correct answer with missing steps earns at most half credit.这些题目按论证逻辑评分。陈述你所引用的每个假设。在推导过程中,展示每个代数步骤;答案正确但步骤缺失,最多只能得一半分数。

Q5MEDIUM PROOF principle of superposition叠加原理 [6 marks]

Let $L[y] = y'' + p(t)y' + q(t)y$ where $p,q$ are continuous on an interval $I$.设 $L[y] = y'' + p(t)y' + q(t)y$,其中 $p,q$ 在区间 $I$ 上连续。

(a) Prove that $L$ is a linear operator: that is, show $L[c_1 y_1 + c_2 y_2] = c_1 L[y_1] + c_2 L[y_2]$ for any differentiable $y_1$, $y_2$ and constants $c_1$, $c_2$.证明 $L$ 是线性算子,即对任意可微函数 $y_1$、$y_2$ 及常数 $c_1$、$c_2$,证明 $L[c_1 y_1 + c_2 y_2] = c_1 L[y_1] + c_2 L[y_2]$。 [3]
(b) Hence deduce: if $y_1$ and $y_2$ are both solutions of $L[y]=0$, then $y = c_1 y_1 + c_2 y_2$ is also a solution for any constants $c_1$, $c_2$. State precisely which property of $L$ you used and why it would fail for a nonlinear ODE such as $y'' + (y')^{2} = 0$.由此推断:若 $y_1$ 和 $y_2$ 都是 $L[y]=0$ 的解,则对任意常数 $c_1$、$c_2$,$y = c_1 y_1 + c_2 y_2$ 也是解。准确陈述所用的 $L$ 的哪个性质,并说明为何对非线性方程(如 $y'' + (y')^{2} = 0$)该性质不成立。 [3]
Q6HARD PROOF Wronskian, 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]

Let $y_1, y_2$ be solutions of $y'' + p(t)y' + q(t)y = 0$ on an interval $I$ where $p,q$ are continuous.设 $y_1, y_2$ 是 $y'' + p(t)y' + q(t)y = 0$ 在区间 $I$ 上的解,其中 $p,q$ 连续。

(a) Show that if $y_1, y_2$ are linearly dependent on $I$, then $W(y_1,y_2)(t) = 0$ for all $t \in I$. (Hint: write $y_2 = k y_1$ and compute directly.)证明:若 $y_1, y_2$ 在 $I$ 上线性相关,则对所有 $t \in I$ 都有 $W(y_1,y_2)(t) = 0$。(提示:令 $y_2 = k y_1$ 并直接计算。) [2]
(b) Derive Abel's identity: show that $W' = -p(t)W$ and hence $W(t) = W(t_0)\,e^{-\int_{t_0}^{t}p(s)\,ds}$. Conclude that $W$ is either identically zero or never zero on $I$.推导阿贝尔恒等式:证明 $W' = -p(t)W$,从而得出 $W(t) = W(t_0)\,e^{-\int_{t_0}^{t}p(s)\,ds}$。结论是 $W$ 在 $I$ 上恒为零或处处不为零。 [5]
(c) Use Abel's identity to find, up to a multiplicative constant, the Wronskian of any two solutions of $y'' + 4y' + 4y = 0$, without solving the equation. Then verify by computing $W$ from the actual solutions.利用阿贝尔恒等式,在不求解方程的情况下,确定 $y'' + 4y' + 4y = 0$ 的任意两个解的朗斯基行列式(精确到一个乘法常数)。然后通过实际解计算 $W$ 加以验证。 [3]
Q7HARD PROOF reduction of order: second solution from a known one降阶法:从已知解求第二个解 [10 marks]

The equation $t^{2}y'' - 3ty' + 4y = 0$ ($t > 0$) has a known solution $y_1 = t^{2}$.方程 $t^{2}y'' - 3ty' + 4y = 0$($t > 0$)有一个已知解 $y_1 = t^{2}$。

(a) Verify by substitution that $y_1 = t^{2}$ is indeed a solution.通过代入验证 $y_1 = t^{2}$ 确实是该方程的解。 [2]
(b) Set $y_2 = v(t)\,t^{2}$, substitute into the equation divided by $t^{2}$, and show that the equation for $v$ reduces to a first-order linear ODE in $w = v'$. State the ODE clearly.令 $y_2 = v(t)\,t^{2}$,代入除以 $t^{2}$ 后的方程,证明关于 $v$ 的方程可化简为关于 $w = v'$ 的一阶线性常微分方程。清晰写出该方程。 [4]
(c) Solve for $w$ and integrate to find $v$; hence write down $y_2$ and confirm that $\{y_1, y_2\}$ is a fundamental set by computing $W(y_1,y_2)$.求解 $w$ 并积分得到 $v$;写出 $y_2$,并通过计算 $W(y_1,y_2)$ 确认 $\{y_1, y_2\}$ 是基本解组。 [4]
PART III  ·  APPLICATIONS AND SYNTHESISExtended problems · 28 marks综合应用题 · 28分

Initial-Value Problems, Amplitude-Phase Form, and Free Vibration初值问题、振幅相位形式与自由振动

Set up each problem cleanly. Express solutions in exact form. For amplitude-phase conversions, use $R\cos(\mu t - \phi)$ with $R>0$ and $\phi \in [0, 2\pi)$. In physical problems, interpret the solution in words as well as formulas.清晰建立每道题的模型。以精确形式表示解。振幅相位转换时,使用 $R\cos(\mu t - \phi)$,其中 $R>0$ 且 $\phi \in [0, 2\pi)$。在物理问题中,除公式外还需用文字解释解的含义。

Q8HARD APPLIED complex-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]

Consider $y'' + 2y' + 10y = 0$, $\quad y(0) = 4$, $\;y'(0) = -2$.考虑 $y'' + 2y' + 10y = 0$,$\quad y(0) = 4$,$\;y'(0) = -2$。

(a) Find the characteristic roots and write the general solution $y = e^{\lambda t}(c_1 \cos\mu t + c_2 \sin\mu t)$.求特征根,写出通解 $y = e^{\lambda t}(c_1 \cos\mu t + c_2 \sin\mu t)$。 [2]
(b) Apply the initial conditions to find $c_1$ and $c_2$.代入初始条件求 $c_1$ 和 $c_2$。 [3]
(c) Rewrite the particular solution in amplitude-phase form $R e^{\lambda t}\cos(\mu t - \phi)$. Compute $R$ and $\phi$ exactly, and state the quasi-period.将特解改写为振幅相位形式 $R e^{\lambda t}\cos(\mu t - \phi)$。精确计算 $R$ 和 $\phi$,并写出准周期。 [3]
(d) State whether the system is underdamped, critically damped, or overdamped, and briefly explain what happens to $y(t)$ as $t \to \infty$.判断系统是欠阻尼、临界阻尼还是过阻尼,并简要说明当 $t \to \infty$ 时 $y(t)$ 的行为。 [2]
Q9HARD APPLIED free-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 damped mass-spring system satisfies $my'' + by' + ky = 0$. In each part, determine the root case, solve the IVP, and describe the qualitative long-term behaviour of the displacement $y(t)$.有阻尼弹簧质量系统满足 $my'' + by' + ky = 0$。在每部分中,判断根的情形,求解初值问题,并描述位移 $y(t)$ 的定性长期行为。

(a) $m=1$, $b=5$, $k=4$: $\;y(0)=2$, $\;y'(0)=0$ (overdamped). Find the general solution, apply the ICs, and show that $y(t) \to 0$ monotonically as $t \to \infty$.(过阻尼)。求通解,代入初始条件,并证明当 $t \to \infty$ 时 $y(t)$ 单调趋向 $0$。 [5]
(b) $m=1$, $b=4$, $k=4$: $\;y(0)=1$, $\;y'(0)=-5$ (critically damped). Find the particular solution and show that it crosses zero exactly once for $t>0$. Identify the crossing time.(临界阻尼)。求特解,证明其在 $t>0$ 时恰好过零一次。求过零时刻。 [5]
Q10HARD APPLIED boundary-value problem and the role of the Wronskian边值问题与朗斯基行列式的作用 [8 marks]

Consider the boundary-value problem (BVP) $y'' + 4y = 0$ on $[0, L]$.考虑 $[0, L]$ 上的边值问题(BVP):$y'' + 4y = 0$。

(a) Find the general solution.求通解。 [2]
(b) Apply the boundary conditions $y(0)=0$ and $y(L)=0$. Show that the BVP has a nontrivial solution if and only if $L = n\pi/2$ for some positive integer $n$, and find the corresponding nontrivial solutions.代入边界条件 $y(0)=0$ 和 $y(L)=0$。证明当且仅当 $L = n\pi/2$($n$ 为正整数)时,边值问题有非平凡解,并求出相应的非平凡解。 [4]
(c) Contrast with an IVP: explain in one or two sentences why the Wronskian argument that guarantees a unique solution to an IVP does not apply to a BVP.与初值问题对比:用一两句话说明,保证初值问题有唯一解的朗斯基行列式论证为何不适用于边值问题。 [2]