DEPARTMENT OF MATHEMATICS

INDIAN INSTITUTE OF TECHNOLOGY GUWAHATI

MA102 Mathematics II
Winter Semester of 2024-2025
Ordinary Differential Equations: Tutorial Problems

Ordinary Differential Equations

1. Determine the order and degree of the following ordinary differential equations. Also, state whether
they are linear or nonlinear.
d4 y dy 8


(a) dx 4 + 19 dx = 11y.
d2 y
(b) dx2
+ x sin y = 0.
d2 y
(c) dx2
+ y sin x = 0.
dy x2
(d) dx
+ xy = y
.
(e) y (6) + y (4) y (3) + y 7 = x.
d y 3 2
2d y
(f) x4 dx x
3 + x dx2 + y = e .
q
d2 y dy
(g) x dx 2 = dx
+ 1.
(h) x5 y (4) + 3y (3) + 2y (2) + 4xy 0 + 8x3 y = cos x.

2. Eliminating the arbitrary constants c1 and c2 , obtain the differential equations satisfied by the fol-
lowing functions.

(a) x2 + c1 y 2 = 1.
(b) y = c1 e−x + c2 e2x .

First Order Differential Equations

dy
3. Sketch the slope field of the first order differential equation dx
= x2 . Find the general solution of the
given ODE and draw some integral curves.
dy
4. Sketch the slope field of the first order differential equation dx
= x + y.

5. Solve the following separable ODEs.

(a) x sin y dx + (x + 1) cos y dy = 0.

(b) xy 0 = (1 − 4x2 ) tan(y).

6. Verify that each of the following equations is homogeneous, and then solve it.

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 (a) (x2 − 2y 2 ) dx + xy dy = 0.
(b) x2 y 0 − 3xy − 2y 2 = 0.

7. Solve the initial value problem:

(6x + 4y + 1) dx + (4x + 2y + 2) dy = 0 and y(1/2) = 3.

8. Solve the initial value problem:

(2x + 3y + 1) dx + (4x + 6y + 1) dy = 0 and y(−2) = 2.

9. Verify that each of the following equations is exact, and then solve it.

(a) (2xy − sec2 (x)) dx + (x2 + 2y) dy = 0.

(b) ey dx + (xey + 2y) dy = 0.

10. Find the values/conditions of arbitrary constants/ functions such that the following differential equa-
tions become exact and hence solve them.

(a) (ax + by) dx + (mx + ny) dy = 0.

(b) (2x + f (y)) dx + 2xy dy = 0.

11. Solve each of the following differential equations by finding an integrating factor.

(a) −2xy dx + (3x2 − y 2 ) dy = 0.

(b) (xy − 1) dx + (x2 − xy) dy = 0.
(c) ex dx + (ex cot(y) + 2y cosec(y)) dy = 0.

12. Solve the following linear ODEs.

dy 3y
(a) dx
+ x
= 6x2 .
dy
(b) dx
+ 3y = 3x2 e−3x .

13. Find an integrating factor of the form xp y q and solve (4xy 2 + 6y) dx + (5x2 y + 8x) dy = 0.

14. Show that if (Nx −My )/(x M − y N ) = g(xy), then the differentialRequation
M (x, y)dx+N (x, y)dy =
0 has an integrating factor of the form µ(xy), where µ(u) = exp g(u) du .

15. Solve the following Bernouli equations.

dy
(a) x dx
+ y = −2x6 y 4 .
dy
(b) x dx
− y = − y2.

dy
16. Given that y1 (x) = x is a solution of the Riccati’s equation dx
= −y 2 + xy + 1, obtain the general
solution.

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 17. Solve the following Clairaut/ Reducible to Clairaut equations. Here p = y 0 .

(a) y = p(x − b) + ap , where a and b are fixed real constants.

(b) p2 x2 − 2pxy + y 2 = a2 p2 + b2 , where a and b are fixed real constants.

Applications of First Order Differential Equations

18. Find the orthogonal trajectories of each given family of curves.

(a) y = cx3 .
(b) cx2 + y 2 = 1.

19. Find the value of K such that the parabolas y = c1 x2 + K are the orthogonal trajectories of the
family of ellipses x2 + 2y 2 − y = c2 .

20. Find a family of oblique trajectories that intersect the family of circles x2 + y 2 = c2 at angle 45◦ .

Initial Value Problems involving First Order Differential Equations

21. Discuss the existence and uniqueness of solutions of the following initial value problems.
dy
(a) dx
= x2 + y 2 , y(0) = 0.
dy
p
(b) dx
= |1 − y 2 |, y(π/2) = 1.

22. Find the first three approximations/ Picard iterates by using the Method of Successive Approxima-
dy
tions of the IVP dx = y − x + 1 and y(0) = 0. Then, find the exact solution to the IVP by taking
the limit of the sequence of approximations.
dy
23. Find p such that dx
= y p and y(0) = 0 admits unique solution.

24. For the initial value problem

dy
= x + ex sin(xy), y(0) = 0 = y0
dx
estimate the variation of the solution in the interval [0, 1] if y0 is perturbed by 0.01.

25. Let y(x, λ) denote the unique solution of the initial value problem

dy
(IV P )λ : = λ + cos y, y(0) = 0 = y0 .
dx
Then obtain an upper estimate for |y(x, λ1 ) − y(x, λ2 )| in the interval [0, 1].

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 26. For the system

y10 = 3y1 + x y3 ,
y20 = y2 + x3 y3 ,
y30 = 2x y1 − y2 + ex y3 ,

show that every IVP has unique solution for −∞ < x < ∞.

27. Does there exist a solution of the IVP

d4 y d2 y
(x2 − 4) + 2x + sin(x) y = 0,
dx4 dx2
y(0) = 0, y 0 (0) = 1, y 00 (0) = 1, y 000 (0) = −1.
If so, is the solution unique and over what interval are we assumed that it is defined? Explain.

Basic Theory of Higher Order Linear Differential Equations

28. Show that there is no equation of the type y 00 + a(x)y 0 + b(x) y = 0 for x ∈ [0, 2π] admitting
y1 (x) = sin x and y2 (x) = x − π as its solutions, where a(x) and b(x) are any continuous functions
on [0, 2π].

29. Consider the boundary value problem y 00 + y = 0, y(0) = 0, y(π) = k. Show that it has a solution if
and only if k = 0. Also show that if k = 0, the problem has infinitely many solutions.

30. If y1 and y2 are linearly independent solutions of xy 00 +2y 0 +xex y = 0, 0 < x < ∞ and if W (y1 , y2 )(1) =
2, find the value of W (y1 , y2 )(5).

31. (a) Verify that the functions y1 (x) = x3 and y2 (x) = x2 |x| are linearly independent solutions of the
differential equation x2 y 00 − 4xy 0 + 6y = 0 on (−∞, ∞).
(b) Show that y1 and y2 are linearly dependent on (−∞, 0), but are linearly independent on
(−∞, ∞).
(c) Although y1 and y2 are linearly independent, show that W (y1 , y2 ) = 0 for all x ∈ (−∞, ∞).
(d) Does this violate the fact that W (y1 , y2 ) = 0 for every x ∈ (−∞, ∞) implies y1 and y2 are
linearly dependent?

32. If y = φ1 (x) is a particular solution of y 00 + (sin x)y 0 + 2y = ex and y = φ2 (x) is a particular solution
of y 00 + (sin x)y 0 + 2y = cos(2x), then find a particular solution of y 00 + (sin x)y 0 + 2y = ex + 2 sin2 x.

Method of Reduction of Order

33. Given that y1 (x) = e2x is a solution of (2x + 1) y 00 − 4(x + 1) y 0 + 4y = 0, find a linearly independent
solution by reducing the order. Write the general solution.

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 34. Given that y1 (x) = x is a solution of (1−x2 ) y 00 −2x y 0 +2 y = 0, find the second linearly independent
solution by reducing the order.

Linear Homogeneous Equations with Constant Coefficients

d4 y
35. Find the general solution of + y = 0.
dx4
d5 y d4 y d3 y
36. Find the general solution of 5 − 2 4 + 3 = 0.
dx dx dx
d3 y d2 y dy
37. Find the general solution of − + − y = 0.
dx3 dx2 dx
d5 y d4 y d3 y d2 y dy
38. Find the general solution of 5
+ 5 4
+ 10 3
+ 10 2
+ 5 + y = 0.
dx dx dx dx dx
39. Solve the IVP:
y 000 − 6y 00 + 11y 0 − 6y = 0, y(0) = 0, y 0 (0) = 0, y 00 (0) = 2.

40. The roots of the auxiliary equation, corresponding to a certain 10-th order homogeneous linear
differential equation with constant coefficients are

−1, 4, 4, 4, 2 + 3i, 2 − 3i, 2 + 3i, 2 − 3i, 2 + 3i, 2 − 3i.

Write the general solution.

Nonhomogeneous Linear Equations - Method of Undetermined Coefficients

41. Using the method of undetermined coefficients, find a particular solution of y 00 −3y 0 +2y = 2x2 +3e2x .
Also find its general solution.

42. Using the method of undetermined coefficients, find a particular solution of y 00 (x) − 3y 0 (x) + 2y(x) =
xe2x + sin x. Also find its general solution.

Nonhomogeneous Linear Equations - Annihilator Method

43. Using Annihilator Method, find a particular solution of y 00 (x) − 5y 0 (x) + 6y(x) = cos(2x) + 1. Also
find its general solution.

44. Using Annihilator Method, find a particular solution of y 00 (x) − 5y 0 (x) + 6y(x) = e3x − x2 . Also find
its general solution.

Nonhomogeneous Linear Equations - Operator Method

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 45. Using the operator method, find a particular solution of 3y 00 − 2y 0 + 6y = 5e3x .

46. Using the operator method, find a particular solution of (D − 1)(D + 5)3 (D − 2) = 2e−5x .

47. Using the operator method, find a particular solution of y 000 − 3y 00 + 2y 0 = x3 − 2x2 .

48. Using the operator method, find a particular solution of y 00 − 3y 0 + 2y = 3 sin(2x).

Nonhomogeneous Linear Equations - Method of Variation of Parameters

49. Using the method of variation of parameters, find a particular solution of y 00 − 5y 0 + 6y = 1 + cos(2x).
Also find its general solution.

50. Find the general solution of

x(x − 2)y 00 − (x2 − 2)y 0 + 2(x − 1)y = 3x2 (x − 2)2 ex

given that y1 (x) = ex and y2 (x) = x2 are linearly independent solutions of the corresponding homo-
geneous equation.

Cauchy-Euler Equation

51. Find the general solution of x3 y 000 − 3x2 y 00 + 6xy 0 − 6y = 0 for x > 0.

52. Find the general solution of x2 y 00 − 5xy 0 + 8y = 2x3 for x > 0.

Singular Points

53. Classify the singular points of the following differential equations:

(a) (x − 1)2 y 00 + 1 0
x2
y + 5y = 0.
(b) (x2 − 3x)y 00 − (x + 2)y 0 + y = 0.
(c) (x4 − 2x3 + x2 )y 00 + 2(x − 1)y 0 + x2 y = 0.
(d) (x − 1)3 x2 y 00 + 3x(x − 1)y 0 − 5y = 0.

54. For each of the following equations, determine whether the point at infinity is an ordinary point, a
regular singular point, or an irregular singular point.

(a) (1 − x2 ) y 00 − 2x y 0 + α(α + 1) y = 0, where α ∈ R (Legendre Equation).

(b) y 00 − 2x y 0 + λ y = 0, where λ ∈ R (Hermite Equation).

Power Series Solutions about the Ordinary Points

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 55. Find the power series solutions about the ordinary point x = 0 to the Chebyshev differential equation
(1 − x2 ) y 00 − x y 0 + α2 y = 0, where α is a real constant. Further, show that if α is a nonnegative
integer n, then there is a polynomial solution of degree n.
56. Find the general solution of 2y 00 + x y 0 + y = 0 by computing the first few terms in the power series
solutions about the ordinary point x = 1.

Power Series Solutions about the Regular Singular Points

57. Compute the indicial equation and their roots of the following differential equations.
(a) (x2 − x − 2)2 y 00 + (x2 − 4) y 0 − 6xy = 0 at x = 2.
(b) x2 y 00 + x y 0 + x2 y = 0 at x = 0.

Case I: Exponents r1 − r2 is not a nonnegative integer

58. Derive two linearly independent (series) solution of 2x2 y 00 − 3x y 0 + (2 − x) y = 0.
59. Find the general solution of (x + 2)x2 y 00 − x y 0 + (1 + x) y = 0 by computing the first few terms of
power series solutions about the regular singular point x = 0.

Case II: Exponents r1 − r2 is a positive integer

60. Find the general solution of x y 00 + 3 y 0 − xy = 0 for x > 0 by computing the first few terms of power
series solutions about the regular singular point x = 0.

Case III: Exponents r1 − r2 is zero

61. Find the general solution of x2 y 00 − x y 0 + (1 − x)y = 0 by computing the first few terms of power
series solutions about the regular singular point x = 0.

Properties of Legendre Polynomials and Bessel Functions

62. Prove the following properties of the Legendre polynomials.
Z 1 
0 if m 6= n,
(a) Pn (x)Pm (x)dx = 2 .
−1 2n+1
if m = n.
n
2k + 1 1
X Z
(b) If f (x) is a polynomial of degree n, then f (x) = ck Pk (x), where ck = f (x)Pk (x)dx.
k=0
2 −1
Z 1
(c) Use orthogonality relation to show that g(x)Pn (x)dx = 0 for every polynomial g(x) with
−1
deg(g(x)) < n.

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 Z 1
0
63. Show that the value of the integral Pn (x)Pn+1 (x) dx is independent of n.
−1

1 − 4k 2
 
00
64. Find a solution of y + 1 + y = 0, where k > 0 is a real constant, using the Bessel
4x2
function of the first kind.

65. Using the series definition for Jα (x), prove the following identities:
d α
(a) (x Jα (x)) = xα Jα−1 (x) where α ≥ 1.
dx
d −α
(b) (x Jα (x)) = −x−α Jα+1 (x) where α ≥ 0.
dx

66. From the relations in Question (65), deduce the following recurrence relations.

(a) α Jα (x) + x Jα0 (x) = x Jα−1 (x) for α ≥ 1.

(b) α Jα (x) − x Jα0 (x) = x Jα+1 (x) for α ≥ 0.
2α
(c) Jα−1 (x) + Jα+1 (x) = Jα (x) for α ≥ 1.
x
(d) Jα−1 (x) − Jα+1 (x) = 2Jα0 (x) for α ≥ 1.
Z
67. Show that axα Jα−1 (ax) dx = xα Jα (ax) + C, where a > 0 and C is an arbitrary constant.

68. Using the series definition of Jα (x), show that

r
2
(a) J−1/2 (x) = cos x.
πx
r
2
(b) J1/2 (x) = sin x.
πx

Homogeneous Linear System of First Order ODEs

69. The vector functions x1 = [e−t , 2e−t , e−t ]T , x2 = [et , 0, et ]T , x3 = [e3t , −e3t , 2e3t ]T are solutions to the
system x0 (t) = Ax(t). Determine whether they form a fundamental solution set. If they do, find a
fundamental matrix for the system and give a general solution.

70. Let X(t) and Y(t) be two fundamental matrices for the same system x0 (t) = A(t)x(t). Then, there
exists an n × n real matrix C such that X(t) = Y(t)C.

71. Suppose that an n × n real matrix A has a negative eigenvalue. Show that the linear system x0 = Ax
has at least one nontrivial solution x(t) that satisfies lim x(t) = 0.
t→∞

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 72. Let A be an n × n real matrix such that A = P −1 diag[λj ] P . Show that det eA = etrace(A) . Verify

this fact for any 2 × 2 real matrix A.

73. Find the fundamental matrix eAt of the linear system x0 = Ax where A is given below.
 
2 0 0
(a) A = 0 2 0 ,
0 0 −1
 
3 1
(b) A = ,
0 3
 
2 −1
(c) A = ,
1 2
 
−2 0 0
(d) A =  1 −2 0 .
0 1 −2

74. Solve the initial value problem x0 = Ax with x(0) = x0 for the following:
   
1 −1 1
(a) A = and x0 = ,
1 3 −1
   
0 −2 0 a
(b) A = 1 2 0  and x0 =  b ,
0 0 −2 c
   
−1 1 −2 a
(c) A = 0 −1 4 and x0 = b ,
  
0 0 1 c
   
1 −1 0 0 a
1 1 0 0  b
(d) A = 0 0 1 −1 and x0 =  c .
  

0 0 1 1 d

75. Let x(t) be a nontrivial solution to the system x0 = Ax, where A is an n × n real matrix. If A + AT
is positive definite, then prove that kx(t)k is an increasing function of t. (Here, k · k denotes the
Euclidean norm.)

Nonhomogeneous Linear System of First Order ODEs

76. Using the Method  of Undetermined

  Coefficients, find a particular solution of the nonhomogeneous
  lin- 
3 1 t 3 1 t
ear system x0 = x+ and then find the unique solution of the IVP x0 = x+
0 3 1 + 2t 0 3 1 + 2t
with the initial condition x(0) = [1, 0]T .

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 77. Using the Method
 ofVariation
 t of Parameters, find a particular solution of the nonhomogeneous
  linear
 t
0 0 −1 2e 0 0 −1 2e
system x = x+ and then find the unique solution of the IVP x = x+
1 0 4et 1 0 4et
with the initial condition x(0) = [1, 0]T .

System of First Order ODEs & n-th Order ODEs

78. Rewrite each of the given scalar equation as a linear system of first-order ODEs in normal form.
Express the system in the matrix form x = A(t) x + f (t).

(a) y 00 − 3y 0 − 11y = sin t;

(b) y (4) + y = t2 .

79. Find the unique normalized homogeneous linear scalar differential equation of order 3 with continuous
coefficients which has the set {t, t2 , et } as a fundamental set of solutions on some interval [a, b].

Autonomous Systems: Path, Critical Points

80. For the following systems, sketch the path/ trajectory corresponding to the solution satisfying the
specified initial conditions, and indicate the direction of motion for increasing t.
dx dy
(a) = −x, = −2y, x(0) = 4, y(0) = 2.
dt dt
dx dy √
(b) = ay, = −bx, where a > 0 and b > 0, x(0) = a, y(0) = 0.
dt dt
dx dy
(c) = 2x, = 2y, x(0) = 2, y(0) = 1.
dt dt
81. For each of the following system or the system equivalent to the equation, find all the critical points.
dx dy
(a) = x − xy and = y + 2xy.
dt dt
dx dy y y2 3
(b) = x − x2 − xy and = − − xy.
dt dt 2 4 4
dx dy
(c) = x2 + y 2 − 6 and = x2 − y.
dt dt
d2 x
(d) − (4 − x2 ) = 0.
dt2

Qualitative Analysis of Autonomous Systems

82. Determine the nature/type of the critical point (0, 0) of each of the linear autonomous system x0 = Ax
and determine whether or not the critical point is stable or asymptotically stable.

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5 −3
(a) A= .
4 −3
 
2 −1
(b) A= .
1 2
 
−1 2
(c) A= .
−1 1
 
−5 1
(d) A= .
1 −5

dx dy
= µx + y,
83. Show that (0, 0) is always an unstable critical point of the linear system = −x + y
dt dt
6 −1. When is (0, 0) a saddle point? When is (0, 0) an unstable
where µ is a real constant and µ =
spiral point?

84. Refer Theorem 13.7 and Theorem 13.8 on Page Nos.660 to 662 of Differential Equations - Shepley
L. Ross, Thrid Edition, Wiley.
Consider the nonlinear system
dx dy
= 6x − y + x2 and = αx + 2y + y 2
dt dt
which depends on a parameter α. Assuming α 6= −12, determine the nature/type and examine
stability of the critical point (0, 0) of the system.

85. Refer Theorem 13.7 and Theorem 13.8 on Page Nos.660 to 662 of Differential Equations - Shepley
L. Ross, Thrid Edition, Wiley.
Find all the critical points of the following nonlinear autonomous system
dx dy
=y and = 2x3 + x2 − x .
dt dt
Determine the nature/type and examine stability of the critical points (by means of linearization).

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