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Extraneous solution to differential equation - modulus sign causing problems

I think I may have found an error in an exam paper.
This is CIE A Level maths May/June 2013 paper 33 Q8.
Question paper: https://pastpapers.co/cie/view.php?id=/cie/A-Level/Mathematics-9709/2013/2013%20Jun/9709_s13_qp_33.pdf
Mark Scheme: https://pastpapers.co/cie/view.php?id=/cie/A-Level/Mathematics-9709/2013/2013%20Jun/9709_s13_ms_33.pdf

The question:

The variables x and t satisfy the differential equation:
tdxdt=kx32x2t\frac{dx}{dt}=\frac{k-x^3}{2x^2}
for t > 0, where k is a constant. When t = 1, x = 1 and when t=4, x=2
Solve the differential equation, finding the value of k

Now this is fairly standard to solve if you separate the variables and integrate. The problem comes with the modulus sign in the natural log function. I have read around and know that you can only drop the modulus sign if you are certain that the term inside the modulus sign is positive (and in this case I cannot be certain). However in the textbooks; when solving a differential equation, they just quietly ignore this technicality and proceed as if the modulus sign had never been discovered. I suspect they did this here in the official mark scheme.

Now for this question I did not prematurely remove the modulus sign. Im able to boil it down to
2x2kx3dx=1tdt\int{\frac{2x^2}{k-x^3}}dx=\int{\frac{1}{t}}dt

23lnkx3=lnt+c=lnt+c-\frac{2}{3}\ln{|k-x^3|}=\ln{|t|}+c=\ln{t}+c
since t>0

Plug t=1 and x=1
23lnk13=ln1+c-\frac{2}{3}\ln{|k-1^3|} = \ln{1} + c
implies
c=23lnk1c = -\frac{2}{3}\ln{|k-1|}

So
23lnkx3=lnt23lnk1-\frac{2}{3}\ln{|k-x^3|}=\ln{t}-\frac{2}{3}\ln{|k-1|}

23[lnk1lnkx3]=lnt\frac{2}{3}[\ln{|k-1|-\ln{|k-x^3|}{}}]=\ln{t}

(k1kx3)23=t(|\frac{k-1}{k-x^3}|)^{\frac{2}{3}}=t

(k1)2(kx3)2=t3\frac{(k-1)^2}{(k-x^3)^2} = t^3

Plug t=4 and x=2 to get (1)
(k1)2(k8)2=64\frac{(k-1)^2}{(k-8)^2}=64


The squaring allows me to not split into piecewise functions. However this equation now has two roots. Multiplying out and solving the quadratic on my calculator, I got the two solutions as k=9 and k=65/9. The mark scheme says that k=9 is the only solution. Now putting myself in their shoes, I can get k=9 as the only solution if I take the positive square root of both sides of (1) and then solve the simple linear equation. However I don't think this is good practice. I cannot find any reason to refute k=65/9 as a valid solution. Am I missing something? My exams are in 3 weeks so how do I proceed with this type of question. Do I simply forget about the modulus sign? That leaves a bad taste in my mouth.
(edited 5 years ago)
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thanks just edited it
Original post by casperyc
You need to edit your code from

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Reply 3
I see what you mean and I can't see why you wouldn't get two answers, but is it actually the modulus that's causing the problems for you? It seems to me if you ignore the modulus you would still have this problem, maybe im being stupid tho
(edited 5 years ago)
Original post by number0
I see what you mean and I can't see why you wouldn't get two answers, but is it actually the modulus that's causing the problems for you? It seems to me if you ignore the modulus you would still have this problem, maybe im being stupid tho

You may be correct though I'm not sure. If you could remove the modulus because you are sure that the terms inside them are positive, does that imply you are permitted to only take the positive root of (1)? Or even in that scenario will you have to take both roots of (1)?
Also how are you to know any of this for the exam? Is there a convention that you only do the simplest thing (no modulus, positive roots)
Original post by homeschooledkid
However in the textbooks; when solving a differential equation, they just quietly ignore this technicality and proceed as if the modulus sign had never been discovered. I suspect they did this here in the official mark scheme.

~snip~

I cannot find any reason to refute k=65/9 as a valid solution. Am I missing something? My exams are in 3 weeks so how do I proceed with this type of question. Do I simply forget about the modulus sign? That leaves a bad taste in my mouth.

So, there's a detail that is often omitted or glossed over when people talk about integrating f'(x)/f(x) to get ln |f(x)|. If f(x) is always > 0 (in the region you are considering), then yes, you get ln(f(x)), and if (f(x) < 0) then you get ln(-f(x)). But if f(x) actually changes sign, then the integral is not well defined. (And similarly if you are solving a differential equation and get ln |f(x)| in your solution, then this solution isn't defined when f(x) = 0).

Explicitly, your 2nd solution is undefined when x^3 = 65 / 9 (which is < 8 = 2^3), and since you know x covers the range 1 to 2, there will be a point where this happens. (Conversely, k = 9 is outside the range of values of x^3 we need to consider).

In "practical terms", when solving a differential equation (with initial conditions), I don't think you're likely to go wrong by ignoring the modulus signs, and then if you find you want to take the log of something negative, putting them in. If you want to be careful, think about what the *actual* sign is of what you're taking the log of, and in particular, whether that sign might change in the interval of consideration.
Original post by DFranklin
So, there's a detail that is often omitted or glossed over when people talk about integrating f'(x)/f(x) to get ln |f(x)|. If f(x) is always > 0 (in the region you are considering), then yes, you get ln(f(x)), and if (f(x) < 0) then you get ln(-f(x)). But if f(x) actually changes sign, then the integral is not well defined. (And similarly if you are solving a differential equation and get ln |f(x)| in your solution, then this solution isn't defined when f(x) = 0).

Explicitly, your 2nd solution is undefined when x^3 = 65 / 9 (which is < 8 = 2^3), and since you know x covers the range 1 to 2, there will be a point where this happens. (Conversely, k = 9 is outside the range of values of x^3 we need to consider).

In "practical terms", when solving a differential equation (with initial conditions), I don't think you're likely to go wrong by ignoring the modulus signs, and then if you find you want to take the log of something negative, putting them in. If you want to be careful, think about what the *actual* sign is of what you're taking the log of, and in particular, whether that sign might change in the interval of consideration.

Ok yeah that makes sense thank you. So now in equation 1 we know that the LHS of (1) is positive and it is given that t>0 so we can safely take the positive root of both sides - is this correct?
I actually think it's you who are unwittingly glossing over a technical point on the difference between definite and indefinite integrals. After re-arrangement we have:

2x2kx3dx=dtt { 2 x^2 \over {k - x^3}} dx = {dt \over t} \qquad with some additional boundary conditions.

Jumping straight to the indefinite integral is arguably wrong ... the integral equation is not true in general, only for particular integral ranges. Forgetting about the limits and then adding them on later is where it's muddying the waters. Just go straight to the actually true equation

122x2kx3dx=14dtt \int_1^2 { 2 x^2 \over {k - x^3}} dx = \int_1^4 {dt \over t}

Now it's clear the left-hand integrand's denominator can't change sign over the range [1,2] as that would mean a blow-up at zero
Original post by SerBronn
I actually think it's you who are unwittingly glossing over a technical point on the difference between definite and indefinite integrals.
Nothing unwitting about it, I assure you :smile: My recollection was that at A-level (not FM A-level), differential equations were always solved by forming the 2 indefinite integrals, and I didn't want to go too far from the route the OP had taken. I did emphasize the need to consider the behaviour over the entire range. I also thought showing that explicitly "your actual solution is undefined at x^3 = k" was a bit more direct than merely discussing behaviour of the integrand, when (I assume) A-level students will have encountered integrals where the integrand is undefined at a point but the integral still converges.

Forgetting about the limits and then adding them on later is where it's muddying the waters. Just go straight to the actually true equation

122x2kx3dx=14dtt \int_1^2 { 2 x^2 \over {k - x^3}} dx = \int_1^4 {dt \over t}

Now it's clear the left-hand integrand's denominator can't change sign over the range [1,2] as that would mean a blow-up at zero
I disagree that the limits are where the waters are muddied. To my mind, the real problem is that (arguably), it's not clear whether k - x^3 should be treated as +ve or -ve, or indeed, whether both are valid possibilities. I don't see using definite integrals as resolving this. It's not knowing this sign that causes a potential ambiguity; if not unresolved, you're going to have to consider both possibilities, find the two consequent potential values for k and only then will you be able to tell "yeah, that second value doesn't work".

If I was doing it personally, having noted that k-x^3 can't change sign, I'd note that x is an increasing function of t (and so k-x^3 must be +ve) to get rid of the modulus signs early. Again, this is something I did try to hint to the OP, although it doesn't look like he took it on board.

And don't forget, in this midst of all this, that from the OP's description of the mark scheme, it doesn't seem like the examiners considered this at all. I do think "don't worry about modulus until you find out you need them" is actually pretty reasonable advice at this level.
Original post by DFranklin
Nothing unwitting about it, I assure you :smile: My recollection was that at A-level (not FM A-level), differential equations were always solved by forming the 2 indefinite integrals, and I didn't want to go too far from the route the OP had taken. I did emphasize the need to consider the behaviour over the entire range. I also thought showing that explicitly "your actual solution is undefined at x^3 = k" was a bit more direct than merely discussing behaviour of the integrand, when (I assume) A-level students will have encountered integrals where the integrand is undefined at a point but the integral still converges.

I disagree that the limits are where the waters are muddied. To my mind, the real problem is that (arguably), it's not clear whether k - x^3 should be treated as +ve or -ve, or indeed, whether both are valid possibilities. I don't see using definite integrals as resolving this. It's not knowing this sign that causes a potential ambiguity; if not unresolved, you're going to have to consider both possibilities, find the two consequent potential values for k and only then will you be able to tell "yeah, that second value doesn't work".

If I was doing it personally, having noted that k-x^3 can't change sign, I'd note that x is an increasing function of t (and so k-x^3 must be +ve) to get rid of the modulus signs early. Again, this is something I did try to hint to the OP, although it doesn't look like he took it on board.

And don't forget, in this midst of all this, that from the OP's description of the mark scheme, it doesn't seem like the examiners considered this at all. I do think "don't worry about modulus until you find out you need them" is actually pretty reasonable advice at this level.

Thanks for all the detailed responses. The reason I sounded so arrogant was that none of what was mentioned in this discussion is even addressed in any textbook or mark scheme by CIE. I understand now that the term inside the modulus can be any sign but cannot change.

Also isn't x a decreasing function of t?

I'm not familiar with manipulating definite integral equations so I didn't even think of the method SerBronn proposed. I'm also not used to having to infer the domain of a function when it is not specified in the question so I'll keep that in mind next time.

Just to be clear: Does the manual discarding of k=65/9 HAVE to be done for rigor? The mark scheme does not even mention this which is why I think they just took the positive root of (1). Are CIE not expecting us to go this far or is their something I'm missing that allowed taking only the positive root.
Original post by homeschooledkid
Thanks for all the detailed responses. The reason I sounded so arrogant was that none of what was mentioned in this discussion is even addressed in any textbook or mark scheme by CIE. I understand now that the term inside the modulus can be any sign but cannot change.

Also isn't x a decreasing function of t?
"When t = 1, x = 1 and when t=4, x=2 " So, when t increases from 1 to 4, x ...

Just to be clear: Does the manual discarding of k=65/9 HAVE to be done for rigor? The mark scheme does not even mention this which is why I think they just took the positive root of (1). Are CIE not expecting us to go this far or is their something I'm missing that allowed taking only the positive root.
Now saying this for the 3rd time: I think the expectation is assume ln(f(x)) rather than ln|f(x)|. If it later becomes apparent that f(x) is -ve, put the modulus signs in.
understood
I've thought about this some more ... The anti-derivative function can be ln(f(x)) or ln(|f(x)|) but not both. You are evaluating one anti-derivative function at two points, not two different functions. Since the numerator is obviously +ve the denominator must be +ve over the range, or -ve over the range but it can't cross zero.

The evaulation then comes down to k1k8=8{{k-1} \over {k-8}} = 8 or k1k8=8{{|k-1|} \over {|k-8|}} = 8. These give the same solution of k = 9. The other solution only arises if you have the modulus on one log term but not the other which is not possible.
(edited 5 years ago)
Original post by SerBronn
I've thought about this some more ... The anti-derivative function can be ln(f(x)) or ln(|f(x)|) but not both.
It obviously *can* be both - if f(x) is +ve the two expressions are identical. Did you mean ln(-f(x)) for the 2nd approach?

You are evaluating one anti-derivative function at two points, not two different functions. Since the numerator is obviously +ve the denominator must be +ve over the range, or -ve over the range but it can't cross zero.
Agreed. The real problem with extraneous solutions comes when the OP squares things to get rid of the modulus signs - I've already said (twice now) that I would have got rid of them by considering the sign of the terms.

Edit: actually, since f(x) can't change sign, if you're considering abf(x)/f(x)dx=[lnf(x)]ab\int_a^b f'(x)/f(x)\,dx = [\ln|f(x)|]_a^b, then f(a)/f(b) is always +ve, so if you rewrite as ln(f(a)/f(b))\ln(f(a)/f(b)) you shouldn't ever need a modulus sign. But I'm thinking this is "special case" enough that although it's not as useful as it looks - this question only becomes problematic because of an unknown constant that can affect the sign of f(x), which is pretty unusual.

2nd edit: I don't think separating variables (and integrating) really gives the whole (theoretical) story, either. Consider the diff. eq. y=2ycosxy' = 2 \sqrt y \cos x. Separating variables gives a family of solutions y = (sin(x) + c)^2. But note that if

Unparseable latex formula:

y_n =\left\{ \begin{matrix} \sin^2 x & n\pi \leq x \leq (n+1)\pi \\ 0 & \text{otherwise} \end{matrix}

,

then y_n is also a solution for each integer n. And so is sSyn\sum_{s \in S} y_n for any subset S of N\mathbb{N}.

These solutions aren't picked up by the standard separate variables approach. (And note that it's actually even worse, as for any c with -1 < c < 1, you can make "similar" functions yn,cy_{n, c} that vanish outside the region "near n pi" where (sin(x)+c) > 0. You can consider the y_n functions as the special case c = 0. You can add these up as well, as long as they don't "overlap").
(edited 5 years ago)

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